Rotella Capital Management’s iShares MBS ETF MBB Stock Holding History

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Shares Change %	Capital Flow	Portfolio Weight	Portfolio Position
2015 Q1	–	Sell	-3,300	Closed	-$361K	–	563
2014 Q4	$361K	Sell	3,300 -12,700	-79%	-$1.39M	0.31%	61
2014 Q3	$1.73M	Sell	16,000 -900	-5%	-$97.3K	1.82%	13
2014 Q2	$1.83M	Buy	16,900 +13,300	+369%	+$1.44M	1.55%	13
2014 Q1	$382K	Buy	+3,600	New	+$382K	0.47%	36