FACTORY MUTUAL INSURANCE CO Diversified Active

CIK: 0000887818 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Jul 10, 2017

Total Value ($000): $8,645,773 (100.0% shares, 0.0% debt)

Holdings (165)

AAPL APPLE INC 3.2%
Value ($000) $273,177 Shares 1,896,800 Est. Cost $18.03 Unrealized +90.3%
VEU VANGUARD INTL EQUITY INDEX F 3.0%
Value ($000) $258,155 Shares 5,160,000 Est. Cost $46.14 Unrealized
JPM JPMORGAN CHASE & CO 2.7%
Value ($000) $235,122 Shares 2,572,450 Est. Cost $38.19 Unrealized +79.5%
GOOG ALPHABET INC 2.0%
Value ($000) $175,891 Shares 193,557 Est. Cost $35.78 Unrealized +27.0%
AMZN AMAZON COM INC 2.0%
Value ($000) $174,724 Shares 180,500 Est. Cost $14.38 Unrealized +231.8%
C CITIGROUP INC 1.9%
Value ($000) $164,316 Shares 2,456,869 Est. Cost $35.70 Unrealized +30.1%
MSFT MICROSOFT CORP 1.9%
Value ($000) $161,014 Shares 2,335,900 Est. Cost $27.65 Unrealized +125.4%
META FACEBOOK INC 1.7%
Value ($000) $146,148 Shares 968,000 Est. Cost $78.93 Unrealized +87.1%
XOM EXXON MOBIL CORP 1.5%
Value ($000) $131,823 Shares 1,632,879 Est. Cost $53.79 Unrealized +3.1%
DIS DISNEY WALT CO 1.5%
Value ($000) $125,748 Shares 1,183,500 Est. Cost $62.38 Unrealized +64.2%
ALLERGAN PLC 1.4%
Value ($000) $121,715 Shares 500,700 Est. Cost $264.45 Unrealized
PG PROCTER AND GAMBLE CO 1.4%
Value ($000) $119,209 Shares 1,367,862 Est. Cost $55.05 Unrealized +27.4%
JNJ JOHNSON & JOHNSON 1.4%
Value ($000) $119,167 Shares 900,800 Est. Cost $59.94 Unrealized +67.5%
CVS CVS HEALTH CORP 1.3%
Value ($000) $113,892 Shares 1,415,500 Est. Cost $46.59 Unrealized +29.5%
VGK VANGUARD INTL EQUITY INDEX F 1.3%
Value ($000) $112,761 Shares 2,045,000 Est. Cost $48.94 Unrealized
BRK/B BERKSHIRE HATHAWAY INC DEL 1.2%
Value ($000) $106,873 Shares 631,000 Est. Cost $112.53 Unrealized +47.8%
GOOGL ALPHABET INC 1.2%
Value ($000) $105,704 Shares 113,700 Est. Cost $36.54 Unrealized +27.1%
CMCSA COMCAST CORP NEW 1.2%
Value ($000) $105,473 Shares 2,710,000 Est. Cost $23.34 Unrealized +36.7%
HON HONEYWELL INTL INC 1.2%
Value ($000) $104,580 Shares 784,600 Est. Cost $63.05 Unrealized +56.6%
PM PHILIP MORRIS INTL INC 1.2%
Value ($000) $104,155 Shares 886,800 Est. Cost $49.65 Unrealized +49.6%
WFC WELLS FARGO CO NEW 1.2%
Value ($000) $103,215 Shares 1,862,755 Est. Cost $28.80 Unrealized +46.4%
CELGENE CORP 1.2%
Value ($000) $102,169 Shares 786,700 Est. Cost $100.76 Unrealized
UNP UNION PAC CORP 1.2%
Value ($000) $100,946 Shares 926,879 Est. Cost $75.02 Unrealized +20.1%
HD HOME DEPOT INC 1.1%
Value ($000) $98,790 Shares 644,000 Est. Cost $66.11 Unrealized +88.3%
PFE PFIZER INC 1.1%
Value ($000) $98,617 Shares 2,935,897 Est. Cost $17.29 Unrealized +24.9%
BAC BANK AMER CORP 1.1%
