FACTORY MUTUAL INSURANCE CO

Q3 2022 13F-HR Holdings

Location
Waltham, MA
Holdings as of
9/30/2022
Date filed
11/4/2022
Form type
13F-HR
Num holdings
144
Total value ($000)
$6,090,762
Net value change ($000)
-9,251 (-0.2%)
New positions
3
Sold out positions
3
Turnover %
2.6%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/8/2022 Next filing: 2/2/2023 SEC filing

Snapshot: Change Analysis

Compared to Q2 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 115,277 97.8%
IWM 69,258 97.8%
IWR 57,059 114.6%
XLE 49,845 NEW
QQQ 26,453 35.3%
EEM 22,155 66.2%
VNQ 21,373 NEW
NFLX 14,376 88.4%
INDA 13,788 NEW
LLY 13,195 57.4%
Top Reduces (Value $000, Stocks/ETFs)
GLD -46,419 -100.0%
MSFT -32,352 -9.6%
GOOGL -27,929 -12.4%
XLU -19,021 -11.4%
PG -18,607 -24.8%
AMAT -16,486 -100.0%
ADBE -14,991 -25.8%
VZ -14,504 -25.8%
MRK -13,981 -14.6%
BMY -13,534 -20.3%
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