IEI iShares 3-7 Year Treasury Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for IEI (iShares 3-7 Year Treasury Bond ETF) using the Excess Return MMA CA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -3.6% (compared to the benchmark's drawdown of -14.6%). 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 2.8%. The strategy executed 121 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
IEI Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.72% | 3.53% | 2.52% | 0.31% | 2.73% | 1.37% | 2.95% | 2.84% |
| Sharpe Ratio | 1.93 | 1.14 | 1.08 | 0.07 | 1.21 | 0.35 | 1.03 | 0.68 |
| Max Drawdown | -1.19% | -2.50% | -3.44% | -13.88% | -3.44% | -14.60% | -3.65% | -14.60% |
| % Time Invested | 84.1% | 100.0% | 68.8% | 100.0% | 72.8% | 100.0% | 83.0% | 100.0% |
| Trades / Year | 8.0 | 0.0 | 6.2 | 0.0 | 6.2 | 0.0 | 6.4 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-05-12 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | 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 |
| 2026-04-29 | 2026-05-12 | Completed | 33.33% | $117.88 | $117.60 | -0.24% | Signal |
| 2026-03-30 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2026-03-03 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2026-03-23 | 2026-04-29 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2026-03-02 | 2026-03-30 | Completed | 33.33% | $119.41 | $117.65 | -1.47% | Signal |
| 2026-02-20 | 2026-03-23 | Completed | 33.33% | $118.96 | $117.43 | -1.29% | Signal |
| 2026-02-11 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2025-12-03 | 2026-03-02 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.02% | Interest Income |
| 2025-12-23 | 2026-02-20 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.78% | Interest Income |
| 2025-04-17 | 2026-02-11 | Completed | 33.33% | $113.76 | $118.29 | 3.98% | Signal |
| 2025-12-12 | 2025-12-23 | Completed | 33.33% | $117.54 | $117.63 | 0.08% | Signal |
| 2025-11-17 | 2025-12-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2025-06-27 | 2025-12-03 | Completed | 33.33% | $115.00 | $118.01 | 2.62% | Signal |
| 2025-11-03 | 2025-11-17 | Completed | 33.33% | $117.18 | $117.36 | 0.15% | Signal |
| 2025-10-10 | 2025-11-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2025-08-20 | 2025-10-10 | Completed | 33.33% | $115.74 | $117.07 | 1.14% | Signal |
| 2025-07-29 | 2025-08-20 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2025-06-24 | 2025-07-29 | Completed | 33.33% | $114.57 | $114.78 | 0.19% | Signal |
| 2025-06-03 | 2025-06-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2025-06-03 | 2025-06-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2025-02-27 | 2025-06-03 | Completed | 33.33% | $112.11 | $113.90 | 1.59% | Signal |
| 2025-05-19 | 2025-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2025-02-07 | 2025-05-19 | Completed | 33.33% | $110.91 | $113.09 | 1.96% | Signal |
| 2024-12-18 | 2025-04-17 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.14% | Interest Income |
| 2024-10-22 | 2025-02-27 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.97% | Interest Income |
| 2024-12-30 | 2025-02-07 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2024-12-12 | 2024-12-30 | Completed | 33.33% | $111.01 | $110.17 | -0.76% | Signal |
| 2024-08-05 | 2024-12-18 | Completed | 33.33% | $112.58 | $110.62 | -1.74% | Signal |
| 2024-10-11 | 2024-12-12 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.00% | Interest Income |
| 2024-06-12 | 2024-10-22 | Completed | 33.33% | $108.31 | $111.19 | 2.66% | Signal |
| 2024-05-22 | 2024-10-11 | Completed | 33.33% | $107.13 | $111.47 | 4.05% | Signal |
| 2024-08-02 | 2024-08-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2024-04-26 | 2024-08-01 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.60% | Interest Income |
| 2024-02-20 | 2024-06-12 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.11% | Interest Income |
| 2024-01-30 | 2024-05-22 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.11% | Interest Income |
| 2024-01-22 | 2024-04-26 | Completed | 33.33% | $107.79 | $105.78 | -1.86% | Signal |
| 2023-11-30 | 2024-02-20 | Completed | 33.33% | $105.89 | $107.08 | 1.12% | Signal |
| 2023-11-15 | 2024-01-30 | Completed | 33.33% | $104.73 | $108.13 | 3.25% | Signal |
