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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 (2016Q3)
Portfolio Summary: 1,461 holdings with a total value of $1,552,636,000.
#
Name
Shares
Value ($)
%
Options
Notes
1401 YAMANA GOLD INC 3,900 17,000 0.00%
1402 ARCBEST CORP COM 900 17,000 0.00%
1403 CAMECO CORP 1,900 16,000 0.00%
1404 LUMINEX CORP DEL 700 16,000 0.00%
1405 INTER PARFUMS INC COM 500 16,000 0.00%
1406 SUNCOKE ENERGY INC COM 2,000 16,000 0.00%
1407 CATO CORP NEW CL A 500 16,000 0.00%
1408 LYDALL INC COM 300 15,000 0.00%
1409 PGT INNOVATIONS INC COM 1,400 15,000 0.00%
1410 GENERAL COMMUNICATION INC 1,100 15,000 0.00%
1411 PENGROWTH ENERGY CORP 8,900 14,000 0.00%
1412 COHU INC 1,200 14,000 0.00%
1413 GEOSPACE TECHNOLOGIES CORP COM 700 14,000 0.00%
1414 MTS SYS CORP 300 14,000 0.00%
1415 REGIS CORP MINN COM 1,100 14,000 0.00%
1416 INTELIQUENT ORD 800 13,000 0.00%
1417 ENANTA PHARMACEUTICALS INC 500 13,000 0.00%
1418 INTEGER HLDGS CORP COM 600 13,000 0.00%
1419 RE MAX HLDGS INC CL A 300 13,000 0.00%
1420 ADEPTUS HEALTH INC 300 13,000 0.00%
1421 RAYONIER ADVANCED MATLS INC COM 1,000 13,000 0.00%
1422 ICONIX BRAND GROUP INC 1,500 12,000 0.00%
1423 CROSS CTRY HEALTHCARE INC COM 1,000 12,000 0.00%
1424 AEGION CORP 600 11,000 0.00%
1425 BILL BARRETT CP 1,900 11,000 0.00%
1426 MOVADO GROUP INC 500 11,000 0.00%
1427 ATWOOD OCEANICS INC 1,300 11,000 0.00%
1428 OLYMPIC STEEL INC 500 11,000 0.00%
1429 CONTANGO OIL & GAS CO COM NEW 1,100 11,000 0.00%
1430 VERITIV CORP 200 10,000 0.00%
1431 Bofi Holding Inc 300 10,000 0.00%
1432 DICE HOLDINGS INC 1,300 10,000 0.00%
1433 MARINEMAX INC COM 500 10,000 0.00%
1434 LL FLOORING HOLDINGS INC COM 500 10,000 0.00%
1435 CANADIAN SOLAR INC 700 10,000 0.00%
1436 UNITED INS HLDGS CORP 600 10,000 0.00%
1437 M/I HOMES INC 400 9,000 0.00%
1438 BARNES & NOBLE ED INC COM 900 9,000 0.00%
1439 FUTUREFUEL CORPORATION 800 9,000 0.00%
1440 EHEALTH INC COM 800 9,000 0.00%
1441 VERA BRADLEY INC 600 9,000 0.00%
1442 QUANEX BLDG PRODS CORP COM 500 9,000 0.00%
1443 BROOKFIELD BUSINESS PARTNERS 300 8,000 0.00%
1444 TUESDAY MORNING CORP 1,400 8,000 0.00%
1445 CARBO CERAMICS INC 700 8,000 0.00%
1446 CENTURY ALUM CO 1,000 7,000 0.00%
1447 BAYTEX ENERGY CORP 1,600 7,000 0.00%
1448 STANTEC INC 300 7,000 0.00%
1449 HORNBECK OFFSHORE SVCS IN 1,100 6,000 0.00%
1450 LSB INDS INC COM 700 6,000 0.00%
Page 29 of 30

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001568679-16-000009, filed 2016.11.10).

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.