SPMB
SPDR Portfolio Mortgage Backed Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-09-10
Executive Summary
The quantitative backtest for SPMB (SPDR Portfolio Mortgage Backed 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 -12.6% (compared to the benchmark's drawdown of -18.0%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 1.7%, compared to a Buy-and-Hold benchmark return of 2.1%. The strategy executed 114 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.
📊 Strategy Model 4 Models Available
Compare quantitative moving average overlays for SPMB:
Excess Return MMA
Advanced Ensemble: Uses multiple signal layers for maximum trend stability and noise reduction.
Excess Return MMA CA Active Model
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
🎯 Trading Horizon
Select risk profile & execution style for SPMB:
🛡️ Long-Term Investing
Ideal for wealth preservation and multi-year horizons. Optimized for low turnover and tax efficiency.
⚔️ Tactical Trading Active Horizon
Ideal for active capital rotation and momentum-first accounts. Optimized for high sensitivity to price shifts.
🛡️ SPMB Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-12.6% (vs -18.0% B&H)
+5.4% shallower drawdown
Drawdown Shield
5.4% Cut
Protected capital vs -18.0% B&H
Capital Sheltered from Risk
39.7% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.
📊 SPMB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -2.46% | -3.18% | -3.87% | -17.28% | -12.60% | -18.03% | -12.60% | -18.03% |
| Sharpe Ratio | 0.65 | 0.07 | 0.82 | -0.01 | 0.26 | 0.13 | 0.36 | 0.31 |
| Sortino Ratio | 0.78 | 0.10 | 0.97 | -0.02 | 0.20 | 0.15 | 0.31 | 0.35 |
| CAGR | 1.77% | 0.28% | 2.70% | -0.10% | 1.29% | 1.01% | 1.74% | 2.08% |
| % Time Invested | 56.0% | 100.0% | 40.3% | 100.0% | 49.5% | 100.0% | 60.3% | 100.0% |
| Trades / Year | 6.0 | 0.0 | 6.2 | 0.0 | 7.1 | 0.0 | 6.7 | 0.0 |
Cumulative Growth Performance
Return Distribution Analysis
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Loading Top Diversifiers for SPMB... Top Diversifiers for SPMB
Explore Correlation Across Horizons →Top 5 non-correlated asset sleeves evaluated on 1Y daily percentage returns (Pearson r). Compare them side-by-side in Compare Studio to analyze portfolio diversification.
| Diversifier Asset | Category | 1Y Correlation (r) | Action |
|---|---|---|---|
| Loading top diversifier assets... | |||
Trade History
This log shows every signal-driven transition. Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason | |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Subscribe to Unlock | ||||||||
| 2026-05-14 | 2026-06-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.41% | Interest Income | |
| 2025-08-28 | 2026-05-19 | Completed | 33.33% | $21.25 | $21.66 | 1.87% | Signal | |
| 2026-04-23 | 2026-05-14 | Completed | 33.33% | $22.10 | $22.00 | -0.54% | Signal | |
| 2026-03-30 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income | |
| 2026-03-23 | 2026-04-23 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income | |
| 2026-01-14 | 2026-03-30 | Completed | 33.33% | $21.99 | $21.89 | -0.50% | Signal | |
| 2026-01-21 | 2026-03-23 | Completed | 33.33% | $21.90 | $21.84 | -0.32% | Signal | |
| 2025-12-26 | 2026-01-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2025-12-09 | 2026-01-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2025-12-17 | 2025-12-26 | Completed | 33.33% | $21.80 | $21.90 | 0.41% | Signal | |
| 2025-11-19 | 2025-12-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.38% | Interest Income | |
| 2025-06-27 | 2025-12-09 | Completed | 33.33% | $20.95 | $21.78 | 3.91% | Signal | |
| 2025-08-22 | 2025-11-19 | Completed | 33.33% | $21.11 | $21.73 | 2.90% | Signal | |
| 2025-07-18 | 2025-08-28 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.53% | Interest Income | |
| 2025-07-31 | 2025-08-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income | |
| 2025-06-24 | 2025-07-31 | Completed | 33.33% | $20.82 | $20.95 | 0.58% | Signal | |
| 2025-04-23 | 2025-07-18 | Completed | 33.33% | $20.56 | $20.83 | 1.25% | 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 | 0.32% | 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 | |
