FACTORY MUTUAL INSURANCE CO Diversified Active

CIK: 0000887818 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: Apr 21, 2017

Total Value ($000): $8,442,809 (100.0% shares, 0.0% debt)

Holdings (166)

AAPL APPLE INC 3.3%
Value ($000) $279,893 Shares 1,948,300 Est. Cost $18.03 Unrealized +68.8%
VEU VANGUARD INTL EQUITY INDEX F 2.9%
Value ($000) $246,803 Shares 5,160,000 Est. Cost $46.14 Unrealized
JPM JPMORGAN CHASE & CO 2.6%
Value ($000) $215,423 Shares 2,452,450 Est. Cost $36.70 Unrealized +89.8%
GOOG ALPHABET INC 2.0%
Value ($000) $164,715 Shares 198,557 Est. Cost $35.78 Unrealized +13.8%
AMZN AMAZON COM INC 1.9%
Value ($000) $162,679 Shares 183,500 Est. Cost $14.38 Unrealized +189.8%
MSFT MICROSOFT CORP 1.8%
Value ($000) $153,843 Shares 2,335,900 Est. Cost $27.65 Unrealized +109.2%
C CITIGROUP INC 1.8%
Value ($000) $148,047 Shares 2,474,869 Est. Cost $35.70 Unrealized +25.1%
META FACEBOOK INC 1.6%
Value ($000) $139,209 Shares 980,000 Est. Cost $78.93 Unrealized +68.1%
XOM EXXON MOBIL CORP 1.6%
Value ($000) $133,913 Shares 1,632,879 Est. Cost $53.79 Unrealized +4.3%
DIS DISNEY WALT CO 1.5%
Value ($000) $125,693 Shares 1,108,500 Est. Cost $59.67 Unrealized +72.6%
PG PROCTER AND GAMBLE CO 1.5%
Value ($000) $122,903 Shares 1,367,862 Est. Cost $55.05 Unrealized +27.2%
ALLERGAN PLC 1.4%
Value ($000) $121,300 Shares 507,700 Est. Cost $264.45 Unrealized
JNJ JOHNSON & JOHNSON 1.3%
Value ($000) $113,876 Shares 914,300 Est. Cost $59.94 Unrealized +55.8%
VGK VANGUARD INTL EQUITY INDEX F 1.3%
Value ($000) $110,618 Shares 2,145,000 Est. Cost $48.94 Unrealized
CVS CVS HEALTH CORP 1.3%
Value ($000) $110,332 Shares 1,405,500 Est. Cost $46.59 Unrealized +30.1%
BRK/B BERKSHIRE HATHAWAY INC DEL 1.2%
Value ($000) $105,175 Shares 631,000 Est. Cost $112.53 Unrealized +48.7%
CSCO CISCO SYS INC 1.2%
Value ($000) $103,576 Shares 3,064,400 Est. Cost $15.96 Unrealized +54.9%
HD HOME DEPOT INC 1.2%
Value ($000) $101,900 Shares 694,000 Est. Cost $66.11 Unrealized +73.0%
CMCSA COMCAST CORP NEW 1.2%
Value ($000) $101,869 Shares 2,710,000 Est. Cost $23.34 Unrealized +28.2%
SLB SCHLUMBERGER LTD 1.2%
Value ($000) $101,296 Shares 1,297,003 Est. Cost $57.43 Unrealized +10.3%
CELGENE CORP 1.2%
Value ($000) $100,378 Shares 806,700 Est. Cost $100.76 Unrealized
PM PHILIP MORRIS INTL INC 1.2%
Value ($000) $100,120 Shares 886,800 Est. Cost $49.65 Unrealized +32.1%
GOOGL ALPHABET INC 1.2%
Value ($000) $98,938 Shares 116,700 Est. Cost $36.54 Unrealized +14.2%
PFE PFIZER INC 1.2%
Value ($000) $98,385 Shares 2,875,897 Est. Cost $17.20 Unrealized +24.4%
HON HONEYWELL INTL INC 1.2%
Value ($000) $97,972 Shares 784,600 Est. Cost $63.05 Unrealized +45.8%
UNP UNION PAC CORP 1.1%
