0001085146-17-001456.txt : 20170710 0001085146-17-001456.hdr.sgml : 20170710 20170710144506 ACCESSION NUMBER: 0001085146-17-001456 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170630 FILED AS OF DATE: 20170710 DATE AS OF CHANGE: 20170710 EFFECTIVENESS DATE: 20170710 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: 17957562 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 primary_doc.xml 13F-HR LIVE false true false 0000887818 XXXXXXXX 06-30-2017 06-30-2017 false FACTORY MUTUAL INSURANCE CO

225 WYMAN STREET WALTHAM MA 02454

13F HOLDINGS REPORT 028-03189 N Paul E. LaFleche 617-243-7129 /s/ Paul E. LaFleche Waltham MA 07-10-2017 0 165 8645773 INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE 3M CO COM 88579Y101 8619 41400 SH SOLE 41400 0 0 ABBOTT LABS COM 002824100 28811 592700 SH SOLE 592700 0 0 ABBVIE INC COM 00287Y109 18926 261000 SH SOLE 261000 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 35805 289500 SH SOLE 289500 0 0 ADOBE SYS INC COM 00724F101 46817 331000 SH SOLE 331000 0 0 AETNA INC NEW COM 00817Y108 10628 70000 SH SOLE 70000 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 8318 167000 SH SOLE 167000 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 23653 194400 SH SOLE 194400 0 0 ALLERGAN PLC SHS G0177J108 121715 500700 SH SOLE 500700 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 3003 11700 SH SOLE 11700 0 0 ALPHABET INC CAP STK CL A 02079K305 105704 113700 SH SOLE 113700 0 0 ALPHABET INC CAP STK CL C 02079K107 175891 193557 SH SOLE 193557 0 0 ALTRIA GROUP INC COM 02209S103 56418 757600 SH SOLE 757600 0 0 AMAZON COM INC COM 023135106 174724 180500 SH SOLE 180500 0 0 AMERICAN TOWER CORP NEW COM 03027X100 53166 401800 SH SOLE 401800 0 0 AMGEN INC COM 031162100 14743 85600 SH SOLE 85600 0 0 ANADARKO PETE CORP COM 032511107 32327 713000 SH SOLE 713000 0 0 ANALOG DEVICES INC COM 032654105 47153 606082 SH SOLE 606082 0 0 ANTHEM INC COM 036752103 1787 9500 SH SOLE 9500 0 0 APPLE INC COM 037833100 273177 1896800 SH SOLE 1896800 0 0 APPLIED MATLS INC COM 038222105 36725 889000 SH SOLE 889000 0 0 AT&T INC COM 00206R102 78081 2069466 SH SOLE 2069466 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 8094 79000 SH SOLE 79000 0 0 AUTOZONE INC COM 053332102 6561 11500 SH SOLE 11500 0 0 BANK AMER CORP COM 060505104 98613 4064849 SH SOLE 4064849 0 0 BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 106873 631000 SH SOLE 631000 0 0 BIOGEN INC COM 09062X103 29497 108700 SH SOLE 108700 0 0 BLACKSTONE GROUP L P COM UNIT LTD 09253U108 57448 1722600 SH SOLE 1722600 0 0 BOEING CO COM 097023105 50032 253000 SH SOLE 253000 0 0 BOSTON SCIENTIFIC CORP COM 101137107 15246 550000 SH SOLE 550000 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 30718 551277 SH SOLE 551277 0 0 BROADCOM LTD SHS Y09827109 76383 327752 SH SOLE 327752 0 0 CARNIVAL CORP UNIT 99/99/9999 143658300 4590 70000 SH SOLE 70000 0 0 CATERPILLAR INC DEL COM 149123101 11283 105000 SH SOLE 105000 0 0 