| 2025-05-01 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2025-04-14 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.11% | Interest Income | |
| 2025-02-26 | 2025-05-01 | Completed | 33.33% | $20.66 | $20.87 | 0.97% | Signal | |
| 2024-12-20 | 2025-04-23 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.29% | Interest Income | |
| 2025-02-07 | 2025-04-14 | Completed | 33.33% | $20.39 | $20.51 | 0.52% | Signal | |
| 2024-10-23 | 2025-02-26 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.95% | Interest Income | |
| 2024-12-30 | 2025-02-07 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income | |
| 2024-12-10 | 2024-12-30 | Completed | 33.33% | $20.60 | $20.20 | -1.98% | Signal | |
| 2024-08-06 | 2024-12-20 | Completed | 33.33% | $20.53 | $20.16 | -1.84% | Signal | |
| 2024-10-11 | 2024-12-10 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.98% | Interest Income | |
| 2024-06-10 | 2024-10-23 | Completed | 33.33% | $19.57 | $20.30 | 3.64% | Signal | |
| 2024-05-21 | 2024-10-11 | Completed | 33.33% | $19.61 | $20.52 | 4.60% | Signal | |
| 2024-08-02 | 2024-08-06 | 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 | |
| 2024-04-09 | 2024-05-21 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.71% | Interest Income | |
| 2024-01-24 | 2024-05-08 | Completed | 33.33% | $19.65 | $19.45 | -1.06% | Signal | |
| 2024-03-25 | 2024-04-09 | Completed | 33.33% | $19.68 | $19.52 | -0.87% | 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% | $19.14 | $19.50 | 1.79% | Signal | |
| 2023-11-15 | 2024-01-29 | Completed | 33.33% | $18.77 | $19.65 | 4.65% | Signal | |
| 2023-06-02 | 2024-01-24 | 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 | |
| 2023-05-24 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2023-05-15 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2023-05-03 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2023-04-14 | 2023-05-24 | Completed | 33.33% | $19.53 | $19.29 | -1.23% | Signal | |
| 2023-02-13 | 2023-05-15 | Completed | 33.33% | $19.35 | $19.51 | 0.75% | Signal | |
| 2023-03-28 | 2023-05-03 | Completed | 33.33% | $19.39 | $19.66 | 1.34% | Signal | |
| 2023-04-04 | 2023-04-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2023-03-03 | 2023-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.29% | Interest Income | |
| 2023-02-23 | 2023-03-28 | Interest (FLOT) | 33.33% | $1.00 | $0.99 | -0.63% | Interest Income | |
| 2022-12-02 | 2023-03-03 | Completed | 33.33% | $19.11 | $18.93 | -0.98% | Signal | |
| 2023-02-08 | 2023-02-23 | Completed | 33.33% | $19.42 | $19.08 | -1.81% | Signal | |
| 2022-12-02 | 2023-02-13 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.67% | Interest Income | |
| 2023-01-17 | 2023-02-08 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.66% | Interest Income | |
| 2022-11-17 | 2023-01-17 | Completed | 33.33% | $18.80 | $19.51 | 3.70% | Signal | |
| 2022-10-04 | 2022-12-02 | 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 | 2022-11-17 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2022-09-13 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.28% | 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 | |
| 2022-08-01 | 2022-09-13 | Completed | 33.33% | $20.30 | $19.15 | -5.73% | Signal | |
| 2022-08-31 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2022-03-02 | 2022-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.37% | Interest Income | |
| 2022-07-19 | 2022-08-31 | Completed | 33.33% | $19.76 | $19.60 | -0.88% | Signal | |
| 2022-03-02 | 2022-08-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income | |
| 2022-06-17 | 2022-07-19 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2022-06-01 | 2022-06-17 | Completed | 33.33% | $19.93 | $19.27 | -3.36% | Signal | |
| 2022-03-02 | 2022-06-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | 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 | |
| 2022-01-04 | 2022-03-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2021-11-10 | 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 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income | |
| 2021-08-24 | 2021-11-10 | Completed | 33.33% | $21.71 | $21.64 | -0.36% | Signal | |
| 2021-09-30 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.12% | Interest Income | |
