UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM N-CSR

CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number
811-23002
Lattice Strategies Trust
(Exact name of registrant as specified in charter)

690 Lee Road, Wayne, Pennsylvania 19087
(Address of Principal Executive Offices) (Zip Code)

Thomas R. Phillips, Esquire
Hartford Funds Management Company, LLC
690 Lee Road
Wayne, Pennsylvania 19087
(Name and Address of Agent for Service)

Copy to:
John V. O’Hanlon, Esquire
Dechert LLP
One International Place, 40th Floor
100 Oliver Street
Boston, Massachusetts 02110-2605
Registrant's telephone number, including area code:
(610) 386-4068
Date of fiscal year end:
July 31
Date of reporting period:
July 31, 2025
Form N-CSR is to be used by management investment companies to file reports with the Commission not later than 10 days after the transmission to stockholders of any report that is required to be transmitted to stockholders under Rule 30e-1 under the Investment Company Act of 1940 (17 CFR 270.30e-1). The Commission may use the information provided on Form N-CSR in its regulatory, disclosure review, inspection, and policymaking roles.
A registrant is required to disclose the information specified by Form N-CSR, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-CSR unless the Form displays a currently valid Office of Management and Budget (“OMB”) control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to Secretary, Securities and Exchange Commission, 100 F Street, NE, Washington, DC 20549-1090. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.
Item 1. Reports to Stockholders.
(a)

HF_Logo_Tag
Annual Shareholder Report
July 31, 2025
Hartford Disciplined US Equity ETF
HDUS/NYSE Arca
This annual shareholder report contains important information about the Hartford Disciplined US Equity ETF (the "Fund") for the period of October 1, 2024 to July 31, 2025. This annual report covers less than a full 12 month period (effective May 1, 2025, the Fund changed it's fiscal year end from September 30 to July 31). You can find additional information about the Fund at hartfordfunds.com/reports-etf. You can also request this information by contacting us by calling 1‑800‑456‑7526.
What were the Fund costs for the last year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment* Costs paid as a percentage
of a $10,000 investment^
Hartford Disciplined US Equity ETF $17 0.19%
*
Costs of a $10,000 investment for a full 12 month period would be higher.
^
Annualized.
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
Large-Cap U.S. equities generated positive returns over the trailing one-year period ending July 31, 2025, as measured by the Russell 1000 Index. Performance across sectors was mixed over the period led by positive return in the Communication Services sector while the Healthcare sector had the largest negative return over the trailing one-year period.
Top Contributors to Performance
  • The Fund’s positive active exposures to the Momentum and Dividend Yield risk factors were contributors to performance as these factors generated positive excess return for the trailing twelve-month period.
  • Positive stock selection in Healthcare contributed to performance for the period.
Top Detractors to Performance
  • Positive active exposure to Value, Small Size, and Low Volatility contributed negatively to performance, as higher volatility, growth stocks and larger-cap equities outperformed for the period.
  • Negative stock selection in Industrials detracted from performance for the period.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative indices. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Average Annual Total Returns
For the Periods Ended July 31, 2025		 1 Year Since Inception
(November 16, 2022)
Fund 16.31%† 18.66%
Hartford Disciplined US Equity Index 16.52% 18.89%
Russell 1000 Index (Gross) 16.54% 20.14%
†
Cumulative performance for the period was 11.16%.
The Fund’s past performance is not a good predictor of the Fund’s future performance. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or
sale of Fund shares. Visit hartfordfunds.com for the most recent performance information.
Key Fund Statistics as of
July 31, 2025
Fund's net assets $138,717,113
Total number of portfolio holdings (excluding derivatives, if any) 260
Total investment advisory fees paid* $209,456
Portfolio turnover rate (excludes in-kind creation or redemption transactions)* 33%
*
Reflects for the period October 1, 2024 through July 31, 2025.
Graphical Representation of Holdings as of July 31, 2025
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Sector *
Information Technology 30.5 %
Financials 11.7 %
Industrials 10.4 %
Communication Services 10.3 %
Consumer Discretionary 9.9 %
Health Care 8.6 %
Consumer Staples 6.7 %
Real Estate 3.9 %
Energy 3.1 %
Materials 2.7 %
Utilities 1.9 %
Short-Term Investments 0.2 %
Other Assets & Liabilities 0.1 %
Total 100.0 %
​*
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information, please visit the Fund’s website at the website address included at the beginning of this report.
The ETFs are distributed by ALPS Distributors, Inc. (ALPS).

AR_AHDUS_0725

HF_Logo_Tag
Annual Shareholder Report
July 31, 2025
Hartford Multifactor Developed Markets (ex-US) ETF
RODM/NYSE Arca
This annual shareholder report contains important information about the Hartford Multifactor Developed Markets (ex-US) ETF (the "Fund") for the period of October 1, 2024 to July 31, 2025. This annual report covers less than a full 12 month period (effective May 1, 2025, the Fund changed it's fiscal year end from September 30 to July 31). You can find additional information about the Fund at hartfordfunds.com/reports-etf. You can also request this information by contacting us by calling 1‑800‑456‑7526.
What were the Fund costs for the last year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment* Costs paid as a percentage
of a $10,000 investment^
Hartford Multifactor Developed Markets (ex-US) ETF $26 0.29%
*
Costs of a $10,000 investment for a full 12 month period would be higher.
^
Annualized.
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
International developed market equities generated strong returns over the trailing one-year period ending July 31, 2025 as measured by the MSCI World ex USA Index. Equities were positive across most countries within the index led by performance from the Financials and Industrials sectors.
Top Contributors to Performance
  • The Fund’s positive active exposures to the Value, Small Size, and Momentum risk factors contributed positively to performance as these factors generated positive excess return for the trailing twelve-month period.
  • Positive stock selection in Healthcare, Financials, and Materials were top contributors to performance.
  • Performance also benefited from positive security selection in Israel, Denmark, and Canada.
Top Detractors to Performance
  • The Fund was negatively affected from its positive active exposures to Low Volatility and Dividend Yield as these risk factors underperformed.
  • Negative stock selection in Utilities detracted from performance.
  • Underweights to Germany and Spain also detracted from performance.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative indices. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Average Annual Total Returns
For the Periods Ended July 31, 2025		 1 Year 5 Years 10 Years
Fund 21.40%† 10.47% 6.46%
Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index 21.73% 10.67% 6.63%
MSCI World ex USA Index (Net) 13.70% 10.65% 6.36%
†
Cumulative performance for the period was 14.78%.
The Fund’s past performance is not a good predictor of the Fund’s future performance. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or
sale of Fund shares. Visit hartfordfunds.com for the most recent performance information.
Key Fund Statistics as of
July 31, 2025
Fund's net assets $1,158,932,071
Total number of portfolio holdings (excluding derivatives, if any) 320
Total investment advisory fees paid* $2,678,108
Portfolio turnover rate (excludes in-kind creation or redemption transactions)* 25%
*
Reflects for the period October 1, 2024 through July 31, 2025.
Graphical Representation of Holdings as of July 31, 2025
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Country *
Japan 19.9 %
Canada 14.6 %
United Kingdom 10.8 %
Australia 10.2 %
United States 5.7 %
France 5.3 %
Germany 4.9 %
Israel 3.8 %
Netherlands 2.9 %
Sweden 2.9 %
Other 18.2 %**
Short-Term Investments 1.2 %
Other Assets & Liabilities (0.4 )%
Total 100.0 %
*
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
**
Ten largest country/geographic regions are presented. Additional country/geographic regions are found in Other.
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information, please visit the Fund’s website at the website address included at the beginning of this report.
The ETFs are distributed by ALPS Distributors, Inc. (ALPS).

