FACTORY MUTUAL INSURANCE CO Diversified Active

CIK: 0000887818 · Show all filings

Period: Q3 2022 (← Previous) (Next →)

Filing Date: Nov 4, 2022

Total Value ($000): $6,090,762 (100.0% shares, 0.0% debt)

Holdings (144)

AAPL APPLE INC 5.0%
Value ($000) $307,384 Shares 2,224,200 Est. Cost $81.72 Unrealized +88.8%
MSFT MICROSOFT CORP 5.0%
Value ($000) $304,275 Shares 1,306,463 Est. Cost $40.39 Unrealized +536.1%
SPY SPDR S&P 500 ETF TR 3.8%
Value ($000) $233,153 Shares 652,760 Est. Cost $366.79 Unrealized
GOOG ALPHABET INC 3.2%
Value ($000) $196,648 Shares 2,045,220 Est. Cost $107.13 Unrealized +3.5%
AMZN AMAZON COM INC 3.1%
Value ($000) $188,530 Shares 1,668,400 Est. Cost $119.63 Unrealized +5.7%
XLU SELECT SECTOR SPDR TR 2.4%
Value ($000) $147,208 Shares 2,247,100 Est. Cost $62.70 Unrealized
IWM ISHARES TR 2.3%
Value ($000) $140,091 Shares 849,441 Est. Cost $179.95 Unrealized
UNH UNITEDHEALTH GROUP INC 1.9%
Value ($000) $117,219 Shares 232,100 Est. Cost $109.97 Unrealized +350.2%
VGK VANGUARD INTL EQUITY INDEX F 1.9%
Value ($000) $115,934 Shares 2,512,105 Est. Cost $62.47 Unrealized
IWR ISHARES TR 1.8%
Value ($000) $106,848 Shares 1,719,211 Est. Cost $69.30 Unrealized
QQQ INVESCO QQQ TR 1.7%
Value ($000) $101,381 Shares 379,333 Est. Cost $334.41 Unrealized
JNJ JOHNSON & JOHNSON 1.5%
Value ($000) $90,632 Shares 554,800 Est. Cost $81.87 Unrealized +86.8%
BRK/B BERKSHIRE HATHAWAY INC DEL 1.5%
Value ($000) $90,253 Shares 338,000 Est. Cost $116.56 Unrealized +144.1%
TSLA TESLA INC 1.4%
Value ($000) $85,066 Shares 320,700 Est. Cost $276.43 Unrealized +1.0%
LCTU BLACKROCK ETF TRUST 1.4%
Value ($000) $84,680 Shares 2,123,908 Est. Cost $49.56 Unrealized
META META PLATFORMS INC 1.3%
Value ($000) $81,965 Shares 604,108 Est. Cost $125.80 Unrealized +27.9%
MRK MERCK & CO INC 1.3%
Value ($000) $81,768 Shares 949,453 Est. Cost $48.98 Unrealized +64.2%
TMO THERMO FISHER SCIENTIFIC INC 1.3%
Value ($000) $79,292 Shares 156,336 Est. Cost $227.90 Unrealized +143.1%
XLK SELECT SECTOR SPDR TR 1.3%
Value ($000) $76,439 Shares 643,538 Est. Cost $141.47 Unrealized
V VISA INC 1.2%
Value ($000) $75,251 Shares 423,588 Est. Cost $72.75 Unrealized +172.6%
CVX CHEVRON CORP NEW 1.2%
Value ($000) $71,849 Shares 500,100 Est. Cost $71.51 Unrealized +85.7%
LCTD BLACKROCK ETF TRUST 1.1%
Value ($000) $69,574 Shares 2,053,970 Est. Cost $47.31 Unrealized
TMUS T-MOBILE US INC 1.1%
Value ($000) $65,080 Shares 485,054 Est. Cost $94.76 Unrealized +43.2%
AVGO BROADCOM INC 1.0%
Value ($000) $63,763 Shares 143,608 Est. Cost $19.61 Unrealized +145.2%
MS MORGAN STANLEY 1.0%
Value ($000) $63,650 Shares 805,600 Est. Cost $34.72 Unrealized +116.7%
GS GOLDMAN SACHS GROUP INC 1.0%
Value ($000) $61,101 Shares 208,500 Est. Cost $162.99 Unrealized +82.2%
KO COCA COLA CO 1.0%
Value ($000) $60,042 Shares 1,071,800 Est. Cost $29.79 Unrealized +88.2%
