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Form 13F-HR FACTORY MUTUAL INSURANCE For: Jun 30

August 8, 2022 4:36 PM EDT

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The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F COVER PAGE

OMB APPROVAL
OMB Number: 3235-0006
Expires: July 31, 2015
Estimated average burden
hours per response: 23.8

Report for the Calendar Year or Quarter Ended: 06-30-2022
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 CO
Address: 404 WYMAN STREET
SUITE 390
WALTHAM , MA02451
Form 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: Sanjay Chawla
Title: Chief Investment Officer
Phone: 617-243-7126
Signature, Place, and Date of Signing:
/s/ Sanjay Chawla Waltham , MA 08-08-2022
[Signature] [City, State] [Date]
Report Type (Check only one.):
X 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.)
  13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).)
  13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)
Form 13F Summary Page
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 144
Form 13F Information Table Value Total: 6,100,013
(thousands)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
Form 13F File Number Name

List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report.
[If there are no entries in this list, state “NONE” and omit the column headings and list entries.]
No. Form 13F File Number Name

The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE

OMB APPROVAL
OMB Number: 3235-0006
Expires: July 31, 2015
Estimated average burden
hours per response: 23.8

COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8
VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGER SOLE SHARED NONE
3M CO COM 88579Y101 11,000 85,000 SH SOLE 85,000 0 0
ABBOTT LABS COM 002824100 24,544 225,900 SH SOLE 225,900 0 0
ABBVIE INC COM 00287Y109 33,282 217,300 SH SOLE 217,300 0 0
ACTIVISION BLIZZARD INC COM 00507V109 19,722 253,300 SH SOLE 253,300 0 0
ADOBE SYSTEMS INCORPORATED COM 00724F101 58,184 158,950 SH SOLE 158,950 0 0
ALIGN TECHNOLOGY INC COM 016255101 12,566 53,100 SH SOLE 53,100 0 0
ALPHABET INC CAP STK CL A 02079K305 872 400 SH SOLE 400 0 0
ALPHABET INC CAP STK CL C 02079K107 224,577 102,666 SH SOLE 102,666 0 0
AMAZON COM INC COM 023135106 176,829 1,664,900 SH SOLE 1,664,900 0 0
AMERICAN EXPRESS CO COM 025816109 16,912 122,000 SH SOLE 122,000 0 0
AMERICAN INTL GROUP INC COM NEW 026874784 6,483 126,800 SH SOLE 126,800 0 0
AMERICAN TOWER CORP NEW COM 03027X100 39,897 156,100 SH SOLE 156,100 0 0
AON PLC SHS CL A G0403H108 9,169 34,000 SH SOLE 34,000 0 0
APPLE INC COM 037833100 309,151 2,261,200 SH SOLE 2,261,200 0 0
APPLIED MATLS INC COM 038222105 16,486 181,200 SH SOLE 181,200 0 0
AT&T INC COM 00206R102 9,704 463,000 SH SOLE 463,000 0 0
BERKSHIRE HATHAWAY INC DEL CL B NEW 084670702 93,100 341,000 SH SOLE 341,000 0 0
BIOGEN INC COM 09062X103 6,893 33,800 SH SOLE 33,800 0 0
BJS WHSL CLUB HLDGS INC COM 05550J101 40,670 652,600 SH SOLE 652,600 0 0