| 2023-07-07 | 2024-01-22 | Interest (FLOT) | 33.33% | $1.00 | $1.04 | 3.51% | 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 |
| 2023-06-09 | 2023-07-07 | Completed | 33.33% | $105.62 | $103.96 | -1.58% | Signal |
| 2023-06-02 | 2023-06-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2023-05-30 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2023-05-17 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-05-04 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2023-04-10 | 2023-05-30 | Completed | 33.33% | $106.99 | $105.60 | -1.30% | Signal |
| 2023-03-01 | 2023-05-17 | Completed | 33.33% | $103.24 | $107.23 | 3.86% | Signal |
| 2023-03-24 | 2023-05-04 | Completed | 33.33% | $107.79 | $107.89 | 0.09% | Signal |
| 2023-04-04 | 2023-04-10 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2023-02-24 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2023-02-17 | 2023-03-24 | Interest (FLOT) | 33.33% | $1.00 | $0.99 | -0.71% | Interest Income |
| 2022-12-02 | 2023-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.07% | Interest Income |
| 2022-12-05 | 2023-02-24 | Completed | 33.33% | $104.64 | $103.26 | -1.32% | Signal |
| 2023-02-07 | 2023-02-17 | Completed | 33.33% | $104.93 | $103.80 | -1.08% | Signal |
| 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% | $103.48 | $105.92 | 2.36% | 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 |
| 2022-09-08 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.22% | 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 | 2022-09-08 | Completed | 33.33% | $108.64 | $105.48 | -2.91% | Signal |
| 2022-08-26 | 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 |
| 2022-07-18 | 2022-08-26 | Completed | 33.33% | $106.56 | $106.24 | -0.30% | Signal |
| 2022-03-02 | 2022-08-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2022-06-15 | 2022-07-18 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2022-05-31 | 2022-06-15 | Completed | 33.33% | $107.60 | $104.43 | -2.95% | Signal |
| 2022-03-02 | 2022-05-31 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2022-01-06 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2022-01-04 | 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 |
| 2021-12-21 | 2022-01-06 | Completed | 33.33% | $114.85 | $113.64 | -1.05% | Signal |
| 2021-11-03 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-11-02 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2021-11-02 | 2021-12-21 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-08-03 | 2021-11-03 | Completed | 33.33% | $117.18 | $114.95 | -1.89% | Signal |
| 2021-09-17 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2021-09-02 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2021-05-13 | 2021-09-17 | Completed | 33.33% | $115.58 | $116.21 | 0.55% | Signal |
| 2021-08-27 | 2021-09-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2021-07-28 | 2021-08-27 | Completed | 33.33% | $116.75 | $116.27 | -0.41% | Signal |
| 2021-05-04 | 2021-08-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2021-07-06 | 2021-07-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2021-04-26 | 2021-07-06 | Completed | 33.33% | $115.62 | $115.97 | 0.30% | Signal |
| 2021-05-04 | 2021-05-13 | 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 | 2021-04-26 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-01-27 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2021-01-14 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2020-12-02 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2020-12-31 | 2021-01-27 | Completed | 33.33% | $117.55 | $117.42 | -0.11% | Signal |
| 2020-12-14 | 2021-01-14 | Completed | 33.33% | $117.44 | $117.03 | -0.35% | Signal |
| 2020-12-02 | 2020-12-31 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2020-12-02 | 2020-12-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-02-27 | 2020-12-02 | Completed | 33.33% | $113.33 | $117.17 | 3.39% | Signal |
| 2020-11-03 | 2020-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-11-03 | 2020-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-10-12 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2020-09-17 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2020-09-24 | 2020-10-12 | Completed | 33.33% | $117.83 | $117.52 | -0.26% | Signal |
