In the case the bitcoins were kept at an exchange there are a few things that could have happened.

1. Someone got access to your password, logged in to the exchange and sent the bitcoins to himself. If you don't have 2FA enabled on the exchange all he needed was your password and email address you used to register on it.

2. The exchange itself is untrustworthy and took your funds, therefore it is essential to know which exchange it is and what is address to it?

3. The exchange got hacked and you lost the bitcoins due to the hack. If you had 2FA enabled this could be harder to carry out.