FACTORY MUTUAL INSURANCE CO

13F filer, CIK 887818, WALTHAM, MA

FACTORY MUTUAL INSURANCE CO reported $9,668,733,365 across 173 holdings for the quarter ended 2024-09-30, in a 13F-HR filed 2024-10-10. Its ten largest share positions make up 38.51% of the portfolio.

Filed 2024-10-10 (acceptance time not in the bulk data set), ingested 2026-10-07 18:26:56 UTC13F-HR 0001085146-24-004830

Period: 2024-09-30
Reported value: $9.67B
Holdings: 173
Top 10 weight: 38.51%
New: 5
Sold out: 2

Largest buys vs the previous quarter

Security	Shares change	Approx. value
AVGOadded	+941,615	$162M
IWMnew	+571,550	$126M
IXUSadded	+1,419,570	$103M
AGGadded	+728,000	$73.7M
DFCFnew	+1,611,770	$69.6M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Largest sells vs the previous quarter

Security	Shares change	Approx. value
XLKreduced	-447,300	-$101M
SPYreduced	-104,200	-$59.8M
LCTDreduced	-906,000	-$44.1M
LCTUreduced	-416,000	-$26.1M
EWreduced	-383,512	-$25.3M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q3 2024

Share positions as resolved from 13F-HR 0001085146-24-004830, largest first. % of portfolio is the value over $9,668,733,365, the sum of the share positions whose value is usable for ratios (method).

Security	Shares	Value	% of portfolio	Change	Timeline
AGGISHARES TR	6,750,876	$684M	7.07%	+728,000	Timeline
IXUSISHARES TR	7,998,470	$581M	6.01%	+1,419,570	Timeline
MSFTMICROSOFT CORP	1,114,968	$480M	4.96%	+9,470	Timeline
AAPLAPPLE INC	1,934,521	$451M	4.66%	-4,108	Timeline
NVDANVIDIA CORPORATION	3,106,048	$377M	3.9%	+85,048	Timeline
GOOGALPHABET INC	1,679,121	$281M	2.9%	-53,099	Timeline
AMZNAMAZON COM INC	1,488,024	$277M	2.87%	+62,620	Timeline
XLKSELECT SECTOR SPDR TR	930,700	$210M	2.17%	-447,300	Timeline
METAMETA PLATFORMS INC	350,041	$200M	2.07%	+9,051	Timeline
XLUSELECT SECTOR SPDR TR	2,257,300	$182M	1.89%	+106,100	Timeline
AVGOBROADCOM INC	1,037,145	$179M	1.85%	+941,615	Timeline
XLISELECT SECTOR SPDR TR	1,108,500	$150M	1.55%	+239,500	Timeline
UNHUNITEDHEALTH GROUP INC	222,500	$130M	1.35%	-12,000	Timeline
IWMISHARES TR	571,550	$126M	1.31%	new	Timeline
JPMJPMORGAN CHASE & CO	592,425	$125M	1.29%	+20,000	Timeline
BRK-BBERKSHIRE HATHAWAY INC DEL	254,500	$117M	1.21%	-1,600	Timeline
IEMGISHARES INC	1,950,000	$112M	1.16%	0	Timeline
XLBSELECT SECTOR SPDR TR	1,124,300	$108M	1.12%	+222,000	Timeline
VVISA INC	373,351	$103M	1.06%	-3,700	Timeline
IWRISHARES TR	978,700	$86.3M	0.89%	+280,000	Timeline
LLYELI LILLY & CO	96,600	$85.6M	0.89%	-7,200	Timeline
DFAEDIMENSIONAL ETF TRUST	3,086,900	$84.6M	0.88%	+1,729,800	Timeline
JNJJOHNSON & JOHNSON	494,560	$80.1M	0.83%	-6,000	Timeline
XOMEXXON MOBIL CORP	683,654	$80.1M	0.83%	-7,700	Timeline
WMTWALMART INC	883,576	$71.3M	0.74%	-7,000	Timeline
EEMISHARES TR	1,546,400	$70.9M	0.73%	0	Timeline
ETNEATON CORP PLC	212,119	$70.3M	0.73%	-23,300	Timeline
NOWSERVICENOW INC	77,900	$69.7M	0.72%	-1,000	Timeline
DFCFDIMENSIONAL ETF TRUST	1,611,770	$69.6M	0.72%	new	Timeline
PGPROCTER & GAMBLE CO	397,537	$68.9M	0.71%	-6,600	Timeline
MSMORGAN STANLEY	655,250	$68.3M	0.71%	-60,000	Timeline
ACWXISHARES TR	1,160,700	$66.4M	0.69%	0	Timeline
TMUST-MOBILE US INC	316,607	$65.3M	0.68%	-4,000	Timeline
MRKMERCK & CO INC	558,980	$63.5M	0.66%	-40,000	Timeline
KOCOCA COLA CO	877,400	$63M	0.65%	-93,400	Timeline
GLDSPDR GOLD TR	252,100	$61.3M	0.63%	0	Timeline
TSLATESLA INC	231,200	$60.5M	0.63%	-3,700	Timeline
PMPHILIP MORRIS INTL INC	484,006	$58.8M	0.61%	-46,400	Timeline
MDLZMONDELEZ INTL INC	789,500	$58.2M	0.6%	-47,500	Timeline
DHRDANAHER CORP DEL	206,400	$57.4M	0.59%	+58,100	Timeline
XLYSELECT SECTOR SPDR TR	284,000	$56.9M	0.59%	0	Timeline
TMOTHERMO FISHER SCIENTIFIC INC	90,735	$56.1M	0.58%	-36,300	Timeline
VGKVANGUARD INTL EQUITY INDEX F	789,005	$56.1M	0.58%	0	Timeline
LCTDBLACKROCK ETF TRUST	1,147,970	$55.8M	0.58%	-906,000	Timeline
ABBVABBVIE INC	276,300	$54.6M	0.56%	0	Timeline
KLACKLA CORP	69,052	$53.5M	0.55%	+7,252	Timeline
DFAXDIMENSIONAL ETF TRUST	1,937,480	$52.3M	0.54%	new	Timeline
VZVERIZON COMMUNICATIONS INC	1,159,366	$52.1M	0.54%	-10,200	Timeline
NFLXNETFLIX INC.	72,448	$51.4M	0.53%	0	Timeline
ASMLASML HLDG NV	59,921	$49.9M	0.52%	+6,254	Timeline
HONHONEYWELL INTL INC	231,400	$47.8M	0.49%	-29,400	Timeline
HESS CORPHESS CORP	342,700	$46.5M	0.48%	+77,400
UNPUNION PAC CORP	187,850	$46.3M	0.48%	-2,400	Timeline
CMCSACOMCAST CORP NEW	1,046,200	$43.7M	0.45%	-12,000	Timeline
ALGNALIGN TECHNOLOGY INC	168,293	$42.8M	0.44%	+27,900	Timeline
BJBJS WHSL CLUB HLDGS INC	512,837	$42.3M	0.44%	+108,900	Timeline
AMTAMERICAN TOWER CORP	181,500	$42.2M	0.44%	+18,100	Timeline
MCDMCDONALDS CORP	136,200	$41.5M	0.43%	-2,300	Timeline
CDNSCADENCE DESIGN SYSTEM INC	147,771	$40.1M	0.41%	+119,071	Timeline
LCTUBLACKROCK ETF TRUST	637,908	$40M	0.41%	-416,000	Timeline
QQQINVESCO QQQ TR	80,154	$39.1M	0.4%	0	Timeline
CTVACORTEVA INC	663,058	$39M	0.4%	+53,500	Timeline
SPYSTATE STR SPDR S&P 500 ETF T	67,656	$38.8M	0.4%	-104,200	Timeline
XLESELECT SECTOR SPDR TR	438,360	$38.5M	0.4%	0	Timeline
TJXTJX COS INC NEW	324,600	$38.2M	0.39%	-44,300	Timeline
HDHOME DEPOT INC	93,400	$37.8M	0.39%	0	Timeline
FISVFISERV INC	208,500	$37.5M	0.39%	-3,500	Timeline
LOWLOWES COS INC	135,400	$36.7M	0.38%	-2,800	Timeline
LINLINDE PLC	76,300	$36.4M	0.38%	-1,300	Timeline
ADBEADOBE INC	67,550	$35M	0.36%	0	Timeline
KIESPDR SERIES TRUST	615,100	$34.9M	0.36%	0	Timeline
CBCHUBB LIMITED	120,200	$34.7M	0.36%	-1,600	Timeline
NOCNORTHROP GRUMMAN CORP	65,200	$34.4M	0.36%	-900	Timeline
WFCWELLS FARGO & CO	605,564	$34.2M	0.35%	-5,500	Timeline
GEGE AEROSPACE	181,067	$34.1M	0.35%	0	Timeline
ACWIISHARES TR	275,000	$32.9M	0.34%	0	Timeline
MDTMEDTRONIC PLC	362,740	$32.7M	0.34%	-5,600	Timeline
SBUXSTARBUCKS CORP	323,100	$31.5M	0.33%	0	Timeline
BACBANK OF AMER CORP	791,080	$31.4M	0.32%	0	Timeline
AMGNAMGEN INC	95,800	$30.9M	0.32%	-1,600	Timeline
USFDUS FOODS HLDG CORP	486,600	$29.9M	0.31%	-5,700	Timeline
NKENIKE INC	335,400	$29.6M	0.31%	+61,800	Timeline
XLRESELECT SECTOR SPDR TR	659,000	$29.4M	0.3%	0	Timeline
AXPAMERICAN EXPRESS CO	108,500	$29.4M	0.3%	-1,800	Timeline
AMEAMETEK INC	171,300	$29.4M	0.3%	0	Timeline
TXNTEXAS INSTRS INC	139,000	$28.7M	0.3%	+18,500	Timeline
VLTOVERALTO CORP	252,166	$28.2M	0.29%	-3,299	Timeline
EWYISHARES INC	437,000	$28M	0.29%	0	Timeline
XLPSELECT SECTOR SPDR TR	336,700	$27.9M	0.29%	0	Timeline
LVSLAS VEGAS SANDS CORP	554,600	$27.9M	0.29%	+133,500	Timeline
BKNGBOOKING HOLDINGS INC	6,530	$27.5M	0.28%	0	Timeline
VPLVANGUARD INTL EQUITY INDEX F	350,000	$27.4M	0.28%	0	Timeline
KKRKKR & CO INC	210,000	$27.4M	0.28%	+40,000	Timeline
SPGSIMON PPTY GROUP INC NEW	160,592	$27.1M	0.28%	0	Timeline
DXCMDEXCOM INC	404,230	$27.1M	0.28%	+233,000	Timeline
RTXRTX CORPORATION	221,815	$26.9M	0.28%	0	Timeline
LENLENNAR CORP	139,500	$26.2M	0.27%	0	Timeline
ECLECOLAB INC	101,400	$25.9M	0.27%	-1,800	Timeline
COSTCOSTCO WHOLESALE CORPORATION	29,200	$25.9M	0.27%	-500	Timeline
PNCPNC FINL SVCS GROUP INC	137,800	$25.5M	0.26%	0	Timeline
TSMTAIWAN SEMICONDUCTOR MANUFAC	146,420	$25.4M	0.26%	+14,402	Timeline
OTISOTIS WORLDWIDE CORP	244,000	$25.4M	0.26%	0	Timeline
BKLNINVESCO EXCH TRADED FD TR II	1,200,000	$25.2M	0.26%	0	Timeline
CATCATERPILLAR INC	64,100	$25.1M	0.26%	0	Timeline
DEDEERE & CO	58,900	$24.6M	0.25%	-1,000	Timeline
CRBGCOREBRIDGE FINL INC	808,400	$23.6M	0.24%	-13,700	Timeline
GSGOLDMAN SACHS GROUP INC	47,200	$23.4M	0.24%	new	Timeline
CCICROWN CASTLE INC	196,960	$23.4M	0.24%	0	Timeline
EWTISHARES INC	427,152	$23M	0.24%	0	Timeline
DDDUPONT DE NEMOURS INC	257,890	$23M	0.24%	0	Timeline
APHAMPHENOL CORP	352,634	$23M	0.24%	+89,634	Timeline
HHYATT HOTELS CORP	150,548	$22.9M	0.24%	-40,000	Timeline
SPGIS&P GLOBAL INC	44,100	$22.8M	0.24%	-800	Timeline
SLBSLB LIMITED	539,147	$22.6M	0.23%	0	Timeline
ABTABBOTT LABORATORIES	198,300	$22.6M	0.23%	-3,300	Timeline
WELLWELLTOWER INC	173,800	$22.3M	0.23%	+113,100	Timeline
PGRPROGRESSIVE CORP	87,100	$22.1M	0.23%	-1,500	Timeline
PEPPEPSICO INC	125,500	$21.3M	0.22%	-18,600	Timeline
CVXCHEVRON CORPORATION	144,550	$21.3M	0.22%	-78,600	Timeline
CRMSALESFORCE INC	77,700	$21.3M	0.22%	-1,300	Timeline
ORCLORACLE CORP	122,996	$21M	0.22%	-3,694	Timeline
MAMASTERCARD INCORPORATED	40,100	$19.8M	0.2%	-700	Timeline
BLACKROCK INCBLACKROCK INC	20,700	$19.7M	0.2%	0
CNQCANADIAN NAT RES LTD MED TER	577,000	$19.2M	0.2%	0	Timeline
UBERUBER TECHNOLOGIES INC	247,200	$18.6M	0.19%	0	Timeline
WHWYNDHAM HOTELS & RESORTS INC	232,200	$18.1M	0.19%	0	Timeline
MRSHMARSH & MCLENNAN COS INC	79,400	$17.7M	0.18%	0	Timeline
APOAPOLLO GLOBAL MGMT INC	140,600	$17.6M	0.18%	+20,600	Timeline
LHXL3HARRIS TECHNOLOGIES INC	73,100	$17.4M	0.18%	0	Timeline
EXASEXACT SCIENCES CORP	253,500	$17.3M	0.18%	0	Timeline
HUBBHUBBELL INC	40,000	$17.1M	0.18%	new	Timeline
UPSUNITED PARCEL SVCS INC	123,700	$16.9M	0.17%	0	Timeline
FXIISHARES TR	498,000	$15.8M	0.16%	0	Timeline
PFEPFIZER INC	545,400	$15.8M	0.16%	0	Timeline
CITHE CIGNA GROUP	45,200	$15.7M	0.16%	0	Timeline
FDXFEDEX CORP	55,600	$15.2M	0.16%	0	Timeline
WBDWARNER BROS DISCOVERY INC	1,831,406	$15.1M	0.16%	0	Timeline
BNBROOKFIELD CORP	278,000	$14.8M	0.15%	0	Timeline
ILMNILLUMINA INC	111,000	$14.5M	0.15%	-30,000	Timeline
ACNACCENTURE PLC IRELAND	40,600	$14.4M	0.15%	0	Timeline
ZBHZIMMER BIOMET HOLDINGS INC	129,600	$14M	0.14%	+47,300	Timeline
VRTXVERTEX PHARMACEUTICALS INC	29,900	$13.9M	0.14%	0	Timeline
BSXBOSTON SCIENTIFIC CORP	156,400	$13.1M	0.14%	-71,000	Timeline
NXPINXP SEMICONDUCTORS N V	54,600	$13.1M	0.14%	+23,600	Timeline
CVSCVS HEALTH CORP	201,243	$12.7M	0.13%	0	Timeline
EWAISHARES INC	465,100	$12.6M	0.13%	0	Timeline
DISDISNEY WALT CO	130,606	$12.6M	0.13%	-169,300	Timeline
QCOMQUALCOMM INC	73,300	$12.5M	0.13%	0	Timeline
MPWRMONOLITHIC PWR SYS INC	13,472	$12.5M	0.13%	+6,616	Timeline
AMDADVANCED MICRO DEVICES INC	73,072	$12M	0.12%	+39,504	Timeline
AONAON PLC	34,000	$11.8M	0.12%	0	Timeline
GEVGE VERNOVA INC	45,265	$11.5M	0.12%	0	Timeline
ARISTA NETWORKS INCARISTA NETWORKS INC	29,130	$11.2M	0.12%	+16,480
BABOEING CO	71,100	$10.8M	0.11%	0	Timeline
MRVLMARVELL TECHNOLOGY INC	148,809	$10.7M	0.11%	+87,643	Timeline
IBBISHARES TR	71,000	$10.3M	0.11%	0	Timeline
ISRGINTUITIVE SURGICAL INC	20,500	$10.1M	0.1%	-11,800	Timeline
PLTRPALANTIR TECHNOLOGIES INC	268,857	$10M	0.1%	+37,021	Timeline
BIIBBIOGEN INC	49,200	$9.54M	0.1%	0	Timeline
AIGAMERICAN INTL GROUP INC	126,800	$9.29M	0.1%	0	Timeline
MUMICRON TECHNOLOGY INC	85,745	$8.89M	0.09%	+56,495	Timeline
ORLYOREILLY AUTOMOTIVE INC	7,500	$8.64M	0.09%	0	Timeline
DDOGDATADOG INC	74,840	$8.61M	0.09%	0	Timeline
IBMINTERNATIONAL BUSINESS MACHS	28,800	$6.37M	0.07%	0	Timeline
DALDELTA AIR LINES INC	118,000	$5.99M	0.06%	0	Timeline
METMETLIFE INC	68,800	$5.67M	0.06%	0	Timeline
EWEDWARDS LIFESCIENCES CORP	75,100	$4.96M	0.05%	-383,512	Timeline
IBKRINTERACTIVE BROKERS GROUP IN	30,000	$4.18M	0.04%	0	Timeline
MRNAMODERNA INC	41,000	$2.74M	0.03%	0	Timeline
VWOVANGUARD INTL EQUITY INDEX F	28,100	$1.34M	0.01%	0	Timeline
GOOGLALPHABET INC	5,000	$829K	0.01%	0	Timeline
VEUVANGUARD INTL EQUITY INDEX F	12,000	$756K	0.01%	0	Timeline
GILDGILEAD SCIENCES INC	6,000	$503K	0.01%	0	Timeline

Sold out in Q3 2024

Positions in the previous quarter's report that this quarter's report no longer lists.

Security	Shares before	Value before	Type
INTCINTEL CORP	308,400	$9.55M	shares
LWLAMB WESTON HLDGS INC	66,500	$5.59M	shares

How Q3 2024 was built

Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).

Filing	Role	Amendment	Filed	Accepted	Ingested
13F-HR 0001085146-24-004830	base		2024-10-10	acceptance time not in the bulk data set	2026-10-07 18:26:56 UTC