Lattice Strategies

Lattice Strategies as of March 31, 2013

Portfolio Holdings for Lattice Strategies

Lattice Strategies holds 90 positions in its portfolio as reported in the March 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Vanguard Large-Cap ETF (VV) 10.1 $17M 233k 71.74
Vanguard Emerging Markets ETF (VWO) 6.1 $10M 236k 42.90
iShares IBoxx $ Invest Grade Corp Bd (LQD) 4.9 $8.2M 68k 119.90
Vanguard European ETF (VGK) 4.8 $7.9M 162k 49.13
iShares S&P 500 Index (IVV) 4.5 $7.5M 48k 157.35
iShares S&P Europe 350 Index (IEV) 3.9 $6.5M 164k 39.71
iShares MSCI Pacific ex-Japan Idx (EPP) 3.6 $6.0M 120k 49.70
iShares Russell 1000 Index (IWB) 2.9 $4.8M 55k 87.21
iShares Lehman MBS Bond Fund (MBB) 2.6 $4.4M 40k 107.93
iShares Barclays 20+ Yr Treas.Bond (TLT) 2.3 $3.9M 33k 117.77
SPDR DJ International Real Estate ETF (RWX) 2.3 $3.8M 88k 43.01
Vanguard REIT ETF (VNQ) 2.2 $3.6M 51k 70.54
SPDR Barclays Capital Intl Tresy Bd ETF (BWX) 2.2 $3.6M 61k 58.49
iShares MSCI Emerging Markets Indx (EEM) 2.1 $3.5M 82k 42.77
iShares MSCI Cntry Asa Jpn Idx Fnd (AAXJ) 2.0 $3.3M 55k 59.07
Alerian Mlp Etf 1.9 $3.2M 182k 17.72
SPDR Gold Trust (GLD) 1.9 $3.2M 21k 154.47
Spdr S&p 500 Etf (SPY) 1.7 $2.9M 18k 156.68
Wisdomtree Tr em lcl debt (ELD) 1.6 $2.6M 50k 52.53
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 1.6 $2.6M 22k 117.65
SPDR Barclays Capital High Yield B 1.5 $2.5M 61k 41.12
iShares Barclays TIPS Bond Fund (TIP) 1.5 $2.5M 20k 121.25
iShares S&P Global Infrastructure Index (IGF) 1.5 $2.4M 65k 37.17
iShares MSCI Japan Index 1.4 $2.4M 218k 10.80
iShares iBoxx $ High Yid Corp Bond (HYG) 1.4 $2.3M 25k 94.34
iShares Barclays 10-20 Yr Tresry Bd (TLH) 1.3 $2.1M 16k 133.73
iShares S&P NA Nat. Re. Sc. Idx (IGE) 1.2 $2.1M 51k 40.58
iShares S&P US Pref Stock Idx Fnd (PFF) 1.2 $2.0M 50k 40.51
SPDR S&P International Small Cap (GWX) 1.2 $2.0M 65k 30.65
iShares Dow Jones US Real Estate (IYR) 1.1 $1.9M 27k 69.49
WisdomTree Emerging Mkts Small Cp Div (DGS) 1.1 $1.9M 36k 51.58
Schwab Emerging Markets Equity ETF (SCHE) 1.1 $1.9M 73k 25.54
SPDR DB Int'l Govt Infl Pro Bond (WIP) 1.0 $1.7M 27k 62.07
SPDR DJ Wilshire REIT (RWR) 0.9 $1.5M 20k 77.65
SPDR Barclays Capital Convertible SecETF (CWB) 0.8 $1.4M 33k 42.39
iShares FTSE NAREIT Mort. Plus Capp 0.8 $1.4M 88k 15.64
Precidian Etfs Tr cmn 0.8 $1.3M 85k 15.78
ISHARES TR MSCI Small Cap msci small cap (SCZ) 0.8 $1.3M 29k 43.97
Ishares Tr s^p gtfidx etf (WOOD) 0.8 $1.3M 25k 49.91
iShares Russell 2000 Index (IWM) 0.7 $1.2M 13k 94.45
iShares S&P GSCI Commodity-Indexed (GSG) 0.7 $1.1M 35k 32.90
PowerShares Preferred Portfolio 0.6 $1.0M 68k 14.88
PowerShares Emerging Markets Sovere 0.6 $1.0M 34k 29.77
BlackRock MuniVest Fund (MVF) 0.5 $782k 72k 10.82
Utilities SPDR (XLU) 0.4 $702k 18k 39.12
PIMCO Corporate Opportunity Fund (PTY) 0.4 $702k 33k 21.52
WisdomTree Emerging Markets Eq (DEM) 0.4 $663k 12k 55.07
iShares S&P Global Telecommunicat. (IXP) 0.4 $624k 10k 59.91
Vanguard Intl Equity Index F glb ex us etf (VNQI) 0.3 $525k 9.1k 57.41
iShares MSCI Hong Kong Index Fund (EWH) 0.3 $509k 26k 19.86
Eaton Vance Tax-advntg Glbl Di (ETG) 0.3 $501k 32k 15.87
Ishares Tr Phill Invstmrk (EPHE) 0.3 $486k 12k 41.17
Ishares Trust Msci China msci china idx (MCHI) 0.3 $490k 11k 45.35
iShares MSCI All Peru Capped Index Fund (EPU) 0.3 $466k 11k 44.42
iShares S&P World Ex-US Prop Index (WPS) 0.3 $471k 12k 38.03
PowerShares Insured Nati Muni Bond 0.3 $426k 17k 25.38
Technology SPDR (XLK) 0.2 $419k 14k 30.29
iShares MSCI Poland Investable ETF (EPOL) 0.2 $411k 16k 25.73
iShares MSCI Malaysia Index Fund 0.2 $407k 27k 14.96
iShares MSCI South Korea Index Fund (EWY) 0.2 $383k 6.5k 59.38
iShares MSCI Turkey Index Fund (TUR) 0.2 $386k 5.4k 71.22
Claymore Beacon Global Timber Index 0.2 $374k 16k 23.04
Vanguard Financials ETF (VFH) 0.2 $372k 9.8k 38.15
WisdomTree India Earnings Fund (EPI) 0.2 $370k 21k 17.99
iShares MSCI Australia Index Fund (EWA) 0.2 $366k 14k 27.05
Ishares Tr msci russ indx 0.2 $361k 16k 21.97
SPDR S&P Emerging Markets Small Cap (EWX) 0.2 $344k 7.2k 47.97
WisdomTree Int Real Estate Fund (WTRE) 0.2 $346k 12k 30.03
WisdomTree Intl. SmallCap Div (DLS) 0.2 $355k 6.4k 55.47
Global X InterBolsa FTSE Colombia20 0.2 $328k 16k 20.91
Vanguard Consumer Discretionary ETF (VCR) 0.2 $335k 4.0k 84.81
Schwab Intl Small Cap Equity ETF (SCHC) 0.2 $336k 12k 28.09
Health Care SPDR (XLV) 0.2 $313k 6.8k 46.03
iShares MSCI Thailand Index Fund (THD) 0.2 $318k 3.5k 90.99
iShares S&P/Citi Intl Treasury Bond (IGOV) 0.2 $316k 3.2k 99.68
Vanguard Industrials ETF (VIS) 0.2 $305k 3.8k 79.84
Vanguard Energy ETF (VDE) 0.2 $275k 2.4k 113.17
Schwab U S Small Cap ETF (SCHA) 0.2 $288k 6.7k 42.89
Consumer Staples Select Sect. SPDR (XLP) 0.2 $272k 6.9k 39.71
iShares S&P Global Energy Sector (IXC) 0.2 $272k 6.8k 40.00
Spdr Index Shs Fds s^p global nat res (GNR) 0.2 $259k 5.2k 50.24
iShares MSCI South Africa Index (EZA) 0.1 $253k 4.0k 63.97
MSCI Indonesia Investable Market Ind (EIDO) 0.1 $246k 7.1k 34.84
iShares MSCI Brazil Index (EWZ) 0.1 $225k 4.1k 54.55
SPDR Barclays Capital Long Term Tr (SPTL) 0.1 $234k 3.4k 68.62
Ishares Tr fltg rate nt (FLOT) 0.1 $238k 4.7k 50.68
SPDR Barclays Capital TIPS (SPIP) 0.1 $211k 3.5k 60.29
iShares MSCI Taiwan Index 0.1 $201k 15k 13.34
iShares MSCI Chile Inv. Mt. Idx (ECH) 0.1 $206k 3.2k 64.98
Nuveen Muni Value Fund (NUV) 0.1 $102k 10k 10.17