WhaleCreep

Bridgewater Associates, LP 13F holdings, Q3 2011

Hedge fundSEC filingsCompare with another fundHoldings as of 2011-09-30, filed 2011-11-14

Bridgewater Associates, LP disclosed 329 US equity positions worth $6.0bn in its Q3 2011 13F filing. Its largest position is SPY at 33.2% of the reported book, followed by VWO and EEM. Versus Q2 2011 it opened 100 new positions, added to 141, reduced 84 and exited 72.

$6.0bn
Reported equity book
Sum of the long US equity positions in the filing, at the values filed. Options are excluded.
329
Positions
Distinct securities in the equity book with a reported value above zero. Options are excluded.
33.2%
Largest position
The largest single position as a share of the reported equity book.
65.4%
Top 10 weight
The ten largest positions together, as a share of the reported equity book.
7
Effective positions
1 / HHI of portfolio weights: the number of equal-weight positions the book behaves like.
83
Quarters on file since Q4 2005
Quarters for which this manager's 13F holdings are on record.

Holdings

Against Q2 2011: 100 new, 141 added, 84 reduced, 72 exited

50 of 329
SPY SPDR S&P 500 ETF Trust–33.2%$2.0bn17.51m−15%reduced
VWO VANGUARD INTL EQUITY INDEX F–16.6%$993m27.72m+46%added
EEM ISHARES TR–11.6%$694m19.78m+47%added
COMPUTER SCIENCES CORP no ticker–0.7%$44.2m1.64m+64%added
MSFT MICROSOFT CORPTechnology0.7%$43.5m1.75m+2.9%added
LQD ISHARES TR–0.6%$34.6m308,1310.0%held
EMN EASTMAN CHEMICAL COBasic Materials0.6%$33.1m482,676+49%added
HEWLETT PACKARD CO no ticker–0.5%$28.6m1.27m+117%added
L-3 COMMUNICATIONS HLDGS INC no ticker–0.4%$25.9m417,271+461%added
ORCL ORACLE CORPTechnology0.4%$25.1m874,598+65%added
DOW CHEM CO no ticker–0.4%$24.1m1.07m+17%added
ENDO HEALTH SOLUTIONS INC no ticker–0.4%$23.8m850,319+254%added
CLIFFS NAT RES INC no ticker–0.4%$23.5m460,219+173%added
VLO VALERO ENERGY CORPEnergy0.4%$22.4m1.26m+71%added
FDX FEDEX CORPIndustrials0.4%$21.0m310,500+0.1%held
KMT KENNAMETAL INCIndustrials0.3%$20.5m625,520−14%reduced
MET METLIFE INCFinancial Services0.3%$20.1m715,871+99%added
IVV ISHARES TR–0.3%$19.9m175,0000.0%held
MAN MANPOWERGROUP INCIndustrials0.3%$19.7m584,631+2.8%added
DELL INC no ticker–0.3%$19.5m1.38m+63%added
FCX FREEPORT MCMORAN INCBasic Materials0.3%$19.5m639,600+193%added
STZ CONSTELLATION BRANDS INCConsumer Defensive0.3%$19.3m1.07m+206%added
GD GENERAL DYNAMICS CORPIndustrials0.3%$19.3m339,700+176%added
TER TERADYNE INCTechnology0.3%$19.1m1.73m+18%added
TECD1USD TECH DATA CORP–0.3%$18.4m425,887+126%added
JNJ JOHNSON & JOHNSONHealthcare0.3%$18.4m288,500−3.8%reduced
TRW AUTOMOTIVE HLDGS CORP no ticker–0.3%$18.3m560,620+141%added
CDNS CADENCE DESIGN SYSTEM INCTechnology0.3%$18.3m1.98m−16%reduced
ESINQ ITT EDUCATIONAL SERVICES INCConsumer Defensive0.3%$18.2m315,779+136%added
PH PARKER-HANNIFIN CORPIndustrials0.3%$18.0m285,594−26%reduced
MENS WEARHOUSE INC no ticker–0.3%$17.9m685,118+1.1%added
AA ALCOA INCBasic Materials0.3%$17.8m1.86m+2.1%added
ARCH COAL INC no ticker–0.3%$17.0m1.17m+237%added
DENTSPLY INTL INC NEW no ticker–0.3%$16.9m550,695–new
DUN & BRADSTREET CORP DEL NE no ticker–0.3%$16.9m275,390+54%added
URS CORP NEW no ticker–0.3%$16.7m562,568+104%added
AFL AFLAC INCFinancial Services0.3%$16.7m476,807+29%added
VSH VISHAY INTERTECHNOLOGY INCTechnology0.3%$16.6m1.99m+35%added
DU PONT E I DE NEMOURS & CO no ticker–0.3%$16.5m412,600+220%added
CAT CATERPILLAR INCIndustrials0.3%$16.2m218,787+752%added
HFCUSD HOLLYFRONTIER CORP–0.3%$15.7m599,591–new
TESORO CORP no ticker–0.3%$15.6m799,547+14%added
AXP AMERICAN EXPRESS COFinancial Services0.3%$15.4m342,857−53%reduced
SAFEWAY INC no ticker–0.3%$15.2m912,406+227%added
MRK MERCK & CO. INCHealthcare0.3%$15.0m458,941−6.8%reduced
STAPLES INC no ticker–0.3%$14.9m1.12m+145%added
RADIOSHACK CORP no ticker–0.2%$14.9m1.28m+11%added
DDS DILLARDS INCConsumer Cyclical0.2%$14.7m338,673−39%reduced
CACI CACI INTL INCTechnology0.2%$14.5m291,209+276%added
RHI ROBERT HALF INC.Industrials0.2%$14.3m675,215−44%reduced