AR_ARODM_0725

HF_Logo_Tag
Annual Shareholder Report
July 31, 2025
Hartford Multifactor Emerging Markets ETF
ROAM/NYSE Arca
This annual shareholder report contains important information about the Hartford Multifactor Emerging Markets ETF (the "Fund") for the period of October 1, 2024 to July 31, 2025. This annual report covers less than a full 12 month period (effective May 1, 2025, the Fund changed it's fiscal year end from September 30 to July 31). You can find additional information about the Fund at hartfordfunds.com/reports-etf. You can also request this information by contacting us by calling 1‑800‑456‑7526.
What were the Fund costs for the last year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment* Costs paid as a percentage
of a $10,000 investment^
Hartford Multifactor Emerging Markets ETF $38 0.44%
*
Costs of a $10,000 investment for a full 12 month period would be higher.
^
Annualized.
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
Emerging Market equities generated strong returns over the trailing one-year period ending July 31, 2025 as measured by the MSCI Emerging Markets Index. Equities were positive across most countries within the index led by contribution to return from the Financials, Information Technology, and Communication Services sectors.
Top Contributors to Performance
  • The Fund’s positive active exposures to the Value and Small Size risk factors contributed positively to performance as these factors generated positive excess return for the trailing twelve-month period.
  • Positive stock selection in Financials, Industrials, and Materials contributed to results.
  • Performance also benefited from positive security selection in South Korea and Thailand.
Top Detractors to Performance
  • The Fund was negatively affected by its positive active exposures to the Dividend Yield and Low Volatility risk factors as these factors generated negative excess return for the trailing twelve-month period.
  • Negative stock selection in Communication Services, Consumer Discretionary, and Information Technology detracted from results.
  • Negative stock selection in Taiwan and Hong Kong and an overweight in Turkey also detracted from performance.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative indices. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Average Annual Total Returns
For the Periods Ended July 31, 2025		 1 Year 5 Years 10 Years
Fund 14.38%† 9.93% 5.14%
Hartford Multifactor Emerging Markets Equity Index 14.89% 10.87% 0.00%*
MSCI Emerging Markets Index (Net) 17.18% 5.40% 5.77%
†
Cumulative performance for the period was 7.88%.
*
The Hartford Multifactor Emerging Markets Equity Index commenced operations on June 28, 2019. Reflects annualized returns starting on June 28, 2019.
Performance information prior to September 11, 2019 reflects the Fund’s performance when it tracked its prior index.
The Fund’s past performance is not a good predictor of the Fund’s future performance. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or
sale of Fund shares. Visit hartfordfunds.com for the most recent performance information.
Key Fund Statistics as of
July 31, 2025
Fund's net assets $39,371,428
Total number of portfolio holdings (excluding derivatives, if any) 315
Total investment advisory fees paid* $114,469
Portfolio turnover rate (excludes in-kind creation or redemption transactions)* 32%
*
Reflects for the period October 1, 2024 through July 31, 2025.
Graphical Representation of Holdings as of July 31, 2025
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Country *
China 21.1 %
Taiwan 15.9 %
India 14.9 %
South Korea 14.0 %
Saudi Arabia 5.5 %
Thailand 3.7 %
Indonesia 3.5 %
Malaysia 3.2 %
Poland 3.2 %
Brazil 4.3 %
Other 10.2 %**
Short-Term Investments 0.4 %
Other Assets & Liabilities 0.1 %
Total 100.0 %
*
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
**
Ten largest country/geographic regions are presented. Additional country/geographic regions are found in Other.
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information, please visit the Fund’s website at the website address included at the beginning of this report.
The ETFs are distributed by ALPS Distributors, Inc. (ALPS).

AR_AROAM_0725

HF_Logo_Tag
Annual Shareholder Report
July 31, 2025
Hartford Multifactor Small Cap ETF
ROSC/NYSE Arca
This annual shareholder report contains important information about the Hartford Multifactor Small Cap ETF (the "Fund") for the period of October 1, 2024 to July 31, 2025. This annual report covers less than a full 12 month period (effective May 1, 2025, the Fund changed it's fiscal year end from September 30 to July 31). You can find additional information about the Fund at hartfordfunds.com/reports-etf. You can also request this information by contacting us by calling 1‑800‑456‑7526.
What were the Fund costs for the last year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment* Costs paid as a percentage
of a $10,000 investment^
Hartford Multifactor Small Cap ETF $28 0.34%
*
Costs of a $10,000 investment for a full 12 month period would be higher.
^
Annualized.
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
Small-Cap U.S. equities generated negative returns over the trailing one-year period ending July 31, 2025 as measured by the Russell 2000 Index. Performance across sectors was mixed over the period led by positive return in the Consumer Staples and Industrials sectors while Energy and Healthcare had the largest negative returns over the trailing one-year period.
Top Contributors to Performance
  • The Fund’s positive active exposure to the Dividend Yield risk factor contributed to performance as this factor generated positive excess return for the trailing twelve-month period.
  • Positive stock selection in Healthcare contributed to performance for the period.
Top Detractors to Performance
  • Positive active exposure to Value, Small Size, and Low Volatility contributed negatively to performance, as higher volatility, growth stocks and larger-cap equities outperformed for the period.
  • Negative stock selection in Industrials detracted from performance for the period.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative indices. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Average Annual Total Returns
For the Period Ended July 31, 2025		 1 Year 5 Years 10 Years
Fund (4.54)%† 12.53% 7.95%
Hartford Multifactor Small Cap Index (4.19)% 12.92% 0.00%*
Russell 2000 Index (Gross) (0.55)% 9.81% 7.43%
Russell 3000 Index (Gross) 15.68% 15.19% 13.02%
†
Cumulative performance for the period was (2.63)%.
*
The Hartford Multifactor Small Cap Index commenced operations on June 28, 2019. Reflects annualized returns starting on June 28, 2019.
The Russell 2000 Index is the Fund’s performance index and the Russell 3000 Index serves as the Fund’s regulatory index and provides a broad measure of market performance.
Performance information prior to November 06, 2019 reflects the Fund’s performance when it tracked its prior index.
The Fund’s past performance is not a good predictor of the Fund’s future performance. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or
sale of Fund shares. Visit hartfordfunds.com for the most recent performance information.
Key Fund Statistics as of
July 31, 2025
Fund's net assets $35,571,241
Total number of portfolio holdings (excluding derivatives, if any) 311
Total investment advisory fees paid* $93,549
Portfolio turnover rate (excludes in-kind creation or redemption transactions)* 25%
*
Reflects for the period October 1, 2024 through July 31, 2025.
Graphical Representation of Holdings as of July 31, 2025
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Sector *
Financials 17.9 %
Industrials 17.6 %
Health Care 16.8 %
Consumer Discretionary 12.0 %
Information Technology 10.6 %
Real Estate 6.7 %
Consumer Staples 5.5 %
Energy 3.3 %
Materials 3.2 %
Communication Services 3.1 %
Utilities 3.0 %
Short-Term Investments 2.6 %
Other Assets & Liabilities (2.3 )%
Total 100.0 %
​*
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information, please visit the Fund’s website at the website address included at the beginning of this report.
The ETFs are distributed by ALPS Distributors, Inc. (ALPS).

