UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE INFORMATION REQUIRED OF INSTITUTIONAL INVESTMENT MANAGERS PURSUANT TO SECTION 13(f) OF THE SECURITIES EXCHANGE ACT OF 1934 AND RULES THEREUNDER Report for the Calendar Year or Quarter Ended June 30 , 2004. --------- 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 of Principal Executive Office: 80 South Main Street Hanover, New Hampshire 03755 U.S.A. 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 therein 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: Chief Accounting Officer Phone: (603) 640-2200 Signature, Place, and Date of Signing: /s/ J. Brian Palmer Hanover, New Hampshire August 16, 2004 - -------------------------------------------------------------------------------- [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.) [X] 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).) List of Other Managers Reporting for this Manager: Form 13F File Number Name 028-00470 White Mountains Advisors, LLC
FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: NONE -------------- Form 13F Information Table Entry Total: NONE -------------- Form 13F Information Table Value Total: NONE -------------- List of Other Included Managers: Provide a numbered list of the names 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. No. Form 13F File Number Name