Bridgewater Associates 13F holdings, Q3 2011
Holdings as of September 30, 2011 · filings on SEC EDGAR · latest filing →
Bridgewater Associates disclosed 329 US equity positions worth $6.0bn in its Q3 2011 13F filing. The largest position was SPY at 33.2% of the reported book, followed by VWO and EEM. Against the Q2 2011 filing, it opened 2 new positions, added to 36 and reduced 9 among the top 50 holdings.
What did Bridgewater Associates own in Q3 2011? Top 50 positions
| # | Stock | Sector | Weight | Value | Shares | Δ shares | vs Q2 2011 |
|---|---|---|---|---|---|---|---|
| 1 | SPY SPDR S&P 500 ETF Trust TR UNIT | 33.2% | $2.0bn | 17,514,500 | -15% | reduced | |
| 2 | VWO Vanguard MSCI Emerging Markets MSCI EMR MKT | 16.6% | $993.3m | 27,723,922 | 46% | added | |
| 3 | EEM ISHARES MSCI EMERGING MKT MSCI EMERG MKT | 11.6% | $694.0m | 19,776,300 | 47% | added | |
| 4 | COMPUTER SCIENCES CORP | 0.7% | $44.2m | 1,644,722 | 64% | added | |
| 5 | MSFT Microsoft Corp | Technology | 0.7% | $43.5m | 1,747,604 | 3% | added |
| 6 | LQD ISHARES IBOXX INV GR CORP BD IBOXX INV CPBD | 0.6% | $34.6m | 308,131 | 0% | held | |
| 7 | EMN Eastman Chemical Co | Basic Materials | 0.6% | $33.1m | 482,676 | 49% | added |
| 8 | HEWLETT-PACKARD CO | 0.5% | $28.6m | 1,272,800 | 117% | added | |
| 9 | L-3 Communications Holdings Inc | 0.4% | $25.9m | 417,271 | 461% | added | |
| 10 | ORCL ORACLE CORP | Technology | 0.4% | $25.1m | 874,598 | 65% | added |
| 11 | Dow Chemical Co/The | 0.4% | $24.1m | 1,073,789 | 17% | added | |
| 12 | Endo Pharmaceuticals Holdings Inc | 0.4% | $23.8m | 850,319 | 254% | added | |
| 13 | Cliffs Natural Resources Inc | 0.4% | $23.5m | 460,219 | 173% | added | |
| 14 | VLO VALERO ENERGY CORP | Energy | 0.4% | $22.4m | 1,262,237 | 71% | added |
| 15 | FDX FEDEX CORP | Industrials | 0.4% | $21.0m | 310,500 | 0% | held |
| 16 | KMT KENNAMETAL INC | Industrials | 0.3% | $20.5m | 625,520 | -14% | reduced |
| 17 | MET METLIFE INC | Financial Services | 0.3% | $20.1m | 715,871 | 99% | added |
| 18 | IVV ISHARES S&P 500 INDEX FUND S&P 500 INDEX | 0.3% | $19.9m | 175,000 | 0% | held | |
| 19 | MAN ManpowerGroup | Industrials | 0.3% | $19.7m | 584,631 | 3% | added |
| 20 | DELL INC | 0.3% | $19.5m | 1,379,350 | 63% | added | |
| 21 | FCX FREEPORT-MCMORAN COPPER | Basic Materials | 0.3% | $19.5m | 639,600 | 193% | added |
| 22 | STZ Constellation Brands Inc | Consumer Defensive | 0.3% | $19.3m | 1,073,762 | 206% | added |
| 23 | GD GENERAL DYNAMICS CORP | Industrials | 0.3% | $19.3m | 339,700 | 176% | added |
| 24 | TER TERADYNE INC | Technology | 0.3% | $19.1m | 1,733,681 | 18% | added |
| 25 | TECH DATA CORP | 0.3% | $18.4m | 425,887 | 126% | added | |
| 26 | JNJ JOHNSON & JOHNSON | Healthcare | 0.3% | $18.4m | 288,500 | -4% | reduced |
| 27 | TRW Automotive Holdings Corp | 0.3% | $18.3m | 560,620 | 141% | added | |
| 28 | CDNS Cadence Design Systems Inc | Technology | 0.3% | $18.3m | 1,983,469 | -16% | reduced |
| 29 | ITT EDUCATIONAL SERVICES INC | 0.3% | $18.2m | 315,779 | 136% | added | |
| 30 | PH PARKER HANNIFIN CORP | Industrials | 0.3% | $18.0m | 285,594 | -26% | reduced |
| 31 | Men's Wearhouse Inc | 0.3% | $17.9m | 685,118 | 1% | added | |
| 32 | AA ALCOA INC | Basic Materials | 0.3% | $17.8m | 1,858,682 | 2% | added |
| 33 | ARCH COAL INC | 0.3% | $17.0m | 1,166,475 | 237% | added | |
| 34 | DENTSPLY INTERNATIONAL INC | 0.3% | $16.9m | 550,695 | – | new | |
| 35 | DUN & BRADSTREET CORP | 0.3% | $16.9m | 275,390 | 54% | added | |
| 36 | URS Corp | 0.3% | $16.7m | 562,568 | 104% | added | |
| 37 | AFL AFLAC INC | Financial Services | 0.3% | $16.7m | 476,807 | 29% | added |
| 38 | VSH VISHAY INTERTECHNOLOGY INC | Technology | 0.3% | $16.6m | 1,988,542 | 35% | added |
| 39 | EI Du Pont de Nemours & Co | 0.3% | $16.5m | 412,600 | 220% | added | |
| 40 | CAT CATERPILLAR INC | Industrials | 0.3% | $16.2m | 218,787 | 752% | added |
| 41 | HollyFrontier Corp | 0.3% | $15.7m | 599,591 | – | new | |
| 42 | Tesoro Corp | 0.3% | $15.6m | 799,547 | 14% | added | |
| 43 | AXP AMERICAN EXPRESS CO | Financial Services | 0.3% | $15.4m | 342,857 | -53% | reduced |
| 44 | SAFEWAY INC | 0.3% | $15.2m | 912,406 | 227% | added | |
| 45 | MRK Merck & Co Inc | Healthcare | 0.3% | $15.0m | 458,941 | -7% | reduced |
| 46 | STAPLES INC | 0.3% | $14.9m | 1,123,235 | 145% | added | |
| 47 | RADIOSHACK CORP | 0.2% | $14.9m | 1,278,131 | 11% | added | |
| 48 | DDS Dillard's Inc | Consumer Cyclical | 0.2% | $14.7m | 338,673 | -39% | reduced |
| 49 | CACI CACI International Inc | Technology | 0.2% | $14.5m | 291,209 | 276% | added |
| 50 | RHI Robert Half International Inc | Industrials | 0.2% | $14.3m | 675,215 | -44% | reduced |
Weights are shares of the reported long US equity book (options excluded). Values are as filed, normalised to whole dollars. Share changes compare against the immediately preceding filing only.