Ownership history in Rafferty Asset Management, LLC Β· 70 quarters on record
This page tracks every 13F SEC filing in which Rafferty Asset Management, LLC reported a position in ISHARES TR 20+ YR TRS BD COM (TLT). Data includes quarterly share count, position size as % of portfolio, estimated market value, and end-of-quarter stock price β sourced directly from SEC EDGAR 13F filings.
π Rafferty Asset Management, LLC underperformed the S&P 500 by β23.0% annually on this TLT position. Timing score: 50% (34/68 decisions correct). Average cost basis: $91.32. Maximum drawdown during holding period: β42.3%.
β Significantly underperformed the S&P 500 by 23.0% ann.
11 quarters analyzed
β‘οΈ Neutral timing β roughly coin-flip accuracy on add/trim calls.
34 of 68 add/trim decisions correct
Best entry: $54.46 (2008 Q2) Β· Worst: $138.13 (2020 Q2)
πͺ Held through 2 major drawdowns (>20%).
40 adds Β· 30 trims. Bought during 14 of 33 down-price quarters. π More buys than sells across the holding period.
π Portfolio weight has been declining in recent quarters. Possible distribution phase.
Currently 9.15% of portfolio
β Based on quarterly 13F SEC filings and end-of-quarter closing prices. Timing score = accuracy of add/trim decisions vs next-quarter price direction. Alpha = mean quarterly excess return Γ 4 (annualised). Not investment advice.
As of 2025 Q4 β sorted by position size