0001085146-16-002721.txt : 20160202 0001085146-16-002721.hdr.sgml : 20160202 20160201190534 ACCESSION NUMBER: 0001085146-16-002721 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20151231 FILED AS OF DATE: 20160202 DATE AS OF CHANGE: 20160201 EFFECTIVENESS DATE: 20160202 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: 161378794 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 true false 0001540945 XXXXXXXX 12-31-2015 12-31-2015 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 01-13-2016 0 71 126775 false INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE ALPS ETF TR ALERIAN MLP00162Q8661377114287SHSOLE 11428700 BLACKROCK ENHANCED EQT DIV T COM09251A10411715430SHSOLE 1543000 FLEXSHARES TR MORNSTAR UPSTR33939L40725011215SHSOLE 1121500 GLOBAL X FDS GLBX MSCI COLUM37950E20031842590SHSOLE 4259000 GLOBAL X FDS GLBL X MLP ETF37950E4731334128365SHSOLE 12836500 ISHARES EM CRP BD ETF4642862512234835SHSOLE 483500 ISHARES MSCI BRZ CAP ET464286400112054136SHSOLE 5413600 ISHARES MSCI THI CAP ET464286624116919934SHSOLE 1993400 ISHARES MSCI CH CAP ETF46428664037811831SHSOLE 1183100 ISHARES MSCI BRIC INDX4642866572528625SHSOLE 862500 ISHARES MSCI PAC JP ETF46428666548612665SHSOLE 1266500 ISHARES MSCI TURKEY ETF464286715101827995SHSOLE 2799500 ISHARES MSCI TAIWAN ETF4642867311277100013SHSOLE 10001300 ISHARES MSCI STH KOR ET464286772156031401SHSOLE 3140100 ISHARES MSCI STH AFR ET46428678097420845SHSOLE 2084500 ISHARES MSCI MEX CAP ET4642868222585185SHSOLE 518500 ISHARES MSCI MALAYSI ET464286830983127060SHSOLE 12706000 ISHARES MSCI JAPAN ETF46428684851142191SHSOLE 4219100 ISHARES MSCI HONG KG ET464286871150976154SHSOLE 7615400 ISHARES ALL PERU CAP ET46428984223511628SHSOLE 1162800 ISHARES GOLD TRUST ISHARES4642851051738169887SHSOLE 16988700 ISHARES INC CORE MSCI EMKT46434G103123831435SHSOLE 3143500 ISHARES INC MSCI RUSSIA CAP46434G80667961031SHSOLE 6103100 ISHARES TR TIPS BD ETF464287176210019150SHSOLE 1915000 ISHARES TR CORE S&P500 ETF4642872007693755SHSOLE 375500 ISHARES TR MSCI EMG MKT ET46428723460818885SHSOLE 1888500 ISHARES TR IBOXX INV CP ET464287242163914375SHSOLE 1437500 ISHARES TR NA NAT RES464287374254690460SHSOLE 9046000 ISHARES TR 7-10 Y TR BD ET4642874404143925SHSOLE 392500 ISHARES TR RUS 1000 ETF4642876224924338SHSOLE 433800 ISHARES TR RUSSELL 2000 ET4642876552522242SHSOLE 224200 ISHARES TR U.S. REAL ES ET464287739156920900SHSOLE 2090000 ISHARES TR EUROPE ETF464287861187746786SHSOLE 4678600 ISHARES TR MSCI AC ASIA ET46428818294417680SHSOLE 1768000 ISHARES TR EAFE SML CP ETF4642882733346693SHSOLE 669300 ISHARES TR NAT AMT FREE BD4642884143613265SHSOLE 326500 ISHARES TR IBOXX HI YD ETF464288513102012660SHSOLE 1266000 ISHARES TR MRG RL ES CP ET46428853920621505SHSOLE 2150500 ISHARES TR MBS ETF4642885883333094SHSOLE 309400 ISHARES TR U.S. PFD STK ET46428868774519185SHSOLE 1918500 ISHARES TR MSCI INDONIA ET46429B30970233660SHSOLE 3366000 ISHARES TR MSCI PHILIPS ET46429B408107931985SHSOLE 3198500 ISHARES TR MSCI POL CAP ET46429B606118865706SHSOLE 6570600 ISHARES TR CHINA ETF46429B6713126990SHSOLE 699000 ISHARES TR 0-5YR HI YL CP46434V407119926915SHSOLE 2691500 LATTICE STRATEGIES TR DEV MK X US ST518416102248361048250SHSOLE 104825000 LATTICE STRATEGIES TR EM STRATEGIES51841620117274896772SHSOLE 89677200 LATTICE STRATEGIES TR US EQT STRAT51841640916500696904SHSOLE 69690400 LATTICE STRATEGIES TR GLB SM CP STRA5184165084584198765SHSOLE 19876500 MARKET VECTORS ETF TR RUSSIA ETF57060U50621214468SHSOLE 1446800 MARKET VECTORS ETF TR JP MORGAN EM LC57060U52224714500SHSOLE 1450000 MARKET VECTORS ETF TR INDONESIA ETF57060U75335319160SHSOLE 1916000 POWERSHARES GLOBAL ETF TRUST AGG PFD PORT73936T5651717114827SHSOLE 11482700 PRECIDIAN ETFS TR MAXIS NIKKEI74016W10657330995SHSOLE 3099500 SCHWAB STRATEGIC TR US LRG CAP ETF80852420148810050SHSOLE 1005000 SPDR GOLD TRUST GOLD SHS78463V107102110063SHSOLE 1006300 SPDR INDEX SHS FDS S&P CHINA ETF78463X400117415970SHSOLE 1597000 SPDR S&P 500 ETF TR TR UNIT78462F103225211044SHSOLE 1104400 SPDR SER TR SHT TRM HGH YLD78468R40864825240SHSOLE 2524000 SPDR SERIES TRUST BRCLY EM LOCL78464A39140416444SHSOLE 1644400 SPDR SERIES TRUST BRC HGH YLD BD78464A4172216508SHSOLE 650800 SPDR SERIES TRUST DJ REIT ETF78464A607103011245SHSOLE 1124500 SPDR SERIES TRUST BARCLYS TIPS ET78464A656125723002SHSOLE 2300200 SPDR SERIES TRUST BRCLYS LG TRS E78464A664199528545SHSOLE 2854500 VANGUARD INDEX FDS REIT ETF922908553232729182SHSOLE 2918200 VANGUARD INDEX FDS LARGE CAP ETF922908637108311580SHSOLE 1158000 VANGUARD INTL EQUITY INDEX F FTSE EMR MKT ET92204285851915880SHSOLE 1588000 VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF922042874261552420SHSOLE 5242000 VANGUARD SCOTTSDALE FDS INT-TERM CORP92206C870138816509SHSOLE 1650900 WISDOMTREE TR INDIA ERNGS FD97717W42269334910SHSOLE 3491000 WISDOMTREE TR EM LCL DEBT FD97717X867167148736SHSOLE 4873600