At Holdings Channel, we have reviewed 3,603 13F filings for the 09/30/2014 reporting period, and looked at the various S&P 500 components held by each of these reporting hedge funds and other 13F filers. For each component, we totaled the number of shares across across all of these funds. Next, we went back to the 06/30/2014 period, and went through the same exercise for each of those 3,603 funds. By comparing the same group across the two periods, we can see which S&P 500 components, in the aggregate, these particular funds have been buying and selling.
Source: Markets