TFFI holdings
Chesapeake Trend-Following Fixed Income ETF
Positions
48 stored of 48 reported, largest first by weight
| # | Holding | ISIN | CUSIP | Weight | Value (USD) | Type | Issuer type | Country | Currency |
|---|---|---|---|---|---|---|---|---|---|
| 1 | First American Government Obli First American Government Obligations Fund | US31846V3362 | 31846V336 | 36.014% | $13.3M | Short-term investment vehicles (cash funds) | Registered fund | United States | USD |
| 2 | iShares National Muni Bond ETF | US4642884146 | 464288414 | 11.378% | $4.2M | Equity (common) | Registered fund | United States | USD |
| 3 | iShares TIPS Bond ETF | US4642871762 | 464287176 | 9.327% | $3.4M | Equity (common) | Registered fund | United States | USD |
| 4 | Vanguard Short-Term Corporate Vanguard Short-Term Corporate Bond ETF | US92206C4096 | 92206C409 | 9.059% | $3.3M | Equity (common) | Registered fund | United States | USD |
| 5 | State Street SPDR Bloomberg Co State Street SPDR Bloomberg Convertible Securities ETF | US78464A3591 | 78464A359 | 7.939% | $2.9M | Equity (common) | Registered fund | United States | USD |
| 6 | iShares Preferred and Income S iShares Preferred and Income Securities ETF | US4642886877 | 464288687 | 6.834% | $2.5M | Equity (common) | Registered fund | United States | USD |
| 7 | Vanguard Intermediate-Term Cor Vanguard Intermediate-Term Corporate Bond ETF | US92206C8709 | 92206C870 | 4.696% | $1.7M | Equity (common) | Registered fund | United States | USD |
| 8 | iShares MBS ETF | US4642885887 | 464288588 | 4.432% | $1.6M | Equity (common) | Registered fund | United States | USD |
| 9 | iShares J.P. Morgan USD Emergi iShares J.P. Morgan USD Emerging Markets Bond ETF | US4642882819 | 464288281 | 3.485% | $1.3M | Equity (common) | Registered fund | United States | USD |
| 10 | Blackstone Mortgage Trust Inc | US09257W1009 | 09257W100 | 1.276% | $471K | Equity (common) | Corporate | United States | USD |
| 11 | FED FUND 30DAY Feb27 | Not reported | Not reported | 0.303% | $112K | Credit derivatives | Other | United States | USD |
| 12 | 90-DAY BANK BILL Mar28 | Not reported | Not reported | -0.288% | -$106K | Interest rate derivatives | Other | Australia | AUD |
| 13 | Starwood Property Trust Inc Short position | US85571B1052 | 85571B105 | -0.272% | -$100K | Equity (common) | Corporate | United States | USD |
| 14 | FED FUND 30DAY May27 | Not reported | Not reported | 0.204% | $75K | Credit derivatives | Other | United States | USD |
| 15 | 3 MONTH SOFR FUT Sep27 | Not reported | Not reported | 0.179% | $66K | Interest rate derivatives | Other | United States | USD |
| 16 | Short Euro-BTP Fu Sep26 | DE000F3A9ES5 | Not reported | -0.113% | -$42K | Interest rate derivatives | Other | Germany | EUR |
| 17 | EURO-BUND FUTURE Sep26 | DE000F3A9ET3 | Not reported | -0.100% | -$37K | Interest rate derivatives | Other | Germany | EUR |
| 18 | AUST 10Y BOND FUT Sep26 | Not reported | Not reported | -0.092% | -$34K | Interest rate derivatives | Other | Australia | AUD |
| 19 | 90-DAY BANK BILL Sep27 | Not reported | Not reported | -0.090% | -$33K | Interest rate derivatives | Other | Australia | AUD |
| 20 | AUST 3YR BOND FUT Sep26 | Not reported | Not reported | -0.076% | -$28K | Interest rate derivatives | Other | Australia | AUD |
| 21 | CAN 2YR BOND FUT Sep26 | Not reported | Not reported | -0.073% | -$27K | Interest rate derivatives | Other | Canada | CAD |
| 22 | EURO-BUXL 30Y BND Sep26 | DE000F3A9EW7 | Not reported | -0.069% | -$26K | Interest rate derivatives | Other | Germany | EUR |
| 23 | 3M CORRA Futures Sep27 | Not reported | Not reported | -0.061% | -$23K | Interest rate derivatives | Other | Canada | CAD |
| 24 | EURO-BOBL FUTURE Sep26 | DE000F3A9EU1 | Not reported | -0.059% | -$22K | Interest rate derivatives | Other | Germany | EUR |
| 25 | Three-Month SARON Sep27 | GB00KKYR3M02 | Not reported | -0.057% | -$21K | Credit derivatives | Other | United Kingdom | CHF |
| 26 | 3MO EURO EURIBOR Sep28 | GB00K8XLLR03 | Not reported | -0.056% | -$20K | Interest rate derivatives | Other | United Kingdom | EUR |
| 27 | Euro-BTP Future Sep26 | DE000F3A9ER7 | Not reported | -0.053% | -$20K | Interest rate derivatives | Other | Germany | EUR |
| 28 | ICE 3MTH SONIA FU Sep28 | GB00K8XP6N37 | Not reported | -0.052% | -$19K | Interest rate derivatives | Other | United Kingdom | GBP |
| 29 | CAN 5YR BOND FUT Sep26 | Not reported | Not reported | -0.048% | -$18K | Interest rate derivatives | Other | Canada | CAD |
| 30 | Euro-OAT Future Sep26 | DE000F3A9EY3 | Not reported | -0.045% | -$17K | Interest rate derivatives | Other | Germany | EUR |
| 31 | US LONG BOND(CBT) Sep26 | Not reported | Not reported | -0.043% | -$16K | Interest rate derivatives | Other | United States | USD |
| 32 | US 2YR NOTE (CBT) Sep26 | Not reported | Not reported | 0.039% | $14K | Interest rate derivatives | Other | United States | USD |
| 33 | EURO-SCHATZ FUT Sep26 | DE000F3A9EV9 | Not reported | -0.038% | -$14K | Interest rate derivatives | Other | Germany | EUR |
| 34 | JPN 10Y BOND(OSE) Sep26 | Not reported | Not reported | -0.038% | -$14K | Interest rate derivatives | Other | Japan | JPY |
| 35 | US ULTRA BOND CBT Sep26 | Not reported | Not reported | -0.032% | -$12K | Interest rate derivatives | Other | United States | USD |
| 36 | US 10yr Ultra Fut Sep26 | Not reported | Not reported | -0.030% | -$11K | Interest rate derivatives | Other | United States | USD |
| 37 | Three-Month SARON Mar28 | GB00LXQQVT88 | Not reported | -0.030% | -$11K | Credit derivatives | Other | United Kingdom | CHF |
| 38 | CAN 10YR BOND FUT Sep26 | Not reported | Not reported | 0.029% | $11K | Interest rate derivatives | Other | Canada | CAD |
| 39 | LONG GILT FUTURE Sep26 | GB00N8ZJ8230 | Not reported | -0.028% | -$10K | Interest rate derivatives | Other | United Kingdom | GBP |
| 40 | 3M CORRA Futures Mar28 | Not reported | Not reported | -0.024% | -$9K | Credit derivatives | Other | Canada | CAD |
| 41 | 3 MONTH SOFR FUT Sep28 | Not reported | Not reported | 0.018% | $7K | Interest rate derivatives | Other | United States | USD |
| 42 | US 10YR NOTE (CBT)Sep26 | Not reported | Not reported | -0.010% | -$4K | Interest rate derivatives | Other | United States | USD |
| 43 | ICE 3MTH SONIA FU Sep27 | GB00JLVFX706 | Not reported | 0.009% | $3K | Interest rate derivatives | Other | United Kingdom | GBP |
| 44 | NEW ZEAL 3MO BILL Mar27 | Not reported | Not reported | -0.006% | -$2K | Credit derivatives | Other | New Zealand | NZD |
| 45 | US 5YR NOTE (CBT) Sep26 | Not reported | Not reported | 0.006% | $2K | Interest rate derivatives | Other | United States | USD |
| 46 | 3MO TONA OSE Sep26 | Not reported | Not reported | 0.003% | $955 | Credit derivatives | Other | Japan | JPY |
| 47 | US 3YR NOTE (CBT) Sep26 | Not reported | Not reported | 0.001% | $450 | Interest rate derivatives | Other | United States | USD |
| 48 | 3MO EURO EURIBOR Sep27 | GB00JLVCWV80 | Not reported | <0.001% | $89 | Interest rate derivatives | Other | United Kingdom | EUR |