Value ($000) $96,057 Shares 906,879 Est. Cost $74.69 Unrealized +17.3%
VPU VANGUARD WORLD FDS 1.1%
Value ($000) $94,215 Shares 836,500 Est. Cost $89.62 Unrealized
WFC WELLS FARGO & CO NEW 1.1%
Value ($000) $93,606 Shares 1,681,755 Est. Cost $27.36 Unrealized +62.1%
PEP PEPSICO INC 1.1%
Value ($000) $93,247 Shares 833,600 Est. Cost $57.08 Unrealized +43.5%
CVX CHEVRON CORP NEW 1.1%
Value ($000) $91,458 Shares 851,800 Est. Cost $70.56 Unrealized +8.8%
VPL VANGUARD INTL EQUITY INDEX F 1.1%
Value ($000) $89,857 Shares 1,420,000 Est. Cost $57.22 Unrealized
GENERAL ELECTRIC CO 1.0%
Value ($000) $88,085 Shares 2,955,850 Est. Cost $23.60 Unrealized
BAC BANK AMER CORP 1.0%
Value ($000) $87,043 Shares 3,689,849 Est. Cost $10.73 Unrealized +80.7%
T AT&T INC 1.0%
Value ($000) $85,987 Shares 2,069,466 Est. Cost $12.04 Unrealized +39.0%
ORCL ORACLE CORP 1.0%
Value ($000) $85,157 Shares 1,908,920 Est. Cost $30.73 Unrealized +18.7%
MDT MEDTRONIC PLC 1.0%
Value ($000) $82,874 Shares 1,028,720 Est. Cost $58.24 Unrealized +7.1%
GS GOLDMAN SACHS GROUP INC 1.0%
Value ($000) $80,425 Shares 350,100 Est. Cost $128.00 Unrealized +56.3%
IJH ISHARES TR 0.9%
Value ($000) $77,049 Shares 450,000 Est. Cost $165.43 Unrealized
KO COCA COLA CO 0.9%
Value ($000) $76,514 Shares 1,802,900 Est. Cost $27.82 Unrealized +13.3%
V VISA INC 0.9%
Value ($000) $73,566 Shares 827,800 Est. Cost $61.99 Unrealized +30.5%
BROADCOM LTD 0.9%
Value ($000) $72,531 Shares 331,252 Est. Cost $154.72 Unrealized
USB US BANCORP DEL 0.8%
Value ($000) $71,760 Shares 1,393,400 Est. Cost $22.72 Unrealized +67.6%
TMO THERMO FISHER SCIENTIFIC INC 0.8%
Value ($000) $68,997 Shares 449,200 Est. Cost $91.72 Unrealized +62.7%
NKE NIKE INC 0.8%
Value ($000) $68,192 Shares 1,223,600 Est. Cost $44.23 Unrealized +11.4%
FDX FEDEX CORP 0.8%
Value ($000) $67,990 Shares 348,400 Est. Cost $92.74 Unrealized +78.1%
VZ VERIZON COMMUNICATIONS INC 0.8%
Value ($000) $67,225 Shares 1,378,966 Est. Cost $26.93 Unrealized +16.7%
CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.8%
Value ($000) $66,782 Shares 1,122,000 Est. Cost $48.09 Unrealized +6.0%
VWO VANGUARD INTL EQUITY INDEX F 0.8%
Value ($000) $66,531 Shares 1,675,000 Est. Cost $38.38 Unrealized
UNITED TECHNOLOGIES CORP 0.8%
Value ($000) $64,178 Shares 571,952 Est. Cost $97.97 Unrealized
ZBH ZIMMER BIOMET HLDGS INC 0.8%
Value ($000) $63,339 Shares 518,704 Est. Cost $79.68 Unrealized +32.3%
DU PONT E I DE NEMOURS & CO 0.7%
Value ($000) $62,127 Shares 773,400 Est. Cost $60.00 Unrealized
MONSANTO CO NEW 0.7%
Value ($000) $60,211 Shares 531,900 Est. Cost $102.69 Unrealized
QCOM QUALCOMM INC 0.7%
Value ($000) $59,960 Shares 1,045,700 Est. Cost $41.78 Unrealized +8.9%
