0001085146-22-002063.txt : 20220513
0001085146-22-002063.hdr.sgml : 20220513
20220513103637
ACCESSION NUMBER: 0001085146-22-002063
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20220331
FILED AS OF DATE: 20220513
DATE AS OF CHANGE: 20220513
EFFECTIVENESS DATE: 20220513
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: 22920876
BUSINESS ADDRESS:
STREET 1: 404 WYMAN STREET
STREET 2: SUITE 390
CITY: WALTHAM
STATE: MA
ZIP: 02451
BUSINESS PHONE: 7818909300
MAIL ADDRESS:
STREET 1: 404 WYMAN STREET
STREET 2: SUITE 390
CITY: WALTHAM
STATE: MA
ZIP: 02451
13F-HR
1
primary_doc.xml
13F-HR
LIVE
false
false
false
0000887818
XXXXXXXX
03-31-2022
03-31-2022
false
FACTORY MUTUAL INSURANCE CO
404 WYMAN STREET
SUITE 390
WALTHAM
MA
02451
13F HOLDINGS REPORT
028-03189
N
Sanjay Chawla
Chief Investment Officer
617-243-7126
/s/ Sanjay Chawla
Waltham
MA
05-11-2022
0
136
7394841
false
INFORMATION TABLE
2
infotable.xml
INFORMATION TABLE
3M CO
COM
88579Y101
12655
85000
SH
SOLE
85000
0
0
ABBOTT LABS
COM
002824100
27566
232900
SH
SOLE
232900
0
0
ABBVIE INC
COM
00287Y109
35226
217300
SH
SOLE
217300
0
0
ADOBE SYSTEMS INCORPORATED
COM
00724F101
74789
164150
SH
SOLE
164150
0
0
ALIGN TECHNOLOGY INC
COM
016255101
27076
62100
SH
SOLE
62100
0
0
ALPHABET INC
CAP STK CL A
02079K305
10848
3900
SH
SOLE
3900
0
0
ALPHABET INC
CAP STK CL C
02079K107
296242
106066
SH
SOLE
106066
0
0
AMAZON COM INC
COM
023135106
283453
86950
SH
SOLE
86950
0
0
AMERICAN EXPRESS CO
COM
025816109
23543
125900
SH
SOLE
125900
0
0
AMERICAN TOWER CORP NEW
COM
03027X100
40873
162700
SH
SOLE
162700
0
0
APPLE INC
COM
037833100
411469
2356500
SH
SOLE
2356500
0
0
APPLIED MATLS INC
COM
038222105
33649
255300
SH
SOLE
255300
0
0
AT&T INC
COM
00206R102
10941
463000
SH
SOLE
463000
0
0
BERKSHIRE HATHAWAY INC DEL
CL B NEW
084670702
121824
345200
SH
SOLE
345200
0
0
BIOGEN INC
COM
09062X103
7118
33800
SH
SOLE
33800
0
0
BJS WHSL CLUB HLDGS INC
COM
05550J101
20824
308000
SH
SOLE
308000
0
0
BK OF AMERICA CORP
COM
060505104
54134
1313280
SH
SOLE
1313280
0
0
BLACKROCK ETF TRUST
US CARBON TRANS
09290C509
107321
2123908
SH
SOLE
2123908
0
0
BLACKROCK ETF TRUST
WORLD EX US CARB
09290C608
92037
2053970
SH
SOLE
2053970
0
0
BOEING CO
COM
097023105
20107
105000
SH
SOLE
105000
0
0
BOOKING HOLDINGS INC
COM
09857L108
24964
10630
SH
SOLE
10630
0
0
BOSTON SCIENTIFIC CORP
COM
101137107
39715
896700
SH
SOLE
896700
0
0
BRISTOL-MYERS SQUIBB CO
COM
110122108
70334
963077
SH
SOLE
963077
0
0
BROADCOM INC
COM
11135F101
99936
158708
SH
SOLE
158708
0
0
CATERPILLAR INC
COM
149123101
55883
250800
SH
SOLE
250800
0
0
CHEVRON CORP NEW
COM
166764100
86218
529500
SH
SOLE
529500
0
0
CISCO SYS INC
COM
17275R102
48789
875000
SH
SOLE
875000
0
0
CITIGROUP INC
COM NEW
172967424
26678
499600
SH
SOLE
499600
0
0
COCA COLA CO
COM
191216100
70358
1134800
SH
SOLE
1134800
0
0
COGNIZANT TECHNOLOGY SOLUTIO
CL A
192446102
52780
588600
SH
SOLE
588600
0
0
COMCAST CORP NEW
CL A
20030N101
49947
1066800
SH
SOLE
1066800
0
0
CORTEVA INC
COM
22052L104
47712
830058
SH
SOLE
830058
0
0
COSTCO WHSL CORP NEW
COM
22160K105
17102
29700
SH
SOLE
29700
0
0
CROWN CASTLE INTL CORP NEW
COM
22822V101
47989
259960
SH
SOLE
259960
0
0
CVS HEALTH CORP
COM
126650100
67006
662043
SH
SOLE
662043
0
0
DEERE & CO
COM
244199105
28335
68200
SH
SOLE
68200
0
0
DELTA AIR LINES INC DEL
COM NEW
247361702
4670
118000
SH
SOLE
118000
0
0
DEXCOM INC
COM
252131107
55304
108100
SH
SOLE
108100
0
0
DISCOVERY INC
COM SER A
25470F104
3065
123000
SH
SOLE
123000
0
0
DISCOVERY INC
COM SER C
25470F302
16585
664200
SH
SOLE
664200
0
0
DISNEY WALT CO
COM
254687106
29517
215206
SH
SOLE
215206
0
0
DOW INC
COM
260557103
11817
185458
SH
SOLE
185458
0
0
DUPONT DE NEMOURS INC
COM
26614N102
39762
540390
SH
SOLE
540390
0
0
EATON CORP PLC
SHS
G29183103
49508
326219
SH
SOLE
326219
0
0
ECOLAB INC
COM
278865100
14054
79600
SH
SOLE
79600
0
0
EXACT SCIENCES CORP
COM
30063P105
41722
596700
SH
SOLE
596700
0
0
EXXON MOBIL CORP
COM
30231G102
41818
506320
SH
SOLE
506320
0
0
FISERV INC
COM
337738108
32935
324800
SH
SOLE
324800
0
0
FOX CORP
CL A COM
35137L105
30613
775998
SH
SOLE
775998
0
0
GENERAL ELECTRIC CO
COM NEW
369604301
19953
218067
SH
SOLE
218067
0
0
GENERAL MTRS CO
COM
37045V100
22076
504700
SH
SOLE
504700
0
0
GILEAD SCIENCES INC
COM
375558103
357
6000
SH
SOLE
6000
0
0
GOLDMAN SACHS GROUP INC
COM
38141G104
67242
203700
SH
SOLE
203700
0
0
HESS CORP
COM
42809H107
32101
299900
SH
SOLE
299900
0
0
HOME DEPOT INC
COM
437076102
53580
179000
SH
SOLE
179000
0
0
HONEYWELL INTL INC
COM
438516106
57537
295700
SH
SOLE
295700
0
0
INTUITIVE SURGICAL INC
COM NEW
46120E602
22837
75700
SH
SOLE
75700
0
0
INVESCO QQQ TR
UNIT SER 1
46090E103
126418
348700
SH
SOLE
348700
0
0
ISHARES INC
MSCI STH KOR ETF
464286772
18947
266000
SH
SOLE
266000
0
0
ISHARES INC
MSCI TAIWAN ETF
46434G772
26248
427152
SH
SOLE
427152
0
0
ISHARES TR
CHINA LG-CAP ETF
464287184
24043
752038
SH
SOLE
752038
0
0
ISHARES TR
IBOXX INV CP ETF
464287242
22979
190000
SH
SOLE
190000
0
0
ISHARES TR
ISHARES BIOTECH
464287556
9251
71000
SH
SOLE
71000
0
0
ISHARES TR
MSCI ACWI EX US
464288240
48093
920083
SH
SOLE
920083
0
0
ISHARES TR
MSCI EMG MKT ETF
464287234
37655
834000
SH
SOLE
834000
0
0
ISHARES TR
RUS MID CAP ETF
464287499
60092
770011
SH
SOLE
770011
0
0
ISHARES TR
RUSSELL 2000 ETF
464287655
58757
286241
SH
SOLE
286241
0
0
JOHNSON & JOHNSON
COM
478160104
92442
521600
SH
SOLE
521600
0
0
JPMORGAN CHASE & CO
COM
46625H100
75529
554050
SH
SOLE
554050
0
0
KLA CORP
COM NEW
482480100
33860
92500
SH
SOLE
92500
0
0
LAS VEGAS SANDS CORP
COM
517834107
38407
988100
SH
SOLE
988100
0
0
LENNAR CORP
CL A
526057104
11324
139500
SH
SOLE
139500
0
0
LILLY ELI & CO
COM
532457108
20304
70900
SH
SOLE
70900
0
0
LINDE PLC
SHS
G5494J103
21338
66800
SH
SOLE
66800
0
0
LOWES COS INC
COM
548661107
55905
276500
SH
SOLE
276500
0
0
MASTERCARD INCORPORATED
CL A
57636Q104
15082
42200
SH
SOLE
42200
0
0
MCDONALDS CORP
COM
580135101
38823
157000
SH
SOLE
157000
0
0
MEDTRONIC PLC
SHS
G5960L103
21663
195240
SH
SOLE
195240
0
0
MERCK & CO INC
COM
58933Y105
95411
1162824
SH
SOLE
1162824
0
0
META PLATFORMS INC
CL A
30303M102
113760
511600
SH
SOLE
511600
0
0
MICROSOFT CORP
COM
594918104
411255
1333900
SH
SOLE
1333900
0
0
MODERNA INC
COM
60770K107
7062
41000
SH
SOLE
41000
0
0
MONDELEZ INTL INC
CL A
609207105
42540
677600
SH
SOLE
677600
0
0
MORGAN STANLEY
COM NEW
617446448
70234
803600
SH
SOLE
803600
0
0
NETFLIX INC
COM
64110L106
10189
27200
SH
SOLE
27200
0
0
NIKE INC
CL B
654106103
63068
468700
SH
SOLE
468700
0
0
NORTHROP GRUMMAN CORP
COM
666807102
50715
113400
SH
SOLE
113400
0
0
NVIDIA CORPORATION
COM
67066G104
101013
370200
SH
SOLE
370200
0
0
ORACLE CORP
COM
68389X105
6734
81400
SH
SOLE
81400
0
0
OTIS WORLDWIDE CORP
COM
68902V107
30672
398600
SH
SOLE
398600
0
0
PAYPAL HLDGS INC
COM
70450Y103
53662
464000
SH
SOLE
464000
0
0
PEPSICO INC
COM
713448108
27601
164900
SH
SOLE
164900
0
0
PFIZER INC
COM
717081103
31538
609200
SH
SOLE
609200
0
0
PHILIP MORRIS INTL INC
COM
718172109
24321
258900
SH
SOLE
258900
0
0
PIONEER NAT RES CO
COM
723787107
53606
214400
SH
SOLE
214400
0
0
PNC FINL SVCS GROUP INC
COM
693475105
21747
117900
SH
SOLE
117900
0
0
PROCTER AND GAMBLE CO
COM
742718109
82916
542637
SH
SOLE
542637
0
0
QUALCOMM INC
COM
747525103
26850
175700
SH
SOLE
175700
0
0
RAYTHEON TECHNOLOGIES CORP
COM
75513E101
50399
508715
SH
SOLE
508715
0
0
SALESFORCE COM INC
COM
79466L302
31381
147800
SH
SOLE
147800
0
0
SCHLUMBERGER LTD
COM STK
806857108
46777
1132347
SH
SOLE
1132347
0
0
SELECT SECTOR SPDR TR
COMMUNICATION
81369Y852
30101
437647
SH
SOLE
437647
0
0
SELECT SECTOR SPDR TR
FINANCIAL
81369Y605
40591
1059273
SH
SOLE
1059273
0
0
SELECT SECTOR SPDR TR
SBI CONS DISCR
81369Y407
50887
275063
SH
SOLE
275063
0
0
SELECT SECTOR SPDR TR
SBI CONS STPLS
81369Y308
25553
336700
SH
SOLE
336700
0
0
SELECT SECTOR SPDR TR
SBI INT-UTILS
81369Y886
182964
2457200
SH
SOLE
2457200
0
0
SELECT SECTOR SPDR TR
TECHNOLOGY
81369Y803
130661
822125
SH
SOLE
822125
0
0
SIMON PPTY GROUP INC NEW
COM
828806109
31916
242592
SH
SOLE
242592
0
0
SPDR GOLD TR
GOLD SHS
78463V107
49778
275549
SH
SOLE
275549
0
0
SPDR SER TR
S&P INS ETF
78464A789
126465
3008900
SH
SOLE
3008900
0
0
SPDR SER TR
S&P REGL BKG
78464A698
214
3100
SH
SOLE
3100
0
0
STARBUCKS CORP
COM
855244109
33858
372200
SH
SOLE
372200
0
0
TESLA INC
COM
88160R101
115519
107200
SH
SOLE
107200
0
0
TEXAS INSTRS INC
COM
882508104
38696
210900
SH
SOLE
210900
0
0
THERMO FISHER SCIENTIFIC INC
COM
883556102
92436
156500
SH
SOLE
156500
0
0
TJX COS INC NEW
COM
872540109
37159
613400
SH
SOLE
613400
0
0
T-MOBILE US INC
COM
872590104
68540
534000
SH
SOLE
534000
0
0
ULTA BEAUTY INC
COM
90384S303
12545
31500
SH
SOLE
31500
0
0
UNION PAC CORP
COM
907818108
55298
202400
SH
SOLE
202400
0
0
UNITED PARCEL SERVICE INC
CL B
911312106
61614
287300
SH
SOLE
287300
0
0
UNITEDHEALTH GROUP INC
COM
91324P102
120149
235600
SH
SOLE
235600
0
0
US BANCORP DEL
COM NEW
902973304
16386
308300
SH
SOLE
308300
0
0
US FOODS HLDG CORP
COM
912008109
30563
812200
SH
SOLE
812200
0
0
VANGUARD INTL EQUITY INDEX F
ALLWRLD EX US
922042775
691
12000
SH
SOLE
12000
0
0
VANGUARD INTL EQUITY INDEX F
FTSE EMR MKT ETF
922042858
1296
28100
SH
SOLE
28100
0
0
VANGUARD INTL EQUITY INDEX F
FTSE EUROPE ETF
922042874
147293
2365005
SH
SOLE
2365005
0
0
VANGUARD INTL EQUITY INDEX F
FTSE PACIFIC ETF
922042866
24066
325000
SH
SOLE
325000
0
0
VERIZON COMMUNICATIONS INC
COM
92343V104
57638
1131466
SH
SOLE
1131466
0
0
VERTEX PHARMACEUTICALS INC
COM
92532F100
11274
43200
SH
SOLE
43200
0
0
VISA INC
COM CL A
92826C839
94030
424000
SH
SOLE
424000
0
0
VMWARE INC
CL A COM
928563402
9884
86800
SH
SOLE
86800
0
0
WALMART INC
COM
931142103
47222
317092
SH
SOLE
317092
0
0
WELLS FARGO CO NEW
COM
949746101
66068
1363334
SH
SOLE
1363334
0
0
WELLTOWER INC
COM
95040Q104
44426
462100
SH
SOLE
462100
0
0
WESTERN DIGITAL CORP.
COM
958102105
16290
328100
SH
SOLE
328100
0
0
WYNDHAM HOTELS & RESORTS INC
COM
98311A105
19665
232200
SH
SOLE
232200
0
0