EMB iShares J.P. Morgan USD Emerging Markets Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for EMB (iShares J.P. Morgan USD Emerging Markets Bond ETF) using the Excess Return MMA CA* strategy in a Investing context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -20.5% (compared to the benchmark's drawdown of -28.7%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 3.0%, compared to a Buy-and-Hold benchmark return of 4.5%. The strategy executed 62 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.
EMB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 10.21% | 12.03% | -0.04% | 1.95% | 2.24% | 3.44% | 3.03% | 4.49% |
| Sharpe Ratio | 1.90 | 2.06 | -0.01 | 0.20 | 0.35 | 0.34 | 0.51 | 0.49 |
| Max Drawdown | -4.51% | -4.51% | -19.64% | -28.74% | -20.52% | -28.74% | -20.52% | -28.74% |
| % Time Invested | 100.0% | 100.0% | 79.9% | 100.0% | 84.6% | 100.0% | 88.7% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 3.8 | 0.0 | 3.5 | 0.0 | 3.8 | 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 |
| 2025-07-25 | Open | Open | 33.33% | $88.65 | $96.43 | 8.77% | Mark-to-Market |
| 2025-05-05 | Open | Open | 33.33% | $84.90 | $96.43 | 13.58% | Mark-to-Market |
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2026-04-30 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2025-07-03 | 2026-04-30 | Completed | 33.33% | $88.40 | $95.30 | 7.80% | Signal |
| 2025-06-03 | 2025-07-25 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.92% | Interest Income |
| 2025-06-03 | 2025-07-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.48% | Interest Income |
| 2025-05-19 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2025-05-15 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2025-05-05 | 2025-05-19 | Completed | 33.33% | $84.90 | $85.41 | 0.60% | Signal |
| 2025-05-01 | 2025-05-15 | Completed | 33.33% | $85.34 | $85.65 | 0.37% | Signal |
| 2025-05-02 | 2025-05-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2025-05-02 | 2025-05-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2025-04-10 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2025-04-10 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income |
| 2025-01-14 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.09% | Interest Income |
| 2024-04-04 | 2025-04-10 | Completed | 33.33% | $80.11 | $83.31 | 4.00% | Stop |
| 2024-03-11 | 2025-04-10 | Completed | 33.33% | $79.55 | $83.31 | 4.73% | Stop |
| 2024-01-12 | 2025-01-14 | Completed | 33.33% | $78.19 | $82.81 | 5.91% | Signal |
| 2023-06-02 | 2024-04-04 | Interest (FLOT) | 33.33% | $1.00 | $1.06 | 5.79% | Interest Income |
| 2023-10-03 | 2024-03-11 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 2.93% | Interest Income |
| 2023-10-02 | 2024-01-12 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.78% | Interest Income |
| 2023-04-14 | 2023-10-03 | Completed | 33.33% | $73.16 | $70.74 | -3.31% | Signal |
| 2023-08-08 | 2023-10-02 | Completed | 33.33% | $74.63 | $71.43 | -4.28% | Signal |
| 2023-06-02 | 2023-08-08 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.22% | Interest Income |
| 2023-05-16 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-04-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income |
| 2023-01-23 | 2023-05-16 | Completed | 33.33% | $74.34 | $72.42 | -2.58% | Signal |
| 2023-04-04 | 2023-04-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2022-12-02 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2022-12-02 | 2023-01-23 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.10% | 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 |
| 2022-09-27 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.30% | Interest Income |
| 2022-09-27 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.30% | Interest Income |
| 2022-09-27 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.30% | Interest Income |
| 2022-07-26 | 2022-09-27 | Completed | 33.33% | $70.36 | $66.51 | -5.48% | Stop |
| 2022-07-26 | 2022-09-27 | Completed | 33.33% | $70.36 | $66.51 | -5.48% | Stop |
| 2022-07-26 | 2022-09-27 | Completed | 33.33% | $70.36 | $66.51 | -5.48% | Stop |
| 2022-06-14 | 2022-07-26 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2022-06-14 | 2022-07-26 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2022-06-14 | 2022-07-26 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2022-05-31 | 2022-06-14 | Completed | 33.33% | $74.59 | $70.11 | -6.02% | Stop |
| 2022-05-31 | 2022-06-14 | Completed | 33.33% | $74.59 | $70.11 | -6.02% | Stop |
| 2022-05-31 | 2022-06-14 | Completed | 33.33% | $74.59 | $70.11 | -6.02% | Stop |
| 2022-04-20 | 2022-05-31 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2022-03-02 | 2022-05-31 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2022-03-02 | 2022-05-31 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2022-03-29 | 2022-04-20 | Completed | 33.33% | $78.84 | $76.03 | -3.57% | Signal |
| 2022-03-07 | 2022-03-29 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2022-02-10 | 2022-03-07 | Completed | 33.33% | $83.60 | $76.41 | -8.60% | Stop |
| 2022-01-19 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2022-01-04 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2022-01-19 | 2022-02-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2021-08-19 | 2022-01-19 | Completed | 33.33% | $88.46 | $84.08 | -4.95% | Stop |
| 2021-03-31 | 2022-01-19 | Completed | 33.33% | $84.33 | $84.08 | -0.30% | Stop |
| 2021-11-19 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-07-02 | 2021-11-19 | Completed | 33.33% | $87.93 | $87.21 | -0.82% | Signal |
| 2021-08-03 | 2021-08-19 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-07-28 | 2021-08-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2021-03-31 | 2021-07-28 | Completed | 33.33% | $84.33 | $88.07 | 4.43% | Signal |
| 2021-05-04 | 2021-07-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2021-04-12 | 2021-05-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2021-03-31 | 2021-04-12 | Completed | 33.33% | $84.33 | $85.65 | 1.57% | Signal |
| 2021-03-09 | 2021-03-31 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2021-03-09 | 2021-03-31 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2021-03-09 | 2021-03-31 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2020-07-23 | 2021-03-09 | Completed | 33.33% | $85.26 | $83.77 | -1.74% | Stop |
| 2020-07-15 | 2021-03-09 | Completed | 33.33% | $83.36 | $83.77 | 0.49% | Stop |
| 2020-04-01 | 2021-03-09 | Completed | 33.33% | $71.27 | $83.77 | 17.54% | Stop |
| 2020-06-02 | 2020-07-23 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.78% | Interest Income |
| 2020-06-02 | 2020-07-15 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2020-04-13 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2020-03-10 | 2020-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-04-01 | 2020-04-13 | Completed | 33.33% | $71.27 | $75.66 | 6.16% | Signal |
| 2020-03-10 | 2020-04-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2020-03-10 | 2020-04-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2019-01-25 | 2020-03-10 | Completed | 33.33% | $76.27 | $81.58 | 6.96% | Stop |
| 2019-01-25 | 2020-03-10 | Completed | 33.33% | $76.27 | $81.58 | 6.96% | Stop |
| 2019-01-25 | 2020-03-10 | Completed | 33.33% | $76.27 | $81.58 | 6.96% | Stop |
| 2018-12-04 | 2019-01-25 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2018-12-04 | 2019-01-25 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2018-12-04 | 2019-01-25 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.38% | 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 |
| 2018-11-02 | 2018-12-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-10-10 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2018-04-27 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.13% | Interest Income |
| 2018-03-01 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.46% | Interest Income |
| 2018-06-01 | 2018-10-10 | Completed | 33.33% | $73.37 | $73.24 | -0.18% | Signal |
| 2018-05-09 | 2018-06-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2016-12-07 | 2018-05-09 | Completed | 33.33% | $70.16 | $72.61 | 3.50% | Stop |
| 2017-05-26 | 2018-04-27 | Completed | 33.33% | $74.97 | $74.52 | -0.60% | Signal |
| 2017-03-24 | 2018-03-01 | Completed | 33.33% | $73.24 | $75.46 | 3.02% | Signal |
| 2017-05-02 | 2017-05-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2017-04-04 | 2017-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2017-03-31 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.09% | Interest Income |
| 2016-12-07 | 2017-03-31 | Completed | 33.33% | $70.16 | $73.28 | 4.45% | Signal |
| 2016-12-14 | 2017-03-24 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2016-12-07 | 2016-12-14 | Completed | 33.33% | $70.16 | $70.33 | 0.24% | Signal |
| 2016-11-14 | 2016-12-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2016-11-14 | 2016-12-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2016-11-14 | 2016-12-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2016-05-18 | 2016-11-14 | Completed | 33.33% | $69.27 | $68.57 | -1.02% | Stop |
| 2016-03-31 | 2016-11-14 | Completed | 33.33% | $67.81 | $68.57 | 1.11% | Stop |
| 2016-03-30 | 2016-11-14 | Completed | 33.33% | $67.65 | $68.57 | 1.35% | Stop |
| 2016-04-04 | 2016-05-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.43% | Interest Income |
| 2016-04-01 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-01-12 | 2016-04-01 | Completed | 33.33% | $63.94 | $67.84 | 6.10% | Signal |
| 2016-03-02 | 2016-03-31 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-03-02 | 2016-03-30 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2016-02-05 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2016-02-02 | 2016-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-10-13 | 2016-02-05 | Completed | 33.33% | $65.26 | $64.36 | -1.37% | Signal |
| 2015-11-03 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-10-16 | 2015-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2015-06-08 | 2015-10-16 | Completed | 33.33% | $65.13 | $65.83 | 1.08% | Signal |
| 2015-09-02 | 2015-10-13 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2015-08-04 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2015-04-09 | 2015-08-04 | Completed | 33.33% | $66.90 | $65.07 | -2.74% | Signal |
| 2015-03-17 | 2015-06-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2015-03-03 | 2015-04-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2015-01-12 | 2015-03-17 | Completed | 33.33% | $63.94 | $64.15 | 0.33% | Signal |
| 2015-02-03 | 2015-03-02 | 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 |
| 2015-01-05 | 2015-01-12 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-01-05 | 2015-01-12 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2014-12-17 | 2015-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2014-12-17 | 2015-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2014-12-04 | 2015-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2014-06-03 | 2014-12-17 | Completed | 33.33% | $65.18 | $62.05 | -4.79% | Stop |
| 2014-01-21 | 2014-12-17 | Completed | 33.33% | $60.73 | $62.05 | 2.17% | Stop |
| 2013-11-29 | 2014-12-04 | Completed | 33.33% | $59.96 | $65.21 | 8.76% | Signal |
| 2014-05-02 | 2014-06-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2014-04-02 | 2014-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2014-03-04 | 2014-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2014-02-04 | 2014-03-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2014-01-16 | 2014-02-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.08% | Interest Income |
| 2014-01-03 | 2014-01-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2013-07-01 | 2014-01-16 | Completed | 33.33% | $59.30 | $60.69 | 2.35% | Signal |
| 2013-12-03 | 2014-01-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2013-08-02 | 2013-12-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2013-08-02 | 2013-11-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | 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 |
| 2013-06-07 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.14% | Interest Income |
| 2013-06-07 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.14% | Interest Income |
| 2013-03-22 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2011-10-19 | 2013-06-07 | Completed | 33.33% | $54.79 | $61.52 | 12.27% | Stop |
| 2011-10-19 | 2013-06-07 | Completed | 33.33% | $54.79 | $61.52 | 12.27% | Stop |
| 2012-01-18 | 2013-03-22 | Completed | 33.33% | $55.41 | $63.15 | 13.97% | Signal |
| 2012-01-04 | 2012-01-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2011-12-22 | 2012-01-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2011-10-19 | 2011-12-22 | Completed | 33.33% | $54.79 | $55.75 | 1.75% | Signal |
| 2011-09-27 | 2011-10-19 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-09-27 | 2011-10-19 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-09-27 | 2011-10-19 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-07-15 | 2011-09-27 | Completed | 33.33% | $54.41 | $52.35 | -3.78% | Stop |
| 2011-05-18 | 2011-09-27 | Completed | 33.33% | $53.76 | $52.35 | -2.61% | Stop |
| 2010-12-20 | 2011-09-27 | Completed | 33.33% | $51.65 | $52.35 | 1.37% | Stop |
| 2011-05-26 | 2011-07-15 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-12-20 | 2011-05-26 | Completed | 33.33% | $51.65 | $53.62 | 3.82% | Signal |
| 2011-04-04 | 2011-05-18 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2011-03-02 | 2011-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-02-01 | 2011-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2010-12-20 | 2011-02-01 | Completed | 33.33% | $51.65 | $51.62 | -0.05% | Signal |
| 2010-11-26 | 2010-12-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-11-26 | 2010-12-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-11-26 | 2010-12-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-06-01 | 2010-11-26 | Completed | 33.33% | $47.75 | $52.53 | 10.02% | Stop |
| 2010-06-01 | 2010-11-26 | Completed | 33.33% | $47.75 | $52.53 | 10.02% | Stop |
| 2010-06-01 | 2010-11-26 | Completed | 33.33% | $47.75 | $52.53 | 10.02% | Stop |
| 2010-05-07 | 2010-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2009-12-14 | 2010-05-07 | Completed | 33.33% | $46.91 | $47.15 | 0.51% | Stop |
| 2009-12-14 | 2010-05-07 | Completed | 33.33% | $46.91 | $47.15 | 0.51% | Stop |
| 2009-12-14 | 2010-05-07 | Completed | 33.33% | $46.91 | $47.15 | 0.51% | Stop |
| 2009-12-10 | 2009-12-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2009-12-10 | 2009-12-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2009-12-10 | 2009-12-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |