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Disclosery

RIVERHEAD CAPITAL MANAGEMENT LLC

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13F filer, CIK 1568679, WILMINGTON, DE

RIVERHEAD CAPITAL MANAGEMENT LLC reported $2,361,388,000 across 1,541 holdings for the quarter ended 2017-12-31, in a 13F-HR filed 2018-02-14. Its ten largest share positions make up 11.15% of the portfolio.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001568679-18-000001

Period
2017-12-31
Reported value
$2.36B
Holdings
1,541
Top 10 weight
11.15%
New
54
Sold out
47

Largest buys vs the previous quarter

SecurityShares changeApprox. value
TEVA PHARMACEUTICAL FIN LLCnew+20,000,000$17.6M
ISRGadded+22,733$8.3M
ELVadded+30,990$6.97M
WALGREENS BOOTS ALLIANCE INCadded+79,143$5.75M
CCLadded+75,738$5.03M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Largest sells vs the previous quarter

SecurityShares changeApprox. value
STWD 3.75 10/17exited-19,005,000-$19M
IVVreduced-47,766-$12.8M
XLVexited-112,714-$9.21M
DRIreduced-76,834-$7.38M
PRUreduced-55,250-$6.35M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q4 2017

Share positions as resolved from 13F-HR 0001568679-18-000001, largest first. % of portfolio is the value over $2,361,388,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
ENERPLUS CORPENERPLUS CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 3,500 shares 3,500$34K<0.01%0
WPMWHEATON PRECIOUS METALS CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 1,500 shares 1,500$33K<0.01%0Timeline
CAECAE INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 1,800 shares 1,800$33K<0.01%0Timeline
PRGOPERRIGO CO PLCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 375 shares 375$33K<0.01%newTimeline
FOSLFOSSIL GROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 4,200 shares 4,200$33K<0.01%+700Timeline
AEMAGNICO EAGLE MINES LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 700 shares 700$32K<0.01%0Timeline
FRONTIER COMMUNICATIONS CORPFRONTIER COMMUNICATIONS CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 4,275 shares 4,275$29K<0.01%+500
James Hardie Industries PLCJames Hardie Industries PLCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 1,600 shares 1,600$28K<0.01%0
ERA GROUP INCERA GROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 2,568 shares 2,568$28K<0.01%+400
BARRICK GOLD CORPBARRICK GOLD CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 1,900 shares 1,900$27K<0.01%0
GEOSGEOSPACE TECHNOLOGIES CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 2,035 shares 2,035$26K<0.01%+100Timeline
AMERICAN NATL INSAMERICAN NATL INSQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 200 shares 200$26K<0.01%new
MAIDEN HOLDINGS LTDMAIDEN HOLDINGS LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 3,963 shares 3,963$26K<0.01%+200
MFA FINL INCMFA FINL INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 3,000 shares 3,000$24K<0.01%-2,400
FRANCESCAS HLDGS CORPFRANCESCAS HLDGS CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 2,998 shares 2,998$22K<0.01%0
VALEANT PHARMACEUTICALS INTLVALEANT PHARMACEUTICALS INTLQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 1,000 shares 1,000$21K<0.01%0
LIBERTY GLOBAL PLCLIBERTY GLOBAL PLCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 600 shares 600$21K<0.01%0
ENCANA CORPENCANA CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 1,600 shares 1,600$21K<0.01%0
CSTECAESARSTONE LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 900 shares 900$20K<0.01%0Timeline
LIBERTY GLOBAL PLCLIBERTY GLOBAL PLCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 600 shares 600$20K<0.01%0
TURQUOISE HILL RESOURCES LTDTURQUOISE HILL RESOURCES LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 5,900 shares 5,900$20K<0.01%0
SCRIPPS NETWORKS INTERACT INSCRIPPS NETWORKS INTERACT INQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 235 shares 235$20K<0.01%+18
CCJCAMECO CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 1,900 shares 1,900$18K<0.01%0Timeline
HOSTESS BRANDS INCHOSTESS BRANDS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 1,200 shares 1,200$18K<0.01%new
NGDNEW GOLD INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 4,100 shares 4,100$13K<0.01%0Timeline
CSIQCANADIAN SOLAR INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 700 shares 700$12K<0.01%0Timeline
YAMANA GOLD INCYAMANA GOLD INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 3,900 shares 3,900$12K<0.01%0
CRESCENT PT ENERGY CORPCRESCENT PT ENERGY CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 1,500 shares 1,500$11K<0.01%0
DELPHI TECHNOLOGIES PLCDELPHI TECHNOLOGIES PLCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 200 shares 200$10K<0.01%new
BBUBROOKFIELD BUSINESS PARTNERS LQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 300 shares 300$10K<0.01%0Timeline
VCITVANGUARD SCOTTSDALE FDSQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 100 shares 100$9K<0.01%0Timeline
STNSTANTEC INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 300 shares 300$8K<0.01%0Timeline
ELDORADO GOLD CORP NEWELDORADO GOLD CORP NEWQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 5,000 shares 5,000$7K<0.01%0
PENGROWTH ENERGY CORPPENGROWTH ENERGY CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 8,900 shares 8,900$7K<0.01%0
LILALIBERTY LATIN AMERICA LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 283 shares 283$6K<0.01%newTimeline
BTEBAYTEX ENERGY CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 1,600 shares 1,600$5K<0.01%0Timeline
LPGDORIAN LPG LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 491 shares 491$4K<0.01%newTimeline
LILAKLIBERTY LATIN AMERICA LTDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 201 shares 201$4K<0.01%newTimeline
CVECENOVUS ENERGY INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 400 shares 400$4K<0.01%0Timeline
SEADRILL ORDSEADRILL ORDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 10,900 shares 10,900$3K<0.01%0
CGGCGGQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2016Q1: restricted; 2016Q2: restricted; 2016Q3: restricted; 2016Q4: restricted; 2017Q1: restricted; 2017Q2: restricted; 2017Q3: restricted; 2017Q4: 231 shares 231$1K<0.01%0

