AXIS CAPITAL HOLDINGS LTD

Ticker: AXS CUSIP: G0692U109 Class: Common Stock

Grantham, Mayo, Van Otterloo & Co. LLC's Holding History (CIK: 0001352662)

Note: Option positions (PUT/CALL) are excluded.

Q1 2016

Shares 28,100 Value ($000) $1,558 Avg Close $41.05 Range $39.22 - $42.80

Q4 2015

Shares 49,800 Value ($000) $2,800 Avg Close $41.64 Range $39.59 - $43.74

Q3 2015

Shares 50,900 Value ($000) $2,734 Avg Close $41.66 Range $39.91 - $45.02

Period	Shares	Value ($000)	Average Close	Price Range
Q1 2016	28,100	$1,558	$41.05	$39.22 - $42.80
Q4 2015	49,800	$2,800	$41.64	$39.59 - $43.74
Q3 2015	50,900	$2,734	$41.66	$39.91 - $45.02