PPA

Parametric Portfolio Associates’s First Trust Enhanced Short Maturity ETF FTSM Stock Holding History

Quarter	Market Value	Status	Shares	Shares Change %	Trade Value	Portfolio Weight	Portfolio Position
2015 Q4	–	Sell	-292,900	Closed	-$17.5M	–	3956
2015 Q3	$17.5M	Buy	+292,900	New	+$17.5M	0.03%	524
2015 Q2	–	Sell	-1,296,127	Closed	-$77.8M	–	3973
2015 Q1	$77.8M	Buy	+1,296,127	New	+$77.8M	0.16%	120