California Public Employees Retirement System
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California Public Employees Retirement System’s CME Group CME Stock Holding History

California Public Employees Retirement System’s Portfolio CME Stock Details CME Fund Activity
Bought
Maintained
Sold
Quarter Market Value Status Shares Change in
Stake 		Trade Value Portfolio Weight Portfolio Position
2026
Q1 		$241M Sell
816,357
-103,084
-11% -$30.6M 0.15% 99
2025
Q4 		$251M Sell
919,441
-194,939
-17% -$53M 0.14% 101
2025
Q3 		$301M Sell
1,114,380
-214,807
-16% -$58.4M 0.18% 94
2025
Q2 		$366M Sell
1,329,187
-252,850
-16% -$68.8M 0.23% 68
2025
Q1 		$420M Sell
1,582,037
-41,558
-3% -$10.3M 0.29% 58
2024
Q4 		$377M Sell
1,623,595
-23,119
-1% -$5.32M 0.25% 65
2024
Q3 		$363M Sell
1,646,714
-76,322
-4% -$15.8M 0.25% 81
2024
Q2 		$339M Sell
1,723,036
-379,968
-18% -$78.5M 0.25% 83
2024
Q1 		$453M Sell
2,103,004
-428,697
-17% -$90.1M 0.32% 64
2023
Q4 		$533M Sell
2,531,701
-12,783
-0.5% -$2.73M 0.4% 44
2023
Q3 		$509M Buy
2,544,484
+8,200
+0.3% +$1.63M 0.44% 42
2023
Q2 		$470M Sell
2,536,284
-49,991
-2% -$9.24M 0.4% 43
2023
Q1 		$495M Buy
2,586,275
+233,559
+10% +$42.2M 0.44% 48
2022
Q4 		$396M Sell
2,352,716
-171,138
-7% -$29.7M 0.34% 62
2022
Q3 		$447M Sell
2,523,854
-73,031
-3% -$14.4M 0.41% 54
2022
Q2 		$532M Sell
2,596,885
-37,398
-1% -$7.93M 0.5% 44
2022
Q1 		$627M Sell
2,634,283
-54,722
-2% -$12.9M 0.49% 38
2021
Q4 		$614M Sell
2,689,005
-79,114
-3% -$17.4M 0.41% 45
2021
Q3 		$535M Buy
2,768,119
+20,402
+0.7% +$4.13M 0.4% 53
2021
Q2 		$584M Sell
2,747,717
-3,764
-0.1% -$795K 0.44% 48
2021
Q1 		$562M Sell
2,751,481
-51,649
-2% -$10.2M 0.43% 45
2020
Q4 		$510M Buy
2,803,130
+55,804
+2% +$9.49M 0.39% 50
2020
Q3 		$460M Buy
2,747,326
+40,698
+2% +$6.86M 0.41% 54
2020
Q2 		$440M Buy
2,706,628
+137,684
+5% +$24.7M 0.43% 50
2020
Q1 		$444M Buy
2,568,944
+576,402
+29% +$115M 0.54% 35
2019
Q4 		$400M Buy
1,992,542
+51,636
+3% +$10.6M 0.36% 54
2019
Q3 		$410M Buy
1,940,906
+200,245
+12% +$41.8M 0.41% 50
2019
Q2 		$338M Buy
1,740,661
+193,255
+12% +$35.6M 0.4% 52
2019
Q1 		$255M Buy
1,547,406
+186,002
+14% +$32.9M 0.31% 67
2018
Q4 		$256M Buy
1,361,404
+287,005
+27% +$53M 0.36% 52
2018
Q3 		$183M Buy
1,074,399
+115,596
+12% +$19.5M 0.24% 83
2018
Q2 		$157M Buy
958,803
+84,701
+10% +$13.8M 0.22% 87
2018
Q1 		$141M Sell
874,102
-94,273
-10% -$15M 0.2% 92
2017
Q4 		$141M Buy
968,375
+130,993
+16% +$18.7M 0.19% 105
2017
Q3 		$114M Buy
837,382
+60,652
+8% +$7.66M 0.17% 121
2017
Q2 		$97.3M Buy
776,730
+7,000
+0.9% +$837K 0.16% 131
2017
Q1 		$91.4M Buy
769,730
+37,700
+5% +$4.53M 0.15% 135
2016
Q4 		$84.4M Sell
732,030
-43,600
-6% -$4.85M 0.14% 142
2016
Q3 		$81.1M Sell
775,630
-41,200
-5% -$4.3M 0.13% 147
2016
Q2 		$79.6M Sell
816,830
-16,700
-2% -$1.58M 0.13% 151
2016
Q1 		$80.1M Sell
833,530
-59,900
-7% -$5.45M 0.13% 152
2015
Q4 		$80.9M Buy
893,430
+25,300
+3% +$2.38M 0.13% 151
2015
Q3 		$80.5M Sell
868,130
-21,400
-2% -$2.03M 0.14% 147
2015
Q2 		$82.8M Buy
889,530
+63,400
+8% +$5.91M 0.12% 159
2015
Q1 		$72.2M Hold
826,130
– – 0.1% 211
2014
Q4 		$72.2M Sell
826,130
-65,844
-7% -$5.58M 0.1% 211
2014
Q3 		$71.3M Sell
891,974
-26,129
-3% -$1.97M 0.1% 203
2014
Q2 		$65.1M Buy
918,103
+29,844
+3% +$2.1M 0.09% 222
2014
Q1 		$61.4M Buy
888,259
+15,729
+2% +$1.19M 0.09% 215
2013
Q4 		$69.7M Buy
872,530
+28,830
+3% +$2.26M 0.1% 193
2013
Q3 		$62.3M Buy
843,700
+19,725
+2% +$1.45M 0.12% 165
2013
Q2 		$62.6M Buy
+823,975
New +$54.1M 0.13% 154

Other funds holding CME

BlackRock
BlackRock New York $6.73T AUM 46.02% 1-Year Est. Return
VCM
Vanguard Capital Management Malvern, Pennsylvania $4.04T AUM
State Street
State Street Boston, Massachusetts $3.37T AUM 44.26% 1-Year Est. Return
JP Morgan Chase
JP Morgan Chase New York $1.56T AUM 27.86% 1-Year Est. Return
Morgan Stanley
Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return
Geode Capital Management
Geode Capital Management Boston, Massachusetts $1.61T AUM 30.72% 1-Year Est. Return
VPM
Vanguard Portfolio Management Malvern, Pennsylvania $1.91T AUM
Capital World Investors
Capital World Investors Los Angeles, California $733B AUM 35.63% 1-Year Est. Return
Bank of New York Mellon
Bank of New York Mellon New York $609B AUM 40.19% 1-Year Est. Return
T. Rowe Price Associates
T. Rowe Price Associates Baltimore, Maryland $865B AUM 30.76% 1-Year Est. Return

California Public Employees Retirement System's CME Position: Q1 2026 in Review

California Public Employees Retirement System reduced its CME Group (CME) stake by 11% in Q1 2026, selling an estimated $30.6M and leaving 816,357 shares worth $241M. The position accounts for 0.15% of the portfolio, ranked #99.

California Public Employees Retirement System first reported a position in CME in Q2 2013 and has held it in 52 quarters since. The position peaked at $627M in Q1 2022. 1,793 funds tracked by Wall St. Rank hold CME as of Q1 2026.

  • California Public Employees Retirement System held 816,357 shares of CME Group worth $241M as of Q1 2026.
  • California Public Employees Retirement System sold 103,084 CME Group shares in Q1 2026, an estimated $30.6M.
  • CME Group made up 0.15% of California Public Employees Retirement System's portfolio in Q1 2026, its #99 holding.
  • California Public Employees Retirement System first reported a position in CME Group in Q2 2013 and has held it in 52 quarters since.
  • California Public Employees Retirement System's CME Group position peaked at $627M in Q1 2022.
  • 1,793 funds tracked by Wall St. Rank held CME Group as of Q1 2026.

Based on California Public Employees Retirement System's 13F filing for Q1 2026, filed 6 May 2026.