BND Vanguard Total Bond Market Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for BND (Vanguard Total Bond Market Index Fund ETF) using the Excess Return MMA CA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -8.7% (compared to the benchmark's drawdown of -18.6%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.6%, compared to a Buy-and-Hold benchmark return of 3.0%. The strategy executed 129 total trades.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
* Excess Return MMA CA: Multi-Moving Average (Triple-Band) model utilizing sophisticated long/short cross durations optimized against volatility, with a month-end dynamic Cash Alternative sleeve rotation.
📊 Mathematical Model
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active
Advanced Dynamic Sleeve: MMA ensemble signals on the primary asset combined with a momentum-based cash alternative ETF rotation.
Excess Return SMA
Standard Signal: Classical quantitative trend following optimized for reliable directionality.
Available in Investing Mode
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
Available in Investing Mode
BND Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.44% | 5.19% | 2.41% | 0.19% | 2.49% | 1.75% | 2.56% | 2.98% |
| Sharpe Ratio | 1.76 | 1.34 | 0.81 | 0.03 | 0.75 | 0.31 | 0.75 | 0.56 |
| Max Drawdown | -1.76% | -2.68% | -4.73% | -17.91% | -8.67% | -18.58% | -8.67% | -18.58% |
| % Time Invested | 88.5% | 100.0% | 71.5% | 100.0% | 77.1% | 100.0% | 84.3% | 100.0% |
| Trades / Year | 9.0 | 0.0 | 7.0 | 0.0 | 6.8 | 0.0 | 6.9 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open / Mark-to-Market exit denotes a position currently held active, valued at the latest price. Interest entries record cash yields accrued during out-of-market periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| Pending (2026-05-30) | — | Pending Buy | 33.33% | — | — | —% | Pending Next-Day Open |
| Pending (2026-05-30) | — | Pending Buy | 33.33% | — | — | —% | Pending Next-Day Open |
| 2026-05-14 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Mark-to-Market |
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2026-04-24 | 2026-05-14 | Completed | 33.33% | $73.51 | $73.22 | -0.39% | Signal |
| 2026-03-30 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2026-03-11 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2026-03-20 | 2026-04-24 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2026-02-19 | 2026-03-30 | Completed | 33.33% | $74.00 | $72.99 | -1.36% | Signal |
| 2026-02-19 | 2026-03-20 | Completed | 33.33% | $74.00 | $73.02 | -1.32% | Signal |
| 2025-08-21 | 2026-03-11 | Completed | 33.33% | $71.32 | $73.60 | 3.20% | Signal |
| 2026-01-27 | 2026-02-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2025-12-03 | 2026-02-19 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.00% | Interest Income |
| 2026-01-22 | 2026-01-27 | Completed | 33.33% | $73.13 | $73.35 | 0.30% | Signal |
| 2025-12-23 | 2026-01-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2025-12-19 | 2025-12-23 | Completed | 33.33% | $73.11 | $72.90 | -0.28% | Signal |
| 2025-11-18 | 2025-12-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2025-06-27 | 2025-12-03 | Completed | 33.33% | $70.80 | $73.20 | 3.40% | Signal |
| 2025-08-21 | 2025-11-18 | Completed | 33.33% | $71.32 | $72.89 | 2.21% | Signal |
| 2025-07-30 | 2025-08-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2025-07-28 | 2025-08-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2025-06-23 | 2025-07-30 | Completed | 33.33% | $70.48 | $70.84 | 0.51% | Signal |
| 2025-04-28 | 2025-07-28 | Completed | 33.33% | $70.07 | $70.67 | 0.87% | Signal |
| 2025-06-03 | 2025-06-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2025-06-03 | 2025-06-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-02-27 | 2025-05-02 | Completed | 33.33% | $69.83 | $69.92 | 0.12% | Signal |
| 2025-04-11 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2024-12-20 | 2025-04-28 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.45% | Interest Income |
| 2025-02-07 | 2025-04-11 | Completed | 33.33% | $68.95 | $68.72 | -0.35% | Signal |
| 2024-10-24 | 2025-02-27 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.91% | Interest Income |
| 2024-12-30 | 2025-02-07 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2024-12-11 | 2024-12-30 | Completed | 33.33% | $69.64 | $68.27 | -1.98% | Signal |
| 2024-08-05 | 2024-12-20 | Completed | 33.33% | $69.92 | $68.42 | -2.15% | Signal |
| 2024-10-11 | 2024-12-11 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.00% | Interest Income |
| 2024-06-10 | 2024-10-24 | Completed | 33.33% | $66.55 | $68.92 | 3.56% | Signal |