Exited since Q2 2011

72 rows
NTAP NETAPP INC0.6%$39.0m
MLM MARTIN MARIETTA MATLS INC0.2%$15.8m
POLO RALPH LAUREN CORP no ticker0.2%$14.9m
INTC INTEL CORP0.2%$14.3m
CSCO CISCO SYS INC0.2%$11.3m
AAPL APPLE INC0.2%$10.5m
PBI PITNEY BOWES INC0.1%$9.1m
DLTR DOLLAR TREE INC0.1%$8.1m
ODPEUR OFFICE DEPOT INC0.1%$7.6m
TGT TARGET CORP0.1%$7.4m
NEM NEWMONT CORP0.09%$6.2m
Pharmaceutical Product Development Inc no ticker0.09%$6.0m
DVN DEVON ENERGY CORP NEW0.08%$5.5m
KO COCA COLA CO0.08%$5.4m
ATO ATMOS ENERGY CORP0.08%$5.2m
ROCKWELL COLLINS INC no ticker0.07%$4.9m
TESSERA TECHNOLOGIES INC no ticker0.07%$4.8m
YRI YAMANA GOLD INC0.07%$4.7m
UTXZ UNITED TECHNOLOGIES CORP0.07%$4.6m
CCK CROWN HLDGS INC0.07%$4.6m
ZBRA ZEBRA TECHNOLOGIES CORP0.07%$4.4m
MTD METTLER TOLEDO INTERNATIONAL0.06%$3.9m
IDXX IDEXX LABS INC0.05%$3.6m
COP CONOCOPHILLIPS0.05%$3.4m
IMO IMPERIAL OIL LTD0.05%$3.4m
INTERSIL CORP no ticker0.05%$3.2m
BMY BRISTOL-MYERS SQUIBB CO0.05%$3.0m
LECO LINCOLN ELEC HLDGS INC0.04%$2.8m
PENTAIR INC no ticker0.04%$2.5m
OII OCEANEERING INTL INC0.04%$2.5m
TTC TORO CO0.04%$2.5m
TJX TJX COS INC NEW0.04%$2.4m
EMR Emerson Electric Inc.0.03%$2.1m
EFX EQUIFAX INC0.03%$2.0m
PAYX PAYCHEX INC0.03%$1.9m
BCE BCE INC0.03%$1.8m
QCOM QUALCOMM INC0.03%$1.7m
WLY WILEY JOHN & SONS INC0.02%$1.6m
SJM SMUCKER J M CO0.02%$1.5m
T AT&T INC0.02%$1.5m
SUNTRUST BKS INC no ticker0.02%$1.5m
BAX BAXTER INTL INC0.02%$1.4m
Washington Post Co/The no ticker0.02%$1.4m
CRM SALESFORCE INC0.02%$1.3m
DIGITAL RIV INC no ticker0.02%$1.0m
CM CANADIAN IMPERIAL BANK OF CO0.01%$990k
ABX BARRICK GOLD CORP0.01%$899k
PETSMART INC no ticker0.01%$855k
UPS UNITED PARCEL SERVICE INC0.01%$824k
AMERIGROUP CORP no ticker0.01%$818k

Sector mix

  • Unclassified78.8%
  • Industrials5.0%
  • Technology4.5%
  • Financial Services2.7%
  • Consumer Cyclical2.5%
  • Healthcare1.9%
  • Basic Materials1.5%
  • Consumer Defensive1.1%
  • Energy0.7%
  • Communication Services0.6%
  • Utilities0.4%
  • Real Estate0.2%

Book over time

Every quarter on file (83)
QuarterPositionsEquity book
Q2 2026997$24.4bn
Q1 2026993$22.4bn
Q4 20251,040$27.4bn
Q3 20251,014$25.5bn
Q2 2025585$24.8bn
Q1 2025664$21.6bn
Q4 2024691$21.8bn
Q3 2024773$17.7bn
Q2 2024877$19.2bn
Q1 2024677$19.8bn
Q4 2023742$17.9bn
Q3 2023740$16.5bn
Q2 2023696$16.2bn
Q1 2023710$16.4bn
Q4 2022820$18.3bn
Q3 2022866$19.8bn
Q2 2022985$23.6bn
Q1 2022968$24.8bn
Q4 2021731$17.2bn
Q3 2021683$18.3bn
Q2 2021704$15.6bn
Q1 2021455$11.3bn
Q4 2020525$11.6bn
Q3 2020430$8.3bn
Q2 2020383$6.0bn
Q1 2020399$5.0bn
Q4 2019471$9.8bn
Q3 2019332$11.4bn
Q2 2019305$12.8bn
Q1 2019303$16.3bn
Q4 2018472$10.9bn
Q3 2018354$9.7bn
Q2 2018460$10.0bn
Q1 2018460$10.5bn
Q4 2017245$12.2bn
Q3 2017285$14.9bn
Q2 2017343$10.9bn
Q1 2017236$8.8bn
Q4 2016266$10.5bn
Q3 2016299$10.2bn
Q2 2016339$8.0bn
Q1 2016253$7.9bn
Q4 2015263$7.7bn
Q3 2015430$7.5bn
Q2 2015306$10.8bn
Q1 2015328$12.8bn
Q4 2014335$12.5bn
Q3 2014363$12.8bn
Q2 2014303$13.3bn
Q1 2014339$12.2bn
Q4 2013293$12.5bn
Q3 2013311$11.9bn
Q2 2013323$11.4bn
Q1 2013218$10.8bn
Q4 2012179$9.7bn
Q3 2012202$7.3bn
Q2 2012163$6.6bn
Q1 2012219$6.3bn
Q4 2011223$5.8bn
Q3 2011329$6.0bn
Q2 2011301$6.7bn
Q1 2011316$5.7bn
Q4 2010337$4.9bn
Q3 2010366$5.6bn
Q2 2010359$4.7bn
Q1 2010359$3.8bn
Q4 2009356$2.4bn
Q3 2009353$3.5bn
Q2 2009296$2.5bn
Q1 2009299$2.4bn
Q4 2008324$2.5bn
Q3 2008334$3.4bn
Q2 2008377$4.8bn
Q1 2008429$5.6bn
Q4 2007386$4.0bn
Q3 2007396$2.1bn
Q2 2007337$1.2bn
Q1 2007352$535m
Q4 2006276$379m
Q3 2006265$365m
Q2 2006238$319m
Q1 2006166$425m
Q4 2005136$250m

