Lattice Strategies

Lattice Strategies as of Sept. 30, 2013

Portfolio Holdings for Lattice Strategies

Lattice Strategies holds 102 positions in its portfolio as reported in the September 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Vanguard Large-Cap ETF (VV) 9.9 $18M 237k 77.34
Vanguard European ETF (VGK) 6.9 $13M 234k 54.50
iShares S&P 500 Index (IVV) 4.0 $7.5M 44k 168.91
iShares S&P Europe 350 Index (IEV) 3.8 $7.1M 161k 44.12
iShares MSCI Pacific ex-Japan Idx (EPP) 3.6 $6.6M 139k 47.65
Spdr S&p 500 Etf (SPY) 3.5 $6.5M 39k 168.00
Vanguard Emerging Markets ETF (VWO) 3.3 $6.1M 153k 40.14
Vanguard REIT ETF (VNQ) 2.9 $5.4M 82k 66.14
iShares Lehman Aggregate Bond (AGG) 2.7 $5.0M 46k 107.19
iShares Russell 1000 Index (IWB) 2.7 $4.9M 52k 94.16
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 2.7 $4.9M 59k 83.42
Alerian Mlp Etf 2.6 $4.9M 276k 17.59
iShares MSCI Emerging Markets Indx (EEM) 2.5 $4.6M 114k 40.75
iShares IBoxx $ Invest Grade Corp Bd (LQD) 2.5 $4.6M 41k 113.52
iShares MSCI Cntry Asa Jpn Idx Fnd (AAXJ) 2.0 $3.8M 65k 58.27
iShares S&P NA Nat. Re. Sc. Idx (IGE) 1.7 $3.2M 77k 41.44
iShares MSCI Japan Index 1.6 $2.9M 246k 11.92
iShares Barclays TIPS Bond Fund (TIP) 1.5 $2.8M 25k 112.56
Schwab Emerging Markets Equity ETF (SCHE) 1.4 $2.7M 109k 24.59
SPDR Barclays Capital High Yield B 1.4 $2.6M 64k 39.84
iShares iBoxx $ High Yid Corp Bond (HYG) 1.4 $2.5M 28k 91.59
SPDR S&P International Small Cap (GWX) 1.2 $2.3M 70k 32.69
SPDR Gold Trust (GLD) 1.2 $2.2M 17k 128.19
iShares Russell 2000 Index (IWM) 1.2 $2.1M 20k 106.61
SPDR DJ Wilshire REIT (RWR) 1.1 $2.0M 27k 72.94
Wisdomtree Tr em lcl debt (ELD) 1.0 $1.9M 40k 47.08
iShares Dow Jones US Real Estate (IYR) 1.0 $1.8M 29k 63.79
ISHARES TR MSCI Small Cap msci small cap (SCZ) 0.9 $1.7M 36k 48.50
Ishares Inc emrg mrk lc bd (LEMB) 0.9 $1.7M 34k 49.91
Precidian Etfs Tr cmn 0.9 $1.6M 92k 17.64
WisdomTree Emerging Mkts Small Cp Div (DGS) 0.8 $1.5M 31k 46.65
Nuveen Muni Value Fund (NUV) 0.8 $1.4M 158k 9.13
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.8 $1.4M 14k 102.11
PowerShares Preferred Portfolio 0.8 $1.4M 102k 13.69
iShares MSCI Hong Kong Index Fund (EWH) 0.8 $1.4M 69k 20.03
iShares MSCI Malaysia Index Fund 0.7 $1.3M 88k 15.04
iShares Lehman MBS Bond Fund (MBB) 0.7 $1.3M 12k 105.92
iShares S&P US Pref Stock Idx Fnd (PFF) 0.7 $1.2M 33k 38.00
SPDR S&P China (GXC) 0.7 $1.2M 16k 74.05
iShares S&P GSCI Commodity-Indexed (GSG) 0.6 $1.1M 35k 32.39
SPDR Barclays Capital Convertible SecETF (CWB) 0.6 $1.1M 25k 45.18
iShares S&P Global Infrastructure Index (IGF) 0.6 $1.1M 28k 37.79
Global X InterBolsa FTSE Colombia20 0.6 $1.0M 51k 20.33
iShares MSCI Thailand Index Fund (THD) 0.6 $1.0M 14k 74.58
SPDR DJ International Real Estate ETF (RWX) 0.5 $987k 23k 42.15
Ishares Inc core msci emkt (IEMG) 0.5 $941k 19k 48.63
iShares FTSE NAREIT Mort. Plus Capp 0.5 $928k 77k 11.99
iShares MSCI South Korea Index Fund (EWY) 0.5 $899k 15k 61.47
SPDR S&P Emerging Markets Small Cap (EWX) 0.5 $883k 19k 45.49
SPDR DB Int'l Govt Infl Pro Bond (WIP) 0.5 $845k 14k 59.60
iShares MSCI All Peru Capped Index Fund (EPU) 0.5 $853k 26k 32.63
iShares MSCI Brazil Index (EWZ) 0.4 $809k 17k 47.88
iShares MSCI Taiwan Index 0.4 $814k 59k 13.93
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.4 $802k 7.4k 108.97
iShares MSCI Turkey Index Fund (TUR) 0.4 $785k 14k 55.17
MSCI Indonesia Investable Market Ind (EIDO) 0.4 $773k 33k 23.60
SPDR Barclays Capital TIPS (SPIP) 0.4 $763k 14k 55.77
iShares MSCI Mexico Inv. Mt. Idx. (EWW) 0.4 $724k 11k 63.90
iShares Gold Trust 0.4 $702k 55k 12.88
iShares MSCI Chile Inv. Mt. Idx (ECH) 0.4 $684k 14k 50.17
PowerShares Emerging Markets Sovere 0.4 $689k 25k 27.32
WisdomTree Intl. SmallCap Div (DLS) 0.4 $658k 11k 60.09
Market Vectors Poland ETF 0.4 $671k 30k 22.57
PIMCO Corporate Income Fund (PCN) 0.3 $638k 38k 16.69
Ishares Tr Phill Invstmrk (EPHE) 0.3 $629k 19k 32.90
WisdomTree India Earnings Fund (EPI) 0.3 $620k 41k 15.31
SPDR Barclays Capital Intl Tresy Bd ETF (BWX) 0.3 $630k 11k 58.37
Utilities SPDR (XLU) 0.3 $608k 16k 37.36
Ishares Tr s^p gtfidx etf (WOOD) 0.3 $612k 12k 49.39
SPDR Barclays Capital Short Term Int ETF (BWZ) 0.3 $590k 16k 36.07
Market Vector Russia ETF Trust 0.3 $571k 20k 28.18
Ishares Inc emrgmkt dividx (DVYE) 0.3 $577k 12k 49.68
SPDR S&P Emerging Middle Est & Afrca ETF 0.3 $525k 7.8k 67.31
iShares S&P Global Telecommunicat. (IXP) 0.3 $493k 7.7k 64.23
Spdr Series Trust brcly em locl (EBND) 0.3 $499k 17k 30.21
iShares S&P World Ex-US Prop Index (WPS) 0.2 $442k 12k 37.60
Vanguard Mortgage Bkd Sects ETF (VMBS) 0.2 $418k 8.1k 51.41
Vanguard Intl Equity Index F glb ex us etf (VNQI) 0.2 $426k 7.5k 56.69
Technology SPDR (XLK) 0.2 $414k 13k 32.07
Vanguard Financials ETF (VFH) 0.2 $398k 9.8k 40.82
Vanguard Consumer Discretionary ETF (VCR) 0.2 $390k 4.0k 98.73
Health Care SPDR (XLV) 0.2 $344k 6.8k 50.59
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.2 $346k 3.3k 106.40
Eaton Vance Tax-advntg Glbl Di (ETG) 0.2 $344k 22k 15.59
Vanguard Industrials ETF (VIS) 0.2 $341k 3.8k 89.27
Ishares Tr msci russ indx 0.2 $331k 15k 21.60
Schwab Intl Small Cap Equity ETF (SCHC) 0.2 $321k 10k 30.88
iShares MSCI South Africa Index (EZA) 0.2 $302k 4.8k 63.18
Vanguard Energy ETF (VDE) 0.2 $290k 2.4k 119.34
WisdomTree Int Real Estate Fund (WTRE) 0.2 $291k 10k 28.00
iShares S&P Global Energy Sector (IXC) 0.1 $279k 6.8k 41.03
Schwab U S Small Cap ETF (SCHA) 0.1 $275k 5.7k 48.29
Claymore Beacon Global Timber Index 0.1 $266k 11k 24.39
WisdomTree Pacific ex-Japan Eq 0.1 $251k 4.1k 60.85
Consumer Staples Select Sect. SPDR (XLP) 0.1 $244k 6.1k 39.77
PowerShares Insured Nati Muni Bond 0.1 $240k 10k 23.10
Ishares Intl Etf equity 0.1 $246k 5.3k 46.59
PIMCO Corporate Opportunity Fund (PTY) 0.1 $204k 11k 18.05
iShares S&P/Citi Intl Treasury Bond (IGOV) 0.1 $202k 2.0k 101.00
Spdr Index Shs Fds s^p global nat res (GNR) 0.1 $203k 4.2k 48.45
Ishares Trust Msci China msci china idx (MCHI) 0.1 $204k 4.4k 46.10
BlackRock Enhanced Dividend Achievers Tr (BDJ) 0.1 $158k 21k 7.51