diff --git a/examples/benchmarks/TFT/tft.py b/examples/benchmarks/TFT/tft.py
index 633a875c0f..3efffb6c54 100644
--- a/examples/benchmarks/TFT/tft.py
+++ b/examples/benchmarks/TFT/tft.py
@@ -317,6 +317,6 @@ def to_pickle(self, path: Union[Path, str]):
         for attr in drop_attrs:
             orig_attr[attr] = getattr(self, attr)
             setattr(self, attr, None)
-        super(TFTModel, self).to_pickle(path)
+        super(TFTModel, self).to_hdf(path, key="data")
         for attr in drop_attrs:
             setattr(self, attr, orig_attr[attr])