$4.56 Billion is the total value of RIVERHEAD CAPITAL MANAGEMENT LLC's 634 reported holdings in Q1 2014. The portfolio turnover from Q4 2013 to Q1 2014 was 32.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| JNJ | Sell | JOHNSON & JOHNSON | $72,535,000 | -44.6% | 738,422 | -48.4% | 1.59% | -13.4% |
| MCK | Sell | MCKESSON CORP | $63,071,000 | -47.0% | 357,195 | -51.5% | 1.38% | -17.1% |
| JPM | Sell | J P MORGAN CHASE & CO | $58,840,000 | -22.1% | 969,164 | -25.0% | 1.29% | +21.9% |
| Buy | GOLDCORP INCnote 2.000% | $55,203,000 | +9.9% | 55,064,000 | +10.1% | 1.21% | +71.9% | |
| XOM | Sell | EXXON MOBIL CORP | $51,604,000 | -49.5% | 528,270 | -47.7% | 1.13% | -21.0% |
| AAPL | Sell | APPLE COMPUTER INC | $50,897,000 | -48.9% | 94,827 | -46.6% | 1.12% | -20.1% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $50,575,000 | -26.3% | 616,821 | -32.3% | 1.11% | +15.4% |
| MET | Buy | METLIFE INC | $50,058,000 | +0.6% | 948,089 | +2.8% | 1.10% | +57.4% |
| C | Sell | CITIGROUP INC | $49,021,000 | -35.9% | 1,029,823 | -29.8% | 1.08% | +0.3% |
| VNQ | Sell | VANGUARD INDEX FDSreit etf | $48,729,000 | -45.3% | 690,000 | -50.0% | 1.07% | -14.5% |
| V107SC | Sell | WELLPOINT INC | $46,436,000 | +0.3% | 466,456 | -6.9% | 1.02% | +56.9% |
| MA | Buy | MASTERCARD INC | $44,422,000 | +25.5% | 594,679 | +1303.8% | 0.97% | +96.4% |
| HD | Sell | HOME DEPOT INC | $44,349,000 | -36.4% | 560,411 | -33.9% | 0.97% | -0.6% |
| PFE | Sell | PFIZER INC | $42,915,000 | -19.4% | 1,336,073 | -23.2% | 0.94% | +26.0% |
| DIS | Sell | DISNEY WALT CO | $41,890,000 | -39.0% | 523,174 | -41.7% | 0.92% | -4.6% |
| WMT | Sell | WAL MART STORES INC | $39,059,000 | -60.1% | 511,042 | -58.9% | 0.86% | -37.6% |
| ESRX | Sell | EXPRESS SCRIPTS HLDG CO | $38,799,000 | -39.8% | 516,673 | -43.7% | 0.85% | -5.8% |
| KMB | Sell | KIMBERLY CLARK CORP | $37,399,000 | -45.1% | 339,231 | -48.0% | 0.82% | -14.1% |
| PSX | Sell | PHILLIPS 66 | $37,009,000 | -26.6% | 480,279 | -26.6% | 0.81% | +14.7% |
| SLB | Sell | SCHLUMBERGER LTD | $36,005,000 | -44.4% | 369,240 | -48.7% | 0.79% | -13.1% |
| MSFT | Sell | MICROSOFT CORP | $35,937,000 | -41.4% | 876,710 | -46.5% | 0.79% | -8.3% |
| RTN | Sell | RAYTHEON CO | $35,211,000 | -9.9% | 356,445 | -17.3% | 0.77% | +40.9% |
| TSN | Sell | TYSON FOODS INC | $34,905,000 | -21.1% | 793,119 | -40.0% | 0.76% | +23.4% |
| GOOGL | Sell | GOOGLE INC | $33,882,000 | -51.3% | 30,400 | -51.0% | 0.74% | -23.8% |
| MMM | Sell | 3M CO | $33,106,000 | -54.6% | 244,035 | -53.1% | 0.73% | -29.0% |
| TGT | Sell | TARGET CORP | $32,360,000 | -61.9% | 534,781 | -60.1% | 0.71% | -40.4% |
| WFC | Sell | WELLS FARGO & CO NEW | $32,303,000 | -40.8% | 649,426 | -45.9% | 0.71% | -7.3% |
| PRU | Buy | PRUDENTIAL FINL INC | $31,414,000 | +8.3% | 371,097 | +17.9% | 0.69% | +69.3% |
| NOC | Sell | NORTHROP GRUMMAN CORP | $31,282,000 | -14.8% | 253,535 | -20.9% | 0.69% | +33.2% |
| BBBY | Sell | BED BATH & BEYOND INC | $31,119,000 | -36.8% | 452,283 | -26.2% | 0.68% | -1.2% |
| BAC | Sell | BANK OF AMERICA CORPORATION | $29,749,000 | -48.3% | 1,729,599 | -53.2% | 0.65% | -19.2% |
| ADM | Buy | ARCHER DANIELS MIDLAND CO | $29,246,000 | +126.4% | 674,076 | +126.5% | 0.64% | +254.1% |
| AET | Sell | AETNA INC NEW | $28,933,000 | -29.1% | 385,909 | -35.1% | 0.63% | +10.8% |
| QCOM | Sell | QUALCOMM INC | $27,649,000 | -47.9% | 350,585 | -51.0% | 0.61% | -18.5% |
| IBM | Sell | INTERNATIONAL BUSINESS MAC | $27,549,000 | -68.9% | 143,139 | -69.7% | 0.60% | -51.3% |
| CMCSA | Sell | COMCAST CORP NEW | $27,414,000 | -15.8% | 547,838 | -12.6% | 0.60% | +31.8% |
| AXP | Sell | AMERICAN EXPRESS CO | $26,982,000 | -11.8% | 299,701 | -11.1% | 0.59% | +38.0% |
| NEE | Buy | NEXTERA ENERGY INC. | $26,694,000 | +374.9% | 279,177 | +325.3% | 0.58% | +640.5% |
| VZ | Sell | VERIZON COMMUNICATIONS | $26,674,000 | -44.7% | 560,694 | -42.9% | 0.58% | -13.5% |
| PNW | Sell | PINNACLE WEST CAP CORP | $26,409,000 | -45.6% | 483,150 | -47.3% | 0.58% | -15.0% |
| PG | Sell | PROCTER & GAMBLE CO | $25,904,000 | -48.3% | 321,368 | -47.8% | 0.57% | -19.1% |
| BA | Sell | BOEING CO | $25,635,000 | -61.4% | 204,300 | -58.0% | 0.56% | -39.7% |
| GE | Sell | GENERAL ELEC CO | $25,040,000 | -49.8% | 967,214 | -45.6% | 0.55% | -21.5% |
| CVX | Sell | CHEVRONTEXACO CORP | $24,012,000 | -46.3% | 201,923 | -43.6% | 0.53% | -16.1% |
| INTC | Sell | INTEL CORP | $23,784,000 | -45.6% | 921,368 | -45.2% | 0.52% | -14.9% |
| MRK | Sell | MERCK & CO INC | $23,079,000 | -54.2% | 406,556 | -59.6% | 0.51% | -28.3% |
| COP | Sell | CONOCOPHILLIPS | $23,088,000 | -45.4% | 328,188 | -45.2% | 0.51% | -14.7% |
| V | Buy | VISA INC | $23,046,000 | +9.9% | 106,758 | +13.4% | 0.50% | +71.8% |
| COF | Buy | CAPITAL ONE FINL CORP | $22,822,000 | +255.5% | 295,787 | +253.0% | 0.50% | +455.6% |
| SLM | Sell | SLM CORP | $22,426,000 | -24.2% | 916,095 | -18.7% | 0.49% | +18.6% |
| PPG | Sell | PPG INDS INC | $22,202,000 | -34.3% | 114,773 | -35.6% | 0.49% | +3.0% |
| HRL | Sell | HORMEL FOODS CORP | $22,122,000 | -44.1% | 449,026 | -48.8% | 0.48% | -12.6% |
| ORLY | Sell | O REILLY AUTOMOTIVE INC NEW | $21,912,000 | -12.1% | 147,655 | -23.8% | 0.48% | +37.5% |
| BLK | Sell | BLACKROCK INC | $21,621,000 | -29.6% | 68,750 | -29.1% | 0.47% | +10.2% |
| MCD | Sell | MCDONALDS CORP | $20,277,000 | -67.2% | 206,854 | -67.5% | 0.44% | -48.6% |
| UNP | Buy | UNION PAC CORP | $20,178,000 | +30.4% | 107,515 | +16.7% | 0.44% | +103.7% |
| CVS | Buy | CVS CORP | $20,042,000 | +25.0% | 267,735 | +19.5% | 0.44% | +95.1% |
| CLX | Sell | CLOROX CO DEL | $19,869,000 | -48.3% | 225,782 | -45.5% | 0.44% | -19.0% |
| CSCO | Sell | CISCO SYS INC | $19,653,000 | -43.9% | 876,902 | -43.8% | 0.43% | -12.2% |
| BRKB | Sell | BERKSHIRE HATHAWAY INC DEL | $19,620,000 | -64.9% | 157,007 | -66.7% | 0.43% | -45.0% |
| LYB | Sell | LYONDELLBASELL INDUSTRIES N | $19,582,000 | -24.0% | 220,177 | -31.4% | 0.43% | +18.8% |
| USB | Sell | US BANCORP DEL | $19,581,000 | -61.1% | 456,858 | -63.3% | 0.43% | -39.1% |
| XL | Sell | XL GROUP PLC | $19,290,000 | -31.0% | 617,222 | -29.7% | 0.42% | +7.9% |
| ED | Sell | CONSOLIDATED EDISON INC | $19,200,000 | -53.7% | 357,880 | -52.3% | 0.42% | -27.5% |
| GPC | Sell | GENUINE PARTS CO | $18,988,000 | -39.0% | 218,623 | -41.5% | 0.42% | -4.6% |
| CA | Sell | CA INC | $18,919,000 | -44.1% | 610,772 | -39.3% | 0.42% | -12.6% |
| CAG | Sell | CONAGRA FOODS INC | $18,496,000 | -57.8% | 596,024 | -54.1% | 0.40% | -34.0% |
| CBS | Sell | CBS CORP NEW | $18,378,000 | -49.2% | 297,394 | -47.6% | 0.40% | -20.5% |
| CAH | Sell | CARDINAL HEALTH INC | $18,026,000 | -36.0% | 257,553 | -38.9% | 0.40% | 0.0% |
| DOW | Sell | DOW CHEM CO | $17,982,000 | -58.8% | 370,055 | -62.4% | 0.39% | -35.6% |
| AMP | Buy | AMERIPRISE FINL INC | $17,949,000 | -0.8% | 163,089 | +3.7% | 0.39% | +54.7% |
| T | Sell | AT& T CORP | $17,720,000 | -45.4% | 505,149 | -45.3% | 0.39% | -14.7% |
| ADBE | Sell | ADOBE SYS INC | $17,322,000 | -62.5% | 263,484 | -65.8% | 0.38% | -41.3% |
| UTX | Sell | UNITED TECHNOLOGIES CORP | $17,271,000 | -42.9% | 147,821 | -44.4% | 0.38% | -10.6% |
| HAL | Sell | HALLIBURTON CO | $17,207,000 | -11.5% | 292,176 | -23.7% | 0.38% | +38.6% |
| GIS | Sell | GENERAL MLS INC | $17,117,000 | -42.5% | 330,307 | -44.6% | 0.38% | -10.1% |
| FOXA | Sell | TWENTY FIRST CENTY FOX INC | $17,047,000 | -56.8% | 533,229 | -52.5% | 0.37% | -32.4% |
| HCP | Buy | HCP INC | $16,914,000 | +341.4% | 435,938 | +313.4% | 0.37% | +587.0% |
| HUM | Buy | HUMANA INC | $16,896,000 | +141.5% | 149,878 | +121.1% | 0.37% | +277.6% |
| ABBV | Sell | ABBVIE INC | $16,640,000 | -19.3% | 323,727 | -17.1% | 0.36% | +26.3% |
| ORCL | Sell | ORACLE CORP | $16,567,000 | -42.8% | 405,029 | -46.5% | 0.36% | -10.6% |
| LLY | Sell | LILLY ELI & CO | $16,024,000 | -31.2% | 272,239 | -40.4% | 0.35% | +7.7% |
| BK | Sell | BANK NEW YORK INC | $15,555,000 | -53.9% | 440,773 | -54.4% | 0.34% | -27.9% |
| 3106PS | Buy | DELPHI AUTOMOTIVE PLC | $15,518,000 | +194.9% | 228,673 | +161.2% | 0.34% | +359.5% |
| CME | Sell | CHICAGO MERCANTILE HLDGS | $15,249,000 | -49.8% | 206,027 | -46.8% | 0.33% | -21.6% |
| ACN | Sell | ACCENTURE LTD BERMUDA | $15,126,000 | -46.5% | 189,745 | -44.8% | 0.33% | -16.2% |
| WYND | Sell | WYNDHAM WORLDWIDE CORP | $14,351,000 | -20.2% | 195,966 | -19.7% | 0.32% | +25.0% |
| AIG | Sell | AMERICAN INTL GROUP INC | $14,389,000 | -53.3% | 287,758 | -52.3% | 0.32% | -27.1% |
| DHR | Sell | DANAHER CORP DEL | $14,315,000 | -53.2% | 190,832 | -51.8% | 0.31% | -26.6% |
| BWA | Sell | BORG WARNER INC | $14,108,000 | -35.9% | 229,499 | -41.7% | 0.31% | +0.3% |
| CELG | Sell | CELGENE CORP | $14,000,000 | -54.0% | 100,276 | -44.3% | 0.31% | -27.9% |
| WAG | Buy | WALGREEN CO | $13,634,000 | +100.9% | 206,505 | +74.7% | 0.30% | +214.7% |
| PSA | Sell | PUBLIC STORAGE INC | $13,427,000 | -41.0% | 79,697 | -47.3% | 0.29% | -7.8% |
| HIG | Buy | HARTFORD FINL SVCS GROUP INC | $13,323,000 | +15.4% | 377,729 | +18.5% | 0.29% | +80.2% |
| LNC | Buy | LINCOLN NATL CORP IND | $13,029,000 | +71.3% | 257,143 | +74.5% | 0.29% | +167.3% |
| Sell | IBERBOND 2004note 4.875% | $12,897,000 | -49.2% | 12,000,000 | -50.0% | 0.28% | -20.5% | |
| BDX | Sell | BECTON DICKINSON & CO | $12,920,000 | -53.2% | 110,345 | -55.8% | 0.28% | -26.9% |
| PCP | Sell | PRECISION CASTPARTS CORP | $12,787,000 | -44.6% | 50,583 | -41.0% | 0.28% | -13.6% |
| AZO | Sell | AUTOZONE INC | $12,639,000 | -35.3% | 23,529 | -42.4% | 0.28% | +1.1% |
| DRI | Sell | DARDEN RESTAURANTS INC | $11,913,000 | -57.8% | 234,618 | -54.8% | 0.26% | -34.1% |
| STT | Sell | STATE STR CORP | $11,876,000 | -57.4% | 170,727 | -55.0% | 0.26% | -33.3% |
| VIAB | Sell | VIACOM INC NEW | $11,864,000 | -45.6% | 139,595 | -44.1% | 0.26% | -15.0% |
| New | INTEL CORPsdcv 2.950% | $11,826,000 | – | 10,000,000 | +100.0% | 0.26% | – | |
| EOG | Sell | EOG RES INC | $11,760,000 | -38.1% | 59,957 | -47.1% | 0.26% | -3.0% |
| NWSA | Buy | NEWS CORP NEW | $11,609,000 | +693.5% | 674,114 | +729.6% | 0.26% | +1114.3% |
| SYY | Sell | SYSCO CORP | $11,402,000 | -67.6% | 315,550 | -67.7% | 0.25% | -49.4% |
| NKE | Sell | NIKE INC | $11,322,000 | -56.7% | 153,290 | -53.9% | 0.25% | -32.2% |
| MTB | Sell | M & T BK CORP | $11,258,000 | -39.1% | 92,827 | -41.6% | 0.25% | -4.6% |
| BMY | Sell | BRISTOL MYERS SQUIBB CO | $11,074,000 | -40.9% | 213,165 | -39.5% | 0.24% | -7.6% |
| TXN | Sell | TEXAS INSTRS INC | $11,027,000 | -51.8% | 233,835 | -55.1% | 0.24% | -24.6% |
| FDX | Sell | FEDEX CORP | $11,045,000 | -33.3% | 83,314 | -27.7% | 0.24% | +4.3% |
| NSC | Sell | NORFOLK SOUTHERN CORP | $10,943,000 | -40.4% | 112,593 | -43.1% | 0.24% | -6.6% |
| M | Buy | MACY'S INC | $10,935,000 | +33.8% | 184,453 | +20.5% | 0.24% | +108.7% |
| CL | Sell | COLGATE PALMOLIVE CO | $10,964,000 | -44.1% | 169,046 | -43.8% | 0.24% | -12.7% |
| UPS | Sell | UNITED PARCEL SERVICE INC | $10,789,000 | -63.2% | 110,777 | -60.3% | 0.24% | -42.3% |
| EFA | Sell | ISHARES TRmsci eafe idx | $10,752,000 | -49.9% | 160,000 | -50.0% | 0.24% | -21.6% |
| HON | Sell | HONEYWELL INTL INC | $10,730,000 | -41.4% | 115,670 | -42.3% | 0.24% | -8.6% |
| LUV | Sell | SOUTHWEST AIRLS CO | $10,673,000 | -50.5% | 452,086 | -60.5% | 0.23% | -22.5% |
| FAST | Sell | FASTENAL CO | $10,525,000 | -34.3% | 213,449 | -36.7% | 0.23% | +2.7% |
| CTSH | Buy | COGNIZANT TECHNOLOGY SOL | $10,499,000 | -46.5% | 207,496 | +6.8% | 0.23% | -16.4% |
| ROK | Sell | ROCKWELL AUTOMATION INC | $10,335,000 | -45.2% | 82,965 | -48.0% | 0.23% | -14.0% |
| AON | Buy | AON PLC | $10,330,000 | +8.5% | 122,568 | +8.0% | 0.23% | +69.9% |
| GD | Buy | GENERAL DYNAMICS CORP | $10,317,000 | +50.4% | 94,718 | +32.0% | 0.23% | +135.4% |
| DD | Sell | DU PONT E I DE NEMOURS & CO | $10,263,000 | -31.2% | 152,955 | -33.4% | 0.22% | +7.7% |
| AMT | Sell | AMERICAN TOWER CORP NEW | $10,200,000 | -44.2% | 124,587 | -45.6% | 0.22% | -12.5% |
| OXY | Sell | OCCIDENTAL PETE CORP DEL | $10,106,000 | -37.7% | 106,051 | -37.8% | 0.22% | -2.2% |
| TJX | Buy | TJX COS INC NEW | $10,073,000 | +12.8% | 166,119 | +18.5% | 0.22% | +76.8% |
| MHFI | Sell | MCGRAW HILL COS INC | $10,032,000 | -51.6% | 131,468 | -50.4% | 0.22% | -24.1% |
| TEL | Sell | TE CONNECTIVITY LTD | $9,980,000 | -29.5% | 165,743 | -35.5% | 0.22% | +10.6% |
| EQR | Sell | EQUITY RESIDENTIALsh ben int | $9,884,000 | -64.3% | 170,387 | -68.1% | 0.22% | -44.1% |
| XLNX | Sell | XILINX INC | $9,748,000 | -56.6% | 179,619 | -63.3% | 0.21% | -32.1% |
| ADI | Sell | ANALOG DEVICES INC | $9,741,000 | -39.0% | 183,266 | -41.6% | 0.21% | -4.5% |
| EMR | Sell | EMERSON ELEC CO | $9,784,000 | -42.1% | 146,447 | -39.2% | 0.21% | -9.7% |
| IR | Buy | INGERSOLL-RAND COMPANY LTD | $9,639,000 | +5.5% | 168,423 | +13.5% | 0.21% | +64.8% |
| LM | Buy | LEGG MASON INC | $9,642,000 | +204.1% | 196,639 | +169.6% | 0.21% | +379.5% |
| AMZN | Sell | AMAZON COM INC | $9,615,000 | -47.9% | 28,580 | -38.2% | 0.21% | -18.5% |
| LUMN | Sell | CENTURYTEL INC | $9,643,000 | -57.7% | 293,629 | -59.0% | 0.21% | -34.1% |
| GME | Buy | GAMESTOP CORP NEW | $9,405,000 | +563.7% | 228,817 | +695.8% | 0.21% | +930.0% |
| DG | Sell | DOLLAR GEN CORP NEW | $9,327,000 | -51.5% | 168,076 | -47.2% | 0.20% | -24.2% |
| NVDA | Buy | NVIDIA CORP | $9,279,000 | +24.8% | 518,109 | +11.6% | 0.20% | +95.2% |
| MS | Sell | MORGAN STANLEY | $9,235,000 | -48.8% | 296,192 | -48.5% | 0.20% | -20.2% |
| KRFT | Buy | KRAFT FOODS GROUP INC | $9,172,000 | +4.2% | 163,493 | +0.1% | 0.20% | +63.4% |
| SYK | Sell | STRYKER CORP | $9,066,000 | -43.7% | 111,296 | -48.1% | 0.20% | -11.9% |
| HP | Sell | HELMERICH & PAYNE INC | $9,058,000 | -72.1% | 84,223 | -78.2% | 0.20% | -56.3% |
| CI | Sell | CIGNA CORP | $9,008,000 | -41.2% | 107,589 | -38.6% | 0.20% | -8.4% |
| NOV | Buy | NATIONAL OILWELL VARCO INC | $8,901,000 | +50.6% | 114,296 | +53.8% | 0.20% | +134.9% |
| LMT | Sell | LOCKHEED MARTIN CORP | $8,842,000 | -34.3% | 54,172 | -40.2% | 0.19% | +2.6% |
| WEC | Sell | WISCONSIN ENERGY CORP | $8,826,000 | -22.1% | 189,534 | -30.8% | 0.19% | +21.4% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $8,785,000 | -54.6% | 53,624 | -50.8% | 0.19% | -28.8% |
| AMAT | Sell | APPLIED MATLS INC | $8,708,000 | -45.1% | 426,497 | -52.4% | 0.19% | -14.0% |
| K | Sell | KELLOGG CO | $8,702,000 | -52.3% | 138,739 | -53.6% | 0.19% | -25.4% |
| ETN | Sell | EATON CORP | $8,612,000 | -40.1% | 114,640 | -39.3% | 0.19% | -6.4% |
| XEL | Sell | XCEL ENERGY INC | $8,545,000 | -58.6% | 281,444 | -61.9% | 0.19% | -35.5% |
| F | Sell | FORD MTR CO DEL | $8,478,000 | -62.5% | 543,481 | -62.9% | 0.19% | -41.3% |
| A309PS | Sell | DIRECTV GROUP INC | $8,460,000 | -13.1% | 110,685 | -21.5% | 0.18% | +36.0% |
