College Retirement Equities Fund · net assets $8.27B · 192 holdings as of June 30, 2026. Monthly N-PORT disclosure: the full book, not just equities.
DBT: 92.1% · DIR: 2.7% · ABS-O: 2.6% · ABS-MBS: 1.4% · ABS-CBDO: 0.8%
| Month 1 | Month 2 | Month 3 | |
|---|---|---|---|
| Sales | $126M | $114M | $123M |
| Reinvestment | $0 | $0 | $0 |
| Redemptions | $140M | $122M | $126M |
| Net realized gain (non-derivative) | $96.4K | $1.66M | $372K |
| Net unrealized appreciation (non-derivative) | $45.4M | $-84.2M | $-115M |
The three months of the reporting period, as filed; month 3 ends June 30, 2026.
| Tenor | Investment grade | Non-investment grade |
|---|---|---|
| 3 months | $-13.4K | $-1.22K |
| 1 year | $-511K | $-4.35K |
| 5 years | $-1.71M | $-13.1K |
| 10 years | $-1.26M | $-4.7K |
| 30 years | $-26.9K | $-1.83K |
| Holding | Value | % of net assets |
|---|---|---|
| United States Treasury Inflation Indexed Bonds DBT | $437M | 5.28% |
| United States Treasury Inflation Indexed Bonds DBT | $401M | 4.84% |
| United States Treasury Inflation Indexed Bonds DBT | $390M | 4.72% |
| Tsy Infl Ix N/b DBT | $363M | 4.39% |
| United States Treasury Inflation Indexed Bonds DBT | $356M | 4.31% |
| United States Treasury Inflation Indexed Bonds DBT | $339M | 4.10% |
| United States Treasury Inflation Indexed Bonds DBT | $338M | 4.08% |
| Tsy Infl Ix N/b DBT | $333M | 4.03% |
| Tsy Infl Ix N/b DBT | $294M | 3.56% |
| Tsy Infl Ix N/b DBT | $291M | 3.52% |
| Tsy Infl Ix N/b DBT | $288M | 3.48% |
| Tsy Infl Ix N/b DBT | $275M | 3.32% |
| United States Treasury Inflation Indexed Bonds DBT | $274M | 3.32% |
| United States Treasury Inflation Indexed Bonds DBT | $274M | 3.31% |
| Tsy Infl Ix N/b DBT | $258M | 3.11% |
| Tsy Infl Ix N/b DBT | $253M | 3.06% |
| Tsy Infl Ix N/b DBT | $242M | 2.93% |
| Chicago Board Of Trade DIR | $228M | 2.76% |
| Tsy Infl Ix N/b DBT | $210M | 2.54% |
| Tsy Infl Ix N/b DBT | $192M | 2.32% |
| Tsy Infl Ix N/b DBT | $167M | 2.02% |
| Tsy Infl Ix N/b DBT | $164M | 1.98% |
| United States Treasury Inflation Indexed Bonds DBT | $160M | 1.93% |
| Tsy Infl Ix N/b DBT | $155M | 1.87% |
| Tsy Infl Ix N/b DBT | $154M | 1.86% |
| Tsy Infl Ix N/b DBT | $151M | 1.83% |
| Tsy Infl Ix N/b DBT | $143M | 1.73% |
| Tsy Infl Ix N/b DBT | $141M | 1.70% |
| Tsy Infl Ix N/b DBT | $122M | 1.47% |
| Tsy Infl Ix N/b DBT | $117M | 1.41% |
| Tsy Infl Ix N/b DBT | $80.6M | 0.97% |
| United States Treasury Inflation Indexed Bonds DBT | $71M | 0.86% |
| Tsy Infl Ix N/b DBT | $58.1M | 0.70% |
| Tsy Infl Ix N/b DBT | $55.7M | 0.67% |
| United States Treasury Inflation Indexed Bonds DBT | $45M | 0.54% |
| Tsy Infl Ix N/b DBT | $30.8M | 0.37% |
| Verizon Master Trust Series 2024-5 ABS-O | $25.3M | 0.31% |
| Government National Mortgage A ABS-MBS | $24.1M | 0.29% |
| Government National Mortgage A ABS-O | $21.2M | 0.26% |
| Ford Credit Auto Owner Trust 2024-rev1 ABS-O | $18.2M | 0.22% |
| Toyota Auto Receivables 2024-d Owner Trust ABS-O | $17.8M | 0.21% |
| Government National Mortgage A ABS-O | $15.6M | 0.19% |
| Bank Of New York Mellon Corp/the RA | $14.6M | 0.18% |
| Ford Credit Auto Owner Trust 2024-c ABS-O | $14M | 0.17% |
| Honda Auto Receivables 2026-1 Owner Trust ABS-O | $12.4M | 0.15% |
| Plym Commercial Mortgage Trust 2026-ind ABS-MBS | $11.6M | 0.14% |
| Government National Mortgage A ABS-O | $11.4M | 0.14% |
| Fannie Mae - Cas ABS-CBDO | $11.2M | 0.14% |
| Gm Financial Revolving Receivables Trust 2024-1 ABS-O | $11.1M | 0.13% |
| Freddie Mac Stacr Remic Trust 2023-dna2 ABS-CBDO | $11M | 0.13% |
| Tesla Auto Lease Trust 2024-b ABS-O | $10.2M | 0.12% |
| Gm Financial Consumer Automobile Receivables Trust 2024-4 ABS-O | $9.18M | 0.11% |
| World Omni Auto Receivables Trust 2026-a ABS-O | $8.55M | 0.10% |
| Smr 2022-ind Mortgage Trust ABS-MBS | $7.21M | 0.09% |
| Ubs Commercial Mortgage Trust ABS-MBS | $6.95M | 0.08% |
| Fannie Mae - Cas ABS-CBDO | $6.62M | 0.08% |
| Fannie Mae - Cas ABS-CBDO | $6.43M | 0.08% |
| Government National Mortgage A ABS-MBS | $5.88M | 0.07% |
| Banco Nacional De Mexico Sa DBT | $5.79M | 0.07% |
| Mf1 2025-fl19 LLC ABS-O | $5.77M | 0.07% |
Showing top 60 of 192 holdings.
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