13F-HR 1 d387894d13fhr.txt FORM 13F --------------------------------- OMB APPROVAL --------------------------------- OMB Number: 3235-0006 Expires: August 31, 2012 Estimated average burden hours per response:..........23.5 --------------------------------- UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2012 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: AXIS Capital Holdings Limited Address: 92 Pitts Bay Road, Pembroke, Bermuda HM 08 Form 13F File Number: 28-14684 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: Dean Benner Title: Chief Investment Officer Phone: (441) 496-2600 Signature, Place, and Date of Signing: /s/ Dean Benner Pembroke, Bermuda August 5, 2012 ------------------------------------- ----------------- -------------- [Signature] [City, State] [Date] Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [_] 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).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 4 Form 13F Information Table Value Total: $134,558 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) 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. Number Form 13F File Number Name ------ -------------------- ---- None FORM 13F INFORMATION TABLE AXIS CAPITAL HOLDINGS LIMITED FOR QUARTER ENDED JUNE 30, 2012
Voting Authority Value Shrs or SH/ Put/ Investment Other --------------------- Name of Issuer Title of Class CUSIP (x $1000) prn amt PRN Call Discretion Managers Sole Shared None ---------------------------- ---------------- ---------- --------- --------- --- ---- ---------- -------- --------- ------ ---- SPDR S&P 500 ETF TR TR UNIT 78462F 103 $ 81,568 599,304 SH SOLE 599,304 ISHARES TR MSCI EAFE INDEX 464287 465 $ 33,843 677,396 SH SOLE 677,396 VANGUARD INTL EQUITY INDEX F MSCI EMR MKT ETF 922042 858 $ 14,573 364,954 SH SOLE 364,954 BLACKSTONE GROUP L P COM UNIT LTD 09253U 108 $ 4,575 350,000 SH SOLE 350,000