Arch Capital Group LTD.

In its 13F for Q1 2024 (holdings as of March 31, 2024, filed May 9, 2024), Arch Capital Group LTD. reported 4 stock positions worth $587.2 million. Its top holding was iShares 1-5Y Inv Grade (IGSB) at 47.4% of the portfolio, followed by Janus Henderson Aaa Clo ETF (JAAA, 35.1%) and SS SPDR BB High Yield Bond (JNK, 17.2%). Compared with Q4 2023, it opened 1 new position and added to 1. The biggest buy was Janus Henderson Aaa Clo ETF (JAAA, shares +3959%).

Most Recent 13F
Q2 2026
Location
PEMBROKE, D0
CIK
0000947484
Portfolio Value
$587.2M (Q1 2024)
SEC Filing
0000947484-24-000074 ↗ filed May 9, 2024

Holdings Value

0$200.0M$400.0M$600.0M Q1 2024: $587.2M $587.2M Q1 2024 Q2 2024: $228.3M Q2 2024 Q3 2024: $386.8M Q3 2024 Q4 2024: $428.0M Q4 2024 Q1 2025: $358.6M Q1 2025 Q2 2025: $293.3M Q2 2025 Q3 2025: $293.8M Q3 2025 Q4 2025: $292.3M Q4 2025 Q1 2026: $290.4M Q1 2026 Q2 2026: $291.0M Q2 2026

Holdings 4 stocks · $587.2M
IGSB iShares 1-5Y Inv Grade Corp. 47.36% 5,422,939 $278.1M No change
JAAA Janus Henderson Aaa Clo ETF 35.07% 4,058,828 $205.9M Add +3958.8%
JNK SS SPDR BB High Yield Bond 17.17% 1,058,761 $100.8M New
HYG Ishr Ibx Usd Hiyld CB ETF-Ui 0.40% 30,000 $2.3M No change

Portfolio Sells Q4 2023 → Q1 2024
None this quarter.

Portfolio Buys Q4 2023 → Q1 2024
JAAA Janus Henderson Aaa Clo ETF Add +3958.8% 35.07% +33.31
JNK SS SPDR BB High Yield Bond New 17.17% +17.17

All Filings

QuarterPositions13F Reported ValueTop Holdings
Q2 2026 4$291.0MJAAA, SHYG, IGSB, HYG
Q1 2026 4$290.4MJAAA, SHYG, IGSB, HYG
Q4 2025 4$292.3MJAAA, SHYG, IGSB, HYG
Q3 2025 4$293.8MJAAA, SHYG, IGSB, HYG
Q2 2025 4$293.3MJAAA, SHYG, IGSB, HYG
Q1 2025 4$358.6MJAAA, IGSB, SHYG, HYG
Q4 2024 3$428.0MJAAA, IGSB, HYG
Q3 2024 3$386.8MJAAA, IGSB, HYG
Q2 2024 3$228.3MJAAA, IGSB, HYG
Q1 2024 4$587.2MIGSB, JAAA, JNK, HYG