---
ticker: "TFFI"
name: "Chesapeake Trend-Following Fixed Income ETF"
url: "https://etf.net/etf/TFFI"
grade: "F"
score: 18
graded_at: "2026-10-12"
category: "Managed Futures"
category_rank: "15 of 16"
methodology: "https://etf.net/methodology"
---

# TFFI: Chesapeake Trend-Following Fixed Income ETF

Grade **F**, Score 18 of 100. Rank 15 of 16 in Managed Futures.

Graded Oct 12, 2026.

## Grade pillars

| Pillar | Score | Category rank |
| --- | --- | --- |
| Cost | 7 | 15 of 16 |
| Mission | Not scored | — |
| Risk | 7 | 15 of 15 |
| Tradability | 49 | 9 of 16 |
| Holdings | Not scored | — |
| Durability | 28 | 14 of 16 |

## Top holdings

The fund holds 37 positions. These are the largest 30, by weight.

| # | Ticker | Name | Weight |
| --- | --- | --- | --- |
| 1 | — | 3MO TONA OSE      Jun27 | 9.66% |
| 2 | — | FED FUND 30DAY    Feb27 | 8.53% |
| 3 | — | FED FUND 30DAY    May27 | 7.84% |
| 4 | — | Three-Month SARON Mar28 | 7.56% |
| 5 | — | 3MO EURO EURIBOR  Sep27 | 7.30% |
| 6 | — | 3 MONTH SOFR FUT  Sep28 | 6.36% |
| 7 | — | Three-Month SARON Sep27 | 6.18% |
| 8 | — | 3MO EURO EURIBOR  Sep28 | 4.87% |
| 9 | — | 3M CORRA Futures  Mar28 | 4.86% |
| 10 | — | ICE 3MTH SONIA FU Sep28 | 4.20% |
| 11 | — | 3 MONTH SOFR FUT  Sep27 | 4.06% |
| 12 | — | 3M CORRA Futures  Sep27 | 3.68% |
| 13 | — | ICE 3MTH SONIA FU Sep27 | 3.68% |
| 14 | — | Short Euro-BTP Fu Dec26 | 3.59% |
| 15 | — | US 2YR NOTE (CBT) Dec26 | 3.20% |
| 16 | — | 90-DAY BANK BILL  Mar28 | 3.19% |
| 17 | — | 90-DAY BANK BILL  Sep27 | 2.81% |
| 18 | — | CAN 2YR BOND FUT  Dec26 | 2.50% |
| 19 | — | NEW ZEAL 3MO BILL Jun27 | 2.42% |
| 20 | — | AUST 3YR BOND FUT Dec26 | 2.28% |
| 21 | — | JPN 10Y BOND(OSE) Dec26 | 1.84% |
| 22 | — | EURO-SCHATZ FUT   Dec26 | 1.80% |
| 23 | — | US 3YR NOTE (CBT) Dec26 | 1.51% |
| 24 | — | CAN 5YR BOND FUT  Dec26 | 1.35% |
| 25 | — | EURO-BOBL FUTURE  Dec26 | 1.09% |
| 26 | — | US 5YR NOTE (CBT) Dec26 | 1.04% |
| 27 | — | EURO-BUND FUTURE  Dec26 | 0.90% |
| 28 | — | CAN 10YR BOND FUT Dec26 | 0.90% |
| 29 | — | US 10YR NOTE (CBT)Dec26 | 0.84% |
| 30 | — | AUST 10Y BOND FUT Dec26 | 0.81% |

Source: etf.net, https://etf.net/etf/TFFI. Please cite the page URL.