Value ($000) $98,613 Shares 4,064,849 Est. Cost $11.50 Unrealized +66.1%
PEP PEPSICO INC 1.1%
Value ($000) $96,273 Shares 833,600 Est. Cost $57.08 Unrealized +54.5%
CSCO CISCO SYS INC 1.1%
Value ($000) $95,916 Shares 3,064,400 Est. Cost $15.96 Unrealized +56.9%
VPU VANGUARD WORLD FDS 1.1%
Value ($000) $95,579 Shares 836,500 Est. Cost $89.62 Unrealized
MDT MEDTRONIC PLC 1.1%
Value ($000) $94,850 Shares 1,068,720 Est. Cost $58.59 Unrealized +15.4%
VPL VANGUARD INTL EQUITY INDEX F 1.1%
Value ($000) $93,436 Shares 1,420,000 Est. Cost $57.22 Unrealized
ORCL ORACLE CORP 1.1%
Value ($000) $93,206 Shares 1,858,920 Est. Cost $30.73 Unrealized +30.5%
FDX FEDEX CORP 1.0%
Value ($000) $89,410 Shares 411,400 Est. Cost $104.73 Unrealized +63.3%
CVX CHEVRON CORP NEW 1.0%
Value ($000) $88,869 Shares 851,800 Est. Cost $70.56 Unrealized +3.7%
SLB SCHLUMBERGER LTD 1.0%
Value ($000) $86,711 Shares 1,317,003 Est. Cost $57.41 Unrealized -2.8%
GENERAL ELECTRIC CO 1.0%
Value ($000) $85,240 Shares 3,155,850 Est. Cost $23.82 Unrealized
KO COCA COLA CO 0.9%
Value ($000) $80,860 Shares 1,802,900 Est. Cost $27.82 Unrealized +21.0%
V VISA INC 0.9%
Value ($000) $80,726 Shares 860,800 Est. Cost $62.97 Unrealized +38.9%
GS GOLDMAN SACHS GROUP INC 0.9%
Value ($000) $79,463 Shares 358,100 Est. Cost $129.27 Unrealized +42.8%
TMO THERMO FISHER SCIENTIFIC INC 0.9%
Value ($000) $78,372 Shares 449,200 Est. Cost $91.72 Unrealized +78.9%
IJH ISHARES TR 0.9%
Value ($000) $78,278 Shares 450,000 Est. Cost $165.43 Unrealized
T AT&T INC 0.9%
Value ($000) $78,081 Shares 2,069,466 Est. Cost $12.04 Unrealized +32.2%
UNH UNITEDHEALTH GROUP INC 0.9%
Value ($000) $77,245 Shares 416,600 Est. Cost $85.39 Unrealized +78.8%
BROADCOM LTD 0.9%
Value ($000) $76,383 Shares 327,752 Est. Cost $154.72 Unrealized
USB US BANCORP DEL 0.8%
Value ($000) $72,345 Shares 1,393,400 Est. Cost $22.72 Unrealized +62.7%
CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.8%
Value ($000) $71,181 Shares 1,072,000 Est. Cost $48.09 Unrealized +17.3%
UNITED TECHNOLOGIES CORP 0.8%
Value ($000) $69,840 Shares 571,952 Est. Cost $97.97 Unrealized
VWO VANGUARD INTL EQUITY INDEX F 0.8%
Value ($000) $68,390 Shares 1,675,000 Est. Cost $38.38 Unrealized
ZBH ZIMMER BIOMET HLDGS INC 0.8%
Value ($000) $66,602 Shares 518,704 Est. Cost $79.68 Unrealized +38.7%
NKE NIKE INC 0.8%
Value ($000) $66,351 Shares 1,124,600 Est. Cost $44.23 Unrealized +9.1%
MONSANTO CO NEW 0.7%
Value ($000) $63,548 Shares 536,900 Est. Cost $102.69 Unrealized
DU PONT E I DE NEMOURS & CO 0.7%
Value ($000) $61,816 Shares 765,900 Est. Cost $60.00 Unrealized
VZ VERIZON COMMUNICATIONS INC 0.7%
Value ($000) $61,584 Shares 1,378,966 Est. Cost $26.93 Unrealized +9.7%
MCK MCKESSON CORP 0.7%
Value ($000) $58,609 Shares 356,200 Est. Cost $129.47 Unrealized +9.3%
BLACKSTONE GROUP L P 0.7%
Value ($000) $57,448 Shares 1,722,600 Est. Cost $24.87 Unrealized
LEN LENNAR CORP 0.7%
Value ($000) $57,426 Shares 1,077,000 Est. Cost $35.29 Unrealized +27.5%
MO ALTRIA GROUP INC 0.7%
Value ($000) $56,418 Shares 757,600 Est. Cost $19.63 Unrealized +100.2%
QCOM QUALCOMM INC 0.6%
Value ($000) $55,921 Shares 1,012,700 Est. Cost $41.78 Unrealized +5.9%
SBUX STARBUCKS CORP 0.6%
Value ($000) $55,908 Shares 958,800 Est. Cost $37.99 Unrealized +32.2%
AMT AMERICAN TOWER CORP NEW 0.6%
Value ($000) $53,166 Shares 401,800 Est. Cost $63.13 Unrealized +63.0%
KIE SPDR SERIES TRUST 0.6%
Value ($000) $53,083 Shares 602,800 Est. Cost $69.30 Unrealized
MRK MERCK & CO INC 0.6%
Value ($000) $52,937 Shares 825,970 Est. Cost $30.39 Unrealized +53.2%
ACWX ISHARES TR 0.6%
Value ($000) $51,973 Shares 1,140,000 Est. Cost $39.48 Unrealized
PRAXAIR INC 0.6%
Value ($000) $51,827 Shares 391,000 Est. Cost $114.93 Unrealized
BA BOEING CO 0.6%
Value ($000) $50,032 Shares 253,000 Est. Cost $96.65 Unrealized +80.9%
SPG SIMON PPTY GROUP INC NEW 0.6%
Value ($000) $49,783 Shares 307,750 Est. Cost $91.58 Unrealized +12.1%
EXPRESS SCRIPTS HLDG CO 0.6%
Value ($000) $48,933 Shares 766,488 Est. Cost $66.84 Unrealized
MCD MCDONALDS CORP 0.6%
Value ($000) $47,755 Shares 311,800 Est. Cost $75.89 Unrealized +55.4%
ADI ANALOG DEVICES INC 0.5%
Value ($000) $47,153 Shares 606,082 Est. Cost $48.99 Unrealized +37.8%
ADBE ADOBE SYS INC 0.5%
Value ($000) $46,817 Shares 331,000 Est. Cost $87.29 Unrealized +56.9%
ETN EATON CORP PLC 0.5%
Value ($000) $45,767 Shares 588,047 Est. Cost $46.87 Unrealized +36.5%
EWA ISHARES 0.5%
Value ($000) $43,902 Shares 2,025,000 Est. Cost $22.59 Unrealized
NOC NORTHROP GRUMMAN CORP 0.5%
Value ($000) $43,461 Shares 169,300 Est. Cost $71.96 Unrealized +202.2%
WELL WELLTOWER INC 0.5%
Value ($000) $43,113 Shares 576,000 Est. Cost $44.87 Unrealized +19.4%
ITW ILLINOIS TOOL WKS INC 0.5%
Value ($000) $42,331 Shares 295,500 Est. Cost $49.85 Unrealized +127.3%
WYNDHAM WORLDWIDE CORP 0.5%
Value ($000) $42,223 Shares 420,500 Est. Cost $63.66 Unrealized
LOW LOWES COS INC 0.5%
Value ($000) $42,191 Shares 544,200 Est. Cost $47.20 Unrealized +47.7%
GILD GILEAD SCIENCES INC 0.5%
Value ($000) $41,477 Shares 586,000 Est. Cost $43.44 Unrealized +11.2%
VSS VANGUARD INTL EQUITY INDEX F 0.5%
Value ($000) $40,685 Shares 376,300 Est. Cost $91.25 Unrealized
TRV TRAVELERS COMPANIES INC 0.5%
Value ($000) $40,576 Shares 320,682 Est. Cost $63.44 Unrealized +60.6%
TE CONNECTIVITY LTD 0.5%
Value ($000) $40,530 Shares 515,119 Est. Cost $64.38 Unrealized
CIGNA CORPORATION 0.5%
Value ($000) $39,169 Shares 234,000 Est. Cost $102.04 Unrealized
TJX TJX COS INC NEW 0.4%
Value ($000) $38,286 Shares 530,500 Est. Cost $33.50 Unrealized -0.3%
CCI CROWN CASTLE INTL CORP NEW 0.4%
Value ($000) $38,045 Shares 379,764 Est. Cost $54.18 Unrealized +26.3%
MDLZ MONDELEZ INTL INC 0.4%
Value ($000) $37,714 Shares 873,200 Est. Cost $26.69 Unrealized +37.4%
AMAT APPLIED MATLS INC 0.4%
Value ($000) $36,725 Shares 889,000 Est. Cost $20.83 Unrealized +85.3%
ACN ACCENTURE PLC IRELAND 0.4%
Value ($000) $35,805 Shares 289,500 Est. Cost $101.91 Unrealized +5.1%
MA MASTERCARD INCORPORATED 0.4%
Value ($000) $34,710 Shares 285,800 Est. Cost $71.20 Unrealized +58.8%
PHM PULTE GROUP INC 0.4%
Value ($000) $34,171 Shares 1,393,000 Est. Cost $16.36 Unrealized +29.5%
PRICELINE GRP INC 0.4%
Value ($000) $34,044 Shares 18,200 Est. Cost $1260.33 Unrealized
DVN DEVON ENERGY CORP NEW 0.4%
Value ($000) $33,921 Shares 1,061,000 Est. Cost $22.14 Unrealized +16.8%
HESS CORP 0.4%
Value ($000) $33,824 Shares 771,000 Est. Cost $53.72 Unrealized
UAL UNITED CONTL HLDGS INC 0.4%
Value ($000) $33,735 Shares 448,300 Est. Cost $48.11 Unrealized +56.9%
TXN TEXAS INSTRS INC 0.4%
Value ($000) $33,280 Shares 432,600 Est. Cost $36.63 Unrealized +72.4%
KMI KINDER MORGAN INC DEL 0.4%
Value ($000) $33,185 Shares 1,732,000 Est. Cost $12.26 Unrealized +1.7%
ANADARKO PETE CORP 0.4%
Value ($000) $32,327 Shares 713,000 Est. Cost $53.65 Unrealized
BMY BRISTOL MYERS SQUIBB CO 0.4%
Value ($000) $30,718 Shares 551,277 Est. Cost $34.80 Unrealized +14.7%
WDC WESTERN DIGITAL CORP 0.3%
Value ($000) $29,787 Shares 336,200 Est. Cost $50.96 Unrealized +17.1%
BIIB BIOGEN INC 0.3%
Value ($000) $29,497 Shares 108,700 Est. Cost $281.68 Unrealized -6.1%
ABT ABBOTT LABS 0.3%
Value ($000) $28,811 Shares 592,700 Est. Cost $28.85 Unrealized +34.9%
SPIRIT AEROSYSTEMS HLDGS INC 0.3%
Value ($000) $28,356 Shares 489,400 Est. Cost $28.71 Unrealized
COST COSTCO WHSL CORP NEW 0.3%
Value ($000) $28,020 Shares 175,200 Est. Cost $98.62 Unrealized +53.1%
INTC INTEL CORP 0.3%
Value ($000) $27,295 Shares 809,000 Est. Cost $18.03 Unrealized +64.0%
MS MORGAN STANLEY 0.3%
Value ($000) $26,558 Shares 596,000 Est. Cost $21.09 Unrealized +59.1%
TWENTY FIRST CENTY FOX INC 0.3%
Value ($000) $26,299 Shares 928,000 Est. Cost $30.33 Unrealized
PNC PNC FINL SVCS GROUP INC 0.3%
Value ($000) $26,135 Shares 209,300 Est. Cost $47.77 Unrealized +89.1%
PEG PUBLIC SVC ENTERPRISE GROUP 0.3%
Value ($000) $24,859 Shares 578,000 Est. Cost $25.22 Unrealized +30.5%
VRTX VERTEX PHARMACEUTICALS INC 0.3%
Value ($000) $24,498 Shares 190,100 Est. Cost $88.86 Unrealized +35.5%
VFC V F CORP 0.3%