Where Bridgewater Associates, LP was early

26 rows
IBM INTERNATIONAL BUSINESS MACHSQ1 20062 of 1680.9%1.4%46Exited by Q3 2024+119%
MEOH METHANEX CORPQ3 20061 of 1081.6%1.9%13Exited by Q2 2026+145%
SJR/BEUR SHAW COMMUNICATIONS INCQ3 20063 of 851.1%1.6%28Exited by Q3 2021–
CAE CAE INCQ4 20061 of 771.9%1.9%13Exited by Q4 2025+223%
LUV SOUTHWEST AIRLS COQ2 20071 of 1750.08%1.9%53Held at last filing, Q2 2026+245%
MGA MAGNA INTL INCQ2 20072 of 1011.0%1.0%30Exited by Q1 2026+134%
MSFT MICROSOFT CORPQ2 20074 of 3742.5%3.4%65Held at last filing, Q2 2026+1166%
TER TERADYNE INCQ1 20081 of 1920.4%1.0%24Held at last filing, Q2 2026+3796%
EEM ISHARES TRQ3 20094 of 1341.2%27.3%60Exited by Q4 2024+18%
IVV ISHARES TRQ3 20105 of 830.3%10.6%64Held at last filing, Q2 2026+554%
LQD ISHARES TRQ4 20103 of 1010.6%4.5%63Held at last filing, Q2 2026+0.6%
VWO VANGUARD INTL EQUITY INDEX FQ1 20111 of 5513.3%42.6%62Held at last filing, Q2 2026+22%
EWZ ISHARES INCQ2 20123 of 1191.6%5.3%33Exited by Q1 2025−56%
IEMG ISHARES INCQ3 20161 of 510.6%13.0%40Held at last filing, Q2 2026+82%
EWY ISHARES INCQ3 20164 of 1130.06%2.0%34Held at last filing, Q2 2026+247%
IAU ISHARES GOLD TRQ2 20173 of 490.3%4.5%25Exited by Q3 2023+52%
IEFA ISHARES TRQ2 20173 of 430.5%2.2%23Exited by Q1 2023+1.2%
TIP ISHARES TRQ2 20173 of 511.3%1.8%12Exited by Q2 2020+4.0%
EWT ISHARES INCQ2 20174 of 530.3%1.9%19Exited by Q4 2022+21%
VEA VANGUARD TAX-MANAGED FDSQ2 20174 of 470.5%2.4%23Exited by Q1 2023+1.6%
EFA ISHARES TRQ2 20176 of 780.5%2.4%23Exited by Q1 2023+0.7%
EMB ISHARES TRQ2 20177 of 730.7%2.0%12Exited by Q2 2020−15%
TLT ISHARES TRQ2 201710 of 1300.8%5.5%12Exited by Q2 2020+32%
INDA ISHARES TRQ1 201910 of 910.01%1.8%6Exited by Q3 2020−18%
MCHI ISHARES TRQ2 20193 of 580.2%2.5%24Exited by Q2 2025−8.5%
PDD PDD HOLDINGS INCQ2 201915 of 2050.02%2.2%24Exited by Q2 2025+474%

Concentration and tenure

26.1%
Median largest position, all quarters
The largest single position as a share of the reported equity book.
61.9%
Median top 10 weight, all quarters
The ten largest positions together, as a share of the reported equity book.
Concentrated
Style, by median largest position
3
Median completed holding, quarters