FACTORY MUTUAL INSURANCE CO Diversified Active

Location: Waltham, MA

CIK: 0000887818 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Nov 4, 2014

Total Value: $7.231B (100.0% shares, 0.0% debt)

Holdings (179)

AAPL APPLE INC 3.5%
Value $255M Shares 2,534,000 Est. Cost $17.87 Unrealized +21.0%
JPM JPMORGAN CHASE & CO 2.5%
Value $183M Shares 3,033,550 Est. Cost $36.52 Unrealized +18.1%
XOM EXXON MOBIL CORP 2.2%
Value $156M Shares 1,662,379 Est. Cost $53.69 Unrealized +14.6%
JNJ JOHNSON & JOHNSON 2.1%
Value $153M Shares 1,438,300 Est. Cost $59.94 Unrealized +26.1%
CVX CHEVRON CORP NEW 1.9%
Value $140M Shares 1,175,800 Est. Cost $71.30 Unrealized +10.1%
SLB SCHLUMBERGER LTD 1.8%
Value $131M Shares 1,290,000 Est. Cost $55.71 Unrealized +42.7%
PG PROCTER & GAMBLE CO 1.8%
Value $129M Shares 1,537,862 Est. Cost $55.05 Unrealized +8.5%
VGK VANGUARD INTL EQUITY INDEX F 1.6%
Value $118M Shares 2,145,000 Est. Cost $48.94 Unrealized
WFC WELLS FARGO & CO NEW 1.6%
Value $117M Shares 2,255,755 Est. Cost $27.36 Unrealized +36.7%
HD HOME DEPOT INC 1.5%
Value $112M Shares 1,215,500 Est. Cost $58.48 Unrealized +12.4%
MSFT MICROSOFT CORP 1.5%
Value $110M Shares 2,365,900 Est. Cost $27.65 Unrealized +36.2%
CVS CVS HEALTH CORP 1.5%
Value $108M Shares 1,353,000 Est. Cost $41.90 Unrealized +37.1%
VPL VANGUARD INTL EQUITY INDEX F 1.4%
Value $98.65M Shares 1,663,600 Est. Cost $57.10 Unrealized
C CITIGROUP INC 1.4%
Value $98.45M Shares 1,899,869 Est. Cost $35.90 Unrealized +4.2%
DIS DISNEY WALT CO 1.3%
Value $94.82M Shares 1,065,000 Est. Cost $56.60 Unrealized +40.1%
PM PHILIP MORRIS INTL INC 1.3%
Value $91.22M Shares 1,093,800 Est. Cost $49.67 Unrealized -3.6%
GENERAL ELECTRIC CO 1.2%
Value $86.09M Shares 3,360,350 Est. Cost $23.19 Unrealized
KO COCA COLA CO 1.2%
Value $85.23M Shares 1,997,900 Est. Cost $27.78 Unrealized +3.9%
BRK/B BERKSHIRE HATHAWAY INC DEL 1.2%
Value $84.56M Shares 612,100 Est. Cost $111.54 Unrealized +19.4%
PFE PFIZER INC 1.2%
Value $84.19M Shares 2,847,197 Est. Cost $16.46 Unrealized +6.0%
PEP PEPSICO INC 1.1%
Value $81.29M Shares 873,200 Est. Cost $56.17 Unrealized +15.5%
MONSANTO CO NEW 1.1%
Value $81.23M Shares 722,000 Est. Cost $103.76 Unrealized
USB US BANCORP DEL 1.1%
Value $77.87M Shares 1,861,500 Est. Cost $22.48 Unrealized +26.4%
CSCO CISCO SYS INC 1.1%
Value $76.63M Shares 3,044,400 Est. Cost $15.26 Unrealized +16.0%
GS GOLDMAN SACHS GROUP INC 1.0%
Value $75.32M Shares 410,300 Est. Cost $122.69 Unrealized +14.6%
CMCSA COMCAST CORP NEW 1.0%
Value $75.18M Shares 1,398,000 Est. Cost $16.12 Unrealized +31.3%
VZ VERIZON COMMUNICATIONS INC 1.0%
Value $74.93M Shares 1,498,966 Est. Cost $26.59 Unrealized +4.5%