PRAXAIR INC 0.7%
Value ($000) $57,046 Shares 481,000 Est. Cost $114.93 Unrealized
UNH UNITEDHEALTH GROUP INC 0.7%
Value ($000) $56,518 Shares 344,600 Est. Cost $71.33 Unrealized +99.2%
SBUX STARBUCKS CORP 0.7%
Value ($000) $55,985 Shares 958,800 Est. Cost $37.99 Unrealized +23.2%
LEN LENNAR CORP 0.7%
Value ($000) $55,694 Shares 1,088,000 Est. Cost $35.29 Unrealized +17.3%
BLACKSTONE GROUP L P 0.6%
Value ($000) $54,725 Shares 1,842,600 Est. Cost $24.87 Unrealized
MO ALTRIA GROUP INC 0.6%
Value ($000) $54,108 Shares 757,600 Est. Cost $19.63 Unrealized +96.5%
MCK MCKESSON CORP 0.6%
Value ($000) $53,996 Shares 364,200 Est. Cost $129.47 Unrealized +5.4%
MRK MERCK & CO INC 0.6%
Value ($000) $52,482 Shares 825,970 Est. Cost $30.39 Unrealized +51.6%
BA BOEING CO 0.6%
Value ($000) $52,173 Shares 295,000 Est. Cost $96.65 Unrealized +64.3%
KIE SPDR SERIES TRUST 0.6%
Value ($000) $51,805 Shares 602,800 Est. Cost $69.30 Unrealized
AMT AMERICAN TOWER CORP NEW 0.6%
Value ($000) $51,752 Shares 425,800 Est. Cost $63.13 Unrealized +39.2%
ACWX ISHARES TR 0.6%
Value ($000) $49,727 Shares 1,140,000 Est. Cost $39.48 Unrealized
EXPRESS SCRIPTS HLDG CO 0.6%
Value ($000) $49,333 Shares 748,488 Est. Cost $66.91 Unrealized
WYNDHAM WORLDWIDE CORP 0.6%
Value ($000) $46,747 Shares 554,600 Est. Cost $63.66 Unrealized
EWA ISHARES 0.5%
Value ($000) $45,785 Shares 2,025,000 Est. Cost $22.59 Unrealized
LOW LOWES COS INC 0.5%
Value ($000) $44,738 Shares 544,200 Est. Cost $47.20 Unrealized +37.7%
DVN DEVON ENERGY CORP NEW 0.5%
Value ($000) $44,265 Shares 1,061,000 Est. Cost $22.14 Unrealized +40.2%
ANADARKO PETE CORP 0.5%
Value ($000) $44,206 Shares 713,000 Est. Cost $53.65 Unrealized
TE CONNECTIVITY LTD 0.5%
Value ($000) $43,844 Shares 588,119 Est. Cost $64.38 Unrealized
ETN EATON CORP PLC 0.5%
Value ($000) $43,603 Shares 588,047 Est. Cost $46.87 Unrealized +25.9%
ADBE ADOBE SYS INC 0.5%
Value ($000) $43,073 Shares 331,000 Est. Cost $87.29 Unrealized +34.5%
SPG SIMON PPTY GROUP INC NEW 0.5%
Value ($000) $41,417 Shares 240,750 Est. Cost $88.49 Unrealized +26.0%
WELL WELLTOWER INC 0.5%
Value ($000) $40,793 Shares 576,000 Est. Cost $44.87 Unrealized +8.8%
MCD MCDONALDS CORP 0.5%
Value ($000) $40,413 Shares 311,800 Est. Cost $75.89 Unrealized +34.0%
NOC NORTHROP GRUMMAN CORP 0.5%
Value ($000) $40,266 Shares 169,300 Est. Cost $71.96 Unrealized +185.9%
ITW ILLINOIS TOOL WKS INC 0.5%
Value ($000) $39,145 Shares 295,500 Est. Cost $49.85 Unrealized +109.8%
AMAT APPLIED MATLS INC 0.5%
Value ($000) $38,667 Shares 994,000 Est. Cost $20.83 Unrealized +56.2%
TRV TRAVELERS COMPANIES INC 0.5%
Value ($000) $38,655 Shares 320,682 Est. Cost $63.44 Unrealized +55.9%
VSS VANGUARD INTL EQUITY INDEX F 0.5%
