Managers / Q1 2026
State Insurance Fund
CIK 0001970005 · 199 CHURCH STREET, NEW YORK, NY, 10007 · 518-437-3515
Summary
State Insurance Fund reported $216M in U.S.-listed holdings across 1 positions for Q1 2026.
The portfolio is heavily concentrated: Calvert US Large Cap Core Responsi alone accounts for 100.0% of reported value.
The book was largely unchanged from Q4 2025.
Portfolio Metrics
Methodology: turnover is min(value bought, value sold) ÷ average reported value across the two quarters — value-based, so market moves inflate it slightly versus a share-based measure. Concentration and largest position are shares of the filing’s total reported value, options excluded. New/exited counts compare against the prior filed quarter. All figures derive solely from the fund’s 13F filings.
Reported Value by Quarter
Portfolio Composition
- ETP · 100.0% · $216M
Quarter-over-Quarter Changes full breakdown →
vs Q4 2025 (amended baseline)
| Issuer | Move | Share Δ | Shares now | Value Δ | Value now |
|---|---|---|---|---|---|
| CALVERT US LARGE CAP CORE RESPONSI | HELD | +0 | 2.70M | −$11M | $216M |
Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.
Holdings — Q1 2026
| # | Issuer | Class | % Portfolio | Value ↓ | Shares |
|---|---|---|---|---|---|
| 1 | CALVERT US LARGE CAP CORE RESPONSI | ETF | 100.00% | $216M | 2.70M |
Filing History
| Quarter | Reported Value | Positions | Filed | Type | Links |
|---|---|---|---|---|---|
| Q1 2026 | $216M | 1 | Apr 16, 2026 | 13F-HR | changes · EDGAR ↗ |
| Q4 2025 | $227M | 1 | Jan 23, 2026 | 13F-HR | changes · EDGAR ↗ |
| Q3 2025 | $221M | 1 | Oct 15, 2025 | 13F-HR | changes · EDGAR ↗ |
| Q2 2025 | $206M | 1 | Jul 10, 2025 | 13F-HR | changes · EDGAR ↗ |
| Q1 2025 | $186M | 1 | Apr 15, 2025 | 13F-HR | changes · EDGAR ↗ |
| Q4 2024 | $198M | 1 | Jan 30, 2025 | 13F-HR | changes · EDGAR ↗ |
| Q3 2024 | $193M | 1 | Oct 29, 2024 | 13F-HR | changes · EDGAR ↗ |
| Q2 2024 | $183M | 1 | Jul 24, 2024 | 13F-HR | changes · EDGAR ↗ |
| Q1 2024 | $177M | 1 | Apr 26, 2024 | 13F-HR | changes · EDGAR ↗ |
| Q4 2023 | $161M | 1 | Feb 8, 2024 | 13F-HR | changes · EDGAR ↗ |
Other Included Managers
This filing reports holdings on behalf of 7 additional managers.
- Gifford Fong Associates028-18752
- XPONANCE LLC028-16847
- Legato Capital Management LLC028-13158
- Decatur Capital Management, Inc.028-14043
- V-Square Quantitative Management LLC028-23188
- Channing Capital Management, LLC028-11090
- EDGAR LOMAX CO/VA028-05496
13F filings are due up to 45 days after quarter end, so holdings shown here lag the fund’s current book. Source: original SEC filing on EDGAR ↗.