$122 Billion Fund Loves These Stocks in Quarterly Filing

Following is information regarding Bridgewater Associates’ top holdings for the third quarter of 2011.

  • SPDR S&P 500 (NYSE:SPY): On 6/30/11 Bridgewater Associates reported holding 20,556,400 shares with a market value of $2,712,828,133. This comprised 38.34% of the total portfolio. On 9/30/11, Bridgewater Associates held 20,785,600 shares with a market value of $2,351,890,672. This comprised 35.08% of the total portfolio. The net change in shares for this position over the two quarters is 229,200. About the company: SPDR S&P 500 ETF Trust is a unit investment trust incorporated in the United States. The Trust consists of a portfolio representing all 500 stocks in the S&P 500 Index.
  • Vanguard Emerging Markets Stock ETF (NYSE:VWO): On 6/30/11 Bridgewater Associates reported holding 19,047,222 shares with a market value of $926,075,913. This comprised 13.09% of the total portfolio. On 9/30/11, Bridgewater Associates held 27,723,922 shares with a market value of $993,348,176. This comprised 14.82% of the total portfolio. The net change in shares for this position over the two quarters is 8,676,700. About the company: Vanguard Emerging Markets ETF is an exchange-traded fund incorporated in the USA. The Fund seeks to track the performance of the MSCI Daily TR Net Emerging Markets USD Index. The Fund invests its assets in the stocks that make up the Index, holding each stock in the same proportion as its weighting.
  • iShares MSCI Emerging Markets Index (NYSE:EEM): On 6/30/11 Bridgewater Associates reported holding 13,437,800 shares with a market value of $639,639,259. This comprised 9.04% of the total portfolio. On 9/30/11, Bridgewater Associates held 19,776,300 shares with a market value of $694,148,100. This comprised 10.35% of the total portfolio. The net change in shares for this position over the two quarters is 6,338,500. About the company: iShares MSCI Emerging Markets Index is an exchange-traded fund incorporated in the USA. The Fund seeks results that correspond generally to the price and yield performance of the MSCI TR Emerging Markets Index. The Fund will concentrate its investments in a particular industry or geographic region to approximately the same extent the Index is so concentrated.
  • Computer Sciences Corporation (NYSE:CSC): On 6/30/11 Bridgewater Associates reported holding 1,000,865 shares with a market value of $37,992,834. This comprised 0.54% of the total portfolio. On 9/30/11, Bridgewater Associates held 1,644,722 shares with a market value of $44,160,786. This comprised 0.66% of the total portfolio. The net change in shares for this position over the two quarters is 643,857. About the company: Computer Sciences Corporation provides consulting and information technology (NYSE:IT) services to industry and government. The Company provides consulting, systems design and integration, IT and business process outsourcing, applications software, and Web and application hosting. Computer Sciences operates locations around the world.
  • Microsoft Corporation (NASDAQ:MSFT): On 6/30/11 Bridgewater Associates reported holding 1,697,619 shares with a market value of $44,138,094. This comprised 0.62% of the total portfolio. On 9/30/11, Bridgewater Associates held 1,747,604 shares with a market value of $43,497,862. This comprised 0.65% of the total portfolio. The net change in shares for this position over the two quarters is 49,985. About the company: Microsoft Corporation develops, manufactures, licenses, sells, and supports software products. The Company offers operating system software, server application software, business and consumer applications software, software development tools, and Internet and intranet software. Microsoft also develops video game consoles and digital music entertainment devices.
  • iShares iBoxx Investment Grade Corporate Bond (NYSE:LQD): On 6/30/11 Bridgewater Associates reported holding 308,119 shares with a market value of $0. This comprised 0.00% of the total portfolio. On 9/30/11, Bridgewater Associates held 308,131 shares with a market value of $34,606,192. This comprised 0.52% of the total portfolio. The net change in shares for this position over the two quarters is 0,012. About the company: iShares iBoxx $ Investment Grade Corporate Bond Fund is an exchange-traded fund incorporated in the USA. The Fund seeks results that correspond to the price and yield performance of a segment of the US investment grade corporate bond market as defined by the iBoxx $ Liquid Investment Grade Index. The Index measures the performance of a fixed number of investment grade corporate bonds.
  • Eastman Chemical Co. (NYSE:EMN): On 6/30/11 Bridgewater Associates reported holding 323,142 shares with a market value of $32,983,104. This comprised 0.47% of the total portfolio. On 9/30/11, Bridgewater Associates held 482,676 shares with a market value of $33,077,786. This comprised 0.49% of the total portfolio. The net change in shares for this position over the two quarters is 159,534. About the company: Eastman Chemical Company is an international chemical company which produces chemicals, fibers, and plastics. The Company’s operations include coatings, adhesives, specialty polymers, and Inks, fibers, performance chemicals and intermediates, performance polymers, and specialty plastics.
  • Hewlett-Packard Company (NYSE:HPQ): On 6/30/11 Bridgewater Associates reported holding 587,700 shares with a market value of $21,392,281. This comprised 0.30% of the total portfolio. On 9/30/11, Bridgewater Associates held 1,272,800 shares with a market value of $28,574,361. This comprised 0.43% of the total portfolio. The net change in shares for this position over the two quarters is 685,100. About the company: Hewlett-Packard Company provides imaging and printing systems, computing systems, and information technology services for business and home. The Company’s products include laser and inkjet printers, scanners, copiers and faxes, personal computers, workstations, storage solutions, and other computing and printing systems. Hewlett-Packard sells its products worldwide.
  • L-3 Communications Holdings, Inc. (NYSE:LLL): On 6/30/11 Bridgewater Associates reported holding 74,400 shares with a market value of $6,506,280. This comprised 0.09% of the total portfolio. On 9/30/11, Bridgewater Associates held 417,271 shares with a market value of $25,858,284. This comprised 0.39% of the total portfolio. The net change in shares for this position over the two quarters is 342,871. About the company: L-3 Communications Holdings, Inc. is a prime system contractor in aircraft modernization and maintenance, Command, Control, Communications, Intelligence, Surveillance and Reconnaissance (C3ISR) systems, and government services. The Company’s customers include the DoD, aerospace prime contractors, and commercial telecommunications customers.
  • Oracle Corp. (NASDAQ:ORCL): On 6/30/11 Bridgewater Associates reported holding 530,398 shares with a market value of $17,455,398. This comprised 0.25% of the total portfolio. On 9/30/11, Bridgewater Associates held 874,598 shares with a market value of $25,135,946. This comprised 0.37% of the total portfolio. The net change in shares for this position over the two quarters is 344,200. About the company: Oracle Corporation supplies software for enterprise information management. The Company offers databases and relational servers, application development and decision support tools, and enterprise business applications. Oracle’s software runs on network computers, personal digital assistants, set-top devices, PCs, workstations, minicomputers, mainframes, and massively parallel computers.

(Note: Data regarding Bridgewater Associates’ stock holdings are sourced from whalewisdom.com.  All data are assumed to be accurate.)

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