QCOM QUALCOMM INC 1.0%
Value $74.75M Shares 999,700 Est. Cost $45.06 Unrealized +23.0%
GOOGLE INC 1.0%
Value $73.15M Shares 126,700 Est. Cost $575.28 Unrealized
MRK MERCK & CO INC NEW 1.0%
Value $72.95M Shares 1,230,543 Est. Cost $30.39 Unrealized +29.6%
HON HONEYWELL INTL INC 1.0%
Value $72.63M Shares 780,000 Est. Cost $55.48 Unrealized +20.9%
EWG ISHARES 1.0%
Value $68.87M Shares 2,486,300 Est. Cost $24.85 Unrealized
GOOGLE INC 0.9%
Value $68.67M Shares 116,700 Est. Cost $880.37 Unrealized
VWO VANGUARD INTL EQUITY INDEX F 0.9%
Value $67M Shares 1,606,200 Est. Cost $38.80 Unrealized
GILD GILEAD SCIENCES INC 0.9%
Value $65.56M Shares 615,900 Est. Cost $37.69 Unrealized +80.5%
AMZN AMAZON COM INC 0.9%
Value $63.84M Shares 198,000 Est. Cost $13.66 Unrealized +21.7%
NSC NORFOLK SOUTHERN CORP 0.9%
Value $63.29M Shares 567,100 Est. Cost $58.27 Unrealized +41.8%
FDX FEDEX CORP 0.9%
Value $62.55M Shares 387,400 Est. Cost $81.95 Unrealized +57.5%
WYNDHAM WORLDWIDE CORP 0.9%
Value $61.57M Shares 757,700 Est. Cost $58.16 Unrealized
IBM INTERNATIONAL BUSINESS MACHS 0.8%
Value $60.97M Shares 321,200 Est. Cost $118.94 Unrealized -3.9%
EWA ISHARES 0.8%
Value $57.7M Shares 2,410,000 Est. Cost $22.58 Unrealized
LEN LENNAR CORP 0.8%
Value $57.27M Shares 1,475,000 Est. Cost $33.12 Unrealized +1.5%
TE CONNECTIVITY LTD 0.8%
Value $55.16M Shares 997,619 Est. Cost $47.75 Unrealized
M MACYS INC 0.8%
Value $54.77M Shares 941,300 Est. Cost $46.82 Unrealized +26.6%
CAT CATERPILLAR INC DEL 0.7%
Value $53.3M Shares 538,200 Est. Cost $61.56 Unrealized +28.8%
EXPRESS SCRIPTS HLDG CO 0.7%
Value $52.82M Shares 747,788 Est. Cost $62.78 Unrealized
BAC BANK AMER CORP 0.7%
Value $52.63M Shares 3,086,849 Est. Cost $10.13 Unrealized +24.1%
NKE NIKE INC 0.7%
Value $52.34M Shares 586,800 Est. Cost $28.52 Unrealized +20.6%
BLACKSTONE GROUP L P 0.7%
Value $51.38M Shares 1,632,300 Est. Cost $21.17 Unrealized
T AT&T INC 0.7%
Value $50.83M Shares 1,442,466 Est. Cost $11.40 Unrealized +4.4%
VPU VANGUARD WORLD FDS 0.7%
Value $50.17M Shares 549,400 Est. Cost $82.19 Unrealized
UNITED TECHNOLOGIES CORP 0.7%
Value $49.39M Shares 467,700 Est. Cost $94.90 Unrealized
TMO THERMO FISHER SCIENTIFIC INC 0.7%
Value $49.07M Shares 403,200 Est. Cost $83.63 Unrealized +40.3%
XLF SELECT SECTOR SPDR TR 0.7%
Value $48.08M Shares 2,075,000 Est. Cost $19.45 Unrealized
PRAXAIR INC 0.7%
Value $47.86M Shares 371,000 Est. Cost $115.16 Unrealized
VFC V F CORP 0.7%
Value $47.66M Shares 721,800 Est. Cost $49.79 Unrealized +20.1%
SPG SIMON PPTY GROUP INC NEW 0.6%
Value $46.16M Shares 280,750 Est. Cost $87.98 Unrealized +10.1%
ETN EATON CORP PLC 0.6%
Value $45.5M Shares 717,947 Est. Cost $46.98 Unrealized +15.2%
META FACEBOOK INC 0.6%
Value $44.64M Shares 564,800 Est. Cost $63.02 Unrealized +15.6%
BA BOEING CO 0.6%
Value $43.55M Shares 341,900 Est. Cost $95.22 Unrealized +14.8%
NATIONAL OILWELL VARCO INC 0.6%
Value $43.5M Shares 571,593 Est. Cost $69.98 Unrealized
ORCL ORACLE CORP 0.6%
Value $43.41M Shares 1,133,920 Est. Cost $27.58 Unrealized +24.0%
CELGENE CORP 0.6%
Value $42.43M Shares 447,700 Est. Cost $98.90 Unrealized
MCD MCDONALDS CORP 0.6%
Value $41.2M Shares 434,600 Est. Cost $71.49 Unrealized -0.3%
MCK MCKESSON CORP 0.6%
Value $40.86M Shares 209,900 Est. Cost $101.46 Unrealized +74.3%
ADI ANALOG DEVICES INC 0.6%
Value $40.63M Shares 821,082 Est. Cost $37.35 Unrealized +8.3%
ZBH ZIMMER HLDGS INC 0.6%
Value $40.49M Shares 402,704 Est. Cost $67.30 Unrealized +33.1%
AMT AMERICAN TOWER CORP NEW 0.5%
Value $39.31M Shares 419,800 Est. Cost $59.47 Unrealized +22.0%
F FORD MTR CO DEL 0.5%
Value $38.99M Shares 2,636,000 Est. Cost $7.69 Unrealized +22.0%
VSS VANGUARD INTL EQUITY INDEX F 0.5%
Value $38.43M Shares 376,300 Est. Cost $91.03 Unrealized
PNC PNC FINL SVCS GROUP INC 0.5%
Value $38.11M Shares 445,300 Est. Cost $47.77 Unrealized +25.3%
BIIB BIOGEN IDEC INC 0.5%
Value $37.78M Shares 114,200 Est. Cost $287.67 Unrealized +14.6%
BAKER HUGHES INC 0.5%
Value $37.69M Shares 579,270 Est. Cost $53.26 Unrealized
VEU VANGUARD INTL EQUITY INDEX F 0.5%
Value $37.54M Shares 762,300 Est. Cost $50.84 Unrealized
CROWN CASTLE INTL CORP 0.5%
Value $36.09M Shares 448,117 Est. Cost $72.47 Unrealized
KRE SPDR SERIES TRUST 0.5%
Value $35.59M Shares 940,000 Est. Cost $33.88 Unrealized
MO ALTRIA GROUP INC 0.5%
Value $35.54M Shares 773,600 Est. Cost $16.28 Unrealized +27.0%
WMT WAL-MART STORES INC 0.5%
Value $34.86M Shares 455,892 Est. Cost $19.98 Unrealized +1.6%
E M C CORP MASS 0.5%
Value $34.6M Shares 1,182,500 Est. Cost $23.62 Unrealized
MU MICRON TECHNOLOGY INC 0.5%
Value $33.56M Shares 979,500 Est. Cost $15.51 Unrealized +103.7%
INTC INTEL CORP 0.5%
Value $33.38M Shares 958,600 Est. Cost $17.18 Unrealized +49.9%
TRV TRAVELERS COMPANIES INC 0.5%
Value $33.32M Shares 354,682 Est. Cost $63.44 Unrealized +14.3%
TIME WARNER CABLE INC 0.5%
Value $33.09M Shares 230,616 Est. Cost $121.63 Unrealized
EMR EMERSON ELEC CO 0.5%
Value $32.97M Shares 526,900 Est. Cost $41.51 Unrealized +15.1%
BROADCOM CORP 0.5%
Value $32.83M Shares 812,300 Est. Cost $32.90 Unrealized
ABBV ABBVIE INC 0.5%
Value $32.75M Shares 567,000 Est. Cost $26.55 Unrealized +32.5%
VLO VALERO ENERGY CORP NEW 0.5%
Value $32.74M Shares 707,600 Est. Cost $26.21 Unrealized +24.5%
PHM PULTE GROUP INC 0.4%
Value $32.49M Shares 1,840,000 Est. Cost $16.50 Unrealized -1.2%
DU PONT E I DE NEMOURS & CO 0.4%
Value $32.43M Shares 451,900 Est. Cost $54.22 Unrealized
COST COSTCO WHSL CORP NEW 0.4%
Value $31.71M Shares 253,000 Est. Cost $91.81 Unrealized +5.8%
ST JUDE MED INC 0.4%
Value $31.59M Shares 525,300 Est. Cost $67.64 Unrealized
ABT ABBOTT LABS 0.4%
Value $30.06M Shares 722,700 Est. Cost $28.85 Unrealized +18.3%
MEDTRONIC INC 0.4%
Value $29.8M Shares 481,040 Est. Cost $57.39 Unrealized
ACN ACCENTURE PLC IRELAND 0.4%
Value $29.51M Shares 362,900 Est. Cost $63.46 Unrealized +4.2%
AETNA INC NEW 0.4%
Value $29M Shares 358,000 Est. Cost $63.54 Unrealized
LOW LOWES COS INC 0.4%
Value $28.88M Shares 545,700 Est. Cost $33.26 Unrealized +23.9%
FLEX FLEXTRONICS INTL LTD 0.4%
Value $28.6M Shares 2,771,500 Est. Cost $5.64 Unrealized +44.9%
V VISA INC 0.4%
Value $28.42M Shares 133,200 Est. Cost $41.59 Unrealized +19.3%
CAMERON INTERNATIONAL CORP 0.4%
Value $28.03M Shares 422,200 Est. Cost $60.39 Unrealized
ZTS ZOETIS INC 0.4%
Value $27.6M Shares 746,962 Est. Cost $29.04 Unrealized +7.9%
SBUX STARBUCKS CORP 0.4%
Value $27.53M Shares 364,800 Est. Cost $26.78 Unrealized +15.2%
OMC OMNICOM GROUP INC 0.4%
Value $27.07M Shares 393,100 Est. Cost $40.92 Unrealized +19.3%
HEALTH CARE REIT INC 0.4%
Value $26.82M Shares 430,000 Est. Cost $65.62 Unrealized
SPIRIT AEROSYSTEMS HLDGS INC 0.3%
Value $25.09M Shares 659,300 Est. Cost $23.23 Unrealized
ITW ILLINOIS TOOL WKS INC 0.3%
Value $24.95M Shares 295,500 Est. Cost $49.85 Unrealized +32.8%
MDLZ MONDELEZ INTL INC 0.3%
Value $24.78M Shares 723,200 Est. Cost $24.44 Unrealized +15.9%
A AGILENT TECHNOLOGIES INC 0.3%
Value $24.1M Shares 423,000 Est. Cost $28.43 Unrealized +30.8%
SWK STANLEY BLACK & DECKER INC 0.3%
Value $24.04M Shares 270,700 Est. Cost $62.28 Unrealized +7.5%
WEATHERFORD INTL PLC 0.3%
Value $23.46M Shares 1,127,900 Est. Cost $20.80 Unrealized
KIE SPDR SERIES TRUST 0.3%
Value $23.28M Shares 369,800 Est. Cost $55.53 Unrealized
AMGN AMGEN INC 0.3%
Value $22.77M Shares 162,100 Est. Cost $84.18 Unrealized +12.3%
CDNS CADENCE DESIGN SYSTEM INC 0.3%
Value $22.72M Shares 1,320,250 Est. Cost $14.08 Unrealized +23.3%
FCX FREEPORT-MCMORAN INC 0.3%
Value $22.65M Shares 693,800 Est. Cost $24.45 Unrealized +29.4%
EEM ISHARES TR 0.3%
Value $22.44M Shares 540,000 Est. Cost $38.50 Unrealized
ECL ECOLAB INC 0.3%
Value $22.35M Shares 194,600 Est. Cost $76.68 Unrealized +29.4%
BMY BRISTOL MYERS SQUIBB CO 0.3%
Value $22.16M Shares 432,877 Est. Cost $32.64 Unrealized +4.8%
MA MASTERCARD INC 0.3%
Value $20.31M Shares 274,800 Est. Cost $70.52 Unrealized +0.8%
BAX BAXTER INTL INC 0.3%
Value $20.07M Shares 279,700 Est. Cost $30.42 Unrealized +9.9%
UNH UNITEDHEALTH GROUP INC 0.3%
Value $19.89M Shares 230,600 Est. Cost $50.75 Unrealized +38.6%
TXN TEXAS INSTRS INC 0.3%
Value $19.87M Shares 416,600 Est. Cost $31.40 Unrealized +11.9%
UAL UNITED CONTL HLDGS INC 0.3%
Value $19.76M Shares 422,300 Est. Cost $43.69 Unrealized +6.2%
NOC NORTHROP GRUMMAN CORP 0.3%
Value $19.67M Shares 149,300 Est. Cost $62.64 Unrealized +67.0%
WATSON PHARMACEUTICALS 0.3%
Value $19.38M Shares 80,300 Est. Cost $241.28 Unrealized
REXNORD CORP NEW 0.3%
Value $18.17M Shares 638,800 Est. Cost $28.45 Unrealized
EBAY EBAY INC 0.2%
Value $17.4M Shares 307,200 Est. Cost $19.86 Unrealized -0.3%
KRAFT FOODS GROUP INC 0.2%
Value $17.2M Shares 304,999 Est. Cost $56.42 Unrealized
RIG TRANSOCEAN LTD 0.2%
Value $17.08M Shares 534,300 Est. Cost $50.48 Unrealized -22.5%
CL COLGATE PALMOLIVE CO 0.2%
Value $15.22M Shares 233,400 Est. Cost $44.38 Unrealized +14.2%
LLY LILLY ELI & CO 0.2%
Value $15.16M Shares 233,800 Est. Cost $41.93 Unrealized +22.5%
WDC WESTERN DIGITAL CORP 0.2%
Value $14.11M Shares 145,000 Est. Cost $55.02 Unrealized +13.4%
CIGNA CORPORATION 0.2%
Value $14.06M Shares 155,000 Est. Cost $72.49 Unrealized
FLR FLUOR CORP NEW 0.2%
Value $13.31M Shares 199,300 Est. Cost $68.48 Unrealized -4.1%
XBI SPDR SERIES TRUST 0.2%
Value $13.23M Shares 84,800 Est. Cost $111.27 Unrealized
ISRG INTUITIVE SURGICAL INC 0.2%
Value $13.16M Shares 28,500 Est. Cost $54.42 Unrealized -8.8%
MICHAEL KORS HLDGS LTD 0.2%
Value $12.99M Shares 182,000 Est. Cost $71.39 Unrealized
DE DEERE & CO 0.2%
Value $11.48M Shares 140,000 Est. Cost $68.04 Unrealized +2.0%
TIFFANY & CO NEW 0.2%
Value $11.28M Shares 117,100 Est. Cost $77.08 Unrealized
PRGO PERRIGO CO PLC 0.2%
Value $11.26M Shares 75,000 Est. Cost $153.79 Unrealized -3.0%
DISCOVERY COMMUNICATNS NEW 0.2%
Value $11.19M Shares 300,100 Est. Cost $37.28 Unrealized
D DOMINION RES INC VA NEW 0.2%
Value $11.05M Shares 160,000 Est. Cost $34.53 Unrealized +23.4%
PEG PUBLIC SVC ENTERPRISE GROUP 0.1%
Value $10.8M Shares 290,000 Est. Cost $21.73 Unrealized +13.9%
GM GENERAL MTRS CO 0.1%
Value $10.8M Shares 338,000 Est. Cost $26.35 Unrealized +0.6%
CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.1%
Value $9.939M Shares 222,000 Est. Cost $41.72 Unrealized 0.0%
CNQ CANADIAN NAT RES LTD 0.1%
Value $9.415M Shares 242,400 Est. Cost $10.48 Unrealized +23.4%
ULTRA PETROLEUM CORP 0.1%
Value $9.195M Shares 395,300 Est. Cost $19.82 Unrealized
HEWLETT PACKARD CO 0.1%
Value $8.546M Shares 240,945 Est. Cost $24.80 Unrealized
SOUTHWESTERN ENERGY CO 0.1%
Value $8.465M Shares 242,200 Est. Cost $36.83 Unrealized
