FACTORY MUTUAL INSURANCE CO

Q3 2021 13F-HR Holdings

Location
Waltham, MA
Holdings as of
9/30/2021
Date filed
11/12/2021
Form type
13F-HR
Num holdings
129
Total value ($000)
$8,006,304
Net value change ($000)
-169,925 (-2.1%)
New positions
6
Sold out positions
3
Turnover %
3.7%
Sector allocation + QoQ delta (equities-only)
Prev filing: 7/14/2021 Next filing: 2/10/2022 SEC filing

Snapshot: Change Analysis

Compared to Q2 2021
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)
ETN 61,997 NEW
CRM 51,559 NEW
MDT 34,112 NEW
LIN 30,094 NEW
GE 27,640 NEW
XLK 25,629 35.2%
IWR 24,296 NEW
GOOGL 15,362 4.4%
XLY 15,034 59.3%
TMO 11,079 11.3%
Top Reduces (Value $000, Stocks/ETFs)
SPY -85,167 -80.7%
XLF -84,889 -73.9%
GE -29,213 -100.0%
XLI -24,675 -100.0%
AMZN -23,355 -7.0%
CAT -22,152 -29.2%
ORCL -16,971 -22.2%
EWT -15,725 -37.3%
EXAS -13,959 -21.1%
LVS -13,854 -31.7%
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