AR_AROSC_0725

HF_Logo_Tag
Annual Shareholder Report
July 31, 2025
Hartford Multifactor US Equity ETF
ROUS/NYSE Arca
This annual shareholder report contains important information about the Hartford Multifactor US Equity ETF (the "Fund") for the period of October 1, 2024 to July 31, 2025. This annual report covers less than a full 12 month period (effective May 1, 2025, the Fund changed it's fiscal year end from September 30 to July 31). You can find additional information about the Fund at hartfordfunds.com/reports-etf. You can also request this information by contacting us by calling 1‑800‑456‑7526.
What were the Fund costs for the last year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment* Costs paid as a percentage
of a $10,000 investment^
Hartford Multifactor US Equity ETF $16 0.19%
*
Costs of a $10,000 investment for a full 12 month period would be higher.
^
Annualized.
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
Large-Cap U.S. equities generated positive returns over the trailing one-year period ending July 31, 2025, as measured by the Russell 1000 Index. Performance across sectors was mixed over the period led by positive return in the Communication Services sector while the Healthcare sector had the largest negative return over the trailing one-year period.
Top Contributors to Performance
  • The Fund’s positive active exposures to the Dividend yield and Momentum risk factors were contributors to performance as these factors generated positive excess return for the trailing twelve-month period.
  • Positive stock selection in the Consumer Staples and Utilities sectors contributed to performance.
Top Detractors to Performance.
  • Positive active exposure to Value, Small Size, and Low Volatility contributed negatively to performance, as higher volatility, growth stocks and larger-cap equities outperformed for the period.
  • Negative stock selection occurred in Information Technology led by underweights in NVIDIA and Microsoft.
  • Negative stock selection in Industrials and Consumer Discretionary were also top detractors over the period.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative indices. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Average Annual Total Returns
For the Periods Ended July 31, 2025		 1 Year 5 Years 10 Years
Fund 9.72%† 13.59% 10.11%
Hartford Multifactor Large Cap Index 9.91% 13.75% 0.00%*
Russell 1000 Index (Gross) 16.54% 15.49% 13.38%
†
Cumulative performance for the period was 5.36%.
*
The Hartford Multifactor Large Cap Index commenced operations on June 28, 2019. Reflects annualized returns starting on June 28, 2019.
Performance information prior to September 11, 2019 reflects the Fund’s performance when it tracked its prior index.
The Fund’s past performance is not a good predictor of the Fund’s future performance. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or
sale of Fund shares. Visit hartfordfunds.com for the most recent performance information.
Key Fund Statistics as of
July 31, 2025
Fund's net assets $473,099,675
Total number of portfolio holdings (excluding derivatives, if any) 334
Total investment advisory fees paid* $717,045
Portfolio turnover rate (excludes in-kind creation or redemption transactions)* 26%
*
Reflects for the period October 1, 2024 through July 31, 2025.
Graphical Representation of Holdings as of July 31, 2025
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Sector *
Information Technology 29.1 %
Financials 12.2 %
Health Care 10.9 %
Industrials 10.9 %
Consumer Discretionary 9.7 %
Communication Services 7.8 %
Consumer Staples 7.2 %
Utilities 4.6 %
Materials 3.2 %
Energy 2.7 %
Real Estate 1.4 %
Short-Term Investments 0.1 %
Other Assets & Liabilities 0.2 %
Total 100.0 %
​*
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information, please visit the Fund’s website at the website address included at the beginning of this report.
The ETFs are distributed by ALPS Distributors, Inc. (ALPS).

AR_AROUS_0725

HF_Logo_Tag
Annual Shareholder Report
July 31, 2025
Hartford US Quality Growth ETF
HQGO/The NASDAQ Stock Market LLC
This annual shareholder report contains important information about the Hartford US Quality Growth ETF (the "Fund") for the period of October 1, 2024 to July 31, 2025. This annual report covers less than a full 12 month period (effective May 1, 2025, the Fund changed it's fiscal year end from September 30 to July 31). You can find additional information about the Fund at hartfordfunds.com/reports-etf. You can also request this information by contacting us by calling 1‑800‑456‑7526.
What were the Fund costs for the last year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment* Costs paid as a percentage
of a $10,000 investment^
Hartford US Quality Growth ETF $30 0.34%
*
Costs of a $10,000 investment for a full 12 month period would be higher.
^
Annualized.
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
U.S. equities were positive over the trailing one-year period ending July 31, 2025, as measured by the Russell 1000 Index and led by large-cap growth stocks as the Russell 1000 Growth Index outperformed the broad index. Within the Russell 1000 Growth Index, performance was positive across most sectors with strong performance from Information Technology being the largest contributor to return.
Top Contributors to Performance
  • The Fund’s positive active exposure to Dividend Yield was a contributor to performance as this risk factor generated positive excess return for the period.
  • Positive stock selection in Consumer Staples also contributed to performance.
Top Detractors to Performance
  • Positive active exposure to Value, Small Size, and Low Volatility contributed negatively to performance, as higher volatility, growth stocks and larger-cap equities outperformed for the period.
  • An underweight and negative stock selection in Information Technology detracted from performance during the period.
  • An overweight and negative stock selection in Healthcare also detracted from performance.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative indices. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Average Annual Total Returns
For the Periods Ended July 31, 2025		 1 Year Since Inception
(December 05, 2023)
Fund 14.16%† 22.24%
Hartford US Quality Growth Index 14.49% 22.59%
Russell 1000 Growth Index (Gross) 23.75% 29.77%
Russell 1000 Index (Gross) 16.54% 23.21%
†
Cumulative performance for the period was 9.62%.
The Russell 1000 Growth Index is the Fund’s performance index and the Russell 1000 Index serves as the Fund’s regulatory index and provides a broad measure of market performance.
The Fund’s past performance is not a good predictor of the Fund’s future performance. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or
sale of Fund shares. Visit hartfordfunds.com for the most recent performance information.
Key Fund Statistics as of
July 31, 2025
Fund's net assets $45,590,662
Total number of portfolio holdings (excluding derivatives, if any) 222
Total investment advisory fees paid* $114,999
Portfolio turnover rate (excludes in-kind creation or redemption transactions)* 34%
*
Reflects for the period October 1, 2024 through July 31, 2025.
Graphical Representation of Holdings as of July 31, 2025
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Sector *
Information Technology 42.1 %
Consumer Discretionary 14.0 %
Communication Services 12.8 %
Health Care 8.6 %
Industrials 5.9 %
Consumer Staples 5.5 %
Financials 5.1 %
Energy 3.1 %
Materials 1.7 %
Real Estate 1.1 %
Utilities 0.1 %
Other Assets & Liabilities 0.0 %†
Total 100.0 %
​*
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
​†
Percentage rounds to zero.
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information, please visit the Fund’s website at the website address included at the beginning of this report.
The ETFs are distributed by ALPS Distributors, Inc. (ALPS).

AR_AHQGO_0725

HF_Logo_Tag
Annual Shareholder Report
July 31, 2025
Hartford US Value ETF
VMAX/Cboe BZX
This annual shareholder report contains important information about the Hartford US Value ETF (the "Fund") for the period of October 1, 2024 to July 31, 2025. This annual report covers less than a full 12 month period (effective May 1, 2025, the Fund changed it's fiscal year end from September 30 to July 31). You can find additional information about the Fund at hartfordfunds.com/reports-etf. You can also request this information by contacting us by calling 1‑800‑456‑7526.
What were the Fund costs for the last year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment* Costs paid as a percentage
of a $10,000 investment^
Hartford US Value ETF $25 0.29%
*
Costs of a $10,000 investment for a full 12 month period would be higher.
^
Annualized.
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
U.S. equities were positive over the trailing one-year period ending July 31, 2025, as measured by the Russell 1000 Index. Large-cap value stocks as measured by the Russell 1000 Value Index underperformed the broad index but still generated positive returns. Within the Russell 1000 Value Index, performance was positive across most sectors led by the Communication Services and Financials sectors.
Top Contributors to Performance
  • The Fund’s negative active exposure to the Low Volatility risk factor contributed to performance as this factor generated negative excess return for the period.
  • The Fund’s overweight and positive stock selection in the Utilities sector contributed to results.
  • The Fund’s underweight in Healthcare and overweight to Financials also contributed.
Top Detractors to Performance
  • The Fund was negatively affected by its positive active exposures to Value, Quality, and Small Size as these risk factors generated negative excess return for the period.
  • Negative stock selection in Industrials, Energy, and Consumer Discretionary also detracted.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative indices. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Average Annual Total Returns
For the Periods Ended July 31, 2025		 1 Year Since Inception
(December 05, 2023)
Fund 6.51%† 17.81%
Hartford US Value Index 6.70% 17.58%
Russell 1000 Value Index (Gross) 8.79% 15.63%
Russell 1000 Index (Gross) 16.54% 23.21%
†
Cumulative performance for the period was 4.24%.
The Russell 1000 Value Index is the Fund’s performance index and the Russell 1000 Index serves as the Fund’s regulatory index and provides a broad measure of market performance.
The Fund’s past performance is not a good predictor of the Fund’s future performance. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or
sale of Fund shares. Visit hartfordfunds.com for the most recent performance information.
Key Fund Statistics as of
July 31, 2025
Fund's net assets $44,166,784
Total number of portfolio holdings (excluding derivatives, if any) 148
Total investment advisory fees paid* $100,443
Portfolio turnover rate (excludes in-kind creation or redemption transactions)* 42%
*
Reflects for the period October 1, 2024 through July 31, 2025.
Graphical Representation of Holdings as of July 31, 2025
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Sector *
Financials 34.0 %
Energy 9.7 %
Information Technology 8.5 %
Health Care 8.3 %
Industrials 8.0 %
Utilities 7.8 %
Communication Services 7.0 %
Real Estate 4.8 %
Consumer Staples 4.5 %
Consumer Discretionary 3.7 %
Materials 3.6 %
Other Assets & Liabilities 0.1 %
Total 100.0 %
​*
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information, please visit the Fund’s website at the website address included at the beginning of this report.
The ETFs are distributed by ALPS Distributors, Inc. (ALPS).

AR_AVMAX_0725

  (b)

Not applicable.

Item 2. Code of Ethics.

The registrant, as of the end of the period covered by this report, has adopted a code of ethics that applies to the registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party. There have been no amendments, during the period covered by this report, to a provision of the code of ethics that applies to the registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party, and that relates to any element of the code of ethics description. The registrant has not granted any waivers, including an implicit waiver, from a provision of the code of ethics that applies to the registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party, that relates to one or more of the items set forth in paragraph (b) of this item’s instructions. A copy of the code of ethics is filed herewith.

Item 3. Audit Committee Financial Expert.

The Board of Trustees of the registrant (the “Board”) has designated David Sung as an Audit Committee Financial Expert. Mr. Sung is considered by the Board to be an independent trustee.

Item 4. Principal Accountant Fees and Services.

 

  (a)

Audit Fees: The aggregate fees billed for each of the last two fiscal years for professional services rendered by the principal accountant for the audit of the registrant’s annual financial statements or services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements for those fiscal years were:

$148,623 for the fiscal year ended July 31, 2025; $202,990 for the fiscal year ended September 30, 2024.

 

  (b)

Audit Related Fees: The aggregate fees billed in each of the last two fiscal years for assurance and related services by the principal accountant that are reasonably related to the performance of the audit of the registrant’s financial statements and are not reported under paragraph (a) of this Item were:

$0 for the fiscal year ended July 31, 2025; $0 for the fiscal year ended September 30, 2024.

 

  (c)

Tax Fees: The aggregate fees billed in each of the last two fiscal years for professional services rendered by the principal accountant for tax compliance, tax advice, and tax planning were:

$61,152 for the fiscal year ended July 31, 2025; $84,000 for the fiscal year ended September 30, 2024. Tax-related services are principally in connection with, but not limited to, general tax compliance services and excise tax review.

 

  (d)

All Other Fees: The aggregate fees billed in each of the last two fiscal years for products and services provided by the principal accountant, other than the services reported in paragraphs (a) through (c) of this Item were:

$131 for the fiscal year ended July 31, 2025; $123 for the fiscal year ended September 30, 2024. These fees were principally in connection with, but not limited to, general audit related products and services and an accounting research tool subscription.

  (e)

Pre-Approval Policies and Procedures

(1) The Pre-Approval Policies and Procedures (the “Policy”) adopted by the Audit Committee of the Registrant (also, the “Fund”) sets forth the procedures pursuant to which services performed by the independent registered public accounting firm for the Registrant may be pre-approved. The following summarizes the pre-approval requirements under the Policy.

 

  a.

The Audit Committee must pre-approve all audit services and non-audit services that the independent registered public accounting firm provides to the Fund.

 

  b.

The Audit Committee must pre-approve any engagement of the independent registered public accounting firm to provide non-audit services to any Service Affiliate (which is defined to include any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the Fund) during the period of the independent registered public accounting firm’s engagement to provide audit services to the Fund, if the non-audit services to the Service Affiliate directly impact the Fund’s operations and financial reporting.

 

  c.

The Audit Committee, from time to time, may designate one or more of its members who are Independent Trustees (each a “Designated Member”) to consider, on the Audit Committee’s behalf, any non-audit services, whether to the Fund or to any Service Affiliate, that have not been pre-approved by the Audit Committee. The Designated Member also shall review, on the Audit Committee’s behalf, any proposed material change in the nature or extent of any non-audit services previously approved. In considering any requested non-audit services or proposed material change in such services, the Designated Member shall not authorize services which would exceed $50,000 in fees for such services.

 

  d.

The independent registered public accounting firm may not provide specified prohibited non-audit services set forth in the Policy to the Fund, the Fund’s investment adviser, the Service Affiliates or any other member of the investment company complex.

(2) One hundred percent of the services described in items 4(b) through 4(d) were approved in accordance with the Audit Committee’s Pre-Approval Policy. As a result, none of such services was approved pursuant to paragraph (c)(7)(i)(c) of Rule 2-01 of Regulation S-X.

 

  (f)

None of the hours expended on the principal accountant’s engagement to audit the registrant’s financial statements for the fiscal year ended July 31, 2025, were attributed to work performed by persons other than the principal accountant’s full-time, permanent employees.

 

  (g)

The aggregate non-audit fees billed by the registrant’s accountant for services rendered to the registrant, and rendered to the registrant’s investment adviser (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any entity controlling, controlled by, or under common control with the adviser that provides ongoing services to the registrant for each of the last two fiscal years of the registrant were:

The aggregate non-audit fees billed by the registrant’s accountant for services rendered to the registrant: $61,283 for the fiscal year ended July 31, 2025; $84,123 for the fiscal year ended September 30, 2024.

The aggregate non-audit fees billed by the registrant’s accountant for services rendered to the registrant’s investment adviser (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any entity controlling, controlled by, or under common control with the adviser was $121,499 for the fiscal year ended July 31, 2025 and $121,199 for the fiscal year ended September 30, 2024.

  (h)

The registrant’s audit committee of the board of trustees has considered whether the provision of non-audit services that were rendered to the registrant’s investment adviser (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the registrant that were not pre-approved pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation S-X is compatible with maintaining the principal accountant’s independence.

 

  (i)

Not applicable.

 

  (j)

Not applicable.

Item 5. Audit Committee of Listed Registrants.

 

  (a)

The Registrant has an audit committee that was established by the Board of Trustees of the Registrant in accordance with Section 3(a)(58)(A) of the Securities Exchange Act of 1934, as amended. The members of the Registrant’s Audit Committee are Hilary E. Ackermann, Derrick D. Cephas, Paul L. Rosenberg, and David Sung.

 

  (b)

Not applicable.

Item 6. Investments.

 

  (a)

The information required by this item 6(a) is included in the Annual Financial Statements and Other Information filed under Item 7 of this form.

 

  (b)

Not applicable.

Item 7. Financial Statements and Financial Highlights for Open-End Management Investment Companies.

Item 8. Changes in and Disagreements with Accountants for Open-End Management Investment Companies.

Item 9. Proxy Disclosures for Open-End Management Investment Companies.

Item 10. Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies.

Item 11. Statement Regarding Basis for Approval of Investment Advisory Contract.

 
Hartford Systematic ETFs
Annual Financial Statements
and Other Information
July 31, 2025  
◼Hartford Disciplined US Equity ETF
◼Hartford Multifactor Developed Markets (ex-US) ETF
◼Hartford Multifactor Emerging Markets ETF
◼Hartford Multifactor Small Cap ETF
◼Hartford Multifactor US Equity ETF
◼Hartford US Quality Growth ETF
◼Hartford US Value ETF
Hartford Systematic ETFs
Table of Contents 
 
 
    Please note that this report includes responses to Items 7-11 of Form N-CSR, which is a reporting form filed with
the U.S. Securities and Exchange Commission by mutual funds and exchange traded funds. Certain Form N-CSR
items listed below may not be applicable.
 
 
 
3
7
11
15
19
23
26
28
 
29
29
29
29
29
29
29
 
30
30
30
31
31
31
32
 
33
33
34
34
35
35
36
 
37
37
37
37
38
38
Hartford Systematic ETFs
 
 
38
39
55
56
57
58
59
60
Item 7. Financial Statements and Financial Highlights for Open-End Management Investment Companies.
Hartford Disciplined US Equity ETF
Schedule of Investments
July 31, 2025  
 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7%
Automobiles & Components - 2.0%
2,023
Autoliv, Inc.
$225,666
7,669
Gentex Corp.
202,615
7,435
Tesla, Inc.*
2,291,987
 
2,720,268
Banks - 2.0%
1,339
Bank of America Corp.
63,295
4,873
Citigroup, Inc.
456,600
5,243
JP Morgan Chase & Co.
1,553,186
504
M&T Bank Corp.
95,105
6,957
Wells Fargo & Co.
560,943
 
2,729,129
Capital Goods - 5.6%
930
AAON, Inc.
77,655
799
Acuity, Inc.
248,769
3,125
Allison Transmission Holdings, Inc.
281,469
1,310
Armstrong World Industries, Inc.
246,503
752
BWX Technologies, Inc.
114,251
1,842
Cummins, Inc.
677,156
77
Curtiss-Wright Corp.
37,747
158
Deere & Co.
82,851
3,174
Donaldson Co., Inc.
228,433
1,755
Dycom Industries, Inc.*
471,762
502
Eaton Corp. PLC
193,130
1,525
EMCOR Group, Inc.
956,922
655
Emerson Electric Co.
95,309
2,854
General Electric Co.
773,662
312
Howmet Aerospace, Inc.
56,088
283
Lennox International, Inc.
172,347
314
Lockheed Martin Corp.
132,188
375
Mueller Industries, Inc.
32,014
967
NEXTracker, Inc. Class A*
56,337
438
Otis Worldwide Corp.
37,532
1,346
Owens Corning
187,673
1,632
PACCAR, Inc.
161,176
98
Parker-Hannifin Corp.
71,726
6,818
RTX Corp.
1,074,312
2,859
Snap-on, Inc.
918,282
664
Trane Technologies PLC
290,885
722
Vertiv Holdings Co. Class A
105,123
 
