FACTORY MUTUAL INSURANCE CO Diversified Active

CIK: 0000887818 · Show all filings

Period: Q2 2013 (Next →)

Filing Date: Jul 25, 2013

Total Value ($000): $6,101,682 (100.0% shares, 0.0% debt)

Holdings (162)

AAPL APPLE INC 3.1%
Value ($000) $187,955 Shares 474,000 Est. Cost $13.16 Unrealized 0.0%
XOM EXXON MOBIL CORP 3.0%
Value ($000) $183,661 Shares 2,032,772 Est. Cost $53.69 Unrealized 0.0%
CVX CHEVRON CORP NEW 2.9%
Value ($000) $175,025 Shares 1,479,000 Est. Cost $71.30 Unrealized 0.0%
JPM JPMORGAN CHASE & CO 2.6%
Value ($000) $160,632 Shares 3,042,850 Est. Cost $36.24 Unrealized 0.0%
JNJ JOHNSON & JOHNSON 2.1%
Value ($000) $127,854 Shares 1,489,100 Est. Cost $59.66 Unrealized 0.0%
PG PROCTER & GAMBLE CO 2.0%
Value ($000) $119,462 Shares 1,551,662 Est. Cost $55.00 Unrealized 0.0%
GOOGLE INC 1.8%
Value ($000) $111,279 Shares 126,400 Est. Cost $880.37 Unrealized
WFC WELLS FARGO & CO NEW 1.6%
Value ($000) $95,687 Shares 2,318,555 Est. Cost $27.36 Unrealized 0.0%
VGK VANGUARD INTL EQUITY INDEX F 1.6%
Value ($000) $95,538 Shares 1,985,000 Est. Cost $48.13 Unrealized
IBM INTERNATIONAL BUSINESS MACHS 1.6%
Value ($000) $95,135 Shares 497,800 Est. Cost $118.94 Unrealized 0.0%
PM PHILIP MORRIS INTL INC 1.6%
Value ($000) $94,910 Shares 1,095,700 Est. Cost $49.85 Unrealized 0.0%
PFE PFIZER INC 1.6%
Value ($000) $94,864 Shares 3,386,797 Est. Cost $16.46 Unrealized 0.0%
QCOM QUALCOMM INC 1.5%
Value ($000) $93,315 Shares 1,527,500 Est. Cost $45.06 Unrealized 0.0%
GENERAL ELECTRIC CO 1.5%
Value ($000) $89,953 Shares 3,878,950 Est. Cost $23.19 Unrealized
KO COCA COLA CO 1.4%
Value ($000) $85,731 Shares 2,137,400 Est. Cost $27.85 Unrealized 0.0%
SLB SCHLUMBERGER LTD 1.4%
Value ($000) $83,341 Shares 1,163,000 Est. Cost $52.90 Unrealized 0.0%
CVS CVS CAREMARK CORPORATION 1.4%
Value ($000) $83,111 Shares 1,453,500 Est. Cost $41.44 Unrealized 0.0%
C CITIGROUP INC 1.4%
Value ($000) $82,871 Shares 1,727,569 Est. Cost $35.76 Unrealized 0.0%
MSFT MICROSOFT CORP 1.3%
Value ($000) $78,189 Shares 2,263,400 Est. Cost $26.70 Unrealized 0.0%
PEP PEPSICO INC 1.2%
Value ($000) $73,415 Shares 897,600 Est. Cost $56.00 Unrealized 0.0%
CSCO CISCO SYS INC 1.2%
Value ($000) $71,311 Shares 2,930,400 Est. Cost $15.24 Unrealized 0.0%
DIS DISNEY WALT CO 1.1%
Value ($000) $69,812 Shares 1,105,500 Est. Cost $56.11 Unrealized 0.0%
USB US BANCORP DEL 1.1%
Value ($000) $69,770 Shares 1,930,000 Est. Cost $22.41 Unrealized 0.0%
AMZN AMAZON COM INC 1.1%
Value ($000) $68,867 Shares 248,000 Est. Cost $13.32 Unrealized 0.0%
VPL VANGUARD INTL EQUITY INDEX F 1.1%
