TMF holdings

Computed by this site from the fund's SEC Form N-PORT filing; what the measure does not tell you · every fund in one table · hold it with other funds? X-ray the mix. Pricing: 100% at a quoted market price (level 1), one issuer country.

The largest line in TMF's filing is not a stock but Ishares 20+ Year Treasury BO, a equity position at 67.31% of net assets. Between the 2026-01-31 and 2026-04-30 filings 1 positions were added and 0 dropped; 16.7% of the weight moved.

Each sentence is read from the fund's own SEC filing; the class median is computed across the comparable equity funds on this site. Nothing here is a view on the fund.

One row per filed reporting period, newest first, read from EDGAR. Quarterly because that is the public filing cadence. Rows marked * are published but held out of the comparison above; the methodology page says when and why.

TMF's filing lists 6 positions including 13.72% of net assets in securities-lending cash collateral. Counted as filed the fund reads 2 effective holdings with a top ten of 111.39%; on its own investments — the figure above — it reads 2 with a top ten of 100%. The collateral is matched by a liability and is not a holding the fund chose; since 2026-09-18 every figure on this site sets it aside (methodology). Both numbers are in the data.

The 5 largest of 5 positions in TMF's Form N-PORT, weight as a share of net assets, securities-lending collateral excluded. Every position, every quarter: TMF.csv.gz.

Monthly total returns from Item B.5 of TMF's own filings, 81 months on record. Not computed here and not from a price feed.

Cross-checked against a series computed separately from prices: median difference — percentage points over 0 months, which is roughly the distributions. Every month with the filing it came from: TMF.json · all funds.

The fund lends its holdings, and Item B.4.a of the filing names every firm holding them. At 2025-10-31, $1m was out to 1 borrower, 0.03% of net assets.

Cash collateral reported against the loan: 7.68% of net assets, 27177.9% of the amount lent. That is a floor on the collateral, not the whole of it — collateral the fund does not hold as a position is not in this filing, so a figure under 100% is not evidence of under-collateralisation. How that figure behaves across all funds. Every quarter TMF has filed, with each borrower: TMF.json · all funds.

5 positions became 6: 1 added (15.4% of the fund at the later date), 0 dropped (0.0% at the earlier date). Half the sum of all weight changes, a turnover proxy: 16.7%. Positions are matched on identifiers, so a security whose identifier changed shows as one drop and one add. Every filing of TMF compared this way, as a feed: changes.xml · all funds: filings received.

New: DREYFUS GOVERNMENT CASH MANAGE (15.39%).

59.68% equity, 40.32% short-term investment as filed; 100.0% carried at a quoted market price (fair-value level 1). Categories and levels are the filer's; what a low level-1 share does and does not mean is in the measure's page.

A position count cannot describe a fund that uses derivatives, because a swap is filed at its unrealised gain, not its exposure. These are the notionals the fund itself reported, against net assets of $2.71B. Notional of an interest-rate or currency swap is not equity exposure.

Financing leg as filed: the fund pays 1 month Sofr + spread + 4.353% on $6.30B of long swap notional . Issuers fill the spread field differently (some file the all-in rate), so compare within an issuer, not across.

Full detail for every fund that files derivatives: leverage.json (CC BY 4.0).

Every measured equity fund lined up by how many holdings it behaves like; these sit either side of TMF (2). Same filings, same arithmetic. Position in this list says nothing about which fund is better.