FACTORY MUTUAL INSURANCE CO Diversified Active

Location: Waltham, MA

CIK: 0000887818 · Show all filings

Period: Q2 2024 (← Previous) (Next →)

Filing Date: Jul 23, 2024

Total Value: $8.778B (100.0% shares, 0.0% debt)

Holdings (170)

AGG ISHARES TR 6.7%
Value $585M Shares 6,022,876 Est. Cost $97.64 Unrealized
MSFT MICROSOFT CORP 5.6%
Value $494M Shares 1,105,498 Est. Cost $42.36 Unrealized +885.1%
IXUS ISHARES TR 5.1%
Value $444M Shares 6,578,900 Est. Cost $67.77 Unrealized
AAPL APPLE INC 4.7%
Value $408M Shares 1,938,629 Est. Cost $84.64 Unrealized +118.7%
NVDA NVIDIA CORPORATION 4.3%
Value $373M Shares 3,021,000 Est. Cost $92.41 Unrealized +9.4%
GOOG ALPHABET INC 3.6%
Value $318M Shares 1,732,220 Est. Cost $107.13 Unrealized +57.6%
XLK SELECT SECTOR SPDR TR 3.6%
Value $312M Shares 1,378,000 Est. Cost $173.80 Unrealized
AMZN AMAZON COM INC 3.1%
Value $275M Shares 1,425,404 Est. Cost $119.62 Unrealized +53.6%
META META PLATFORMS INC 2.0%
Value $172M Shares 340,990 Est. Cost $142.60 Unrealized +238.9%
AVGO BROADCOM INC 1.7%
Value $153M Shares 95,530 Est. Cost $19.61 Unrealized +602.1%
XLU SELECT SECTOR SPDR TR 1.7%
Value $147M Shares 2,151,200 Est. Cost $62.70 Unrealized
UNH UNITEDHEALTH GROUP INC 1.4%
Value $119M Shares 234,500 Est. Cost $181.61 Unrealized +160.5%
JPM JPMORGAN CHASE & CO. 1.3%
Value $116M Shares 572,425 Est. Cost $50.50 Unrealized +274.6%
XLI SELECT SECTOR SPDR TR 1.2%
Value $106M Shares 869,000 Est. Cost $105.32 Unrealized
IEMG ISHARES INC 1.2%
Value $104M Shares 1,950,000 Est. Cost $51.60 Unrealized
BRK/B BERKSHIRE HATHAWAY INC DEL 1.2%
Value $104M Shares 256,100 Est. Cost $116.56 Unrealized +250.6%
V VISA INC 1.1%
Value $98.96M Shares 377,051 Est. Cost $82.02 Unrealized +230.2%
LLY ELI LILLY & CO 1.1%
Value $93.98M Shares 103,800 Est. Cost $194.09 Unrealized +307.5%
SPY SPDR S&P 500 ETF TR 1.1%
Value $93.53M Shares 171,856 Est. Cost $542.38 Unrealized
LCTD BLACKROCK ETF TRUST 1.0%
Value $91.98M Shares 2,053,970 Est. Cost $47.31 Unrealized
XLB SELECT SECTOR SPDR TR 0.9%
Value $79.68M Shares 902,300 Est. Cost $81.38 Unrealized
XOM EXXON MOBIL CORP 0.9%
Value $79.59M Shares 691,354 Est. Cost $74.19 Unrealized +48.4%
MRK MERCK & CO INC 0.8%
Value $74.15M Shares 598,980 Est. Cost $48.98 Unrealized +148.5%
ETN EATON CORP PLC 0.8%
Value $73.82M Shares 235,419 Est. Cost $209.69 Unrealized +51.3%
JNJ JOHNSON & JOHNSON 0.8%
Value $73.16M Shares 500,560 Est. Cost $85.56 Unrealized +65.3%
TMO THERMO FISHER SCIENTIFIC INC 0.8%
Value $70.25M Shares 127,035 Est. Cost $235.49 Unrealized +141.9%
MS MORGAN STANLEY 0.8%
