0001085146-16-003982.txt : 20160714 0001085146-16-003982.hdr.sgml : 20160714 20160714081310 ACCESSION NUMBER: 0001085146-16-003982 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160630 FILED AS OF DATE: 20160714 DATE AS OF CHANGE: 20160714 EFFECTIVENESS DATE: 20160714 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Lattice Strategies LLC CENTRAL INDEX KEY: 0001540945 IRS NUMBER: 571162998 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-15118 FILM NUMBER: 161766547 BUSINESS ADDRESS: STREET 1: 101 MONTGOMERY ST. STREET 2: 27TH FLOOR CITY: SAN FRANCISCO STATE: CA ZIP: 94104 BUSINESS PHONE: 415-508-4983 MAIL ADDRESS: STREET 1: 101 MONTGOMERY ST. STREET 2: 27TH FLOOR CITY: SAN FRANCISCO STATE: CA ZIP: 94104 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001540945 XXXXXXXX 06-30-2016 06-30-2016 Lattice Strategies LLC

101 MONTGOMERY ST. 27TH FLOOR SAN FRANCISCO CA 94104

13F HOLDINGS REPORT 028-15118 N Albert Lee 415 508-4983 /s/ Albert Lee San Francisco CA 07-11-2016 0 69 127852 false INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE ALPS ETF TRALERIAN MLP00162Q8661626127837SHSOLE 12783700BLACKROCK ENHANCED EQT DIV TCOM09251A10419725045SHSOLE 2504500FLEXSHARES TRMORNSTAR UPSTR33939L407164162275SHSOLE 6227500GLOBAL X FDSGLBX MSCI COLUM37950E200983107705SHSOLE 10770500GLOBAL X FDSGLBL X MLP ETF37950E47368759135SHSOLE 5913500ISHARESEM CRP BD ETF4642862512444805SHSOLE 480500ISHARESMSCI BRZ CAP ETF464286400104834721SHSOLE 3472100ISHARESMSCI THI CAP ETF464286624118217157SHSOLE 1715700ISHARESMSCI CH CAP ETF46428664093425376SHSOLE 2537600ISHARESMSCI BRIC INDX4642866572548290SHSOLE 829000ISHARESMSCI PAC JP ETF464286665113028815SHSOLE 2881500ISHARESMSCI TURKEY ETF46428671592223245SHSOLE 2324500ISHARESMSCI TAIWAN ETF4642867311437102308SHSOLE 10230800ISHARESMSCI STH KOR ETF464286772136526221SHSOLE 2622100ISHARESMSCI STH AFR ETF464286780103319530SHSOLE 1953000ISHARESMSCI MEX CAP ETF46428682285216915SHSOLE 1691500ISHARESMSCI MALAYSI ETF4642868301033124590SHSOLE 12459000ISHARESMSCI JAPAN ETF46428684890979011SHSOLE 7901100ISHARESMSCI HONG KG ETF464286871148775954SHSOLE 7595400ISHARESALL PERU CAP ETF464289842108235023SHSOLE 3502300ISHARES GOLD TRUSTISHARES4642851052141167753SHSOLE 16775300ISHARES INCMSCI RUSSIA CAP46434G80637828221SHSOLE 2822100ISHARES TRTIPS BD ETF464287176161313823SHSOLE 1382300ISHARES TRCORE S&P500 ETF4642872008614089SHSOLE 408900ISHARES TRIBOXX INV CP ETF4642872428627021SHSOLE 702100ISHARES TRGLOBAL ENERG ETF4642873412206800SHSOLE 680000ISHARES TRNA NAT RES46428737452515802SHSOLE 1580200ISHARES TR7-10 Y TR BD ETF4642874402762440SHSOLE 244000ISHARES TRRUS 1000 ETF4642876228156972SHSOLE 697200ISHARES TRRUSSELL 2000 ETF4642876552892512SHSOLE 251200ISHARES TRU.S. REAL ES ETF464287739170920740SHSOLE 2074000ISHARES TREUROPE ETF464287861210955806SHSOLE 5580600ISHARES TRMSCI AC ASIA ETF4642881822013680SHSOLE 368000ISHARES TRNATIONAL MUN ETF4642884142482175SHSOLE 217500ISHARES TRIBOXX HI YD ETF4642885136898130SHSOLE 813000ISHARES TRMBS ETF4642885882452229SHSOLE 222900ISHARES TRU.S. PFD STK ETF4642886873428565SHSOLE 856500ISHARES TRMSCI INDONIA ETF46429B30956022880SHSOLE 2288000ISHARES TRMSCI PHILIPS ETF46429B408134234255SHSOLE 3425500ISHARES TRCHINA ETF46429B671105324830SHSOLE 2483000ISHARES TR0-5YR HI YL CP46434V407176238025SHSOLE 3802500LATTICE STRATEGIES TRDEV MK X US ST518416102247351059405SHSOLE 105940500LATTICE STRATEGIES TREM STRATEGIES51841620115611753034SHSOLE 75303400LATTICE STRATEGIES TRUS EQT STRAT51841640920775885952SHSOLE 88595200LATTICE STRATEGIES TRGLB SM CP STRA5184165084591193925SHSOLE 19392500PIMCO CORPORATE INCOME STRATCOM72200U10015810280SHSOLE 1028000POWERSHARES ETF TR IIPFD PORTFOLIO73936T565133787742SHSOLE 8774200POWERSHARES INDIA ETF TRINDIA PORT73935L10060731041SHSOLE 3104100SCHWAB STRATEGIC TRUS LRG CAP ETF80852420153110675SHSOLE 1067500SPDR GOLD TRUSTGOLD SHS78463V1079737693SHSOLE 769300SPDR INDEX SHS FDSS&P CHINA ETF78463X4003795425SHSOLE 542500SPDR S&P 500 ETF TRTR UNIT78462F103237311326SHSOLE 1132600SPDR SER TRSHT TRM HGH YLD78468R408175665050SHSOLE 6505000SPDR SERIES TRUSTBRC HGH YLD BD78464A4172446828SHSOLE 682800SPDR SERIES TRUSTDJ REIT ETF78464A6078568610SHSOLE 861000SPDR SERIES TRUSTBARCLYS TIPS ETF78464A656106518316SHSOLE 1831600SPDR SERIES TRUSTBRCLYS LG TRS ET78464A664221327720SHSOLE 2772000VANECK VECTORS ETF TRRUSSIA ETF92189F40370940690SHSOLE 4069000VANECK VECTORS ETF TRJP MORGAN MKTS92189F49438820545SHSOLE 2054500VANECK VECTORS ETF TRPOLAND ETF92189F78359445905SHSOLE 4590500VANECK VECTORS ETF TRINDONESIA INDEX92189F83341418980SHSOLE 1898000VANGUARD INDEX FDSREIT ETF922908553103911721SHSOLE 1172100VANGUARD INDEX FDSLARGE CAP ETF9229086375936185SHSOLE 618500VANGUARD INTL EQUITY INDEX FFTSE EMR MKT ETF922042858202857575SHSOLE 5757500VANGUARD INTL EQUITY INDEX FFTSE EUROPE ETF922042874173937270SHSOLE 3727000VANGUARD SCOTTSDALE FDSINT-TERM CORP92206C8707017836SHSOLE 783600VANGUARD WORLD FDSTELCOMM ETF92204A8842372408SHSOLE 240800WISDOMTREE TRINDIA ERNGS FD97717W42232916280SHSOLE 1628000WISDOMTREE TREM LCL DEBT FD97717X867259169261SHSOLE 6926100