FACTORY MUTUAL INSURANCE CO Diversified Active

CIK: 0000887818 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Jan 16, 2018

Total Value ($000): $9,559,607 (100.0% shares, 0.0% debt)

Holdings (166)

AAPL APPLE INC 3.3%
Value ($000) $317,611 Shares 1,876,800 Est. Cost $18.03 Unrealized +116.8%
VEU VANGUARD INTL EQUITY INDEX F 3.0%
Value ($000) $283,012 Shares 5,172,000 Est. Cost $46.14 Unrealized
JPM JPMORGAN CHASE & CO 2.8%
Value ($000) $262,960 Shares 2,458,950 Est. Cost $38.19 Unrealized +113.0%
MSFT MICROSOFT CORP 2.2%
Value ($000) $210,146 Shares 2,456,700 Est. Cost $29.81 Unrealized +152.5%
AMZN AMAZON COM INC 2.2%
Value ($000) $208,984 Shares 178,700 Est. Cost $15.15 Unrealized +263.2%
GOOG ALPHABET INC 2.0%
Value ($000) $187,580 Shares 179,262 Est. Cost $35.78 Unrealized +41.2%
META FACEBOOK INC 1.8%
Value ($000) $173,460 Shares 983,000 Est. Cost $80.25 Unrealized +118.7%
C CITIGROUP INC 1.8%
Value ($000) $167,666 Shares 2,253,269 Est. Cost $35.70 Unrealized +58.2%
XOM EXXON MOBIL CORP 1.4%
Value ($000) $137,664 Shares 1,645,906 Est. Cost $53.79 Unrealized +6.2%
WFC WELLS FARGO CO NEW 1.4%
Value ($000) $133,022 Shares 2,192,539 Est. Cost $30.86 Unrealized +46.1%
DIS DISNEY WALT CO 1.4%
Value ($000) $132,269 Shares 1,230,300 Est. Cost $64.12 Unrealized +51.7%
JNJ JOHNSON & JOHNSON 1.3%
Value ($000) $127,914 Shares 915,500 Est. Cost $60.66 Unrealized +83.0%
BRK/B BERKSHIRE HATHAWAY INC DEL 1.3%
Value ($000) $127,753 Shares 644,500 Est. Cost $113.87 Unrealized +66.8%
UNP UNION PAC CORP 1.3%
Value ($000) $127,097 Shares 947,779 Est. Cost $76.41 Unrealized +31.9%
PG PROCTER AND GAMBLE CO 1.3%
Value ($000) $125,475 Shares 1,365,637 Est. Cost $55.36 Unrealized +31.2%
VGK VANGUARD INTL EQUITY INDEX F 1.3%
Value ($000) $120,962 Shares 2,045,000 Est. Cost $48.94 Unrealized
BAC BANK AMER CORP 1.2%
Value ($000) $118,246 Shares 4,005,662 Est. Cost $11.50 Unrealized +98.1%
CSCO CISCO SYS INC 1.2%
Value ($000) $115,693 Shares 3,020,700 Est. Cost $16.10 Unrealized +73.7%
PFE PFIZER INC 1.2%
Value ($000) $112,112 Shares 3,095,302 Est. Cost $17.55 Unrealized +35.6%
HD HOME DEPOT INC 1.2%
Value ($000) $111,595 Shares 588,800 Est. Cost $69.40 Unrealized +104.1%
GOOGL ALPHABET INC 1.2%
Value ($000) $111,344 Shares 105,700 Est. Cost $36.54 Unrealized +40.2%
HON HONEYWELL INTL INC 1.1%
Value ($000) $109,867 Shares 716,400 Est. Cost $63.57 Unrealized +78.3%
CVX CHEVRON CORP NEW 1.1%
Value ($000) $108,640 Shares 867,800 Est. Cost $70.66 Unrealized +18.2%
PEP PEPSICO INC 1.1%
Value ($000) $106,681 Shares 889,600 Est. Cost $59.12 Unrealized +50.5%
CMCSA COMCAST CORP NEW 1.1%
Value ($000) $106,373 Shares 2,656,000 Est. Cost $23.34 Unrealized +31.5%
