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White Mountains Advisors LLC

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13F filer, CIK 1253840, Guilford, CT

White Mountains Advisors LLC reported $84,713,000 across 3 holdings for the quarter ended 2020-09-30, in a 13F-HR filed 2020-11-12.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001104659-20-124454

Period
2020-09-30
Reported value
$84.7M
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-1,012,815-$339M
IVVreduced-104,200-$35M
VOOreduced-70,000-$21.5M

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, Q3 2020

Share positions as resolved from 13F-HR 0001104659-20-124454, largest first. % of portfolio is the value over $84,713,000, 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; 2018Q4: restricted; 2019Q1: restricted; 2019Q2: restricted; 2019Q3: restricted; 2019Q4: 1,389,518 shares; 2020Q1: 1,335,518 shares; 2020Q2: 1,203,618 shares; 2020Q3: 190,803 shares 190,803$63.9M75.43%-1,012,815Timeline
VOOVANGUARD INDEX FDSQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2018Q4: restricted; 2019Q1: restricted; 2019Q2: restricted; 2019Q3: restricted; 2019Q4: 125,096 shares; 2020Q1: 125,096 shares; 2020Q2: 125,096 shares; 2020Q3: 55,096 shares 55,096$16.9M20.01%-70,000Timeline
IVVISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2018Q4: restricted; 2019Q1: restricted; 2019Q2: restricted; 2019Q3: restricted; 2019Q4: 115,700 shares; 2020Q1: 115,700 shares; 2020Q2: 115,700 shares; 2020Q3: 11,500 shares 11,500$3.87M4.56%-104,200Timeline

How Q3 2020 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 0001104659-20-124454 base2020-11-12acceptance time not in the bulk data set