BK OF AMERICA CORP COM 060505104 39,808 1,278,780 SH SOLE 1,278,780 0 0
BLACKROCK ETF TRUST US CARBON TRANS 09290C509 88,647 2,123,908 SH SOLE 2,123,908 0 0
BLACKROCK ETF TRUST WORLD EX US CARB 09290C608 77,887 2,053,970 SH SOLE 2,053,970 0 0
BOEING CO COM 097023105 14,354 105,000 SH SOLE 105,000 0 0
BOOKING HOLDINGS INC COM 09857L108 11,421 6,530 SH SOLE 6,530 0 0
BOSTON SCIENTIFIC CORP COM 101137107 27,398 735,100 SH SOLE 735,100 0 0
BRISTOL-MYERS SQUIBB CO COM 110122108 66,526 863,977 SH SOLE 863,977 0 0
BROADCOM INC COM 11135F101 70,544 145,208 SH SOLE 145,208 0 0
CADENCE DESIGN SYSTEM INC COM 127387108 2,325 15,500 SH SOLE 15,500 0 0
CATERPILLAR INC COM 149123101 40,257 225,200 SH SOLE 225,200 0 0
CHEVRON CORP NEW COM 166764100 73,606 508,400 SH SOLE 508,400 0 0
CISCO SYS INC COM 17275R102 28,245 662,400 SH SOLE 662,400 0 0
CITIGROUP INC COM NEW 172967424 9,984 217,100 SH SOLE 217,100 0 0
COCA COLA CO COM 191216100 68,548 1,089,600 SH SOLE 1,089,600 0 0
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 33,839 501,400 SH SOLE 501,400 0 0
COMCAST CORP NEW CL A 20030N101 40,708 1,037,400 SH SOLE 1,037,400 0 0
CORTEVA INC COM 22052L104 44,940 830,058 SH SOLE 830,058 0 0
COSTCO WHSL CORP NEW COM 22160K105 14,234 29,700 SH SOLE 29,700 0 0
CROWN CASTLE INTL CORP NEW COM 22822V101 43,771 259,960 SH SOLE 259,960 0 0
CVS HEALTH CORP COM 126650100 54,478 587,943 SH SOLE 587,943 0 0
DEERE & CO COM 244199105 19,795 66,100 SH SOLE 66,100 0 0
DELTA AIR LINES INC DEL COM NEW 247361702 3,419 118,000 SH SOLE 118,000 0 0
DEXCOM INC COM 252131107 25,042 336,000 SH SOLE 336,000 0 0
DISNEY WALT CO COM 254687106 17,681 187,306 SH SOLE 187,306 0 0
DOW INC COM 260557103 9,572 185,458 SH SOLE 185,458 0 0
DUPONT DE NEMOURS INC COM 26614N102 25,199 453,390 SH SOLE 453,390 0 0
EATON CORP PLC SHS G29183103 40,975 325,219 SH SOLE 325,219 0 0
ECOLAB INC COM 278865100 17,298 112,500 SH SOLE 112,500 0 0
EDWARDS LIFESCIENCES CORP COM 28176E108 2,187 23,000 SH SOLE 23,000 0 0
EXACT SCIENCES CORP COM 30063P105 23,505 596,700 SH SOLE 596,700 0 0
EXXON MOBIL CORP COM 30231G102 41,691 486,820 SH SOLE 486,820 0 0
FEDEX CORP COM 31428X106 8,162 36,000 SH SOLE 36,000 0 0
FISERV INC COM 337738108 27,732 311,700 SH SOLE 311,700 0 0
FOX CORP CL A COM 35137L105 27,719 861,898 SH SOLE 861,898 0 0
GENERAL ELECTRIC CO COM NEW 369604301 13,884 218,067 SH SOLE 218,067 0 0
GENERAL MTRS CO COM 37045V100 16,029 504,700 SH SOLE 504,700 0 0
GILEAD SCIENCES INC COM 375558103 371 6,000 SH SOLE 6,000 0 0
GOLDMAN SACHS GROUP INC COM 38141G104 61,928 208,500 SH SOLE 208,500 0 0
HESS CORP COM 42809H107 31,062 293,200 SH SOLE 293,200 0 0
HOME DEPOT INC COM 437076102 28,523 104,000 SH SOLE 104,000 0 0
HONEYWELL INTL INC COM 438516106 49,727 286,100 SH SOLE 286,100 0 0
HYATT HOTELS CORP COM CL A 448579102 8,352 113,000 SH SOLE 113,000 0 0
INTUITIVE SURGICAL INC COM NEW 46120E602 16,720 83,300 SH SOLE 83,300 0 0