| 2020-08-31 | 2020-09-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-01-27 | 2020-09-17 | Completed | 33.33% | $111.46 | $117.90 | 5.78% | Signal |
| 2020-07-10 | 2020-08-31 | Completed | 33.33% | $117.72 | $117.69 | -0.03% | Signal |
| 2020-06-17 | 2020-07-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2020-01-17 | 2020-06-17 | Completed | 33.33% | $110.33 | $117.24 | 6.27% | Signal |
| 2020-01-10 | 2020-02-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2019-10-15 | 2020-01-27 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.85% | Interest Income |
| 2019-12-19 | 2020-01-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2018-11-20 | 2020-01-10 | Completed | 33.33% | $102.00 | $110.29 | 8.12% | Signal |
| 2019-12-09 | 2019-12-19 | Completed | 33.33% | $110.05 | $109.68 | -0.34% | Signal |
| 2019-11-04 | 2019-12-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2019-10-15 | 2019-11-04 | Completed | 33.33% | $110.30 | $110.15 | -0.13% | Signal |
| 2019-09-23 | 2019-10-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2018-11-20 | 2019-10-15 | Completed | 33.33% | $102.00 | $110.30 | 8.13% | Signal |
| 2019-08-19 | 2019-09-23 | Completed | 33.33% | $110.46 | $109.99 | -0.42% | Signal |
| 2019-07-26 | 2019-08-19 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-05-22 | 2019-07-26 | Completed | 33.33% | $106.39 | $108.48 | 1.96% | Signal |
| 2019-04-30 | 2019-05-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2018-11-13 | 2019-04-30 | Completed | 33.33% | $101.38 | $105.72 | 4.28% | Signal |
| 2018-11-02 | 2018-11-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2018-11-02 | 2018-11-20 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2018-11-02 | 2018-11-13 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2018-09-25 | 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 |
| 2017-11-16 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.05% | Interest Income |
| 2018-09-06 | 2018-09-25 | Completed | 33.33% | $101.93 | $101.09 | -0.82% | Signal |
| 2018-08-23 | 2018-09-19 | Completed | 33.33% | $102.08 | $101.20 | -0.85% | Signal |
| 2018-08-10 | 2018-09-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2018-08-01 | 2018-08-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2018-06-27 | 2018-08-10 | Completed | 33.33% | $101.60 | $101.72 | 0.12% | Signal |
| 2018-06-08 | 2018-08-01 | Completed | 33.33% | $101.19 | $101.15 | -0.04% | Signal |
| 2018-04-24 | 2018-06-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2018-04-25 | 2018-06-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2018-03-29 | 2018-04-25 | Completed | 33.33% | $101.51 | $100.58 | -0.91% | Signal |
| 2018-04-20 | 2018-04-24 | Completed | 33.33% | $100.86 | $100.57 | -0.29% | Signal |
| 2017-10-10 | 2018-04-20 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.03% | Interest Income |
| 2017-09-28 | 2018-03-29 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.85% | Interest Income |
| 2017-05-10 | 2017-11-16 | Completed | 33.33% | $102.41 | $102.87 | 0.45% | Signal |
| 2017-08-17 | 2017-10-10 | Completed | 33.33% | $103.54 | $103.17 | -0.36% | Signal |
| 2017-08-04 | 2017-09-28 | Completed | 33.33% | $103.39 | $103.22 | -0.16% | Signal |
| 2017-07-26 | 2017-08-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2017-07-07 | 2017-08-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2017-04-13 | 2017-07-26 | Completed | 33.33% | $102.84 | $102.98 | 0.14% | Signal |
| 2017-06-16 | 2017-07-07 | Completed | 33.33% | $103.34 | $102.66 | -0.65% | Signal |
| 2017-05-24 | 2017-06-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2017-04-05 | 2017-05-24 | Completed | 33.33% | $102.17 | $102.85 | 0.66% | Signal |
| 2017-05-02 | 2017-05-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | 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 | 2017-04-05 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2017-03-21 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income |
| 2017-03-09 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2016-11-14 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.55% | Interest Income |
| 2017-02-03 | 2017-03-21 | Completed | 33.33% | $101.77 | $101.63 | -0.14% | Signal |
| 2017-01-18 | 2017-03-09 | Completed | 33.33% | $101.80 | $100.97 | -0.81% | Signal |
| 2016-11-02 | 2017-02-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.46% | Interest Income |
