13F-HR 1 form13fhr.txt NONE UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 6/30/2012 Check here if Amendment []; Amendment Number: ------- This Amendment (Check only one.): [] is a restatement. [] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Bridgewater Associates, LP Address: One Glendinning Place Westport, CT 06880 Form 13F File Number: 28-11794 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this submission. Persons Signing this Report on Behalf of Reporting Manager: Name: Helene Glotzer Title: Chief Compliance Officer Phone: 203-226-3030 Signature, Place, and Date of Signing: /s/ Helene Glotzer Westport, CT 8/9/2012 --------------------------------- --------------------------------- ---------- [Signature] [City, State] [Date] Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 194 Form 13F Information Table Value Total: $ 6,726,985 -------------- (In Thousands) List of Other Included Managers: Provide a numbered list of the name(s) and 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. NONE
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------------ -------------- --------- -------- ----------------- ---------- -------- ----------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ------- 3M CO COM 88579Y101 12508 139603 SH SOLE N/A 139603 0 0 Abercrombie & Fitch Co CL A 002896207 2562 75057 SH SOLE N/A 75057 0 0 ACE Ltd SHS H0023R105 4061 54785 SH SOLE N/A 54785 0 0 Activision Blizzard Inc COM 00507V109 2333 194600 SH SOLE N/A 194600 0 0 Advanced Micro Devices Inc COM 007903107 8677 1514290 SH SOLE N/A 1514290 0 0 AES CORP COM 00130H105 5861 456787 SH SOLE N/A 456787 0 0 AETNA INC COM 00817Y108 1562 40286 SH SOLE N/A 40286 0 0 AFLAC INC COM 001055102 1972 46307 SH SOLE N/A 46307 0 0 AGCO CORP COM 001084102 19003 415555 SH SOLE N/A 415555 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 9344 238131 SH SOLE N/A 238131 0 0 AGRIUM INC COM 008916108 2453 27731 SH SOLE N/A 27731 0 0 ALCOA INC COM 013817101 1386 158382 SH SOLE N/A 158382 0 0 ALLERGAN INC COM 018490102 13405 144804 SH SOLE N/A 144804 0 0 Allstate Corp/The COM 020002101 4581 130546 SH SOLE N/A 130546 0 0 Altera Corp COM 021441100 2632 77777 SH SOLE N/A 77777 0 0 American Eagle Outfitters Inc COM 02553E106 390 19768 SH SOLE N/A 19768 0 0 AMERICAN EXPRESS CO COM 025816109 7483 128557 SH SOLE N/A 128557 0 0 AMERISOURCEBERGEN CORP COM 03073E105 9795 248910 SH SOLE N/A 248910 0 0 APACHE CORP COM 037411105 7462 84898 SH SOLE N/A 84898 0 0 Apollo Group Inc CL A 037604105 16728 462236 SH SOLE N/A 462236 0 0 APPLIED MATERIALS INC COM 038222105 21107 1844188 SH SOLE N/A 1844188 0 0 ARCHER-DANIELS-MIDLAND CO COM 039483102 3318 112406 SH SOLE N/A 112406 0 0 AT&T Inc COM 00206R102 14239 399300 SH SOLE N/A 399300 0 0 AUTOZONE INC COM 053332102 2968 8084 SH SOLE N/A 8084 0 0 AVALONBAY COMMUNITIES INC COM 053484101 1901 13435 SH SOLE N/A 13435 0 0 Baxter International Inc COM 071813109 5621 105750 SH SOLE N/A 105750 0 0 BECTON DICKINSON & CO COM 075887109 4199 56174 SH SOLE N/A 56174 0 0 BED BATH & BEYOND INC COM 075896100 4462 72207 SH SOLE N/A 72207 0 0 BEST BUY CO INC COM 086516101 25928 1237022 SH SOLE N/A 1237022 0 0 BOEING CO COM 097023105 2849 38341 SH SOLE N/A 38341 0 0 BOSTON SCIENTIFIC CORP COM 101137107 273 48184 SH SOLE N/A 48184 0 0 Broadcom Corp CL A 111320107 6364 188519 SH SOLE N/A 188519 0 0 CA INC COM 12673P105 5202 192037 SH SOLE N/A 192037 0 0 Cablevision Systems Corp CL A NY CABLVS 12686C109 211 15908 SH SOLE N/A 15908 0 0 CAMPBELL SOUP CO COM 134429109 2353 70484 SH SOLE N/A 70484 0 0 Canadian National Railway Co COM 136375102 3349 38900 SH SOLE N/A 38900 0 0 CANADIAN NATURAL RESOURCES COM 136385101 5353 196000 SH SOLE N/A 196000 0 0 CANADIAN PACIFIC RAILWAY LTD COM 13645T100 770 10300 SH SOLE N/A 10300 0 0 CAPITAL ONE FINANCIAL CORP COM 14040H105 3048 55763 SH SOLE N/A 55763 0 0 CARDINAL HEALTH INC COM 14149Y108 4712 112200 SH SOLE N/A 112200 0 0 CATERPILLAR INC COM 149123101 12387 145887 SH SOLE N/A 145887 0 0 CBS CORP CL B 124857202 7690 234601 SH SOLE N/A 234601 0 0 CELGENE CORP COM 151020104 9302 144979 SH SOLE N/A 144979 0 0 CENOVUS ENERGY INC COM 15135U109 4037 124700 SH SOLE N/A 124700 0 0 CH Robinson Worldwide Inc COM NEW 12541W209 6720 114817 SH SOLE N/A 114817 0 0 CISCO SYSTEMS INC COM 17275R102 15745 916980 SH SOLE N/A 916980 0 0 CITIGROUP INC COM NEW 172967424 376 13722 SH SOLE N/A 13722 0 0 CITRIX SYSTEMS INC COM 177376100 1362 16222 SH SOLE N/A 16222 0 0 Cliffs Natural Resources Inc COM 18683K101 12231 248138 SH SOLE N/A 248138 0 0 CME GROUP INC COM 12572Q105 1510 5633 SH SOLE N/A 5633 0 0 COACH INC COM 189754104 419 7169 SH SOLE N/A 7169 0 0 COCA-COLA CO/THE COM 191216100 5794 74100 SH SOLE N/A 74100 0 0 COMPUTER SCIENCES CORP COM 205363104 478 19276 SH SOLE N/A 19276 0 0 CONAGRA FOODS INC COM 205887102 5473 211069 SH SOLE N/A 211069 0 0 CONOCOPHILLIPS COM 20825C104 2464 44100 SH SOLE N/A 44100 0 0 CONSOLIDATED EDISON INC COM 209115104 323 5200 SH SOLE N/A 5200 0 0 CORNING INC COM 219350105 900 69575 SH SOLE N/A 69575 0 0 COSTCO WHOLESALE CORP COM 22160K105 2423 25500 SH SOLE N/A 25500 0 0 Covidien Plc SHS G2554F113 1214 22700 SH SOLE N/A 22700 0 0 CSX CORP COM 126408103 608 27187 SH SOLE N/A 27187 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------------ -------------- --------- -------- ----------------- ---------- -------- ----------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ------- CUMMINS INC COM 231021106 5265 54329 SH SOLE N/A 54329 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 408 30891 SH SOLE N/A 30891 0 0 DELL INC COM 24702R101 28620 2287731 SH SOLE N/A 2287731 0 0 Denbury Resources Inc COM NEW 247916208 6285 415938 SH SOLE N/A 415938 0 0 Diamond Offshore Drilling Inc COM 25271C102 3956 66900 SH SOLE N/A 66900 0 0 Dillard's Inc CL A 254067101 430 6756 SH SOLE N/A 6756 0 0 DIRECTV COM CL A 25490A101 7917 162172 SH SOLE N/A 162172 0 0 DISH NETWORK CORP CL A 25470M109 217 7609 SH SOLE N/A 7609 0 0 DOVER CORP COM 260003108 5745 107169 SH SOLE N/A 107169 0 0 EATON CORP COM 