College Retirement Equities Fund · net assets $12.9B · 1664 holdings as of June 30, 2026. Monthly N-PORT disclosure: the full book, not just equities.
DBT: 57.3% · ABS-MBS: 26.8% · ABS-CBDO: 7.8% · ABS-O: 3.7% · DIR: 2.0%
| Month 1 | Month 2 | Month 3 | |
|---|---|---|---|
| Sales | $265M | $233M | $212M |
| Reinvestment | $0 | $0 | $0 |
| Redemptions | $188M | $155M | $180M |
| Net realized gain (non-derivative) | $-5.57M | $-11.9M | $1.62M |
| Net unrealized appreciation (non-derivative) | $-4.66M | $10.9M | $-10.8M |
The three months of the reporting period, as filed; month 3 ends June 30, 2026.
| Tenor | Investment grade | Non-investment grade |
|---|---|---|
| 3 months | $-25K | $-15.5K |
| 1 year | $-305K | $-15K |
| 5 years | $-1.18M | $-40.4K |
| 10 years | $-2.12M | $-63.5K |
| 30 years | $-3.27M | $-55.1K |
| Holding | Value | % of net assets |
|---|---|---|
| United States Treasury Note/bond DBT | $279M | 2.17% |
| Chicago Board Of Trade DIR | $254M | 1.97% |
| Fannie Mae Pool ABS-MBS | $189M | 1.46% |
| United States Treasury Note/bond DBT | $183M | 1.42% |
| United States Treasury Note/bond DBT | $183M | 1.42% |
| Fannie Mae Pool ABS-MBS | $177M | 1.37% |
| Us Treasury N/b DBT | $176M | 1.36% |
| Us Treasury N/b DBT | $154M | 1.20% |
| United States Treasury Note/bond DBT | $136M | 1.05% |
| United States Treasury Note/bond DBT | $132M | 1.02% |
| United States Treasury Note/bond DBT | $131M | 1.02% |
| United States Treasury Note/bond DBT | $126M | 0.98% |
| Fannie Mae ABS-MBS | $113M | 0.88% |
| Fannie Mae ABS-MBS | $113M | 0.87% |
| Us Treasury N/b DBT | $110M | 0.86% |
| United States Treasury Note/bond DBT | $100M | 0.78% |
| United States Treasury Note/bond DBT | $99.1M | 0.77% |
| Fannie Mae ABS-MBS | $97.2M | 0.75% |
| Freddie Mac Pool ABS-MBS | $96.9M | 0.75% |
| United States Treasury Note/bond DBT | $95.8M | 0.74% |
| United States Treasury Note/bond DBT | $94.8M | 0.73% |
| United States Treasury Note/bond DBT | $94.1M | 0.73% |
| United States Treasury Note/bond DBT | $90.6M | 0.70% |
| Fannie Mae ABS-MBS | $89.2M | 0.69% |
| Us Treasury N/b DBT | $76.6M | 0.59% |
| Fannie Mae ABS-MBS | $72.4M | 0.56% |
| United States Treasury Note/bond DBT | $70.1M | 0.54% |
| United States Treasury Note/bond DBT | $69.8M | 0.54% |
| United States Treasury Note/bond DBT | $66.3M | 0.51% |
| Morgan Stanley Private Bank Na DBT | $64.3M | 0.50% |
| United States Treasury Note/bond DBT | $64.3M | 0.50% |
| Fannie Mae ABS-MBS | $63.5M | 0.49% |
| Us Treasury N/b DBT | $62.2M | 0.48% |
| United States Treasury Note/bond DBT | $62.2M | 0.48% |
| Freddie Mac ABS-MBS | $61.6M | 0.48% |
| State Street Bank And Trust Company RA | $61M | 0.47% |
| United States Treasury Note/bond DBT | $61M | 0.47% |
| Fannie Mae ABS-MBS | $59.6M | 0.46% |
| United States Treasury Note/bond DBT | $56.9M | 0.44% |
| Fannie Mae ABS-MBS | $53.8M | 0.42% |
| United States Treasury Note/bond DBT | $53.2M | 0.41% |
| Fannie Mae ABS-MBS | $52.2M | 0.40% |
| United States Treasury Note/bond DBT | $51.7M | 0.40% |
| United States Treasury Note/bond DBT | $51.1M | 0.40% |
| Us Treasury N/b DBT | $50.2M | 0.39% |
| Freddie Mac Pool ABS-MBS | $49.9M | 0.39% |
| Freddie Mac Pool ABS-MBS | $49.8M | 0.39% |
| Fannie Mae Pool ABS-MBS | $49.3M | 0.38% |
| United States Treasury Note/bond DBT | $49.1M | 0.38% |
| United States Treasury Note/bond DBT | $48.7M | 0.38% |
| Fannie Mae Pool ABS-MBS | $47.9M | 0.37% |
| Federal Home Loan Bank Discount Notes STIV | $44M | 0.34% |
| Us Treasury N/b DBT | $43.9M | 0.34% |
| Sba Tower Trust DBT | $41.2M | 0.32% |
| Fannie Mae ABS-MBS | $41.2M | 0.32% |
| Fannie Mae ABS-MBS | $40.9M | 0.32% |
| Northern Trust Bank RA | $40M | 0.31% |
| United States Treasury Note/bond DBT | $39.9M | 0.31% |
| Us Treasury N/b DBT | $38.1M | 0.30% |
| Fannie Mae Pool ABS-MBS | $38M | 0.29% |
Showing top 60 of 1664 holdings.
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