| 2016-11-02 | 2017-01-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2016-02-23 | 2016-11-14 | Completed | 33.33% | $102.66 | $102.16 | -0.49% | 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 |
| 2016-08-29 | 2016-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income |
| 2016-08-04 | 2016-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2016-04-29 | 2016-08-29 | Completed | 33.33% | $102.87 | $103.89 | 0.99% | Signal |
| 2016-06-15 | 2016-08-04 | Completed | 33.33% | $103.89 | $104.57 | 0.66% | Signal |
| 2016-05-13 | 2016-06-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2016-04-08 | 2016-05-13 | Completed | 33.33% | $103.40 | $103.31 | -0.08% | Signal |
| 2016-04-07 | 2016-04-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2016-04-04 | 2016-04-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2016-01-11 | 2016-04-07 | Completed | 33.33% | $100.94 | $103.39 | 2.43% | Signal |
| 2016-03-16 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-01-29 | 2016-03-16 | Completed | 33.33% | $102.24 | $101.61 | -0.62% | Signal |
| 2016-02-02 | 2016-02-23 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2016-01-29 | 2016-02-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2016-01-06 | 2016-01-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.22% | Interest Income |
| 2015-09-11 | 2016-01-29 | Completed | 33.33% | $100.48 | $102.24 | 1.75% | Signal |
| 2015-11-19 | 2016-01-11 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2015-12-18 | 2016-01-06 | Completed | 33.33% | $100.37 | $100.64 | 0.27% | Signal |
| 2015-11-09 | 2015-12-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2015-07-24 | 2015-11-19 | Completed | 33.33% | $99.85 | $100.32 | 0.48% | Signal |
| 2015-07-09 | 2015-11-09 | Completed | 33.33% | $100.00 | $99.76 | -0.24% | Signal |
| 2015-09-02 | 2015-09-11 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-08-04 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-07-20 | 2015-08-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-07-02 | 2015-07-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-04-21 | 2015-07-20 | Completed | 33.33% | $96.40 | $99.46 | 3.17% | Signal |
| 2015-07-02 | 2015-07-09 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2015-05-29 | 2015-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2015-05-12 | 2015-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2015-04-13 | 2015-05-29 | Completed | 33.33% | $100.24 | $100.07 | -0.17% | Signal |
| 2015-03-27 | 2015-05-12 | Completed | 33.33% | $100.01 | $99.49 | -0.52% | 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 |
| 2014-10-21 | 2015-03-16 | Completed | 33.33% | $98.84 | $99.39 | 0.56% | Signal |
| 2015-02-25 | 2015-03-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2014-12-12 | 2015-02-25 | Completed | 33.33% | $98.82 | $99.64 | 0.83% | Signal |
| 2014-12-02 | 2014-12-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2014-11-19 | 2014-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-10-10 | 2014-11-19 | Completed | 33.33% | $98.28 | $98.22 | -0.07% | Signal |
| 2014-10-02 | 2014-10-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2014-10-02 | 2014-10-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2014-09-29 | 2014-10-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2014-09-16 | 2014-10-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-08-07 | 2014-09-29 | Completed | 33.33% | $97.44 | $97.35 | -0.09% | Signal |
| 2014-07-17 | 2014-09-16 | Completed | 33.33% | $97.27 | $97.16 | -0.11% | Signal |
| 2014-07-16 | 2014-08-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2014-06-23 | 2014-07-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2014-05-12 | 2014-07-16 | Completed | 33.33% | $96.86 | $97.11 | 0.25% | Signal |
| 2014-04-14 | 2014-06-23 | Completed | 33.33% | $96.81 | $97.02 | 0.22% | Signal |
| 2014-05-02 | 2014-05-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2014-04-07 | 2014-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2014-04-02 | 2014-04-21 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2014-04-02 | 2014-04-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2014-02-12 | 2014-04-07 | Completed | 33.33% | $96.53 | $96.41 | -0.13% | Signal |
| 2014-03-27 | 2014-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2014-03-21 | 2014-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2013-11-27 | 2014-03-27 | Completed | 33.33% | $96.79 | $96.17 | -0.64% | Signal |
| 2014-01-30 | 2014-03-21 | Completed | 33.33% | $96.45 | $96.09 | -0.38% | Signal |
| 2014-02-04 | 2014-02-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2014-01-03 | 2014-02-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2014-01-03 | 2014-01-30 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.08% | Interest Income |
| 2013-12-23 | 2014-01-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2013-12-05 | 2014-01-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2013-10-10 | 2013-12-23 | Completed | 33.33% | $95.97 | $95.76 | -0.22% | Signal |
| 2013-09-30 | 2013-12-05 | Completed | 33.33% | $96.21 | $96.31 | 0.11% | Signal |
| 2013-08-02 | 2013-11-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2013-08-02 | 2013-10-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2013-08-22 | 2013-09-30 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2013-08-05 | 2013-08-22 | Completed | 33.33% | $95.82 | $94.83 | -1.03% | Signal |
| 2013-08-02 | 2013-08-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2013-07-08 | 2013-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | 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 |
| 2013-04-23 | 2013-07-08 | Completed | 33.33% | $98.07 | $94.99 | -3.14% | Signal |
| 2013-06-03 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.12% | Interest Income |
| 2013-05-20 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.12% | Interest Income |
| 2013-03-18 | 2013-06-03 | Completed | 33.33% | $97.40 | $96.74 | -0.67% | Signal |
| 2013-03-01 | 2013-05-20 | Completed | 33.33% | $97.57 | $97.62 | 0.05% | Signal |
| 2013-03-01 | 2013-04-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2013-01-15 | 2013-03-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2013-01-03 | 2013-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2011-05-09 | 2013-03-01 | Completed | 33.33% | $90.14 | $97.57 | 8.25% | Signal |
| 2012-12-07 | 2013-01-15 | Completed | 33.33% | $97.70 | $97.36 | -0.34% | Signal |
| 2012-12-27 | 2013-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2012-11-21 | 2012-12-27 | Completed | 33.33% | $97.39 | $97.27 | -0.12% | Signal |
| 2012-12-04 | 2012-12-07 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2012-11-14 | 2012-12-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.49% | Interest Income |
| 2012-10-26 | 2012-11-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2012-10-02 | 2012-11-14 | Completed | 33.33% | $97.52 | $97.54 | 0.02% | Signal |
| 2012-09-13 | 2012-10-26 | Completed | 33.33% | $97.27 | $96.97 | -0.31% | Signal |
| 2012-09-10 | 2012-10-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2012-08-20 | 2012-09-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2012-05-01 | 2012-09-10 | Completed | 33.33% | $96.22 | $97.36 | 1.19% | Signal |
| 2012-04-18 | 2012-08-20 | Completed | 33.33% | $95.93 | $96.60 | 0.70% | Signal |
| 2012-03-16 | 2012-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2012-03-01 | 2012-04-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2011-11-23 | 2012-03-16 | Completed | 33.33% | $95.08 | $94.46 | -0.66% | Signal |
| 2011-11-10 | 2012-03-01 | Completed | 33.33% | $95.00 | $95.45 | 0.47% | Signal |
| 2011-10-26 | 2011-11-23 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-10-14 | 2011-11-10 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-03-23 | 2011-10-26 | Completed | 33.33% | $89.03 | $94.40 | 6.03% | Signal |
| 2011-05-06 | 2011-10-14 | Completed | 33.33% | $89.79 | $93.94 | 4.62% | Signal |
| 2011-04-04 | 2011-05-09 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2011-04-13 | 2011-05-06 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2011-03-14 | 2011-04-13 | Completed | 33.33% | $89.05 | $88.27 | -0.88% | Signal |
| 2011-03-02 | 2011-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-03-02 | 2011-03-23 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-03-02 | 2011-03-14 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2011-02-11 | 2011-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-01-24 | 2011-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2011-01-04 | 2011-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2011-01-25 | 2011-02-11 | Completed | 33.33% | $88.61 | $87.40 | -1.37% | Signal |
| 2011-01-04 | 2011-01-25 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2009-10-06 | 2011-01-24 | Completed | 33.33% | $83.81 | $88.45 | 5.53% | Signal |
| 2010-12-03 | 2011-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2010-11-17 | 2011-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-05-11 | 2010-12-03 | Completed | 33.33% | $85.60 | $89.71 | 4.81% | Signal |
| 2010-04-30 | 2010-11-17 | Completed | 33.33% | $84.74 | $90.10 | 6.33% | Signal |
| 2010-04-09 | 2010-05-11 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2010-04-05 | 2010-04-30 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-02-16 | 2010-04-09 | Completed | 33.33% | $84.34 | $83.82 | -0.62% | Signal |
| 2010-03-29 | 2010-04-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-02-01 | 2010-03-29 | Completed | 33.33% | $84.38 | $83.97 | -0.49% | Signal |
| 2010-02-02 | 2010-02-16 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2010-01-12 | 2010-02-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2009-12-29 | 2010-02-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-07-28 | 2010-01-12 | Completed | 33.33% | $81.85 | $83.73 | 2.29% | Signal |
| 2009-12-02 | 2009-12-29 | Completed | 33.33% | $85.04 | $83.10 | -2.29% | Signal |
| 2009-11-09 | 2009-12-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2009-09-02 | 2009-11-09 | Completed | 33.33% | $83.26 | $83.80 | 0.65% | Signal |
| 2009-10-02 | 2009-10-06 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2009-07-02 | 2009-10-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-08-11 | 2009-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2009-07-10 | 2009-08-11 | Completed | 33.33% | $82.87 | $81.62 | -1.51% | Signal |
| 2009-07-02 | 2009-07-28 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income |
| 2009-07-02 | 2009-07-10 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2009-06-02 | 2009-07-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-06-02 | 2009-07-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-06-02 | 2009-07-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2009-05-14 | 2009-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-05-13 | 2009-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2009-05-04 | 2009-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2008-09-24 | 2009-05-14 | Completed | 33.33% | $78.64 | $83.30 | 5.92% | Signal |
| 2009-04-08 | 2009-05-13 | Completed | 33.33% | $83.56 | $83.30 | -0.31% | Signal |
| 2009-04-29 | 2009-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2009-03-24 | 2009-04-29 | Completed | 33.33% | $83.93 | $83.30 | -0.75% | Signal |
| 2009-04-02 | 2009-04-08 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2009-02-12 | 2009-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2009-01-27 | 2009-03-24 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2008-07-29 | 2009-02-12 | Completed | 33.33% | $76.85 | $83.64 | 8.84% | Signal |
| 2008-07-11 | 2009-01-27 | Completed | 33.33% | $77.36 | $83.87 | 8.41% | Signal |
| 2008-09-03 | 2008-09-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2008-06-27 | 2008-09-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2008-06-03 | 2008-07-29 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2008-06-03 | 2008-07-11 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2007-09-14 | 2008-06-27 | Completed | 33.33% | $71.82 | $76.61 | 6.66% | Signal |
| 2008-05-01 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2008-04-17 | 2008-06-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2007-08-02 | 2008-05-01 | Completed | 33.33% | $69.97 | $77.29 | 10.46% | Signal |
| 2007-11-02 | 2008-04-17 | Completed | 33.33% | $72.67 | $77.61 | 6.80% | Signal |
| 2007-10-11 | 2007-11-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2007-07-25 | 2007-10-11 | Completed | 33.33% | $69.48 | $71.29 | 2.61% | Signal |
| 2007-07-23 | 2007-09-14 | Interest (SHV) | 33.33% | $1.00 | $1.01 | 0.92% | Interest Income |
| 2007-07-23 | 2007-08-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2007-07-23 | 2007-07-25 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |