VMBS Vanguard Mortgage-Backed Securities Index Fund ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-05-31
Executive Summary
The quantitative backtest for VMBS (Vanguard Mortgage-Backed Securities Index Fund ETF) using the Excess Return MMA CA* strategy in a Trading context demonstrated its primary role in risk mitigation, experiencing a maximum drawdown of -5.2% (compared to the benchmark's drawdown of -17.5%). Over the evaluated period, this protective approach generated a Compound Annual Growth Rate (CAGR) of 2.3%, compared to a Buy-and-Hold benchmark return of 2.0%. The strategy executed 91 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
VMBS Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 5.52% | 7.16% | 3.19% | 0.56% | 2.51% | 1.44% | 2.33% | 2.01% |
| Sharpe Ratio | 1.56 | 1.59 | 0.94 | 0.08 | 0.79 | 0.27 | 0.82 | 0.43 |
| Max Drawdown | -2.35% | -2.68% | -3.15% | -17.12% | -5.18% | -17.46% | -5.18% | -17.46% |
| % Time Invested | 96.8% | 100.0% | 68.8% | 100.0% | 77.5% | 100.0% | 83.5% | 100.0% |
| Trades / Year | 6.0 | 0.0 | 6.0 | 0.0 | 5.7 | 0.0 | 5.7 | 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 |
| 2025-08-21 | 2026-05-19 | Completed | 33.33% | $44.82 | $46.05 | 2.75% | Signal |
| 2026-04-23 | 2026-05-14 | Completed | 33.33% | $46.94 | $46.89 | -0.10% | Signal |
| 2026-03-31 | 2026-05-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2026-03-23 | 2026-04-23 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2026-01-08 | 2026-03-31 | Completed | 33.33% | $46.50 | $46.65 | 0.33% | Signal |
| 2025-12-15 | 2026-03-23 | Completed | 33.33% | $46.21 | $46.40 | 0.41% | Signal |
| 2025-12-15 | 2026-01-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2025-11-19 | 2025-12-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2025-06-27 | 2025-12-15 | Completed | 33.33% | $44.46 | $46.21 | 3.93% | Signal |
| 2025-06-23 | 2025-11-19 | Completed | 33.33% | $44.11 | $46.08 | 4.46% | Signal |
| 2025-07-29 | 2025-08-21 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.33% | Interest Income |
| 2025-04-22 | 2025-07-29 | Completed | 33.33% | $43.50 | $44.44 | 2.16% | Signal |
| 2025-06-03 | 2025-06-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2025-06-03 | 2025-06-23 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.30% | 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 |
| 2025-02-26 | 2025-05-02 | Completed | 33.33% | $43.86 | $44.02 | 0.37% | Signal |
| 2025-04-11 | 2025-05-01 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.19% | Interest Income |
| 2024-12-20 | 2025-04-22 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 1.05% | Interest Income |
| 2025-02-07 | 2025-04-11 | Completed | 33.33% | $43.25 | $43.08 | -0.38% | Signal |
| 2024-10-23 | 2025-02-26 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.95% | Interest Income |
| 2024-12-31 | 2025-02-07 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2024-12-09 | 2024-12-31 | Completed | 33.33% | $43.54 | $42.90 | -1.47% | Signal |
| 2024-07-12 | 2024-12-20 | Completed | 33.33% | $42.41 | $42.93 | 1.24% | Signal |
| 2024-10-11 | 2024-12-09 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.98% | Interest Income |
| 2024-06-07 | 2024-10-23 | Completed | 33.33% | $41.64 | $43.04 | 3.35% | Signal |
| 2024-05-20 | 2024-10-11 | Completed | 33.33% | $41.47 | $43.42 | 4.71% | Signal |
| 2024-05-09 | 2024-07-12 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.98% | Interest Income |
| 2024-02-20 | 2024-06-07 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 2.01% | Interest Income |
| 2024-04-09 | 2024-05-20 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.69% | Interest Income |
| 2024-01-24 | 2024-05-09 | Completed | 33.33% | $41.70 | $41.13 | -1.35% | Signal |
| 2024-03-25 | 2024-04-09 | Completed | 33.33% | $41.71 | $41.32 | -0.93% | 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% | $40.46 | $41.21 | 1.84% | Signal |
| 2023-11-16 | 2024-01-29 | Completed | 33.33% | $39.84 | $41.71 | 4.68% | 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 | 2023-11-16 | Interest (FLOT) | 33.33% | $1.00 | $1.03 | 2.93% | Interest Income |
| 2023-05-24 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2023-05-16 | 2023-06-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.22% | 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% | $41.20 | $40.81 | -0.94% | Signal |
| 2023-02-13 | 2023-05-16 | Completed | 33.33% | $40.82 | $41.05 | 0.58% | Signal |
| 2023-03-28 | 2023-05-03 | Completed | 33.33% | $40.82 | $41.46 | 1.58% | 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% | $40.40 | $40.05 | -0.87% | Signal |