| BAX | Sell | BAXTER INTL INC | $8,411,000 | -34.6% | 114,309 | -38.1% | 0.18% | +2.2% |
| ADP | Sell | AUTOMATIC DATA PROCESSING IN | $8,336,000 | -55.9% | 107,874 | -53.9% | 0.18% | -30.9% |
| SO | Sell | SOUTHERN CO | $8,270,000 | -63.9% | 188,196 | -66.2% | 0.18% | -43.6% |
| STJ | Sell | ST JUDE MED INC | $8,223,000 | -30.0% | 125,746 | -33.6% | 0.18% | +9.1% |
| FCX | Sell | FREEPORT-MCMORAN COPPER & GO | $8,112,000 | -39.6% | 245,288 | -31.1% | 0.18% | -5.3% |
| COH | Sell | COACH INC | $8,108,000 | -42.7% | 163,215 | -35.2% | 0.18% | -10.1% |
| VRSN | Sell | VERISIGN INC | $8,084,000 | -59.1% | 149,945 | -54.7% | 0.18% | -36.1% |
| PEG | Sell | PUBLIC SVC ENTERPRISE GROUP | $8,025,000 | -25.9% | 210,444 | -37.7% | 0.18% | +15.8% |
| ITW | Sell | ILLINOIS TOOL WKS INC | $7,994,000 | -55.9% | 98,286 | -54.4% | 0.18% | -31.1% |
| ACE | Sell | ACE LTDord | $8,003,000 | -40.2% | 80,762 | -37.5% | 0.18% | -6.9% |
| EXC | Sell | EXELON CORP | $7,943,000 | -45.7% | 236,676 | -55.7% | 0.17% | -15.1% |
| TRV | Sell | TRAVELERS COS INC | $7,927,000 | -38.2% | 93,164 | -34.3% | 0.17% | -3.3% |
| MCHP | Sell | MICROCHIP TECHNOLOGY INC | $7,874,000 | -40.0% | 164,871 | -43.8% | 0.17% | -6.0% |
| P105PS | Sell | INTEGRYS ENERGY GROUP INC | $7,833,000 | -29.2% | 131,238 | -35.5% | 0.17% | +11.0% |
| ABT | Sell | ABBOTT LABS | $7,705,000 | -53.5% | 200,056 | -53.7% | 0.17% | -27.2% |
| PCLN | Sell | PRICELINE COM INC | $7,627,000 | -62.2% | 6,399 | -63.1% | 0.17% | -41.0% |
| GILD | Sell | GILEAD SCIENCES INC | $7,606,000 | -46.6% | 107,405 | -43.4% | 0.17% | -16.5% |
| KLAC | Sell | KLA-TENCOR CORP | $7,553,000 | -37.0% | 109,222 | -41.3% | 0.17% | -1.2% |
| DLTR | Sell | DOLLAR TREE STORES INC | $7,589,000 | -46.5% | 145,447 | -42.2% | 0.17% | -16.6% |
| TM | New | TOYOTA MOTOR CORPadr | $7,542,000 | – | 66,800 | +100.0% | 0.16% | – |
| ICE | Sell | INTERCONTINENTALEXCHANGE INC | $7,537,000 | -58.6% | 38,091 | -53.0% | 0.16% | -35.3% |
| EXPD | Sell | EXPEDITORS INTL WASH INC | $7,541,000 | -51.7% | 190,294 | -46.1% | 0.16% | -24.7% |
| KSS | Buy | KOHLS CORP | $7,471,000 | +179.4% | 131,463 | +179.5% | 0.16% | +343.2% |
| FIS | Sell | FIDELITY NATL INFORMATION SV | $7,454,000 | -45.9% | 139,495 | -45.7% | 0.16% | -15.5% |
| IFF | Sell | INTL FLAVORS & FRAGRANCE | $7,447,000 | -40.3% | 77,818 | -46.3% | 0.16% | -6.9% |
| DFS | Buy | DISCOVER FINL SVCS | $7,379,000 | +58.9% | 126,798 | +52.8% | 0.16% | +149.2% |
| PNR | Sell | PENTAIR LTD | $7,342,000 | -29.2% | 92,508 | -30.7% | 0.16% | +11.0% |
| MPC | Sell | MARATHON PETE CORP | $7,357,000 | -48.1% | 84,510 | -45.4% | 0.16% | -19.1% |
| BHP | New | BHP BILLITON LTDadr | $7,326,000 | – | 108,100 | +100.0% | 0.16% | – |
| HAS | Sell | HASBRO INC | $7,304,000 | -33.9% | 131,267 | -34.6% | 0.16% | +3.2% |
| CPB | Sell | CAMPBELL SOUP CO | $7,192,000 | -36.7% | 160,284 | -38.9% | 0.16% | -0.6% |
| HES | Sell | HESS CORP | $7,162,000 | -56.2% | 86,393 | -56.2% | 0.16% | -31.4% |
| MMC | Sell | MARSH & MCLENNAN COS INC | $7,155,000 | -32.9% | 145,128 | -34.2% | 0.16% | +5.4% |
| MAT | Sell | MATTEL INC | $7,149,000 | -38.3% | 178,220 | -26.8% | 0.16% | -3.1% |
| TROW | Sell | PRICE T ROWE GROUP INC | $7,150,000 | -38.6% | 86,822 | -37.5% | 0.16% | -3.7% |
| AFL | Sell | AFLAC INC | $7,030,000 | -38.4% | 111,462 | -34.8% | 0.15% | -3.8% |
| MOS | Sell | MOSAIC CO NEW | $7,035,000 | -46.6% | 140,707 | -49.5% | 0.15% | -16.3% |
| FITB | Sell | FIFTH THIRD BANCORP | $7,000,000 | -33.6% | 305,064 | -39.1% | 0.15% | +3.4% |
| NBL | Sell | NOBLE ENERGY INC | $6,969,000 | -55.8% | 98,120 | -57.6% | 0.15% | -30.8% |
| CINF | Sell | CINCINNATI FINL CORP | $6,971,000 | -33.5% | 143,260 | -28.4% | 0.15% | +4.1% |
| EPD | Sell | ENTERPRISE PRODS PARTNERS | $6,937,000 | -47.7% | 100,000 | -50.0% | 0.15% | -18.3% |
| AMGN | Sell | AMGEN INC | $6,941,000 | -41.8% | 56,284 | -46.2% | 0.15% | -9.0% |
| PCG | Sell | PG&E CORP | $6,910,000 | -32.1% | 159,977 | -36.7% | 0.15% | +5.6% |
| KEY | Buy | KEYCORP NEW | $6,892,000 | +103.1% | 484,134 | +91.5% | 0.15% | +214.6% |
| CTRL | New | AAR CORP | $6,909,000 | – | 325,754 | +100.0% | 0.15% | – |
| FB | New | FACEBOOK INCcl a | $6,889,000 | – | 114,358 | +100.0% | 0.15% | – |
| PAYX | Sell | PAYCHEX INC | $6,857,000 | -60.3% | 160,936 | -57.6% | 0.15% | -38.0% |
| WU | Sell | WESTERN UN CO | $6,762,000 | -41.7% | 413,393 | -38.5% | 0.15% | -9.2% |
| SCHW | Buy | SCHWAB CHARLES CORP NEW | $6,669,000 | +40.2% | 244,078 | +33.4% | 0.15% | +117.9% |
| EMC | Sell | E M C CORP MASS | $6,612,000 | -39.1% | 241,244 | -44.2% | 0.14% | -4.6% |
| PFG | Sell | PRINCIPAL FINANCIAL GROUP IN | $6,547,000 | -56.2% | 142,348 | -53.1% | 0.14% | -31.4% |
| NTAP | Sell | NETWORK APPLIANCE INC | $6,577,000 | -54.0% | 178,237 | -48.7% | 0.14% | -28.0% |
| MYL | Sell | MYLAN INC | $6,457,000 | -45.2% | 132,241 | -51.3% | 0.14% | -13.9% |
| NEM | Sell | NEWMONT MINING CORP | $6,439,000 | -23.7% | 274,658 | -25.0% | 0.14% | +19.5% |
| GPS | Buy | GAP INC DEL | $6,274,000 | +181.1% | 156,662 | +174.3% | 0.14% | +345.2% |
| HRB | Sell | BLOCK H & R INC | $6,256,000 | -35.0% | 207,223 | -37.5% | 0.14% | +1.5% |
| TSM | Sell | TAIWAN SEMICONDUCTOR MFGadr | $6,205,000 | -46.3% | 310,001 | -53.2% | 0.14% | -16.0% |
| GRMN | Sell | GARMIN LTD | $6,225,000 | -20.0% | 112,643 | -33.2% | 0.14% | +24.8% |
| MCO | Sell | MOODYS CORP | $6,224,000 | -42.9% | 78,470 | -43.5% | 0.14% | -11.1% |
| GCI | Sell | GANNETT INC | $6,222,000 | -39.2% | 225,388 | -34.9% | 0.14% | -5.6% |
| RHI | Sell | ROBERT HALF INTL INC | $6,186,000 | -34.6% | 147,449 | -34.5% | 0.14% | +2.3% |
| AEP | Sell | AMERICAN ELEC PWR INC | $6,120,000 | -30.5% | 120,811 | -35.9% | 0.13% | +8.9% |
| Sell | ARCELORMITTAL SAnote 5.000% | $6,068,000 | -50.3% | 6,000,000 | -50.0% | 0.13% | -22.2% | |
| LEG | Sell | LEGGETT & PLATT INC | $6,063,000 | -32.1% | 185,810 | -35.7% | 0.13% | +6.4% |
| CHRW | Sell | C H ROBINSON WORLDWIDE INC | $5,966,000 | -51.2% | 113,845 | -45.6% | 0.13% | -23.4% |
| LLTC | Sell | LINEAR TECHNOLOGY CORP | $5,926,000 | -31.5% | 121,771 | -35.9% | 0.13% | +7.4% |
| PETM | Sell | PETSMART INC. | $5,875,000 | -39.6% | 85,278 | -36.2% | 0.13% | -5.1% |
| INTU | Sell | INTUIT | $5,856,000 | -44.2% | 75,339 | -45.2% | 0.13% | -12.9% |
| DOV | Sell | DOVER CORP | $5,778,000 | -53.5% | 70,682 | -45.1% | 0.13% | -27.0% |
| ETR | Sell | ENTERGY CORP NEW | $5,815,000 | -25.7% | 86,967 | -29.7% | 0.13% | +15.5% |
| MSI | Sell | MOTOROLA SOLUTIONS INC | $5,791,000 | -61.8% | 90,088 | -59.9% | 0.13% | -40.4% |
| BCR | Sell | BARD C R INC | $5,688,000 | -29.4% | 38,438 | -36.1% | 0.12% | +10.6% |
| CB | Sell | CHUBB CORP | $5,698,000 | -43.8% | 63,810 | -39.2% | 0.12% | -12.0% |
| JCI | Buy | JOHNSON CTLS INC | $5,679,000 | +3.0% | 120,039 | +11.7% | 0.12% | +62.3% |
| TE | Sell | TECO ENERGY INC | $5,646,000 | -29.0% | 329,214 | -28.6% | 0.12% | +11.7% |
| MDLZ | Sell | MONDELEZ INTL INC. | $5,565,000 | -43.5% | 161,110 | -42.3% | 0.12% | -11.6% |
| SPLS | Buy | STAPLES INC | $5,568,000 | +90.6% | 491,418 | +167.0% | 0.12% | +197.6% |
| SIEGY | New | SIEMENS A Gadr | $5,528,000 | – | 40,900 | +100.0% | 0.12% | – |
| BIIB | Sell | BIOGEN IDEC INC | $5,463,000 | -37.4% | 17,849 | -42.8% | 0.12% | -1.6% |
| KORS | Buy | MICHAEL KORS HLDGS LTD | $5,455,000 | +90.2% | 58,480 | +65.5% | 0.12% | +200.0% |
| DVN | Sell | DEVON ENERGY CORP NEW | $5,463,000 | -38.1% | 81,639 | -42.8% | 0.12% | -3.2% |
