FACTORY MUTUAL INSURANCE CO

Q4 2020 13F-HR Holdings

Location
Waltham, MA
Holdings as of
12/31/2020
Date filed
2/17/2021
Form type
13F-HR
Num holdings
128
Total value ($000)
$7,397,179
Net value change ($000)
+1,218,282 (19.7%)
New positions
26
Sold out positions
4
Turnover %
12.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 10/19/2020 Next filing: 5/10/2021 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
XLU 190,797 NEW
KIE 137,308 NEW
XLK 53,022 NEW
EEM 45,805 NEW
FISV 42,253 NEW
IWM 39,408 NEW
XLV 38,116 NEW
INDA 35,836 NEW
BMY 32,928 165.5%
EWT 31,052 NEW
Top Reduces (Value $000, Stocks/ETFs)
HD -22,560 -24.4%
AMZN -19,579 -5.3%
ACN -17,266 -100.0%
CARR -16,927 -100.0%
JNJ -14,401 -9.9%
MO -13,037 -30.2%
CL -12,666 -56.7%
TNL -11,452 -100.0%
MSFT -10,949 -2.7%
META -10,056 -5.1%
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