VPL VANGUARD INTL EQUITY INDEX F 1.1%
Value ($000) $103,518 Shares 1,420,000 Est. Cost $57.22 Unrealized
ALLERGAN PLC 1.1%
Value ($000) $100,864 Shares 616,600 Est. Cost $250.21 Unrealized
V VISA INC 1.0%
Value ($000) $99,391 Shares 871,700 Est. Cost $63.59 Unrealized +64.2%
VPU VANGUARD WORLD FDS 1.0%
Value ($000) $97,435 Shares 835,700 Est. Cost $90.25 Unrealized
UNH UNITEDHEALTH GROUP INC 1.0%
Value ($000) $97,267 Shares 441,200 Est. Cost $90.28 Unrealized +106.1%
SLB SCHLUMBERGER LTD 1.0%
Value ($000) $94,613 Shares 1,403,963 Est. Cost $57.05 Unrealized -10.2%
PM PHILIP MORRIS INTL INC 1.0%
Value ($000) $93,965 Shares 889,400 Est. Cost $49.65 Unrealized +40.1%
CVS CVS HEALTH CORP 1.0%
Value ($000) $93,130 Shares 1,284,550 Est. Cost $46.59 Unrealized +20.7%
FDX FEDEX CORP 1.0%
Value ($000) $92,304 Shares 369,900 Est. Cost $105.61 Unrealized +88.5%
MDT MEDTRONIC PLC 1.0%
Value ($000) $91,225 Shares 1,129,720 Est. Cost $59.00 Unrealized +10.1%
IJH ISHARES TR 1.0%
Value ($000) $91,094 Shares 480,000 Est. Cost $166.95 Unrealized
ORCL ORACLE CORP 0.9%
Value ($000) $90,254 Shares 1,908,920 Est. Cost $31.08 Unrealized +39.9%
GS GOLDMAN SACHS GROUP INC 0.9%
Value ($000) $89,344 Shares 350,700 Est. Cost $131.76 Unrealized +55.7%
BROADCOM LTD 0.9%
Value ($000) $82,718 Shares 321,988 Est. Cost $160.54 Unrealized
T AT&T INC 0.9%
Value ($000) $81,860 Shares 2,105,466 Est. Cost $12.10 Unrealized +26.0%
UNITED TECHNOLOGIES CORP 0.8%
Value ($000) $80,873 Shares 633,952 Est. Cost $99.93 Unrealized
KO COCA COLA CO 0.8%
Value ($000) $78,771 Shares 1,716,900 Est. Cost $27.82 Unrealized +28.1%
MONSANTO CO NEW 0.8%
Value ($000) $77,765 Shares 665,900 Est. Cost $105.83 Unrealized
VWO VANGUARD INTL EQUITY INDEX F 0.8%
Value ($000) $76,899 Shares 1,675,000 Est. Cost $38.38 Unrealized
DOWDUPONT INC 0.8%
Value ($000) $76,451 Shares 1,073,459 Est. Cost $69.38 Unrealized
USB US BANCORP DEL 0.8%
Value ($000) $74,692 Shares 1,394,000 Est. Cost $22.96 Unrealized +70.1%
QCOM QUALCOMM INC 0.8%
Value ($000) $74,596 Shares 1,165,200 Est. Cost $42.07 Unrealized +16.5%
VZ VERIZON COMMUNICATIONS INC 0.8%
Value ($000) $74,576 Shares 1,408,966 Est. Cost $27.00 Unrealized +18.4%
TMO THERMO FISHER SCIENTIFIC INC 0.8%
Value ($000) $74,376 Shares 391,700 Est. Cost $91.72 Unrealized +104.4%
CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.8%
Value ($000) $72,874 Shares 1,026,100 Est. Cost $48.09 Unrealized +35.5%
CELGENE CORP 0.8%
Value ($000) $72,603 Shares 695,700 Est. Cost $100.76 Unrealized
LEN LENNAR CORP 0.7%
Value ($000) $65,650 Shares 1,038,100 Est. Cost $35.29 Unrealized +47.5%
MO ALTRIA GROUP INC 0.7%
Value ($000) $65,255 Shares 913,800 Est. Cost $22.44 Unrealized +63.3%