| KR | Sell | KROGER CO | $5,462,000 | -61.8% | 125,144 | -65.5% | 0.12% | -40.3% |
| TMO | Sell | THERMO FISHER SCIENTIFIC | $5,445,000 | -58.0% | 45,283 | -61.1% | 0.12% | -34.6% |
| NVS | New | NOVARTIS A Gadr | $5,306,000 | – | 62,400 | +100.0% | 0.12% | – |
| HMC | New | HONDA MOTOR LTD | $5,255,000 | – | 148,700 | +100.0% | 0.12% | – |
| MDT | Sell | MEDTRONIC INC | $5,266,000 | -41.8% | 85,588 | -45.7% | 0.12% | -9.4% |
| SPG | Sell | SIMON PPTY GROUP INC NEW | $5,154,000 | -33.0% | 31,443 | -37.8% | 0.11% | +4.6% |
| PPL | Sell | PPL CORP | $5,136,000 | -52.4% | 155,010 | -56.8% | 0.11% | -25.2% |
| PH | Sell | PARKER HANNIFIN CORP | $5,097,000 | -43.5% | 42,584 | -39.3% | 0.11% | -11.8% |
| MON | Sell | MONSANTO CO NEW | $5,078,000 | -40.9% | 44,613 | -39.5% | 0.11% | -7.5% |
| SE | Sell | SPECTRA ENERGY CORP | $5,042,000 | -64.3% | 136,462 | -65.6% | 0.11% | -43.9% |
| PNC | Sell | PNC FINL SVCS GROUP INC | $5,028,000 | -50.8% | 57,794 | -56.2% | 0.11% | -23.1% |
| LOW | Sell | LOWES COS INC | $4,979,000 | -41.0% | 101,803 | -40.2% | 0.11% | -7.6% |
| POT | Sell | POTASH CORP SASK INC | $4,915,000 | -38.9% | 135,700 | -44.4% | 0.11% | -4.4% |
| EBAY | Sell | EBAY INC | $4,947,000 | -42.3% | 89,606 | -42.6% | 0.11% | -10.0% |
| CMI | Sell | CUMMINS INC | $4,912,000 | -65.5% | 32,966 | -67.3% | 0.11% | -45.7% |
| RF | Sell | REGIONS FINANCIAL CORP NEW | $4,879,000 | -47.6% | 439,128 | -53.4% | 0.11% | -17.7% |
| CAT | Sell | CATERPILLAR INC DEL | $4,894,000 | -39.4% | 49,239 | -44.7% | 0.11% | -5.3% |
| ALL | Sell | ALLSTATE CORP | $4,821,000 | -31.9% | 85,162 | -34.4% | 0.11% | +7.1% |
| SCG | Sell | SCANA CORP NEW | $4,836,000 | -24.0% | 94,261 | -30.5% | 0.11% | +19.1% |
| APA | Sell | APACHE CORP | $4,800,000 | -44.0% | 57,863 | -42.0% | 0.10% | -12.5% |
| UN | New | UNILEVER N V | $4,807,000 | – | 116,900 | +100.0% | 0.10% | – |
| HPQ | Sell | HEWLETT PACKARD CO | $4,753,000 | -32.1% | 146,904 | -41.2% | 0.10% | +6.1% |
| PBCT | Sell | PEOPLES UNITED FINANCIAL INC | $4,727,000 | -56.8% | 317,801 | -56.1% | 0.10% | -32.0% |
| STI | Sell | SUNTRUST BKS INC | $4,659,000 | -31.1% | 117,093 | -36.2% | 0.10% | +7.4% |
| EL | Sell | LAUDER ESTEE COS INC | $4,667,000 | -12.1% | 69,782 | -0.9% | 0.10% | +37.8% |
| FISV | Sell | FISERV INC | $4,613,000 | -59.2% | 81,349 | -57.5% | 0.10% | -36.5% |
| ABB | New | ABB LTDadr | $4,552,000 | – | 176,500 | +100.0% | 0.10% | – |
| PBI | Buy | PITNEY BOWES INC | $4,429,000 | +877.7% | 170,401 | +776.4% | 0.10% | +1516.7% |
| TTE | Buy | TOTAL S Aadr | $4,422,000 | +362.6% | 67,400 | +332.1% | 0.10% | +646.2% |
| PCAR | Sell | PACCAR INC | $4,268,000 | -45.5% | 63,278 | -52.1% | 0.09% | -14.5% |
| DISCA | Sell | DISCOVERY COMMUNICATNS NEW | $4,193,000 | -62.9% | 50,725 | -59.5% | 0.09% | -42.1% |
| SU | Sell | SUNCOR ENERGY INC | $4,174,000 | -47.5% | 119,400 | -47.4% | 0.09% | -17.9% |
| TYC | Sell | TYCO INTERNATIONAL LTD | $4,165,000 | -2.0% | 98,281 | -5.1% | 0.09% | +51.7% |
| AIZ | Buy | ASSURANT INC | $4,171,000 | +99.4% | 64,242 | +103.7% | 0.09% | +213.8% |
| COST | Sell | COSTCO WHSL CORP NEW | $4,109,000 | -79.7% | 36,775 | -78.4% | 0.09% | -68.3% |
| VFC | Buy | V F CORP | $4,123,000 | +20.6% | 66,634 | +21.5% | 0.09% | +87.5% |
| MAR | Sell | MARRIOTT INTL INC NEW | $4,088,000 | -33.3% | 72,990 | -41.3% | 0.09% | +4.7% |
| SMFG | New | SUMITOMO MITSUI FINL GROUP Iadr | $4,084,000 | – | 472,100 | +100.0% | 0.09% | – |
| NGG | New | NATIONAL GRID PLCadr | $4,118,000 | – | 59,900 | +100.0% | 0.09% | – |
| MUFG | New | MITSUBISHI UFJ FINL GROUP INadr | $4,085,000 | – | 737,400 | +100.0% | 0.09% | – |
| STX | Buy | SEAGATE TECHNOLOGY PLC | $4,046,000 | +20.4% | 72,077 | +20.4% | 0.09% | +89.4% |
| D | Sell | DOMINION RES INC VA NEW | $4,014,000 | -36.1% | 56,558 | -41.7% | 0.09% | 0.0% |
| FLR | Sell | FLUOR CORP NEW | $4,008,000 | -47.3% | 51,576 | -45.6% | 0.09% | -17.8% |
| PGR | Sell | PROGRESSIVE CORP OHIO | $3,879,000 | -48.0% | 160,236 | -41.4% | 0.08% | -19.0% |
| YHOO | Sell | YAHOO INC | $3,879,000 | -32.1% | 108,034 | -23.6% | 0.08% | +6.2% |
| TMK | Sell | TORCHMARK CORP | $3,874,000 | -41.8% | 49,205 | -42.3% | 0.08% | -8.6% |
| WMB | Sell | WILLIAMS COS INC | $3,879,000 | -66.2% | 95,580 | -67.9% | 0.08% | -47.2% |
| NLSN | Sell | NIELSEN HOLDINGS N V | $3,897,000 | -28.6% | 87,309 | -26.6% | 0.08% | +11.8% |
| CTAS | Sell | CINTAS CORP | $3,867,000 | -42.8% | 64,842 | -42.8% | 0.08% | -10.5% |
| EQT | Sell | EQT CORP | $3,835,000 | -35.6% | 39,539 | -40.4% | 0.08% | +1.2% |
| ESV | Buy | ENSCO PLC | $3,839,000 | +33.8% | 72,731 | +44.9% | 0.08% | +110.0% |
| DUK | Sell | DUKE ENERGY CORP | $3,835,000 | -40.3% | 53,847 | -42.1% | 0.08% | -6.7% |
| LKQ | New | LKQ CORP | $3,805,000 | – | 144,447 | +100.0% | 0.08% | – |
| RIG | Sell | TRANSOCEAN INC | $3,749,000 | -51.1% | 90,694 | -41.6% | 0.08% | -23.4% |
| TSS | Sell | TOTAL SYS SVCS INC | $3,731,000 | -47.0% | 122,713 | -42.0% | 0.08% | -17.2% |
| KSU | Sell | KANSAS CITY SOUTHERN | $3,739,000 | -59.5% | 36,648 | -50.8% | 0.08% | -36.4% |
| APC | Sell | ANADARKO PETE CORP | $3,641,000 | -31.0% | 42,961 | -35.4% | 0.08% | +8.1% |
| SNI | Sell | SCRIPPS NETWORKS INTERACT IN | $3,652,000 | -49.1% | 48,103 | -42.0% | 0.08% | -20.0% |
| HSY | Sell | HERSHEY FOODS CORP | $3,660,000 | -57.5% | 35,059 | -60.4% | 0.08% | -33.9% |
| ABC | Sell | AMERISOURCEBERGEN CORP | $3,594,000 | -72.0% | 54,803 | -69.9% | 0.08% | -56.1% |
| F113PS | Sell | COVIDIEN PLC | $3,559,000 | -36.8% | 48,291 | -41.6% | 0.08% | -1.3% |
| HSBC | New | HSBC CAPITAL FUNDING LPadr | $3,543,000 | – | 69,700 | +100.0% | 0.08% | – |
| SNY | New | SANOFI AVENTISadr | $3,539,000 | – | 67,700 | +100.0% | 0.08% | – |
| L | Sell | LOEWS CORP | $3,532,000 | -52.3% | 80,176 | -47.8% | 0.08% | -26.0% |
| HOG | Sell | HARLEY DAVIDSON INC | $3,516,000 | -50.0% | 52,785 | -48.1% | 0.08% | -22.2% |
| BBT | Sell | BB&T CORP | $3,520,000 | -67.3% | 87,659 | -69.6% | 0.08% | -49.0% |
| YUM | Sell | YUM BRANDS INC | $3,481,000 | -35.7% | 46,191 | -35.5% | 0.08% | 0.0% |
| ADT | Buy | THE ADT CORPORATION | $3,431,000 | +136.0% | 114,518 | +218.9% | 0.08% | +275.0% |
| BEN | Sell | BENNEFICIAL LIFE | $3,399,000 | -31.1% | 62,741 | -26.5% | 0.08% | +8.7% |
| AGN | Sell | ALLERGAN INC | $3,371,000 | -33.9% | 27,188 | -40.8% | 0.07% | +2.8% |
| SAP | New | SAPadr | $3,325,000 | – | 40,900 | +100.0% | 0.07% | – |
| XRX | Sell | XEROX CORP | $3,308,000 | -47.6% | 292,765 | -43.6% | 0.07% | -18.0% |
| ZBH | Sell | ZIMMER HLDGS INC | $3,352,000 | -40.5% | 35,442 | -41.4% | 0.07% | -7.6% |
| GM | Sell | GENERAL MTRS CO | $3,292,000 | -41.6% | 95,636 | -30.6% | 0.07% | -8.9% |
| HSIC | Sell | SCHEIN HENRY INC | $3,282,000 | -47.8% | 27,500 | -50.0% | 0.07% | -18.2% |
| NU | Sell | NORTHEAST UTILS | $3,236,000 | -64.3% | 71,091 | -66.8% | 0.07% | -44.1% |
| B108PS | Sell | ACTAVIS PLC | $3,205,000 | -24.5% | 15,566 | -38.4% | 0.07% | +18.6% |
| ISRG | Sell | INTUITIVE SURGICAL INC | $3,151,000 | -66.2% | 7,194 | -70.3% | 0.07% | -47.3% |
| GLW | Sell | CORNING INC | $3,145,000 | -21.6% | 151,112 | -32.9% | 0.07% | +23.2% |
| CRM | Sell | SALESFORCE COM INC | $3,148,000 | -35.0% | 55,190 | -37.1% | 0.07% | +1.5% |
| DAL | Sell | DELTA AIR LINES INC DEL | $3,157,000 | -25.7% | 91,139 | -41.1% | 0.07% | +15.0% |