INVESCO QQQ TR UNIT SER 1 46090E103 74,928 267,333 SH SOLE 267,333 0 0
ISHARES INC MSCI STH KOR ETF 464286772 15,479 266,000 SH SOLE 266,000 0 0
ISHARES INC MSCI TAIWAN ETF 46434G772 21,537 427,152 SH SOLE 427,152 0 0
ISHARES TR CHINA LG-CAP ETF 464287184 36,010 1,061,938 SH SOLE 1,061,938 0 0
ISHARES TR IBOXX INV CP ETF 464287242 20,906 190,000 SH SOLE 190,000 0 0
ISHARES TR ISHARES BIOTECH 464287556 8,352 71,000 SH SOLE 71,000 0 0
ISHARES TR MSCI ACWI EX US 464288240 41,404 920,083 SH SOLE 920,083 0 0
ISHARES TR MSCI EMG MKT ETF 464287234 33,444 834,000 SH SOLE 834,000 0 0
ISHARES TR RUS MID CAP ETF 464287499 49,789 770,011 SH SOLE 770,011 0 0
ISHARES TR RUSSELL 2000 ETF 464287655 70,833 418,241 SH SOLE 418,241 0 0
JOHNSON & JOHNSON COM 478160104 89,749 505,600 SH SOLE 505,600 0 0
JPMORGAN CHASE & CO COM 46625H100 60,219 534,750 SH SOLE 534,750 0 0
KLA CORP COM NEW 482480100 33,024 103,500 SH SOLE 103,500 0 0
LAS VEGAS SANDS CORP COM 517834107 16,731 498,100 SH SOLE 498,100 0 0
LENNAR CORP CL A 526057104 9,845 139,500 SH SOLE 139,500 0 0
LILLY ELI & CO COM 532457108 22,988 70,900 SH SOLE 70,900 0 0
LINDE PLC SHS G5494J103 18,890 65,700 SH SOLE 65,700 0 0
LOWES COS INC COM 548661107 46,567 266,600 SH SOLE 266,600 0 0
MARSH & MCLENNAN COS INC COM 571748102 12,327 79,400 SH SOLE 79,400 0 0
MASTERCARD INCORPORATED CL A 57636Q104 13,313 42,200 SH SOLE 42,200 0 0
MCDONALDS CORP COM 580135101 37,107 150,300 SH SOLE 150,300 0 0
MEDTRONIC PLC SHS G5960L103 17,523 195,240 SH SOLE 195,240 0 0
MERCK & CO INC COM 58933Y105 95,749 1,050,224 SH SOLE 1,050,224 0 0
META PLATFORMS INC CL A 30303M102 89,511 555,100 SH SOLE 555,100 0 0
METLIFE INC COM 59156R108 7,020 111,800 SH SOLE 111,800 0 0
MICROSOFT CORP COM 594918104 336,627 1,310,700 SH SOLE 1,310,700 0 0
MODERNA INC COM 60770K107 5,857 41,000 SH SOLE 41,000 0 0
MONDELEZ INTL INC CL A 609207105 46,623 750,900 SH SOLE 750,900 0 0
MORGAN STANLEY COM NEW 617446448 61,275 805,600 SH SOLE 805,600 0 0
NETFLIX INC COM 64110L106 16,263 93,000 SH SOLE 93,000 0 0
NIKE INC CL B 654106103 43,803 428,600 SH SOLE 428,600 0 0
NORTHROP GRUMMAN CORP COM 666807102 52,116 108,900 SH SOLE 108,900 0 0
NVIDIA CORPORATION COM 67066G104 56,118 370,200 SH SOLE 370,200 0 0
ORACLE CORP COM 68389X105 5,687 81,400 SH SOLE 81,400 0 0
OTIS WORLDWIDE CORP COM 68902V107 22,417 317,200 SH SOLE 317,200 0 0
PAYPAL HLDGS INC COM 70450Y103 35,284 505,200 SH SOLE 505,200 0 0
PEPSICO INC COM 713448108 26,716 160,300 SH SOLE 160,300 0 0
PFIZER INC COM 717081103 30,619 584,000 SH SOLE 584,000 0 0
PHILIP MORRIS INTL INC COM 718172109 44,641 452,100 SH SOLE 452,100 0 0
PIONEER NAT RES CO COM 723787107 43,277 194,000 SH SOLE 194,000 0 0
PNC FINL SVCS GROUP INC COM 693475105 18,601 117,900 SH SOLE 117,900 0 0
PROCTER AND GAMBLE CO COM 742718109 74,920 521,037 SH SOLE 521,037 0 0
PROGRESSIVE CORP COM 743315103 10,476 90,100 SH SOLE 90,100 0 0
QUALCOMM INC COM 747525103 14,601 114,300 SH SOLE 114,300 0 0
