Parametric Portfolio Associates’s Vanguard Mortgage-Backed Securities ETF VMBS Stock Holding History

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Shares Change %	Capital Flow	Portfolio Weight	Portfolio Position
2016 Q1	–	Sell	-4,816	Closed	-$254K	–	4032
2015 Q4	$254K	Hold	4,816	–	–	﹤0.01%	3622
2015 Q3	$257K	Sell	4,816 -56	-1%	-$2.99K	﹤0.01%	3021
2015 Q2	$257K	Sell	4,872 -293	-6%	-$15.5K	﹤0.01%	3652
2015 Q1	$276K	Buy	+5,165	New	+$276K	﹤0.01%	3594