| VRTX | Sell | VERTEX PHARMACEUTICALS INC | $3,160,000 | -53.9% | 44,667 | -51.6% | 0.07% | -28.1% |
| CMA | Buy | COMERICA INC | $3,095,000 | +244.7% | 59,737 | +216.8% | 0.07% | +423.1% |
| RDSA | New | ROYAL DUTCH SHELL PLCadr | $3,105,000 | – | 42,500 | +100.0% | 0.07% | – |
| ERIC | New | ERICSSON (LM) TELadr | $3,105,000 | – | 232,900 | +100.0% | 0.07% | – |
| LLL | Buy | L-3 COMMUNICATIONS HLDGS | $3,111,000 | +104.5% | 26,325 | +85.0% | 0.07% | +223.8% |
| GSK | New | GLAXOSMITHKLINE PLCadr | $3,056,000 | – | 57,200 | +100.0% | 0.07% | – |
| WIN | Buy | WINDSTREAM CORP | $3,037,000 | +280.6% | 368,378 | +268.0% | 0.07% | +509.1% |
| FRX | Sell | FOREST LABS INC | $2,998,000 | -68.2% | 32,500 | -79.3% | 0.07% | -50.0% |
| SIAL | Sell | SIGMA ALDRICH CORP | $3,024,000 | -40.9% | 32,369 | -40.6% | 0.07% | -8.3% |
| SNDK | Sell | SANDISK CORP | $3,003,000 | -21.5% | 36,980 | -31.8% | 0.07% | +22.2% |
| BHI | Sell | BAKER HUGHES INC | $2,956,000 | -28.6% | 45,459 | -39.3% | 0.06% | +12.1% |
| SRE | Sell | SEMPRA ENERGY | $2,914,000 | -31.8% | 30,111 | -36.7% | 0.06% | +6.7% |
| NVO | New | NOVO-NORDISK A Sadr | $2,931,000 | – | 64,200 | +100.0% | 0.06% | – |
| PX | Sell | PRAXAIR INC | $2,918,000 | -72.2% | 22,293 | -72.4% | 0.06% | -56.5% |
| UNM | Sell | UNUMPROVIDENT CORP | $2,922,000 | -57.3% | 82,785 | -57.6% | 0.06% | -33.3% |
| VLO | Sell | VALERO ENERGY CORP NEW | $2,937,000 | -32.7% | 55,320 | -36.0% | 0.06% | +4.9% |
| IVZ | Sell | INVESCO PLCadr | $2,908,000 | -9.4% | 78,580 | -10.9% | 0.06% | +42.2% |
| 1338PS | New | UBS AG | $2,932,000 | – | 141,500 | +100.0% | 0.06% | – |
| CERN | Sell | CERNER CORP | $2,864,000 | -31.3% | 50,856 | -32.0% | 0.06% | +8.6% |
| ASML | Sell | ASML HOLDING N V | $2,870,000 | -20.5% | 30,750 | -20.1% | 0.06% | +23.5% |
| DE | Sell | DEERE & CO | $2,888,000 | -39.2% | 31,802 | -38.8% | 0.06% | -6.0% |
| PLD | Sell | PROLOGIS INC | $2,855,000 | -23.4% | 69,929 | -30.7% | 0.06% | +21.2% |
| WDC | Sell | WESTERN DIGITAL CORP | $2,873,000 | -29.3% | 31,281 | -35.4% | 0.06% | +10.5% |
| CAJ | New | CANON INCadr | $2,807,000 | – | 90,400 | +100.0% | 0.06% | – |
| ALXN | Sell | ALEXION PHARMACEUTICALS INC | $2,826,000 | -26.2% | 18,573 | -35.5% | 0.06% | +14.8% |
| PXD | Sell | PIONEER NAT RES CO | $2,809,000 | -31.6% | 15,010 | -32.8% | 0.06% | +6.9% |
| FDO | Sell | FAMILY DLR STORES INC | $2,763,000 | -68.7% | 47,631 | -65.0% | 0.06% | -50.8% |
| NTTYY | New | NIPPON TELEG & TEL CORPadr | $2,767,000 | – | 101,600 | +100.0% | 0.06% | – |
| APD | Sell | AIR PRODS & CHEMS INC | $2,760,000 | -44.7% | 23,187 | -48.1% | 0.06% | -12.9% |
| CSX | Sell | CSX CORP | $2,725,000 | -36.5% | 94,080 | -37.0% | 0.06% | 0.0% |
| HST | Sell | MARRIOTT INTL INC NEW | $2,740,000 | -26.0% | 135,512 | -28.8% | 0.06% | +15.4% |
| MRO | Sell | MARATHON OIL CORP | $2,687,000 | -35.6% | 75,661 | -36.0% | 0.06% | +1.7% |
| SONY | New | SONY CORPadr | $2,673,000 | – | 139,800 | +100.0% | 0.06% | – |
| SAN | New | BANCO SANTANDER CHILE NEWadr | $2,683,000 | – | 280,100 | +100.0% | 0.06% | – |
| KMI | Sell | KINDER MORGAN INC DEL | $2,658,000 | -83.9% | 81,849 | -82.2% | 0.06% | -75.0% |
| FMS | New | FRESENIUS MED CARE AG&CO KGAadr | $2,635,000 | – | 75,600 | +100.0% | 0.06% | – |
| SYT | New | SYNGENTA AGadr | $2,592,000 | – | 34,200 | +100.0% | 0.06% | – |
| HBAN | Buy | HUNTINGTON BANCSHARES INC | $2,537,000 | +183.5% | 254,523 | +174.7% | 0.06% | +330.8% |
| IP | Sell | INTL PAPER CO | $2,531,000 | -63.4% | 55,151 | -60.8% | 0.06% | -43.3% |
| 4107PS | Buy | MEADWESTVACO CORP | $2,510,000 | +185.2% | 66,676 | +180.1% | 0.06% | +358.3% |
| ECL | Sell | ECOLAB INC | $2,480,000 | -33.8% | 22,964 | -36.1% | 0.05% | +1.9% |
| GWW | Sell | GRAINGER W W INC | $2,475,000 | -66.8% | 9,797 | -66.4% | 0.05% | -48.1% |
| GAS | Sell | AGL RESOURCES INC | $2,451,000 | -54.8% | 50,034 | -56.4% | 0.05% | -28.9% |
| BXP | Sell | BOSTON PPTYS LTD PARTNERSHIP | $2,453,000 | -13.4% | 21,462 | -23.9% | 0.05% | +35.0% |
| VOD | New | VODAFONE GROUP PLC NEWadr | $2,444,000 | – | 66,400 | +100.0% | 0.05% | – |
| MU | Sell | MICRON TECHNOLOGY INC | $2,471,000 | -30.2% | 104,463 | -35.8% | 0.05% | +8.0% |
| WM | Sell | WASTE MGMT INC | $2,405,000 | -58.2% | 57,143 | -55.4% | 0.05% | -34.6% |
| GNW | Sell | GENWORTH FINL INC | $2,434,000 | +13.7% | 137,348 | -0.5% | 0.05% | +76.7% |
| REGN | Sell | REGENERON PHARMACEUTICALS | $2,407,000 | -32.2% | 8,018 | -37.9% | 0.05% | +6.0% |
| VNO | Sell | VORNADO RLTY TRsh ben int | $2,359,000 | -20.3% | 23,925 | -28.2% | 0.05% | +23.8% |
| AES | Sell | AES CORP | $2,363,000 | -23.5% | 165,501 | -22.3% | 0.05% | +20.9% |
| CS | New | CREDIT SUISSE GROUPadr | $2,367,000 | – | 73,100 | +100.0% | 0.05% | – |
| SYMC | Sell | SYMANTEC CORP | $2,340,000 | -57.9% | 117,132 | -50.3% | 0.05% | -34.6% |
| MJN | Sell | MEAD JOHNSON NUTRITION CO | $2,323,000 | -28.1% | 27,925 | -27.5% | 0.05% | +13.3% |
| IPG | Sell | INTERPUBLIC GROUP COS INC | $2,311,000 | -3.2% | 134,785 | -0.1% | 0.05% | +54.5% |
| A | Sell | AGILENT TECHNOLOGIES INC | $2,323,000 | -45.6% | 41,507 | -44.4% | 0.05% | -15.0% |
| COL | Sell | ROCKWELL COLLINS INC | $2,332,000 | -73.1% | 29,274 | -75.1% | 0.05% | -58.2% |
| MAS | Sell | MASCO CORP | $2,264,000 | -28.6% | 101,921 | -26.8% | 0.05% | +13.6% |
| BRCM | Sell | BROADCOM CORP | $2,293,000 | -32.2% | 72,961 | -36.0% | 0.05% | +6.4% |
| BSX | Sell | BOSTON SCIENTIFIC CORP | $2,274,000 | -19.3% | 168,165 | -28.3% | 0.05% | +28.2% |
| LH | Sell | LABORATORY CORP AMER HLDGS | $2,271,000 | -75.7% | 23,129 | -77.4% | 0.05% | -61.8% |
| WY | Sell | WEYERHAEUSER CO | $2,220,000 | -35.3% | 75,673 | -30.3% | 0.05% | +2.1% |
| LRCX | Sell | LAM RESEARCH CORP | $2,236,000 | -22.0% | 40,618 | -22.9% | 0.05% | +22.5% |
| BBY | Buy | BEST BUY INC | $2,231,000 | +13.2% | 84,478 | +70.9% | 0.05% | +75.0% |
| WFM | Sell | WHOLE FOODS MKT INC | $2,256,000 | -42.6% | 44,484 | -34.6% | 0.05% | -10.9% |
| ZION | Sell | ZIONS BANCORPORATION | $2,205,000 | -50.7% | 71,117 | -52.4% | 0.05% | -23.8% |
| WHR | Sell | WHIRLPOOL CORP | $2,201,000 | -20.7% | 14,732 | -16.7% | 0.05% | +23.1% |
| MKC | Sell | MCCORMICK & CO INC | $2,173,000 | -28.5% | 30,282 | -31.4% | 0.05% | +11.6% |
| NFLX | Sell | NETFLIX COM INC | $2,177,000 | -29.9% | 6,186 | -26.7% | 0.05% | +9.1% |
| KMX | Sell | CARMAX INC | $2,180,000 | -38.7% | 46,589 | -38.4% | 0.05% | -4.0% |
| TXT | Sell | TEXTRON INC | $2,150,000 | -33.0% | 54,768 | -37.3% | 0.05% | +4.4% |
| PUK | New | PRUDENTIAL PLCadr | $2,131,000 | – | 50,100 | +100.0% | 0.05% | – |
| CAM | Sell | CAMERON INTERNATIONAL CORP | $2,158,000 | -34.4% | 34,943 | -36.7% | 0.05% | +2.2% |
| BP | New | BP PLCadr | $2,155,000 | – | 44,800 | +100.0% | 0.05% | – |
| CSC | Sell | COMPUTER SCIENCES CORP | $2,125,000 | -9.8% | 34,940 | -17.2% | 0.05% | +42.4% |
| CMG | Sell | CHIPOTLE MEXICAN GRILL INC | $2,078,000 | -30.3% | 3,659 | -34.6% | 0.05% | +9.5% |
| HCN | Sell | HEALTH CARE REIT INC | $2,087,000 | -25.0% | 34,992 | -32.8% | 0.05% | +17.9% |
| HRS | Buy | HARRIS CORP DEL | $2,065,000 | +123.0% | 28,242 | +113.1% | 0.04% | +246.2% |
| BAM | New | BROOKFIELD ASSET MGMT INCltd vt sh | $2,043,000 | – | 50,000 | +100.0% | 0.04% | – |
| EIX | Sell | EDISON INTL | $2,063,000 | -16.8% | 36,463 | -31.9% | 0.04% | +28.6% |
| AZN | New | ASTRAZENECA PLCadr | $2,050,000 | – | 31,600 | +100.0% | 0.04% | – |
