FACTORY MUTUAL INSURANCE CO

Q2 2020 13F-HR Holdings

Location
Waltham, MA
Holdings as of
6/30/2020
Date filed
7/13/2020
Form type
13F-HR
Num holdings
109
Total value ($000)
$5,831,208
Net value change ($000)
+565,403 (10.7%)
New positions
3
Sold out positions
8
Turnover %
4.2%
Sector allocation + QoQ delta (equities-only)
Prev filing: 4/16/2020 Next filing: 10/19/2020 SEC filing

Snapshot: Change Analysis

Compared to Q1 2020
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)
AAPL 102,835 39.5%
AMZN 76,008 28.1%
MSFT 59,779 17.0%
TMUS 52,596 505.5%
RTX 50,028 NEW
PYPL 38,819 90.4%
META 36,220 23.8%
GOOGL 35,377 18.5%
MS 22,322 54.0%
DD 20,377 55.8%
Top Reduces (Value $000, Stocks/ETFs)
RAYTHEON CO/ -67,301 -100.0%
T -58,444 -100.0%
ZBH -35,682 -83.1%
GOOGL -34,049 -63.8%
GILD -33,843 -59.8%
MDT -33,759 -54.7%
ALGN -11,219 -100.0%
CI -10,457 -55.1%
A -10,213 -100.0%
PEP -9,124 -11.4%
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