CWB SPDR Bloomberg Convertible Securities ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for CWB (SPDR Bloomberg Convertible Securities ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -17.7% (compared to the benchmark's drawdown of -32.1%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 8.5%, compared to a Buy-and-Hold benchmark return of 10.5%. The strategy executed 75 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.
Moving Average (50/200)
Moving Average: The baseline 50/200-day crossover model used by technical analysts worldwide.
CWB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 18.39% | 37.87% | 4.56% | 7.22% | 11.76% | 12.80% | 8.53% | 10.48% |
| Sharpe Ratio | 1.34 | 2.31 | 0.51 | 0.54 | 1.07 | 0.83 | 0.86 | 0.75 |
| Max Drawdown | -8.01% | -7.52% | -17.14% | -28.41% | -17.66% | -32.06% | -17.66% | -32.06% |
| % Time Invested | 87.3% | 100.0% | 78.3% | 100.0% | 84.8% | 100.0% | 85.5% | 100.0% |
| Trades / Year | 4.0 | 0.0 | 6.2 | 0.0 | 5.1 | 0.0 | 5.0 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-04-23 | Open | Open | 33.33% | $100.85 | $108.10 | 7.19% | Mark-to-Market |
| 2026-04-23 | Open | Open | 33.33% | $100.85 | $108.10 | 7.19% | Mark-to-Market |
| 2026-04-23 | Open | Open | 33.33% | $100.85 | $108.10 | 7.19% | Mark-to-Market |
| 2026-03-31 | 2026-04-23 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2026-03-31 | 2026-04-23 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2026-03-31 | 2026-04-23 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2025-12-16 | 2026-03-31 | Completed | 33.33% | $88.41 | $89.89 | 1.68% | Stop |
| 2025-12-16 | 2026-03-31 | Completed | 33.33% | $88.41 | $89.89 | 1.68% | Stop |
| 2025-12-16 | 2026-03-31 | Completed | 33.33% | $88.41 | $89.89 | 1.68% | Stop |
| 2025-11-21 | 2025-12-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2025-11-21 | 2025-12-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2025-11-21 | 2025-12-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2025-07-14 | 2025-11-21 | Completed | 33.33% | $82.46 | $85.90 | 4.17% | Stop |
| 2025-05-01 | 2025-11-21 | Completed | 33.33% | $76.38 | $85.90 | 12.47% | Stop |
| 2025-05-01 | 2025-11-21 | Completed | 33.33% | $76.38 | $85.90 | 12.47% | Stop |
| 2025-06-03 | 2025-07-14 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2025-05-02 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2025-04-08 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.21% | Interest Income |
| 2025-04-07 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.61% | Interest Income |
| 2025-04-02 | 2025-04-08 | Completed | 33.33% | $74.76 | $72.38 | -3.18% | Stop |
| 2025-04-02 | 2025-04-08 | Completed | 33.33% | $74.76 | $72.38 | -3.18% | Stop |
| 2025-04-02 | 2025-04-07 | Completed | 33.33% | $74.76 | $70.35 | -5.90% | Signal |
| 2025-03-11 | 2025-04-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2025-03-11 | 2025-04-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2025-03-11 | 2025-04-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2024-08-12 | 2025-03-11 | Completed | 33.33% | $69.85 | $74.52 | 6.68% | Stop |
| 2024-03-21 | 2025-03-11 | Completed | 33.33% | $69.72 | $74.52 | 6.89% | Stop |
| 2023-01-18 | 2025-03-11 | Completed | 33.33% | $63.79 | $74.52 | 16.81% | Stop |
| 2024-08-02 | 2024-08-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2024-06-13 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.79% | Interest Income |
| 2024-01-31 | 2024-06-13 | Completed | 33.33% | $68.56 | $69.86 | 1.90% | Signal |
| 2024-01-11 | 2024-03-21 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.49% | Interest Income |
| 2023-10-31 | 2024-01-31 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.67% | Interest Income |
| 2023-10-27 | 2024-01-11 | Completed | 33.33% | $62.08 | $68.54 | 10.40% | Signal |
| 2023-10-27 | 2023-10-31 | Completed | 33.33% | $62.08 | $61.48 | -0.97% | Signal |
| 2023-10-05 | 2023-10-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2023-10-05 | 2023-10-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2023-06-30 | 2023-10-05 | Completed | 33.33% | $65.96 | $63.46 | -3.79% | Stop |
| 2023-01-18 | 2023-10-05 | Completed | 33.33% | $63.79 | $63.46 | -0.52% | Stop |
| 2023-06-02 | 2023-06-30 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2023-05-22 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2023-04-05 | 2023-05-22 | Completed | 33.33% | $62.52 | $62.75 | 0.37% | Signal |
| 2023-04-04 | 2023-04-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2023-03-14 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.23% | Interest Income |
| 2023-01-18 | 2023-03-14 | Completed | 33.33% | $63.79 | $61.71 | -3.26% | Stop |
| 2022-12-02 | 2023-01-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2022-12-02 | 2023-01-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2022-12-02 | 2023-01-18 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.86% | 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 | 2022-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.52% | 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 |
| 2022-09-02 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2022-07-20 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income |
| 2022-07-08 | 2022-07-20 | Completed | 33.33% | $60.60 | $61.53 | 1.53% | Signal |
| 2022-06-14 | 2022-07-08 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2022-05-17 | 2022-06-14 | Completed | 33.33% | $61.97 | $59.47 | -4.04% | Stop |
| 2022-04-25 | 2022-05-17 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-03-21 | 2022-04-25 | Completed | 33.33% | $70.15 | $66.30 | -5.48% | Stop |
| 2022-03-02 | 2022-03-21 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2022-02-25 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2022-02-16 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2022-01-04 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2022-02-14 | 2022-02-25 | Completed | 33.33% | $70.54 | $69.14 | -1.98% | Stop |
| 2022-02-14 | 2022-02-16 | Completed | 33.33% | $70.54 | $71.13 | 0.83% | Signal |
| 2022-01-21 | 2022-02-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2022-01-21 | 2022-02-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2021-12-27 | 2022-01-21 | Completed | 33.33% | $76.43 | $70.53 | -7.72% | Stop |
| 2021-12-27 | 2022-01-21 | Completed | 33.33% | $76.43 | $70.53 | -7.72% | Stop |
| 2021-12-31 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-12-27 | 2021-12-31 | Completed | 33.33% | $76.43 | $76.65 | 0.29% | Signal |
| 2021-12-02 | 2021-12-27 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-12-02 | 2021-12-27 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-12-02 | 2021-12-27 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-08-19 | 2021-12-02 | Completed | 33.33% | $76.25 | $75.18 | -1.41% | Stop |
| 2021-06-04 | 2021-12-02 | Completed | 33.33% | $75.83 | $75.18 | -0.86% | Stop |
| 2021-06-04 | 2021-12-02 | Completed | 33.33% | $75.83 | $75.18 | -0.86% | Stop |
| 2021-08-03 | 2021-08-19 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-06-11 | 2021-08-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-06-04 | 2021-06-11 | Completed | 33.33% | $75.83 | $77.04 | 1.60% | Signal |
| 2021-05-12 | 2021-06-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2021-05-12 | 2021-06-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2021-05-12 | 2021-06-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2021-03-18 | 2021-05-12 | Completed | 33.33% | $77.08 | $73.97 | -4.04% | Stop |
| 2021-03-18 | 2021-05-12 | Completed | 33.33% | $77.08 | $73.97 | -4.04% | Stop |
| 2021-03-18 | 2021-05-12 | Completed | 33.33% | $77.08 | $73.97 | -4.04% | Stop |
| 2021-02-24 | 2021-03-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.08% | Interest Income |
| 2021-02-24 | 2021-03-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.08% | Interest Income |
| 2021-02-24 | 2021-03-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.08% | Interest Income |
| 2020-09-30 | 2021-02-24 | Completed | 33.33% | $60.97 | $79.82 | 30.93% | Stop |
| 2020-09-30 | 2021-02-24 | Completed | 33.33% | $60.97 | $79.82 | 30.93% | Stop |
| 2020-09-30 | 2021-02-24 | Completed | 33.33% | $60.97 | $79.82 | 30.93% | Stop |
| 2020-09-08 | 2020-09-30 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-09-08 | 2020-09-30 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-09-08 | 2020-09-30 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2020-06-25 | 2020-09-08 | Completed | 33.33% | $52.05 | $58.93 | 13.22% | Stop |
| 2020-03-23 | 2020-09-08 | Completed | 33.33% | $37.30 | $58.93 | 58.01% | Stop |
| 2020-03-23 | 2020-09-08 | Completed | 33.33% | $37.30 | $58.93 | 58.01% | Stop |
| 2020-06-02 | 2020-06-25 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.62% | Interest Income |
| 2020-04-27 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2020-03-23 | 2020-04-27 | Completed | 33.33% | $37.30 | $46.11 | 23.64% | Signal |
| 2020-03-03 | 2020-03-23 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2020-03-03 | 2020-03-23 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2020-03-03 | 2020-03-23 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2020-02-28 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.09% | Interest Income |
| 2020-02-28 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.09% | Interest Income |
| 2020-02-28 | 2020-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.09% | Interest Income |
| 2019-05-21 | 2020-02-28 | Completed | 33.33% | $44.15 | $47.64 | 7.90% | Stop |
| 2019-03-18 | 2020-02-28 | Completed | 33.33% | $44.57 | $47.64 | 6.88% | Stop |
| 2019-01-15 | 2020-02-28 | Completed | 33.33% | $41.20 | $47.64 | 15.62% | Stop |
| 2019-03-04 | 2019-05-21 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.76% | Interest Income |
| 2019-03-04 | 2019-03-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-12-18 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2018-12-04 | 2019-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2018-12-20 | 2019-01-15 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2018-11-02 | 2018-12-20 | Completed | 33.33% | $41.98 | $39.55 | -5.77% | Stop |
| 2018-11-02 | 2018-12-18 | Completed | 33.33% | $41.98 | $40.60 | -3.28% | Signal |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-10-11 | 2018-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2018-10-11 | 2018-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2018-10-11 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2018-03-06 | 2018-10-11 | Completed | 33.33% | $42.21 | $41.06 | -2.73% | Stop |
| 2018-03-06 | 2018-10-11 | Completed | 33.33% | $42.21 | $41.06 | -2.73% | Stop |
| 2018-03-06 | 2018-10-11 | Completed | 33.33% | $42.21 | $41.06 | -2.73% | Stop |
| 2018-02-09 | 2018-03-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2018-02-09 | 2018-03-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2018-02-09 | 2018-03-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2016-07-15 | 2018-02-09 | Completed | 33.33% | $33.73 | $40.16 | 19.06% | Stop |
| 2016-07-15 | 2018-02-09 | Completed | 33.33% | $33.73 | $40.16 | 19.06% | Stop |
| 2016-05-12 | 2018-02-09 | Completed | 33.33% | $32.09 | $40.16 | 25.14% | Stop |
| 2016-04-04 | 2016-07-15 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2016-04-04 | 2016-07-15 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2016-04-04 | 2016-05-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2016-03-11 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-03-02 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-02-04 | 2016-03-11 | Completed | 33.33% | $29.63 | $31.18 | 5.25% | Signal |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2016-02-02 | 2016-02-04 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2016-01-12 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2015-11-03 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-11-03 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-09-16 | 2016-01-12 | Completed | 33.33% | $32.02 | $30.60 | -4.45% | Stop |
| 2015-11-02 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-16 | 2015-11-02 | Completed | 33.33% | $32.02 | $32.39 | 1.14% | Signal |
| 2015-09-02 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-09-02 | 2015-09-16 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2015-09-02 | 2015-09-16 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2015-08-24 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-08-24 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-08-24 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-02-09 | 2015-08-24 | Completed | 33.33% | $31.99 | $30.84 | -3.59% | Stop |
| 2014-11-04 | 2015-08-24 | Completed | 33.33% | $32.03 | $30.84 | -3.71% | Stop |
| 2014-11-04 | 2015-08-24 | Completed | 33.33% | $32.03 | $30.84 | -3.71% | Stop |
| 2015-02-03 | 2015-02-09 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2015-01-05 | 2015-02-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2014-12-02 | 2015-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2014-11-28 | 2014-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-11-04 | 2014-11-28 | Completed | 33.33% | $32.03 | $32.58 | 1.72% | Signal |
| 2014-10-13 | 2014-11-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.12% | Interest Income |
| 2014-10-13 | 2014-11-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.12% | Interest Income |
| 2014-10-13 | 2014-11-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.12% | Interest Income |
| 2013-07-18 | 2014-10-13 | Completed | 33.33% | $27.35 | $30.62 | 11.94% | Stop |
| 2013-07-18 | 2014-10-13 | Completed | 33.33% | $27.35 | $30.62 | 11.94% | Stop |
| 2013-07-18 | 2014-10-13 | Completed | 33.33% | $27.35 | $30.62 | 11.94% | Stop |
| 2013-07-02 | 2013-07-18 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2013-07-02 | 2013-07-18 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2013-07-02 | 2013-07-18 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2013-06-25 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2013-06-25 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2013-06-25 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2012-11-05 | 2013-06-25 | Completed | 33.33% | $23.94 | $25.76 | 7.60% | Stop |
| 2012-09-17 | 2013-06-25 | Completed | 33.33% | $23.91 | $25.76 | 7.74% | Stop |
| 2012-06-12 | 2013-06-25 | Completed | 33.33% | $21.91 | $25.76 | 17.59% | Stop |
| 2012-07-03 | 2012-11-05 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.43% | Interest Income |
| 2012-07-03 | 2012-09-17 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.84% | Interest Income |
| 2012-06-12 | 2012-07-03 | Completed | 33.33% | $21.91 | $22.45 | 2.49% | Signal |
| 2012-06-04 | 2012-07-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2012-06-04 | 2012-06-12 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2012-06-04 | 2012-06-12 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2012-05-18 | 2012-06-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2012-05-18 | 2012-06-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2012-05-16 | 2012-06-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.16% | Interest Income |
| 2012-01-26 | 2012-05-18 | Completed | 33.33% | $22.80 | $22.02 | -3.43% | Stop |
| 2012-01-23 | 2012-05-18 | Completed | 33.33% | $22.49 | $22.02 | -2.12% | Stop |
| 2011-12-19 | 2012-05-16 | Completed | 33.33% | $20.94 | $22.39 | 6.91% | Signal |
| 2012-01-04 | 2012-01-26 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2012-01-04 | 2012-01-23 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2011-12-02 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-12-02 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-12-02 | 2011-12-19 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-11-25 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2011-09-22 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2011-08-02 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2011-10-26 | 2011-11-25 | Completed | 33.33% | $21.70 | $20.71 | -4.57% | Stop |
| 2011-10-04 | 2011-10-26 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-26 | 2011-10-04 | Completed | 33.33% | $20.89 | $19.96 | -4.49% | Stop |
| 2011-08-26 | 2011-09-22 | Completed | 33.33% | $20.89 | $20.61 | -1.36% | Signal |
| 2011-08-04 | 2011-08-26 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2011-08-04 | 2011-08-26 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2011-04-08 | 2011-08-04 | Completed | 33.33% | $23.93 | $22.37 | -6.53% | Stop |
| 2011-04-08 | 2011-08-04 | Completed | 33.33% | $23.93 | $22.37 | -6.53% | Stop |
| 2011-08-01 | 2011-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2011-04-08 | 2011-08-01 | Completed | 33.33% | $23.93 | $23.16 | -3.22% | Signal |
| 2011-04-06 | 2011-04-08 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2011-04-06 | 2011-04-08 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2011-04-06 | 2011-04-08 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |