Lattice Strategies

Lattice Strategies as of Dec. 31, 2012

Portfolio Holdings for Lattice Strategies

Lattice Strategies holds 65 positions in its portfolio as reported in the December 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Vanguard Large-Cap ETF (VV) 11.3 $14M 218k 65.16
Vanguard Emerging Markets ETF (VWO) 6.7 $8.5M 190k 44.53
iShares S&P 500 Index (IVV) 5.3 $6.6M 46k 143.15
iShares S&P Europe 350 Index (IEV) 5.1 $6.5M 164k 39.30
Vanguard European ETF (VGK) 4.6 $5.8M 119k 48.84
iShares IBoxx $ Invest Grade Corp Bd (LQD) 4.5 $5.6M 46k 120.99
iShares MSCI Pacific ex-Japan Idx (EPP) 4.1 $5.1M 109k 47.14
iShares Barclays 20+ Yr Treas.Bond (TLT) 3.5 $4.4M 36k 121.18
iShares MSCI Emerging Markets Indx (EEM) 2.9 $3.6M 81k 44.35
iShares Russell 1000 Index (IWB) 2.9 $3.6M 45k 79.15
iShares MSCI Cntry Asa Jpn Idx Fnd (AAXJ) 2.6 $3.3M 55k 60.52
SPDR DJ International Real Estate ETF (RWX) 2.5 $3.2M 77k 41.35
SPDR Barclays Capital Intl Tresy Bd ETF (BWX) 2.5 $3.1M 51k 61.02
Vanguard REIT ETF (VNQ) 2.2 $2.8M 42k 65.81
iShares Lehman MBS Bond Fund (MBB) 2.1 $2.7M 25k 107.99
SPDR Gold Trust (GLD) 2.0 $2.5M 16k 162.03
iShares Barclays TIPS Bond Fund (TIP) 1.8 $2.2M 18k 121.44
iShares iBoxx $ High Yid Corp Bond (HYG) 1.7 $2.1M 23k 93.37
Alerian Mlp Etf 1.6 $2.0M 127k 15.95
iShares MSCI Japan Index 1.6 $1.9M 199k 9.75
Schwab Emerging Markets Equity ETF (SCHE) 1.5 $1.9M 71k 26.38
SPDR S&P International Small Cap (GWX) 1.4 $1.8M 64k 28.45
iShares S&P Global Infrastructure Index (IGF) 1.4 $1.8M 51k 35.71
iShares S&P NA Nat. Re. Sc. Idx (IGE) 1.4 $1.8M 46k 38.16
iShares Dow Jones US Real Estate (IYR) 1.4 $1.7M 26k 64.67
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 1.3 $1.7M 14k 122.76
SPDR Barclays Capital High Yield B 1.3 $1.6M 40k 40.72
WisdomTree Emerging Mkts Small Cp Div (DGS) 1.1 $1.4M 29k 49.45
SPDR DB Int'l Govt Infl Pro Bond (WIP) 1.1 $1.4M 22k 63.55
SPDR DJ Wilshire REIT (RWR) 1.1 $1.4M 20k 72.97
Spdr S&p 500 Etf (SPY) 1.1 $1.4M 9.7k 142.39
Wisdomtree Tr em lcl debt (ELD) 0.9 $1.2M 22k 53.47
iShares S&P GSCI Commodity-Indexed (GSG) 0.9 $1.1M 35k 32.79
PowerShares Emerging Markets Sovere 0.9 $1.1M 36k 31.45
Precidian Etfs Tr cmn 0.9 $1.1M 77k 14.45
Ishares Tr s^p gtfidx etf (WOOD) 0.9 $1.1M 24k 45.26
PowerShares Preferred Portfolio 0.8 $996k 68k 14.68
iShares S&P US Pref Stock Idx Fnd (PFF) 0.8 $989k 25k 39.60
ISHARES TR MSCI Small Cap msci small cap (SCZ) 0.7 $931k 23k 40.70
iShares Russell 2000 Index (IWM) 0.6 $750k 8.9k 84.34
SPDR Barclays Capital Convertible SecETF (CWB) 0.6 $730k 18k 40.29
iShares FTSE NAREIT Mort. Plus Capp 0.5 $648k 47k 13.67
iShares S&P World Ex-US Prop Index (WPS) 0.4 $542k 15k 36.31
Vanguard Intl Equity Index F glb ex us etf (VNQI) 0.4 $514k 9.3k 55.06
Technology SPDR (XLK) 0.3 $399k 14k 28.84
PowerShares Insured Nati Muni Bond 0.3 $365k 14k 25.74
iShares S&P Global Energy Sector (IXC) 0.3 $337k 8.8k 38.30
WisdomTree Int Real Estate Fund (WTRE) 0.3 $345k 12k 29.94
WisdomTree Intl. SmallCap Div (DLS) 0.3 $334k 6.4k 52.19
Vanguard Financials ETF (VFH) 0.3 $332k 9.8k 34.05
Claymore Beacon Global Timber Index 0.3 $321k 16k 20.43
BlackRock MuniVest Fund (MVF) 0.3 $325k 30k 11.03
Schwab Intl Small Cap Equity ETF (SCHC) 0.3 $324k 12k 27.09
SPDR S&P Emerging Markets Small Cap (EWX) 0.2 $312k 6.7k 46.66
Vanguard Consumer Discretionary ETF (VCR) 0.2 $300k 4.0k 75.95
SPDR Barclays Capital TIPS (SPIP) 0.2 $304k 5.0k 60.80
Spdr Index Shs Fds s^p global nat res (GNR) 0.2 $284k 5.5k 51.64
Health Care SPDR (XLV) 0.2 $271k 6.8k 39.85
Vanguard Industrials ETF (VIS) 0.2 $272k 3.8k 71.20
Vanguard Energy ETF (VDE) 0.2 $248k 2.4k 102.06
Consumer Staples Select Sect. SPDR (XLP) 0.2 $239k 6.9k 34.89
Schwab U S Small Cap ETF (SCHA) 0.2 $239k 6.3k 38.15
SPDR Barclays Capital Long Term Tr (SPTL) 0.2 $219k 3.1k 70.19
Ishares Tr fltg rate nt (FLOT) 0.2 $211k 4.2k 50.71
PowerShares DB Com Indx Trckng Fund 0.2 $201k 7.3k 27.72