Lattice Strategies LLC

Q2 2014 13F-HR Holdings

Location
San Francisco, CA
Holdings as of
6/30/2014
Date filed
7/30/2014
Form type
13F-HR
Num holdings
101
Total value ($000)
$193,196
Net value change ($000)
-5,520 (-2.8%)
New positions
3
Sold out positions
4
Turnover %
1.7%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/1/2014 Next filing: — SEC filing

Snapshot: Change Analysis

Compared to Q1 2014
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)
VCIT 2,126 53.2%
EMCB 1,067 NEW
EWZ 887 184.8%
iShares, Inc. 824 65.1%
iSHARES TRUST 821 NEW
THD 799 85.2%
SPY 707 7.3%
Global X Funds 621 57.7%
TUR 613 104.1%
ECH 512 102.2%
Top Reduces (Value $000, Stocks/ETFs)
VWO -4,601 -42.5%
AGG -1,812 -32.1%
VGK -1,702 -15.2%
IGE -1,156 -15.9%
IVV -987 -13.9%
DGS -659 -53.7%
IEV -620 -8.5%
MARKET VECTORS ETF TR -539 -46.0%
EMB -462 -58.3%
WOOD -449 -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