JPM JPMORGAN CHASE & CO 0.9%
Value ($000) $56,734 Shares 542,901 Est. Cost $39.20 Unrealized +169.4%
PG PROCTER AND GAMBLE CO 0.9%
Value ($000) $56,313 Shares 446,037 Est. Cost $58.93 Unrealized +121.6%
EEM ISHARES TR 0.9%
Value ($000) $55,599 Shares 1,594,000 Est. Cost $41.48 Unrealized
CVS CVS HEALTH CORP 0.9%
Value ($000) $55,461 Shares 581,543 Est. Cost $50.61 Unrealized +73.2%
XLF SELECT SECTOR SPDR TR 0.9%
Value ($000) $53,533 Shares 1,763,273 Est. Cost $33.71 Unrealized
BMY BRISTOL-MYERS SQUIBB CO 0.9%
Value ($000) $52,992 Shares 745,419 Est. Cost $46.35 Unrealized +34.4%
WFC WELLS FARGO CO NEW 0.8%
Value ($000) $49,872 Shares 1,239,974 Est. Cost $33.56 Unrealized +17.3%
XLE SELECT SECTOR SPDR TR 0.8%
Value ($000) $49,845 Shares 692,100 Est. Cost $72.02 Unrealized
WMT WALMART INC 0.8%
Value ($000) $47,988 Shares 369,992 Est. Cost $27.89 Unrealized +50.6%
HON HONEYWELL INTL INC 0.8%
Value ($000) $47,136 Shares 282,300 Est. Cost $68.73 Unrealized +135.9%
FXI ISHARES TR 0.8%
Value ($000) $46,169 Shares 1,785,338 Est. Cost $29.83 Unrealized
KIE SPDR SER TR 0.7%
Value ($000) $45,563 Shares 1,259,700 Est. Cost $33.58 Unrealized
BJ BJS WHSL CLUB HLDGS INC 0.7%
Value ($000) $45,472 Shares 624,523 Est. Cost $62.74 Unrealized +14.3%
NVDA NVIDIA CORPORATION 0.7%
Value ($000) $44,939 Shares 370,200 Est. Cost $16.83 Unrealized -6.2%
ETN EATON CORP PLC 0.7%
Value ($000) $44,665 Shares 334,919 Est. Cost $148.78 Unrealized -10.3%
PYPL PAYPAL HLDGS INC 0.7%
Value ($000) $43,747 Shares 508,274 Est. Cost $80.62 Unrealized +9.7%
ADBE ADOBE SYSTEMS INCORPORATED 0.7%
Value ($000) $43,193 Shares 156,950 Est. Cost $303.59 Unrealized +24.6%
PIONEER NAT RES CO 0.7%
Value ($000) $42,008 Shares 194,000 Est. Cost $144.05 Unrealized
XOM EXXON MOBIL CORP 0.7%
Value ($000) $41,831 Shares 479,120 Est. Cost $53.97 Unrealized +50.8%
VZ VERIZON COMMUNICATIONS INC 0.7%
Value ($000) $41,740 Shares 1,099,266 Est. Cost $28.09 Unrealized +27.3%
LOW LOWES COS INC 0.7%
Value ($000) $41,638 Shares 221,700 Est. Cost $61.67 Unrealized +195.7%
RTX RAYTHEON TECHNOLOGIES CORP 0.7%
Value ($000) $41,030 Shares 501,215 Est. Cost $54.61 Unrealized +53.5%
MDLZ MONDELEZ INTL INC 0.7%
Value ($000) $40,789 Shares 743,900 Est. Cost $31.50 Unrealized +79.7%
NOC NORTHROP GRUMMAN CORP 0.7%
Value ($000) $40,494 Shares 86,100 Est. Cost $136.47 Unrealized +230.3%
PM PHILIP MORRIS INTL INC 0.7%
Value ($000) $40,094 Shares 483,006 Est. Cost $70.03 Unrealized +15.6%
HESS CORP 0.7%
Value ($000) $40,043 Shares 367,400 Est. Cost $65.07 Unrealized
XLY SELECT SECTOR SPDR TR 0.6%
Value ($000) $39,182 Shares 275,063 Est. Cost $178.05 Unrealized
BAC BK OF AMERICA CORP 0.6%
Value ($000) $38,211 Shares 1,265,280 Est. Cost $15.33 Unrealized +99.5%
CTVA CORTEVA INC 0.6%
Value ($000) $37,780 Shares 661,058 Est. Cost $25.38 Unrealized +121.3%