Value ($000) $38,628 Shares 376,300 Est. Cost $91.25 Unrealized
GILD GILEAD SCIENCES INC 0.5%
Value ($000) $38,035 Shares 560,000 Est. Cost $43.21 Unrealized +17.3%
CCI CROWN CASTLE INTL CORP NEW 0.4%
Value ($000) $37,759 Shares 399,764 Est. Cost $54.18 Unrealized +13.8%
HESS CORP 0.4%
Value ($000) $37,170 Shares 771,000 Est. Cost $53.72 Unrealized
TJX TJX COS INC NEW 0.4%
Value ($000) $35,231 Shares 445,500 Est. Cost $33.52 Unrealized +1.5%
ADI ANALOG DEVICES INC 0.4%
Value ($000) $35,000 Shares 427,082 Est. Cost $41.23 Unrealized +61.1%
TXN TEXAS INSTRS INC 0.4%
Value ($000) $34,849 Shares 432,600 Est. Cost $36.63 Unrealized +65.6%
MDLZ MONDELEZ INTL INC 0.4%
Value ($000) $34,601 Shares 803,200 Est. Cost $25.82 Unrealized +39.0%
CIGNA CORPORATION 0.4%
Value ($000) $34,279 Shares 234,000 Est. Cost $102.04 Unrealized
PHM PULTE GROUP INC 0.4%
Value ($000) $33,394 Shares 1,418,000 Est. Cost $16.36 Unrealized +19.0%
KMI KINDER MORGAN INC DEL 0.4%
Value ($000) $33,306 Shares 1,532,000 Est. Cost $12.24 Unrealized +11.4%
TWENTY FIRST CENTY FOX INC 0.4%
Value ($000) $33,297 Shares 1,028,000 Est. Cost $30.33 Unrealized
PRICELINE GRP INC 0.4%
Value ($000) $32,396 Shares 18,200 Est. Cost $1260.33 Unrealized
MA MASTERCARD INCORPORATED 0.4%
Value ($000) $32,144 Shares 285,800 Est. Cost $71.20 Unrealized +46.4%
COST COSTCO WHSL CORP NEW 0.4%
Value ($000) $32,113 Shares 191,500 Est. Cost $98.62 Unrealized +44.9%
UAL UNITED CONTL HLDGS INC 0.4%
Value ($000) $31,668 Shares 448,300 Est. Cost $48.11 Unrealized +50.2%
BMY BRISTOL MYERS SQUIBB CO 0.4%
Value ($000) $30,576 Shares 562,277 Est. Cost $34.80 Unrealized +14.7%
INTC INTEL CORP 0.4%
Value ($000) $30,263 Shares 839,000 Est. Cost $18.03 Unrealized +64.6%
VRTX VERTEX PHARMACEUTICALS INC 0.3%
Value ($000) $29,317 Shares 268,100 Est. Cost $88.86 Unrealized -0.9%
SPDR SERIES TRUST 0.3%
Value ($000) $29,231 Shares 1,455,000 Est. Cost $20.75 Unrealized
WDC WESTERN DIGITAL CORP 0.3%
Value ($000) $28,571 Shares 346,200 Est. Cost $50.96 Unrealized +0.6%
ABT ABBOTT LABS 0.3%
Value ($000) $26,322 Shares 592,700 Est. Cost $28.85 Unrealized +28.0%
PEG PUBLIC SVC ENTERPRISE GROUP 0.3%
Value ($000) $25,634 Shares 578,000 Est. Cost $25.22 Unrealized +29.1%
MS MORGAN STANLEY 0.3%
Value ($000) $25,532 Shares 596,000 Est. Cost $21.09 Unrealized +62.9%
SPIRIT AEROSYSTEMS HLDGS INC 0.3%
Value ($000) $25,450 Shares 439,400 Est. Cost $25.38 Unrealized
PNC PNC FINL SVCS GROUP INC 0.3%
Value ($000) $25,166 Shares 209,300 Est. Cost $47.77 Unrealized +91.1%
OXY OCCIDENTAL PETE CORP DEL 0.3%
Value ($000) $24,711 Shares 390,000 Est. Cost $52.79 Unrealized -1.3%
ENVISION HEALTHCARE CORP 0.3%
Value ($000) $24,325 Shares 396,691 Est. Cost $63.50 Unrealized
KRE SPDR SERIES TRUST 0.3%
Value ($000) $24,029 Shares 440,000 Est. Cost $33.88 Unrealized
VFC V F CORP 0.3%
Value ($000) $23,076 Shares 419,800 Est. Cost $53.14 Unrealized -7.2%
EWG ISHARES 0.3%
Value ($000) $23,000 Shares 800,000 Est. Cost $26.27 Unrealized
XBI SPDR SERIES TRUST 0.3%
Value ($000) $22,182 Shares 319,900 Est. Cost $72.48 Unrealized
BIIB BIOGEN INC 0.3%
Value ($000) $22,065 Shares 80,700 Est. Cost $287.67 Unrealized -1.7%
MU MICRON TECHNOLOGY INC 0.3%
Value ($000) $21,964 Shares 760,000 Est. Cost $21.18 Unrealized +12.5%
ECL ECOLAB INC 0.3%
Value ($000) $21,885 Shares 174,600 Est. Cost $83.48 Unrealized +33.0%
OMC OMNICOM GROUP INC 0.3%
Value ($000) $21,820 Shares 253,100 Est. Cost $40.92 Unrealized +52.6%
LLY LILLY ELI & CO 0.3%
Value ($000) $21,389 Shares 254,300 Est. Cost $52.74 Unrealized +31.8%
WMT WAL-MART STORES INC 0.2%
Value ($000) $20,751 Shares 287,892 Est. Cost $19.65 Unrealized +0.6%
KHC KRAFT HEINZ CO 0.2%
Value ($000) $20,227 Shares 222,733 Est. Cost $48.31 Unrealized +24.0%
ACN ACCENTURE PLC IRELAND 0.2%
Value ($000) $20,200 Shares 168,500 Est. Cost $98.18 Unrealized +5.9%
VLO VALERO ENERGY CORP NEW 0.2%
Value ($000) $19,556 Shares 295,000 Est. Cost $27.69 Unrealized +69.7%
ABBV ABBVIE INC 0.2%
Value ($000) $19,294 Shares 296,100 Est. Cost $32.49 Unrealized +33.8%
WSM WILLIAMS SONOMA INC 0.2%
Value ($000) $17,695 Shares 330,000 Est. Cost $26.85 Unrealized -26.3%
FLEX FLEX LTD 0.2%
Value ($000) $17,351 Shares 1,032,800 Est. Cost $9.71 Unrealized +23.4%
ZTS ZOETIS INC 0.2%
Value ($000) $17,338 Shares 324,857 Est. Cost $30.17 Unrealized +67.3%
CL COLGATE PALMOLIVE CO 0.2%
Value ($000) $17,083 Shares 233,400 Est. Cost $44.38 Unrealized +28.1%
ISRG INTUITIVE SURGICAL INC 0.2%
Value ($000) $16,479 Shares 21,500 Est. Cost $55.04 Unrealized +43.5%
RAYTHEON CO 0.2%
Value ($000) $15,250 Shares 100,000 Est. Cost $76.87 Unrealized
AKAM AKAMAI TECHNOLOGIES INC 0.2%
Value ($000) $14,567 Shares 244,000 Est. Cost $57.27 Unrealized +14.7%
F FORD MTR CO DEL 0.2%
Value ($000) $14,387 Shares 1,236,000 Est. Cost $7.69 Unrealized +1.2%
AMGN AMGEN INC 0.2%
Value ($000) $14,044 Shares 85,600 Est. Cost $88.47 Unrealized +43.8%
IJR ISHARES TR 0.2%
Value ($000) $13,832 Shares 200,000 Est. Cost $103.37 Unrealized
STKL SUNOPTA INC 0.2%
Value ($000) $13,817 Shares 1,987,900 Est. Cost $8.31 Unrealized -13.7%
BSX BOSTON SCIENTIFIC CORP 0.2%
Value ($000) $13,679 Shares 550,000 Est. Cost $16.56 Unrealized +46.8%
SPDR SERIES TRUST 0.2%
Value ($000) $13,553 Shares 362,000 Est. Cost $36.83 Unrealized
WEATHERFORD INTL PLC 0.2%
Value ($000) $13,166 Shares 1,979,700 Est. Cost $9.32 Unrealized
DE DEERE & CO 0.2%
Value ($000) $13,063 Shares 120,000 Est. Cost $68.04 Unrealized +38.7%
AETNA INC NEW 0.2%
Value ($000) $12,755 Shares 100,000 Est. Cost $68.31 Unrealized
D DOMINION RES INC VA NEW 0.1%
Value ($000) $12,411 Shares 160,000 Est. Cost $34.53 Unrealized +48.3%
AZO AUTOZONE INC 0.1%
Value ($000) $11,930 Shares 16,500 Est. Cost $738.44 Unrealized +0.3%
PYPL PAYPAL HLDGS INC 0.1%
Value ($000) $11,831 Shares 275,000 Est. Cost $36.05 Unrealized +15.8%
PIONEER NAT RES CO 0.1%
Value ($000) $11,733 Shares 63,000 Est. Cost $186.24 Unrealized
CRM SALESFORCE COM INC 0.1%
Value ($000) $10,773 Shares 130,600 Est. Cost $56.37 Unrealized +40.0%
CAT CATERPILLAR INC DEL 0.1%
Value ($000) $9,740 Shares 105,000 Est. Cost $61.61 Unrealized +26.1%
ELV ANTHEM INC 0.1%
Value ($000) $9,344 Shares 56,500 Est. Cost $118.28 Unrealized +19.6%
STERICYCLE INC 0.1%
Value ($000) $8,952 Shares 108,000 Est. Cost $96.13 Unrealized
CERNER CORP 0.1%
Value ($000) $8,470 Shares 143,900 Est. Cost $56.08 Unrealized
ADP AUTOMATIC DATA PROCESSING IN 0.1%
Value ($000) $8,089 Shares 79,000 Est. Cost $45.09 Unrealized +87.2%
MMM 3M CO 0.1%
Value ($000) $7,921 Shares 41,400 Est. Cost $61.26 Unrealized +85.5%
NSC NORFOLK SOUTHERN CORP 0.1%
Value ($000) $7,871 Shares 70,300 Est. Cost $58.27 Unrealized +67.8%
WRIGHT MED GROUP N V 0.1%
Value ($000) $7,484 Shares 240,500 Est. Cost $22.15 Unrealized
JCI JOHNSON CTLS INTL PLC 0.1%
Value ($000) $7,240 Shares 171,900 Est. Cost $33.21 Unrealized +3.9%
GM GENERAL MTRS CO 0.1%
Value ($000) $6,082 Shares 172,000 Est. Cost $26.56 Unrealized +16.5%
TXT TEXTRON INC 0.1%
Value ($000) $6,011 Shares 126,300 Est. Cost $26.70 Unrealized +78.5%
XLP SELECT SECTOR SPDR TR 0.1%
Value ($000) $5,731 Shares 105,000 Est. Cost $48.92 Unrealized
DISCOVERY COMMUNICATNS NEW 0.1%
Value ($000) $5,237 Shares 185,000 Est. Cost $37.28 Unrealized
CCL CARNIVAL CORP 0.0%
Value ($000) $4,124 Shares 70,000 Est. Cost $27.66 Unrealized +82.0%
DISCOVERY COMMUNICATNS NEW 0.0%
Value ($000) $3,782 Shares 130,000 Est. Cost $56.13 Unrealized
BFH ALLIANCE DATA SYSTEMS CORP 0.0%
Value ($000) $2,913 Shares 11,700 Est. Cost $186.69 Unrealized -12.1%
FCX FREEPORT-MCMORAN INC 0.0%
Value ($000) $2,672 Shares 200,000 Est. Cost $19.97 Unrealized -34.7%
REXNORD CORP NEW 0.0%
Value ($000) $2,665 Shares 115,473 Est. Cost $25.73 Unrealized
FTV FORTIVE CORP 0.0%
Value ($000) $2,288 Shares 38,000 Est. Cost $30.87 Unrealized +12.0%
MYLAN N V 0.0%
Value ($000) $1,794 Shares 46,000 Est. Cost $38.91 Unrealized
HUM HUMANA INC 0.0%
Value ($000) $1,319 Shares 6,400 Est. Cost $160.08 Unrealized +19.9%
HCA HCA HOLDINGS INC 0.0%
Value ($000) $1,157 Shares 13,000 Est. Cost $55.87 Unrealized +38.7%