7,781,302
Commercial & Professional Services - 3.8%
570
Automatic Data Processing, Inc.
176,415
403
Booz Allen Hamilton Holding Corp.
43,254
287
Broadridge Financial Solutions, Inc.
71,036
3,175
Cintas Corp.
706,596
15,902
Genpact Ltd.
700,483
4,092
Paychex, Inc.
590,598
623
Republic Services, Inc.
143,695
4,952
Robert Half, Inc.
182,778
4,154
Rollins, Inc.
237,900
13,738
Veralto Corp.
1,440,155
2,982
Verisk Analytics, Inc.
831,113
837
Waste Management, Inc.
191,807
 
5,315,830
Consumer Discretionary Distribution & Retail - 5.7%
23,980
Amazon.com, Inc.*
5,613,958
3,453
Best Buy Co., Inc.
224,652
403
Dick's Sporting Goods, Inc.
85,239
7,053
eBay, Inc.
647,113
1,512
Home Depot, Inc.
555,675
1,910
LKQ Corp.
56,288
1,057
Lowe's Cos., Inc.
236,313
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7% - (continued)
Consumer Discretionary Distribution & Retail - 5.7% - (continued)
2,638
TJX Cos., Inc.
$328,510
1,109
Williams-Sonoma, Inc.
207,438
 
7,955,186
Consumer Durables & Apparel - 0.4%
1,458
Garmin Ltd.
318,952
859
Ralph Lauren Corp.
256,626
333
Tapestry, Inc.
35,974
 
611,552
Consumer Services - 1.8%
146
Booking Holdings, Inc.
803,593
1,123
Boyd Gaming Corp.
95,343
2,926
Darden Restaurants, Inc.
590,086
891
DoorDash, Inc. Class A*
222,973
119
Expedia Group, Inc.
21,446
3,495
H&R Block, Inc.
189,918
1,943
Starbucks Corp.
173,238
2,006
Texas Roadhouse, Inc.
371,371
 
2,467,968
Consumer Staples Distribution & Retail - 1.7%
25,251
Albertsons Cos., Inc. Class A
485,324
310
BJ's Wholesale Club Holdings, Inc.*
32,829
706
Costco Wholesale Corp.
663,386
3,935
Kroger Co.
275,844
8,937
Walmart, Inc.
875,647
 
2,333,030
Energy - 3.1%
10,374
Antero Midstream Corp.
190,363
1,204
Cheniere Energy, Inc.
284,000
7,741
Chevron Corp.
1,173,845
3,191
Chord Energy Corp.
352,063
1,791
ConocoPhillips
170,754
813
Coterra Energy, Inc.
19,829
4,355
EOG Resources, Inc.
522,687
6,146
Exxon Mobil Corp.
686,140
6,700
Kinder Morgan, Inc.
188,002
14,352
Permian Resources Corp.
203,224
105
Targa Resources Corp.
17,473
12,017
Viper Energy, Inc.
452,560
 
4,260,940
Equity Real Estate Investment Trusts (REITs) - 3.9%
6,607
Agree Realty Corp. REIT
473,722
6,315
Americold Realty Trust, Inc. REIT
101,545
2,577
Digital Realty Trust, Inc. REIT
454,686
2,186
EastGroup Properties, Inc. REIT
356,843
179
Equinix, Inc. REIT
140,545
912
First Industrial Realty Trust, Inc. REIT
44,433
22,988
Gaming & Leisure Properties, Inc. REIT
1,047,793
9,836
Lamar Advertising Co. Class A, REIT
1,202,451
9,603
Omega Healthcare Investors, Inc. REIT
373,557
767
Prologis, Inc. REIT
81,900
4,294
Simon Property Group, Inc. REIT
703,314
575
Terreno Realty Corp. REIT
31,907
10,521
VICI Properties, Inc. REIT
342,984
 
5,355,680
Financial Services - 7.3%
28,938
AGNC Investment Corp. REIT(1)
272,885
424
American Express Co.
126,907
6,500
Annaly Capital Management, Inc. REIT
132,145
9,417
Bank of New York Mellon Corp.
955,355
394
Berkshire Hathaway, Inc. Class B*
185,921
88
Blackrock, Inc.
97,329
The accompanying notes are an integral part of these financial statements.
 
3
Hartford Disciplined US Equity ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7% - (continued)
Financial Services - 7.3% - (continued)
187
Blackstone, Inc.
$32,344
270
Charles Schwab Corp.
26,387
3,065
CME Group, Inc.
852,928
741
Coinbase Global, Inc. Class A*
279,920
191
FactSet Research Systems, Inc.
76,954
5,940
Franklin Resources, Inc.
142,560
1,136
Jack Henry & Associates, Inc.
192,910
12,983
Janus Henderson Group PLC
562,164
565
LPL Financial Holdings, Inc.
223,587
1,192
Mastercard, Inc. Class A
675,232
323
Moody's Corp.
166,581
3,322
Morgan Stanley
473,252
106
MSCI, Inc.
59,504
289
Nasdaq, Inc.
27,808
2,046
Northern Trust Corp.
265,980
2,827
PayPal Holdings, Inc.*
194,385
715
Raymond James Financial, Inc.
119,498
46,732
Rithm Capital Corp. REIT
562,186
7,124
SEI Investments Co.
627,767
29,895
Starwood Property Trust, Inc. REIT
581,757
2,419
State Street Corp.
270,323
7,920
T. Rowe Price Group, Inc.
803,484
3,333
Visa, Inc. Class A
1,151,451
 
10,139,504
Food, Beverage & Tobacco - 3.9%
20,117
Altria Group, Inc.
1,246,047
442
Bunge Global SA
35,254
11,401
Cal-Maine Foods, Inc.
1,267,107
930
Coca-Cola Consolidated, Inc.
103,927
1,562
Hershey Co.
290,735
4,897
Ingredion, Inc.
644,151
11,043
PepsiCo, Inc.
1,523,051
11,049
Primo Brands Corp.
305,063
 
5,415,335
Health Care Equipment & Services - 3.3%
5,233
Abbott Laboratories
660,352
8,600
Boston Scientific Corp.*
902,312
3,415
Cardinal Health, Inc.
530,076
188
DaVita, Inc.*
26,389
897
Encompass Health Corp.
98,769
1,755
GE HealthCare Technologies, Inc.
125,167
307
Intuitive Surgical, Inc.*
147,695
426
Lantheus Holdings, Inc.*
30,327
9,340
Medtronic PLC
842,842
586
Penumbra, Inc.*
147,830
2,699
Quest Diagnostics, Inc.
451,839
792
Stryker Corp.
311,042
1,362
UnitedHealth Group, Inc.
339,901
 
4,614,541
Household & Personal Products - 1.1%
1,249
BellRing Brands, Inc.*
68,170
4,083
Colgate-Palmolive Co.
342,360
5,878
Kimberly-Clark Corp.
732,516
2,262
Procter & Gamble Co.
340,363
 
1,483,409
Insurance - 2.4%
352
Allstate Corp.
71,544
6,077
Axis Capital Holdings Ltd.
570,266
959
Chubb Ltd.
255,132
29,856
Old Republic International Corp.
1,079,892
223
Progressive Corp.
53,975
930
Prudential Financial, Inc.
96,330
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7% - (continued)
Insurance - 2.4% - (continued)
2,005
Travelers Cos., Inc.
$521,781
6,241
Unum Group
448,166
139
White Mountains Insurance Group Ltd.
248,504
 
3,345,590
Materials - 2.7%
72
Air Products & Chemicals, Inc.
20,727
11,144
Amcor PLC
104,196
4,115
CF Industries Holdings, Inc.
381,995
378
Corteva, Inc.
27,265
2,348
CRH PLC
224,117
442
Eastman Chemical Co.
32,094
2,977
Ecolab, Inc.
779,260
878
Element Solutions, Inc.
20,721
6,787
Knife River Corp.*
559,792
4,747
LyondellBasell Industries NV Class A
274,994
654
PPG Industries, Inc.
68,997
1,647
Reliance, Inc.
477,844
141
Royal Gold, Inc.
21,350
5,893
RPM International, Inc.
691,897
273
Sherwin-Williams Co.
90,330
 
3,775,579
Media & Entertainment - 9.0%
31,556
Alphabet, Inc. Class A
6,055,596
14,740
Fox Corp. Class A
821,902
4,883
Meta Platforms, Inc. Class A
3,776,707
1,064
Netflix, Inc.*
1,233,602
5,013
New York Times Co. Class A
260,125
1,778
ROBLOX Corp. Class A*
244,991
1,855
Trade Desk, Inc. Class A*
161,311
 
12,554,234
Pharmaceuticals, Biotechnology & Life Sciences - 5.3%
3,889
AbbVie, Inc.
735,099
166
Agilent Technologies, Inc.
19,058
315
Alnylam Pharmaceuticals, Inc.*
123,556
1,398
Biogen, Inc.*
178,944
20,268
Bristol-Myers Squibb Co.
877,807
1,215
Eli Lilly & Co.
899,185
9,464
Exelixis, Inc.*
342,786
10,923
Gilead Sciences, Inc.
1,226,544
11,709
Johnson & Johnson
1,928,941
4,186
Merck & Co., Inc.
327,010
1,510
West Pharmaceutical Services, Inc.
361,282
2,433
Zoetis, Inc.
354,707
 
7,374,919
Semiconductors & Semiconductor Equipment - 11.5%
2,340
Applied Materials, Inc.
421,340
12,500
Broadcom, Inc.
3,671,250
968
Credo Technology Group Holding Ltd.*
107,980
310
KLA Corp.
272,499
6,074
Lam Research Corp.
576,058
3,122
Marvell Technology, Inc.
250,915
50,480
NVIDIA Corp.
8,978,878
1,157
NXP Semiconductors NV
247,332
4,756
QUALCOMM, Inc.
697,991
2,575
Skyworks Solutions, Inc.
176,491
3,318
Texas Instruments, Inc.
600,757
 
16,001,491
Software & Services - 12.0%
942
Accenture PLC Class A
251,608
65
Adobe, Inc.*
23,250
399
Atlassian Corp. Class A*
76,520
The accompanying notes are an integral part of these financial statements.
 
4
Hartford Disciplined US Equity ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7% - (continued)
Software & Services - 12.0% - (continued)
111
Autodesk, Inc.*
$33,645
3,824
Clearwater Analytics Holdings, Inc. Class A*
77,474
1,522
Cloudflare, Inc. Class A*
316,089
5,291
Cognizant Technology Solutions Corp. Class A
379,682
1,257
Crowdstrike Holdings, Inc. Class A*
571,394
2,040
Datadog, Inc. Class A*
285,559
4,567
Dolby Laboratories, Inc. Class A
344,078
45,822
Dropbox, Inc. Class A*
1,244,984
478
Elastic NV*
40,009
37
Fair Isaac Corp.*
53,159
587
Fortinet, Inc.*
58,641
383
Gitlab, Inc. Class A*
16,779
1,226
Guidewire Software, Inc.*
277,346
401
HubSpot, Inc.*
208,380
198
InterDigital, Inc.
51,124
3,165
International Business Machines Corp.
801,220
15,349
Microsoft Corp.
8,188,691
4,472
Oracle Corp.
1,134,859
4,634
Palantir Technologies, Inc. Class A*
733,794
496
Palo Alto Networks, Inc.*
86,106
2,598
Salesforce, Inc.
671,141
661
ServiceNow, Inc.*
623,402
187
Snowflake, Inc. Class A*
41,795
 
16,590,729
Technology Hardware & Equipment - 7.0%
4,399
Amphenol Corp. Class A
468,537
30,059
Apple, Inc.
6,239,347
2,303
Arista Networks, Inc.*
283,776
5,273
Cisco Systems, Inc.
358,986
7,803
Corning, Inc.
493,462
178
F5, Inc.*
55,789
1,045
Flex Ltd.*
52,114
2,518
HP, Inc.
62,446
946
Jabil, Inc.
211,119
825
Keysight Technologies, Inc.*
135,226
7,958
NetApp, Inc.
828,666
2,378
TE Connectivity PLC
489,273
 
9,678,741
Telecommunication Services - 1.3%
26,938
AT&T, Inc.
738,371
242
T-Mobile U.S., Inc.
57,695
23,422
Verizon Communications, Inc.
1,001,525
 
1,797,591
Transportation - 1.0%
2,520
CH Robinson Worldwide, Inc.
290,606
654
FedEx Corp.
146,163
276
JB Hunt Transport Services, Inc.
39,758
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7% - (continued)
Transportation - 1.0% - (continued)
3,296
Ryder System, Inc.
$585,732
2,255
Uber Technologies, Inc.*
197,876
789
United Parcel Service, Inc. Class B
67,980
 
1,328,115
Utilities - 1.9%
7,422
CenterPoint Energy, Inc.
288,122
951
Constellation Energy Corp.
330,796
5,134
Evergy, Inc.
363,487
4,517
NextEra Energy, Inc.
320,978
2,952
NRG Energy, Inc.
493,575
12,626
OGE Energy Corp.
573,473
4,053
Xcel Energy, Inc.
297,652
 
2,668,083
Total Common Stocks
(cost $110,646,964)
$138,298,746
SHORT-TERM INVESTMENTS - 0.2%
Securities Lending Collateral - 0.2%
279,035
State Street Navigator Securities Lending
Government Money Market Portfolio, 4.26%(2)
$279,035
Total Short-Term Investments
(cost $279,035)
$279,035
Total Investments
(cost $110,925,999)
99.9
%
$138,577,781
Other Assets and Liabilities
0.1
%
139,332
Net Assets
100.0
%
$138,717,113
Note:
Percentage of investments as shown is the ratio of the total market value to net assets.
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.  
*
Non-income producing.
(1)
Represents entire or partial securities on loan. See Note 8 in the accompanying
Notes to Financial Statements for securities lending information.
(2)
Current yield as of period end.
 
