FACTORY MUTUAL INSURANCE CO Diversified Active

CIK: 0000887818 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Oct 11, 2017

Total Value ($000): $9,121,251 (100.0% shares, 0.0% debt)

Holdings (166)

AAPL APPLE INC 3.2%
Value ($000) $294,154 Shares 1,908,600 Est. Cost $18.03 Unrealized +100.5%
VEU VANGUARD INTL EQUITY INDEX F 3.0%
Value ($000) $272,617 Shares 5,172,000 Est. Cost $46.14 Unrealized
JPM JPMORGAN CHASE & CO 2.7%
Value ($000) $243,984 Shares 2,554,550 Est. Cost $38.19 Unrealized +92.9%
GOOG ALPHABET INC 2.0%
Value ($000) $184,400 Shares 192,262 Est. Cost $35.78 Unrealized +29.2%
MSFT MICROSOFT CORP 2.0%
Value ($000) $178,024 Shares 2,389,900 Est. Cost $28.54 Unrealized +133.7%
AMZN AMAZON COM INC 1.9%
Value ($000) $177,465 Shares 184,600 Est. Cost $15.15 Unrealized +224.2%
C CITIGROUP INC 1.9%
Value ($000) $171,810 Shares 2,361,969 Est. Cost $35.70 Unrealized +45.4%
META FACEBOOK INC 1.8%
Value ($000) $167,965 Shares 983,000 Est. Cost $80.25 Unrealized +106.5%
XOM EXXON MOBIL CORP 1.5%
Value ($000) $134,932 Shares 1,645,906 Est. Cost $53.79 Unrealized +1.0%
PG PROCTER AND GAMBLE CO 1.4%
Value ($000) $126,611 Shares 1,391,637 Est. Cost $55.36 Unrealized +31.9%
DIS DISNEY WALT CO 1.3%
Value ($000) $122,848 Shares 1,246,300 Est. Cost $64.12 Unrealized +51.2%
VGK VANGUARD INTL EQUITY INDEX F 1.3%
Value ($000) $119,285 Shares 2,045,000 Est. Cost $48.94 Unrealized
UNP UNION PAC CORP 1.3%
Value ($000) $119,191 Shares 1,027,779 Est. Cost $76.41 Unrealized +16.6%
JNJ JOHNSON & JOHNSON 1.3%
Value ($000) $119,024 Shares 915,500 Est. Cost $60.66 Unrealized +73.0%
WFC WELLS FARGO CO NEW 1.3%
Value ($000) $119,022 Shares 2,158,139 Est. Cost $30.63 Unrealized +37.6%
BRK/B BERKSHIRE HATHAWAY INC DEL 1.3%
Value ($000) $118,150 Shares 644,500 Est. Cost $113.87 Unrealized +55.2%
ALLERGAN PLC 1.3%
Value ($000) $117,048 Shares 571,100 Est. Cost $257.12 Unrealized
HON HONEYWELL INTL INC 1.2%
Value ($000) $112,626 Shares 794,600 Est. Cost $63.57 Unrealized +64.1%
CVS CVS HEALTH CORP 1.2%
Value ($000) $112,591 Shares 1,384,550 Est. Cost $46.59 Unrealized +30.5%
HD HOME DEPOT INC 1.2%
Value ($000) $111,548 Shares 682,000 Est. Cost $69.40 Unrealized +80.4%
PFE PFIZER INC 1.2%
Value ($000) $110,502 Shares 3,095,302 Est. Cost $17.55 Unrealized +26.8%
GOOGL ALPHABET INC 1.2%
Value ($000) $109,738 Shares 112,700 Est. Cost $36.54 Unrealized +28.8%
CELGENE CORP 1.2%
Value ($000) $105,939 Shares 726,500 Est. Cost $100.76 Unrealized
CSCO CISCO SYS INC 1.1%
Value ($000) $104,704 Shares 3,113,400 Est. Cost $16.10 Unrealized +53.5%
BAC BANK AMER CORP 1.1%
Value ($000) $102,700 Shares 4,052,862 Est. Cost $11.50 Unrealized +73.5%
CMCSA COMCAST CORP NEW 1.1%
