Lattice Strategies LLC

Q1 2014 13F-HR Holdings

Location
San Francisco, CA
Holdings as of
3/31/2014
Date filed
5/1/2014
Form type
13F-HR
Num holdings
102
Total value ($000)
$198,716
Net value change ($000)
+15,111 (8.2%)
New positions
5
Sold out positions
5
Turnover %
1.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/4/2014 Next filing: 7/30/2014 SEC filing

Snapshot: Change Analysis

Compared to Q4 2013
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
VWO 5,186 91.9%
IGE 3,449 90.6%
TIP 1,705 92.3%
SPY 1,157 13.5%
AMLP 1,124 20.8%
IAU 913 65.6%
VCIT 822 25.9%
EIDO 778 106.9%
AGG 682 13.8%
iShares, Inc. 616 44.4%
Top Reduces (Value $000, Stocks/ETFs)
VGK -1,566 -12.3%
IVV -1,147 -13.9%
DVYE -419 -54.7%
EPU -418 -33.0%
VNQI -401 -100.0%
VV -384 -2.4%
EWZ -362 -43.0%
iSHARES TRUST -346 -100.0%
EWW -325 -36.4%
TLT -316 -100.0%
Instrument mix + QoQ Δ (ex-options)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type