278058102 15580 393142 SH SOLE N/A 393142 0 0 Elan Corp PLC ADR 284131208 582 39872 SH SOLE N/A 39872 0 0 ELECTRONIC ARTS INC COM 285512109 8833 715209 SH SOLE N/A 715209 0 0 ELI LILLY & CO COM 532457108 3151 73442 SH SOLE N/A 73442 0 0 ENBRIDGE INC COM 29250N105 5351 131600 SH SOLE N/A 131600 0 0 ENCANA CORP COM 292505104 2682 126500 SH SOLE N/A 126500 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 707 11334 SH SOLE N/A 11334 0 0 Estee Lauder Cos Inc/The CL A 518439104 8152 150634 SH SOLE N/A 150634 0 0 FLUOR CORP COM 343412102 4661 94468 SH SOLE N/A 94468 0 0 FREEPORT-MCMORAN COPPER COM 35671D857 17975 527600 SH SOLE N/A 527600 0 0 Gardner Denver Inc COM 365558105 385 7278 SH SOLE N/A 7278 0 0 GENERAL DYNAMICS CORP COM 369550108 7732 117230 SH SOLE N/A 117230 0 0 GENERAL ELECTRIC CO COM 369604103 16608 796950 SH SOLE N/A 796950 0 0 GENUINE PARTS CO COM 372460105 392 6499 SH SOLE N/A 6499 0 0 Goldman Sachs Group Inc/The COM 38141G104 2887 30117 SH SOLE N/A 30117 0 0 Google Inc CL A 38259P508 11161 19240 SH SOLE N/A 19240 0 0 Hartford Financial Services Group COM 416515104 6526 370165 SH SOLE N/A 370165 0 0 Inc HELMERICH & PAYNE COM 423452101 5991 137781 SH SOLE N/A 137781 0 0 HEWLETT-PACKARD CO COM 428236103 39227 1950600 SH SOLE N/A 1950600 0 0 HollyFrontier Corp COM 436106108 13235 373551 SH SOLE N/A 373551 0 0 HONEYWELL INTERNATIONAL INC COM 438516106 11877 212695 SH SOLE N/A 212695 0 0 HUMANA INC COM 444859102 1032 13324 SH SOLE N/A 13324 0 0 Huntington Bancshares Inc/OH COM 446150104 122 19131 SH SOLE N/A 19131 0 0 IMPERIAL OIL LTD COM NEW 453038408 6154 144500 SH SOLE N/A 144500 0 0 INTEL CORP COM 458140100 15171 569253 SH SOLE N/A 569253 0 0 International Game Technology COM 459902102 5874 372944 SH SOLE N/A 372944 0 0 INTERNATIONAL PAPER CO COM 460146103 9163 316952 SH SOLE N/A 316952 0 0 INTERPUBLIC GROUP OF COS INC COM 460690100 10353 954178 SH SOLE N/A 954178 0 0 INTUIT INC COM 461202103 3810 64203 SH SOLE N/A 64203 0 0 Intuitive Surgical Inc COM NEW 46120E602 681 1229 SH SOLE N/A 1229 0 0 ISHARES IBOXX INV GR CORP BD IBOXX INV CPBD 464287242 39937 339628 SH SOLE N/A 339628 0 0 ISHARES MSCI BRAZIL MSCI BRAZIL 464286400 103530 2002700 SH SOLE N/A 2002700 0 0 ISHARES MSCI EMERGING MKT MSCI EMERG MKT 464287234 1241613 31726400 SH SOLE N/A 31726400 0 0 ISHARES S&P 500 INDEX FUND S&P 500 INDEX 464287200 23931 175000 SH SOLE N/A 0 0 175000 JABIL CIRCUIT INC COM 466313103 6973 342978 SH SOLE N/A 342978 0 0 JB Hunt Transport Services Inc COM 445658107 434 7289 SH SOLE N/A 7289 0 0 JOHNSON & JOHNSON COM 478160104 22281 329793 SH SOLE N/A 329793 0 0 JOY GLOBAL INC COM 481165108 9062 159738 SH SOLE N/A 159738 0 0 KEYCORP COM 493267108 120 15442 SH SOLE N/A 15442 0 0 Kla-Tencor Corp COM 482480100 15359 311851 SH SOLE N/A 311851 0 0 Kohl's Corp COM 500255104 11746 258219 SH SOLE N/A 258219 0 0 Kroger Co/The COM 501044101 11770 507546 SH SOLE N/A 507546 0 0 Laboratory Corp of America Holdings COM NEW 50540R409 1252 13516 SH SOLE N/A 13516 0 0 LAM RESEARCH CORP COM 512807108 12714 336883 SH SOLE N/A 336883 0 0 Las Vegas Sands Corp COM 517834107 11835 272134 SH SOLE N/A 272134 0 0 LEGGETT & PLATT INC COM 524660107 461 21838 SH SOLE N/A 21838 0 0 Liberty Interactive Corp INT COM SER A 53071M104 2141 120458 SH SOLE N/A 120458 0 0 Life Technologies Corp COM 53217V109 2248 49956 SH SOLE N/A 49956 0 0 LINCOLN NATIONAL CORP COM 534187109 340 15532 SH SOLE N/A 15532 0 0 LINEAR TECHNOLOGY CORP COM 535678106 3048 97276 SH SOLE N/A 97276 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------------ -------------- --------- -------- ----------------- ---------- -------- ----------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ------- LOCKHEED MARTIN CORP COM 539830109 231 2658 SH SOLE N/A 2658 0 0 Ltd Brands Inc COM 532716107 4949 116373 SH SOLE N/A 116373 0 0 Macy's Inc COM 55616P104 9515 277000 SH SOLE N/A 277000 0 0 ManpowerGroup COM 56418H100 425 11591 SH SOLE N/A 11591 0 0 Marsh & McLennan Cos Inc COM 571748102 3998 124049 SH SOLE N/A 124049 0 0 MASCO CORP COM 574599106 428 30827 SH SOLE N/A 30827 0 0 McGraw-Hill Cos Inc/The COM 580645109 2268 50396 SH SOLE N/A 50396 0 0 MCKESSON CORP COM 58155Q103 4389 46818 SH SOLE N/A 46818 0 0 MEDTRONIC INC COM 585055106 4256 109900 SH SOLE N/A 109900 0 0 METLIFE INC COM 59156R108 14857 481600 SH SOLE N/A 481600 0 0 Microsoft Corp COM 594918104 47057 1538304 SH SOLE N/A 1538304 0 0 MONSANTO CO COM 61166W101 5026 60714 SH SOLE N/A 60714 0 0 MOODY'S CORP COM 615369105 2304 63046 SH SOLE N/A 63046 0 0 Motorola Solutions Inc COM NEW 620076307 1210 25149 SH SOLE N/A 25149 0 0 MURPHY OIL CORP COM 626717102 1106 21999 SH SOLE N/A 21999 0 0 Mylan Inc COM 628530107 10884 509310 SH SOLE N/A 509310 0 0 NATIONAL OILWELL VARCO INC COM 637071101 1095 16987 SH SOLE N/A 16987 0 0 New York Times Co/The CL A 650111107 108 13902 SH SOLE N/A 13902 0 0 NEWMONT MINING CORP COM 651639106 13913 286806 SH SOLE N/A 286806 0 0 NORDSTROM INC COM 655664100 3507 70576 SH SOLE N/A 70576 0 0 NORFOLK SOUTHERN CORP COM 655844108 1775 24733 SH SOLE N/A 24733 0 0 NVIDIA CORP COM 67066G104 4898 354382 SH SOLE N/A 354382 0 0 OCCIDENTAL PETROLEUM CORP COM 674599105 1398 16300 SH SOLE N/A 16300 0 0 Omnicom Group Inc COM 681919106 9180 188896 SH SOLE N/A 188896 0 0 ORACLE CORP COM 68389X105 36525 1229798 SH SOLE N/A 1229798 0 0 O'REILLY AUTOMOTIVE INC COM 67103H107 5872 70098 SH SOLE N/A 70098 0 0 PARKER HANNIFIN CORP COM 701094104 8994 116988 SH SOLE N/A 116988 0 0 PATTERSON-UTI ENERGY INC COM 703481101 1244 85467 SH SOLE N/A 85467 0 0 PERRIGO CO COM 714290103 246 2085 SH SOLE N/A 2085 0 0 PFIZER INC COM 717081103 2268 98600 SH SOLE N/A 98600 0 0 POTASH CORP OF SASKATCHEWAN COM 73755L107 7076 159000 SH SOLE N/A 159000 0 0 PRECISION CASTPARTS CORP COM 740189105 4632 28162 SH SOLE N/A 28162 0 0 PRUDENTIAL FINANCIAL INC COM 744320102 2571 53096 SH SOLE N/A 53096 0 0 Pulte Group Inc COM 745867101 5766 538860 SH SOLE N/A 538860 0 0 REGIONS FINANCIAL CORP COM 7591EP100 121 17996 SH SOLE N/A 17996 0 0 REPUBLIC SERVICES INC COM 760759100 