FACTORY MUTUAL INSURANCE CO Diversified Active

Location: Waltham, MA

CIK: 0000887818 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Oct 26, 2016

Total Value: $8.087B (100.0% shares, 0.0% debt)

Holdings (177)

AAPL APPLE INC 3.0%
Value $246M Shares 2,174,300 Est. Cost $18.03 Unrealized +34.4%
VEU VANGUARD INTL EQUITY INDEX F 2.8%
Value $225M Shares 4,960,000 Est. Cost $46.21 Unrealized
JPM JPMORGAN CHASE & CO 2.4%
Value $193M Shares 2,893,550 Est. Cost $36.70 Unrealized +38.5%
AMZN AMAZON COM INC 1.9%
Value $154M Shares 183,500 Est. Cost $14.38 Unrealized +166.2%
GOOG ALPHABET INC 1.8%
Value $148M Shares 190,057 Est. Cost $35.65 Unrealized +5.7%
XOM EXXON MOBIL CORP 1.8%
Value $145M Shares 1,660,379 Est. Cost $53.79 Unrealized +8.8%
MSFT MICROSOFT CORP 1.7%
Value $135M Shares 2,335,900 Est. Cost $27.65 Unrealized +81.9%
PG PROCTER AND GAMBLE CO 1.6%
Value $132M Shares 1,467,862 Est. Cost $55.05 Unrealized +22.6%
ALLERGAN PLC 1.6%
Value $128M Shares 555,800 Est. Cost $269.63 Unrealized
CVS CVS HEALTH CORP 1.5%
Value $120M Shares 1,343,000 Est. Cost $45.08 Unrealized +57.2%
C CITIGROUP INC 1.4%
Value $110M Shares 2,332,869 Est. Cost $35.40 Unrealized -3.6%
JNJ JOHNSON & JOHNSON 1.3%
Value $108M Shares 914,300 Est. Cost $59.94 Unrealized +56.1%
META FACEBOOK INC 1.3%
Value $107M Shares 837,000 Est. Cost $70.74 Unrealized +74.3%
DIS DISNEY WALT CO 1.3%
Value $107M Shares 1,149,500 Est. Cost $59.67 Unrealized +49.0%
VGK VANGUARD INTL EQUITY INDEX F 1.3%
Value $105M Shares 2,145,000 Est. Cost $48.94 Unrealized
SLB SCHLUMBERGER LTD 1.3%
Value $103M Shares 1,307,003 Est. Cost $57.30 Unrealized +5.9%
CSCO CISCO SYS INC 1.2%
Value $100M Shares 3,164,400 Est. Cost $15.96 Unrealized +44.5%
CVX CHEVRON CORP NEW 1.2%
Value $97.14M Shares 943,800 Est. Cost $70.56 Unrealized -3.0%
PM PHILIP MORRIS INTL INC 1.2%
Value $96.32M Shares 990,700 Est. Cost $49.65 Unrealized +25.4%
VPL VANGUARD INTL EQUITY INDEX F 1.2%
Value $95.11M Shares 1,570,000 Est. Cost $57.22 Unrealized
GOOGL ALPHABET INC 1.2%
Value $93.83M Shares 116,700 Est. Cost $36.54 Unrealized +6.2%
WFC WELLS FARGO & CO NEW 1.2%
Value $93.82M Shares 2,118,755 Est. Cost $27.36 Unrealized +34.6%
UNP UNION PAC CORP 1.1%
Value $91.42M Shares 937,379 Est. Cost $74.69 Unrealized +1.7%
BRK/B BERKSHIRE HATHAWAY INC DEL 1.1%
Value $91.16M Shares 631,000 Est. Cost $112.53 Unrealized +30.0%
ORCL ORACLE CORP 1.1%
Value $90.69M Shares 2,308,920 Est. Cost $30.54 Unrealized +16.0%
PEP PEPSICO INC 1.1%
Value $90.67M Shares 833,600 Est. Cost $57.08 Unrealized +42.0%
GENERAL ELECTRIC CO 1.1%
Value $90.19M Shares 3,044,850 Est. Cost $23.60 Unrealized
CMCSA COMCAST CORP NEW 1.1%
Value $89.89M Shares 1,355,000 Est. Cost $16.76 Unrealized +58.8%
VPU VANGUARD WORLD FDS 1.1%
Value $89.69M Shares 838,500 Est. Cost $89.62 Unrealized
QCOM QUALCOMM INC 1.1%
Value $86.56M Shares 1,263,700 Est. Cost $41.78 Unrealized +12.3%
MDT MEDTRONIC PLC 1.1%
Value $85.42M Shares 988,720 Est. Cost $58.07 Unrealized +18.4%
PFE PFIZER INC 1.0%
Value $82.17M Shares 2,425,897 Est. Cost $16.56 Unrealized +34.4%
T AT&T INC 1.0%
Value $80.39M Shares 1,979,466 Est. Cost $11.89 Unrealized +37.1%
USB US BANCORP DEL 1.0%
Value $80.01M Shares 1,865,500 Est. Cost $22.58 Unrealized +32.7%
HD HOME DEPOT INC 1.0%
Value $79.01M Shares 614,000 Est. Cost $61.25 Unrealized +73.6%
CELGENE CORP 1.0%
Value $77.53M Shares 741,700 Est. Cost $99.09 Unrealized
KO COCA COLA CO 0.9%
Value $76.3M Shares 1,802,900 Est. Cost $27.82 Unrealized +17.0%
HON HONEYWELL INTL INC 0.9%
Value $73.8M Shares 633,000 Est. Cost $57.74 Unrealized +49.0%
BROADCOM LTD 0.9%
Value $73.43M Shares 425,606 Est. Cost $154.72 Unrealized
VZ VERIZON COMMUNICATIONS INC 0.9%
Value $71.68M Shares 1,378,966 Est. Cost $26.93 Unrealized +22.2%
BAC BANK AMER CORP 0.9%
Value $69.94M Shares 4,468,849 Est. Cost $10.73 Unrealized +12.5%
GS GOLDMAN SACHS GROUP INC 0.9%
Value $69.93M Shares 433,600 Est. Cost $128.00 Unrealized +4.5%
LOW LOWES COS INC 0.9%
Value $69.63M Shares 964,200 Est. Cost $47.20 Unrealized +38.6%
TMO THERMO FISHER SCIENTIFIC INC 0.8%
Value $66.68M Shares 419,200 Est. Cost $87.99 Unrealized +70.6%
NKE NIKE INC 0.8%
Value $65.63M Shares 1,246,600 Est. Cost $44.23 Unrealized +13.1%
V VISA INC 0.8%
Value $65.15M Shares 787,800 Est. Cost $61.03 Unrealized +22.9%
VWO VANGUARD INTL EQUITY INDEX F 0.8%
Value $63.03M Shares 1,675,000 Est. Cost $38.38 Unrealized
EWG ISHARES 0.8%
Value $61.73M Shares 2,350,000 Est. Cost $26.27 Unrealized
PRAXAIR INC 0.7%
Value $59.33M Shares 491,000 Est. Cost $114.77 Unrealized
TE CONNECTIVITY LTD 0.7%
Value $59.14M Shares 918,619 Est. Cost $64.38 Unrealized
ZBH ZIMMER BIOMET HLDGS INC 0.7%
Value $59.12M Shares 454,704 Est. Cost $76.90 Unrealized +48.8%
MCK MCKESSON CORP 0.7%
Value $57.34M Shares 343,900 Est. Cost $128.95 Unrealized +34.2%
FDX FEDEX CORP 0.7%
Value $56.23M Shares 321,900 Est. Cost $87.13 Unrealized +61.7%
DVN DEVON ENERGY CORP NEW 0.7%
Value $54.74M Shares 1,241,000 Est. Cost $22.14 Unrealized +29.1%
MRK MERCK & CO INC 0.6%
Value $52.11M Shares 834,970 Est. Cost $30.39 Unrealized +43.9%
LEN LENNAR CORP 0.6%
Value $51.91M Shares 1,226,000 Est. Cost $35.24 Unrealized +14.6%
MONSANTO CO NEW 0.6%
Value $51.24M Shares 501,400 Est. Cost $102.14 Unrealized
UNITED TECHNOLOGIES CORP 0.6%
Value $51.1M Shares 502,952 Est. Cost $96.19 Unrealized