Sold out in Q4 2017

Positions in the previous quarter's report that this quarter's report no longer lists.

SecurityShares beforeValue beforeType
STWD 3.75 10/17STWD 3.75 10/1719,005,000$19Mshares
XLVSELECT SECTOR SPDR TR112,714$9.21Mshares
XLISELECT SECTOR SPDR TR74,901$5.32Mshares
XLKSELECT SECTOR SPDR TR88,183$5.21Mshares
XLPSELECT SECTOR SPDR TR70,794$3.82Mshares
XLFSELECT SECTOR SPDR TR87,841$2.27Mshares
XLRESELECT SECTOR SPDR TR54,390$1.75Mshares
XLUSELECT SECTOR SPDR TR28,785$1.53Mshares
XLYSELECT SECTOR SPDR TR15,043$1.35Mshares
XLBSELECT SECTOR SPDR TR22,816$1.3Mshares
GGENPACT LIMITED31,400$903Kshares
COACH INCCOACH INC19,482$785Kshares
DELPHI AUTOMOTIVE PLCDELPHI AUTOMOTIVE PLC5,741$565Kshares
AGNCAGNC INVT CORP25,200$546Kshares
SPYSTATE STR SPDR S&P 500 ETF T1,600$402Kshares
TWO HARBORS INVESTMENT CORPTWO HARBORS INVESTMENT CORP32,200$325Kshares
HEALTHSOUTH CORPHEALTHSOUTH CORP6,822$316Kshares
EXELEXELIXIS INC10,890$264Kshares
CONSOL ENERGY INCCONSOL ENERGY INC12,940$219Kshares
QQ2,177$207Kshares
XYZBLOCK INC6,370$184Kshares
CALATLANTIC GROUP INCCALATLANTIC GROUP INC4,745$174Kshares
BUFFALO WILD WINGS INCBUFFALO WILD WINGS INC1,617$171Kshares
TIME INC NEWTIME INC NEW11,837$160Kshares
BANCORPSOUTH INCBANCORPSOUTH INC4,275$137Kshares
INC RESH HLDGS INCINC RESH HLDGS INC2,593$136Kshares
GIGAMON INCGIGAMON INC3,221$136Kshares
SELECT COMFORT CORPSELECT COMFORT CORP4,084$127Kshares
AK STEEL HOLDING CORPAK STEEL HOLDING CORP21,049$118Kshares
MKLMARKEL GROUP INC100$107Kshares
LBRDKLIBERTY BROADBAND CORP1,050$100Kshares
CAPELLA EDUCATION COCAPELLA EDUCATION CO1,350$95Kshares
BOB EVANS FARMSBOB EVANS FARMS999$77Kshares
ALMOST FAMILY INCALMOST FAMILY INC1,354$73Kshares
GENERAL CABLE CORP DEL NEWGENERAL CABLE CORP DEL NEW3,534$67Kshares
CYHCOMMUNITY HEALTH SYS INC NEW7,869$60Kshares
BABAALIBABA GROUP HLDG LTD300$52Kshares
WALWESTERN ALLIANCE BANCORP900$48Kshares
ALTABA INCALTABA INC700$46Kshares
FBPFIRST BANCORP CORPORATION8,282$42Kshares
DEPOMED INCDEPOMED INC6,195$36Kshares
Vitamin Shoppe, Inc.Vitamin Shoppe, Inc.4,096$22Kshares
LEVEL 3 COMMUNICATIONS INCLEVEL 3 COMMUNICATIONS INC400$21Kshares
FRED S INC CLASS AFRED S INC CLASS A2,099$14Kshares
AMEC FOSTER WHEELER PLCAMEC FOSTER WHEELER PLC1,567$11Kshares
LIBERTY LATIN AMERICA CL A …LIBERTY LATIN AMERICA CL A ORD183$4Kshares
LIBERTY GLOBAL PLCLIBERTY GLOBAL PLC101$2Kshares

How Q4 2017 was built

Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).

FilingRoleAmendmentFiledAcceptedIngested
13F-HR 0001568679-18-000001 base2018-02-14acceptance time not in the bulk data set