NKE NIKE INC 0.7%
Value ($000) $62,400 Shares 997,600 Est. Cost $44.32 Unrealized +16.8%
BA BOEING CO 0.6%
Value ($000) $62,020 Shares 210,300 Est. Cost $96.65 Unrealized +166.3%
ACWX ISHARES TR 0.6%
Value ($000) $61,439 Shares 1,230,000 Est. Cost $40.13 Unrealized
BLACKSTONE GROUP L P 0.6%
Value ($000) $59,589 Shares 1,861,000 Est. Cost $25.46 Unrealized
TJX TJX COS INC NEW 0.6%
Value ($000) $59,556 Shares 778,900 Est. Cost $33.05 Unrealized -2.0%
GENERAL ELECTRIC CO 0.6%
Value ($000) $59,450 Shares 3,406,850 Est. Cost $23.87 Unrealized
KIE SPDR SERIES TRUST 0.6%
Value ($000) $58,051 Shares 1,890,900 Est. Cost $43.87 Unrealized
BIIB BIOGEN INC 0.6%
Value ($000) $57,660 Shares 181,000 Est. Cost $288.28 Unrealized +11.3%
ADI ANALOG DEVICES INC 0.6%
Value ($000) $56,105 Shares 630,182 Est. Cost $50.02 Unrealized +52.1%
SPG SIMON PPTY GROUP INC NEW 0.6%
Value ($000) $55,925 Shares 325,644 Est. Cost $92.18 Unrealized +13.6%
MCD MCDONALDS CORP 0.6%
Value ($000) $54,665 Shares 317,600 Est. Cost $76.85 Unrealized +80.4%
SBUX STARBUCKS CORP 0.6%
Value ($000) $53,887 Shares 938,300 Est. Cost $38.15 Unrealized +24.2%
NOC NORTHROP GRUMMAN CORP 0.5%
Value ($000) $52,574 Shares 171,300 Est. Cost $73.87 Unrealized +256.1%
PRAXAIR INC 0.5%
Value ($000) $50,488 Shares 326,400 Est. Cost $115.24 Unrealized
AMT AMERICAN TOWER CORP NEW 0.5%
Value ($000) $50,476 Shares 353,800 Est. Cost $63.13 Unrealized +83.3%
ITW ILLINOIS TOOL WKS INC 0.5%
Value ($000) $50,022 Shares 299,800 Est. Cost $50.80 Unrealized +157.6%
ADBE ADOBE SYS INC 0.5%
Value ($000) $50,004 Shares 285,350 Est. Cost $88.75 Unrealized +93.8%
TXN TEXAS INSTRS INC 0.5%
Value ($000) $49,151 Shares 470,600 Est. Cost $38.94 Unrealized +99.4%
MDLZ MONDELEZ INTL INC 0.5%
Value ($000) $49,070 Shares 1,146,500 Est. Cost $28.59 Unrealized +20.6%
LOW LOWES COS INC 0.5%
Value ($000) $48,812 Shares 525,200 Est. Cost $47.56 Unrealized +49.8%
ETN EATON CORP PLC 0.5%
Value ($000) $47,695 Shares 603,656 Est. Cost $47.91 Unrealized +38.3%
MRK MERCK & CO INC 0.5%
Value ($000) $47,533 Shares 844,737 Est. Cost $30.75 Unrealized +39.8%
ZBH ZIMMER BIOMET HLDGS INC 0.5%
Value ($000) $47,303 Shares 392,004 Est. Cost $79.68 Unrealized +32.8%
WYNDHAM WORLDWIDE CORP 0.5%
Value ($000) $47,160 Shares 407,000 Est. Cost $63.66 Unrealized
EWA ISHARES INC 0.5%
Value ($000) $46,919 Shares 2,025,000 Est. Cost $22.59 Unrealized
VSS VANGUARD INTL EQUITY INDEX F 0.5%
Value ($000) $44,867 Shares 376,300 Est. Cost $91.25 Unrealized
MA MASTERCARD INCORPORATED 0.5%
Value ($000) $44,620 Shares 294,800 Est. Cost $72.89 Unrealized +95.1%
DVN DEVON ENERGY CORP NEW 0.5%
Value ($000) $44,505 Shares 1,075,000 Est. Cost $22.16 Unrealized +21.2%
