0001085146-13-000155.txt : 20130131
0001085146-13-000155.hdr.sgml : 20130131
20130130175718
ACCESSION NUMBER: 0001085146-13-000155
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20121231
FILED AS OF DATE: 20130131
DATE AS OF CHANGE: 20130130
EFFECTIVENESS DATE: 20130131
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FACTORY MUTUAL INSURANCE CO
CENTRAL INDEX KEY: 0000887818
IRS NUMBER: 050316605
STATE OF INCORPORATION: RI
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-03189
FILM NUMBER: 13560133
BUSINESS ADDRESS:
STREET 1: 225 WYMAN STREET
CITY: WALTHAM
STATE: MA
ZIP: 02454
BUSINESS PHONE: 7818909300
MAIL ADDRESS:
STREET 1: 225 WYMAN STREET
CITY: WALTHAM
STATE: MA
ZIP: 02454
13F-HR
1
factory4q2012.txt
FACTORY MUTUAL INSURANCE COMPANY
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
Form 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 2012
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Factory Mutual Insurance Company
Address: 225 Wyman Street
Waltham, MA 02454
13F File Number: 028-03189
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Paul E. LaFleche
Title: Vice President & Portfolio Manager-Equities
Phone: 617-243-7129
Signature, Place, and Date of Signing:
/s/ Paul E. LaFleche Waltham, MA January 30, 2013
Report Type (Check only one.):
[ X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 157
Form 13F Information Table Value Total: $5,033,519 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional managers with respect to which this report is filed, other
than the manager filing this report.
NONE
FORM 13F INFORMATION TABLE
VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE
------------------------------ ---------------- --------- -------- -------- --- ---- ------- ------------ -------- -------- --------
3M CO COM 88579Y101 8486 91400 SH SOLE 91400 0 0
ABBOTT LABS COM 002824100 51221 782000 SH SOLE 782000 0 0
ACCENTURE PLC IRELAND SHS CLASS A G1151C101 18474 277800 SH SOLE 277800 0 0
AETNA INC NEW COM 00817Y108 22817 492700 SH SOLE 492700 0 0
AGILENT TECHNOLOGIES INC COM 00846U101 21756 531400 SH SOLE 531400 0 0
ALTERA CORP COM 021441100 4547 132210 SH SOLE 132210 0 0
ALTRIA GROUP INC COM 02209S103 35078 1115700 SH SOLE 1115700 0 0
AMAZON COM INC COM 023135106 45157 180000 SH SOLE 180000 0 0
AMERICAN TOWER CORP NEW COM 03027X100 36696 474900 SH SOLE 474900 0 0
ANALOG DEVICES INC COM 032654105 24482 582082 SH SOLE 582082 0 0
APPLE INC COM 037833100 234688 441000 SH SOLE 441000 0 0
AT&T INC COM 00206R102 59463 1763966 SH SOLE 1763966 0 0
AUTOMATIC DATA PROCESSING IN COM 053015103 4497 79000 SH SOLE 79000 0 0
BAKER HUGHES INC COM 057224107 26766 655270 SH SOLE 655270 0 0
BANK OF AMERICA CORPORATION COM 060505104 38445 3311349 SH SOLE 3311349 0 0
BAXTER INTL INC COM 071813109 22664 340000 SH SOLE 340000 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 33189 370000 SH SOLE 370000 0 0
BLACKSTONE GROUP L P COM UNIT LTD 09253U108 36097 2315400 SH SOLE 2315400 0 0
BOEING CO COM 097023105 16504 219000 SH SOLE 219000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 2499 76677 SH SOLE 76677 0 0
BROADCOM CORP CL A 111320107 39145 1178700 SH SOLE 1178700 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 28645 2120250 SH SOLE 2120250 0 0
CAMBRIDGE HEART INC COM 131910101 14 942900 SH SOLE 942900 0 0
CAMERON INTERNATIONAL CORP COM 13342B105 23589 417800 SH SOLE 417800 0 0
CARNIVAL CORP PAIRED CTF 143658300 26511 721000 SH SOLE 721000 0 0
CATERPILLAR INC DEL COM 149123101 47761 533000 SH SOLE 533000 0 0
CELGENE CORP COM 151020104 17656 225000 SH SOLE 225000 0 0
CHEVRON CORP NEW COM 166764100 159939 1479000 SH SOLE 1479000 0 0
CIGNA CORPORATION COM 125509109 7484 140000 SH SOLE 140000 0 0
CISCO SYS INC COM 17275R102 53847 2740400 SH SOLE 2740400 0 0
CITIGROUP INC COM NEW 172967424 50488 1276226 SH SOLE 1276226 0 0
COCA COLA CO COM 191216100 81468 2247400 SH SOLE 2247400 0 0
COLGATE PALMOLIVE CO COM 194162103 13454 128700 SH SOLE 128700 0 0
COMCAST CORP NEW CL A 20030N101 23163 620000 SH SOLE 620000 0 0
CROWN CASTLE INTL CORP COM 228227104 17787 246500 SH SOLE 246500 0 0
CVS CAREMARK CORPORATION COM 126650100 91454 1891500 SH SOLE 1891500 0 0
DANAHER CORP DEL COM 235851102 4807 86000 SH SOLE 86000 0 0
DEERE & CO COM 244199105 29547 341900 SH SOLE 341900 0 0
DELCATH SYS INC COM 24661P104 62 50000 SH SOLE 50000 0 0
DISNEY WALT CO COM DISNEY 254687106 43591 875500 SH SOLE 875500 0 0
DOMINION RES INC VA NEW COM 25746U109 8288 160000 SH SOLE 160000 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 47767 1062000 SH SOLE 1062000 0 0
E M C CORP MASS COM 268648102 50097 1980100 SH SOLE 1980100 0 0
EATON CORP PLC SHS G29183103 60186 1110847 SH SOLE 1110847 0 0
ECOLAB INC COM 278865100 20822 289600 SH SOLE 289600 0 0
EMERSON ELEC CO COM 291011104 30240 571000 SH SOLE 571000 0 0
EXPRESS SCRIPTS HLDG CO COM 30219G108 27534 509888 SH SOLE 509888 0 0
EXXON MOBIL CORP COM 30231G102 198699 2295772 SH SOLE 2295772 0 0
FEDEX CORP COM 31428X106 57600 628000 SH SOLE 628000 0 0
FLEXTRONICS INTL LTD ORD Y2573F102 22899 3687500 SH SOLE 3687500 0 0
FORD MTR CO DEL COM PAR $0.01 345370860 43370 3349000 SH SOLE 3349000 0 0
FREEPORT-MCMORAN COPPER & GO COM 35671D857 21546 630000 SH SOLE 630000 0 0
GENERAL ELECTRIC CO COM 369604103 73485 3500950 SH SOLE 3500950 0 0
GILEAD SCIENCES INC COM 375558103 21653 294800 SH SOLE 294800 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 65693 515000 SH SOLE 515000 0 0
GOOGLE INC CL A 38259P508 93586 132300 SH SOLE 132300 0 0
HEALTH CARE REIT INC COM 42217K106 20348 332000 SH SOLE 332000 0 0
HEWLETT PACKARD CO COM 428236103 4146 290945 SH SOLE 290945 0 0
HONEYWELL INTL INC COM 438516106 50141 790000 SH SOLE 790000 0 0
HUNTINGTON INGALLS INDS INC COM 446413106 0 1 SH SOLE 1 0 0
IDEXX LABS INC COM 45168D104 2799 30160 SH SOLE 30160 0 0
ILLINOIS TOOL WKS INC COM 452308109 23801 391400 SH SOLE 391400 0 0
INTEL CORP COM 458140100 23919 1160000 SH SOLE 1160000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 84435 440800 SH SOLE 440800 0 0
INTERNATIONAL GAME TECHNOLOG COM 459902102 4991 352200 SH SOLE 352200 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 18458 37640 SH SOLE 37640 0 0
ISHARES INC MSCI AUSTRALIA 464286103 3520 140000 SH SOLE 140000 0 0
ISHARES INC MSCI BRAZIL 464286400 4028 72000 SH SOLE 72000 0 0
ISHARES INC MSCI GERMAN 464286806 4965 201000 SH SOLE 201000 0 0
ISHARES TR FTSE CHINA25 IDX 464287184 4045 100000 SH SOLE 100000 0 0
ISHARES TR MSCI ACWI EX 464288240 14867 355000 SH SOLE 355000 0 0
ISHARES TR S&P GL UTILITI 464288711 5772 140000 SH SOLE 140000 0 0
JOHNSON & JOHNSON COM 478160104 116583 1663100 SH SOLE 1663100 0 0
JPMORGAN CHASE & CO COM 46625H100 125437 2852850 SH SOLE 2852850 0 0
KOHLS CORP COM 500255104 10981 255500 SH SOLE 255500 0 0
KRAFT FOODS GROUP INC COM 50076Q106 14641 321998 SH SOLE 321998 0 0
LENNAR CORP CL A 526057104 12374 320000 SH SOLE 320000 0 0
LILLY ELI & CO COM 532457108 9864 200000 SH SOLE 200000 0 0
LOWES COS INC COM 548661107 26221 738200 SH SOLE 738200 0 0
MACYS INC COM 55616P104 17169 440000 SH SOLE 440000 0 0
MARKET VECTORS ETF TR BIOTECH ETF 57060U183 4334 81000 SH SOLE 81000 0 0
MASTERCARD INC CL A 57636Q104 18669 38000 SH SOLE 38000 0 0
MCDONALDS CORP COM 580135101 49362 559600 SH SOLE 559600 0 0
MCKESSON CORP COM 58155Q103 35584 367000 SH SOLE 367000 0 0
MEDTRONIC INC COM 585055106 12349 301040 SH SOLE 301040 0 0
MERCK & CO INC NEW COM 58933Y105 48192 1177143 SH SOLE 1177143 0 0
MICROSOFT CORP COM 594918104 69002 2583400 SH SOLE 2583400 0 0
MONDELEZ INTL INC CL A 609207105 29429 1156200 SH SOLE 1156200 0 0
MONSANTO CO NEW COM 61166W101 28168 297600 SH SOLE 297600 0 0
MORGAN STANLEY COM NEW 617446448 3824 200000 SH SOLE 200000 0 0
NABORS INDUSTRIES LTD SHS G6359F103 3324 230000 SH SOLE 230000 0 0
NATIONAL OILWELL VARCO INC COM 637071101 30860 451493 SH SOLE 451493 0 0
NETAPP INC COM 64110D104 5033 150000 SH SOLE 150000 0 0
NEWELL RUBBERMAID INC COM 651229106 4788 215000 SH SOLE 215000 0 0
NIKE INC CL B 654106103 22332 432800 SH SOLE 432800 0 0
NORFOLK SOUTHERN CORP COM 655844108 24328 393400 SH SOLE 393400 0 0
NORTHROP GRUMMAN CORP COM 666807102 10772 159400 SH SOLE 159400 0 0
NUCOR CORP COM 670346105 647 15000 SH SOLE 15000 0 0
OIL STS INTL INC COM 678026105 22900 320100 SH SOLE 320100 0 0
OMNICOM GROUP INC COM 681919106 47837 957500 SH SOLE 957500 0 0
ORACLE CORP COM 68389X105 67464 2024720 SH SOLE 2024720 0 0
PACCAR INC COM 693718108 11664 258000 SH SOLE 258000 0 0
PENNEY J C INC COM 708160106 1774 90000 SH SOLE 90000 0 0
PEPSICO INC COM 713448108 62791 917600 SH SOLE 917600 0 0
PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 4318 221800 SH SOLE 221800 0 0
PFIZER INC COM 717081103 88341 3522470 SH SOLE 3522470 0 0
PHILIP MORRIS INTL INC COM 718172109 80771 965700 SH SOLE 965700 0 0
PNC FINL SVCS GROUP INC COM 693475105 26240 450000 SH SOLE 450000 0 0
PRAXAIR INC COM 74005P104 71920 657100 SH SOLE 657100 0 0
PROCTER & GAMBLE CO COM 742718109 105274 1550662 SH SOLE 1550662 0 0
PUBLIC SVC ENTERPRISE GROUP COM 744573106 10710 350000 SH SOLE 350000 0 0
PULTE GROUP INC COM 745867101 2724 150000 SH SOLE 150000 0 0
QUALCOMM INC COM 747525103 84438 1365000 SH SOLE 1365000 0 0
REPUBLIC SVCS INC COM 760759100 8237 280825 SH SOLE 280825 0 0
SCHLUMBERGER LTD COM 806857108 68259 985000 SH SOLE 985000 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 9772 280000 SH SOLE 280000 0 0
SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 36746 2242000 SH SOLE 2242000 0 0
SILVER BAY RLTY TR CORP COM 82735Q102 19 1000 SH SOLE 1000 0 0
SIMON PPTY GROUP INC NEW COM 828806109 25160 159150 SH SOLE 159150 0 0
SIRONA DENTAL SYSTEMS INC COM 82966C103 5189 80500 SH SOLE 80500 0 0
SOUTHWESTERN ENERGY CO COM 845467109 11109 332500 SH SOLE 332500 0 0
SPDR GOLD TRUST GOLD SHS 78463V107 5671 35000 SH SOLE 35000 0 0
SPDR SERIES TRUST S&P BIOTECH 78464A870 6444 73300 SH SOLE 73300 0 0
SPDR SERIES TRUST S&P INS ETF 78464A789 11000 250000 SH SOLE 250000 0 0
SPDR SERIES TRUST S&P REGL BKG 78464A698 27131 970000 SH SOLE 970000 0 0
SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 18453 1087400 SH SOLE 1087400 0 0
STAPLES INC COM 855030102 21094 1850380 SH SOLE 1850380 0 0
STARBUCKS CORP COM 855244109 12871 240000 SH SOLE 240000 0 0
SUNOPTA INC COM 8676EP108 8715 1547990 SH SOLE 1547990 0 0
TARGET CORP COM 87612E106 29230 494000 SH SOLE 494000 0 0
TE CONNECTIVITY LTD REG SHS H84989104 43580 1174019 SH SOLE 1174019 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 881624209 16030 429300 SH SOLE 429300 0 0
TEXAS INSTRS INC COM 882508104 3707 120000 SH SOLE 120000 0 0
TEXTRON INC COM 883203101 3614 145800 SH SOLE 145800 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 31131 488100 SH SOLE 488100 0 0
TIFFANY & CO NEW COM 886547108 9748 170000 SH SOLE 170000 0 0
TIME WARNER CABLE INC COM 88732J207 33795 347716 SH SOLE 347716 0 0
TRANSOCEAN LTD REG SHS H8817H100 11388 255000 SH SOLE 255000 0 0
TRAVELERS COMPANIES INC COM 89417E109 29876 415982 SH SOLE 415982 0 0
ULTRA PETROLEUM CORP COM 903914109 12600 695000 SH SOLE 695000 0 0
UNITED TECHNOLOGIES CORP COM 913017109 32181 392400 SH SOLE 392400 0 0
UNITEDHEALTH GROUP INC COM 91324P102 17910 330200 SH SOLE 330200 0 0
US BANCORP DEL COM NEW 902973304 48868 1530000 SH SOLE 1530000 0 0
V F CORP COM 918204108 29439 195000 SH SOLE 195000 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 4529 99000 SH SOLE 99000 0 0
VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 5363 59000 SH SOLE 59000 0 0
VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042858 15590 350100 SH SOLE 350100 0 0
VANGUARD INTL EQUITY INDEX F MSCI PAC ETF 922042866 6941 130000 SH SOLE 130000 0 0
VANGUARD WORLD FDS UTILITIES ETF 92204A876 59442 789400 SH SOLE 789400 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 39426 911166 SH SOLE 911166 0 0
WAL-MART DE MEXICO COM 93114W107 4401 135500 SH SOLE 135500 0 0
WAL-MART STORES INC COM 931142103 58834 862292 SH SOLE 862292 0 0
WEATHERFORD INTERNATIONAL LT REG SHS H27013103 18569 1659400 SH SOLE 1659400 0 0
WELLS FARGO & CO NEW COM 949746101 78052 2283555 SH SOLE 2283555 0 0
WESTERN UN CO COM 959802109 14903 1095000 SH SOLE 1095000 0 0
WYNDHAM WORLDWIDE CORP COM 98310W108 26201 492400 SH SOLE 492400 0 0
ZIMMER HLDGS INC COM 98956P102 31230 468504 SH SOLE 468504 0 0