| 2021-09-27 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-09-22 | 2021-09-30 | Completed | 33.33% | $21.69 | $21.60 | -0.48% | Signal | |
| 2021-07-26 | 2021-09-27 | Completed | 33.33% | $21.74 | $21.63 | -0.53% | Signal | |
| 2021-09-02 | 2021-09-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2021-08-30 | 2021-09-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2021-07-15 | 2021-08-30 | Completed | 33.33% | $21.68 | $21.73 | 0.19% | Signal | |
| 2021-08-03 | 2021-08-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2021-05-04 | 2021-08-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2021-06-16 | 2021-07-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income | |
| 2021-05-25 | 2021-07-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2021-05-11 | 2021-06-16 | Completed | 33.33% | $21.66 | $21.61 | -0.26% | Signal | |
| 2021-04-23 | 2021-05-25 | Completed | 33.33% | $21.69 | $21.62 | -0.37% | Signal | |
| 2021-05-04 | 2021-05-11 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | 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 | 2021-04-23 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income | |
| 2021-03-17 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income | |
| 2021-02-26 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.11% | Interest Income | |
| 2021-02-24 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.13% | Interest Income | |
| 2021-02-08 | 2021-03-17 | Completed | 33.33% | $21.93 | $21.59 | -1.60% | Signal | |
| 2021-01-11 | 2021-02-26 | Completed | 33.33% | $21.86 | $21.70 | -0.78% | Signal | |
| 2020-12-24 | 2021-02-24 | Completed | 33.33% | $21.86 | $21.70 | -0.78% | Signal | |
| 2021-01-14 | 2021-02-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2020-12-30 | 2021-01-14 | Completed | 33.33% | $21.88 | $21.85 | -0.16% | Signal | |
| 2020-12-16 | 2021-01-11 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2020-12-04 | 2020-12-30 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2020-12-02 | 2020-12-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2020-12-07 | 2020-12-16 | Completed | 33.33% | $21.85 | $21.85 | -0.05% | Signal | |
| 2020-12-02 | 2020-12-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2020-04-06 | 2020-12-04 | Completed | 33.33% | $21.51 | $21.85 | 1.55% | Signal | |
| 2020-11-27 | 2020-12-02 | Completed | 33.33% | $21.83 | $21.84 | -0.00% | Signal | |
| 2020-11-03 | 2020-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2020-11-03 | 2020-11-27 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income | |
| 2020-10-26 | 2020-11-03 | Completed | 33.33% | $21.81 | $21.83 | 0.04% | Signal | |
| 2020-09-29 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2020-09-15 | 2020-10-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2020-08-10 | 2020-09-29 | Completed | 33.33% | $21.92 | $21.82 | -0.49% | Signal | |
| 2020-07-28 | 2020-09-15 | Completed | 33.33% | $21.72 | $21.84 | 0.51% | Signal | |
| 2020-07-17 | 2020-08-10 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.25% | Interest Income | |
| 2020-07-02 | 2020-07-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2020-04-06 | 2020-07-17 | Completed | 33.33% | $21.51 | $21.75 | 1.07% | Signal | |
| 2020-04-08 | 2020-07-02 | Completed | 33.33% | $21.79 | $21.76 | -0.21% | Signal | |
| 2020-03-13 | 2020-04-08 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.14% | 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 | |
| 2020-01-27 | 2020-03-13 | Completed | 33.33% | $21.12 | $19.67 | -6.92% | Stop | |
| 2019-12-09 | 2020-03-13 | Completed | 33.33% | $20.98 | $19.67 | -6.31% | Stop | |
| 2019-01-23 | 2020-03-13 | Completed | 33.33% | $19.80 | $19.67 | -0.70% | Stop | |
| 2020-01-02 | 2020-01-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2019-11-21 | 2020-01-02 | Completed | 33.33% | $20.92 | $20.98 | 0.25% | Signal | |
| 2019-11-14 | 2019-12-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2019-10-30 | 2019-11-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income | |
| 2018-12-10 | 2019-11-14 | Completed | 33.33% | $19.59 | $20.89 | 6.60% | Signal | |
| 2019-10-25 | 2019-10-30 | Completed | 33.33% | $20.90 | $20.84 | -0.36% | Signal | |
| 2019-10-03 | 2019-10-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.20% | Interest Income | |
