SPMB SPDR Portfolio Mortgage Backed Bond ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
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 2.0%, compared to a Buy-and-Hold benchmark return of 2.2%. The strategy executed 112 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
SPMB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.68% | 7.02% | 2.79% | 0.38% | 1.56% | 1.30% | 1.96% | 2.24% |
| Sharpe Ratio | 1.45 | 1.59 | 0.85 | 0.06 | 0.31 | 0.17 | 0.40 | 0.33 |
| Max Drawdown | -2.44% | -2.87% | -3.82% | -17.49% | -12.60% | -18.03% | -12.60% | -18.03% |
| % Time Invested | 96.8% | 100.0% | 68.9% | 100.0% | 76.2% | 100.0% | 83.4% | 100.0% |
| Trades / Year | 8.0 | 0.0 | 6.4 | 0.0 | 6.9 | 0.0 | 6.7 | 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 |
|---|---|---|---|---|---|---|---|
| 2026-05-19 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.12% | Mark-to-Market |
| 2026-05-14 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.22% | Mark-to-Market |
| 2026-05-04 | Open | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.35% | Mark-to-Market |
| 2025-08-28 | 2026-05-19 | Completed | 33.33% | $21.53 | $21.94 | 1.92% | Signal |
| 2026-04-23 | 2026-05-14 | Completed | 33.33% | $22.39 | $22.28 | -0.49% | 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% | $22.27 | $22.17 | -0.45% | Signal |
| 2026-01-21 | 2026-03-23 | Completed | 33.33% | $22.18 | $22.12 | -0.27% | 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% | $22.08 | $22.18 | 0.46% | 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% | $21.22 | $22.06 | 3.96% | Signal |
| 2025-08-22 | 2025-11-19 | Completed | 33.33% | $21.38 | $22.01 | 2.95% | 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% | $21.09 | $21.22 | 0.63% | Signal |
| 2025-04-23 | 2025-07-18 | Completed | 33.33% | $20.83 | $21.10 | 1.30% | 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 |
| 2025-05-02 | 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% | $20.93 | $21.14 | 1.02% | 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% | $20.66 | $20.77 | 0.57% | 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% | $20.86 | $20.46 | -1.94% | Signal |
| 2024-08-06 | 2024-12-20 | Completed | 33.33% | $20.79 | $20.42 | -1.79% | 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% | $19.83 | $20.56 | 3.69% | Signal |
| 2024-05-21 | 2024-10-11 | Completed | 33.33% | $19.86 | $20.78 | 4.65% | 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% | $19.90 | $19.70 | -1.01% | Signal |
| 2024-03-25 | 2024-04-09 | Completed | 33.33% | $19.94 | $19.77 | -0.82% | 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% | $19.39 | $19.75 | 1.84% | Signal |
| 2023-11-15 | 2024-01-29 | Completed | 33.33% | $19.01 | $19.90 | 4.70% | 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% | $19.78 | $19.54 | -1.18% | Signal |
| 2023-02-13 | 2023-05-15 | Completed | 33.33% | $19.60 | $19.76 | 0.80% | Signal |
| 2023-03-28 | 2023-05-03 | Completed | 33.33% | $19.64 | $19.91 | 1.39% | 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% | $19.36 | $19.17 | -0.93% | Signal |
| 2023-02-08 | 2023-02-23 | Completed | 33.33% | $19.67 | $19.33 | -1.76% | 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% | $19.04 | $19.76 | 3.75% | 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% | $20.56 | $19.39 | -5.68% | 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% | $20.02 | $19.86 | -0.83% | 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% | $20.19 | $19.52 | -3.32% | 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% | $21.99 | $21.92 | -0.31% | 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% | $21.97 | $21.88 | -0.43% | Signal |
| 2021-07-26 | 2021-09-27 | Completed | 33.33% | $22.02 | $21.91 | -0.48% | 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% | $21.96 | $22.01 | 0.24% | 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% | $21.94 | $21.89 | -0.21% | Signal |
| 2021-04-23 | 2021-05-25 | Completed | 33.33% | $21.97 | $21.90 | -0.32% | 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% | $22.21 | $21.87 | -1.56% | Signal |
| 2021-01-11 | 2021-02-26 | Completed | 33.33% | $22.15 | $21.98 | -0.73% | Signal |
| 2020-12-24 | 2021-02-24 | Completed | 33.33% | $22.15 | $21.98 | -0.73% | 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% | $22.16 | $22.14 | -0.11% | 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% | $22.13 | $22.13 | -0.00% | 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% | $21.79 | $22.13 | 1.60% | Signal |
| 2020-11-27 | 2020-12-02 | Completed | 33.33% | $22.11 | $22.12 | 0.05% | 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% | $22.10 | $22.12 | 0.09% | 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% | $22.20 | $22.10 | -0.44% | Signal |
| 2020-07-28 | 2020-09-15 | Completed | 33.33% | $22.00 | $22.12 | 0.56% | 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% | $21.79 | $22.03 | 1.12% | Signal |
| 2020-04-08 | 2020-07-02 | Completed | 33.33% | $22.07 | $22.04 | -0.16% | 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% | $21.39 | $19.92 | -6.87% | Stop |
| 2019-12-09 | 2020-03-13 | Completed | 33.33% | $21.25 | $19.92 | -6.27% | Stop |
| 2019-01-23 | 2020-03-13 | Completed | 33.33% | $20.05 | $19.92 | -0.65% | 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% | $21.19 | $21.25 | 0.30% | 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% | $19.84 | $21.16 | 6.65% | Signal |
| 2019-10-25 | 2019-10-30 | Completed | 33.33% | $21.17 | $21.11 | -0.31% | 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% | $20.61 | $21.17 | 2.73% | 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% | $19.66 | $20.57 | 4.64% | 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% | $19.75 | $19.46 | -1.48% | Signal |
| 2018-06-28 | 2018-09-26 | Completed | 33.33% | $19.63 | $19.56 | -0.32% | Signal |
| 2018-08-29 | 2018-09-19 | Completed | 33.33% | $19.70 | $19.57 | -0.66% | 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% | $19.48 | $19.63 | 0.78% | 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% | $19.57 | $19.48 | -0.48% | Signal |
| 2018-03-26 | 2018-04-27 | Completed | 33.33% | $19.53 | $19.45 | -0.41% | 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% | $19.60 | $19.80 | 1.02% | Signal |
| 2017-11-22 | 2017-12-06 | Completed | 33.33% | $19.81 | $19.85 | 0.18% | 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% | $19.82 | $19.82 | -0.01% | Signal |
| 2017-08-03 | 2017-10-05 | Completed | 33.33% | $19.76 | $19.84 | 0.41% | 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% | $19.65 | $19.71 | 0.29% | Signal |
| 2017-06-13 | 2017-07-05 | Completed | 33.33% | $19.72 | $19.58 | -0.72% | 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% | $19.60 | $19.72 | 0.60% | 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% | $19.45 | $19.42 | -0.12% | Signal |
| 2017-01-17 | 2017-03-14 | Completed | 33.33% | $19.47 | $19.24 | -1.18% | 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% | $19.19 | $19.35 | 0.86% | Signal |
| 2016-01-08 | 2016-11-09 | Completed | 33.33% | $19.29 | $19.75 | 2.38% | 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% | $19.51 | $19.83 | 1.65% | 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% | $19.17 | $19.45 | 1.42% | 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% | $19.08 | $19.14 | 0.31% | Signal |
| 2015-07-22 | 2015-11-06 | Completed | 33.33% | $18.92 | $19.17 | 1.28% | 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% | $17.89 | $18.91 | 5.73% | 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% | $18.30 | $18.95 | 3.56% | Signal |
| 2015-03-25 | 2015-05-11 | Completed | 33.33% | $19.20 | $19.14 | -0.31% | 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% | $18.94 | $19.08 | 0.74% | 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% | $18.86 | $18.92 | 0.32% | 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% | $18.56 | $18.48 | -0.44% | 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% | $18.19 | $18.49 | 1.68% | 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% | $18.00 | $18.24 | 1.31% | 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% | $17.96 | $18.11 | 0.81% | 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% | $17.90 | $17.83 | -0.40% | 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% | $17.87 | $17.89 | 0.12% | 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% | $17.57 | $17.53 | -0.20% | Signal |
| 2013-08-05 | 2013-08-30 | Completed | 33.33% | $17.68 | $17.65 | -0.19% | 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% | $18.00 | $17.88 | -0.63% | Signal |
| 2013-04-03 | 2013-05-28 | Completed | 33.33% | $18.10 | $17.88 | -1.22% | 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% | $17.98 | $18.06 | 0.43% | 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% | $18.11 | $18.03 | -0.45% | Signal |
| 2012-12-20 | 2013-01-25 | Completed | 33.33% | $18.09 | $18.00 | -0.48% | 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% | $16.91 | $18.12 | 7.19% | 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% | $18.17 | $18.11 | -0.32% | Signal |
| 2012-09-18 | 2012-10-23 | Completed | 33.33% | $18.20 | $18.10 | -0.55% | 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% | $17.65 | $18.12 | 2.65% | Signal |
| 2012-04-17 | 2012-08-22 | Completed | 33.33% | $17.99 | $18.10 | 0.58% | 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% | $17.56 | $17.88 | 1.82% | 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% | $16.62 | $17.59 | 5.83% | Signal |
| 2011-08-02 | 2011-10-07 | Completed | 33.33% | $17.40 | $17.59 | 1.06% | 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% | $16.82 | $17.31 | 2.91% | 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% | $16.62 | $16.59 | -0.15% | Signal |
| 2010-01-27 | 2011-01-31 | Completed | 33.33% | $15.96 | $16.70 | 4.66% | 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% | $16.84 | $16.49 | -2.05% | Signal |
| 2010-10-14 | 2010-11-29 | Completed | 33.33% | $16.90 | $16.89 | -0.02% | 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% | $16.06 | $16.61 | 3.38% | Signal |
| 2010-05-07 | 2010-09-10 | Completed | 33.33% | $16.20 | $16.66 | 2.81% | 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% | $16.00 | $16.04 | 0.22% | 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% | $15.49 | $15.68 | 1.25% | Stop |
| 2009-08-12 | 2010-01-04 | Completed | 33.33% | $15.49 | $15.68 | 1.25% | Stop |
| 2009-08-12 | 2010-01-04 | Completed | 33.33% | $15.49 | $15.68 | 1.25% | 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 |