| ADS | New | ALLIANCE DATA SYSTEMS CORP | $1,989,000 | – | 7,300 | +100.0% | 0.04% | – |
| OI | Sell | OWENS ILL INC | $2,026,000 | -21.3% | 59,911 | -16.7% | 0.04% | +22.2% |
| J | Sell | JACOBS ENGR GROUP INC | $1,993,000 | -59.5% | 31,359 | -59.9% | 0.04% | -36.2% |
| Sell | LEAP WIRELESS INTLnote 4.500% | $2,020,000 | -50.4% | 2,000,000 | -50.0% | 0.04% | -22.8% | |
| FTI | Sell | FMC TECHNOLOGIES INC | $2,018,000 | -31.9% | 38,614 | -32.0% | 0.04% | +4.8% |
| SWN | Sell | SOUTHWESTERN ENERGY CO | $1,962,000 | -16.9% | 42,637 | -28.9% | 0.04% | +30.3% |
| DTE | Sell | DTE ENERGY CO | $1,955,000 | -23.1% | 26,313 | -31.2% | 0.04% | +19.4% |
| SRCL | Sell | STERICYCLE INC | $1,943,000 | -63.0% | 17,085 | -62.2% | 0.04% | -41.9% |
| LEN | Sell | LENNAR CORP | $1,952,000 | -27.6% | 49,262 | -27.7% | 0.04% | +13.2% |
| IHG | New | INTERCONTINENTAL HTLS GRP PLadr | $1,973,000 | – | 60,900 | +100.0% | 0.04% | – |
| SHW | Sell | SHERWIN WILLIAMS CO | $1,945,000 | -27.2% | 9,861 | -32.3% | 0.04% | +16.2% |
| NRG | Sell | NRG ENERGY INC | $1,926,000 | -17.7% | 60,544 | -25.8% | 0.04% | +27.3% |
| NTRS | Sell | NORTHERN TR CORP | $1,917,000 | -27.4% | 29,242 | -31.4% | 0.04% | +13.5% |
| SDRL | New | SEADRILL LIMITED | $1,913,000 | – | 54,400 | +100.0% | 0.04% | – |
| MAC | Sell | MACERICH CO | $1,928,000 | -25.9% | 30,941 | -29.9% | 0.04% | +16.7% |
| PHM | Sell | PULTE HOMES INC | $1,861,000 | -30.0% | 96,943 | -25.7% | 0.04% | +10.8% |
| ROST | Sell | ROSS STORES INC | $1,880,000 | -32.3% | 26,262 | -29.2% | 0.04% | +5.1% |
| KIM | Sell | KIMCO REALTY CORP | $1,863,000 | -8.9% | 85,219 | -17.7% | 0.04% | +41.4% |
| ZTS | Sell | ZOETIS INC | $1,865,000 | -39.7% | 64,430 | -31.9% | 0.04% | -4.7% |
| CBRE | Sell | CBRE GROUP INC | $1,861,000 | -30.9% | 67,833 | -33.8% | 0.04% | +7.9% |
| DB | New | DEUTSCHE BANK AGnamen akt | $1,892,000 | – | 42,200 | +100.0% | 0.04% | – |
| NI | Sell | NISOURCE INC | $1,881,000 | -25.1% | 52,898 | -30.7% | 0.04% | +17.1% |
| BTTGY | New | BT GROUP PLCadr | $1,890,000 | – | 29,600 | +100.0% | 0.04% | – |
| ALTR | Sell | ALTERA CORP | $1,856,000 | -19.0% | 51,172 | -27.4% | 0.04% | +28.1% |
| NDAQ | Sell | NASDAQ OMX GROUP INC | $1,802,000 | -29.2% | 48,788 | -23.7% | 0.04% | +11.1% |
| EMN | Sell | EASTMAN CHEM CO | $1,826,000 | -21.9% | 21,187 | -26.8% | 0.04% | +21.2% |
| JNPR | Sell | JUNIPER NETWORKS INC | $1,819,000 | -28.9% | 70,575 | -37.7% | 0.04% | +11.1% |
| CFN | Sell | CAREFUSION CORP | $1,825,000 | -45.1% | 45,421 | -45.6% | 0.04% | -14.9% |
| FE | Sell | FIRSTENERGY CORP | $1,806,000 | -21.6% | 53,070 | -24.1% | 0.04% | +25.0% |
| AEE | Sell | AMEREN CORP | $1,820,000 | -20.8% | 44,150 | -30.6% | 0.04% | +25.0% |
| DVA | Sell | DAVITA INC | $1,831,000 | -71.5% | 26,588 | -73.8% | 0.04% | -55.6% |
| OKE | Sell | ONEOK INC NEW | $1,831,000 | -36.4% | 30,893 | -33.3% | 0.04% | 0.0% |
| WBK | New | WESTPAC BKG CORPadr | $1,770,000 | – | 55,200 | +100.0% | 0.04% | – |
| LYG | New | LLOYDS TSB GROUP PLCadr | $1,767,000 | – | 347,300 | +100.0% | 0.04% | – |
| APH | Sell | AMPHENOL CORP NEW | $1,801,000 | -28.1% | 19,655 | -30.0% | 0.04% | +11.4% |
| AVB | Sell | AVALONBAY CMNTYS INC | $1,758,000 | -20.9% | 13,405 | -28.7% | 0.04% | +25.8% |
| BBVA | New | BANCO BILBAO VIZCAYA ARGENTAadr | $1,801,000 | – | 150,000 | +100.0% | 0.04% | – |
| DGX | Sell | QUEST DIAGNOSTICS INC | $1,773,000 | -82.0% | 30,600 | -83.3% | 0.04% | -71.7% |
| VEOEY | New | VEOLIA ENVIRONNEMENTadr | $1,799,000 | – | 90,500 | +100.0% | 0.04% | – |
| CF | Sell | CF INDS HLDGS INC | $1,788,000 | -20.9% | 6,862 | -29.3% | 0.04% | +21.9% |
| DHI | Sell | D R HORTON INC | $1,771,000 | -35.2% | 81,797 | -33.2% | 0.04% | +2.6% |
| CNP | Sell | CENTERPOINT ENERGY INC | $1,761,000 | -24.8% | 74,401 | -26.4% | 0.04% | +18.2% |
| TDC | Sell | TERADATA CORP DEL | $1,737,000 | -11.6% | 35,306 | -18.4% | 0.04% | +35.7% |
| RRC | Sell | RANGE RES CORP | $1,727,000 | -29.0% | 20,795 | -28.0% | 0.04% | +11.8% |
| SNN | New | SMITH & NEPHEW PLCadr | $1,751,000 | – | 22,900 | +100.0% | 0.04% | – |
| EFX | Sell | EQUIFAX INC | $1,720,000 | -32.1% | 25,303 | -31.0% | 0.04% | +8.6% |
| DEG | New | ETABLISSEMENTS DELHAIZE FRERadr | $1,730,000 | – | 23,800 | +100.0% | 0.04% | – |
| ADSK | Sell | AUTODESK INC | $1,718,000 | -33.1% | 34,956 | -31.6% | 0.04% | +5.6% |
| R | Sell | RYDER SYS INC | $1,756,000 | -12.1% | 21,985 | -18.9% | 0.04% | +35.7% |
| NEBLQ | Sell | NOBLE CORPORATION BAARnamen -akt | $1,737,000 | -29.8% | 53,001 | -19.8% | 0.04% | +8.6% |
| NICE | New | NICE SYS LTDadr | $1,674,000 | – | 37,500 | +100.0% | 0.04% | – |
| AVP | Sell | AVON PRODS INC | $1,690,000 | -25.4% | 115,332 | -12.3% | 0.04% | +15.6% |
| RL | Sell | RALPH LAUREN CORP | $1,666,000 | -32.1% | 10,356 | -25.4% | 0.04% | +8.8% |
| BMS | Sell | BEMIS INC | $1,688,000 | -30.5% | 42,996 | -27.5% | 0.04% | +8.8% |
| AVY | Sell | AVERY DENNISON CORP | $1,710,000 | -43.5% | 33,727 | -44.0% | 0.04% | -11.9% |
| ENL | New | REED ELSEVIER N Vadr | $1,699,000 | – | 39,200 | +100.0% | 0.04% | – |
| PVH | Sell | PVH CORP | $1,690,000 | -32.8% | 13,550 | -26.8% | 0.04% | +5.7% |
| E | New | ENI S P Aadr | $1,685,000 | – | 33,600 | +100.0% | 0.04% | – |
| SWK | Sell | STANLEY WKS | $1,674,000 | -27.3% | 20,622 | -27.8% | 0.04% | +15.6% |
| CHK | Sell | CHESAPEAKE ENERGY CORP | $1,696,000 | -25.9% | 66,163 | -21.6% | 0.04% | +15.6% |
| COG | Sell | CABOT OIL & GAS CORP | $1,700,000 | -35.7% | 50,180 | -26.4% | 0.04% | 0.0% |
| TIF | Sell | TIFFANY & CO NEW | $1,687,000 | -30.0% | 19,593 | -24.6% | 0.04% | +8.8% |
| TEF | New | TELEFONICA S Aadr | $1,655,000 | – | 104,800 | +100.0% | 0.04% | – |
| WPP | New | WPP PLC NEWadr | $1,649,000 | – | 16,000 | +100.0% | 0.04% | – |
| JWN | Sell | NORDSTROM INC | $1,663,000 | -24.7% | 26,687 | -25.3% | 0.04% | +16.1% |
| TRIP | Sell | THOMSON REUTERS CORP | $1,592,000 | -12.2% | 17,565 | -19.9% | 0.04% | +40.0% |
| SEE | Sell | SEALED AIR CORP NEW | $1,596,000 | -22.6% | 48,537 | -19.9% | 0.04% | +20.7% |
| SWY | Sell | SAFEWAY INC | $1,592,000 | -13.0% | 43,061 | -23.3% | 0.04% | +34.6% |
| TSCO | New | TRACTOR SUPPLY CO | $1,609,000 | – | 22,768 | +100.0% | 0.04% | – |
| TEVA | New | TEVA PHARMACEUTICAL INDS LTDadr | $1,601,000 | – | 30,300 | +100.0% | 0.04% | – |
| RIO | New | RIO TINTO ADRadr | $1,552,000 | – | 27,800 | +100.0% | 0.03% | – |
| FOSL | Sell | FOSSIL INC | $1,535,000 | -38.2% | 13,169 | -36.3% | 0.03% | -2.9% |
| AEG | New | AEGON N Vord | $1,537,000 | – | 167,000 | +100.0% | 0.03% | – |
| DNB | Sell | DUN & BRADSTREET CORP | $1,570,000 | -22.3% | 15,807 | -4.0% | 0.03% | +21.4% |
| CTXS | Sell | CITRIX SYS INC | $1,541,000 | -26.8% | 26,804 | -19.5% | 0.03% | +13.3% |
| PCL | Sell | PLUM CREEK TIMBER CO INC | $1,496,000 | -31.1% | 35,630 | -23.5% | 0.03% | +10.0% |
| PHG | New | KONINKLIJKE PHILIPS ELECTRSny reg sh | $1,519,000 | – | 43,200 | +100.0% | 0.03% | – |
| NWL | Buy | NEWELL RUBBERMAID INC | $1,439,000 | +59.9% | 48,163 | +73.4% | 0.03% | +146.2% |
| TSO | Sell | TESORO PETE CORP | $1,472,000 | -43.0% | 29,065 | -34.2% | 0.03% | -11.1% |
| CNI | New | CANADIAN NATL RY CO | $1,445,000 | – | 25,700 | +100.0% | 0.03% | – |
| ING | New | ING GROUP N Vadr | $1,446,000 | – | 101,500 | +100.0% | 0.03% | – |
| LUXTY | New | LUXOTTICA GROUP S P Aadr | $1,454,000 | – | 25,226 | +100.0% | 0.03% | – |