Value ($000) $102,203 Shares 2,656,000 Est. Cost $23.34 Unrealized +37.2%
CVX CHEVRON CORP NEW 1.1%
Value ($000) $101,967 Shares 867,800 Est. Cost $70.66 Unrealized +7.8%
VPU VANGUARD WORLD FDS 1.1%
Value ($000) $100,022 Shares 856,500 Est. Cost $90.25 Unrealized
PEP PEPSICO INC 1.1%
Value ($000) $99,129 Shares 889,600 Est. Cost $59.12 Unrealized +51.2%
PM PHILIP MORRIS INTL INC 1.1%
Value ($000) $98,732 Shares 889,400 Est. Cost $49.65 Unrealized +51.5%
VPL VANGUARD INTL EQUITY INDEX F 1.1%
Value ($000) $96,844 Shares 1,420,000 Est. Cost $57.22 Unrealized
SLB SCHLUMBERGER LTD 1.1%
Value ($000) $95,848 Shares 1,373,963 Est. Cost $57.18 Unrealized -9.3%
FDX FEDEX CORP 1.0%
Value ($000) $93,841 Shares 416,000 Est. Cost $105.61 Unrealized +75.1%
V VISA INC 1.0%
Value ($000) $92,348 Shares 877,500 Est. Cost $63.59 Unrealized +50.5%
ORCL ORACLE CORP 1.0%
Value ($000) $92,296 Shares 1,908,920 Est. Cost $31.08 Unrealized +41.4%
GS GOLDMAN SACHS GROUP INC 1.0%
Value ($000) $88,709 Shares 374,000 Est. Cost $131.76 Unrealized +42.7%
GENERAL ELECTRIC CO 1.0%
Value ($000) $88,423 Shares 3,656,850 Est. Cost $23.87 Unrealized
MDT MEDTRONIC PLC 0.9%
Value ($000) $85,914 Shares 1,104,720 Est. Cost $58.86 Unrealized +13.7%
UNH UNITEDHEALTH GROUP INC 0.9%
Value ($000) $85,253 Shares 435,300 Est. Cost $88.98 Unrealized +89.9%
BROADCOM LTD 0.9%
Value ($000) $85,128 Shares 350,988 Est. Cost $160.54 Unrealized
T AT&T INC 0.9%
Value ($000) $82,471 Shares 2,105,466 Est. Cost $12.10 Unrealized +28.9%
IJH ISHARES TR 0.9%
Value ($000) $80,505 Shares 450,000 Est. Cost $165.43 Unrealized
KO COCA COLA CO 0.8%
Value ($000) $77,277 Shares 1,716,900 Est. Cost $27.82 Unrealized +25.6%
CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.8%
Value ($000) $77,009 Shares 1,061,600 Est. Cost $48.09 Unrealized +29.9%
USB US BANCORP DEL 0.8%
Value ($000) $75,883 Shares 1,416,000 Est. Cost $22.96 Unrealized +64.4%
TMO THERMO FISHER SCIENTIFIC INC 0.8%
Value ($000) $75,359 Shares 398,300 Est. Cost $91.72 Unrealized +93.1%
MONSANTO CO NEW 0.8%
Value ($000) $74,995 Shares 625,900 Est. Cost $105.13 Unrealized
VWO VANGUARD INTL EQUITY INDEX F 0.8%
Value ($000) $72,980 Shares 1,675,000 Est. Cost $38.38 Unrealized
UNITED TECHNOLOGIES CORP 0.8%
Value ($000) $72,393 Shares 623,652 Est. Cost $99.47 Unrealized
VZ VERIZON COMMUNICATIONS INC 0.8%
Value ($000) $69,731 Shares 1,408,966 Est. Cost $27.00 Unrealized +11.9%
DOWDUPONT INC 0.8%
Value ($000) $68,881 Shares 994,959 Est. Cost $69.23 Unrealized
BLACKSTONE GROUP L P 0.7%
Value ($000) $60,099 Shares 1,801,000 Est. Cost $25.24 Unrealized
ACWX ISHARES TR 0.7%
Value ($000) $59,471 Shares 1,230,000 Est. Cost $40.13 Unrealized
NKE NIKE INC 0.6%
Value ($000) $59,192 Shares 1,141,600 Est. Cost $44.32 Unrealized +13.7%
QCOM QUALCOMM INC 0.6%
Value ($000) $58,382 Shares 1,126,200 Est. Cost $41.83 Unrealized +1.1%
MO ALTRIA GROUP INC 0.6%
Value ($000) $57,953 Shares 913,800 Est. Cost $22.44 Unrealized +60.8%
KIE SPDR SERIES TRUST 0.6%
Value ($000) $56,721 Shares 630,300 Est. Cost $70.20 Unrealized
PRAXAIR INC 0.6%
Value ($000) $55,338 Shares 396,000 Est. Cost $115.24 Unrealized
ADI ANALOG DEVICES INC 0.6%
Value ($000) $55,069 Shares 639,082 Est. Cost $50.02 Unrealized +37.8%
LEN LENNAR CORP 0.6%
Value ($000) $54,812 Shares 1,038,100 Est. Cost $35.29 Unrealized +29.3%
BIIB BIOGEN INC 0.6%
Value ($000) $54,764 Shares 174,900 Est. Cost $287.14 Unrealized +3.1%
MRK MERCK & CO INC 0.6%
Value ($000) $54,090 Shares 844,737 Est. Cost $30.75 Unrealized +51.8%
BA BOEING CO 0.6%
Value ($000) $53,460 Shares 210,300 Est. Cost $96.65 Unrealized +128.1%
MCK MCKESSON CORP 0.6%
Value ($000) $53,395 Shares 347,600 Est. Cost $129.47 Unrealized +12.8%
SBUX STARBUCKS CORP 0.6%
Value ($000) $52,545 Shares 978,300 Est. Cost $38.15 Unrealized +21.1%
SPG SIMON PPTY GROUP INC NEW 0.6%
Value ($000) $51,644 Shares 320,744 Est. Cost $91.99 Unrealized +10.7%
ADBE ADOBE SYS INC 0.6%
Value ($000) $50,572 Shares 339,000 Est. Cost $88.75 Unrealized +68.2%
MCD MCDONALDS CORP 0.5%
Value ($000) $49,761 Shares 317,600 Est. Cost $76.85 Unrealized +67.4%
NOC NORTHROP GRUMMAN CORP 0.5%
Value ($000) $49,286 Shares 171,300 Est. Cost $73.87 Unrealized +218.1%
AMT AMERICAN TOWER CORP NEW 0.5%
Value ($000) $48,357 Shares 353,800 Est. Cost $63.13 Unrealized +77.9%
ETN EATON CORP PLC 0.5%
Value ($000) $48,121 Shares 626,656 Est. Cost $47.91 Unrealized +33.3%
GILD GILEAD SCIENCES INC 0.5%
Value ($000) $47,713 Shares 588,900 Est. Cost $43.44 Unrealized +28.8%
EXPRESS SCRIPTS HLDG CO 0.5%
Value ($000) $47,702 Shares 753,348 Est. Cost $66.84 Unrealized
TJX TJX COS INC NEW 0.5%
Value ($000) $47,040 Shares 638,000 Est. Cost $33.19 Unrealized -4.5%
ZBH ZIMMER BIOMET HLDGS INC 0.5%
Value ($000) $45,899 Shares 392,004 Est. Cost $79.68 Unrealized +35.3%
EWA ISHARES INC 0.5%
Value ($000) $45,441 Shares 2,025,000 Est. Cost $22.59 Unrealized
AMAT APPLIED MATLS INC 0.5%
Value ($000) $44,987 Shares 863,600 Est. Cost $20.83 Unrealized +97.6%
MDLZ MONDELEZ INTL INC 0.5%
Value ($000) $44,584 Shares 1,096,500 Est. Cost $28.32 Unrealized +22.5%
LOW LOWES COS INC 0.5%
Value ($000) $44,382 Shares 555,200 Est. Cost $47.56 Unrealized +38.0%
ITW ILLINOIS TOOL WKS INC 0.5%
Value ($000) $44,358 Shares 299,800 Est. Cost $50.80 Unrealized +128.4%
VSS VANGUARD INTL EQUITY INDEX F 0.5%
Value ($000) $43,248 Shares 376,300 Est. Cost $91.25 Unrealized
WYNDHAM WORLDWIDE CORP 0.5%
Value ($000) $42,902 Shares 407,000 Est. Cost $63.66 Unrealized
TXN TEXAS INSTRS INC 0.5%
Value ($000) $42,185 Shares 470,600 Est. Cost $38.94 Unrealized +67.4%
MA MASTERCARD INCORPORATED 0.5%
Value ($000) $41,626 Shares 294,800 Est. Cost $72.89 Unrealized +73.4%
ACN ACCENTURE PLC IRELAND 0.4%
Value ($000) $39,711 Shares 294,000 Est. Cost $102.11 Unrealized +12.3%
TRV TRAVELERS COMPANIES INC 0.4%
Value ($000) $39,535 Shares 322,682 Est. Cost $63.44 Unrealized +63.9%
DVN DEVON ENERGY CORP NEW 0.4%
Value ($000) $39,464 Shares 1,075,000 Est. Cost $22.16 Unrealized +3.6%
CCI CROWN CASTLE INTL CORP NEW 0.4%
Value ($000) $39,024 Shares 390,324 Est. Cost $54.66 Unrealized +31.5%
TE CONNECTIVITY LTD 0.4%
Value ($000) $38,774 Shares 466,819 Est. Cost $64.38 Unrealized
CIGNA CORPORATION 0.4%
Value ($000) $38,473 Shares 205,800 Est. Cost $102.04 Unrealized
WELL WELLTOWER INC 0.4%
Value ($000) $38,443 Shares 547,000 Est. Cost $44.87 Unrealized +20.2%
HESS CORP 0.4%
Value ($000) $36,668 Shares 782,000 Est. Cost $53.62 Unrealized
BMY BRISTOL MYERS SQUIBB CO 0.4%
Value ($000) $35,700 Shares 560,077 Est. Cost $34.93 Unrealized +23.4%
KMI KINDER MORGAN INC DEL 0.4%
Value ($000) $35,627 Shares 1,857,500 Est. Cost $12.26 Unrealized +0.2%
ANADARKO PETE CORP 0.4%
Value ($000) $35,427 Shares 725,200 Est. Cost $53.57 Unrealized
PRICELINE GRP INC 0.4%
Value ($000) $34,053 Shares 18,600 Est. Cost $1272.60 Unrealized
PHM PULTE GROUP INC 0.4%
Value ($000) $33,301 Shares 1,218,500 Est. Cost $16.36 Unrealized +40.8%
PIONEER NAT RES CO 0.4%
Value ($000) $33,138 Shares 224,600 Est. Cost $158.40 Unrealized
ABT ABBOTT LABS 0.4%
Value ($000) $32,266 Shares 604,700 Est. Cost $29.13 Unrealized +48.8%
COST COSTCO WHSL CORP NEW 0.3%
Value ($000) $31,051 Shares 189,000 Est. Cost $101.65 Unrealized +37.9%
INTC INTEL CORP 0.3%
Value ($000) $30,590 Shares 803,300 Est. Cost $18.03 Unrealized +64.1%
WDC WESTERN DIGITAL CORP 0.3%
Value ($000) $30,516 Shares 353,200 Est. Cost $51.39 Unrealized +16.6%
MS MORGAN STANLEY 0.3%
Value ($000) $29,317 Shares 608,600 Est. Cost $21.40 Unrealized +69.4%
PNC PNC FINL SVCS GROUP INC 0.3%
Value ($000) $28,787 Shares 213,600 Est. Cost $48.75 Unrealized +98.3%
ABBV ABBVIE INC 0.3%
Value ($000) $28,480 Shares 320,500 Est. Cost $36.42 Unrealized +47.3%
VRTX VERTEX PHARMACEUTICALS INC 0.3%
Value ($000) $27,002 Shares 177,600 Est. Cost $88.86 Unrealized +69.4%
SPIRIT AEROSYSTEMS HLDGS INC 0.3%
Value ($000) $26,992 Shares 347,300 Est. Cost $28.71 Unrealized
PEG PUBLIC SVC ENTERPRISE GROUP 0.3%
Value ($000) $26,886 Shares 581,300 Est. Cost $25.22 Unrealized +35.0%
UAL UNITED CONTL HLDGS INC 0.3%
Value ($000) $26,075 Shares 428,300 Est. Cost $48.11 Unrealized +38.5%
