ROYAL BANK OF CANADA Q4 2016 Filing

Filed February 14, 2017

Portfolio Value

$184.6M

Holdings

5,959

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (5,959 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	AAPLAPPLE INC	24,160,619	$5.4M	2.95%	Put
2	IBBISHARES TR	357,143	$4.9M	2.66%	Put
3	MRKMERCK & CO INC	11,141,497	$4.9M	2.66%	Put
4	USBUS BANCORP DEL	9,675,595	$4.8M	2.58%	Put
5	EMREMERSON ELEC CO	1,405,608	$4.8M	2.58%	Put
6	BACVERIZON COMMUNICATIONS INC	23,644,694	$4.7M	2.56%	Put
7	MCHPMICROCHIP TECHNOLOGY INC	3,592,279	$4.7M	2.55%	Call
8	KMIKINDER MORGAN INC DEL	4,902,613	$4.7M	2.54%	Put
9	PFEPFIZER INC	25,098,933	$4.5M	2.43%	Put
10	DFSEURDISCOVER FINL SVCS	1,255,881	$4.5M	2.43%	Put
11	ACNACCENTURE PLC IRELAND	1,908,710	$4.4M	2.41%	Put
12	ADBEADOBE SYS INC	1,724,020	$4.4M	2.38%	Put
13	MMM3M CO	2,451,352	$4.3M	2.35%	Put
14	MSFTMICROSOFT CORP	21,285,319	$4.3M	2.34%	Put
15	GSKGLAXOSMITHKLINE PLC	8,439,889	$4.2M	2.29%	Put
16	PSXPHILLIPS 66	1,412,930	$4.2M	2.26%	Put
17	BBTUSDBB&T CORP	1,948,360	$4.1M	2.24%	Put
18	GEGENERAL ELECTRIC CO	34,501,702	$4.1M	2.22%	Put
19	TAT&T INC	23,377,429	$4.0M	2.17%	Put
20	XOMEXXON MOBIL CORP	11,005,212	$4.0M	2.15%	Put
21	—BROOKFIELD PPTY PARTNERS L P	32,313,422	$3.9M	2.10%	Call
22	AMTAMERICAN TOWER CORP NEW	361,729	$3.9M	2.09%	Put
23	CVXCHEVRON CORP NEW	7,243,648	$3.9M	2.09%	Put
24	IWMISHARES TR	5,606,430	$3.8M	2.06%	Put
25	AXPAMERICAN EXPRESS CO	1,489,524	$3.8M	2.05%	Put
26	CVECENOVUS ENERGY INC	56,223,535	$3.8M	2.05%	Put
27	EEMISHARES TR	25,441,012	$3.8M	2.03%	Put
28	GILDGILEAD SCIENCES INC	4,823,045	$3.7M	2.01%	Put
29	PGPROCTER AND GAMBLE CO	9,084,681	$3.7M	2.00%	Put
30	UNPUNION PAC CORP	3,998,620	$3.7M	1.99%	Put
31	YUMYUM BRANDS INC	1,466,099	$3.7M	1.99%	Put
32	LIESUN LIFE FINL INC	48,512,897	$3.7M	1.98%	Put
33	LLYLILLY ELI & CO	3,562,254	$3.6M	1.97%	Put
34	MRSHMARSH & MCLENNAN COS INC	578,334	$3.6M	1.96%
35	BPBP PLC	3,202,245	$3.6M	1.96%	Put
36	ITWILLINOIS TOOL WKS INC	536,920	$3.5M	1.89%
37	ABBVABBVIE INC	5,372,303	$3.5M	1.88%	Put
38	JNJJOHNSON & JOHNSON	12,432,751	$3.5M	1.88%	Put
39	JPMJPMORGAN CHASE & CO	15,039,405	$3.4M	1.87%	Put
40	WTWWILLIS TOWERS WATSON PUB LTD	171,429	$3.4M	1.86%
41	—DOW CHEM CO	8,590,659	$3.4M	1.86%	Put
42	SPYSPDR S&P 500 ETF TR	32,344,658	$3.4M	1.84%	Put
43	IBMINTERNATIONAL BUSINESS MACHS	2,623,875	$3.4M	1.82%	Put
44	SESPECTRA ENERGY CORP	4,514,768	$3.3M	1.81%
45	DHRDANAHER CORP DEL	3,589,097	$3.3M	1.80%	Put
46	BRK/BBERKSHIRE HATHAWAY INC DEL	3,385,519	$3.3M	1.79%
47	MPCMARATHON PETE CORP	1,543,067	$3.2M	1.76%	Call
48	CSXCSX CORP	2,083,054	$3.2M	1.76%	Put
