SI
State Insurance Fund Investment Portfolio (Q2 2026) — 13F Stock Holdings
State Insurance FundCIK: 0001970005
Concentrated strategyLong-term holder
Total reported value
$254.8M
Reporting period: 2026-06-30 · Number of holdings: 1
State Insurance Fund disclosed 1 holdings in its latest 13F filing for the period ending 2026-06-30, with total reported value of $254.8M and a quarterly turnover rate of 16.5%.
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Personality snowflake
- Concentration
- 100
- Portfolio Stability
- 16.51
- Momentum
- 50
- Sector conviction
- 0
- Diversification
- 2
- Sizing Uniformity
- —
Sector classification currently covers about 0% of this portfolio's disclosed value; the remainder includes holdings (e.g. unmapped tickers, options, or other security types) not yet covered by our sector mapping.
Source and citation information
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Recent moves
View source Form 13F filing on SEC.govUnchanged CVLC
0.0% $38.9M
Holdings Map
New buyAddUnchangedTrim
Top 10 holdings by weight
Full holdings list this quarter
| # | Ticker | Issuer | Asset Subclass | Weight | Weight Change | Shares Change | 4Q Trend |
|---|---|---|---|---|---|---|---|
| 1 | CVLC | Calvert US L-c Cr Resp Index | ETF-Large Cap & Growth | 100.00% | — | — |
Portfolio Performance
Performance for Q3 2026
+2.3%
Performance Last 4 Quarters
+22.2%
- Stdev
- +13%
- Beta
- +1.06
- Alpha
- -1.2%
- Max Drawdown
- -8.9%
- Annualized Perf
- +19.1%
- Batting Avg vs S&P
- +50%
- Sortino
- +2.88
- Stutzer
- +0.42
- Treynor
- +0.17
- Sterling
- +1.1
- Calmar
- +2.16
- Information Ratio
- -0.01
- Tracking Error
- +1.8%
- Stdev Down
- +6.4%
- Winning Months %
- +66.7%
- Losing Months %
- +33.3%
- Best 12 Months
- +31.6%
- Worst 12 Months
- +6.2%
- Efficiency Ratio
- +0.59
- Sharpe
- +1.42
- Stdev Sectors
- —
- Skewness
- +0.17
- Kurtosis
- +0.71
- Upside Potential
- +4.35
Reported value over time
Sector allocation
Not enough sector-mapped data yet
Sector allocation over time
Quarterly history
Holding changes this quarter
| # | Ticker | Issuer | Weight Change | Shares Change | Action |
|---|---|---|---|---|---|
| 1 | CVLC | Calvert US L-c Cr Resp Index | — | — | Unchanged |
💡
Data Source Notice: AlphaSMO is the web's most authoritative 13F / Inside Trader database. Institutional holdings and insider trades presented here are precisely computed to deliver accurate portfolio reporting.
Filing History
FAQ
What is State Insurance Fund and what type of investor is it?
State Insurance Fund is an investment manager that files SEC Form 13F quarterly, disclosing its U.S. public equity holdings to regulators. As of the most recent reporting period (2026-06-30), the firm manages a tracked equity portfolio valued at approximately $254.8M, spread across 1 disclosed positions.
What are State Insurance Fund's largest equity positions?
Based on the latest 13F filing, State Insurance Fund's top holdings by market value are:
1. Calvert US L-c Cr Resp Index (CVLC) — $254.8M (100.0%)
What changes did State Insurance Fund make in its most recent portfolio filing?
No notable portfolio changes were recorded for State Insurance Fund in the most recent quarter. Holdings appear to have remained relatively stable.
What sectors does State Insurance Fund focus on?
Sector breakdown data is not yet available for State Insurance Fund. Check back after the next 13F processing cycle.
Investment Profile
State Insurance Fund returned an annualized 19.1% over the trailing 30 months — underperforming the S&P 500 by 1.2 points — based on a reconstructed track record of its disclosed 13F positions, with a beta of 1.06 (roughly in line with the market) and a 50% quarterly batting average against the index.
Its portfolio is concentrated and long-term-holding.
Its turnover score has risen from 0 to 17 over the past 4 quarters — a shift toward more active trading.
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Developer Access
Access State Insurance Fund's institutional profile programmatically:
REST API
curl https://alphasmo.com/api/v1/institutions/state-insurance-fundCLI
npx alphasmo institutions get state-insurance-fund