| 2023-02-08 | 2023-02-23 | Completed | 33.33% | $41.05 | $40.39 | -1.59% | 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% | $39.66 | $41.10 | 3.63% | 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 |
| 2022-09-14 | 2022-10-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.13% | 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 | 2022-09-14 | Completed | 33.33% | $42.68 | $40.51 | -5.10% | 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% | $41.62 | $41.40 | -0.54% | 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 |
| 2022-06-02 | 2022-06-17 | Completed | 33.33% | $41.93 | $40.70 | -2.93% | Signal |
| 2022-03-02 | 2022-06-02 | 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 |
| 2021-11-09 | 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 |
| 2021-11-02 | 2022-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2021-08-27 | 2021-11-09 | Completed | 33.33% | $45.68 | $45.63 | -0.10% | Signal |
| 2021-10-01 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.12% | Interest Income |
| 2021-09-29 | 2021-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2021-09-22 | 2021-10-01 | Completed | 33.33% | $45.65 | $45.64 | -0.01% | Signal |
| 2021-07-28 | 2021-09-29 | Completed | 33.33% | $45.74 | $45.56 | -0.41% | 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 |
| 2021-07-16 | 2021-08-30 | Completed | 33.33% | $45.62 | $45.74 | 0.25% | Signal |
| 2021-08-03 | 2021-08-27 | 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 |
| 2021-06-14 | 2021-07-28 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.05% | Interest Income |
| 2021-05-24 | 2021-07-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2021-05-07 | 2021-06-14 | Completed | 33.33% | $45.78 | $45.59 | -0.41% | Signal |
| 2021-04-22 | 2021-05-24 | Completed | 33.33% | $45.77 | $45.55 | -0.47% | Signal |
| 2021-05-04 | 2021-05-07 | 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 | 2021-04-22 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2021-03-31 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2021-03-01 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.13% | Interest Income |
| 2021-02-23 | 2021-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.09% | Interest Income |
| 2021-01-22 | 2021-03-31 | Completed | 33.33% | $45.98 | $45.43 | -1.20% | Signal |
| 2020-12-02 | 2021-03-01 | Completed | 33.33% | $45.89 | $45.74 | -0.33% | Signal |
| 2020-11-18 | 2021-02-23 | Completed | 33.33% | $45.83 | $45.77 | -0.12% | Signal |
| 2020-12-02 | 2021-01-22 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2020-11-03 | 2020-12-02 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2020-11-23 | 2020-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2018-12-07 | 2020-11-23 | Completed | 33.33% | $41.24 | $45.79 | 11.02% | Signal |
| 2020-11-03 | 2020-11-18 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-10-09 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2020-09-18 | 2020-11-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2020-08-11 | 2020-10-09 | Completed | 33.33% | $45.92 | $45.74 | -0.41% | Signal |
| 2020-08-03 | 2020-09-18 | Completed | 33.33% | $45.89 | $45.82 | -0.15% | Signal |
| 2020-07-16 | 2020-08-11 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2020-06-26 | 2020-08-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2020-04-14 | 2020-07-16 | Completed | 33.33% | $45.36 | $45.78 | 0.91% | Signal |
| 2020-04-14 | 2020-06-26 | Completed | 33.33% | $45.36 | $45.77 | 0.89% | Signal |
| 2020-03-20 | 2020-04-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2020-03-20 | 2020-04-14 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2019-11-27 | 2020-03-20 | Completed | 33.33% | $44.21 | $43.65 | -1.27% | Stop |
| 2018-12-07 | 2020-03-20 | Completed | 33.33% | $41.24 | $43.65 | 5.85% | Stop |
| 2019-11-05 | 2019-11-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2019-05-24 | 2019-11-05 | Completed | 33.33% | $42.87 | $44.20 | 3.09% | Signal |
| 2019-05-02 | 2019-05-24 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2018-11-30 | 2019-05-02 | Completed | 33.33% | $41.05 | $42.61 | 3.79% | Signal |
| 2018-12-04 | 2018-12-07 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2018-12-04 | 2018-12-07 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | 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 | 2018-11-30 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-10-10 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2018-09-20 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-09-18 | 2018-11-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2018-08-21 | 2018-10-10 | Completed | 33.33% | $41.15 | $40.58 | -1.39% | Signal |