1932 73000 SH SOLE N/A 73000 0 0 Robert Half International Inc COM 770323103 437 15286 SH SOLE N/A 15286 0 0 SAFEWAY INC COM NEW 786514208 33907 1868134 SH SOLE N/A 1868134 0 0 Southwest Airlines Co COM 844741108 5521 598847 SH SOLE N/A 598847 0 0 SPDR S&P 500 ETF Trust TR UNIT 78462F103 2466127 18119300 SH SOLE N/A 15368900 0 2750400 ST JUDE MEDICAL INC COM 790849103 6922 173436 SH SOLE N/A 173436 0 0 Stanley Black & Decker Inc COM 854502101 2780 43200 SH SOLE N/A 43200 0 0 STAPLES INC COM 855030102 22316 1710035 SH SOLE N/A 1710035 0 0 Starwood Hotels & Resorts Worldwide COM 85590A401 5751 108427 SH SOLE N/A 108427 0 0 Inc STRYKER CORP COM 863667101 431 7819 SH SOLE N/A 7819 0 0 SUNCOR ENERGY INC COM 867224107 8025 272600 SH SOLE N/A 272600 0 0 SYMANTEC CORP COM 871503108 24970 1709090 SH SOLE N/A 1709090 0 0 TALISMAN ENERGY INC COM 87425E103 2043 175100 SH SOLE N/A 175100 0 0 TE Connectivity Ltd REG SHS H84989104 2071 64900 SH SOLE N/A 64900 0 0 TELLABS INC COM 879664100 98 29340 SH SOLE N/A 29340 0 0 Tesoro Corp COM 881609101 15037 602433 SH SOLE N/A 602433 0 0 TEXAS INSTRUMENTS INC COM 882508104 5185 180725 SH SOLE N/A 180725 0 0 TEXTRON INC COM 883203101 640 25720 SH SOLE N/A 25720 0 0 Thermo Fisher Scientific Inc COM 883556102 13457 259234 SH SOLE N/A 259234 0 0 TIMKEN CO COM 887389104 385 8415 SH SOLE N/A 8415 0 0 TOLL BROTHERS INC COM 889478103 473 15900 SH SOLE N/A 15900 0 0 TRANSCANADA CORP COM 89353D107 5197 121800 SH SOLE N/A 121800 0 0 TYCO INTERNATIONAL LTD SHS H89128104 2365 44743 SH SOLE N/A 44743 0 0 UNITED TECHNOLOGIES CORP COM 913017109 19545 258767 SH SOLE N/A 258767 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ------------------------------------ -------------- --------- -------- ----------------- ---------- -------- ----------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ------------------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- -------- ------ ------- UNUM GROUP COM 91529Y106 10754 562144 SH SOLE N/A 562144 0 0 URBAN OUTFITTERS INC COM 917047102 350 12676 SH SOLE N/A 12676 0 0 VALERO ENERGY CORP COM 91913Y100 12568 520433 SH SOLE N/A 520433 0 0 Vanguard MSCI Emerging Markets MSCI EMR MKT 922042858 1549297 38800322 SH SOLE N/A 38800322 0 0 ETF VERIZON COMMUNICATIONS INC COM 92343V104 18838 423900 SH SOLE N/A 423900 0 0 Viacom Inc-Class B CL B 92553P201 2798 59500 SH SOLE N/A 59500 0 0 Virgin Media Inc COM 92769L101 13836 567279 SH SOLE N/A 567279 0 0 WALGREEN CO COM 931422109 23701 801246 SH SOLE N/A 801246 0 0 WAL-MART STORES INC COM 931142103 9510 136404 SH SOLE N/A 136404 0 0 WELLPOINT INC. COM 94973V107 658 10316 SH SOLE N/A 10316 0 0 WYNN RESORTS LTD COM 983134107 15952 153800 SH SOLE N/A 153800 0 0 XEROX CORP COM 984121103 11439 1453525 SH SOLE N/A 1453525 0 0 XILINX INC COM 983919101 5784 172296 SH SOLE N/A 172296 0 0 XL Group PLC SHS G98290102 5010 238132 SH SOLE N/A 238132 0 0 YAHOO! INC COM 984332106 13463 850489 SH SOLE N/A 850489 0 0 ZIMMER HOLDINGS INC COM 98956P102 3746 58208 SH SOLE N/A 58208 0 0