ANADARKO PETE CORP 0.6%
Value $50.75M Shares 801,000 Est. Cost $53.53 Unrealized
EXPRESS SCRIPTS HLDG CO 0.6%
Value $50.11M Shares 710,488 Est. Cost $66.75 Unrealized
DU PONT E I DE NEMOURS & CO 0.6%
Value $49.92M Shares 745,400 Est. Cost $59.15 Unrealized
SPG SIMON PPTY GROUP INC NEW 0.6%
Value $49.84M Shares 240,750 Est. Cost $88.49 Unrealized +50.2%
CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.6%
Value $49.62M Shares 1,040,000 Est. Cost $48.20 Unrealized +4.6%
SBUX STARBUCKS CORP 0.6%
Value $48.61M Shares 897,800 Est. Cost $37.47 Unrealized +22.3%
EWA ISHARES 0.6%
Value $48.59M Shares 2,325,000 Est. Cost $22.59 Unrealized
ACWX ISHARES TR 0.6%
Value $47.29M Shares 1,140,000 Est. Cost $39.48 Unrealized
UNH UNITEDHEALTH GROUP INC 0.6%
Value $46.14M Shares 329,600 Est. Cost $68.11 Unrealized +76.9%
BLACKSTONE GROUP L P 0.6%
Value $46.07M Shares 1,804,600 Est. Cost $24.44 Unrealized
WYNDHAM WORLDWIDE CORP 0.5%
Value $43.4M Shares 644,600 Est. Cost $63.66 Unrealized
BA BOEING CO 0.5%
Value $43.08M Shares 327,000 Est. Cost $96.65 Unrealized +25.0%
ETN EATON CORP PLC 0.5%
Value $42.35M Shares 644,547 Est. Cost $46.87 Unrealized +12.9%
AMT AMERICAN TOWER CORP NEW 0.5%
Value $42.02M Shares 370,800 Est. Cost $59.69 Unrealized +51.4%
ABBV ABBVIE INC 0.5%
Value $41.58M Shares 659,200 Est. Cost $32.49 Unrealized +35.2%
TRV TRAVELERS COMPANIES INC 0.5%
Value $40.63M Shares 354,682 Est. Cost $63.44 Unrealized +50.2%
WELL WELLTOWER INC 0.5%
Value $40.6M Shares 543,000 Est. Cost $44.72 Unrealized +20.8%
MO ALTRIA GROUP INC 0.5%
Value $40.31M Shares 637,600 Est. Cost $16.28 Unrealized +113.5%
ADBE ADOBE SYS INC 0.5%
Value $39.67M Shares 365,500 Est. Cost $87.29 Unrealized +15.0%
KMI KINDER MORGAN INC DEL 0.5%
Value $38.91M Shares 1,682,000 Est. Cost $12.24 Unrealized +6.7%
PHM PULTE GROUP INC 0.5%
Value $38.36M Shares 1,914,000 Est. Cost $16.36 Unrealized +13.4%
FLEX FLEX LTD 0.5%
Value $38.04M Shares 2,793,200 Est. Cost $9.71 Unrealized 0.0%
HESS CORP 0.5%
Value $37.64M Shares 702,000 Est. Cost $52.83 Unrealized
VSS VANGUARD INTL EQUITY INDEX F 0.5%
Value $37.45M Shares 376,300 Est. Cost $91.25 Unrealized
NOC NORTHROP GRUMMAN CORP 0.4%
Value $36.22M Shares 169,300 Est. Cost $71.96 Unrealized +158.8%
GILD GILEAD SCIENCES INC 0.4%
Value $35.68M Shares 451,000 Est. Cost $41.24 Unrealized +40.1%
ITW ILLINOIS TOOL WKS INC 0.4%
Value $35.41M Shares 295,500 Est. Cost $49.85 Unrealized +86.3%
LLY LILLY ELI & CO 0.4%
Value $34.62M Shares 431,300 Est. Cost $52.74 Unrealized +30.0%
MS MORGAN STANLEY 0.4%
Value $33.82M Shares 1,055,000 Est. Cost $21.09 Unrealized +8.3%
TXN TEXAS INSTRS INC 0.4%
