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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 (2016Q4)
Portfolio Summary: 1,495 holdings with a total value of $1,622,411,000.
#
Name
Shares
Value ($)
%
Options
Notes
201 MACYS INC 66,156 2,369,000 0.15%
202 WASTE MGMT INC DEL 33,250 2,358,000 0.15%
203 HASBRO INC 29,724 2,312,000 0.14%
204 ALBEMARLE CORP 26,800 2,307,000 0.14%
205 REINSURANCE GROUP AMER INC 18,130 2,281,000 0.14%
206 DISCOVERY COMMUNICATNS NEW 83,135 2,279,000 0.14%
207 AVERY DENNISON CORP 31,600 2,219,000 0.14%
208 TERADYNE INC 87,300 2,218,000 0.14%
209 WESTLAKE CHEM CORP 39,300 2,200,000 0.14%
210 HCA HOLDINGS INC 29,412 2,177,000 0.13%
211 HCP INC 72,980 2,169,000 0.13%
212 INTERPUBLIC GROUP COS INC 91,969 2,153,000 0.13%
213 HUNTINGTON INGALLS INDS INC 11,450 2,109,000 0.13%
214 CELGENE CORP 17,948 2,078,000 0.13%
215 NUCOR CORP 34,590 2,059,000 0.13%
216 NIELSEN HLDGS PLC 49,053 2,058,000 0.13%
217 XL GROUP LTD 54,956 2,047,000 0.13%
218 ILLINOIS TOOL WKS INC 16,661 2,040,000 0.13%
219 BLOCK H & R INC 88,169 2,027,000 0.12%
220 EATON CORP PLC 30,181 2,025,000 0.12%
221 EXELON CORP 57,010 2,023,000 0.12%
222 HEWLETT PACKARD ENTERPRISE C 86,868 2,010,000 0.12%
223 GENERAL MTRS CO 55,428 1,931,000 0.12%
224 PRINCIPAL FIN GROUP 33,291 1,926,000 0.12%
225 ALLSTATE CORP 25,978 1,925,000 0.12%
226 NORTHERN TRUST 21,600 1,924,000 0.12%
227 PPG INDS INC 20,279 1,922,000 0.12%
228 MARRIOTT INTL INC NEW 23,157 1,914,000 0.12%
229 COGNIZANT TECHNOLOGY SOLUTIO 34,081 1,910,000 0.12%
230 LAMAR ADVERTISING CO NEW CL A 27,710 1,863,000 0.11%
231 PAYCHEX INC 30,534 1,859,000 0.11%
232 SCHLUMBERGER LTD 22,108 1,856,000 0.11%
233 PUBLIC SVC ENTERPRISE GRP IN 42,169 1,850,000 0.11%
234 MALLINCKRODT PUB LTD CO 36,915 1,839,000 0.11%
235 NASDAQ OMX GROUP 27,301 1,832,000 0.11%
236 RELIANCE STEEL & ALUMINUM CO 22,900 1,821,000 0.11%
237 PARKER HANNIFIN CORP 12,945 1,812,000 0.11%
238 CINCINNATI FINL CORP 23,578 1,786,000 0.11%
239 BERRY PLASTICS GROUP INC 36,600 1,784,000 0.11%
240 JONES LANG LASALLE 17,600 1,778,000 0.11%
241 CHEVRON CORP NEW 15,073 1,774,000 0.11%
242 BAKER HUGHES INC 27,246 1,770,000 0.11%
243 TORCHMARK CORP COM 23,967 1,768,000 0.11%
244 CAMPBELL SOUP CO 29,092 1,759,000 0.11%
245 INGERSOLL-RAND PLC 23,123 1,735,000 0.11%
246 TJX COS INC NEW 23,015 1,729,000 0.11%
247 WELLTOWER INC 25,723 1,722,000 0.11%
248 D R HORTON INC 62,950 1,721,000 0.11%
249 ENTERGY CORP NEW 23,167 1,702,000 0.10%
250 HERBALIFE LTD 35,200 1,695,000 0.10%
Page 5 of 30

Portfolio data is normalized using SEC Form 13F filings, including the Original 13F-HR (0001568679-17-000001, filed 2017.02.14).

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.