Stocks/Funds/CIK 887818

FACTORY MUTUAL INSURANCE CO

long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 887818
Assets
$8.89B
+3.1% YoY
Holdings
196
Lifetime alpha vs market
+5.33% annual
Average hold time
5.4 yr
median 4.6 yr

Quarterly history

Cum return +168% vs S&P +104% · α +64% lifetimeAUM $8.9B · peak $10.3BFlow $-449M (-5%)2016-062017-122019-062020-122022-062023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-2.13%
trims when stocks drop
when a holding falls −10%+
Middle response
-5.54%
baseline attrition
Rally response
+0.06%
adds into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
NVDANVIDIA Corporation$506M5.7%+60.9%8.8 yr
AAPLApple Inc.$432M4.9%+14.7%10.5 yr
GOOGAlphabet Inc.$430M4.8%+84.3%10.3 yr
MSFTMicrosoft Corporation$360M4.1%-0.6%10.5 yr
AMZNAmazon.com, Inc.$286M3.2%+9.5%10.5 yr
JCPBJPMorgan Core Plus Bond $275M3.1%1.3 yr
AVGOBroadcom Inc.$232M2.6%+86.0%8.0 yr
DFCFDimensional - Core Fixed$192M2.2%1.8 yr
AGGiShares Core U.S. Aggreg$181M2.0%3.3 yr
XLEState Street Energy Sele$164M1.8%3.8 yr
METAMeta Platforms, Inc.$163M1.8%-0.4%10.5 yr
DFAXDimensional - World ex U$163M1.8%1.8 yr
JPMJPMorgan Chase & Co.$153M1.7%+21.8%10.5 yr
XLUState Street Utilities S$147M1.7%5.8 yr
JIREJPMorgan International R$127M1.4%0.5 yr

Portfolio composition (YoY)

Industry mix
Asset Management17.3%-11.5pp$1.54B
Semiconductors13.8%+5.9pp$1.23B
Internet Content & Information6.7%+1.5pp$596M
Software - Infrastructure5.2%-0.1pp$458M
Consumer Electronics4.9%+0.1pp$434M
Asset Management - Bonds4.8%+3.0pp$424M
Specialty Retail3.4%+0.3pp$305M
Drug Manufacturers - General3.1%-0.4pp$274M
Banks - Diversified2.7%+0.2pp$244M
Software - Application2.5%-0.1pp$219M
Country
US93.4%-2.6pp
IE1.4%+0.3pp
TW1.2%+0.9pp
NL1.1%+0.3pp
GB1.0%+0.1pp
CA0.7%+0.2pp
CH0.4%-0.0pp
JP0.2%
Top 5: 22.7% · Top 10: 34.4% · Top 25: 54.3%

Winners

TickerPrev $PnLYoY %
GOOG$259M+0.22B84.3%
NVDA$316M+0.19B60.9%
AVGO$147M+0.13B86.0%
AAPL$411M+0.06B14.7%
KLAC$43M+0.05B118.2%

Losers

TickerPrev $PnLYoY %
V$121M-0.02B-13.1%
MSFT$409M-0.00B-0.6%
META$188M-0.00B-0.4%

Top buys this quarter · 15

CRWD CrowdStrike Holdings, Inc.new+$37M
PFGC Performance Food Group Company+$32M
CDNS Cadence Design Systems, Inc.+$20M
DDOG Datadog, Inc.+$17M
INTU Intuit Inc.+$16M
ALGN Align Technology, Inc.+$14M
DTE DTE Energy Companynew+$13M
PPL PPL Corporationnew+$13M
LRCX Lam Research Corporationnew+$13M
FN Fabrinetnew+$12M

Top sells this quarter · 15

USFD US Foods Holding Corp.exit$19M
WFC Wells Fargo & Company$17M
JNJ Johnson & Johnson$15M
GEV GE Vernova Inc.$14M
MSFT Microsoft Corporation$13M
ADBE Adobe Inc.$11M
CB Chubb Limited$11M
WELL Welltower Inc.$11M
INTC Intel Corporation$8M
NOW ServiceNow, Inc.$8M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$8.89B196+21.44%+17.59%+3.84%-0.45B
2025-12-31$9.86B196+21.16%+17.72%+3.45%-0.77B
2025-09-30$10.27B195+20.95%+17.52%+3.44%+0.24B
2025-06-30$9.15B162+16.02%+14.94%+1.07%-0.60B
2025-03-31$8.62B167+6.20%+8.30%-2.10%-0.12B
2024-12-31$9.25B172+22.21%+24.89%-2.68%-0.74B
2024-09-30$9.67B173+31.58%+36.04%-4.45%+0.44B
2024-06-30$8.78B170+20.52%+24.49%-3.97%-0.23B
2024-03-31$8.71B169+27.04%+29.62%-2.58%-0.05B
2023-12-31$8.05B162+27.22%+26.18%+1.04%+0.07B
2023-09-30$7.17B156+22.25%+21.57%+0.68%+0.64B
2023-06-30$6.78B142+21.45%+19.42%+2.02%-0.20B
2023-03-31$6.40B147-4.18%-7.82%+3.64%-0.80B
2022-12-31$6.61B146+6.92%+7.56%-0.64%+0.10B
2022-09-30$6.09B144-4.34%-4.93%+0.59%+0.26B
2022-06-30$6.10B144-13.93%-16.11%+2.18%-0.27B