| 2018-06-27 | 2018-09-20 | Completed | 33.33% | $40.97 | $40.78 | -0.44% | Signal |
| 2018-08-29 | 2018-09-18 | Completed | 33.33% | $41.13 | $40.93 | -0.49% | Signal |
| 2018-08-07 | 2018-08-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2017-12-21 | 2018-08-21 | Interest (FLOT) | 33.33% | $1.00 | $1.02 | 1.54% | Interest Income |
| 2018-06-08 | 2018-08-07 | Completed | 33.33% | $40.77 | $41.01 | 0.58% | Signal |
| 2018-05-10 | 2018-06-27 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2018-04-27 | 2018-06-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2018-04-17 | 2018-05-10 | Completed | 33.33% | $40.84 | $40.66 | -0.43% | Signal |
| 2018-03-27 | 2018-04-27 | Completed | 33.33% | $40.73 | $40.61 | -0.30% | Signal |
| 2017-10-20 | 2018-04-17 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2017-10-05 | 2018-03-27 | Interest (FLOT) | 33.33% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2017-05-09 | 2017-12-21 | Completed | 33.33% | $40.80 | $41.22 | 1.03% | Signal |
| 2017-08-17 | 2017-10-20 | Completed | 33.33% | $41.28 | $41.28 | 0.01% | Signal |
| 2017-08-04 | 2017-10-05 | Completed | 33.33% | $41.23 | $41.43 | 0.46% | Signal |
| 2017-07-25 | 2017-08-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2017-07-06 | 2017-08-04 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2017-04-13 | 2017-07-25 | Completed | 33.33% | $40.91 | $41.12 | 0.50% | Signal |
| 2017-04-06 | 2017-07-06 | Completed | 33.33% | $40.78 | $40.92 | 0.33% | Signal |
| 2017-05-02 | 2017-05-09 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.04% | 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 | 2017-04-06 | 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 |
| 2016-12-06 | 2017-04-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.47% | Interest Income |
| 2017-02-06 | 2017-03-21 | Completed | 33.33% | $40.52 | $40.42 | -0.27% | Signal |
| 2017-01-18 | 2017-03-14 | Completed | 33.33% | $40.48 | $40.15 | -0.82% | Signal |
| 2016-11-10 | 2017-02-06 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.44% | Interest Income |
| 2016-11-02 | 2017-01-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2015-09-30 | 2016-12-06 | Completed | 33.33% | $39.87 | $40.40 | 1.34% | Signal |
| 2016-01-11 | 2016-11-10 | Completed | 33.33% | $40.03 | $40.94 | 2.27% | 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% | $40.60 | $41.16 | 1.39% | 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 |
| 2015-12-16 | 2016-03-22 | Completed | 33.33% | $39.75 | $40.45 | 1.76% | Signal |
| 2015-11-25 | 2016-01-11 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2015-11-11 | 2015-12-16 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2015-08-06 | 2015-11-25 | Completed | 33.33% | $39.62 | $39.80 | 0.45% | Signal |
| 2015-07-22 | 2015-11-11 | Completed | 33.33% | $39.48 | $39.69 | 0.53% | Signal |
| 2015-09-02 | 2015-09-30 | 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 |
| 2015-08-04 | 2015-08-06 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2015-07-28 | 2015-08-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-07-02 | 2015-08-03 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2013-11-14 | 2015-07-28 | Completed | 33.33% | $37.27 | $39.54 | 6.09% | Signal |
| 2015-07-02 | 2015-07-22 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-06-02 | 2015-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2015-05-13 | 2015-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2014-01-29 | 2015-06-02 | Completed | 33.33% | $37.55 | $39.59 | 5.43% | Signal |
| 2015-03-25 | 2015-05-13 | Completed | 33.33% | $39.77 | $39.62 | -0.36% | Signal |
| 2015-03-03 | 2015-03-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2014-10-15 | 2015-03-03 | Completed | 33.33% | $39.14 | $39.48 | 0.86% | Signal |
| 2014-10-02 | 2014-10-15 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.10% | Interest Income |
| 2014-09-23 | 2014-10-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2014-04-22 | 2014-09-23 | Completed | 33.33% | $37.78 | $38.57 | 2.09% | Signal |
| 2014-04-02 | 2014-04-22 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-03-28 | 2014-04-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.06% | Interest Income |
| 2014-01-17 | 2014-03-28 | Completed | 33.33% | $37.38 | $37.68 | 0.79% | Signal |
| 2014-01-03 | 2014-01-29 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.08% | Interest Income |
| 2014-01-03 | 2014-01-17 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2013-12-13 | 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 |