TE CONNECTIVITY LTD 0.5%
Value ($000) $44,367 Shares 466,819 Est. Cost $64.38 Unrealized
PIONEER NAT RES CO 0.5%
Value ($000) $44,008 Shares 254,600 Est. Cost $160.10 Unrealized
MCK MCKESSON CORP 0.5%
Value ($000) $43,932 Shares 281,700 Est. Cost $129.47 Unrealized +7.3%
ACN ACCENTURE PLC IRELAND 0.5%
Value ($000) $43,814 Shares 286,200 Est. Cost $102.11 Unrealized +25.9%
TRV TRAVELERS COMPANIES INC 0.5%
Value ($000) $43,768 Shares 322,682 Est. Cost $63.44 Unrealized +74.2%
CCI CROWN CASTLE INTL CORP NEW 0.5%
Value ($000) $43,330 Shares 390,324 Est. Cost $54.66 Unrealized +40.0%
ALEXION PHARMACEUTICALS INC 0.4%
Value ($000) $42,873 Shares 358,500 Est. Cost $120.61 Unrealized
GILD GILEAD SCIENCES INC 0.4%
Value ($000) $42,189 Shares 588,900 Est. Cost $43.44 Unrealized +28.7%
EXPRESS SCRIPTS HLDG CO 0.4%
Value ($000) $40,773 Shares 546,248 Est. Cost $66.84 Unrealized
CIGNA CORPORATION 0.4%
Value ($000) $39,846 Shares 196,200 Est. Cost $102.04 Unrealized
ANADARKO PETE CORP 0.4%
Value ($000) $38,899 Shares 725,200 Est. Cost $53.57 Unrealized
INTC INTEL CORP 0.4%
Value ($000) $38,604 Shares 836,300 Est. Cost $18.76 Unrealized +94.8%
HESS CORP 0.4%
Value ($000) $37,121 Shares 782,000 Est. Cost $53.62 Unrealized
COST COSTCO WHSL CORP NEW 0.4%
Value ($000) $36,665 Shares 197,000 Est. Cost $103.79 Unrealized +48.8%
KMI KINDER MORGAN INC DEL 0.4%
Value ($000) $35,372 Shares 1,957,500 Est. Cost $12.22 Unrealized -6.7%
WELL WELLTOWER INC 0.4%
Value ($000) $34,882 Shares 547,000 Est. Cost $44.87 Unrealized +12.3%
ABT ABBOTT LABS 0.4%
Value ($000) $34,510 Shares 604,700 Est. Cost $29.13 Unrealized +65.2%
AETNA INC NEW 0.4%
Value ($000) $34,473 Shares 191,100 Est. Cost $151.07 Unrealized
BMY BRISTOL MYERS SQUIBB CO 0.4%
Value ($000) $34,320 Shares 560,077 Est. Cost $34.93 Unrealized +33.0%
PRICELINE GRP INC 0.3%
Value ($000) $32,322 Shares 18,600 Est. Cost $1272.60 Unrealized
MS MORGAN STANLEY 0.3%
Value ($000) $31,934 Shares 608,600 Est. Cost $21.40 Unrealized +85.6%
TWENTY FIRST CENTY FOX INC 0.3%
Value ($000) $31,492 Shares 912,000 Est. Cost $30.33 Unrealized
AMAT APPLIED MATLS INC 0.3%
Value ($000) $31,480 Shares 615,800 Est. Cost $20.83 Unrealized +137.2%
PNC PNC FINL SVCS GROUP INC 0.3%
Value ($000) $30,820 Shares 213,600 Est. Cost $48.75 Unrealized +114.6%
ABBV ABBVIE INC 0.3%
Value ($000) $30,348 Shares 313,800 Est. Cost $36.42 Unrealized +83.7%
SPIRIT AEROSYSTEMS HLDGS INC 0.3%
Value ($000) $30,303 Shares 347,300 Est. Cost $28.71 Unrealized
PEG PUBLIC SVC ENTERPRISE GROUP 0.3%
Value ($000) $29,937 Shares 581,300 Est. Cost $25.22 Unrealized +51.6%
KRE SPDR SERIES TRUST 0.3%
Value ($000) $29,090 Shares 494,300 Est. Cost $38.19 Unrealized
UAL UNITED CONTL HLDGS INC 0.3%
Value ($000) $28,867 Shares 428,300 Est. Cost $48.11 Unrealized +29.6%
OXY OCCIDENTAL PETE CORP DEL 0.3%
Value ($000) $28,728 Shares 390,000 Est. Cost $52.79 Unrealized +4.4%
IJR ISHARES TR 0.3%
Value ($000) $28,151 Shares 366,500 Est. Cost $91.30 Unrealized
WDC WESTERN DIGITAL CORP 0.3%
Value ($000) $28,090 Shares 353,200 Est. Cost $51.39 Unrealized +13.8%
VLO VALERO ENERGY CORP NEW 0.3%
Value ($000) $27,389 Shares 298,000 Est. Cost $27.91 Unrealized +113.8%
SPDR SERIES TRUST 0.3%
Value ($000) $27,031 Shares 1,578,000 Est. Cost $20.46 Unrealized
WMT WAL-MART STORES INC 0.3%
Value ($000) $26,771 Shares 271,092 Est. Cost $19.69 Unrealized +36.2%
VRTX VERTEX PHARMACEUTICALS INC 0.3%
Value ($000) $26,616 Shares 177,600 Est. Cost $88.86 Unrealized +66.6%
PHM PULTE GROUP INC 0.3%
Value ($000) $25,700 Shares 772,900 Est. Cost $16.36 Unrealized +73.4%
EW EDWARDS LIFESCIENCES CORP 0.2%
Value ($000) $23,815 Shares 211,300 Est. Cost $37.10 Unrealized -1.1%
ECL ECOLAB INC 0.2%
Value ($000) $23,428 Shares 174,600 Est. Cost $83.48 Unrealized +46.0%
ZTS ZOETIS INC 0.2%
Value ($000) $23,403 Shares 324,857 Est. Cost $30.17 Unrealized +113.7%
TIME WARNER INC 0.2%
Value ($000) $22,420 Shares 245,100 Est. Cost $91.47 Unrealized
LLY LILLY ELI & CO 0.2%
Value ($000) $21,834 Shares 258,500 Est. Cost $53.06 Unrealized +41.9%
CL COLGATE PALMOLIVE CO 0.2%
Value ($000) $21,760 Shares 288,400 Est. Cost $47.46 Unrealized +27.0%
RAYTHEON CO 0.2%
Value ($000) $21,471 Shares 114,300 Est. Cost $90.60 Unrealized
DE DEERE & CO 0.2%
Value ($000) $21,395 Shares 136,700 Est. Cost $74.85 Unrealized +65.3%
NVDA NVIDIA CORP 0.2%
Value ($000) $21,382 Shares 110,500 Est. Cost $4.11 Unrealized +19.6%
VFC V F CORP 0.2%
Value ($000) $20,720 Shares 280,000 Est. Cost $53.14 Unrealized +24.3%
PYPL PAYPAL HLDGS INC 0.2%
Value ($000) $20,246 Shares 275,000 Est. Cost $36.05 Unrealized +100.1%
FLEX FLEX LTD 0.2%
Value ($000) $18,922 Shares 1,051,800 Est. Cost $9.76 Unrealized +38.6%
OMC OMNICOM GROUP INC 0.2%
Value ($000) $18,113 Shares 248,700 Est. Cost $40.92 Unrealized +30.9%
CAT CATERPILLAR INC DEL 0.2%
Value ($000) $18,105 Shares 114,900 Est. Cost $66.06 Unrealized +76.1%
KHC KRAFT HEINZ CO 0.2%
Value ($000) $18,020 Shares 231,733 Est. Cost $48.63 Unrealized +9.8%
STKL SUNOPTA INC 0.2%
Value ($000) $16,828 Shares 2,171,400 Est. Cost $8.41 Unrealized -0.8%
XBI SPDR SERIES TRUST 0.2%
Value ($000) $16,550 Shares 195,000 Est. Cost $72.48 Unrealized
SPDR SERIES TRUST 0.2%
Value ($000) $16,344 Shares 439,600 Est. Cost $37.15 Unrealized
F FORD MTR CO DEL 0.2%
Value ($000) $15,688 Shares 1,256,000 Est. Cost $7.68 Unrealized +4.3%
AMGN AMGEN INC 0.2%
Value ($000) $15,173 Shares 87,250 Est. Cost $89.40 Unrealized +54.6%
ENVISION HEALTHCARE CORP 0.2%
Value ($000) $14,636 Shares 423,532 Est. Cost $57.10 Unrealized
ISRG INTUITIVE SURGICAL INC 0.1%
Value ($000) $14,233 Shares 39,000 Est. Cost $101.78 Unrealized +23.0%
WEATHERFORD INTL PLC 0.1%
Value ($000) $14,052 Shares 3,369,700 Est. Cost $7.17 Unrealized
BSX BOSTON SCIENTIFIC CORP 0.1%
Value ($000) $13,635 Shares 550,000 Est. Cost $16.56 Unrealized +66.5%
D DOMINION ENERGY INC 0.1%
Value ($000) $12,970 Shares 160,000 Est. Cost $34.53 Unrealized +63.4%
MMM 3M CO 0.1%
Value ($000) $12,333 Shares 52,400 Est. Cost $78.84 Unrealized +83.9%
IBM INTERNATIONAL BUSINESS MACHS 0.1%
Value ($000) $12,044 Shares 78,500 Est. Cost $102.11 Unrealized 0.0%
CRM SALESFORCE COM INC 0.1%
Value ($000) $11,603 Shares 113,500 Est. Cost $56.37 Unrealized +78.6%
NSC NORFOLK SOUTHERN CORP 0.1%
Value ($000) $10,549 Shares 72,800 Est. Cost $59.80 Unrealized +90.6%
ADP AUTOMATIC DATA PROCESSING IN 0.1%
Value ($000) $9,258 Shares 79,000 Est. Cost $45.09 Unrealized +113.3%
AZO AUTOZONE INC 0.1%
Value ($000) $8,323 Shares 11,700 Est. Cost $734.92 Unrealized -13.0%
WRIGHT MED GROUP N V 0.1%
Value ($000) $8,318 Shares 374,700 Est. Cost $22.17 Unrealized
TXT TEXTRON INC 0.1%
Value ($000) $7,261 Shares 128,300 Est. Cost $27.05 Unrealized +99.2%
GM GENERAL MTRS CO 0.1%
Value ($000) $7,051 Shares 172,000 Est. Cost $26.56 Unrealized +42.5%
HCA HCA HEALTHCARE INC 0.1%
Value ($000) $7,027 Shares 80,000 Est. Cost $74.68 Unrealized 0.0%
CERNER CORP 0.1%
Value ($000) $7,002 Shares 103,900 Est. Cost $56.08 Unrealized
MYLAN N V 0.1%
Value ($000) $5,454 Shares 128,900 Est. Cost $38.85 Unrealized
ULTA ULTA BEAUTY INC 0.1%
Value ($000) $5,032 Shares 22,500 Est. Cost $231.01 Unrealized -8.4%
CCL CARNIVAL CORP 0.0%
Value ($000) $4,646 Shares 70,000 Est. Cost $27.66 Unrealized +119.7%
FCX FREEPORT-MCMORAN INC 0.0%
Value ($000) $3,792 Shares 200,000 Est. Cost $19.97 Unrealized -31.5%
BFH ALLIANCE DATA SYSTEMS CORP 0.0%
Value ($000) $2,966 Shares 11,700 Est. Cost $186.69 Unrealized -13.4%
XLP SELECT SECTOR SPDR TR 0.0%
Value ($000) $2,793 Shares 49,100 Est. Cost $48.92 Unrealized
ELV ANTHEM INC 0.0%
Value ($000) $2,363 Shares 10,500 Est. Cost $123.25 Unrealized +55.3%
NFLX NETFLIX INC 0.0%
Value ($000) $1,920 Shares 10,000 Est. Cost $19.26 Unrealized 0.0%
JCI JOHNSON CTLS INTL PLC 0.0%
Value ($000) $1,820 Shares 47,750 Est. Cost $33.21 Unrealized -2.3%
HUM HUMANA INC 0.0%
Value ($000) $1,588 Shares 6,400 Est. Cost $160.08 Unrealized +44.0%
LEN/B LENNAR CORP 0.0%
Value ($000) $1,074 Shares 20,762 Est. Cost $41.52 Unrealized 0.0%
CHICAGO BRIDGE & IRON CO N V 0.0%
Value ($000) $997 Shares 61,800 Est. Cost $16.80 Unrealized