FACTORY MUTUAL INSURANCE CO

Q3 2023 13F-HR Holdings

Location
Waltham, MA
Holdings as of
9/30/2023
Date filed
11/7/2023
Form type
13F-HR
Num holdings
156
Total value ($000)
$7,168,936
Net value change ($000)
+389,739 (5.7%)
New positions
17
Sold out positions
3
Turnover %
4.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 7/27/2023 Next filing: 1/23/2024 SEC filing

Snapshot: Change Analysis

Compared to Q2 2023
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 155,859 81.7%
AGG 117,340 136.0%
ACWI 72,973 126.8%
ETN 61,962 NEW
XLB 42,283 NEW
XLI 40,682 189.5%
QQQ 36,301 26.6%
LIN 30,347 NEW
IWR 27,966 33.0%
XLE 26,493 201.8%
Top Reduces (Value $000, Stocks/ETFs)
AAPL -77,995 -18.3%
MSFT -36,096 -9.1%
RTX -20,097 -45.5%
GM -19,461 -100.0%
JNJ -16,560 -17.9%
NFLX -15,503 -23.0%
V -15,056 -14.7%
XLU -14,070 -9.9%
NKE -13,489 -35.5%
BSX -12,825 -38.9%
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.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type