| Sell | INTEL CORPsdcv 3.250% | $1,403,000 | -48.0% | 1,000,000 | -50.0% | 0.03% | -18.4% | |
| ORAN | New | ORANGEadr | $1,414,000 | – | 96,300 | +100.0% | 0.03% | – |
| HSP | Buy | HOSPIRA INC | $1,392,000 | +65.7% | 32,184 | +58.0% | 0.03% | +158.3% |
| GHC | Sell | GRAHAM HOLDINGS COMPANY | $1,424,000 | -63.7% | 2,023 | -65.8% | 0.03% | -43.6% |
| STO | New | STATOIL ASAadr | $1,327,000 | – | 47,000 | +100.0% | 0.03% | – |
| ALLE | Sell | ALLEGION PUB LTD COord | $1,291,000 | -9.6% | 24,760 | -23.4% | 0.03% | +40.0% |
| BCS | New | BARCLAYS PLCadr | $1,212,000 | – | 77,200 | +100.0% | 0.03% | – |
| GLD | Sell | SPDR GOLD TRUST | $1,236,000 | -46.8% | 10,000 | -50.0% | 0.03% | -18.2% |
| SHPG | New | SHIREadr | $1,204,000 | – | 8,100 | +100.0% | 0.03% | – |
| KN | New | KNOWLES CORP | $1,204,000 | – | 38,194 | +100.0% | 0.03% | – |
| FSLR | Buy | FIRST SOLAR INC | $1,206,000 | +57.4% | 17,276 | +23.4% | 0.03% | +136.4% |
| MUR | Sell | MURPHY OIL CORP | $1,120,000 | -17.9% | 17,822 | -15.2% | 0.02% | +31.6% |
| NBR | Sell | NABORS INDS INC | $1,153,000 | +39.6% | 46,788 | -3.8% | 0.02% | +108.3% |
| FTR | Buy | FRONTIER COMMUNICATIONS CORP | $1,101,000 | +26.4% | 193,122 | +2.8% | 0.02% | +100.0% |
| NFX | Buy | NEWFIELD EXPL CO | $1,104,000 | +56.2% | 35,167 | +22.5% | 0.02% | +140.0% |
| ATI | Buy | ALLEGHENY TECHNOLOGIES INC | $1,107,000 | +22.7% | 29,369 | +16.1% | 0.02% | +84.6% |
| AIV | Sell | APARTMENT INVT & MGMT CO | $1,092,000 | -58.5% | 36,154 | -64.4% | 0.02% | -35.1% |
| PSO | New | PEARSON PLCadr | $1,110,000 | – | 62,300 | +100.0% | 0.02% | – |
| X | Buy | UNITED STATES STL CORP | $1,027,000 | +9.3% | 37,192 | +16.7% | 0.02% | +76.9% |
| THI | New | TIM HORTONS INC | $1,062,000 | – | 19,200 | +100.0% | 0.02% | – |
| RY | New | ROYAL BK CDA MONTREAL QUE | $1,030,000 | – | 15,600 | +100.0% | 0.02% | – |
| EW | Buy | EDWARDS LIFESCIENCES CORP | $1,028,000 | +21.4% | 13,858 | +7.6% | 0.02% | +91.7% |
| FLS | Sell | FLOWSERVE CORP | $1,062,000 | -24.0% | 13,537 | -23.6% | 0.02% | +15.0% |
| PWR | Buy | QUANTA SVCS INC | $1,034,000 | +17.4% | 27,990 | +0.3% | 0.02% | +91.7% |
| HCBK | Buy | HUDSON CITY BANCORP | $988,000 | +13.7% | 100,459 | +9.1% | 0.02% | +83.3% |
| JOY | Buy | JOY GLOBAL INC | $998,000 | +15.5% | 17,202 | +16.3% | 0.02% | +83.3% |
| PLL | Buy | PALL CORP | $999,000 | +14.2% | 11,179 | +9.0% | 0.02% | +83.3% |
| FLIR | Sell | FLIR SYS INC | $1,017,000 | +16.8% | 28,243 | -2.4% | 0.02% | +83.3% |
| EA | Sell | ELECTRONIC ARTS INC | $983,000 | +17.9% | 33,879 | -6.7% | 0.02% | +83.3% |
| ETFC | Sell | E TRADE FINANCIAL CORP | $1,015,000 | +8.8% | 44,113 | -7.1% | 0.02% | +69.2% |
| TS | New | TENARIS S Aadr | $1,022,000 | – | 23,100 | +100.0% | 0.02% | – |
| AVVIY | New | AVIVA PLCadr | $990,000 | – | 61,800 | +100.0% | 0.02% | – |
| AA | Sell | ALCOA INC | $1,025,000 | +7.6% | 79,615 | -11.2% | 0.02% | +69.2% |
| AKAM | Sell | AKAMAI TECHNOLOGIES INC | $995,000 | +14.6% | 17,107 | -7.0% | 0.02% | +83.3% |
| DOFSQ | Buy | DIAMOND OFFSHORE DRILLING | $951,000 | +20.8% | 19,480 | +40.8% | 0.02% | +90.9% |
| ARG | Sell | AIRGAS INC | $938,000 | -52.7% | 8,801 | -50.3% | 0.02% | -25.0% |
| DNRCQ | Buy | DENBURY RES INC | $941,000 | +19.9% | 57,414 | +20.1% | 0.02% | +90.9% |
| XRAY | Sell | DENTSPLY INTL INC NEW | $941,000 | -63.9% | 20,465 | -61.9% | 0.02% | -41.7% |
| PDCO | Sell | PATTERSON COS INC | $958,000 | -35.4% | 22,970 | -36.2% | 0.02% | 0.0% |
| POM | Buy | PEPCO HOLDINGS INC | $960,000 | +15.8% | 46,855 | +8.1% | 0.02% | +75.0% |
| PKI | Sell | PERKINELMER INC | $945,000 | +4.0% | 20,941 | -5.1% | 0.02% | +61.5% |
| FMC | Sell | F M C CORP | $964,000 | -74.2% | 12,610 | -74.5% | 0.02% | -59.6% |
| BLL | Buy | BALL CORP | $953,000 | +8.8% | 17,416 | +2.6% | 0.02% | +75.0% |
| GT | Sell | GOODYEAR TIRE & RUBR CO | $965,000 | +2.8% | 36,967 | -6.2% | 0.02% | +61.5% |
| EXPE | Sell | EXPEDIA INC DEL | $946,000 | -1.1% | 13,034 | -5.2% | 0.02% | +61.5% |
| NUE | Buy | NUCOR CORP | $953,000 | +10.9% | 18,860 | +17.4% | 0.02% | +75.0% |
| GGP | New | GENERAL GROWTH PPTYS INC | $969,000 | – | 44,037 | +100.0% | 0.02% | – |
| AN | Buy | AUTONATION INC | $970,000 | +15.5% | 18,255 | +8.0% | 0.02% | +75.0% |
| VMC | Sell | VULCAN MATLS CO | $953,000 | +3.5% | 14,342 | -7.4% | 0.02% | +61.5% |
| IRM | Buy | IRON MTN INC | $957,000 | +3.0% | 34,724 | +13.3% | 0.02% | +61.5% |
| HAR | Sell | HARMAN INTL INDS INC | $949,000 | +13.9% | 8,923 | -12.3% | 0.02% | +75.0% |
| CLF | Sell | CLIFFS NATURAL RESOURCES INC | $967,000 | -74.7% | 47,210 | -67.7% | 0.02% | -61.1% |
| XYL | Buy | XYLEM INC | $938,000 | +8.9% | 25,789 | +3.5% | 0.02% | +75.0% |
| VAR | Buy | VARIAN MED SYS INC | $946,000 | +10.8% | 11,265 | +2.7% | 0.02% | +75.0% |
| CNX | Buy | CONSOL ENERGY INC | $960,000 | +10.2% | 24,027 | +4.9% | 0.02% | +75.0% |
| RDC | Buy | ROWAN COMPANIES PLC | $966,000 | +14.9% | 28,726 | +20.6% | 0.02% | +75.0% |
| CMS | Buy | CMS ENERGY CORP | $976,000 | +18.3% | 33,370 | +8.3% | 0.02% | +75.0% |
| CP | New | CANADIAN PAC RY LTD | $963,000 | – | 6,400 | +100.0% | 0.02% | – |
| RSG | Buy | REPUBLIC SVCS INC | $964,000 | +19.9% | 28,242 | +16.6% | 0.02% | +90.9% |
| CVC | Buy | CABLEVISION SYS CORP | $932,000 | +0.1% | 55,222 | +6.3% | 0.02% | +53.8% |
| MHK | New | MOHAWK INDS INC | $894,000 | – | 6,570 | +100.0% | 0.02% | – |
| JBL | Buy | JABIL CIRCUIT INC | $909,000 | +27.7% | 50,466 | +23.5% | 0.02% | +100.0% |
| DCMYY | New | NTT DOCOMO INCadr | $928,000 | – | 58,840 | +100.0% | 0.02% | – |
| ROP | Buy | ROPER INDS INC NEW | $913,000 | +0.8% | 6,847 | +4.8% | 0.02% | +53.8% |
| URBN | Buy | URBAN OUTFITTERS INC | $931,000 | +11.8% | 25,530 | +13.7% | 0.02% | +66.7% |
| VTR | Buy | VENTAS INC | $907,000 | +14.4% | 14,985 | +8.4% | 0.02% | +81.8% |
| QEP | Buy | QEP RES INC | $916,000 | +15.1% | 31,067 | +19.5% | 0.02% | +81.8% |
| AME | Buy | AMETEK INC NEW | $932,000 | +2.6% | 18,107 | +5.0% | 0.02% | +53.8% |
| WAT | Buy | WATERS CORP | $918,000 | +9.9% | 8,475 | +1.5% | 0.02% | +66.7% |
| FFIV | Sell | F5 NETWORKS INC | $905,000 | -3.0% | 8,490 | -17.3% | 0.02% | +53.8% |
| WPX | Buy | WPX ENERGY INC | $917,000 | +8.3% | 50,862 | +22.3% | 0.02% | +66.7% |
| THC | Buy | TENET HEALTHCARE CORP | $888,000 | +12.4% | 20,744 | +10.5% | 0.02% | +72.7% |
| BTU | Buy | PEABODY ENERGY CORP | $877,000 | +2.0% | 53,619 | +21.6% | 0.02% | +58.3% |
| RHT | Sell | RED HAT INC | $852,000 | -18.2% | 16,096 | -13.3% | 0.02% | +26.7% |
| NMR | New | NOMURA HLDGS INCadr | $887,000 | – | 138,000 | +100.0% | 0.02% | – |
| GRFS | New | GRIFOLS S Aadr | $830,000 | – | 20,100 | +100.0% | 0.02% | – |
| BNS | New | BANK NOVA SCOTIA HALIFAX | $807,000 | – | 13,900 | +100.0% | 0.02% | – |
| GIL | New | GILDAN ACTIVEWEAR INC | $817,000 | – | 16,200 | +100.0% | 0.02% | – |
| SLF | New | SUN LIFE FINL INC | $825,000 | – | 23,800 | +100.0% | 0.02% | – |
| TD | New | TORONTO DOMINION BK | $826,000 | – | 17,600 | +100.0% | 0.02% | – |
| MXIM | Sell | MAXIM INTEGRATED PRODS INC | $795,000 | -70.5% | 24,000 | -75.2% | 0.02% | -55.3% |
| ARMH | New | ARM HLDGS PLCadr | $755,000 | – | 14,800 | +100.0% | 0.02% | – |
| CM | New | CDN IMPERIAL BK OF COMMERCE | $741,000 | – | 8,600 | +100.0% | 0.02% | – |
| IX | New | ORIX CORPadr | $719,000 | – | 10,200 | +100.0% | 0.02% | – |
| SJR | New | SHAW COMMUNICATIONS INCcl b conv | $748,000 | – | 31,300 | +100.0% | 0.02% | – |