Value ($000) $66,438 Shares 1,190,000 Est. Cost $55.83 Unrealized
PRAXAIR INC 1.0%
Value ($000) $64,040 Shares 556,100 Est. Cost $115.16 Unrealized
VWO VANGUARD INTL EQUITY INDEX F 1.0%
Value ($000) $62,658 Shares 1,615,100 Est. Cost $38.80 Unrealized
T AT&T INC 1.0%
Value ($000) $61,559 Shares 1,738,966 Est. Cost $11.40 Unrealized 0.0%
CAT CATERPILLAR INC DEL 1.0%
Value ($000) $61,290 Shares 743,000 Est. Cost $61.55 Unrealized 0.0%
FDX FEDEX CORP 1.0%
Value ($000) $60,922 Shares 618,000 Est. Cost $81.95 Unrealized 0.0%
EWG ISHARES INC 1.0%
Value ($000) $60,021 Shares 2,430,000 Est. Cost $24.70 Unrealized
E M C CORP MASS 1.0%
Value ($000) $58,344 Shares 2,470,100 Est. Cost $23.62 Unrealized
BLACKSTONE GROUP L P 0.9%
Value ($000) $57,016 Shares 2,707,300 Est. Cost $21.06 Unrealized
MRK MERCK & CO INC NEW 0.9%
Value ($000) $57,001 Shares 1,227,143 Est. Cost $30.02 Unrealized 0.0%
BROADCOM CORP 0.9%
Value ($000) $56,123 Shares 1,660,700 Est. Cost $33.79 Unrealized
EWA ISHARES INC 0.9%
Value ($000) $55,660 Shares 2,465,000 Est. Cost $22.58 Unrealized
GS GOLDMAN SACHS GROUP INC 0.9%
Value ($000) $54,072 Shares 357,500 Est. Cost $120.06 Unrealized 0.0%
HON HONEYWELL INTL INC 0.9%
Value ($000) $53,554 Shares 675,000 Est. Cost $53.13 Unrealized 0.0%
ORCL ORACLE CORP 0.9%
Value ($000) $53,273 Shares 1,734,720 Est. Cost $27.58 Unrealized 0.0%
WMT WAL-MART STORES INC 0.9%
Value ($000) $53,059 Shares 712,292 Est. Cost $19.98 Unrealized 0.0%
ETN EATON CORP PLC 0.8%
Value ($000) $51,388 Shares 780,847 Est. Cost $46.59 Unrealized 0.0%
MCD MCDONALDS CORP 0.8%
Value ($000) $50,450 Shares 509,600 Est. Cost $71.80 Unrealized 0.0%
BRK/B BERKSHIRE HATHAWAY INC DEL 0.8%
Value ($000) $50,364 Shares 450,000 Est. Cost $110.02 Unrealized 0.0%
AMT AMERICAN TOWER CORP NEW 0.8%
Value ($000) $49,017 Shares 669,900 Est. Cost $59.51 Unrealized 0.0%
F FORD MTR CO DEL 0.8%
Value ($000) $47,942 Shares 3,099,000 Est. Cost $7.61 Unrealized 0.0%
VFC V F CORP 0.8%
Value ($000) $47,145 Shares 244,200 Est. Cost $42.45 Unrealized 0.0%
CMCSA COMCAST CORP NEW 0.7%
Value ($000) $45,508 Shares 1,090,000 Est. Cost $15.62 Unrealized 0.0%
VPU VANGUARD WORLD FDS 0.7%
Value ($000) $45,155 Shares 549,400 Est. Cost $82.19 Unrealized
M MACYS INC 0.7%
Value ($000) $44,160 Shares 920,000 Est. Cost $46.44 Unrealized 0.0%
NSC NORFOLK SOUTHERN CORP 0.7%
Value ($000) $43,648 Shares 600,800 Est. Cost $57.67 Unrealized 0.0%
XLF SELECT SECTOR SPDR TR 0.7%
Value ($000) $43,596 Shares 2,242,000 Est. Cost $19.45 Unrealized
TE CONNECTIVITY LTD 0.7%
Value ($000) $43,505 Shares 955,319 Est. Cost $45.54 Unrealized
VZ VERIZON COMMUNICATIONS INC 0.7%
Value ($000) $42,093 Shares 836,166 Est. Cost $27.04 Unrealized 0.0%
MONSANTO CO NEW 0.7%
Value ($000) $41,259 Shares 417,600 Est. Cost $98.80 Unrealized
MCK MCKESSON CORP 0.7%
Value ($000) $40,877 Shares 357,000 Est. Cost $101.46 Unrealized 0.0%
OMC OMNICOM GROUP INC 0.7%
Value ($000) $40,356 Shares 641,900 Est. Cost $40.69 Unrealized 0.0%
WYNDHAM WORLDWIDE CORP 0.7%
Value ($000) $39,924 Shares 697,600 Est. Cost $57.23 Unrealized
EXPRESS SCRIPTS HLDG CO 0.7%
Value ($000) $39,815 Shares 644,888 Est. Cost $61.74 Unrealized
UNITED TECHNOLOGIES CORP 0.6%
Value ($000) $39,630 Shares 426,400 Est. Cost $92.94 Unrealized
BAC BANK OF AMERICA CORPORATION 0.6%
Value ($000) $39,369 Shares 3,061,349 Est. Cost $10.03 Unrealized 0.0%
PNC PNC FINL SVCS GROUP INC 0.6%
Value ($000) $39,012 Shares 535,000 Est. Cost $47.34 Unrealized 0.0%
MO ALTRIA GROUP INC 0.6%
Value ($000) $38,688 Shares 1,105,700 Est. Cost $16.28 Unrealized 0.0%
NATIONAL OILWELL VARCO INC 0.6%
Value ($000) $37,653 Shares 546,493 Est. Cost $68.90 Unrealized
SPG SIMON PPTY GROUP INC NEW 0.6%
Value ($000) $36,819 Shares 233,150 Est. Cost $88.80 Unrealized 0.0%
LOW LOWES COS INC 0.6%
Value ($000) $35,918 Shares 878,200 Est. Cost $32.16 Unrealized 0.0%
KRE SPDR SERIES TRUST 0.6%
Value ($000) $34,558 Shares 1,020,000 Est. Cost $33.88 Unrealized
AETNA INC NEW 0.6%
Value ($000) $34,483 Shares 542,700 Est. Cost $63.54 Unrealized
HD HOME DEPOT INC 0.6%
Value ($000) $34,087 Shares 440,000 Est. Cost $56.05 Unrealized 0.0%
DU PONT E I DE NEMOURS & CO 0.5%
Value ($000) $33,075 Shares 630,000 Est. Cost $52.50 Unrealized
TGT TARGET CORP 0.5%
Value ($000) $32,640 Shares 474,000 Est. Cost $47.95 Unrealized 0.0%
TRV TRAVELERS COMPANIES INC 0.5%
Value ($000) $32,446 Shares 405,982 Est. Cost $63.44 Unrealized 0.0%
TMO THERMO FISHER SCIENTIFIC INC 0.5%
Value ($000) $32,092 Shares 379,200 Est. Cost $79.76 Unrealized 0.0%
MDLZ MONDELEZ INTL INC 0.5%
Value ($000) $31,360 Shares 1,099,200 Est. Cost $23.16 Unrealized 0.0%
ZBH ZIMMER HLDGS INC 0.5%
Value ($000) $31,213 Shares 416,504 Est. Cost $67.30 Unrealized 0.0%
CDNS CADENCE DESIGN SYSTEM INC 0.5%
Value ($000) $30,377 Shares 2,097,850 Est. Cost $14.08 Unrealized 0.0%
CROWN CASTLE INTL CORP 0.5%
Value ($000) $30,267 Shares 418,117 Est. Cost $72.39 Unrealized
FLEX FLEXTRONICS INTL LTD 0.5%
Value ($000) $29,470 Shares 3,807,500 Est. Cost $5.43 Unrealized 0.0%
VSS VANGUARD INTL EQUITY INDEX F 0.5%
Value ($000) $29,446 Shares 330,000 Est. Cost $89.23 Unrealized
GILD GILEAD SCIENCES INC 0.5%
Value ($000) $29,203 Shares 569,600 Est. Cost $36.21 Unrealized 0.0%
ABBV ABBVIE INC 0.5%
Value ($000) $28,938 Shares 700,000 Est. Cost $26.55 Unrealized 0.0%
NKE NIKE INC 0.5%
Value ($000) $28,516 Shares 447,800 Est. Cost $26.53 Unrealized 0.0%
TIME WARNER CABLE INC 0.5%
Value ($000) $28,032 Shares 249,216 Est. Cost $112.48 Unrealized
FCX FREEPORT-MCMORAN COPPER & GO 0.5%
Value ($000) $27,483 Shares 995,400 Est. Cost $24.45 Unrealized 0.0%
ABT ABBOTT LABS 0.4%
Value ($000) $27,276 Shares 782,000 Est. Cost $28.85 Unrealized 0.0%
CELGENE CORP 0.4%
Value ($000) $27,256 Shares 233,000 Est. Cost $116.98 Unrealized
LEN LENNAR CORP 0.4%
Value ($000) $27,030 Shares 750,000 Est. Cost $34.18 Unrealized 0.0%
EMR EMERSON ELEC CO 0.4%
Value ($000) $26,888 Shares 493,000 Est. Cost $40.02 Unrealized 0.0%
RIG TRANSOCEAN LTD 0.4%
Value ($000) $26,708 Shares 557,000 Est. Cost $50.97 Unrealized 0.0%
ISRG INTUITIVE SURGICAL INC 0.4%
Value ($000) $26,643 Shares 52,640 Est. Cost $55.09 Unrealized 0.0%
DISCOVERY COMMUNICATNS NEW 0.4%
Value ($000) $26,416 Shares 342,000 Est. Cost $77.24 Unrealized
INTC INTEL CORP 0.4%
Value ($000) $25,684 Shares 1,060,000 Est. Cost $17.18 Unrealized 0.0%
ITW ILLINOIS TOOL WKS INC 0.4%
Value ($000) $25,455 Shares 368,000 Est. Cost $49.85 Unrealized 0.0%
ACN ACCENTURE PLC IRELAND 0.4%
Value ($000) $24,308 Shares 337,800 Est. Cost $63.81 Unrealized 0.0%
UNH UNITEDHEALTH GROUP INC 0.4%
Value ($000) $24,241 Shares 370,200 Est. Cost $50.75 Unrealized 0.0%
BAX BAXTER INTL INC 0.4%
Value ($000) $23,552 Shares 340,000 Est. Cost $30.42 Unrealized 0.0%
CAMERON INTERNATIONAL CORP 0.4%
Value ($000) $23,106 Shares 377,800 Est. Cost $61.16 Unrealized
DE DEERE & CO 0.4%
Value ($000) $22,498 Shares 276,900 Est. Cost $68.04 Unrealized 0.0%
BA BOEING CO 0.4%
Value ($000) $21,922 Shares 214,000 Est. Cost $80.37 Unrealized 0.0%
HEALTH CARE REIT INC 0.4%
Value ($000) $21,785 Shares 325,000 Est. Cost $67.03 Unrealized
ZTS ZOETIS INC 0.4%
Value ($000) $21,406 Shares 692,962 Est. Cost $29.32 Unrealized 0.0%
OIS OIL STS INTL INC 0.3%
Value ($000) $21,307 Shares 230,000 Est. Cost $51.03 Unrealized 0.0%
WEATHERFORD INTERNATIONAL LT 0.3%
Value ($000) $21,158 Shares 1,544,400 Est. Cost $13.70 Unrealized
EEM ISHARES TR 0.3%
Value ($000) $20,790 Shares 540,000 Est. Cost $38.50 Unrealized
ADI ANALOG DEVICES INC 0.3%
Value ($000) $20,731 Shares 460,082 Est. Cost $34.29 Unrealized 0.0%
MA MASTERCARD INC 0.3%
Value ($000) $20,682 Shares 36,000 Est. Cost $51.54 Unrealized 0.0%
BAKER HUGHES INC 0.3%
Value ($000) $20,079 Shares 435,270 Est. Cost $46.13 Unrealized
VLO VALERO ENERGY CORP NEW 0.3%
Value ($000) $19,819 Shares 570,000 Est. Cost $24.01 Unrealized 0.0%
A AGILENT TECHNOLOGIES INC 0.3%
Value ($000) $19,028 Shares 445,000 Est. Cost $27.97 Unrealized 0.0%
ECL ECOLAB INC 0.3%
Value ($000) $18,708 Shares 219,600 Est. Cost $73.48 Unrealized 0.0%
KIE SPDR SERIES TRUST 0.3%
Value ($000) $18,353 Shares 340,000 Est. Cost $53.98 Unrealized
SBUX STARBUCKS CORP 0.3%
Value ($000) $18,343 Shares 280,000 Est. Cost $24.37 Unrealized 0.0%
PHM PULTE GROUP INC 0.3%
Value ($000) $17,642 Shares 930,000 Est. Cost $17.74 Unrealized 0.0%
NOC NORTHROP GRUMMAN CORP 0.3%
Value ($000) $17,338 Shares 209,400 Est. Cost $62.64 Unrealized 0.0%
SPIRIT AEROSYSTEMS HLDGS INC 0.3%
Value ($000) $16,918 Shares 787,600 Est. Cost $21.48 Unrealized
KRAFT FOODS GROUP INC 0.3%
Value ($000) $16,314 Shares 291,999 Est. Cost $55.87 Unrealized
RAYTHEON CO 0.3%
Value ($000) $15,869 Shares 240,000 Est. Cost $66.12 Unrealized
TEVA TEVA PHARMACEUTICAL INDS LTD 0.3%
Value ($000) $15,653 Shares 399,300 Est. Cost $39.20 Unrealized
ULTRA PETROLEUM CORP 0.2%
Value ($000) $14,369 Shares 725,000 Est. Cost $19.82 Unrealized
CIGNA CORPORATION 0.2%
Value ($000) $14,136 Shares 195,000 Est. Cost $72.49 Unrealized
CL COLGATE PALMOLIVE CO 0.2%
Value ($000) $13,371 Shares 233,400 Est. Cost $44.38 Unrealized 0.0%
SOUTHWESTERN ENERGY CO 0.2%
Value ($000) $12,146 Shares 332,500 Est. Cost $36.53 Unrealized
PEG PUBLIC SVC ENTERPRISE GROUP 0.2%
Value ($000) $11,431 Shares 350,000 Est. Cost $21.73 Unrealized 0.0%
MEDTRONIC INC 0.2%
Value ($000) $11,377 Shares 221,040 Est. Cost $51.47 Unrealized
STKL SUNOPTA INC 0.2%
Value ($000) $11,254 Shares 1,482,690 Est. Cost $7.49 Unrealized 0.0%
HEWLETT PACKARD CO 0.2%
Value ($000) $10,935 Shares 440,945 Est. Cost $24.80 Unrealized
PCAR PACCAR INC 0.2%
Value ($000) $10,625 Shares 198,000 Est. Cost $21.67 Unrealized 0.0%
MMM 3M CO 0.2%
Value ($000) $9,995 Shares 91,400 Est. Cost $61.26 Unrealized 0.0%
LLY LILLY ELI & CO 0.2%
Value ($000) $9,824 Shares 200,000 Est. Cost $42.21 Unrealized 0.0%
CCL CARNIVAL CORP 0.2%
Value ($000) $9,773 Shares 285,000 Est. Cost $27.66 Unrealized 0.0%
SIRONA DENTAL SYSTEMS INC 0.2%
Value ($000) $9,427 Shares 143,100 Est. Cost $65.88 Unrealized
V VISA INC 0.1%
Value ($000) $9,138 Shares 50,000 Est. Cost $40.02 Unrealized 0.0%
D DOMINION RES INC VA NEW 0.1%
Value ($000) $9,091 Shares 160,000 Est. Cost $34.53 Unrealized 0.0%
EWZ ISHARES INC 0.1%
Value ($000) $8,333 Shares 190,000 Est. Cost $43.86 Unrealized
ACWX ISHARES TR 0.1%
Value ($000) $8,142 Shares 200,000 Est. Cost $40.71 Unrealized
ALTERA CORP 0.1%
Value ($000) $7,661 Shares 232,210 Est. Cost $32.99 Unrealized
XBI SPDR SERIES TRUST 0.1%
Value ($000) $7,642 Shares 73,300 Est. Cost $104.26 Unrealized
MARKET VECTORS ETF TR 0.1%
Value ($000) $6,851 Shares 100,000 Est. Cost $68.51 Unrealized
WU WESTERN UN CO 0.1%
Value ($000) $6,837 Shares 399,600 Est. Cost $17.11 Unrealized
TIFFANY & CO NEW 0.1%
Value ($000) $6,556 Shares 90,000 Est. Cost $72.84 Unrealized
BMY BRISTOL MYERS SQUIBB CO 0.1%
Value ($000) $6,555 Shares 146,677 Est. Cost $28.67 Unrealized 0.0%
IDXX IDEXX LABS INC 0.1%
Value ($000) $6,415 Shares 71,527 Est. Cost $43.69 Unrealized 0.0%
STAPLES INC 0.1%
Value ($000) $6,267 Shares 394,880 Est. Cost $15.87 Unrealized
CST BRANDS INC 0.1%
Value ($000) $5,888 Shares 191,111 Est. Cost $30.81 Unrealized
DHR DANAHER CORP DEL 0.1%
Value ($000) $5,444 Shares 86,000 Est. Cost $25.01 Unrealized 0.0%
ADP AUTOMATIC DATA PROCESSING IN 0.1%
Value ($000) $5,440 Shares 79,000 Est. Cost $45.09 Unrealized 0.0%
TXT TEXTRON INC 0.1%
Value ($000) $5,101 Shares 195,800 Est. Cost $26.50 Unrealized 0.0%
RSG REPUBLIC SVCS INC 0.1%
Value ($000) $4,440 Shares 130,825 Est. Cost $26.37 Unrealized 0.0%
INTERNATIONAL GAME TECHNOLOG 0.1%
Value ($000) $4,214 Shares 252,200 Est. Cost $16.71 Unrealized
TXN TEXAS INSTRS INC 0.1%
Value ($000) $4,182 Shares 120,000 Est. Cost $25.31 Unrealized 0.0%
NABORS INDUSTRIES LTD 0.1%
Value ($000) $4,134 Shares 270,000 Est. Cost $15.31 Unrealized
MS MORGAN STANLEY 0.1%
Value ($000) $3,909 Shares 160,000 Est. Cost $17.33 Unrealized 0.0%
SILVER BAY RLTY TR CORP 0.1%
Value ($000) $3,087 Shares 186,400 Est. Cost $16.56 Unrealized
GLD SPDR GOLD TRUST 0.0%
Value ($000) $2,978 Shares 25,000 Est. Cost $119.12 Unrealized
PBR PETROLEO BRASILEIRO SA PETRO 0.0%
Value ($000) $2,974 Shares 221,800 Est. Cost $13.41 Unrealized
VEU VANGUARD INTL EQUITY INDEX F 0.0%
Value ($000) $2,653 Shares 60,000 Est. Cost $44.22 Unrealized
NTAP NETAPP INC 0.0%
Value ($000) $2,569 Shares 68,000 Est. Cost $26.74 Unrealized 0.0%
NWL NEWELL RUBBERMAID INC 0.0%
Value ($000) $2,494 Shares 95,000 Est. Cost $16.79 Unrealized 0.0%
JXI ISHARES TR 0.0%
Value ($000) $2,102 Shares 50,000 Est. Cost $42.04 Unrealized
FXI ISHARES TR 0.0%
Value ($000) $1,626 Shares 50,000 Est. Cost $32.52 Unrealized
GXC SPDR INDEX SHS FDS 0.0%
Value ($000) $1,026 Shares 16,000 Est. Cost $64.13 Unrealized
NUE NUCOR CORP 0.0%
Value ($000) $650 Shares 15,000 Est. Cost $32.41 Unrealized 0.0%
DELCATH SYS INC 0.0%
Value ($000) $19 Shares 50,000 Est. Cost $0.38 Unrealized