FACTORY MUTUAL INSURANCE CO

Q4 2022 13F-HR Holdings

Location
Waltham, MA
Holdings as of
12/31/2022
Date filed
2/2/2023
Form type
13F-HR
Num holdings
146
Total value ($000)
$6,612,215
Net value change ($000)
+521,453 (8.6%)
New positions
3
Sold out positions
1
Turnover %
1.1%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/4/2022 Next filing: 5/8/2023 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
IWM 112,764 80.5%
EEM 92,977 167.2%
IWR 54,689 51.2%
ACWI 38,968 NEW
XLE 37,380 75.0%
ACWX 29,589 80.4%
VGK 23,337 20.1%
NKE 18,802 53.4%
CVX 17,914 24.9%
JPM 17,775 31.3%
Top Reduces (Value $000, Stocks/ETFs)
SPY -80,022 -34.3%
AMZN -58,758 -31.2%
TSLA -43,037 -50.6%
WELL -24,289 -85.9%
CTSH -23,978 -80.6%
PYPL -22,858 -52.3%
ADBE -20,090 -46.5%
GOOGL -15,176 -7.7%
LOW -11,214 -26.9%
AIY -11,081 -59.4%
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