SEC FORM 13F-NT

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

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Report for the Calendar Year or Quarter Ended:06-30-2020
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:White Mountains Insurance Group Ltd
Address:23 South Main Street
Suite 3B
Hanover, NH  03755
Form 13F File Number:028-01681

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:J. Brian Palmer
Title:Managing Director & Chief Accounting Officer
Phone:603-640-2200
Signature, Place, and Date of Signing:
/s/ J. Brian PalmerBostonMA08-12-2020
[Signature][City, State][Date]
Report Type (Check only one.):
  13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.)
X13F 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).)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
Form 13F File NumberName
028-10494White Mountains Advisors LLC