CELGENE CORP COM 151020104 102169 786700 SH SOLE 786700 0 0 CERNER CORP COM 156782104 7571 113900 SH SOLE 113900 0 0 CHEVRON CORP NEW COM 166764100 88869 851800 SH SOLE 851800 0 0 CIGNA CORPORATION COM 125509109 39169 234000 SH SOLE 234000 0 0 CISCO SYS INC COM 17275R102 95916 3064400 SH SOLE 3064400 0 0 CITIGROUP INC COM NEW 172967424 164316 2456869 SH SOLE 2456869 0 0 COCA COLA CO COM 191216100 80860 1802900 SH SOLE 1802900 0 0 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 71181 1072000 SH SOLE 1072000 0 0 COLGATE PALMOLIVE CO COM 194162103 21009 283400 SH SOLE 283400 0 0 COMCAST CORP NEW CL A 20030N101 105473 2710000 SH SOLE 2710000 0 0 COSTCO WHSL CORP NEW COM 22160K105 28020 175200 SH SOLE 175200 0 0 CROWN CASTLE INTL CORP NEW COM 22822V101 38045 379764 SH SOLE 379764 0 0 CVS HEALTH CORP COM 126650100 113892 1415500 SH SOLE 1415500 0 0 DEERE & CO COM 244199105 14831 120000 SH SOLE 120000 0 0 DEVON ENERGY CORP NEW COM 25179M103 33921 1061000 SH SOLE 1061000 0 0 DISCOVERY COMMUNICATNS NEW COM SER A 25470F104 3358 130000 SH SOLE 130000 0 0 DISCOVERY COMMUNICATNS NEW COM SER C 25470F302 4664 185000 SH SOLE 185000 0 0 DISNEY WALT CO COM DISNEY 254687106 125748 1183500 SH SOLE 1183500 0 0 DOMINION ENERGY INC COM 25746U109 12261 160000 SH SOLE 160000 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 61816 765900 SH SOLE 765900 0 0 EATON CORP PLC SHS G29183103 45767 588047 SH SOLE 588047 0 0 ECOLAB INC COM 278865100 23178 174600 SH SOLE 174600 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 13716 116000 SH SOLE 116000 0 0 ENVISION HEALTHCARE CORP COM 29414D100 17751 283251 SH SOLE 283251 0 0 EXPRESS SCRIPTS HLDG CO COM 30219G108 48933 766488 SH SOLE 766488 0 0 EXXON MOBIL CORP COM 30231G102 131823 1632879 SH SOLE 1632879 0 0 FACEBOOK INC CL A 30303M102 146148 968000 SH SOLE 968000 0 0 FEDEX CORP COM 31428X106 89410 411400 SH SOLE 411400 0 0 FLEX LTD ORD Y2573F102 16844 1032800 SH SOLE 1032800 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 13831 1236000 SH SOLE 1236000 0 0 FREEPORT-MCMORAN INC CL B 35671D857 2402 200000 SH SOLE 200000 0 0 GENERAL ELECTRIC CO COM 369604103 85240 3155850 SH SOLE 3155850 0 0 GENERAL MTRS CO COM 37045V100 6008 172000 SH SOLE 172000 0 0 GILEAD SCIENCES INC COM 375558103 41477 586000 SH SOLE 586000 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 79463 358100 SH SOLE 358100 0 0 HESS CORP COM 42809H107 33824 771000 SH SOLE 771000 0 0 HOME DEPOT INC COM 437076102 98790 644000 SH SOLE 644000 0 0 HONEYWELL INTL INC COM 438516106 104580 784600 SH SOLE 784600 0 0 HUMANA INC COM 444859102 1540 6400 SH SOLE 6400 0 0 ILLINOIS TOOL WKS INC COM 452308109 42331 295500 SH SOLE 295500 0 0 INTEL CORP COM 458140100 27295 809000 SH SOLE 809000 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 13563 14500 SH SOLE 14500 0 0 ISHARES MSCI AUST ETF 464286103 43902 2025000 SH SOLE 2025000 0 0 ISHARES TR CORE S&P MCP ETF 464287507 78278 450000 SH SOLE 450000 0 0 ISHARES TR CORE