Value $69.52M Shares 715,250 Est. Cost $38.26 Unrealized +137.3%
PG PROCTER AND GAMBLE CO 0.8%
Value $66.65M Shares 404,137 Est. Cost $58.93 Unrealized +166.7%
EEM ISHARES TR 0.8%
Value $65.86M Shares 1,546,400 Est. Cost $39.70 Unrealized
LCTU BLACKROCK ETF TRUST 0.7%
Value $62.61M Shares 1,053,908 Est. Cost $49.56 Unrealized
NOW SERVICENOW INC 0.7%
Value $62.07M Shares 78,900 Est. Cost $89.28 Unrealized +64.4%
KO COCA COLA CO 0.7%
Value $61.79M Shares 970,800 Est. Cost $29.79 Unrealized +97.7%
ACWX ISHARES TR 0.7%
Value $61.67M Shares 1,160,700 Est. Cost $49.67 Unrealized
WMT WALMART INC 0.7%
Value $60.3M Shares 890,576 Est. Cost $44.68 Unrealized +38.7%
IWR ISHARES TR 0.6%
Value $56.65M Shares 698,700 Est. Cost $71.17 Unrealized
TMUS T-MOBILE US INC 0.6%
Value $56.48M Shares 320,607 Est. Cost $97.54 Unrealized +67.7%
HON HONEYWELL INTL INC 0.6%
Value $55.69M Shares 260,800 Est. Cost $68.73 Unrealized +167.4%
ASML ASML HOLDING N V 0.6%
Value $54.89M Shares 53,667 Est. Cost $970.47 Unrealized
MDLZ MONDELEZ INTL INC 0.6%
Value $54.77M Shares 837,000 Est. Cost $39.61 Unrealized +64.5%
GLD SPDR GOLD TR 0.6%
Value $54.2M Shares 252,100 Est. Cost $180.74 Unrealized
PM PHILIP MORRIS INTL INC 0.6%
Value $53.75M Shares 530,406 Est. Cost $71.74 Unrealized +27.3%
VGK VANGUARD INTL EQUITY INDEX F 0.6%
Value $52.68M Shares 789,005 Est. Cost $62.47 Unrealized
XLY SELECT SECTOR SPDR TR 0.6%
Value $51.8M Shares 284,000 Est. Cost $178.44 Unrealized
KLAC KLA CORP 0.6%
Value $50.95M Shares 61,800 Est. Cost $384.31 Unrealized +89.5%
NFLX NETFLIX INC 0.6%
Value $48.89M Shares 72,448 Est. Cost $26.97 Unrealized +131.6%
VZ VERIZON COMMUNICATIONS INC 0.5%
Value $48.23M Shares 1,169,566 Est. Cost $28.40 Unrealized +28.4%
ABBV ABBVIE INC 0.5%
Value $47.39M Shares 276,300 Est. Cost $81.41 Unrealized +93.0%
TSLA TESLA INC 0.5%
Value $46.48M Shares 234,900 Est. Cost $271.19 Unrealized -35.6%
UNP UNION PAC CORP 0.5%
Value $43.05M Shares 190,250 Est. Cost $101.73 Unrealized +121.7%
EW EDWARDS LIFESCIENCES CORP 0.5%
Value $42.36M Shares 458,612 Est. Cost $83.11 Unrealized +6.5%
CMCSA COMCAST CORP NEW 0.5%
Value $41.44M Shares 1,058,200 Est. Cost $25.08 Unrealized +48.0%
TJX TJX COS INC NEW 0.5%
Value $40.62M Shares 368,900 Est. Cost $43.26 Unrealized +128.1%
XLE SELECT SECTOR SPDR TR 0.5%
Value $39.96M Shares 438,360 Est. Cost $85.36 Unrealized
HESS CORP 0.4%
Value $39.14M Shares 265,300 Est. Cost $68.96 Unrealized
QQQ INVESCO QQQ TR 0.4%
Value $38.4M Shares 80,154 Est. Cost $347.93 Unrealized
ADBE ADOBE INC 0.4%
Value $37.53M Shares 67,550 Est. Cost $303.59 Unrealized +59.5%
DHR DANAHER CORPORATION 0.4%
Value $37.05M Shares 148,300 Est. Cost $215.97 Unrealized +15.9%
WFC WELLS FARGO CO NEW 0.4%
Value $36.29M Shares 611,064 Est. Cost $33.85 Unrealized +68.0%
BJ BJS WHSL CLUB HLDGS INC 0.4%
Value $35.48M Shares 403,937 Est. Cost $62.74 Unrealized +29.1%
MCD MCDONALDS CORP 0.4%
Value $35.3M Shares 138,500 Est. Cost $104.84 Unrealized +143.3%
DFAE DIMENSIONAL ETF TRUST 0.4%
Value $35.11M Shares 1,357,100 Est. Cost $25.87 Unrealized
CVX CHEVRON CORP NEW 0.4%
Value $34.91M Shares 223,150 Est. Cost $71.51 Unrealized +107.5%
LIN LINDE PLC 0.4%
Value $34.05M Shares 77,600 Est. Cost $369.03 Unrealized +16.7%
ALGN ALIGN TECHNOLOGY INC 0.4%
Value $33.9M Shares 140,393 Est. Cost $379.73 Unrealized -26.7%
CTVA CORTEVA INC 0.4%
Value $32.88M Shares 609,558 Est. Cost $30.80 Unrealized +75.6%
HD HOME DEPOT INC 0.4%
Value $32.15M Shares 93,400 Est. Cost $129.44 Unrealized +153.1%
AMT AMERICAN TOWER CORP NEW 0.4%
Value $31.76M Shares 163,400 Est. Cost $104.70 Unrealized +68.4%
FISV FISERV INC 0.4%
Value $31.6M Shares 212,000 Est. Cost $108.95 Unrealized +38.9%
BAC BANK AMERICA CORP 0.4%
Value $31.46M Shares 791,080 Est. Cost $15.33 Unrealized +140.3%
CB CHUBB LIMITED 0.4%
Value $31.07M Shares 121,800 Est. Cost $241.21 Unrealized +4.8%
ACWI ISHARES TR 0.4%
Value $30.91M Shares 275,000 Est. Cost $91.73 Unrealized
KIE SPDR SER TR 0.3%
Value $30.65M Shares 615,100 Est. Cost $33.58 Unrealized
LOW LOWES COS INC 0.3%
Value $30.47M Shares 138,200 Est. Cost $61.67 Unrealized +258.9%
AMGN AMGEN INC 0.3%
Value $30.43M Shares 97,400 Est. Cost $246.47 Unrealized +13.3%
DIS DISNEY WALT CO 0.3%
Value $29.78M Shares 299,906 Est. Cost $72.99 Unrealized +44.6%
MDT MEDTRONIC PLC 0.3%
Value $28.99M Shares 368,340 Est. Cost $77.31 Unrealized +1.0%
H HYATT HOTELS CORP 0.3%
Value $28.95M Shares 190,548 Est. Cost $86.34 Unrealized +72.7%
EWY ISHARES INC 0.3%
Value $28.88M Shares 437,000 Est. Cost $70.91 Unrealized
NOC NORTHROP GRUMMAN CORP 0.3%
Value $28.82M Shares 66,100 Est. Cost $183.25 Unrealized +142.3%
GE GE AEROSPACE 0.3%
Value $28.78M Shares 181,067 Est. Cost $62.95 Unrealized +150.9%
AME AMETEK INC 0.3%
Value $28.56M Shares 171,300 Est. Cost $156.95 Unrealized +8.8%
USFD US FOODS HLDG CORP 0.3%
Value $26.08M Shares 492,300 Est. Cost $37.50 Unrealized +40.3%
VPL VANGUARD INTL EQUITY INDEX F 0.3%
Value $25.96M Shares 350,000 Est. Cost $79.20 Unrealized
BKNG BOOKING HOLDINGS INC 0.3%
Value $25.87M Shares 6,530 Est. Cost $1914.13 Unrealized +90.9%
XLP SELECT SECTOR SPDR TR 0.3%
Value $25.78M Shares 336,700 Est. Cost $74.75 Unrealized
AXP AMERICAN EXPRESS CO 0.3%
Value $25.54M Shares 110,300 Est. Cost $110.13 Unrealized +106.4%
SLB SCHLUMBERGER LTD 0.3%
Value $25.44M Shares 539,147 Est. Cost $50.66 Unrealized -9.3%
XLRE SELECT SECTOR SPDR TR 0.3%
Value $25.31M Shares 659,000 Est. Cost $40.06 Unrealized
BKLN INVESCO EXCH TRADED FD TR II 0.3%
Value $25.25M Shares 1,200,000 Est. Cost $20.99 Unrealized
COST COSTCO WHSL CORP NEW 0.3%
Value $25.24M Shares 29,700 Est. Cost $197.09 Unrealized +292.6%
SBUX STARBUCKS CORP 0.3%
Value $25.15M Shares 323,100 Est. Cost $61.78 Unrealized +26.3%
ECL ECOLAB INC 0.3%
Value $24.56M Shares 103,200 Est. Cost $105.56 Unrealized +115.2%
VLTO VERALTO CORP 0.3%
Value $24.39M Shares 255,465 Est. Cost $84.07 Unrealized +12.9%
SPG SIMON PPTY GROUP INC NEW 0.3%
Value $24.38M Shares 160,592 Est. Cost $93.59 Unrealized +44.8%
CRBG COREBRIDGE FINL INC 0.3%
Value $23.94M Shares 822,100 Est. Cost $16.93 Unrealized +61.2%
PEP PEPSICO INC 0.3%
Value $23.77M Shares 144,100 Est. Cost $59.48 Unrealized +172.9%
OTIS OTIS WORLDWIDE CORP 0.3%
Value $23.49M Shares 244,000 Est. Cost $57.97 Unrealized +61.7%
TXN TEXAS INSTRS INC 0.3%
Value $23.44M Shares 120,500 Est. Cost $38.94 Unrealized +352.4%
EWT ISHARES INC 0.3%
Value $23.15M Shares 427,152 Est. Cost $54.32 Unrealized
TSM TAIWAN SEMICONDUCTOR MFG LTD 0.3%
Value $22.95M Shares 132,018 Est. Cost $103.36 Unrealized
DE DEERE & CO 0.3%
Value $22.38M Shares 59,900 Est. Cost $193.35 Unrealized +96.8%
RTX RTX CORPORATION 0.3%
Value $22.27M Shares 221,815 Est. Cost $54.61 Unrealized +83.4%
PNC PNC FINL SVCS GROUP INC 0.2%
Value $21.43M Shares 137,800 Est. Cost $68.11 Unrealized +115.3%
CAT CATERPILLAR INC 0.2%
Value $21.35M Shares 64,100 Est. Cost $107.44 Unrealized +215.2%
ABT ABBOTT LABS 0.2%
Value $20.95M Shares 201,600 Est. Cost $30.31 Unrealized +239.6%
LEN LENNAR CORP 0.2%
Value $20.91M Shares 139,500 Est. Cost $40.03 Unrealized +271.1%
DD DUPONT DE NEMOURS INC 0.2%
Value $20.76M Shares 257,890 Est. Cost $24.73 Unrealized +27.6%
NKE NIKE INC 0.2%
Value $20.62M Shares 273,600 Est. Cost $81.14 Unrealized +10.5%
CNQ CANADIAN NAT RES LTD 0.2%
Value $20.54M Shares 577,000 Est. Cost $35.42 Unrealized 0.0%
CRM SALESFORCE INC 0.2%
Value $20.31M Shares 79,000 Est. Cost $250.91 Unrealized +5.5%
SPGI S&P GLOBAL INC 0.2%
Value $20.03M Shares 44,900 Est. Cost $343.70 Unrealized +23.3%
DXCM DEXCOM INC 0.2%
Value $19.41M Shares 171,230 Est. Cost $95.20 Unrealized +32.8%
CCI CROWN CASTLE INC 0.2%
Value $19.24M Shares 196,960 Est. Cost $54.66 Unrealized +64.2%
LVS LAS VEGAS SANDS CORP 0.2%
Value $18.63M Shares 421,100 Est. Cost $48.90 Unrealized -7.6%
PGR PROGRESSIVE CORP 0.2%
Value $18.4M Shares 88,600 Est. Cost $103.34 Unrealized +86.5%
MA MASTERCARD INCORPORATED 0.2%
Value $18M Shares 40,800 Est. Cost $96.98 Unrealized +365.7%
UBER UBER TECHNOLOGIES INC 0.2%
Value $17.97M Shares 247,200 Est. Cost $69.50 Unrealized 0.0%
KKR KKR & CO INC 0.2%
Value $17.89M Shares 170,000 Est. Cost $66.83 Unrealized +50.9%
ORCL ORACLE CORP 0.2%
Value $17.89M Shares 126,690 Est. Cost $63.26 Unrealized +93.3%
APH AMPHENOL CORP NEW 0.2%
Value $17.72M Shares 263,000 Est. Cost $54.85 Unrealized +13.5%
BSX BOSTON SCIENTIFIC CORP 0.2%
Value $17.51M Shares 227,400 Est. Cost $38.30 Unrealized +91.1%
WH WYNDHAM HOTELS & RESORTS INC 0.2%
Value $17.18M Shares 232,200 Est. Cost $59.48 Unrealized +21.1%
UPS UNITED PARCEL SERVICE INC 0.2%
Value $16.93M Shares 123,700 Est. Cost $95.49 Unrealized +36.1%
MRSH MARSH & MCLENNAN COS INC 0.2%
Value $16.73M Shares 79,400 Est. Cost $151.71 Unrealized +31.9%
FDX FEDEX CORP 0.2%
Value $16.67M Shares 55,600 Est. Cost $203.54 Unrealized +23.7%
LHX L3HARRIS TECHNOLOGIES INC 0.2%
Value $16.42M Shares 73,100 Est. Cost $202.26 Unrealized +3.4%
BLACKROCK INC 0.2%
Value $16.3M Shares 20,700 Est. Cost $669.12 Unrealized
PFE PFIZER INC 0.2%
Value $15.26M Shares 545,400 Est. Cost $40.23 Unrealized -38.4%
CI THE CIGNA GROUP 0.2%
Value $14.94M Shares 45,200 Est. Cost $247.94 Unrealized +34.8%
ILMN ILLUMINA INC 0.2%
Value $14.72M Shares 141,000 Est. Cost $141.88 Unrealized -20.9%
QCOM QUALCOMM INC 0.2%
Value $14.6M Shares 73,300 Est. Cost $43.57 Unrealized +318.5%
ISRG INTUITIVE SURGICAL INC 0.2%
Value $14.37M Shares 32,300 Est. Cost $290.95 Unrealized +36.9%
APO APOLLO GLOBAL MGMT INC 0.2%
Value $14.17M Shares 120,000 Est. Cost $93.59 Unrealized +18.5%
VRTX VERTEX PHARMACEUTICALS INC 0.2%
Value $14.01M Shares 29,900 Est. Cost $214.94 Unrealized +101.9%
WBD WARNER BROS DISCOVERY INC 0.2%
Value $13.63M Shares 1,831,406 Est. Cost $16.08 Unrealized -50.2%
FXI ISHARES TR 0.1%
Value $12.94M Shares 498,000 Est. Cost $29.83 Unrealized
BA BOEING CO 0.1%
Value $12.94M Shares 71,100 Est. Cost $108.66 Unrealized +64.0%
ACN ACCENTURE PLC IRELAND 0.1%
Value $12.32M Shares 40,600 Est. Cost $354.76 Unrealized -15.6%
CVS CVS HEALTH CORP 0.1%
Value $11.89M Shares 201,243 Est. Cost $50.61 Unrealized +15.6%
BN BROOKFIELD CORP 0.1%
Value $11.55M Shares 278,000 Est. Cost $22.38 Unrealized +23.1%
BIIB BIOGEN INC 0.1%
Value $11.41M Shares 49,200 Est. Cost $286.54 Unrealized -24.2%
EWA ISHARES INC 0.1%
Value $11.36M Shares 465,100 Est. Cost $21.51 Unrealized
EXAS EXACT SCIENCES CORP 0.1%
Value $10.71M Shares 253,500 Est. Cost $74.63 Unrealized -26.3%
AON AON PLC 0.1%
Value $9.982M Shares 34,000 Est. Cost $325.28 Unrealized -10.1%
IBB ISHARES TR 0.1%
Value $9.745M Shares 71,000 Est. Cost $151.49 Unrealized
DDOG DATADOG INC 0.1%
Value $9.706M Shares 74,840 Est. Cost $101.19 Unrealized +19.6%
INTC INTEL CORP 0.1%
Value $9.551M Shares 308,400 Est. Cost $40.04 Unrealized -18.8%
AIG AMERICAN INTL GROUP INC 0.1%
Value $9.414M Shares 126,800 Est. Cost $53.46 Unrealized +37.8%
ZBH ZIMMER BIOMET HOLDINGS INC 0.1%
Value $8.932M Shares 82,300 Est. Cost $122.65 Unrealized -5.4%
CDNS CADENCE DESIGN SYSTEM INC 0.1%
Value $8.832M Shares 28,700 Est. Cost $217.72 Unrealized +36.0%
NXPI NXP SEMICONDUCTORS N V 0.1%
Value $8.342M Shares 31,000 Est. Cost $250.12 Unrealized 0.0%
ORLY OREILLY AUTOMOTIVE INC 0.1%
Value $7.92M Shares 7,500 Est. Cost $69.67 Unrealized -0.8%
GEV GE VERNOVA INC 0.1%
Value $7.763M Shares 45,265 Est. Cost $158.10 Unrealized 0.0%
WELL WELLTOWER INC 0.1%
Value $6.328M Shares 60,700 Est. Cost $47.86 Unrealized +98.6%
PLTR PALANTIR TECHNOLOGIES INC 0.1%
Value $5.872M Shares 231,836 Est. Cost $15.93 Unrealized +41.4%
MPWR MONOLITHIC PWR SYS INC 0.1%
Value $5.633M Shares 6,856 Est. Cost $501.94 Unrealized +41.9%
DAL DELTA AIR LINES INC DEL 0.1%
Value $5.598M Shares 118,000 Est. Cost $37.88 Unrealized +28.9%
LW LAMB WESTON HLDGS INC 0.1%
Value $5.591M Shares 66,500 Est. Cost $82.13 Unrealized 0.0%
AMD ADVANCED MICRO DEVICES INC 0.1%
Value $5.445M Shares 33,568 Est. Cost $116.55 Unrealized +38.0%
IBM INTERNATIONAL BUSINESS MACHS 0.1%
Value $4.981M Shares 28,800 Est. Cost $141.50 Unrealized +17.2%
MRNA MODERNA INC 0.1%
Value $4.869M Shares 41,000 Est. Cost $292.38 Unrealized -56.7%
MET METLIFE INC 0.1%
Value $4.829M Shares 68,800 Est. Cost $59.26 Unrealized +15.0%
ARISTA NETWORKS INC 0.1%
Value $4.434M Shares 12,650 Est. Cost $350.48 Unrealized
MRVL MARVELL TECHNOLOGY INC 0.0%
Value $4.276M Shares 61,166 Est. Cost $58.53 Unrealized +19.1%
MU MICRON TECHNOLOGY INC 0.0%
Value $3.847M Shares 29,250 Est. Cost $125.19 Unrealized 0.0%
IBKR INTERACTIVE BROKERS GROUP IN 0.0%
Value $3.678M Shares 30,000 Est. Cost $24.63 Unrealized +20.0%
VWO VANGUARD INTL EQUITY INDEX F 0.0%
Value $1.23M Shares 28,100 Est. Cost $50.11 Unrealized
GOOGL ALPHABET INC 0.0%
Value $911K Shares 5,000 Est. Cost $106.38 Unrealized +57.3%
VEU VANGUARD INTL EQUITY INDEX F 0.0%
Value $704K Shares 12,000 Est. Cost $58.33 Unrealized
GILD GILEAD SCIENCES INC 0.0%
Value $412K Shares 6,000 Est. Cost $47.39 Unrealized +33.2%