UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2000
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:
The institutional investment manager filling 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:
Paul E. LaFleche Waltham, MA April 13, 2000
Report Type (Check only one):
[ X ] 13F HOLDINGS REPORT
[ ] 13F NOTICE
[ ] 13F COMBINATION REPORT
List of other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 2
Form 13F Information Table Value Total: $2,766,616,152
List of Other Included Managers:
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<TABLE> <C><C> <C> <C>
ALTERA CORP. COM 02144110 1,838,550 20,600
ANALOG DEVICES COM 03265410 2,737,000 34,000
APPLIED MATERIALS INC COM 03822210 0 0
ASSOCIATES FIRST CAPITAL COR COM 04600810 1,323,113 61,900
BAKER HUGHES INC COM 05722410 484,000 16,000
BANK OF AMERICA CORP. COM 06050510 11,832,052 225,641
BANK ONE COM 06423A10 5,991,753 173,674
BLOCK H & R INC COM 09367110 1,033,725 23,100
BOSTON SCIENTIFIC CORP COM 10113710 264,275 12,400
BRINKER INTL INC COM 10964110 890,625 30,000
BRISTOL MYERS SQUIBB CO COM 11012210 4,899,840 84,480
CADENCE DESIGN SYSTEM COM 12738710 9,961,875 483,000
CHASE MANHATTAN CORP COM 16161A10 2,354,063 27,000
CITIGROUP INC COM 17296710 5,927,625 99,000
COMPAQ COMPUTER CORP COM 20449310 945,000 35,000
COVANCE INC COM 22281610 2,412,300 224,400
CVS CORP COM 12665010 3,658,588 97,400
DEERE & CO COM 24419910 6,389,700 168,150
EMERSON ELECTRIC COM 29101110 0 0
ENRON CORP. COM 29356110 4,417,625 59,000
GENERAL ELECTRIC CO COM 36960410 809,250 5,200
IDEXX LABS CORP COM 45168D10 1,207,588 51,800
INGERSOLL RAND COM 45686610 1,106,250 25,000
J.D. EDWARDS & CO COM 28166710 543,794 16,700
JOHNSON & JOHNSON COM 47816010 772,750 11,000
LEAR CORP COM 52186510 1,459,688 51,900
LG&E ENERGY CORP COM 50191710 0 0
LILLY ELI & CO COM 53245710 676,350 10,800
LOWE'S COMPANIES COM 54866110 624,613 10,700
LUCENT TECHNOLOGIES INC COM 54946310 1,396,500 22,800
MCDONALD'S CORP COM 58013510 8,745,750 234,000
MCI WORLDCOM INC. COM 55268B10 5,471,484 120,750
MONDAVI ROBERT CORP. COM 60920010 2,563,313 73,500
NEWELL RUBBERMAID COM 65122910 1,513,563 61,000
ORACLE CORP COM 68389X10 70,976,377 909,225
PFIZER INC COM 71708110 6,051,094 165,500
PROCTER & GAMBLE COM 74271810 4,118,850 72,900
SOLECTRON CORP COM 83418210 3,418,650 85,200
TERADYNE INC COM 88077010 557,600 6,800
TYCO INTERNATIONAL LTD COM 90212410 2,406,000 48,000
UNOVA INC COM 91529B10 1,562,625 115,750
UNUMPROVIDENT CORP COM 91529Y10 982,375 58,000
WACHOVIA CORP COM 92977110 4,019,969 59,500
WAL-MART STORES INC COM 93114210 9,322,500 165,000
WEATHERFORD INTERNATIONAL COM 94707410 3,556,800 60,800
ABBOTT LABORATORIES COM 002824100 13,899,063 395,000
ALCOA, INC. COM 013817101 20,000,175 284,700
ALLIANCE PHARMACEUTICAL COM 018773101 13,705,156 917,500
ALTERA CORP. COM 021441100 48,462,750 543,000
AMERICAN POWER CONVERSION COM 029066107 43,115,100 1,005,600
AMERICAN INTL COM 026874107 6,236,299 56,953
AMGEN COM 031162100 21,076,175 343,400
ANALOG DEVICES COM 032654105 38,892,126 483,132
APPLIED MATERIALS INC COM 038222105 47,935,550 508,600
ASSOCIATES FIRST CAPITAL COR COM 046008108 12,277,800 574,400
AUTOMATED DATA PROCESSING COM 053015103 13,075,750 271,000
BAKER HUGHES INC COM 057224107 13,914,093 459,970
BANK OF AMERICA CORP. COM 060505104 21,874,670 417,157
BANK ONE COM 06423A103 13,329,317 386,357
BELL ATLANTIC CORP COM COM 077853109 10,861,913 177,700
BELLSOUTH CORP COM 079860102 0 0
BIOGEN INC COM 090597105 9,855,869 141,050
BLOCK H & R INC COM 093671105 3,946,950 88,200
BOSTON SCIENTIFIC CORP COM 101137107 5,413,375 254,000
BP AMOCO PLC COM 055622104 22,752,448 427,276
BRINKER INTL INC COM 109641100 11,005,156 370,700
BRISTOL MYERS SQUIBB CO COM 110122108 59,830,480 1,031,560
CADENCE DESIGN SYSTEM COM 127387108 20,749,781 1,006,050
CATERPILLAR INC COM 149123101 10,778,269 273,300
CHASE MANHATTAN CORP COM 16161A108 16,277,906 186,700
CHEVRON COM 166751107 12,756,375 138,000
CISCO SYSTEMS COM 17275R102 33,197,988 429,400
CITIGROUP INC COM 172967101 18,213,975 304,200
