TNA 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: 80.43% at a quoted market price (level 1), one issuer country.

The largest line in TNA's filing is not a stock but Ishares Russell 2000 Etfindex Fund, a equity position at 69.97% of net assets.

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.

TNA's filing lists 12 positions including 16.6% of net assets in securities-lending cash collateral. Counted as filed the fund reads 1.9 effective holdings with a top ten of 120.68%; on its own investments — the figure above — it reads 2.2 with a top ten of 99.16%. 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 3 largest of 11 positions in TNA's Form N-PORT, weight as a share of net assets, securities-lending collateral excluded. Every position, every quarter: TNA.csv.gz.

Monthly total returns from Item B.5 of TNA'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: TNA.json · all funds.

The fund lends its holdings, and Item B.4.a of the filing names every firm holding them. At 2026-07-31, $86m was out to 2 borrowers. The largest, BARCLAYS CAPITAL INC., held 98.4% of it.

The filing reports no cash collateral position against this loan. Collateral taken in a form the fund does not hold as a position does not appear in N-PORT, so this is silence rather than absence. What the collateral figure can and cannot show. Every quarter TNA has filed, with each borrower: TNA.json · all funds.

4 positions became 4: 0 added (0.0% 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: 10.5%. Positions are matched on identifiers, so a security whose identifier changed shows as one drop and one add. Every filing of TNA compared this way, as a feed: changes.xml · all funds: filings received.

80.4% of TNA is carried at a quoted market price (fair-value level 1). Categories and levels are the filer's, from Form N-PORT; 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 $1.50B. Notional of an interest-rate or currency swap is not equity exposure.

Financing leg as filed: the fund pays 1 month Sofr + spread + 4.213% on $3.45B 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 TNA (2.2). Same filings, same arithmetic. Position in this list says nothing about which fund is better.