RAYTHEON TECHNOLOGIES CORP COM 75513E101 48,518 504,815 SH SOLE 504,815 0 0
SALESFORCE INC COM 79466L302 23,650 143,300 SH SOLE 143,300 0 0
SCHLUMBERGER LTD COM STK 806857108 30,383 849,647 SH SOLE 849,647 0 0
SELECT SECTOR SPDR TR COMMUNICATION 81369Y852 23,751 437,647 SH SOLE 437,647 0 0
SELECT SECTOR SPDR TR FINANCIAL 81369Y605 55,455 1,763,273 SH SOLE 1,763,273 0 0
SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 37,815 275,063 SH SOLE 275,063 0 0
SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 24,303 336,700 SH SOLE 336,700 0 0
SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 166,229 2,370,300 SH SOLE 2,370,300 0 0
SELECT SECTOR SPDR TR TECHNOLOGY 81369Y803 81,807 643,538 SH SOLE 643,538 0 0
SIMON PPTY GROUP INC NEW COM 828806109 18,661 196,592 SH SOLE 196,592 0 0
SPDR GOLD TR GOLD SHS 78463V107 46,419 275,549 SH SOLE 275,549 0 0
SPDR S&P 500 ETF TR TR UNIT 78462F103 117,876 312,460 SH SOLE 312,460 0 0
SPDR SER TR S&P INS ETF 78464A789 52,904 1,397,700 SH SOLE 1,397,700 0 0
STARBUCKS CORP COM 855244109 28,433 372,200 SH SOLE 372,200 0 0
TESLA INC COM 88160R101 72,662 107,900 SH SOLE 107,900 0 0
TEXAS INSTRS INC COM 882508104 31,621 205,800 SH SOLE 205,800 0 0
THERMO FISHER SCIENTIFIC INC COM 883556102 84,751 156,000 SH SOLE 156,000 0 0
TJX COS INC NEW COM 872540109 20,603 368,900 SH SOLE 368,900 0 0
T-MOBILE US INC COM 872590104 69,745 518,400 SH SOLE 518,400 0 0
ULTA BEAUTY INC COM 90384S303 3,200 8,300 SH SOLE 8,300 0 0
UNION PAC CORP COM 907818108 41,846 196,200 SH SOLE 196,200 0 0
UNITED PARCEL SERVICE INC CL B 911312106 31,762 174,000 SH SOLE 174,000 0 0
UNITEDHEALTH GROUP INC COM 91324P102 119,728 233,100 SH SOLE 233,100 0 0
US BANCORP DEL COM NEW 902973304 14,188 308,300 SH SOLE 308,300 0 0
US FOODS HLDG CORP COM 912008109 14,487 472,200 SH SOLE 472,200 0 0
VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 922042775 600 12,000 SH SOLE 12,000 0 0
VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ETF 922042858 1,170 28,100 SH SOLE 28,100 0 0
VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 124,920 2,365,005 SH SOLE 2,365,005 0 0
VANGUARD INTL EQUITY INDEX F FTSE PACIFIC ETF 922042866 20,631 325,000 SH SOLE 325,000 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 56,244 1,108,266 SH SOLE 1,108,266 0 0
VERTEX PHARMACEUTICALS INC COM 92532F100 12,173 43,200 SH SOLE 43,200 0 0
VISA INC COM CL A 92826C839 83,049 421,800 SH SOLE 421,800 0 0
VMWARE INC CL A COM 928563402 15,706 137,800 SH SOLE 137,800 0 0
WALMART INC COM 931142103 40,437 332,592 SH SOLE 332,592 0 0
WARNER BROS DISCOVERY INC COM SER A 934423104 17,829 1,328,506 SH SOLE 1,328,506 0 0
WELLS FARGO CO NEW COM 949746101 47,177 1,204,434 SH SOLE 1,204,434 0 0
WELLTOWER INC COM 95040Q104 36,720 445,900 SH SOLE 445,900 0 0
WYNDHAM HOTELS & RESORTS INC COM 98311A105 15,260 232,200 SH SOLE 232,200 0 0


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