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Institutional Investment Manager
RIVERHEAD CAPITAL MANAGEMENT LLC
RIVERHEAD CAPITAL MANAGEMENT LLC (CIK: 0001568679) incorporated in Delaware, located at 2711 Centerville Road, Wilmington, DE. Institutional holdings reported to the SEC.

Institutional Holdings (2016Q2)
Portfolio Summary: 1,434 holdings with a total value of $3,111,606,000.
#
Name
Shares
Value ($)
%
Options
Notes
1351 AMERICAN WOODMARK CORPORATION COM 2,640 40,000 0.00%
1352 VISTA OUTDOOR INC 561 40,000 0.00%
1353 LIBERTY GLOBAL PLC 1,386 40,000 0.00%
1354 WORTHINGTON INDS INC 880 40,000 0.00%
1355 INVESCO LTD 1,364 40,000 0.00%
1356 AMERICAN ELEC PWR INC 2,739 40,000 0.00%
1357 NEW YORK CMNTY BANCORP INC 8,976 39,000 0.00%
1358 OSI SYSTEMS INC COM 4,620 38,000 0.00%
1359 PharMerica Corp 2,024 38,000 0.00%
1360 ADTRAN INC COM 726 38,000 0.00%
1361 IDACORP INC 3,872 38,000 0.00%
1362 INSTALLED BLDG PRODS INC COM 1,408 37,000 0.00%
1363 CENTRAL GARDEN & PET CO 1,342 37,000 0.00%
1364 Invacare Corp 1,012 37,000 0.00%
1365 FIRST HORIZON CORPORATION COM 507 36,000 0.00%
1366 ATMOS ENERGY CORP 2,904 36,000 0.00%
1367 PENSKE AUTOMOTIVE GRP INC 19,470 36,000 0.00%
1368 TIDEWATER INC 8,250 36,000 0.00%
1369 STANDARD MTR PRODS INC COM 880 35,000 0.00%
1370 FOSSIL GROUP INC 3,190 35,000 0.00%
1371 QUEST DIAGNOSTICS INC 1,122 33,000 0.00%
1372 GENERAL CABLE CORP DEL NEW 2,112 33,000 0.00%
1373 PPG INDS INC 3,124 32,000 0.00%
1374 DICKS SPORTING GOODS INC 1,650 31,000 0.00%
1375 ABB LTD 1,320 31,000 0.00%
1376 TITAN INTL INC ILL COM 5,005 31,000 0.00%
1377 EXPEDITORS INTL WASH INC 2,426 31,000 0.00%
1378 CRAY INC 2,145 30,000 0.00%
1379 M & T BK CORP 1,430 29,000 0.00%
1380 REALOGY HLDGS CORP 2,134 29,000 0.00%
1381 CONMED CORP 2,376 29,000 0.00%
1382 REINSURANCE GROUP AMER INC 2,376 29,000 0.00%
1383 COGENT COMMUNICATIONS HLDGS IN COM NEW 2,684 29,000 0.00%
1384 FACTSET RESH SYS INC 2,156 28,000 0.00%
1385 PLEXUS CORP COM 726 27,000 0.00%
1386 AEGON N V 1,386 27,000 0.00%
1387 EMCOR GROUP INC 3,476 27,000 0.00%
1388 TREX CO INC COM 1,672 27,000 0.00%
1389 BILL BARRETT CP 4,158 27,000 0.00%
1390 OMEGA HEALTHCARE INVS INC 990 27,000 0.00%
1391 HEALTHCARE RLTY TR 594 26,000 0.00%
1392 M D C HLDGS INC COM 638 25,000 0.00%
1393 GENTHERM INC 1,496 25,000 0.00%
1394 SUNTRUST BKS INC 4,389 25,000 0.00%
1395 TERADYNE INC 3,630 24,000 0.00%
1396 IDEXX LAB 3,366 23,000 0.00%
1397 INTERNATIONAL BUSINESS MACHS 550 22,000 0.00%
1398 CANADIAN NAT RES LTD 1,496 22,000 0.00%
1399 QUESTAR CORP COM 1,188 22,000 0.00%
1400 UNITED PARCEL SERVICE INC 1,364 22,000 0.00%
Page 28 of 29

Portfolio data is normalized using SEC Form 13F filings, including the Restatement filing (0001568679-16-000008, filed 2016.08.12).

From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.