UNP UNION PAC CORP 0.6%
Value ($000) $37,757 Shares 193,800 Est. Cost $81.24 Unrealized +151.4%
CCI CROWN CASTLE INC 0.6%
Value ($000) $37,578 Shares 259,960 Est. Cost $54.66 Unrealized +160.8%
ACWX ISHARES TR 0.6%
Value ($000) $36,813 Shares 920,083 Est. Cost $52.76 Unrealized
LLY LILLY ELI & CO 0.6%
Value ($000) $36,183 Shares 111,900 Est. Cost $194.09 Unrealized +58.7%
NKE NIKE INC 0.6%
Value ($000) $35,226 Shares 423,800 Est. Cost $78.66 Unrealized +29.1%
MCD MCDONALDS CORP 0.6%
Value ($000) $34,103 Shares 147,800 Est. Cost $79.61 Unrealized +196.8%
AMT AMERICAN TOWER CORP NEW 0.5%
Value ($000) $32,957 Shares 153,500 Est. Cost $93.47 Unrealized +144.8%
CAT CATERPILLAR INC 0.5%
Value ($000) $31,914 Shares 194,500 Est. Cost $107.44 Unrealized +60.3%
TXN TEXAS INSTRS INC 0.5%
Value ($000) $31,452 Shares 203,200 Est. Cost $38.94 Unrealized +289.4%
SBUX STARBUCKS CORP 0.5%
Value ($000) $31,362 Shares 372,200 Est. Cost $56.90 Unrealized +37.7%
DXCM DEXCOM INC 0.5%
Value ($000) $31,069 Shares 385,751 Est. Cost $94.45 Unrealized -10.3%
KLAC KLA CORP 0.5%
Value ($000) $30,898 Shares 102,100 Est. Cost $359.21 Unrealized -6.8%
NFLX NETFLIX INC 0.5%
Value ($000) $30,639 Shares 130,135 Est. Cost $23.58 Unrealized -5.8%
CMCSA COMCAST CORP NEW 0.5%
Value ($000) $30,087 Shares 1,025,800 Est. Cost $23.52 Unrealized +43.2%
CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.5%
Value ($000) $29,734 Shares 517,652 Est. Cost $52.84 Unrealized +17.2%
ABBV ABBVIE INC 0.5%
Value ($000) $29,164 Shares 217,300 Est. Cost $60.85 Unrealized +108.9%
FISV FISERV INC 0.5%
Value ($000) $28,745 Shares 307,200 Est. Cost $108.95 Unrealized -6.5%
WELL WELLTOWER INC 0.5%
Value ($000) $28,268 Shares 439,500 Est. Cost $47.86 Unrealized +50.1%
BSX BOSTON SCIENTIFIC CORP 0.5%
Value ($000) $28,123 Shares 726,100 Est. Cost $38.30 Unrealized +4.7%
UPS UNITED PARCEL SERVICE INC 0.5%
Value ($000) $28,108 Shares 174,000 Est. Cost $95.49 Unrealized +68.1%
FOXA FOX CORP 0.5%
Value ($000) $27,773 Shares 905,258 Est. Cost $33.45 Unrealized -3.2%
CSCO CISCO SYS INC 0.4%
Value ($000) $26,148 Shares 653,700 Est. Cost $17.75 Unrealized +125.7%
PEP PEPSICO INC 0.4%
Value ($000) $25,779 Shares 157,900 Est. Cost $59.48 Unrealized +159.6%
PFE PFIZER INC 0.4%
Value ($000) $25,127 Shares 574,200 Est. Cost $40.23 Unrealized +0.5%
HD HOME DEPOT INC 0.4%
Value ($000) $23,703 Shares 85,900 Est. Cost $72.92 Unrealized +271.2%
LINDE PLC 0.4%
Value ($000) $23,104 Shares 85,700 Est. Cost $287.83 Unrealized
TJX TJX COS INC NEW 0.4%
Value ($000) $22,916 Shares 368,900 Est. Cost $43.26 Unrealized +38.5%
DD DUPONT DE NEMOURS INC 0.4%
Value ($000) $22,850 Shares 453,390 Est. Cost $24.73 Unrealized -10.0%
XLP SELECT SECTOR SPDR TR 0.4%
Value ($000) $22,468 Shares 336,700 Est. Cost $74.75 Unrealized