| 2024-05-21 | 2024-10-11 | Completed | 33.33% | $66.64 | $69.44 | 4.21% | Signal |
| 2024-08-02 | 2024-08-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2024-05-08 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.33% | Interest Income |
| 2024-02-20 | 2024-06-10 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.05% | Interest Income |
| 2024-04-08 | 2024-05-21 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.75% | Interest Income |
| 2024-01-22 | 2024-05-08 | Completed | 33.33% | $66.74 | $66.16 | -0.86% | Signal |
| 2024-03-25 | 2024-04-08 | Completed | 33.33% | $66.76 | $66.14 | -0.93% | Signal |
| 2024-01-29 | 2024-03-25 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.13% | Interest Income |
| 2023-11-30 | 2024-02-20 | Completed | 33.33% | $65.10 | $66.23 | 1.72% | Signal |
| 2023-11-15 | 2024-01-29 | Completed | 33.33% | $63.93 | $66.75 | 4.41% | Signal |
| 2023-06-02 | 2024-01-22 | Interest (FLOT) | 33.33% | $1.00 | $1.04 | 4.19% | Interest Income |
| 2023-06-02 | 2023-11-30 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 3.14% | Interest Income |
| 2023-06-02 | 2023-11-15 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 2.89% | Interest Income |
| 2023-05-25 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2023-05-17 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-05-05 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2023-04-12 | 2023-05-25 | Completed | 33.33% | $66.36 | $64.91 | -2.19% | Signal |
| 2023-02-14 | 2023-05-17 | Completed | 33.33% | $64.90 | $65.73 | 1.27% | Signal |
| 2023-03-27 | 2023-05-05 | Completed | 33.33% | $65.61 | $66.12 | 0.78% | Signal |
| 2023-04-04 | 2023-04-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2023-03-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.17% | Interest Income |
| 2023-02-23 | 2023-03-27 | Interest (FLOT) | 33.33% | $1.00 | $0.99 | -0.63% | Interest Income |
| 2022-12-05 | 2023-03-02 | Completed | 33.33% | $64.76 | $63.48 | -1.98% | Signal |
| 2023-02-07 | 2023-02-23 | Completed | 33.33% | $65.27 | $64.15 | -1.72% | Signal |
| 2022-12-02 | 2023-02-14 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.69% | Interest Income |
| 2023-01-13 | 2023-02-07 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.66% | Interest Income |
| 2022-11-18 | 2023-01-13 | Completed | 33.33% | $63.52 | $65.71 | 3.44% | Signal |
| 2022-12-02 | 2022-12-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-04 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income |
| 2022-10-04 | 2022-11-18 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2022-09-12 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.30% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-08-02 | 2022-09-12 | Completed | 33.33% | $67.63 | $65.06 | -3.81% | Signal |
| 2022-08-30 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-07-20 | 2022-08-30 | Completed | 33.33% | $66.15 | $65.74 | -0.62% | Signal |
| 2022-03-02 | 2022-08-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2022-06-15 | 2022-07-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2022-06-06 | 2022-06-15 | Completed | 33.33% | $66.44 | $64.53 | -2.87% | Signal |
| 2022-03-02 | 2022-06-06 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2022-01-11 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2022-01-07 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2022-01-04 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2021-12-08 | 2022-01-11 | Completed | 33.33% | $73.50 | $72.25 | -1.69% | Signal |
| 2021-12-30 | 2022-01-07 | Completed | 33.33% | $73.31 | $72.46 | -1.16% | Signal |
| 2021-12-01 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-12-07 | 2021-12-30 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-11-02 | 2021-12-08 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-11-12 | 2021-12-07 | Completed | 33.33% | $73.47 | $73.62 | 0.19% | Signal |
| 2021-07-21 | 2021-12-01 | Completed | 33.33% | $74.05 | $73.48 | -0.77% | Signal |
| 2021-11-02 | 2021-11-12 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-10-01 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.12% | Interest Income |
| 2021-09-30 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.12% | Interest Income |
| 2021-09-21 | 2021-10-01 | Completed | 33.33% | $74.30 | $73.51 | -1.06% | Signal |
| 2021-05-06 | 2021-09-30 | Completed | 33.33% | $72.76 | $73.38 | 0.85% | Signal |
| 2021-09-02 | 2021-09-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2021-08-27 | 2021-09-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2021-06-24 | 2021-08-27 | Completed | 33.33% | $73.28 | $73.95 | 0.91% | Signal |
| 2021-05-04 | 2021-07-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2021-06-02 | 2021-06-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2021-04-19 | 2021-06-02 | Completed | 33.33% | $72.53 | $72.75 | 0.31% | Signal |
| 2021-05-04 | 2021-05-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2021-04-05 | 2021-05-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-04-05 | 2021-05-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-04-05 | 2021-04-19 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-02-26 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.11% | Interest Income |
| 2021-01-28 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2021-01-13 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2021-02-19 | 2021-02-26 | Completed | 33.33% | $73.37 | $72.64 | -1.00% | Signal |
| 2020-12-16 | 2021-02-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2020-11-20 | 2021-01-28 | Completed | 33.33% | $74.49 | $74.22 | -0.37% | Signal |
| 2020-11-20 | 2021-01-13 | Completed | 33.33% | $74.49 | $73.97 | -0.70% | Signal |
| 2020-04-06 | 2020-12-16 | Completed | 33.33% | $71.87 | $74.42 | 3.54% | Signal |
| 2020-11-03 | 2020-11-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-11-03 | 2020-11-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-09-16 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2020-08-28 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-05-07 | 2020-09-16 | Completed | 33.33% | $72.75 | $74.46 | 2.35% | Signal |
| 2020-04-14 | 2020-08-28 | Completed | 33.33% | $72.78 | $74.04 | 1.74% | Signal |
| 2020-04-15 | 2020-05-07 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-04-06 | 2020-04-15 | Completed | 33.33% | $71.87 | $72.65 | 1.09% | Signal |
| 2020-03-13 | 2020-04-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2020-03-13 | 2020-04-06 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-03-13 | 2020-04-06 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-01-30 | 2020-03-13 | Completed | 33.33% | $70.64 | $67.88 | -3.90% | Stop |
| 2019-12-23 | 2020-03-13 | Completed | 33.33% | $69.34 | $67.88 | -2.10% | Stop |
| 2018-12-07 | 2020-03-13 | Completed | 33.33% | $62.95 | $67.88 | 7.83% | Stop |
| 2020-01-07 | 2020-01-30 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2019-12-05 | 2020-01-07 | Completed | 33.33% | $69.39 | $69.68 | 0.41% | Signal |
| 2019-10-16 | 2019-12-23 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2019-11-04 | 2019-12-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2019-10-16 | 2019-11-04 | Completed | 33.33% | $69.10 | $69.25 | 0.22% | Signal |
| 2019-09-24 | 2019-10-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2018-12-07 | 2019-10-16 | Completed | 33.33% | $62.95 | $69.10 | 9.76% | Signal |
| 2019-06-03 | 2019-09-24 | Completed | 33.33% | $66.92 | $69.20 | 3.40% | Signal |
| 2019-05-09 | 2019-06-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-12-04 | 2019-05-09 | Completed | 33.33% | $62.75 | $65.88 | 4.98% | Signal |
| 2018-12-04 | 2018-12-07 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2018-12-04 | 2018-12-07 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2018-11-02 | 2018-12-04 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-10-22 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2018-09-26 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2018-09-19 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2018-08-22 | 2018-10-22 | Completed | 33.33% | $63.24 | $62.23 | -1.60% | Signal |
| 2018-06-27 | 2018-09-26 | Completed | 33.33% | $62.68 | $62.58 | -0.16% | Signal |
| 2018-08-30 | 2018-09-19 | Completed | 33.33% | $63.08 | $62.60 | -0.76% | Signal |
| 2018-08-08 | 2018-08-30 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2018-01-04 | 2018-08-22 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.51% | Interest Income |
| 2018-06-07 | 2018-08-08 | Completed | 33.33% | $62.34 | $62.74 | 0.65% | Signal |
| 2018-05-08 | 2018-06-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2018-04-27 | 2018-06-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2018-04-20 | 2018-05-08 | Completed | 33.33% | $62.26 | $62.05 | -0.33% | Signal |
| 2018-04-02 | 2018-04-27 | Completed | 33.33% | $62.60 | $62.06 | -0.87% | Signal |
| 2017-12-20 | 2018-04-20 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.76% | Interest Income |
| 2018-01-04 | 2018-04-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2018-01-02 | 2018-01-04 | Completed | 33.33% | $63.60 | $63.50 | -0.15% | Signal |
| 2017-05-03 | 2018-01-04 | Completed | 33.33% | $62.21 | $63.50 | 2.07% | Signal |
| 2017-12-04 | 2018-01-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2017-12-14 | 2017-12-20 | Completed | 33.33% | $63.60 | $63.30 | -0.48% | Signal |
| 2017-10-18 | 2017-12-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2017-11-24 | 2017-12-04 | Completed | 33.33% | $63.60 | $63.48 | -0.20% | Signal |
| 2017-10-03 | 2017-11-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2017-04-13 | 2017-10-18 | Completed | 33.33% | $62.24 | $63.45 | 1.94% | Signal |
| 2017-08-09 | 2017-10-03 | Completed | 33.33% | $63.40 | $63.38 | -0.04% | Signal |
| 2017-07-18 | 2017-08-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2017-04-06 | 2017-07-18 | Completed | 33.33% | $61.92 | $62.99 | 1.73% | Signal |
| 2017-05-02 | 2017-05-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2017-04-04 | 2017-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2017-04-04 | 2017-04-13 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2017-04-04 | 2017-04-06 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2017-03-22 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.09% | Interest Income |
| 2017-03-15 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2016-11-25 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2017-01-31 | 2017-03-22 | Completed | 33.33% | $61.25 | $61.65 | 0.65% | Signal |
| 2017-01-12 | 2017-03-15 | Completed | 33.33% | $61.68 | $61.01 | -1.09% | Signal |
| 2016-11-02 | 2017-01-31 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2016-11-02 | 2017-01-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2016-02-29 | 2016-11-25 | Completed | 33.33% | $60.88 | $61.05 | 0.29% | Signal |
| 2016-10-04 | 2016-11-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-10-04 | 2016-11-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-09-15 | 2016-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-09-14 | 2016-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.09% | Interest Income |
| 2016-01-19 | 2016-09-15 | Completed | 33.33% | $60.21 | $62.74 | 4.21% | Signal |
| 2016-09-12 | 2016-09-14 | Completed | 33.33% | $62.80 | $62.70 | -0.16% | Signal |
| 2016-08-18 | 2016-09-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2016-01-27 | 2016-08-18 | Completed | 33.33% | $60.17 | $63.26 | 5.13% | Signal |
| 2016-02-04 | 2016-02-29 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-10-15 | 2016-02-04 | Completed | 33.33% | $60.34 | $60.59 | 0.41% | Signal |
| 2016-01-04 | 2016-01-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.16% | Interest Income |
| 2015-11-27 | 2016-01-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-12-16 | 2016-01-04 | Completed | 33.33% | $59.65 | $59.76 | 0.19% | Signal |
| 2015-11-11 | 2015-12-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2015-08-06 | 2015-11-27 | Completed | 33.33% | $59.58 | $59.89 | 0.53% | Signal |
| 2015-10-12 | 2015-11-11 | Completed | 33.33% | $60.11 | $59.57 | -0.91% | Signal |
| 2015-09-02 | 2015-10-15 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2015-09-18 | 2015-10-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2015-07-22 | 2015-09-18 | Completed | 33.33% | $59.36 | $59.84 | 0.80% | Signal |
| 2015-08-04 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-08-04 | 2015-08-06 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-07-02 | 2015-08-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2015-07-02 | 2015-08-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-07-02 | 2015-07-22 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-06-26 | 2015-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2015-05-21 | 2015-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2015-05-07 | 2015-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2013-11-27 | 2015-06-26 | Completed | 33.33% | $56.52 | $58.97 | 4.33% | Signal |
| 2015-04-13 | 2015-05-21 | Completed | 33.33% | $60.45 | $59.62 | -1.37% | Signal |
| 2015-03-27 | 2015-05-07 | Completed | 33.33% | $60.22 | $59.69 | -0.88% | Signal |
| 2015-03-16 | 2015-04-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2015-03-03 | 2015-03-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2014-11-03 | 2015-03-16 | Completed | 33.33% | $58.89 | $59.96 | 1.83% | Signal |
| 2015-02-26 | 2015-03-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2014-12-11 | 2015-02-26 | Completed | 33.33% | $59.29 | $60.08 | 1.32% | Signal |
| 2014-12-02 | 2014-12-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2014-11-18 | 2014-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2014-10-14 | 2014-11-18 | Completed | 33.33% | $59.26 | $58.99 | -0.47% | Signal |
| 2014-10-10 | 2014-11-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.16% | Interest Income |
| 2014-10-02 | 2014-10-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2014-01-28 | 2014-10-10 | Completed | 33.33% | $56.81 | $58.98 | 3.82% | Signal |
| 2014-09-22 | 2014-10-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2014-07-18 | 2014-09-22 | Completed | 33.33% | $58.36 | $58.29 | -0.12% | Signal |
| 2014-06-25 | 2014-07-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2014-01-22 | 2014-06-25 | Completed | 33.33% | $56.59 | $58.21 | 2.86% | Signal |
| 2014-01-03 | 2014-01-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2014-01-03 | 2014-01-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2013-12-16 | 2014-01-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2013-12-03 | 2014-01-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2013-10-09 | 2013-12-16 | Completed | 33.33% | $56.17 | $56.28 | 0.19% | Signal |
| 2013-11-27 | 2013-12-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.08% | Interest Income |
| 2013-09-27 | 2013-11-27 | Completed | 33.33% | $56.12 | $56.52 | 0.71% | Signal |
| 2013-08-02 | 2013-11-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2013-08-02 | 2013-10-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2013-08-21 | 2013-09-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2013-08-02 | 2013-08-21 | Completed | 33.33% | $55.87 | $55.37 | -0.89% | Signal |
| 2013-07-02 | 2013-08-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2013-07-02 | 2013-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2013-07-02 | 2013-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2013-07-01 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2013-06-05 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.16% | Interest Income |
| 2013-05-22 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.12% | Interest Income |
| 2013-04-05 | 2013-07-01 | Completed | 33.33% | $57.74 | $55.79 | -3.36% | Signal |
| 2013-03-28 | 2013-06-05 | Completed | 33.33% | $57.27 | $56.68 | -1.03% | Signal |
| 2013-03-07 | 2013-05-22 | Completed | 33.33% | $57.11 | $57.39 | 0.49% | Signal |
| 2013-01-29 | 2013-04-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2013-01-03 | 2013-03-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2013-01-03 | 2013-03-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2011-05-06 | 2013-01-29 | Completed | 33.33% | $52.69 | $56.96 | 8.10% | Signal |
| 2012-12-27 | 2013-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2012-12-20 | 2013-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2012-10-10 | 2012-12-27 | Completed | 33.33% | $57.73 | $57.32 | -0.70% | Signal |
| 2012-12-04 | 2012-12-20 | Completed | 33.33% | $57.93 | $57.64 | -0.49% | Signal |
| 2012-11-09 | 2012-12-04 | Interest (FLOT) | 33.33% | $1.00 | $0.99 | -0.51% | Interest Income |
| 2012-09-14 | 2012-11-09 | Completed | 33.33% | $57.45 | $57.81 | 0.63% | Signal |
| 2012-09-18 | 2012-10-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2012-04-27 | 2012-09-18 | Completed | 33.33% | $56.35 | $57.48 | 2.00% | Signal |
| 2012-08-22 | 2012-09-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2012-04-17 | 2012-08-22 | Completed | 33.33% | $56.28 | $57.29 | 1.80% | Signal |
| 2012-03-30 | 2012-04-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.08% | Interest Income |
| 2012-03-19 | 2012-04-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2011-11-25 | 2012-03-30 | Completed | 33.33% | $55.23 | $55.92 | 1.26% | Signal |
| 2011-11-09 | 2012-03-19 | Completed | 33.33% | $55.43 | $55.50 | 0.13% | Signal |
| 2011-11-02 | 2011-11-25 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-10-18 | 2011-11-09 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2011-03-30 | 2011-11-02 | Completed | 33.33% | $51.75 | $55.33 | 6.92% | Signal |
| 2011-05-09 | 2011-10-18 | Completed | 33.33% | $52.82 | $54.80 | 3.75% | Signal |
| 2011-04-14 | 2011-05-09 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2011-04-04 | 2011-05-06 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2011-03-09 | 2011-04-14 | Completed | 33.33% | $51.64 | $51.93 | 0.55% | Signal |
| 2011-03-02 | 2011-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-03-08 | 2011-03-30 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-03-02 | 2011-03-09 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-02-28 | 2011-03-08 | Completed | 33.33% | $51.74 | $51.62 | -0.22% | Signal |
| 2011-02-11 | 2011-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-01-20 | 2011-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2011-01-04 | 2011-02-28 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2011-01-20 | 2011-02-11 | Completed | 33.33% | $51.56 | $51.13 | -0.83% | Signal |
| 2011-01-04 | 2011-01-20 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2008-11-12 | 2011-01-20 | Completed | 33.33% | $44.17 | $51.56 | 16.74% | Signal |
| 2010-12-02 | 2011-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2010-11-16 | 2011-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-02-09 | 2010-12-02 | Completed | 33.33% | $49.34 | $51.80 | 4.98% | Signal |
| 2010-10-20 | 2010-11-16 | Completed | 33.33% | $52.53 | $51.90 | -1.19% | Signal |
| 2010-09-28 | 2010-10-20 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2010-05-04 | 2010-09-28 | Completed | 33.33% | $49.90 | $52.30 | 4.83% | Signal |
| 2010-04-12 | 2010-05-04 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2010-01-27 | 2010-04-12 | Completed | 33.33% | $49.24 | $49.27 | 0.05% | Signal |
| 2010-02-02 | 2010-02-09 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2010-01-15 | 2010-02-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2009-12-29 | 2010-01-27 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-04-14 | 2010-01-15 | Completed | 33.33% | $46.36 | $49.07 | 5.84% | Signal |
| 2009-12-01 | 2009-12-29 | Completed | 33.33% | $49.35 | $48.47 | -1.78% | Signal |
| 2009-11-06 | 2009-12-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2009-07-07 | 2009-11-06 | Completed | 33.33% | $47.01 | $48.63 | 3.45% | Signal |
| 2009-07-02 | 2009-07-07 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2009-06-12 | 2009-07-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2009-04-02 | 2009-06-12 | Completed | 33.33% | $46.26 | $46.31 | 0.10% | Signal |
| 2009-04-02 | 2009-04-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2009-02-05 | 2009-04-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-02-27 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2008-12-03 | 2009-02-27 | Completed | 33.33% | $44.96 | $45.60 | 1.43% | Signal |
| 2008-11-12 | 2009-02-05 | Completed | 33.33% | $44.17 | $45.78 | 3.66% | Signal |
| 2008-10-10 | 2008-12-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2008-10-13 | 2008-11-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2008-10-09 | 2008-11-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2008-10-06 | 2008-10-13 | Completed | 33.33% | $44.61 | $41.97 | -5.92% | Stop |
| 2008-08-14 | 2008-10-10 | Completed | 33.33% | $44.10 | $41.23 | -6.50% | Stop |
| 2008-08-29 | 2008-10-09 | Completed | 33.33% | $44.75 | $43.68 | -2.40% | Signal |
| 2008-09-03 | 2008-10-06 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2008-06-26 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2008-08-07 | 2008-08-29 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2008-06-03 | 2008-08-14 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.40% | Interest Income |
| 2008-07-17 | 2008-08-07 | Completed | 33.33% | $43.94 | $43.87 | -0.16% | Signal |
| 2008-06-09 | 2008-07-17 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2007-12-24 | 2008-06-26 | Completed | 33.33% | $43.29 | $43.67 | 0.88% | Signal |
| 2008-05-20 | 2008-06-09 | Completed | 33.33% | $44.70 | $43.95 | -1.69% | Signal |
| 2008-05-22 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2008-04-09 | 2008-05-22 | Completed | 33.33% | $44.47 | $44.35 | -0.26% | Signal |
| 2008-04-28 | 2008-05-20 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2008-03-24 | 2008-04-28 | Completed | 33.33% | $45.15 | $44.03 | -2.47% | Signal |
| 2008-03-13 | 2008-04-09 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2008-02-22 | 2008-03-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2007-12-24 | 2008-03-13 | Completed | 33.33% | $43.29 | $44.10 | 1.87% | Signal |
| 2008-01-28 | 2008-02-22 | Completed | 33.33% | $44.52 | $43.94 | -1.32% | Signal |
| 2008-01-03 | 2008-01-28 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.50% | Interest Income |
| 2007-12-24 | 2008-01-03 | Completed | 33.33% | $43.29 | $44.26 | 2.24% | Signal |
| 2007-11-30 | 2007-12-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2007-11-30 | 2007-12-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2007-11-30 | 2007-12-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2007-10-18 | 2007-11-30 | Completed | 33.33% | $42.56 | $43.33 | 1.82% | Stop |
| 2007-10-18 | 2007-11-30 | Completed | 33.33% | $42.56 | $43.33 | 1.82% | Stop |
| 2007-10-18 | 2007-11-30 | Completed | 33.33% | $42.56 | $43.33 | 1.82% | Stop |
| 2007-10-16 | 2007-10-18 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2007-10-16 | 2007-10-18 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2007-10-16 | 2007-10-18 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |