Institution Information
Reportee Signature Date Report period Total Entries Total AUM($)
BRIDGEWATER ASSOCIATES LP 11-08-2019 09-30-2019 333 11,382,173,000
Institutional Holdings
Issuer Class Position Value Shares Portfolio Percentage (%) Previous Percentage (%) Shares Delta Shares Delta(%) Date Reported
SPDR S&P 500 ETF TR TR UNIT 1 $2,088,806,000 7,038,466 18.35 15.58 259,530 3.83 09-30-2019
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 2 $1,504,922,000 37,380,069 13.22 15.86 -10,174,208 -21.39 09-30-2019
ISHARES INC CORE MSCI EMKT 3 $848,082,000 17,300,739 7.45 9.41 -6,029,547 -25.84 09-30-2019
ISHARES TR CORE S&P500 ETF 4 $653,163,000 2,188,003 5.74 5.06 1,086 0.05 09-30-2019
SPDR GOLD TRUST GOLD SHS 5 $563,344,000 4,056,627 4.95 4.24 0 0.00 09-30-2019
ISHARES INC MSCI BRAZIL ETF 6 $534,645,000 12,690,361 4.70 3.23 3,259,767 34.57 09-30-2019
ISHARES TR MSCI EMG MKT ETF 7 $513,499,000 12,564,214 4.51 8.65 -13,142,424 -51.12 09-30-2019
ISHARES TR IBOXX INV CP ETF 8 $297,249,000 2,331,734 2.61 2.57 -303,260 -11.51 09-30-2019
ISHARES TR 20 YR TR BD ETF 9 $273,125,000 1,908,898 2.40 2.09 -93,399 -4.66 09-30-2019
ISHARES TR IBOXX HI YD ETF 10 $267,193,000 3,065,192 2.35 2.20 -158,382 -4.91 09-30-2019
ISHARES INC MSCI STH KOR ETF 11 $199,752,000 3,545,470 1.75 1.68 -24,240 -0.68 09-30-2019
ISHARES TR MSCI EAFE ETF 12 $177,000,000 2,714,309 1.56 1.32 147,323 5.74 09-30-2019
VANGUARD TAX MANAGED INTL FD FTSE DEV MKT ETF 13 $175,722,000 4,277,546 1.54 1.32 232,492 5.75 09-30-2019
ISHARES GOLD TRUST ISHARES 14 $164,686,000 11,679,855 1.45 1.24 0 0.00 09-30-2019
ISHARES TR CORE MSCI EAFE 15 $163,088,000 2,670,507 1.43 1.21 157,261 6.26 09-30-2019
ISHARES TR JPMORGAN USD EMG 16 $152,096,000 1,341,829 1.34 1.60 -457,952 -25.44 09-30-2019
ISHARES INC MSCI TAIWAN ETF 17 $145,314,000 3,996,522 1.28 3,996,522 +Inf 09-30-2019
ISHARES TR MSCI INDIA ETF 18 $122,711,000 3,655,387 1.08 0.83 649,311 21.60 09-30-2019
ALLIANCE DATA SYSTEMS CORP COM 19 $72,630,000 566,844 0.64 0.60 23,284 4.28 09-30-2019
BIOGEN INC COM 20 $55,284,000 237,455 0.49 0.46 -11,478 -4.61 09-30-2019
ALIBABA GROUP HLDG LTD SPONSORED ADS 21 $53,811,000 321,777 0.47 0.42 7,854 2.50 09-30-2019
L BRANDS INC COM 22 $53,436,000 2,727,738 0.47 0.19 1,781,618 188.31 09-30-2019
MACYS INC COM 23 $52,695,000 3,390,903 0.46 0.35 1,318,123 63.59 09-30-2019
RALPH LAUREN CORP CL A 24 $48,045,000 503,248 0.42 0.17 311,558 162.53 09-30-2019
CIMAREX ENERGY CO COM 25 $46,818,000 976,604 0.41 0.35 215,327 28.28 09-30-2019
WALGREENS BOOTS ALLIANCE INC COM 26 $46,725,000 844,790 0.41 0.15 498,520 143.97 09-30-2019
ALEXION PHARMACEUTICALS INC COM 27 $46,569,000 475,487 0.41 0.03 445,246 1472.33 09-30-2019
BED BATH & BEYOND INC COM Liquidated $0 0 0.33 0.16 2,110,701 136.23 09-30-2019
DAVITA INC COM 29 $41,535,000 727,788 0.36 0.05 614,825 544.27 09-30-2019
ROYAL BK CDA MONTREAL QUE COM 30 $38,542,000 474,832 0.34 0.30 0 0.00 09-30-2019
CBS CORP NEW CL B 31 $38,178,000 945,703 0.34 0.12 639,671 209.02 09-30-2019
ISHARES INC MSCI MEXICO ETF 32 $36,567,000 855,975 0.32 0.17 363,633 73.86 09-30-2019
TORONTO DOMINION BK ONT COM NEW 33 $35,401,000 606,735 0.31 0.28 0 0.00 09-30-2019
FOOT LOCKER INC COM 34 $35,365,000 819,402 0.31 0.20 215,352 35.65 09-30-2019
NORDSTROM INC COM 35 $34,687,000 1,030,217 0.30 0.24 82,971 8.76 09-30-2019
ISHARES TR CHINA LG-CAP ETF 36 $34,208,000 859,503 0.30 0.24 143,317 20.01 09-30-2019
ISHARES TR MSCI CHINA ETF 37 $33,801,000 602,720 0.30 0.23 102,364 20.46 09-30-2019
AMERISOURCEBERGEN CORP COM 38 $32,870,000 399,252 0.29 0.12 222,143 125.43 09-30-2019
KOHLS CORP COM 39 $32,513,000 654,710 0.29 0.27 -57,187 -8.03 09-30-2019
ISHARES TR TIPS BD ETF 40 $31,175,000 268,082 0.27 1.17 -1,027,070 -79.30 09-30-2019
ANTHEM INC COM 41 $31,056,000 129,345 0.27 0.10 85,011 191.75 09-30-2019
SOUTHWESTERN ENERGY CO COM 42 $30,394,000 15,747,929 0.27 0.38 228,454 1.47 09-30-2019
CLEVELAND CLIFFS INC COM 43 $29,470,000 4,081,690 0.26 0.16 2,134,146 109.58 09-30-2019
KELLOGG CO COM Liquidated $0 0 0.23 0.04 421,098 337.73 09-30-2019
NETAPP INC COM Liquidated $0 0 0.22 0.10 231,267 100.84 09-30-2019
CLOROX CO DEL COM 46 $27,418,000 180,535 0.24 0.17 36,812 25.61 09-30-2019
EQT CORP COM 47 $26,912,000 2,529,370 0.24 0.17 1,177,026 87.04 09-30-2019
INVESCO LTD SHS 48 $25,943,000 1,531,460 0.23 1,531,460 +Inf 09-30-2019
SIMON PPTY GROUP INC NEW COM 49 $25,536,000 164,059 0.22 0.10 85,734 109.46 09-30-2019
NEWMONT GOLDCORP CORPORATION COM 50 $25,373,000 669,124 0.22 0.18 63,587 10.50 09-30-2019
XILINX INC COM 51 $24,655,000 257,092 0.22 0.03 223,444 664.06 09-30-2019
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