SLB SCHLUMBERGER LTD 0.4%
Value ($000) $22,390 Shares 623,647 Est. Cost $50.66 Unrealized -34.0%
LVS LAS VEGAS SANDS CORP 0.4%
Value ($000) $21,766 Shares 580,100 Est. Cost $49.01 Unrealized -27.4%
DE DEERE & CO 0.4%
Value ($000) $21,703 Shares 65,000 Est. Cost $95.37 Unrealized +242.4%
ABT ABBOTT LABS 0.4%
Value ($000) $21,510 Shares 222,300 Est. Cost $30.31 Unrealized +229.9%
VNQ VANGUARD INDEX FDS 0.4%
Value ($000) $21,373 Shares 266,600 Est. Cost $80.17 Unrealized
EXAS EXACT SCIENCES CORP 0.3%
Value ($000) $21,125 Shares 650,200 Est. Cost $85.05 Unrealized -51.5%
XLC SELECT SECTOR SPDR TR 0.3%
Value ($000) $20,959 Shares 437,647 Est. Cost $72.33 Unrealized
EWY ISHARES INC 0.3%
Value ($000) $20,696 Shares 437,000 Est. Cost $70.91 Unrealized
CRM SALESFORCE INC 0.3%
Value ($000) $20,267 Shares 140,900 Est. Cost $250.91 Unrealized -33.2%
OTIS OTIS WORLDWIDE CORP 0.3%
Value ($000) $19,957 Shares 312,800 Est. Cost $53.58 Unrealized +29.3%
VPL VANGUARD INTL EQUITY INDEX F 0.3%
Value ($000) $18,668 Shares 325,000 Est. Cost $79.59 Unrealized
ACTIVISION BLIZZARD INC 0.3%
Value ($000) $18,644 Shares 250,800 Est. Cost $77.86 Unrealized
EWT ISHARES INC 0.3%
Value ($000) $18,410 Shares 427,152 Est. Cost $54.32 Unrealized
DIS DISNEY WALT CO 0.3%
Value ($000) $17,669 Shares 187,306 Est. Cost $64.12 Unrealized +63.1%
ISRG INTUITIVE SURGICAL INC 0.3%
Value ($000) $17,657 Shares 94,200 Est. Cost $290.95 Unrealized -26.2%
SPG SIMON PPTY GROUP INC NEW 0.3%
Value ($000) $17,644 Shares 196,592 Est. Cost $93.59 Unrealized -9.6%
PNC PNC FINL SVCS GROUP INC 0.3%
Value ($000) $17,617 Shares 117,900 Est. Cost $49.40 Unrealized +187.4%
WBD WARNER BROS DISCOVERY INC 0.3%
Value ($000) $16,533 Shares 1,437,666 Est. Cost $18.17 Unrealized -25.2%
GM GENERAL MTRS CO 0.3%
Value ($000) $16,195 Shares 504,700 Est. Cost $32.38 Unrealized +9.5%
AXP AMERICAN EXPRESS CO 0.3%
Value ($000) $16,189 Shares 120,000 Est. Cost $110.13 Unrealized +31.6%
ECL ECOLAB INC 0.3%
Value ($000) $15,972 Shares 110,600 Est. Cost $105.56 Unrealized +47.9%
MDT MEDTRONIC PLC 0.3%
Value ($000) $15,765 Shares 195,240 Est. Cost $113.45 Unrealized -28.8%
VMWARE INC 0.2%
Value ($000) $14,670 Shares 137,800 Est. Cost $113.91 Unrealized
WH WYNDHAM HOTELS & RESORTS INC 0.2%
Value ($000) $14,246 Shares 232,200 Est. Cost $59.48 Unrealized +12.6%
COST COSTCO WHSL CORP NEW 0.2%
Value ($000) $14,026 Shares 29,700 Est. Cost $103.79 Unrealized +379.9%
INDA ISHARES TR 0.2%
Value ($000) $13,788 Shares 338,100 Est. Cost $40.78 Unrealized
GE GENERAL ELECTRIC CO 0.2%
Value ($000) $13,501 Shares 218,067 Est. Cost $62.95 Unrealized -31.4%
QCOM QUALCOMM INC 0.2%
Value ($000) $12,913 Shares 114,300 Est. Cost $43.57 Unrealized +191.6%
BA BOEING CO 0.2%
Value ($000) $12,714 Shares 105,000 Est. Cost $108.66 Unrealized +41.2%
VRTX VERTEX PHARMACEUTICALS INC 0.2%
Value ($000) $12,509 Shares 43,200 Est. Cost $214.94 Unrealized +33.9%
USFD US FOODS HLDG CORP 0.2%
Value ($000) $12,485 Shares 472,200 Est. Cost $36.85 Unrealized -15.8%
USB US BANCORP DEL 0.2%
Value ($000) $12,431 Shares 308,300 Est. Cost $27.93 Unrealized +40.4%
H HYATT HOTELS CORP 0.2%
Value ($000) $12,372 Shares 152,819 Est. Cost $85.26 Unrealized -1.5%
MA MASTERCARD INCORPORATED 0.2%
Value ($000) $12,000 Shares 42,200 Est. Cost $96.98 Unrealized +235.3%
MRSH MARSH & MCLENNAN COS INC 0.2%
Value ($000) $11,854 Shares 79,400 Est. Cost $151.71 Unrealized +0.4%
ALGN ALIGN TECHNOLOGY INC 0.2%
Value ($000) $11,618 Shares 56,095 Est. Cost $562.11 Unrealized -54.2%
BKNG BOOKING HOLDINGS INC 0.2%
Value ($000) $10,730 Shares 6,530 Est. Cost $1914.13 Unrealized -3.4%
EW EDWARDS LIFESCIENCES CORP 0.2%
Value ($000) $10,684 Shares 129,308 Est. Cost $97.52 Unrealized -1.3%
LQD ISHARES TR 0.2%
Value ($000) $10,552 Shares 103,000 Est. Cost $128.77 Unrealized
PGR PROGRESSIVE CORP 0.2%
Value ($000) $10,470 Shares 90,100 Est. Cost $103.34 Unrealized +6.3%
LEN LENNAR CORP 0.2%
Value ($000) $10,400 Shares 139,500 Est. Cost $40.03 Unrealized +84.9%
C CITIGROUP INC 0.2%
Value ($000) $10,206 Shares 244,938 Est. Cost $38.46 Unrealized +13.5%
MMM 3M CO 0.2%
Value ($000) $9,394 Shares 85,000 Est. Cost $120.14 Unrealized -19.7%
AON AON PLC 0.1%
Value ($000) $9,107 Shares 34,000 Est. Cost $279.95 Unrealized -1.5%
BIIB BIOGEN INC 0.1%
Value ($000) $9,025 Shares 33,800 Est. Cost $286.52 Unrealized -25.9%
IBB ISHARES TR 0.1%
Value ($000) $8,304 Shares 71,000 Est. Cost $151.49 Unrealized
T AT&T INC 0.1%
Value ($000) $7,102 Shares 463,000 Est. Cost $16.99 Unrealized -11.2%
ORCL ORACLE CORP 0.1%
Value ($000) $6,894 Shares 112,882 Est. Cost $46.46 Unrealized +51.0%
MET METLIFE INC 0.1%
Value ($000) $6,795 Shares 111,800 Est. Cost $59.26 Unrealized -2.7%
AIG AMERICAN INTL GROUP INC 0.1%
Value ($000) $6,020 Shares 126,800 Est. Cost $53.46 Unrealized -9.0%
FDX FEDEX CORP 0.1%
Value ($000) $5,344 Shares 36,000 Est. Cost $196.73 Unrealized -0.5%
MRNA MODERNA INC 0.1%
Value ($000) $4,848 Shares 41,000 Est. Cost $292.38 Unrealized -48.1%
ULTA ULTA BEAUTY INC 0.1%
Value ($000) $3,330 Shares 8,300 Est. Cost $278.07 Unrealized +44.8%
DAL DELTA AIR LINES INC DEL 0.1%
Value ($000) $3,311 Shares 118,000 Est. Cost $37.88 Unrealized -18.4%
CDNS CADENCE DESIGN SYSTEM INC 0.0%
Value ($000) $2,533 Shares 15,500 Est. Cost $150.99 Unrealized +13.9%
VWO VANGUARD INTL EQUITY INDEX F 0.0%
Value ($000) $1,025 Shares 28,100 Est. Cost $50.11 Unrealized
GOOGL ALPHABET INC 0.0%
Value ($000) $765 Shares 8,000 Est. Cost $106.38 Unrealized +3.5%
VEU VANGUARD INTL EQUITY INDEX F 0.0%
Value ($000) $532 Shares 12,000 Est. Cost $58.33 Unrealized
GILD GILEAD SCIENCES INC 0.0%
Value ($000) $370 Shares 6,000 Est. Cost $47.39 Unrealized +17.7%