F-Squared Investment Management’s iShares MBS ETF MBB Stock Holding History

F-Squared Investment Management’s Portfolio MBB Stock Details MBB Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2015 Q2	–	Sell	-625,000	Closed	-$69M	–	26
2015 Q1	$69M	Sell	625,000 -371,138	-37%	-$40.8M	2.61%	10
2014 Q4	$109M	Sell	996,138 -114,225	-10%	-$12.5M	2.6%	15
2014 Q3	$120M	Buy	1,110,363 +252,829	+29%	+$27.3M	2.84%	12
2014 Q2	$92.8M	Buy	+857,534	New	+$92M	2.34%	13
2013 Q4	–	Sell	-194,331	Closed	-$20.6M	–	46
2013 Q3	$20.6M	Buy	+194,331	New	+$20.3M	2.8%	21

Other funds holding MBB

MAA

Managed Account Advisors Jersey City, New Jersey $121B AUM 7.32% 1-Year Est. Return

Bank of America Charlotte, North Carolina $1.37T AUM 24.88% 1-Year Est. Return

TAIM

TD Ameritrade Investment Management Omaha, Nebraska $9.4B AUM 7.2% 1-Year Est. Return

Fisher Asset Management Camas, Washington $295B AUM 31.6% 1-Year Est. Return

Wells Fargo San Francisco, California $530B AUM 22.01% 1-Year Est. Return

KeyBank National Association Cleveland, Ohio $27.4B AUM 24.17% 1-Year Est. Return

Envestnet Asset Management Chicago, Illinois $374B AUM 17.66% 1-Year Est. Return

AssetMark Inc Concord, California $49B AUM 17.78% 1-Year Est. Return

LPL Financial San Diego, California $377B AUM 19.32% 1-Year Est. Return

Bank of New York Mellon New York $544B AUM 28.31% 1-Year Est. Return

F-Squared Investment Management's MBB Position: Q2 2015 in Review

F-Squared Investment Management sold out of iShares MBS ETF (MBB) in Q2 2015, closing a stake of 625,000 shares — an estimated $69M sold.

F-Squared Investment Management first reported a position in MBB in Q3 2013 and held it in 5 quarters. The position peaked at $120M in Q3 2014. 238 funds tracked by Wall St. Rank hold MBB as of Q2 2015.

F-Squared Investment Management reported no remaining iShares MBS ETF position as of Q2 2015 after selling out during the quarter.
F-Squared Investment Management sold 625,000 iShares MBS ETF shares in Q2 2015, an estimated $69M.
F-Squared Investment Management first reported a position in iShares MBS ETF in Q3 2013 and held it in 5 quarters.
F-Squared Investment Management's iShares MBS ETF position peaked at $120M in Q3 2014.
238 funds tracked by Wall St. Rank held iShares MBS ETF as of Q2 2015.

Based on F-Squared Investment Management's 13F filing for Q2 2015, filed 5 Aug 2015.