TFFI Holdings
38 holdings in the fund's latest file; the data source updated it on Oct 8, 2026.
38 lines in the fund's latest file.
Top 25 Holdings
| # | Holding | Weight | Shares (as reported) | Value (as reported) |
|---|---|---|---|---|
| 1 | 3MO TONA OSE Jun27 | 9.68% | -187 | -$29.0M |
| 2 | FED FUND 30DAY Feb27 | 8.53% | -64 | -$25.5M |
| 3 | FED FUND 30DAY May27 | 7.84% | -59 | -$23.5M |
| 4 | Three-Month SARON Mar28 | 7.57% | -76 | -$22.7M |
| 5 | 3MO EURO EURIBOR Sep27 | 7.31% | -81 | -$21.9M |
| 6 | 3 MONTH SOFR FUT Sep28 | 6.36% | -80 | -$19.0M |
| 7 | Three-Month SARON Sep27 | 6.19% | -62 | -$18.5M |
| 8 | 3MO EURO EURIBOR Sep28 | 4.87% | -54 | -$14.6M |
| 9 | 3M CORRA Futures Mar28 | 4.86% | -86 | -$14.6M |
| 10 | ICE 3MTH SONIA FU Sep28 | 4.20% | -40 | -$12.6M |
| 11 | 3 MONTH SOFR FUT Sep27 | 4.05% | -51 | -$12.1M |
| 12 | 3M CORRA Futures Sep27 | 3.68% | -65 | -$11.0M |
| 13 | ICE 3MTH SONIA FU Sep27 | 3.68% | -35 | -$11.0M |
| 14 | Short Euro-BTP Fu Dec26 | 3.60% | -92 | -$10.8M |
| 15 | US 2YR NOTE (CBT) Dec26 | 3.20% | -47 | -$9.6M |
| 16 | 90-DAY BANK BILL Mar28 | 3.18% | -144 | -$9.5M |
| 17 | 90-DAY BANK BILL Sep27 | 2.80% | -127 | -$8.4M |
| 18 | CAN 2YR BOND FUT Dec26 | 2.49% | -102 | -$7.5M |
| 19 | NEW ZEAL 3MO BILL Jun27 | 2.42% | -135 | -$7.2M |
| 20 | AUST 3YR BOND FUT Dec26 | 2.27% | -103 | -$6.8M |
| 21 | JPN 10Y BOND(OSE) Dec26 | 1.83% | -7 | -$5.5M |
| 22 | EURO-SCHATZ FUT Dec26 | 1.80% | -46 | -$5.4M |
| 23 | US 3YR NOTE (CBT) Dec26 | 1.51% | -22 | -$4.5M |
| 24 | CAN 5YR BOND FUT Dec26 | 1.35% | -52 | -$4.0M |
| 25 | EURO-BOBL FUTURE Dec26 | 1.10% | -26 | -$3.3M |
Shares, value and weight are as reported in the file, dated by the data source's last update of it (not the date of the positions), never adjusted; a split warning appears only for a split close to or after that date, and its absence does not mean the count is on today's share basis. Weights as the fund reports them. Leveraged and inverse funds list swaps and cash, so weights can be negative or add up past 100.