OXY OCCIDENTAL PETE CORP DEL 0.3%
Value ($000) $25,042 Shares 390,000 Est. Cost $52.79 Unrealized -7.4%
ALEXION PHARMACEUTICALS INC 0.3%
Value ($000) $24,593 Shares 175,300 Est. Cost $121.67 Unrealized
SPDR SERIES TRUST 0.3%
Value ($000) $24,505 Shares 1,478,000 Est. Cost $20.68 Unrealized
TWENTY FIRST CENTY FOX INC 0.3%
Value ($000) $24,059 Shares 912,000 Est. Cost $30.33 Unrealized
KRE SPDR SERIES TRUST 0.3%
Value ($000) $23,215 Shares 409,000 Est. Cost $33.88 Unrealized
VLO VALERO ENERGY CORP NEW 0.3%
Value ($000) $22,925 Shares 298,000 Est. Cost $27.91 Unrealized +77.1%
WMT WAL-MART STORES INC 0.2%
Value ($000) $22,746 Shares 291,092 Est. Cost $19.69 Unrealized +16.3%
ECL ECOLAB INC 0.2%
Value ($000) $22,455 Shares 174,600 Est. Cost $83.48 Unrealized +43.9%
LLY LILLY ELI & CO 0.2%
Value ($000) $22,112 Shares 258,500 Est. Cost $53.06 Unrealized +35.9%
VFC V F CORP 0.2%
Value ($000) $21,614 Shares 340,000 Est. Cost $53.14 Unrealized +8.6%
RAYTHEON CO 0.2%
Value ($000) $21,326 Shares 114,300 Est. Cost $90.60 Unrealized
CL COLGATE PALMOLIVE CO 0.2%
Value ($000) $21,010 Shares 288,400 Est. Cost $47.46 Unrealized +24.8%
EW EDWARDS LIFESCIENCES CORP 0.2%
Value ($000) $20,910 Shares 191,300 Est. Cost $37.15 Unrealized +2.7%
ZTS ZOETIS INC 0.2%
Value ($000) $20,713 Shares 324,857 Est. Cost $30.17 Unrealized +94.7%
NVDA NVIDIA CORP 0.2%
Value ($000) $19,754 Shares 110,500 Est. Cost $4.11 Unrealized 0.0%
STKL SUNOPTA INC 0.2%
Value ($000) $18,891 Shares 2,171,400 Est. Cost $8.41 Unrealized +8.0%
OMC OMNICOM GROUP INC 0.2%
Value ($000) $18,747 Shares 253,100 Est. Cost $40.92 Unrealized +39.5%
ENVISION HEALTHCARE CORP 0.2%
Value ($000) $18,564 Shares 412,964 Est. Cost $57.67 Unrealized
KHC KRAFT HEINZ CO 0.2%
Value ($000) $17,971 Shares 231,733 Est. Cost $48.63 Unrealized +16.0%
PYPL PAYPAL HLDGS INC 0.2%
Value ($000) $17,608 Shares 275,000 Est. Cost $36.05 Unrealized +65.8%
FLEX FLEX LTD 0.2%
Value ($000) $17,428 Shares 1,051,800 Est. Cost $9.76 Unrealized +26.3%
XBI SPDR SERIES TRUST 0.2%
Value ($000) $16,881 Shares 195,000 Est. Cost $72.48 Unrealized
AMGN AMGEN INC 0.2%
Value ($000) $16,269 Shares 87,250 Est. Cost $89.40 Unrealized +53.8%
BSX BOSTON SCIENTIFIC CORP 0.2%
Value ($000) $16,044 Shares 550,000 Est. Cost $16.56 Unrealized +66.7%
DE DEERE & CO 0.2%
Value ($000) $15,071 Shares 120,000 Est. Cost $68.04 Unrealized +59.5%
F FORD MTR CO DEL 0.2%
Value ($000) $15,034 Shares 1,256,000 Est. Cost $7.68 Unrealized -5.6%
IJR ISHARES TR 0.2%
Value ($000) $14,844 Shares 200,000 Est. Cost $103.37 Unrealized
WEATHERFORD INTL PLC 0.2%
Value ($000) $13,830 Shares 3,019,700 Est. Cost $7.52 Unrealized
ISRG INTUITIVE SURGICAL INC 0.1%