ALTERA CORP 0.1%
Value $8.308M Shares 232,210 Est. Cost $32.99 Unrealized
SHIRE PLC 0.1%
Value $7.875M Shares 30,400 Est. Cost $259.05 Unrealized
TWENTY FIRST CENTY FOX INC 0.1%
Value $7.201M Shares 210,000 Est. Cost $34.29 Unrealized
RAYTHEON CO 0.1%
Value $7.113M Shares 70,000 Est. Cost $66.12 Unrealized
STKL SUNOPTA INC 0.1%
Value $7.071M Shares 585,800 Est. Cost $7.49 Unrealized +75.9%
PCAR PACCAR INC 0.1%
Value $7.018M Shares 123,400 Est. Cost $21.67 Unrealized +24.9%
ACWX ISHARES 0.1%
Value $6.822M Shares 150,000 Est. Cost $40.71 Unrealized
MYLAN INC 0.1%
Value $6.805M Shares 149,600 Est. Cost $48.83 Unrealized
ADP AUTOMATIC DATA PROCESSING IN 0.1%
Value $6.563M Shares 79,000 Est. Cost $45.09 Unrealized +24.8%
HCA HCA HOLDINGS INC 0.1%
Value $6.347M Shares 90,000 Est. Cost $49.04 Unrealized +25.3%
CRM SALESFORCE COM INC 0.1%
Value $5.949M Shares 103,400 Est. Cost $53.37 Unrealized +4.3%
MMM 3M CO 0.1%
Value $5.866M Shares 41,400 Est. Cost $61.26 Unrealized +36.3%
DHR DANAHER CORP DEL 0.1%
Value $5.774M Shares 76,000 Est. Cost $25.01 Unrealized +24.6%
MS MORGAN STANLEY 0.1%
Value $5.531M Shares 160,000 Est. Cost $17.33 Unrealized +42.1%
RSG REPUBLIC SVCS INC 0.1%
Value $5.105M Shares 130,825 Est. Cost $26.37 Unrealized +18.2%
TXT TEXTRON INC 0.1%
Value $5.085M Shares 141,300 Est. Cost $26.70 Unrealized +38.3%
OIS OIL STS INTL INC 0.1%
Value $4.952M Shares 80,000 Est. Cost $51.03 Unrealized +23.0%
ISHARES TR 0.1%
Value $4.845M Shares 250,000 Est. Cost $19.38 Unrealized
IDXX IDEXX LABS INC 0.1%
Value $4.516M Shares 38,327 Est. Cost $43.69 Unrealized +44.7%
CCL CARNIVAL CORP 0.1%
Value $4.419M Shares 110,000 Est. Cost $27.66 Unrealized +15.7%
DISCOVERY COMMUNICATNS NEW 0.1%
Value $4.347M Shares 115,000 Est. Cost $78.19 Unrealized
SIRONA DENTAL SYSTEMS INC 0.0%
Value $3.305M Shares 43,100 Est. Cost $65.88 Unrealized
BABA ALIBABA GROUP HLDG LTD 0.0%
Value $2.754M Shares 31,000 Est. Cost $88.84 Unrealized
EPOL ISHARES TR 0.0%
Value $2.556M Shares 90,000 Est. Cost $30.04 Unrealized
EIX EDISON INTL 0.0%
Value $2.237M Shares 40,000 Est. Cost $29.82 Unrealized +23.4%
JXI ISHARES 0.0%
Value $1.996M Shares 41,800 Est. Cost $42.04 Unrealized
DNOW NOW INC 0.0%
Value $1.756M Shares 57,747 Est. Cost $33.70 Unrealized -2.8%
FXI ISHARES TR 0.0%
Value $1.543M Shares 40,300 Est. Cost $32.52 Unrealized
CITRIX SYS INC 0.0%
Value $1.527M Shares 21,400 Est. Cost $65.68 Unrealized
GXC SPDR INDEX SHS FDS 0.0%
Value $1.226M Shares 16,000 Est. Cost $64.13 Unrealized
NUE NUCOR CORP 0.0%
Value $814K Shares 15,000 Est. Cost $32.41 Unrealized +23.5%
DELCATH SYS INC 0.0%
Value $6,000 Shares 3,125 Est. Cost $2.56 Unrealized