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White Mountains Advisors LLC

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13F filer, CIK 1253840, Guilford, CT

White Mountains Advisors LLC reported $521,632,000 across 3 holdings for the quarter ended 2019-12-31, in a 13F-HR filed 2020-02-12.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001104659-20-019215

Period
2019-12-31
Reported value
$522M
Holdings
3
Top 10 weight
100%
New
0
Sold out
0

Largest buys vs the previous quarter

None.

Largest sells vs the previous quarter

SecurityShares changeApprox. value
SPYreduced-84,500-$27.2M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q4 2019

Share positions as resolved from 13F-HR 0001104659-20-019215, largest first. % of portfolio is the value over $521,632,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
SPYSTATE STR SPDR S&P 500 ETF TQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2018Q1: restricted; 2018Q2: restricted; 2018Q3: restricted; 2018Q4: restricted; 2019Q1: restricted; 2019Q2: restricted; 2019Q3: restricted; 2019Q4: 1,389,518 shares 1,389,518$447M85.74%-84,500Timeline
IVVISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2018Q1: restricted; 2018Q2: restricted; 2018Q3: restricted; 2018Q4: restricted; 2019Q1: restricted; 2019Q2: restricted; 2019Q3: restricted; 2019Q4: 115,700 shares 115,700$37.4M7.17%0Timeline
VOOVANGUARD INDEX FDSQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2018Q1: restricted; 2018Q2: restricted; 2018Q3: restricted; 2018Q4: restricted; 2019Q1: restricted; 2019Q2: restricted; 2019Q3: restricted; 2019Q4: 125,096 shares 125,096$37M7.09%0Timeline

How Q4 2019 was built

Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).

FilingRoleAmendmentFiledAcceptedIngested
13F-HR 0001104659-20-019215 base2020-02-12acceptance time not in the bulk data set