Value ($000) $13,596 Shares 13,000 Est. Cost $55.04 Unrealized +97.9%
CAT CATERPILLAR INC DEL 0.1%
Value ($000) $13,281 Shares 106,500 Est. Cost $62.10 Unrealized +54.6%
D DOMINION ENERGY INC 0.1%
Value ($000) $12,309 Shares 160,000 Est. Cost $34.53 Unrealized +55.4%
CRM SALESFORCE COM INC 0.1%
Value ($000) $11,744 Shares 125,700 Est. Cost $56.37 Unrealized +61.3%
NSC NORFOLK SOUTHERN CORP 0.1%
Value ($000) $9,628 Shares 72,800 Est. Cost $59.80 Unrealized +71.8%
WSM WILLIAMS SONOMA INC 0.1%
Value ($000) $9,225 Shares 185,000 Est. Cost $26.85 Unrealized -28.5%
MMM 3M CO 0.1%
Value ($000) $8,690 Shares 41,400 Est. Cost $61.26 Unrealized +112.0%
ADP AUTOMATIC DATA PROCESSING IN 0.1%
Value ($000) $8,636 Shares 79,000 Est. Cost $45.09 Unrealized +98.7%
CERNER CORP 0.1%
Value ($000) $8,194 Shares 114,900 Est. Cost $56.08 Unrealized
AETNA INC NEW 0.1%
Value ($000) $7,951 Shares 50,000 Est. Cost $68.31 Unrealized
AZO AUTOZONE INC 0.1%
Value ($000) $6,963 Shares 11,700 Est. Cost $734.92 Unrealized -27.5%
GM GENERAL MTRS CO 0.1%
Value ($000) $6,945 Shares 172,000 Est. Cost $26.56 Unrealized +18.9%
TXT TEXTRON INC 0.1%
Value ($000) $6,913 Shares 128,300 Est. Cost $27.05 Unrealized +81.6%
WRIGHT MED GROUP N V 0.1%
Value ($000) $6,222 Shares 240,500 Est. Cost $22.15 Unrealized
JCI JOHNSON CTLS INTL PLC 0.1%
Value ($000) $6,120 Shares 151,900 Est. Cost $33.21 Unrealized +0.5%
CCL CARNIVAL CORP 0.0%
Value ($000) $4,520 Shares 70,000 Est. Cost $27.66 Unrealized +120.3%
NXPI NXP SEMICONDUCTORS N V 0.0%
Value ($000) $4,184 Shares 37,000 Est. Cost $95.61 Unrealized +3.7%
MYLAN N V 0.0%
Value ($000) $4,044 Shares 128,900 Est. Cost $38.85 Unrealized
DISCOVERY COMMUNICATNS NEW 0.0%
Value ($000) $3,748 Shares 185,000 Est. Cost $37.28 Unrealized
ULTA ULTA BEAUTY INC 0.0%
Value ($000) $3,391 Shares 15,000 Est. Cost $240.71 Unrealized 0.0%
FCX FREEPORT-MCMORAN INC 0.0%
Value ($000) $2,808 Shares 200,000 Est. Cost $19.97 Unrealized -36.2%
DISCOVERY COMMUNICATNS NEW 0.0%
Value ($000) $2,768 Shares 130,000 Est. Cost $56.13 Unrealized
XLP SELECT SECTOR SPDR TR 0.0%
Value ($000) $2,650 Shares 49,100 Est. Cost $48.92 Unrealized
BFH ALLIANCE DATA SYSTEMS CORP 0.0%
Value ($000) $2,592 Shares 11,700 Est. Cost $186.69 Unrealized -13.5%
ELV ANTHEM INC 0.0%
Value ($000) $1,994 Shares 10,500 Est. Cost $123.25 Unrealized +38.3%
MU MICRON TECHNOLOGY INC 0.0%
Value ($000) $1,967 Shares 50,000 Est. Cost $21.18 Unrealized +45.7%
CHICAGO BRIDGE & IRON CO N V 0.0%
Value ($000) $1,680 Shares 100,000 Est. Cost $16.80 Unrealized
HUM HUMANA INC 0.0%
Value ($000) $1,559 Shares 6,400 Est. Cost $160.08 Unrealized +42.6%
SPDR SERIES TRUST 0.0%
Value ($000) $1,350 Shares 39,600 Est. Cost $36.83 Unrealized