49	PGRPROGRESSIVE CORP OHIO	174,115	$3.2M	1.74%
50	AMZNAMAZON COM INC	1,437,659	$3.2M	1.74%	Put
51	FTSFORTIS INC	33,703,663	$3.2M	1.73%	Call
52	TEVATEVA PHARMACEUTICAL INDS LTD	4,474,542	$3.2M	1.72%	Put
53	9990302DAPACHE CORP	1,278,208	$3.2M	1.72%	Put
54	PNCPNC FINL SVCS GROUP INC	3,075,499	$3.2M	1.71%	Put
55	HBC2HSBC HLDGS PLC	3,910,025	$3.1M	1.71%	Put
56	CELGCELGENE CORP	2,890,994	$3.1M	1.70%	Put
57	IOOISHARES TR	100,037	$3.1M	1.70%
58	GDGENERAL DYNAMICS CORP	632,569	$3.1M	1.70%	Put
59	COSTCOSTCO WHSL CORP NEW	2,669,646	$3.1M	1.69%	Put
60	—EXPRESS SCRIPTS HLDG CO	779,433	$3.1M	1.69%	Put
61	BMYBRISTOL MYERS SQUIBB CO	3,934,585	$3.1M	1.69%	Put
62	TRVTRAVELERS COMPANIES INC	545,116	$3.1M	1.68%
63	APCANADARKO PETE CORP	2,899,763	$3.1M	1.68%	Put
64	BAMBROOKFIELD ASSET MGMT INC	75,544,751	$3.1M	1.67%	Call
65	AIGAMERICAN INTL GROUP INC	5,217,606	$3.1M	1.66%	Put
66	INTUINTUIT	1,794,340	$3.1M	1.66%	Put
67	SYFSYNCHRONY FINL	5,074,263	$3.1M	1.66%	Call
68	GQ9SPDR GOLD TRUST	4,140,628	$3.1M	1.66%	Put
69	GSGOLDMAN SACHS GROUP INC	1,988,142	$3.0M	1.65%	Put
70	BKBANK NEW YORK MELLON CORP	3,978,775	$3.0M	1.64%	Put
71	PPLPEMBINA PIPELINE CORP	31,043,063	$3.0M	1.64%
72	GOOGALPHABET INC	994,235	$3.0M	1.64%	Put
73	SCHWSCHWAB CHARLES CORP NEW	1,238,435	$3.0M	1.64%	Put
74	MCDMCDONALDS CORP	5,201,250	$3.0M	1.63%	Put
75	MGAMAGNA INTL INC	21,739,492	$3.0M	1.63%	Put
76	PPLPPL CORP	3,573,687	$3.0M	1.62%	Put
77	—NIELSEN HLDGS PLC	2,546,661	$3.0M	1.62%
78	WMWASTE MGMT INC DEL	1,231,842	$3.0M	1.62%	Call
79	DISDISNEY WALT CO	7,692,984	$3.0M	1.61%	Put
80	EWJISHARES INC	709,838	$3.0M	1.61%	Put
81	PPGPPG INDS INC	578,059	$3.0M	1.60%
82	JWNUSDNORDSTROM INC	576,641	$3.0M	1.60%	Put
83	CERNCHFCERNER CORP	438,190	$3.0M	1.60%
84	BNSBANK N S HALIFAX	89,204,136	$3.0M	1.60%	Put
85	GMGENERAL MTRS CO	12,476,649	$3.0M	1.60%	Put
86	EMBISHARES TR	2,190,768	$2.9M	1.59%
87	KRKROGER CO	1,343,401	$2.9M	1.58%	Call
88	CLCOLGATE PALMOLIVE CO	3,047,774	$2.9M	1.57%
89	A4SAMERIPRISE FINL INC	514,630	$2.9M	1.57%
90	BKNGPRICELINE GRP INC	124,683	$2.9M	1.57%	Put
91	AQLTISHARES TR	942,600	$2.9M	1.57%
92	PXGBXPRAXAIR INC	290,093	$2.9M	1.56%	Call
93	WBSWEBSTER FINL CORP CONN	95,043	$2.9M	1.56%
94	—SUNTRUST BKS INC	2,636,816	$2.9M	1.56%	Put
95	UNHUNITEDHEALTH GROUP INC	5,726,807	$2.9M	1.56%	Put
96	AFLAFLAC INC	840,295	$2.9M	1.56%	Put
97	APDAIR PRODS & CHEMS INC	452,385	$2.9M	1.56%
98	ADPAUTOMATIC DATA PROCESSING IN	2,709,734	$2.9M	1.55%
99	INTCINTEL CORP	14,355,715	$2.8M	1.54%	Put
100	OXYOCCIDENTAL PETE CORP DEL	3,361,013	$2.8M	1.53%	Put

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