| 2013-10-02 | 2013-12-13 | Completed | 33.33% | $37.21 | $37.08 | -0.34% | Signal |
| 2013-12-02 | 2013-12-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2013-09-25 | 2013-12-02 | Completed | 33.33% | $37.09 | $37.23 | 0.37% | Signal |
| 2013-08-02 | 2013-11-14 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2013-08-02 | 2013-10-02 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2013-08-23 | 2013-09-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2013-08-06 | 2013-08-23 | Completed | 33.33% | $36.90 | $36.44 | -1.25% | Signal |
| 2013-08-02 | 2013-08-06 | Interest (FLOT) | 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 |
| 2013-07-02 | 2013-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.00% | Interest Income |
| 2013-06-13 | 2013-07-01 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.02% | 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 |
| 2013-05-08 | 2013-06-13 | Completed | 33.33% | $37.66 | $37.02 | -1.72% | Signal |
| 2013-03-25 | 2013-05-28 | Completed | 33.33% | $37.56 | $37.29 | -0.73% | Signal |
| 2013-03-08 | 2013-05-15 | Completed | 33.33% | $37.50 | $37.53 | 0.09% | Signal |
| 2013-01-15 | 2013-05-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.31% | Interest Income |
| 2013-01-03 | 2013-03-25 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2013-01-08 | 2013-03-08 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2011-03-25 | 2013-01-15 | Completed | 33.33% | $35.01 | $37.61 | 7.42% | Signal |
| 2012-12-24 | 2013-01-08 | Completed | 33.33% | $37.59 | $37.59 | -0.00% | Signal |
| 2012-12-04 | 2013-01-02 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2012-12-04 | 2012-12-24 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2012-11-13 | 2012-12-03 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | -0.47% | Interest Income |
| 2012-10-23 | 2012-12-03 | Interest (FLOT) | 33.33% | $1.00 | $0.99 | -0.52% | Interest Income |
| 2011-12-01 | 2012-11-13 | Completed | 33.33% | $36.44 | $37.54 | 3.02% | Signal |
| 2012-09-18 | 2012-10-23 | Completed | 33.33% | $37.77 | $37.71 | -0.17% | Signal |
| 2012-08-24 | 2012-09-18 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2012-04-12 | 2012-08-24 | Completed | 33.33% | $37.12 | $37.61 | 1.34% | Signal |
| 2012-03-20 | 2012-04-12 | Interest (FLOT) | 33.33% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2011-11-10 | 2012-03-20 | Completed | 33.33% | $36.43 | $36.73 | 0.80% | Signal |
| 2011-10-20 | 2011-12-01 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2011-10-07 | 2011-11-10 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-01-31 | 2011-10-20 | Completed | 33.33% | $34.77 | $36.40 | 4.70% | Signal |
| 2011-08-12 | 2011-10-07 | Completed | 33.33% | $36.62 | $36.28 | -0.95% | Signal |
| 2011-08-02 | 2011-08-12 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-07-21 | 2011-08-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.03% | Interest Income |
| 2011-05-09 | 2011-07-21 | Completed | 33.33% | $35.47 | $35.87 | 1.13% | Signal |
| 2011-04-14 | 2011-05-09 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2011-03-08 | 2011-04-14 | Completed | 33.33% | $34.84 | $35.03 | 0.55% | Signal |
| 2011-03-02 | 2011-03-25 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-03-02 | 2011-03-08 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-02-14 | 2011-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2011-02-11 | 2011-03-01 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-06-08 | 2011-02-14 | Completed | 33.33% | $34.15 | $34.28 | 0.37% | Signal |
| 2011-01-13 | 2011-02-11 | Completed | 33.33% | $34.63 | $34.52 | -0.33% | Signal |
| 2011-01-04 | 2011-01-31 | Interest (SHV) | 33.33% | $1.00 | $1.00 | -0.01% | Interest Income |
| 2011-01-04 | 2011-01-13 | 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 |
| 2010-12-01 | 2011-01-03 | Interest (BIL) | 33.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-10-19 | 2010-12-15 | Completed | 33.33% | $34.71 | $34.36 | -1.00% | Signal |
| 2010-10-12 | 2010-12-01 | Completed | 33.33% | $34.67 | $34.68 | 0.03% | Signal |
| 2010-09-23 | 2010-10-19 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-09-02 | 2010-10-12 | Interest (SHV) | 33.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-06-08 | 2010-09-23 | Completed | 33.33% | $34.15 | $34.49 | 1.01% | Signal |
| 2010-06-08 | 2010-09-02 | Completed | 33.33% | $34.15 | $34.55 | 1.16% | Signal |
| 2010-06-04 | 2010-06-08 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-06-04 | 2010-06-08 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |
| 2010-06-04 | 2010-06-08 | Interest (BIL) | 33.33% | $1.00 | $1.00 | -0.02% | Interest Income |