S&P SCP ETF 464287804 14022 200000 SH SOLE 200000 0 0 ISHARES TR MSCI ACWI EX US 464288240 51973 1140000 SH SOLE 1140000 0 0 JOHNSON & JOHNSON COM 478160104 119167 900800 SH SOLE 900800 0 0 JOHNSON CTLS INTL PLC SHS G51502105 7453 171900 SH SOLE 171900 0 0 JPMORGAN CHASE & CO COM 46625H100 235122 2572450 SH SOLE 2572450 0 0 KINDER MORGAN INC DEL COM 49456B101 33185 1732000 SH SOLE 1732000 0 0 KRAFT HEINZ CO COM 500754106 19075 222733 SH SOLE 222733 0 0 LENNAR CORP CL A 526057104 57426 1077000 SH SOLE 1077000 0 0 LILLY ELI & CO COM 532457108 20929 254300 SH SOLE 254300 0 0 LOWES COS INC COM 548661107 42191 544200 SH SOLE 544200 0 0 MASTERCARD INCORPORATED CL A 57636Q104 34710 285800 SH SOLE 285800 0 0 MCDONALDS CORP COM 580135101 47755 311800 SH SOLE 311800 0 0 MCKESSON CORP COM 58155Q103 58609 356200 SH SOLE 356200 0 0 MEDTRONIC PLC SHS G5960L103 94850 1068720 SH SOLE 1068720 0 0 MERCK & CO INC COM 58933Y105 52937 825970 SH SOLE 825970 0 0 MICRON TECHNOLOGY INC COM 595112103 10809 362000 SH SOLE 362000 0 0 MICROSOFT CORP COM 594918104 161014 2335900 SH SOLE 2335900 0 0 MONDELEZ INTL INC CL A 609207105 37714 873200 SH SOLE 873200 0 0 MONSANTO CO NEW COM 61166W101 63548 536900 SH SOLE 536900 0 0 MORGAN STANLEY COM NEW 617446448 26558 596000 SH SOLE 596000 0 0 MYLAN N V SHS EURO N59465109 6250 161000 SH SOLE 161000 0 0 NIKE INC CL B 654106103 66351 1124600 SH SOLE 1124600 0 0 NORFOLK SOUTHERN CORP COM 655844108 8555 70300 SH SOLE 70300 0 0 NORTHROP GRUMMAN CORP COM 666807102 43461 169300 SH SOLE 169300 0 0 NXP SEMICONDUCTORS N V COM N6596X109 3612 33000 SH SOLE 33000 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 23350 390000 SH SOLE 390000 0 0 OMNICOM GROUP INC COM 681919106 20982 253100 SH SOLE 253100 0 0 ORACLE CORP COM 68389X105 93206 1858920 SH SOLE 1858920 0 0 PAYPAL HLDGS INC COM 70450Y103 14759 275000 SH SOLE 275000 0 0 PEPSICO INC COM 713448108 96273 833600 SH SOLE 833600 0 0 PFIZER INC COM 717081103 98617 2935897 SH SOLE 2935897 0 0 PHILIP MORRIS INTL INC COM 718172109 104155 886800 SH SOLE 886800 0 0 PIONEER NAT RES CO COM 723787107 10054 63000 SH SOLE 63000 0 0 PNC FINL SVCS GROUP INC COM 693475105 26135 209300 SH SOLE 209300 0 0 PRAXAIR INC COM 74005P104 51827 391000 SH SOLE 391000 0 0 PRICELINE GRP INC COM NEW 741503403 34044 18200 SH SOLE 18200 0 0 PROCTER AND GAMBLE CO COM 742718109 119209 1367862 SH SOLE 1367862 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 24859 578000 SH SOLE 578000 0 0 PULTE GROUP INC COM 745867101 34171 1393000 SH SOLE 1393000 0 0 QUALCOMM INC COM 747525103 55921 1012700 SH SOLE 1012700 0 0 RAYTHEON CO COM NEW 755111507 16148 100000 SH SOLE 100000 0 0 REXNORD CORP NEW COM 76169B102 1522 65473 SH SOLE 65473 0 0 SALESFORCE COM INC COM 79466L302 11310 130600 SH SOLE 130600 0 0 SCHLUMBERGER LTD COM 806857108 86711 1317003 SH SOLE 1317003 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 5769 105000 SH SOLE 105000 0 0 SIMON PPTY GROUP INC NEW COM 828806109 49783 307750 SH SOLE 307750 0 0 SPDR SERIES TRUST OILGAS EQUIP 78464A748 22509 1455000 SH SOLE 1455000 0 0 SPDR SERIES TRUST S&P BIOTECH 78464A870 18215 236000 SH SOLE 236000 0 0 SPDR SERIES TRUST S&P INS ETF 78464A789 53083 602800 SH SOLE 602800 0 0 SPDR SERIES TRUST S&P OILGAS EXP 78464A730 1979 62000 SH SOLE 62000 0 0 SPDR SERIES TRUST S&P REGL BKG 78464A698 24179 440000 SH SOLE 440000 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 28356 489400 SH SOLE 489400 0 0 STARBUCKS CORP COM 855244109 55908 958800 SH SOLE 958800 0 0 SUNOPTA INC COM 8676EP108 19461 1907900 SH SOLE 1907900 0 0 TE CONNECTIVITY LTD REG SHS H84989104 40530 515119 SH SOLE 515119 0 0 TEXAS INSTRS INC COM 882508104 33280 432600 SH SOLE 432600 0 0 TEXTRON INC COM 883203101 5949 126300 SH SOLE 126300 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 78372 449200 SH SOLE 449200 0 0 TJX COS INC NEW COM 872540109 38286 530500 SH SOLE 530500 0 0 TRAVELERS COMPANIES INC COM 89417E109 40576 320682 SH SOLE 320682 0 0 TWENTY FIRST CENTY FOX INC CL A 90130A101 26299 928000 SH SOLE 928000 0 0 UNION PAC CORP COM 907818108 100946 926879 SH SOLE 926879 0 0 UNITED CONTL HLDGS INC COM 910047109 33735 448300 SH SOLE 448300 0 0 UNITED TECHNOLOGIES CORP COM 913017109 69840 571952 SH SOLE 571952 0 0 UNITEDHEALTH GROUP INC COM 91324P102 77245 416600 SH SOLE 416600 0 0 US BANCORP DEL COM NEW 902973304 72345 1393400 SH SOLE 1393400 0 0 V F CORP COM 918204108 24180 419800 SH SOLE 419800 0 0 VALERO ENERGY CORP NEW COM 91913Y100 19901 295000 SH SOLE 295000 0 0 VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 258155 5160000 SH SOLE 5160000 0 0 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 68390 1675000 SH SOLE 1675000 0 0 VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 112761 2045000 SH SOLE 2045000 0 0 VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 93436 1420000 SH SOLE 1420000 0 0 VANGUARD INTL EQUITY INDEX F FTSE SMCAP ETF 922042718 40685 376300 SH SOLE 376300 0 0 VANGUARD WORLD FDS UTILITIES ETF 92204A876 95579 836500 SH SOLE 836500 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 61584 1378966 SH SOLE 1378966 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 24498 190100 SH SOLE 190100 0 0 VISA INC COM CL A 92826C839 80726 860800 SH SOLE 860800 0 0 WAL-MART STORES INC COM 931142103 21788 287892 SH SOLE 287892 0 0 WEATHERFORD INTL PLC ORD SHS G48833100 10371 2679700 SH SOLE 2679700 0 0 WELLS FARGO CO NEW COM 949746101 103215 1862755 SH SOLE 1862755 0 0 WELLTOWER INC COM 95040Q104 43113 576000 SH SOLE 576000 0 0 WESTERN DIGITAL CORP COM 958102105 29787 336200 SH SOLE 336200 0 0 WILLIAMS SONOMA INC COM 969904101 14017 289000 SH SOLE 289000 0 0 WRIGHT MED GROUP N V ORD SHS 0.03 PAR N96617118 6611 240500 SH SOLE 240500 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 42223 420500 SH SOLE 420500 0 0 ZIMMER BIOMET HLDGS INC COM 98956P102 66602 518704 SH SOLE 518704 0 0 ZOETIS INC CL A 98978V103 20265 324857 SH SOLE 324857 0 0