FACTORY MUTUAL INSURANCE CO

Q2 2022 13F-HR Holdings

Location
Waltham, MA
Holdings as of
6/30/2022
Date filed
8/8/2022
Form type
13F-HR
Num holdings
144
Total value ($000)
$6,100,013
Net value change ($000)
-1,294,828 (-17.5%)
New positions
12
Sold out positions
4
Turnover %
4.2%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/13/2022 Next filing: 11/4/2022 SEC filing

Snapshot: Change Analysis

Compared to Q1 2022
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)
SPY 117,876 NEW
PM 20,320 83.5%
BJ 19,846 95.3%
AIY 19,722 NEW
WBD 17,829 NEW
XLF 14,864 36.6%
MRSH 12,327 NEW
IWM 12,076 20.6%
FXI 11,967 49.8%
PGR 10,476 NEW
Top Reduces (Value $000, Stocks/ETFs)
AMZN -106,624 -37.6%
AAPL -102,318 -24.9%
MSFT -74,628 -18.1%
KIE -73,561 -58.2%
GOOGL -71,665 -24.2%
QQQ -51,490 -40.7%
XLK -48,854 -37.4%
NVDA -44,895 -44.4%
TSLA -42,857 -37.1%
DXCM -30,262 -54.7%
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