Value ($000) $24,180 Shares 419,800 Est. Cost $53.14 Unrealized -2.9%
KRE SPDR SERIES TRUST 0.3%
Value ($000) $24,179 Shares 440,000 Est. Cost $33.88 Unrealized
ALEXION PHARMACEUTICALS INC 0.3%
Value ($000) $23,653 Shares 194,400 Est. Cost $121.67 Unrealized
OXY OCCIDENTAL PETE CORP DEL 0.3%
Value ($000) $23,350 Shares 390,000 Est. Cost $52.79 Unrealized -8.1%
ECL ECOLAB INC 0.3%
Value ($000) $23,178 Shares 174,600 Est. Cost $83.48 Unrealized +41.0%
SPDR SERIES TRUST 0.3%
Value ($000) $22,509 Shares 1,455,000 Est. Cost $20.75 Unrealized
WMT WAL-MART STORES INC 0.3%
Value ($000) $21,788 Shares 287,892 Est. Cost $19.65 Unrealized +12.0%
CL COLGATE PALMOLIVE CO 0.2%
Value ($000) $21,009 Shares 283,400 Est. Cost $47.25 Unrealized +28.3%
OMC OMNICOM GROUP INC 0.2%
Value ($000) $20,982 Shares 253,100 Est. Cost $40.92 Unrealized +50.1%
LLY LILLY ELI & CO 0.2%
Value ($000) $20,929 Shares 254,300 Est. Cost $52.74 Unrealized +35.2%
ZTS ZOETIS INC 0.2%
Value ($000) $20,265 Shares 324,857 Est. Cost $30.17 Unrealized +83.3%
VLO VALERO ENERGY CORP NEW 0.2%
Value ($000) $19,901 Shares 295,000 Est. Cost $27.69 Unrealized +66.2%
STKL SUNOPTA INC 0.2%
Value ($000) $19,461 Shares 1,907,900 Est. Cost $8.31 Unrealized +0.6%
KHC KRAFT HEINZ CO 0.2%
Value ($000) $19,075 Shares 222,733 Est. Cost $48.31 Unrealized +25.7%
ABBV ABBVIE INC 0.2%
Value ($000) $18,926 Shares 261,000 Est. Cost $32.49 Unrealized +44.5%
XBI SPDR SERIES TRUST 0.2%
Value ($000) $18,215 Shares 236,000 Est. Cost $72.48 Unrealized
ENVISION HEALTHCARE CORP 0.2%
Value ($000) $17,751 Shares 283,251 Est. Cost $63.50 Unrealized
FLEX FLEX LTD 0.2%
Value ($000) $16,844 Shares 1,032,800 Est. Cost $9.71 Unrealized +27.5%
RAYTHEON CO 0.2%
Value ($000) $16,148 Shares 100,000 Est. Cost $76.87 Unrealized
BSX BOSTON SCIENTIFIC CORP 0.2%
Value ($000) $15,246 Shares 550,000 Est. Cost $16.56 Unrealized +60.2%
DE DEERE & CO 0.2%
Value ($000) $14,831 Shares 120,000 Est. Cost $68.04 Unrealized +51.0%
PYPL PAYPAL HLDGS INC 0.2%
Value ($000) $14,759 Shares 275,000 Est. Cost $36.05 Unrealized +36.0%
AMGN AMGEN INC 0.2%
Value ($000) $14,743 Shares 85,600 Est. Cost $88.47 Unrealized +41.7%
IJR ISHARES TR 0.2%
Value ($000) $14,022 Shares 200,000 Est. Cost $103.37 Unrealized
WSM WILLIAMS SONOMA INC 0.2%
Value ($000) $14,017 Shares 289,000 Est. Cost $26.85 Unrealized -22.3%
F FORD MTR CO DEL 0.2%
Value ($000) $13,831 Shares 1,236,000 Est. Cost $7.69 Unrealized -7.7%
EW EDWARDS LIFESCIENCES CORP 0.2%
Value ($000) $13,716 Shares 116,000 Est. Cost $36.50 Unrealized 0.0%
ISRG INTUITIVE SURGICAL INC 0.2%
Value ($000) $13,563 Shares 14,500 Est. Cost $55.04 Unrealized +74.6%
D DOMINION ENERGY INC 0.1%
Value ($000) $12,261 Shares 160,000 Est. Cost $34.53 Unrealized +55.6%
CRM SALESFORCE COM INC 0.1%
Value ($000) $11,310 Shares 130,600 Est. Cost $56.37 Unrealized +52.6%
CAT CATERPILLAR INC DEL 0.1%
Value ($000) $11,283 Shares 105,000 Est. Cost $61.61 Unrealized +36.4%
MU MICRON TECHNOLOGY INC 0.1%
Value ($000) $10,809 Shares 362,000 Est. Cost $21.18 Unrealized +34.8%
AETNA INC NEW 0.1%
Value ($000) $10,628 Shares 70,000 Est. Cost $68.31 Unrealized
WEATHERFORD INTL PLC 0.1%
Value ($000) $10,371 Shares 2,679,700 Est. Cost $7.89 Unrealized
PIONEER NAT RES CO 0.1%
Value ($000) $10,054 Shares 63,000 Est. Cost $186.24 Unrealized
MMM 3M CO 0.1%
Value ($000) $8,619 Shares 41,400 Est. Cost $61.26 Unrealized +103.5%
NSC NORFOLK SOUTHERN CORP 0.1%
Value ($000) $8,555 Shares 70,300 Est. Cost $58.27 Unrealized +69.5%
AKAM AKAMAI TECHNOLOGIES INC 0.1%
Value ($000) $8,318 Shares 167,000 Est. Cost $57.27 Unrealized -7.8%
ADP AUTOMATIC DATA PROCESSING IN 0.1%
Value ($000) $8,094 Shares 79,000 Est. Cost $45.09 Unrealized +86.8%
CERNER CORP 0.1%
Value ($000) $7,571 Shares 113,900 Est. Cost $56.08 Unrealized
JCI JOHNSON CTLS INTL PLC 0.1%
Value ($000) $7,453 Shares 171,900 Est. Cost $33.21 Unrealized +3.4%
WRIGHT MED GROUP N V 0.1%
Value ($000) $6,611 Shares 240,500 Est. Cost $22.15 Unrealized
AZO AUTOZONE INC 0.1%
Value ($000) $6,561 Shares 11,500 Est. Cost $738.44 Unrealized -11.8%
MYLAN N V 0.1%
Value ($000) $6,250 Shares 161,000 Est. Cost $38.85 Unrealized
GM GENERAL MTRS CO 0.1%
Value ($000) $6,008 Shares 172,000 Est. Cost $26.56 Unrealized +9.3%
TXT TEXTRON INC 0.1%
Value ($000) $5,949 Shares 126,300 Est. Cost $26.70 Unrealized +74.1%
XLP SELECT SECTOR SPDR TR 0.1%
Value ($000) $5,769 Shares 105,000 Est. Cost $48.92 Unrealized
DISCOVERY COMMUNICATNS NEW 0.1%
Value ($000) $4,664 Shares 185,000 Est. Cost $37.28 Unrealized
CCL CARNIVAL CORP 0.1%
Value ($000) $4,590 Shares 70,000 Est. Cost $27.66 Unrealized +104.1%
NXPI NXP SEMICONDUCTORS N V 0.0%
Value ($000) $3,612 Shares 33,000 Est. Cost $95.18 Unrealized 0.0%
DISCOVERY COMMUNICATNS NEW 0.0%
Value ($000) $3,358 Shares 130,000 Est. Cost $56.13 Unrealized
BFH ALLIANCE DATA SYSTEMS CORP 0.0%
Value ($000) $3,003 Shares 11,700 Est. Cost $186.69 Unrealized -7.5%
FCX FREEPORT-MCMORAN INC 0.0%
Value ($000) $2,402 Shares 200,000 Est. Cost $19.97 Unrealized -44.9%
SPDR SERIES TRUST 0.0%
Value ($000) $1,979 Shares 62,000 Est. Cost $36.83 Unrealized
ELV ANTHEM INC 0.0%
Value ($000) $1,787 Shares 9,500 Est. Cost $118.28 Unrealized +35.6%
HUM HUMANA INC 0.0%
Value ($000) $1,540 Shares 6,400 Est. Cost $160.08 Unrealized +31.6%
REXNORD CORP NEW 0.0%
Value ($000) $1,522 Shares 65,473 Est. Cost $25.73 Unrealized