| 2019-05-30 | 2019-10-03 | Completed | 33.33% | $20.35 | $20.90 | 2.68% | Signal | |
| 2019-05-07 | 2019-05-30 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2018-12-03 | 2019-05-07 | Completed | 33.33% | $19.41 | $20.31 | 4.58% | Signal | |
| 2018-12-04 | 2019-01-23 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.35% | Interest Income | |
| 2018-12-04 | 2018-12-10 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | 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 | |
| 2018-09-26 | 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 | |
| 2018-08-27 | 2018-10-10 | Completed | 33.33% | $19.50 | $19.21 | -1.53% | Signal | |
| 2018-06-28 | 2018-09-26 | Completed | 33.33% | $19.38 | $19.31 | -0.37% | Signal | |
| 2018-08-29 | 2018-09-19 | Completed | 33.33% | $19.45 | $19.32 | -0.71% | Signal | |
| 2018-08-07 | 2018-08-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2017-12-28 | 2018-08-27 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.71% | Interest Income | |
| 2018-06-07 | 2018-08-07 | Completed | 33.33% | $19.23 | $19.38 | 0.73% | Signal | |
| 2018-05-08 | 2018-06-28 | 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 | |
| 2018-04-16 | 2018-05-08 | Completed | 33.33% | $19.32 | $19.23 | -0.53% | Signal | |
| 2018-03-26 | 2018-04-27 | Completed | 33.33% | $19.28 | $19.20 | -0.46% | Signal | |
| 2017-10-20 | 2018-04-16 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.90% | Interest Income | |
| 2017-12-06 | 2018-03-26 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.52% | Interest Income | |
| 2017-05-10 | 2017-12-28 | Completed | 33.33% | $19.35 | $19.55 | 0.97% | Signal | |
| 2017-11-22 | 2017-12-06 | Completed | 33.33% | $19.56 | $19.59 | 0.13% | Signal | |
| 2017-10-05 | 2017-11-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income | |
| 2017-08-18 | 2017-10-20 | Completed | 33.33% | $19.57 | $19.57 | -0.06% | Signal | |
| 2017-08-03 | 2017-10-05 | Completed | 33.33% | $19.51 | $19.59 | 0.36% | Signal | |
| 2017-07-18 | 2017-08-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.13% | Interest Income | |
| 2017-07-05 | 2017-08-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income | |
| 2017-04-18 | 2017-07-18 | Completed | 33.33% | $19.40 | $19.46 | 0.24% | Signal | |
| 2017-06-13 | 2017-07-05 | Completed | 33.33% | $19.47 | $19.33 | -0.77% | Signal | |
| 2017-05-19 | 2017-06-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income | |
| 2017-04-06 | 2017-05-19 | Completed | 33.33% | $19.35 | $19.47 | 0.55% | 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 | 2017-04-18 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2017-04-04 | 2017-04-06 | 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 | |
| 2017-03-14 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income | |
| 2016-12-02 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.45% | Interest Income | |
| 2017-02-03 | 2017-03-21 | Completed | 33.33% | $19.20 | $19.18 | -0.17% | Signal | |
| 2017-01-17 | 2017-03-14 | Completed | 33.33% | $19.22 | $18.99 | -1.23% | Signal | |
| 2016-11-09 | 2017-02-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.42% | Interest Income | |
| 2016-11-02 | 2017-01-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.26% | Interest Income | |
| 2015-09-29 | 2016-12-02 | Completed | 33.33% | $18.94 | $19.10 | 0.81% | Signal | |
| 2016-01-08 | 2016-11-09 | Completed | 33.33% | $19.04 | $19.49 | 2.32% | Signal | |
| 2016-10-26 | 2016-11-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2016-04-14 | 2016-10-26 | Completed | 33.33% | $19.26 | $19.58 | 1.60% | Signal | |
| 2016-04-04 | 2016-04-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2016-03-22 | 2016-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2015-12-15 | 2016-03-22 | Completed | 33.33% | $18.93 | $19.20 | 1.37% | Signal | |
| 2015-11-19 | 2016-01-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2015-11-06 | 2015-12-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.05% | Interest Income | |
| 2015-08-03 | 2015-11-19 | Completed | 33.33% | $18.83 | $18.89 | 0.26% | Signal | |
| 2015-07-22 | 2015-11-06 | Completed | 33.33% | $18.68 | $18.92 | 1.23% | Signal | |
| 2015-09-02 | 2015-09-29 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2015-08-04 | 2015-09-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income | |
| 2015-07-13 | 2015-08-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income | |
| 2015-07-02 | 2015-08-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income | |
| 2015-07-02 | 2015-07-22 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income | |
| 2013-11-13 | 2015-07-13 | Completed | 33.33% | $17.66 | $18.67 | 5.68% | Signal | |
| 2015-05-22 | 2015-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.07% | Interest Income | |
| 2015-05-11 | 2015-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2014-05-07 | 2015-05-22 | Completed | 33.33% | $18.06 | $18.71 | 3.51% | Signal | |
| 2015-03-25 | 2015-05-11 | Completed | 33.33% | $18.96 | $18.90 | -0.36% | Signal | |
| 2015-03-03 | 2015-03-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income | |
| 2015-02-04 | 2015-03-03 | Completed | 33.33% | $18.70 | $18.84 | 0.69% | Signal | |
| 2015-02-03 | 2015-02-04 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2015-01-12 | 2015-02-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-10-16 | 2015-01-12 | Completed | 33.33% | $18.62 | $18.68 | 0.27% | Signal | |
| 2014-10-02 | 2014-10-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income | |
| 2014-09-24 | 2014-10-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income | |
| 2014-08-29 | 2014-09-24 | Completed | 33.33% | $18.32 | $18.24 | -0.49% | Signal | |
| 2014-08-07 | 2014-08-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-04-23 | 2014-08-07 | Completed | 33.33% | $17.95 | $18.25 | 1.63% | Signal | |
| 2014-05-02 | 2014-05-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income | |
| 2014-04-14 | 2014-05-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-04-02 | 2014-04-23 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2014-01-28 | 2014-04-14 | Completed | 33.33% | $17.77 | $18.01 | 1.26% | Signal | |
| 2014-03-27 | 2014-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income | |
| 2014-01-17 | 2014-03-27 | Completed | 33.33% | $17.73 | $17.88 | 0.76% | Signal | |
| 2014-01-03 | 2014-01-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2014-01-03 | 2014-01-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-12-12 | 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 | |
| 2013-10-07 | 2013-12-12 | Completed | 33.33% | $17.67 | $17.60 | -0.45% | Signal | |
| 2013-11-29 | 2013-12-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2013-09-26 | 2013-11-29 | Completed | 33.33% | $17.64 | $17.66 | 0.07% | Signal | |
| 2013-08-02 | 2013-11-13 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.14% | Interest Income | |
| 2013-09-13 | 2013-10-07 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.11% | Interest Income | |
| 2013-08-30 | 2013-09-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income | |
| 2013-08-26 | 2013-09-13 | Completed | 33.33% | $17.34 | $17.31 | -0.25% | Signal | |
| 2013-08-05 | 2013-08-30 | Completed | 33.33% | $17.45 | $17.42 | -0.24% | Signal | |
| 2013-08-02 | 2013-08-26 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income | |
| 2013-08-02 | 2013-08-05 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.02% | 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 | |
| 2013-07-02 | 2013-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2013-05-28 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.18% | Interest Income | |
| 2013-05-28 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.18% | Interest Income | |
| 2013-05-15 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income | |
| 2013-05-22 | 2013-05-28 | Completed | 33.33% | $17.77 | $17.65 | -0.68% | Signal | |
| 2013-04-03 | 2013-05-28 | Completed | 33.33% | $17.87 | $17.65 | -1.26% | Signal | |
| 2013-01-03 | 2013-05-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income | |
| 2013-03-11 | 2013-05-15 | Completed | 33.33% | $17.76 | $17.83 | 0.38% | Signal | |
| 2013-02-07 | 2013-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income | |
| 2013-01-25 | 2013-03-11 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income | |
| 2013-01-08 | 2013-02-07 | Completed | 33.33% | $17.88 | $17.80 | -0.50% | Signal | |
| 2012-12-20 | 2013-01-25 | Completed | 33.33% | $17.86 | $17.77 | -0.53% | Signal | |