CK WITCO CORP COM 12562C108 611,250 60,000
CLOROX COMPANY COM 189054109 0 0
COCA COLA CO COM 191216100 24,111,794 513,700
COLGATE-PALMOLIVE COM 194162103 10,750,713 190,700
COMPAQ COMPUTER CORP COM 204493100 20,583,720 762,360
CONSECO INC COM 208464107 6,136,985 536,567
CORNING INC COM 219350105 13,172,600 67,900
COVANCE INC COM 222816100 12,021,725 1,118,300
CVS CORP COM 126650100 23,401,438 623,000
DEERE & CO COM 244199105 8,947,100 235,450
DELPHI AUTOMOTIVE SYS CORP C COM 247126105 -0 -0
WALT DISNEY COMPANY (HOLDING COM 254687106 46,022,625 1,115,700
DUKE ENERGY CORP COM 264399106 7,250,250 138,100
EASTMAN KODAK CO COM 277461109 0 0
EATON CORP COM 278058102 4,680,000 60,000
ECOLAB INC COM 278865100 13,574,375 370,000
EDISON INTERNATIONAL COM 281020107 3,312,500 200,000
EMERSON ELECTRIC COM 291011104 0 0
ENRON CORP. COM 293561106 23,952,513 319,900
EXXON MOBIL CORP COM 30231G102 42,086,788 540,007
FEDERAL NAT'L MORTGAGE ASSOC COM 313586109 37,184,188 657,400
FLEET BOSTON CORP. COM 339030108 27,683,425 758,450
FORTUNE BRANDS INC COM 349631101 6,797,500 271,900
GENERAL INSTRUMENT CORP COM 370120107 0 0
GENERAL ELECTRIC CO COM 369604103 87,671,344 563,350
GTE CORPORATION COM 362320103 19,901,300 280,300
HALLIBURTON CO COM 406216101 9,323,038 226,700
HOME DEPOT COM 437076102 25,003,425 387,650
INTL BUS MACH CORP COM 459200101 30,160,800 255,600
IDEXX LABS CORP COM 45168D104 8,189,681 351,300
INGERSOLL RAND COM 456866102 17,837,175 403,100
INTEL CORP COM 458140100 159,736,731 1,210,700
INTERPUBLIC GROUP COS INC COM 460690100 12,124,350 256,600
J.D. EDWARDS & CO COM 281667105 16,616,644 510,300
JOHNSON & JOHNSON COM 478160104 16,276,925 231,700
KOHLS CORP COM 500255104 3,813,000 37,200
LEAR CORP COM 521865105 6,142,500 218,400
LG&E ENERGY CORP COM 501917108 0 0
LILLY ELI & CO COM 532457108 10,176,563 162,500
LOWE'S COMPANIES COM 548661107 20,956,625 359,000
LUCENT TECHNOLOGIES INC COM 549463107 28,149,765 459,588
MAGNA ENTERTAINMENT COM 559211107 0 0
MAGNA INTL INC CL A COM 559222401 863,500 22,000
MASCO COM 574599106 16,928,900 825,800
MCDONALD'S CORP COM 580135101 9,168,088 245,300
MCI WORLDCOM INC. COM 55268B106 33,226,727 733,280
MERCK & CO INC COM 589331107 49,476,350 796,400
MICROSOFT COM 594918104 132,355,625 1,245,700
MINNESOTA MINING & MFG CO COM 604059105 4,755,806 53,700
MONDAVI ROBERT CORP. COM 609200100 7,480,688 214,500
MOTOROLA INCORPORATED COM 620076109 31,583,450 216,325
NEWELL RUBBERMAID COM 651229106 11,426,156 460,500
OMNICOM GROUP INC COM 681919106 31,902,719 340,750
ORACLE CORP COM 68389X105 60,079,710 769,636
PENTAIR INC COM 709631105 6,649,013 179,400
PFIZER INC COM 717081103 32,697,844 894,300
PHILIP MORRIS COMPANIES INC COM 718154107 4,985,500 236,000
PNC BANK CORP COM 693475105 4,506,250 100,000
PRAXAIR COM 74005P104 0 0
PROCTER & GAMBLE COM 742718109 7,774,400 137,600
RYDER SYSTEM INC COM 783549108 0 0
SBC COMMUNICATIONS INC COM 78387G103 22,240,568 527,966
SCHLUMBERGER LTD COM 806857108 19,084,608 249,472
SMITH (A.O.) CORP COM 831865209 1,485,000 82,500
SOLECTRON CORP COM 834182107 14,083,875 351,000
SPRINT CORP (FON GROUP) COM 852061100 15,386,828 243,270
STAPLES INC COM 855030102 17,399,740 869,987
SUN MICROSYSTEMS COM 866810104 28,841,822 307,800
TARGET CORP COM 87612E106 8,222,500 110,000
TERADYNE INC COM 880770102 51,725,600 630,800
TIME WARNER COM 887315109 17,976,944 181,700
TRANSOCEAN SEDCO FOREX INC COM G90078109 7,825,520 152,507
TYCO INTERNATIONAL LTD COM 902124106 50,630,060 1,010,076
UNOVA INC COM 91529B106 3,172,500 235,000
UNUMPROVIDENT CORP COM 91529Y106 13,887,056 819,900
WACHOVIA CORP COM 929771103 13,954,359 206,540
WAL-MART STORES INC COM 931142103 16,627,498 294,292
WEATHERFORD INTERNATIONAL COM 947074100 19,094,400 326,400
WELLS FARGO COMPANY COM 949746101 5,431,975 133,300
WEYERHAEUSER CO COM 962166104 5,415,000 95,000
WM. WRIGLEY JR. CO COM 982526105 6,306,306 82,100
DEFINED ASSET FUNDS COHEN & COM 294710512 4,476,100 5,000,000
S&P 500 DEPOSITARY RECEIPT COM 78462F103 6,015,000 40,000
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