FACTORY MUTUAL INSURANCE CO

Q1 2020 13F-HR Holdings

Location
Waltham, MA
Holdings as of
3/31/2020
Date filed
4/16/2020
Form type
13F-HR
Num holdings
113
Total value ($000)
$5,265,805
Net value change ($000)
-1,516,232 (-22.4%)
New positions
2
Sold out positions
6
Turnover %
4.9%
Sector allocation + QoQ delta (equities-only)
Prev filing: 1/28/2020 Next filing: 7/13/2020 SEC filing

Snapshot: Change Analysis

Compared to Q4 2019
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
RAYTHEON CO/ 42,140 167.5%
LLY 20,947 NEW
BSX 14,070 78.6%
PYPL 12,015 38.9%
EXAS 11,186 41.2%
TMUS 10,404 NEW
CTVA 6,880 14.8%
MS 6,444 18.5%
SBUX 6,296 31.3%
AMAT 5,356 36.4%
Top Reduces (Value $000, Stocks/ETFs)
RTX -79,500 -100.0%
AAPL -74,350 -22.2%
JPM -60,464 -39.2%
XOM -57,964 -55.4%
Allergan plc -51,098 -100.0%
BAC -50,972 -45.4%
GOOGL -49,589 -20.6%
PEG -40,254 -100.0%
CVX -39,570 -40.7%
WFC -38,942 -47.4%
Instrument mix + QoQ Δ (ex-options)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type