| 2013-01-03 | 2013-01-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2012-12-31 | 2013-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income | |
| 2012-12-04 | 2013-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2011-04-21 | 2012-12-31 | Completed | 33.33% | $16.69 | $17.89 | 7.14% | Signal | |
| 2012-12-04 | 2012-12-20 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2012-11-09 | 2012-12-03 | Interest (FLOT) | 33.33% | $1.00 | $0.99 | -0.51% | Interest Income | |
| 2012-10-23 | 2012-12-03 | Interest (FLOT) | 33.33% | $1.00 | $0.99 | -0.52% | Interest Income | |
| 2012-10-04 | 2012-11-09 | Completed | 33.33% | $17.94 | $17.88 | -0.37% | Signal | |
| 2012-09-18 | 2012-10-23 | Completed | 33.33% | $17.97 | $17.87 | -0.60% | Signal | |
| 2012-09-12 | 2012-10-04 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income | |
| 2012-08-22 | 2012-09-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income | |
| 2011-12-05 | 2012-09-12 | Completed | 33.33% | $17.43 | $17.89 | 2.60% | Signal | |
| 2012-04-17 | 2012-08-22 | Completed | 33.33% | $17.76 | $17.86 | 0.53% | Signal | |
| 2012-03-23 | 2012-04-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2011-11-11 | 2012-03-23 | Completed | 33.33% | $17.34 | $17.65 | 1.77% | Signal | |
| 2011-12-02 | 2011-12-05 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-10-21 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.04% | Interest Income | |
| 2011-10-07 | 2011-11-11 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-02-17 | 2011-10-21 | Completed | 33.33% | $16.41 | $17.37 | 5.78% | Signal | |
| 2011-08-02 | 2011-10-07 | Completed | 33.33% | $17.18 | $17.36 | 1.01% | Signal | |
| 2011-07-11 | 2011-08-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income | |
| 2011-03-10 | 2011-07-11 | Completed | 33.33% | $16.60 | $17.08 | 2.85% | Signal | |
| 2011-04-04 | 2011-04-21 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2011-03-02 | 2011-04-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-03-02 | 2011-03-10 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2011-02-15 | 2011-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2011-01-31 | 2011-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income | |
| 2011-01-04 | 2011-02-17 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income | |
| 2011-01-21 | 2011-02-15 | Completed | 33.33% | $16.41 | $16.38 | -0.20% | Signal | |
| 2010-01-27 | 2011-01-31 | Completed | 33.33% | $15.75 | $16.49 | 4.60% | Signal | |
| 2011-01-04 | 2011-01-21 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income | |
| 2010-12-15 | 2011-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-11-29 | 2011-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-10-21 | 2010-12-15 | Completed | 33.33% | $16.62 | $16.28 | -2.10% | Signal | |
| 2010-10-14 | 2010-11-29 | Completed | 33.33% | $16.68 | $16.68 | -0.07% | Signal | |
| 2010-09-24 | 2010-10-21 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income | |
| 2010-09-10 | 2010-10-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2010-02-17 | 2010-09-24 | Completed | 33.33% | $15.86 | $16.39 | 3.32% | Signal | |
| 2010-05-07 | 2010-09-10 | Completed | 33.33% | $15.99 | $16.44 | 2.76% | Signal | |
| 2010-04-15 | 2010-05-07 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income | |
| 2010-02-02 | 2010-04-15 | Completed | 33.33% | $15.80 | $15.83 | 0.17% | Signal | |
| 2010-02-02 | 2010-02-17 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income | |
| 2010-01-04 | 2010-02-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-01-04 | 2010-02-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2010-01-04 | 2010-01-27 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income | |
| 2009-08-12 | 2010-01-04 | Completed | 33.33% | $15.29 | $15.48 | 1.20% | Stop | |
| 2009-08-12 | 2010-01-04 | Completed | 33.33% | $15.29 | $15.48 | 1.20% | Stop | |
| 2009-08-12 | 2010-01-04 | Completed | 33.33% | $15.29 | $15.48 | 1.20% | Stop | |
| 2009-08-10 | 2009-08-12 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2009-08-10 | 2009-08-12 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |
| 2009-08-10 | 2009-08-12 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income | |