Value $32.82M Shares 467,600 Est. Cost $36.63 Unrealized +43.8%
BIIB BIOGEN INC 0.4%
Value $32.77M Shares 104,700 Est. Cost $287.67 Unrealized +3.0%
COST COSTCO WHSL CORP NEW 0.4%
Value $32.48M Shares 213,000 Est. Cost $98.62 Unrealized +38.9%
MDLZ MONDELEZ INTL INC 0.4%
Value $31.75M Shares 723,200 Est. Cost $24.84 Unrealized +41.8%
INTC INTEL CORP 0.4%
Value $31.67M Shares 839,000 Est. Cost $18.03 Unrealized +58.7%
OXY OCCIDENTAL PETE CORP DEL 0.4%
Value $30.92M Shares 424,000 Est. Cost $52.79 Unrealized +8.7%
CIGNA CORPORATION 0.4%
Value $30.5M Shares 234,000 Est. Cost $102.04 Unrealized
MCD MCDONALDS CORP 0.4%
Value $29.97M Shares 259,800 Est. Cost $71.49 Unrealized +32.2%
CCI CROWN CASTLE INTL CORP NEW 0.4%
Value $29.56M Shares 313,764 Est. Cost $52.67 Unrealized +23.3%
OMC OMNICOM GROUP INC 0.4%
Value $29.16M Shares 343,100 Est. Cost $40.92 Unrealized +47.9%
MA MASTERCARD INCORPORATED 0.4%
Value $29.09M Shares 285,800 Est. Cost $71.20 Unrealized +27.6%
AMAT APPLIED MATLS INC 0.4%
Value $28.76M Shares 954,000 Est. Cost $20.55 Unrealized +22.2%
WMT WAL-MART STORES INC 0.3%
Value $28.19M Shares 390,892 Est. Cost $19.65 Unrealized +4.8%
ECL ECOLAB INC 0.3%
Value $28.01M Shares 230,100 Est. Cost $83.48 Unrealized +30.5%
ABT ABBOTT LABS 0.3%
Value $27.6M Shares 652,700 Est. Cost $28.85 Unrealized +25.3%
ADI ANALOG DEVICES INC 0.3%
Value $27.52M Shares 427,082 Est. Cost $41.23 Unrealized +25.7%
BMY BRISTOL MYERS SQUIBB CO 0.3%
Value $27.19M Shares 504,277 Est. Cost $33.95 Unrealized +35.9%
KRE SPDR SERIES TRUST 0.3%
Value $27.05M Shares 640,000 Est. Cost $33.88 Unrealized
VFC V F CORP 0.3%
Value $26.89M Shares 479,800 Est. Cost $53.40 Unrealized +8.1%
VRTX VERTEX PHARMACEUTICALS INC 0.3%
Value $26.26M Shares 301,100 Est. Cost $89.85 Unrealized +5.2%
UAL UNITED CONTL HLDGS INC 0.3%
Value $25.62M Shares 488,300 Est. Cost $48.11 Unrealized 0.0%
PRICELINE GRP INC 0.3%
Value $25.31M Shares 17,200 Est. Cost $1248.43 Unrealized
TWENTY FIRST CENTY FOX INC 0.3%
Value $24.9M Shares 1,028,000 Est. Cost $30.33 Unrealized
KIE SPDR SERIES TRUST 0.3%
Value $24.44M Shares 329,800 Est. Cost $55.53 Unrealized
ENVISION HEALTHCARE HLDGS IN 0.3%
Value $24.22M Shares 1,087,700 Est. Cost $24.03 Unrealized
PEG PUBLIC SVC ENTERPRISE GROUP 0.3%
Value $24.2M Shares 578,000 Est. Cost $25.22 Unrealized +26.3%
AETNA INC NEW 0.3%
Value $23.32M Shares 202,000 Est. Cost $68.31 Unrealized
AMGN AMGEN INC 0.3%
Value $22.65M Shares 135,800 Est. Cost $88.47 Unrealized +44.4%
ACN ACCENTURE PLC IRELAND 0.3%
Value $20.59M Shares 168,500 Est. Cost $98.18 Unrealized 0.0%
ZTS ZOETIS INC 0.3%
Value $20.58M Shares 395,762 Est. Cost $30.17 Unrealized +56.1%
