FACTORY MUTUAL INSURANCE CO

Q4 2023 13F-HR Holdings

Location
Waltham, MA
Holdings as of
12/31/2023
Date filed
1/23/2024
Form type
13F-HR
Num holdings
162
Total value ($000)
$8,051,642
Net value change ($000)
+882,706 (12.3%)
New positions
9
Sold out positions
3
Turnover %
2.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 11/7/2023 Next filing: 4/12/2024 SEC filing

Snapshot: Change Analysis

Compared to Q3 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)
AGG 201,296 98.9%
XLK 144,296 89.0%
IWM 128,598 73.8%
MSFT 72,256 20.1%
IWR 57,459 51.0%
XLY 57,295 129.4%
XLI 40,012 64.4%
XLB 35,156 83.1%
AAPL 33,469 9.6%
ACWX 32,468 59.5%
Top Reduces (Value $000, Stocks/ETFs)
SPY -190,116 -54.9%
QQQ -139,701 -81.0%
VGK -85,203 -62.6%
GS -31,850 -100.0%
BMY -31,288 -100.0%
ACWI -14,855 -11.4%
KIE -11,539 -29.3%
NFLX -11,293 -21.8%
AIY -9,251 -100.0%
CVX -8,087 -11.5%
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