FACTORY MUTUAL INSURANCE CO Diversified Active

CIK: 0000887818 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Oct 16, 2013

Total Value ($000): $6,305,609 (100.0% shares, 0.0% debt)

Holdings (165)

AAPL APPLE INC 2.9%
Value ($000) $181,165 Shares 380,000 Est. Cost $13.16 Unrealized +8.5%
CVX CHEVRON CORP NEW 2.8%
Value ($000) $177,269 Shares 1,459,000 Est. Cost $71.30 Unrealized +2.5%
XOM EXXON MOBIL CORP 2.6%
Value ($000) $162,055 Shares 1,883,479 Est. Cost $53.69 Unrealized +0.9%
JPM JPMORGAN CHASE & CO 2.4%
Value ($000) $149,402 Shares 2,890,350 Est. Cost $36.24 Unrealized +6.3%
JNJ JOHNSON & JOHNSON 2.0%
Value ($000) $124,149 Shares 1,432,100 Est. Cost $59.66 Unrealized +6.5%
PG PROCTER & GAMBLE CO 1.8%
Value ($000) $116,534 Shares 1,541,662 Est. Cost $55.00 Unrealized +2.2%
GOOGLE INC 1.8%
Value ($000) $110,715 Shares 126,400 Est. Cost $880.37 Unrealized
VGK VANGUARD INTL EQUITY INDEX F 1.7%
Value ($000) $108,183 Shares 1,985,000 Est. Cost $48.13 Unrealized
SLB SCHLUMBERGER LTD 1.7%
Value ($000) $104,530 Shares 1,183,000 Est. Cost $53.00 Unrealized +11.3%
QCOM QUALCOMM INC 1.6%
Value ($000) $100,643 Shares 1,495,000 Est. Cost $45.06 Unrealized +3.3%
PM PHILIP MORRIS INTL INC 1.5%
Value ($000) $96,080 Shares 1,109,600 Est. Cost $49.81 Unrealized -4.9%
PFE PFIZER INC 1.5%
Value ($000) $95,849 Shares 3,336,797 Est. Cost $16.46 Unrealized -0.6%
WFC WELLS FARGO & CO NEW 1.5%
Value ($000) $95,803 Shares 2,318,555 Est. Cost $27.36 Unrealized +10.3%
IBM INTERNATIONAL BUSINESS MACHS 1.5%
Value ($000) $92,183 Shares 497,800 Est. Cost $118.94 Unrealized -6.2%
GENERAL ELECTRIC CO 1.4%
Value ($000) $90,518 Shares 3,788,950 Est. Cost $23.19 Unrealized
C CITIGROUP INC 1.4%
Value ($000) $85,745 Shares 1,767,569 Est. Cost $35.81 Unrealized +5.0%
VPL VANGUARD INTL EQUITY INDEX F 1.3%
Value ($000) $84,429 Shares 1,390,000 Est. Cost $56.54 Unrealized
CVS CVS CAREMARK CORPORATION 1.3%
Value ($000) $82,486 Shares 1,453,500 Est. Cost $41.44 Unrealized +3.2%
AMZN AMAZON COM INC 1.2%
Value ($000) $76,597 Shares 245,000 Est. Cost $13.32 Unrealized +11.9%
KO COCA COLA CO 1.2%
Value ($000) $76,040 Shares 2,007,400 Est. Cost $27.85 Unrealized -3.9%
USB US BANCORP DEL 1.2%
Value ($000) $73,160 Shares 2,000,000 Est. Cost $22.48 Unrealized +8.3%
EWG ISHARES 1.1%
Value ($000) $70,915 Shares 2,550,000 Est. Cost $24.85 Unrealized
DIS DISNEY WALT CO 1.1%
Value ($000) $70,133 Shares 1,087,500 Est. Cost $56.11 Unrealized +1.5%
CSCO CISCO SYS INC 1.1%
Value ($000) $69,834 Shares 2,980,400 Est. Cost $15.27 Unrealized +10.9%
BLACKSTONE GROUP L P 1.1%
Value ($000) $69,376 Shares 2,787,300 Est. Cost $21.17 Unrealized
MSFT MICROSOFT CORP 1.1%
Value ($000) $68,670 Shares 2,063,400 Est. Cost $26.70 Unrealized +1.1%
PEP PEPSICO INC 1.0%
Value ($000) $64,999 Shares 817,600 Est. Cost $56.00 Unrealized +1.4%
VWO VANGUARD INTL EQUITY INDEX F 1.0%
Value ($000) $64,822 Shares 1,615,100 Est. Cost $38.80 Unrealized
E M C CORP MASS 1.0%
Value ($000) $63,136 Shares 2,470,100 Est. Cost $23.62 Unrealized
CAT CATERPILLAR INC DEL 1.0%
Value ($000) $63,050 Shares 756,000 Est. Cost $61.56 Unrealized +0.1%
EWA ISHARES 1.0%
Value ($000) $62,291 Shares 2,465,000 Est. Cost $22.58 Unrealized
BRK/B BERKSHIRE HATHAWAY INC DEL 1.0%
Value ($000) $61,863 Shares 545,000 Est. Cost $110.95 Unrealized +4.0%
MONSANTO CO NEW 0.9%
Value ($000) $59,240 Shares 567,600 Est. Cost $100.27 Unrealized
CMCSA COMCAST CORP NEW 0.9%
Value ($000) $58,875 Shares 1,305,000 Est. Cost $15.77 Unrealized +4.9%
PRAXAIR INC 0.9%
Value ($000) $58,434 Shares 486,100 Est. Cost $115.16 Unrealized
T AT&T INC 0.9%
Value ($000) $57,797 Shares 1,708,966 Est. Cost $11.40 Unrealized -3.9%
FDX FEDEX CORP 0.9%
Value ($000) $57,626 Shares 505,000 Est. Cost $81.95 Unrealized +11.4%
ORCL ORACLE CORP 0.9%
Value ($000) $57,541 Shares 1,734,720 Est. Cost $27.58 Unrealized -1.9%
MRK MERCK & CO INC NEW 0.9%
Value ($000) $56,995 Shares 1,197,143 Est. Cost $30.02 Unrealized +3.2%
ETN EATON CORP PLC 0.9%
Value ($000) $53,754 Shares 780,847 Est. Cost $46.59 Unrealized +7.2%
GS GOLDMAN SACHS GROUP INC 0.8%
Value ($000) $53,396 Shares 337,500 Est. Cost $120.06 Unrealized +5.9%
F FORD MTR CO DEL 0.8%
Value ($000) $53,124 Shares 3,149,000 Est. Cost $7.63 Unrealized +18.2%
WMT WAL-MART STORES INC 0.8%
Value ($000) $52,681 Shares 712,292 Est. Cost $19.98 Unrealized -1.0%
HON HONEYWELL INTL INC 0.8%
Value ($000) $51,485 Shares 620,000 Est. Cost $53.13 Unrealized +8.2%
M MACYS INC 0.8%
Value ($000) $48,895 Shares 1,130,000 Est. Cost $46.49 Unrealized +0.5%
WYNDHAM WORLDWIDE CORP 0.8%
Value ($000) $48,325 Shares 792,600 Est. Cost $57.68 Unrealized
BROADCOM CORP 0.8%
Value ($000) $48,233 Shares 1,853,700 Est. Cost $32.99 Unrealized
AMT AMERICAN TOWER CORP NEW 0.8%
Value ($000) $48,177 Shares 649,900 Est. Cost $59.51 Unrealized -8.9%
NATIONAL OILWELL VARCO INC 0.8%
Value ($000) $47,373 Shares 606,493 Est. Cost $69.81 Unrealized
NSC NORFOLK SOUTHERN CORP 0.7%
Value ($000) $46,472 Shares 600,800 Est. Cost $57.67 Unrealized -1.2%
EXPRESS SCRIPTS HLDG CO 0.7%
Value ($000) $46,467 Shares 751,888 Est. Cost $61.75 Unrealized
MCD MCDONALDS CORP 0.7%
Value ($000) $46,142 Shares 479,600 Est. Cost $71.80 Unrealized -1.7%
VPU VANGUARD WORLD FDS 0.7%
Value ($000) $44,842 Shares 549,400 Est. Cost $82.19 Unrealized
XLF SELECT SECTOR SPDR TR 0.7%
Value ($000) $44,627 Shares 2,242,000 Est. Cost $19.45 Unrealized
TE CONNECTIVITY LTD 0.7%
Value ($000) $44,480 Shares 859,019 Est. Cost $45.54 Unrealized
UNITED TECHNOLOGIES CORP 0.7%
Value ($000) $44,357 Shares 411,400 Est. Cost $92.94 Unrealized
VZ VERIZON COMMUNICATIONS INC 0.7%
Value ($000) $43,696 Shares 936,166 Est. Cost $26.94 Unrealized -3.0%
HD HOME DEPOT INC 0.7%
Value ($000) $41,717 Shares 550,000 Est. Cost $56.42 Unrealized +2.6%
BAC BANK OF AMERICA CORPORATION 0.7%
Value ($000) $41,557 Shares 3,011,349 Est. Cost $10.03 Unrealized +12.0%
MCK MCKESSON CORP 0.7%
Value ($000) $41,313 Shares 322,000 Est. Cost $101.46 Unrealized +10.6%
SPG SIMON PPTY GROUP INC NEW 0.6%
Value ($000) $40,044 Shares 270,150 Est. Cost $87.73 Unrealized -7.7%
VFC V F CORP 0.6%
Value ($000) $39,014 Shares 196,000 Est. Cost $42.45 Unrealized +8.7%
MO ALTRIA GROUP INC 0.6%
Value ($000) $37,981 Shares 1,105,700 Est. Cost $16.28 Unrealized -0.7%
DU PONT E I DE NEMOURS & CO 0.6%
Value ($000) $36,893 Shares 630,000 Est. Cost $52.50 Unrealized
LEN LENNAR CORP 0.6%
Value ($000) $36,462 Shares 1,030,000 Est. Cost $32.84 Unrealized -10.9%
KRE SPDR SERIES TRUST 0.6%
Value ($000) $36,363 Shares 1,020,000 Est. Cost $33.88 Unrealized
GILD GILEAD SCIENCES INC 0.6%
Value ($000) $35,811 Shares 569,600 Est. Cost $36.21 Unrealized +14.7%
LOW LOWES COS INC 0.6%
Value ($000) $35,003 Shares 735,200 Est. Cost $32.16 Unrealized +13.2%
ZBH ZIMMER HLDGS INC 0.5%
Value ($000) $34,212 Shares 416,504 Est. Cost $67.30 Unrealized +5.6%
PNC PNC FINL SVCS GROUP INC 0.5%
Value ($000) $34,051 Shares 470,000 Est. Cost $47.34 Unrealized +8.4%
MDLZ MONDELEZ INTL INC 0.5%
Value ($000) $33,910 Shares 1,079,200 Est. Cost $23.16 Unrealized +2.4%
CELGENE CORP 0.5%
Value ($000) $33,910 Shares 220,000 Est. Cost $116.98 Unrealized
TRV TRAVELERS COMPANIES INC 0.5%
Value ($000) $33,144 Shares 390,982 Est. Cost $63.44 Unrealized -1.0%
TMO THERMO FISHER SCIENTIFIC INC 0.5%
Value ($000) $33,100 Shares 359,200 Est. Cost $79.76 Unrealized +8.8%
FCX FREEPORT-MCMORAN COPPER & GO 0.5%
Value ($000) $32,928 Shares 995,400 Est. Cost $24.45 Unrealized +5.0%
VSS VANGUARD INTL EQUITY INDEX F 0.5%
Value ($000) $32,782 Shares 330,000 Est. Cost $89.23 Unrealized
ABBV ABBVIE INC 0.5%
Value ($000) $30,730 Shares 687,000 Est. Cost $26.55 Unrealized +2.3%
NKE NIKE INC 0.5%
Value ($000) $30,712 Shares 422,800 Est. Cost $26.53 Unrealized +5.3%
AETNA INC NEW 0.5%
Value ($000) $30,582 Shares 477,700 Est. Cost $63.54 Unrealized
CROWN CASTLE INTL CORP 0.5%
Value ($000) $30,535 Shares 418,117 Est. Cost $72.39 Unrealized