| NOK | New | NOKIA CORPadr | $720,000 | – | 98,100 | +100.0% | 0.02% | – |
| TAC | New | TRANSALTA CORP | $677,000 | – | 58,200 | +100.0% | 0.02% | – |
| BMO | New | BANK MONTREAL QUE | $697,000 | – | 10,400 | +100.0% | 0.02% | – |
| NJDCY | New | NIDEC CORPadr | $668,000 | – | 21,700 | +100.0% | 0.02% | – |
| MFC | New | MANULIFE FINL CORP | $684,000 | – | 35,400 | +100.0% | 0.02% | – |
| MT | New | ARCELORMITTAL SA LUXEMBOURGny registry sh | $636,000 | – | 39,400 | +100.0% | 0.01% | – |
| PBA | New | PEMBINA PIPELINE CORP | $628,000 | – | 16,500 | +100.0% | 0.01% | – |
| OTEX | New | OPEN TEXT CORP | $616,000 | – | 12,900 | +100.0% | 0.01% | – |
| VRX | New | VALEANT PHARMACEUTICALS INTL | $633,000 | – | 4,800 | +100.0% | 0.01% | – |
| MFG | New | MIZUHO FINL GROUP INCadr | $576,000 | – | 144,700 | +100.0% | 0.01% | – |
| VET | New | VERMILION ENERGY INC | $606,000 | – | 9,700 | +100.0% | 0.01% | – |
| QGEN | New | QIAGEN N.V.ord | $607,000 | – | 28,800 | +100.0% | 0.01% | – |
| ICLR | New | ICON PLC | $580,000 | – | 12,200 | +100.0% | 0.01% | – |
| CRH | New | CRH PLCadr | $558,000 | – | 19,800 | +100.0% | 0.01% | – |
| STM | New | STMICROELECTRONICS N Vny registry | $536,000 | – | 58,000 | +100.0% | 0.01% | – |
| GOLD | New | RANDGOLD RES LTDadr | $563,000 | – | 7,500 | +100.0% | 0.01% | – |
| 4305PS | New | ALCATEL LUCENTadr | $520,000 | – | 133,200 | +100.0% | 0.01% | – |
| MEOH | New | METHANEX CORP | $505,000 | – | 7,900 | +100.0% | 0.01% | – |
| RBS | New | ROYAL BK SCOTLAND GROUP PLCadr | $479,000 | – | 46,100 | +100.0% | 0.01% | – |
| RCI | New | ROGERS COMMUNICATIONS INCcl b | $464,000 | – | 11,200 | +100.0% | 0.01% | – |
| TRI | New | THOMSON REUTERS CORP | $469,000 | – | 13,700 | +100.0% | 0.01% | – |
| CUK | New | CARNIVAL PLCadr | $475,000 | – | 12,400 | +100.0% | 0.01% | – |
| TRP | New | TRANSCANADA CORP | $442,000 | – | 9,700 | +100.0% | 0.01% | – |
| KYOCY | New | KYOCERA CORPadr | $434,000 | – | 9,600 | +100.0% | 0.01% | – |
| RYAAY | New | RYANAIR HLDGS PLCadr | $459,000 | – | 7,800 | +100.0% | 0.01% | – |
| BCE | New | BCE INC | $440,000 | – | 10,200 | +100.0% | 0.01% | – |
| IREBY | New | IRELAND BKadr | $411,000 | – | 21,200 | +100.0% | 0.01% | – |
| TU | New | TELUS CORP | $421,000 | – | 11,700 | +100.0% | 0.01% | – |
| CTRX | New | CATAMARAN CORP | $407,000 | – | 9,100 | +100.0% | 0.01% | – |
| FWLT | New | FOSTER WHEELER AG | $399,000 | – | 12,300 | +100.0% | 0.01% | – |
| CNQ | New | CANADIAN NAT RES LTD | $388,000 | – | 10,100 | +100.0% | 0.01% | – |
| PGHEF | New | PENGROWTH ENERGY CORP | $359,000 | – | 59,000 | +100.0% | 0.01% | – |
| ERF | New | ENERPLUS CORP | $354,000 | – | 17,700 | +100.0% | 0.01% | – |
| CPG | New | CRESCENT PT ENERGY CORP | $357,000 | – | 9,800 | +100.0% | 0.01% | – |
| STR | Sell | QUESTAR CORP | $357,000 | -48.3% | 15,000 | -50.0% | 0.01% | -20.0% |
| PTGCY | New | PORTUGAL TELECOM SGPS S Aadr | $361,000 | – | 84,500 | +100.0% | 0.01% | – |
| GLNG | New | GOLAR LNG LTD BERMUDA | $367,000 | – | 8,800 | +100.0% | 0.01% | – |
| BTEGF | New | BAYTEX ENERGY CORP | $320,000 | – | 7,800 | +100.0% | 0.01% | – |
| CSTE | New | CAESARSTONE SDOT-YAM LTDord | $337,000 | – | 6,200 | +100.0% | 0.01% | – |
| ENB | New | ENBRIDGE INC | $342,000 | – | 7,500 | +100.0% | 0.01% | – |
| AGU | New | AGRIUM INC | $322,000 | – | 3,300 | +100.0% | 0.01% | – |
| BRP | New | BROOKFIELD RESIDENTIAL PPTYS | $302,000 | – | 14,400 | +100.0% | 0.01% | – |
| LBTYA | New | LIBERTY GLOBAL PLC | $258,000 | – | 6,200 | +100.0% | 0.01% | – |
| TIIAY | New | TELECOM ITALIA S P A NEWadr | $269,000 | – | 22,800 | +100.0% | 0.01% | – |
| LBTYK | New | LIBERTY GLOBAL PLC | $257,000 | – | 6,300 | +100.0% | 0.01% | – |
| GG | New | GOLDCORP INC NEW | $289,000 | – | 11,800 | +100.0% | 0.01% | – |
| FNV | New | FRANCO NEVADA CORP | $266,000 | – | 5,800 | +100.0% | 0.01% | – |
| GOLD | New | BARRICK GOLD CORP | $229,000 | – | 12,800 | +100.0% | 0.01% | – |
| SLW | New | SILVER WHEATON CORP | $225,000 | – | 9,900 | +100.0% | 0.01% | – |
| GIB | New | GROUPE CGI INCsub vtg | $210,000 | – | 6,800 | +100.0% | 0.01% | – |
| NXPI | New | NXP SEMICONDUCTORS N V | $206,000 | – | 3,500 | +100.0% | 0.01% | – |
| CCJ | New | CAMECO CORP | $215,000 | – | 9,400 | +100.0% | 0.01% | – |
| TECK | New | TECK RESOURCES LTDcl b | $160,000 | – | 7,400 | +100.0% | 0.00% | – |
| ECA | New | ENCANA CORP | $169,000 | – | 7,900 | +100.0% | 0.00% | – |
| AEM | New | AGNICO EAGLE MINES LTD | $139,000 | – | 4,600 | +100.0% | 0.00% | – |
| OGS | New | ONE GAS INC | $144,000 | – | 4,000 | +100.0% | 0.00% | – |
| CAE | New | CAE INC | $159,000 | – | 12,100 | +100.0% | 0.00% | – |
| TRQ | New | TURQUOISE HILL RES LTD | $130,000 | – | 39,000 | +100.0% | 0.00% | – |
| CGG | New | CGGadr | $118,000 | – | 7,400 | +100.0% | 0.00% | – |
| NGD | New | NEW GOLD INC CDA | $133,000 | – | 27,200 | +100.0% | 0.00% | – |
| PAAS | New | PAN AMERICAN SILVER CORP | $148,000 | – | 11,500 | +100.0% | 0.00% | – |
| TLM | New | TALISMAN ENERGY INC | $117,000 | – | 11,700 | +100.0% | 0.00% | – |
| AUY | New | YAMANA GOLD INC | $138,000 | – | 15,700 | +100.0% | 0.00% | – |
| STN | New | STANTEC INC | $104,000 | – | 1,700 | +100.0% | 0.00% | – |
| CSIQ | New | CANADIAN SOLAR INC | $108,000 | – | 3,400 | +100.0% | 0.00% | – |
| JHX | New | JAMES HARDIE INDS SEadr | $109,000 | – | 1,600 | +100.0% | 0.00% | – |
| CVE | New | CENOVUS ENERGY INC | $113,000 | – | 3,900 | +100.0% | 0.00% | – |
| EGO | New | ELDORADO GOLD CORP | $111,000 | – | 19,900 | +100.0% | 0.00% | – |
| CERE | Sell | CERES INC | $53,000 | -68.1% | 60,111 | -50.0% | 0.00% | -50.0% |
| 3101PS | Exit | MICREL INC | $0 | – | -12,948 | -100.0% | -0.00% | – |
| SAIC | Exit | SCIENCE APPLICATIONS INTL | $0 | – | -16,130 | -100.0% | -0.01% | – |
| LDOS | Exit | LEIDOS HLDGS INC | $0 | – | -14,112 | -100.0% | -0.01% | – |
| JDSU | Exit | JDS UNIPHASE CORP | $0 | – | -66,221 | -100.0% | -0.01% | – |
| TER | Exit | TERADYNE INC | $0 | – | -48,778 | -100.0% | -0.01% | – |
| LSI | Exit | LSI LOGIC CORP | $0 | – | -101,915 | -100.0% | -0.02% | – |
| TWC | Exit | TIME WARNER CABLE INC | $0 | – | -41,675 | -100.0% | -0.08% | – |
| Exit | ADMnote 0.875% | $0 | – | -10,000,000 | -100.0% | -0.15% | – | |
| OMC | Exit | OMNICOM GROUP INC | $0 | – | -461,139 | -100.0% | -0.48% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2014-05-07
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| Applied Industrial Technologies Inc | 26 | Q3 2019 | 2.5% |
| JOHNSON & JOHNSON | 26 | Q3 2019 | 3.6% |
| MICROSOFT CORP | 26 | Q3 2019 | 2.6% |
| WAL-MART STORES INC | 26 | Q3 2019 | 2.6% |
| United Technologies Corp | 26 | Q3 2019 | 1.7% |
| Boise Cascade Co | 26 | Q3 2019 | 1.4% |
| Walt Disney Co/The | 26 | Q3 2019 | 2.6% |
| FTI Consulting Inc | 26 | Q3 2019 | 2.2% |
| Taser International Inc | 26 | Q3 2019 | 1.4% |
| Procter & Gamble Co/The | 26 | Q3 2019 | 1.2% |
View RIVERHEAD CAPITAL MANAGEMENT LLC's complete holdings history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2019-11-13 |
| 13F-HR | 2019-08-12 |
| 13F-HR/A | 2019-05-14 |
| 13F-HR | 2019-05-13 |
| 13F-HR | 2019-02-13 |
| 13F-HR | 2018-11-13 |
| 13F-HR | 2018-08-10 |
| 13F-HR | 2018-05-08 |
| 13F-HR | 2018-02-14 |
| 13F-HR | 2017-11-13 |
View RIVERHEAD CAPITAL MANAGEMENT LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.