WDC WESTERN DIGITAL CORP 0.3%
Value $20.24M Shares 346,200 Est. Cost $51.40 Unrealized -35.6%
EEM ISHARES TR 0.3%
Value $20.22M Shares 540,000 Est. Cost $38.50 Unrealized
AXP AMERICAN EXPRESS CO 0.3%
Value $20.22M Shares 315,700 Est. Cost $67.63 Unrealized -16.7%
KHC KRAFT HEINZ CO 0.2%
Value $19.94M Shares 222,733 Est. Cost $48.31 Unrealized +20.1%
WSM WILLIAMS SONOMA INC 0.2%
Value $19.67M Shares 385,000 Est. Cost $26.85 Unrealized -22.1%
SPIRIT AEROSYSTEMS HLDGS INC 0.2%
Value $19.57M Shares 439,400 Est. Cost $25.38 Unrealized
PNC PNC FINL SVCS GROUP INC 0.2%
Value $19.31M Shares 214,300 Est. Cost $47.77 Unrealized +32.5%
MU MICRON TECHNOLOGY INC 0.2%
Value $18.85M Shares 1,060,000 Est. Cost $21.18 Unrealized -29.7%
NSC NORFOLK SOUTHERN CORP 0.2%
Value $17.5M Shares 180,300 Est. Cost $58.27 Unrealized +29.0%
CL COLGATE PALMOLIVE CO 0.2%
Value $17.3M Shares 233,400 Est. Cost $44.38 Unrealized +33.8%
ISRG INTUITIVE SURGICAL INC 0.2%
Value $16.6M Shares 22,900 Est. Cost $55.04 Unrealized +39.1%
VLO VALERO ENERGY CORP NEW 0.2%
Value $15.63M Shares 295,000 Est. Cost $27.69 Unrealized +32.6%
BSX BOSTON SCIENTIFIC CORP 0.2%
Value $15.47M Shares 650,000 Est. Cost $16.56 Unrealized +44.0%
SPDR SERIES TRUST 0.2%
Value $15.04M Shares 391,000 Est. Cost $35.95 Unrealized
RAYTHEON CO 0.2%
Value $14.97M Shares 110,000 Est. Cost $76.87 Unrealized
F FORD MTR CO DEL 0.2%
Value $14.92M Shares 1,236,000 Est. Cost $7.69 Unrealized -0.1%
ZBRA ZEBRA TECHNOLOGIES CORP 0.2%
Value $14.69M Shares 211,000 Est. Cost $58.96 Unrealized +4.3%
XBI SPDR SERIES TRUST 0.2%
Value $14.58M Shares 219,900 Est. Cost $78.59 Unrealized
XLP SELECT SECTOR SPDR TR 0.2%
Value $14.31M Shares 269,000 Est. Cost $48.92 Unrealized
ELV ANTHEM INC 0.2%
Value $12.97M Shares 103,500 Est. Cost $118.28 Unrealized -3.9%
AKAM AKAMAI TECHNOLOGIES INC 0.2%
Value $12.29M Shares 232,000 Est. Cost $53.52 Unrealized 0.0%
CRM SALESFORCE COM INC 0.1%
Value $12.03M Shares 168,600 Est. Cost $56.37 Unrealized +36.7%
D DOMINION RES INC VA NEW 0.1%
Value $11.88M Shares 160,000 Est. Cost $34.53 Unrealized +46.6%
HCA HCA HOLDINGS INC 0.1%
Value $11.34M Shares 150,000 Est. Cost $55.87 Unrealized +27.4%
PYPL PAYPAL HLDGS INC 0.1%
Value $11.27M Shares 275,000 Est. Cost $36.05 Unrealized +6.4%
GM GENERAL MTRS CO 0.1%
Value $10.53M Shares 331,400 Est. Cost $26.56 Unrealized -2.7%
DE DEERE & CO 0.1%
Value $10.24M Shares 120,000 Est. Cost $68.04 Unrealized +3.4%
STKL SUNOPTA INC 0.1%
Value $9.686M Shares 1,371,900 Est. Cost $8.87 Unrealized -31.6%
DHR DANAHER CORP DEL 0.1%
Value $9.642M Shares 123,000 Est. Cost $29.38 Unrealized +128.9%
AZO AUTOZONE INC 0.1%
Value $9.604M Shares 12,500 Est. Cost $733.13 Unrealized +6.2%
CAT CATERPILLAR INC DEL 0.1%
Value $9.321M Shares 105,000 Est. Cost $61.61 Unrealized +7.1%
EBAY EBAY INC 0.1%
Value $9.048M Shares 275,000 Est. Cost $19.86 Unrealized +35.3%
STERICYCLE INC 0.1%
Value $8.655M Shares 108,000 Est. Cost $96.13 Unrealized
CMG CHIPOTLE MEXICAN GRILL INC 0.1%
Value $8.47M Shares 20,000 Est. Cost $12.23 Unrealized -32.8%
ALCOA INC 0.1%
Value $8.112M Shares 800,000 Est. Cost $10.87 Unrealized
RESTORATION HARDWARE HLDGS I 0.1%
Value $8.019M Shares 231,900 Est. Cost $66.95 Unrealized
JCI JOHNSON CTLS INTL PLC 0.1%
Value $7.999M Shares 171,900 Est. Cost $33.21 Unrealized 0.0%
DISCOVERY COMMUNICATNS NEW 0.1%
Value $7.367M Shares 280,000 Est. Cost $37.28 Unrealized
MMM 3M CO 0.1%
Value $7.296M Shares 41,400 Est. Cost $61.26 Unrealized +78.2%
ADP AUTOMATIC DATA PROCESSING IN 0.1%
Value $6.968M Shares 79,000 Est. Cost $45.09 Unrealized +64.3%
PRGO PERRIGO CO PLC 0.1%
Value $6.878M Shares 74,496 Est. Cost $151.98 Unrealized -39.4%
WEATHERFORD INTL PLC 0.1%
Value $6.742M Shares 1,199,700 Est. Cost $11.88 Unrealized
BAKER HUGHES INC 0.1%
Value $6.309M Shares 125,000 Est. Cost $55.26 Unrealized
CERNER CORP 0.1%
Value $5.798M Shares 93,900 Est. Cost $59.74 Unrealized
TXT TEXTRON INC 0.1%
Value $5.617M Shares 141,300 Est. Cost $26.70 Unrealized +45.6%
IBM INTERNATIONAL BUSINESS MACHS 0.1%
Value $5.274M Shares 33,200 Est. Cost $118.94 Unrealized -14.4%
TJX TJX COS INC NEW 0.1%
Value $5.235M Shares 70,000 Est. Cost $34.29 Unrealized 0.0%
MPC MARATHON PETE CORP 0.1%
Value $5.074M Shares 125,000 Est. Cost $38.07 Unrealized -20.3%
CDNS CADENCE DESIGN SYSTEM INC 0.1%
Value $4.468M Shares 175,000 Est. Cost $14.08 Unrealized +77.6%
FCX FREEPORT-MCMORAN INC 0.0%
Value $3.968M Shares 365,400 Est. Cost $19.97 Unrealized -47.8%
DISCOVERY COMMUNICATNS NEW 0.0%
Value $3.5M Shares 130,000 Est. Cost $56.13 Unrealized
CCL CARNIVAL CORP 0.0%
Value $3.417M Shares 70,000 Est. Cost $27.66 Unrealized +48.4%
FTV FORTIVE CORP 0.0%
Value $3.13M Shares 61,500 Est. Cost $30.87 Unrealized 0.0%
ALEXION PHARMACEUTICALS INC 0.0%
Value $2.818M Shares 23,000 Est. Cost $185.04 Unrealized
EMR EMERSON ELEC CO 0.0%
Value $2.775M Shares 50,900 Est. Cost $41.65 Unrealized +1.5%
BFH ALLIANCE DATA SYSTEMS CORP 0.0%
Value $2.51M Shares 11,700 Est. Cost $186.69 Unrealized -21.2%
REXNORD CORP NEW 0.0%
Value $2.472M Shares 115,473 Est. Cost $25.73 Unrealized
CAH CARDINAL HEALTH INC 0.0%
Value $1.709M Shares 22,000 Est. Cost $61.18 Unrealized +0.5%
HUM HUMANA INC 0.0%
Value $1.663M Shares 9,400 Est. Cost $160.08 Unrealized +0.3%
BRISTOW GROUP INC 0.0%
Value $673K Shares 48,000 Est. Cost $45.23 Unrealized