DISCOVERY COMMUNICATNS NEW 0.5%
Value ($000) $30,391 Shares 360,000 Est. Cost $77.60 Unrealized
TGT TARGET CORP 0.5%
Value ($000) $30,327 Shares 474,000 Est. Cost $47.95 Unrealized -1.6%
FLEX FLEXTRONICS INTL LTD 0.5%
Value ($000) $30,065 Shares 3,307,500 Est. Cost $5.43 Unrealized +21.3%
V VISA INC 0.5%
Value ($000) $29,621 Shares 155,000 Est. Cost $41.59 Unrealized +1.8%
OMC OMNICOM GROUP INC 0.5%
Value ($000) $29,404 Shares 463,500 Est. Cost $40.69 Unrealized +4.5%
EMR EMERSON ELEC CO 0.5%
Value ($000) $28,986 Shares 448,000 Est. Cost $40.02 Unrealized +9.5%
RIG TRANSOCEAN LTD 0.5%
Value ($000) $28,569 Shares 642,000 Est. Cost $50.48 Unrealized -6.3%
CDNS CADENCE DESIGN SYSTEM INC 0.4%
Value ($000) $28,342 Shares 2,097,850 Est. Cost $14.08 Unrealized +2.0%
CAMERON INTERNATIONAL CORP 0.4%
Value ($000) $27,889 Shares 477,800 Est. Cost $60.58 Unrealized
ACN ACCENTURE PLC IRELAND 0.4%
Value ($000) $27,085 Shares 367,800 Est. Cost $63.46 Unrealized -6.2%
ITW ILLINOIS TOOL WKS INC 0.4%
Value ($000) $26,923 Shares 353,000 Est. Cost $49.85 Unrealized +9.9%
ZTS ZOETIS INC 0.4%
Value ($000) $26,233 Shares 842,962 Est. Cost $29.05 Unrealized -4.3%
BA BOEING CO 0.4%
Value ($000) $25,145 Shares 214,000 Est. Cost $80.37 Unrealized +13.9%
UNH UNITEDHEALTH GROUP INC 0.4%
Value ($000) $24,935 Shares 348,200 Est. Cost $50.75 Unrealized +15.5%
INTC INTEL CORP 0.4%
Value ($000) $24,296 Shares 1,060,000 Est. Cost $17.18 Unrealized -1.6%
ABT ABBOTT LABS 0.4%
Value ($000) $24,295 Shares 732,000 Est. Cost $28.85 Unrealized -4.0%
TIME WARNER CABLE INC 0.4%
Value ($000) $23,907 Shares 214,216 Est. Cost $112.48 Unrealized
PHM PULTE GROUP INC 0.4%
Value ($000) $23,595 Shares 1,430,000 Est. Cost $16.64 Unrealized -12.3%
MA MASTERCARD INC 0.4%
Value ($000) $22,875 Shares 34,000 Est. Cost $51.54 Unrealized +13.1%
DE DEERE & CO 0.4%
Value ($000) $22,537 Shares 276,900 Est. Cost $68.04 Unrealized -3.1%
BAX BAXTER INTL INC 0.4%
Value ($000) $22,335 Shares 340,000 Est. Cost $30.42 Unrealized +2.1%
A AGILENT TECHNOLOGIES INC 0.4%
Value ($000) $22,294 Shares 435,000 Est. Cost $27.97 Unrealized +8.8%
EEM ISHARES 0.3%
Value ($000) $22,008 Shares 540,000 Est. Cost $38.50 Unrealized
WEATHERFORD INTERNATIONAL LT 0.3%
Value ($000) $21,989 Shares 1,434,400 Est. Cost $13.70 Unrealized
HEALTH CARE REIT INC 0.3%
Value ($000) $21,833 Shares 350,000 Est. Cost $66.70 Unrealized
BAKER HUGHES INC 0.3%
Value ($000) $21,372 Shares 435,270 Est. Cost $46.13 Unrealized
ISRG INTUITIVE SURGICAL INC 0.3%
Value ($000) $21,086 Shares 56,040 Est. Cost $54.42 Unrealized -18.9%
ADI ANALOG DEVICES INC 0.3%
Value ($000) $20,706 Shares 440,082 Est. Cost $34.29 Unrealized +7.0%
ECL ECOLAB INC 0.3%
Value ($000) $20,206 Shares 204,600 Est. Cost $73.48 Unrealized +10.5%
VLO VALERO ENERGY CORP NEW 0.3%
Value ($000) $19,466 Shares 570,000 Est. Cost $24.01 Unrealized -6.7%
KIE SPDR SERIES TRUST 0.3%
Value ($000) $19,298 Shares 340,000 Est. Cost $53.98 Unrealized
SPIRIT AEROSYSTEMS HLDGS INC 0.3%
Value ($000) $18,607 Shares 767,600 Est. Cost $21.48 Unrealized
OIS OIL STS INTL INC 0.3%
Value ($000) $18,519 Shares 179,000 Est. Cost $51.03 Unrealized +7.0%
NOC NORTHROP GRUMMAN CORP 0.3%
Value ($000) $17,090 Shares 179,400 Est. Cost $62.64 Unrealized +19.5%
MU MICRON TECHNOLOGY INC 0.3%
Value ($000) $16,596 Shares 950,000 Est. Cost $14.15 Unrealized 0.0%
TEVA TEVA PHARMACEUTICAL INDS LTD 0.2%
Value ($000) $15,086 Shares 399,300 Est. Cost $39.20 Unrealized
ULTRA PETROLEUM CORP 0.2%
Value ($000) $14,913 Shares 725,000 Est. Cost $19.82 Unrealized
SBUX STARBUCKS CORP 0.2%
Value ($000) $14,239 Shares 185,000 Est. Cost $24.37 Unrealized +16.0%
CL COLGATE PALMOLIVE CO 0.2%
Value ($000) $13,841 Shares 233,400 Est. Cost $44.38 Unrealized +0.4%
LLY LILLY ELI & CO 0.2%
Value ($000) $13,086 Shares 260,000 Est. Cost $41.93 Unrealized -2.2%
KRAFT FOODS GROUP INC 0.2%
Value ($000) $12,700 Shares 241,999 Est. Cost $55.87 Unrealized
SOUTHWESTERN ENERGY CO 0.2%
Value ($000) $12,096 Shares 332,500 Est. Cost $36.53 Unrealized
RAYTHEON CO 0.2%
Value ($000) $11,946 Shares 155,000 Est. Cost $66.12 Unrealized
CIGNA CORPORATION 0.2%
Value ($000) $11,913 Shares 155,000 Est. Cost $72.49 Unrealized
MEDTRONIC INC 0.2%
Value ($000) $11,770 Shares 221,040 Est. Cost $51.47 Unrealized
PEG PUBLIC SVC ENTERPRISE GROUP 0.2%
Value ($000) $11,526 Shares 350,000 Est. Cost $21.73 Unrealized -2.1%
MMM 3M CO 0.2%
Value ($000) $10,914 Shares 91,400 Est. Cost $61.26 Unrealized +7.7%
STKL SUNOPTA INC 0.2%
Value ($000) $10,267 Shares 1,056,300 Est. Cost $7.49 Unrealized +18.2%
D DOMINION RES INC VA NEW 0.2%
Value ($000) $9,997 Shares 160,000 Est. Cost $34.53 Unrealized +2.3%
PCAR PACCAR INC 0.2%
Value ($000) $9,907 Shares 178,000 Est. Cost $21.67 Unrealized +8.2%
SIRONA DENTAL SYSTEMS INC 0.2%
Value ($000) $9,578 Shares 143,100 Est. Cost $65.88 Unrealized
XBI SPDR SERIES TRUST 0.2%
Value ($000) $9,467 Shares 73,300 Est. Cost $104.26 Unrealized
EWZ ISHARES 0.1%
Value ($000) $9,103 Shares 190,000 Est. Cost $43.86 Unrealized
ACWX ISHARES 0.1%
Value ($000) $8,964 Shares 200,000 Est. Cost $40.71 Unrealized
ALTERA CORP 0.1%
Value ($000) $8,629 Shares 232,210 Est. Cost $32.99 Unrealized
CST BRANDS INC 0.1%
Value ($000) $8,079 Shares 271,111 Est. Cost $30.51 Unrealized
AMGN AMGEN INC 0.1%
Value ($000) $7,275 Shares 65,000 Est. Cost $76.98 Unrealized 0.0%
HEWLETT PACKARD CO 0.1%
Value ($000) $7,156 Shares 340,945 Est. Cost $24.80 Unrealized
IDXX IDEXX LABS INC 0.1%
Value ($000) $7,128 Shares 71,527 Est. Cost $43.69 Unrealized +10.0%
TXT TEXTRON INC 0.1%
Value ($000) $7,063 Shares 255,800 Est. Cost $26.70 Unrealized +2.4%
TIFFANY & CO NEW 0.1%
Value ($000) $6,896 Shares 90,000 Est. Cost $72.84 Unrealized
BMY BRISTOL MYERS SQUIBB CO 0.1%
Value ($000) $6,788 Shares 146,677 Est. Cost $28.67 Unrealized +1.9%
CCL CARNIVAL CORP 0.1%
Value ($000) $6,691 Shares 205,000 Est. Cost $27.66 Unrealized +8.0%
MARKET VECTORS ETF TR 0.1%
Value ($000) $6,619 Shares 80,000 Est. Cost $68.51 Unrealized
CITRIX SYS INC 0.1%
Value ($000) $6,002 Shares 85,000 Est. Cost $70.61 Unrealized
DHR DANAHER CORP DEL 0.1%
Value ($000) $5,962 Shares 86,000 Est. Cost $25.01 Unrealized +9.6%
ADP AUTOMATIC DATA PROCESSING IN 0.1%
Value ($000) $5,718 Shares 79,000 Est. Cost $45.09 Unrealized +7.2%
WU WESTERN UN CO 0.1%
Value ($000) $5,131 Shares 275,000 Est. Cost $17.11 Unrealized
ISHARES 0.1%
Value ($000) $4,905 Shares 250,000 Est. Cost $19.62 Unrealized
TXN TEXAS INSTRS INC 0.1%
Value ($000) $4,835 Shares 120,000 Est. Cost $25.31 Unrealized +9.5%
INTERNATIONAL GAME TECHNOLOG 0.1%
Value ($000) $4,774 Shares 252,200 Est. Cost $16.71 Unrealized
RSG REPUBLIC SVCS INC 0.1%
Value ($000) $4,364 Shares 130,825 Est. Cost $26.37 Unrealized +1.4%
NABORS INDUSTRIES LTD 0.1%
Value ($000) $4,336 Shares 270,000 Est. Cost $15.31 Unrealized
STAPLES INC 0.1%
Value ($000) $4,320 Shares 294,880 Est. Cost $15.87 Unrealized
MS MORGAN STANLEY 0.1%
Value ($000) $4,312 Shares 160,000 Est. Cost $17.33 Unrealized +13.4%
PBR PETROLEO BRASILEIRO SA PETRO 0.1%
Value ($000) $3,436 Shares 221,800 Est. Cost $13.41 Unrealized
GLD SPDR GOLD TRUST 0.1%
Value ($000) $3,204 Shares 25,000 Est. Cost $119.12 Unrealized
SILVER BAY RLTY TR CORP 0.0%
Value ($000) $2,919 Shares 186,400 Est. Cost $16.56 Unrealized
VEU VANGUARD INTL EQUITY INDEX F 0.0%
Value ($000) $2,916 Shares 60,000 Est. Cost $44.22 Unrealized
JXI ISHARES 0.0%
Value ($000) $2,192 Shares 50,000 Est. Cost $42.04 Unrealized
FXI ISHARES 0.0%
Value ($000) $1,854 Shares 50,000 Est. Cost $32.52 Unrealized
NTAP NETAPP INC 0.0%
Value ($000) $1,620 Shares 38,000 Est. Cost $26.74 Unrealized +15.2%
GXC SPDR INDEX SHS FDS 0.0%
Value ($000) $1,184 Shares 16,000 Est. Cost $64.13 Unrealized
NUE NUCOR CORP 0.0%
Value ($000) $735 Shares 15,000 Est. Cost $32.41 Unrealized +6.6%
DELCATH SYS INC 0.0%
Value ($000) $16 Shares 50,000 Est. Cost $0.38 Unrealized