Futures Contracts Outstanding at July 31, 2025
Description
Number of
Contracts
Expiration
Date
Current
Notional
Amount
Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
S&P 500 (E-Mini) Future
13
09/19/2025
$414,326
$13,553
Total futures contracts
$13,553
† See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
The accompanying notes are an integral part of these financial statements.
 
5
Hartford Disciplined US Equity ETF
Schedule of Investments – (continued)
July 31, 2025  
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of July 31, 2025 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Common Stocks 
$138,298,746
$138,298,746
$—
$—
Short-Term Investments 
279,035
279,035
—
—
Futures Contracts(2) 
13,553
13,553
—
—
Total
$138,591,334
$138,591,334
$—
$—
 
(1)
For the period ended July 31, 2025, there were no transfers in and out of Level 3.
(2)
Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.
The accompanying notes are an integral part of these financial statements.
 
6
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments
July 31, 2025  
 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 98.9%
Australia - 10.2%
470,989
AGL Energy Ltd.
$2,947,553
348,470
Ampol Ltd.
6,136,311
5,570
ANZ Group Holdings Ltd.
110,169
278,781
Bendigo & Adelaide Bank Ltd.
2,198,791
251,874
BHP Group Ltd.
6,365,135
296,541
BlueScope Steel Ltd.
4,538,356
586,986
Brambles Ltd.
9,036,328
13,781
Cochlear Ltd.
2,826,195
472,167
Coles Group Ltd.
6,305,057
213,021
Computershare Ltd.
5,781,022
22,124
EBOS Group Ltd.
534,191
1,385,688
Endeavour Group Ltd.
3,648,996
227,876
Fortescue Ltd.
2,607,178
814,460
Insurance Australia Group Ltd.
4,598,900
68,121
JB Hi-Fi Ltd.
4,899,129
718,450
Lottery Corp. Ltd.
2,507,151
754,620
Medibank Pvt Ltd.
2,477,896
274,690
Orica Ltd.
3,781,248
546,417
Origin Energy Ltd.
4,105,629
18,606
Pro Medicus Ltd.
3,856,072
1,044,385
Qantas Airways Ltd.
7,309,284
521,669
QBE Insurance Group Ltd.
7,792,336
89,935
Rio Tinto PLC
5,359,862
162,183
Santos Ltd.
821,797
184,712
Sonic Healthcare Ltd.
3,283,569
258,944
Stockland REIT
925,302
7,976
Technology One Ltd.
210,960
2,856,666
Telstra Group Ltd.
9,141,143
28,513
Wesfarmers Ltd.
1,574,207
123,374
Woolworths Group Ltd.
2,502,976
 
118,182,743
Austria - 0.2%
22,627
ANDRITZ AG
1,586,236
44,496
Raiffeisen Bank International AG
1,295,605
 
2,881,841
Belgium - 1.0%
5,262
Ackermans & van Haaren NV
1,297,273
37,370
Ageas SA
2,555,616
34,804
UCB SA
7,586,559
 
11,439,448
Brazil - 0.3%
107,236
Yara International ASA
4,001,510
Canada - 14.6%
30,272
Alimentation Couche-Tard, Inc.
1,576,496
98,014
Bank of Montreal
10,842,473
80,065
Bank of Nova Scotia
4,464,367
42,475
Canadian Imperial Bank of Commerce
3,042,421
1,700
Canadian National Railway Co.
159,087
52,123
CCL Industries, Inc. Class B
2,919,913
52,949
CGI, Inc.
5,115,857
699
Constellation Software, Inc.
2,416,850
32,161
Descartes Systems Group, Inc.*
3,401,347
47,572
Dollarama, Inc.
6,516,354
60,063
Element Fleet Management Corp.
1,565,709
92,475
Emera, Inc.(1)
4,351,686
7,022
Fairfax Financial Holdings Ltd.
12,447,461
107,570
Fortis, Inc.
5,275,213
26,063
George Weston Ltd.
4,963,385
75,725
Gildan Activewear, Inc.
3,833,491
172,059
Great-West Lifeco, Inc.
6,475,158
97,540
Hydro One Ltd.(2)
3,456,989
60,071
iA Financial Corp., Inc.
5,893,045
55,657
Imperial Oil Ltd.(1)
4,650,865
15,174
Intact Financial Corp.
3,143,346
149,042
Kinross Gold Corp.
2,384,672
Shares or Principal Amount
Market Value†
COMMON STOCKS - 98.9% - (continued)
Canada - 14.6% - (continued)
64,303
Loblaw Cos. Ltd.
$10,421,593
18,195
Magna International, Inc.
745,995
209,166
Manulife Financial Corp.
6,485,803
73,824
Metro, Inc.
5,657,410
22,149
National Bank of Canada
2,309,020
68,166
Nutrien Ltd.
4,053,327
156,627
Open Text Corp.
4,619,905
56,281
Power Corp. of Canada
2,273,141
25,891
RB Global, Inc.
2,802,960
15,760
Restaurant Brands International, Inc.
1,071,755
72,779
Royal Bank of Canada
9,359,067
31,064
Stantec, Inc.
3,403,098
69,565
Sun Life Financial, Inc.
4,250,733
107,192
Suncor Energy, Inc.
4,237,129
167,178
TELUS Corp.
2,698,935
17,796
Thomson Reuters Corp.(1)
3,579,409
25,745
Toronto-Dominion Bank
1,879,270
 
168,744,735
China - 1.7%
1,950,000
BOC Hong Kong Holdings Ltd.
8,768,790
551,000
SITC International Holdings Co. Ltd.
1,786,363
142,900
Wilmar International Ltd.
324,935
4,663,800
Yangzijiang Shipbuilding Holdings Ltd.
9,202,858
 
20,082,946
Denmark - 0.8%
4,401
AP Moller - Maersk AS Class B
8,771,827
3,984
Carlsberg AS Class B
500,089
5,699
Novo Nordisk AS Class B
274,904
 
9,546,820
Finland - 2.1%
52,248
Elisa OYJ
2,700,588
84,536
Fortum OYJ
1,556,799
50,635
Kesko OYJ Class B
1,105,768
91,338
Kone OYJ Class B
5,638,935
15,230
Konecranes OYJ
1,277,728
2,114,243
Nokia OYJ ADR
8,626,111
35,849
Orion OYJ Class B
2,884,477
 
23,790,406
France - 5.3%
3,837
Air Liquide SA
758,875
73,063
BNP Paribas SA
6,694,957
29,364
Cie de Saint-Gobain SA
3,370,938
202,442
Cie Generale des Etablissements Michelin SCA
7,243,097
62,356
Danone SA
5,130,043
396,218
Engie SA
8,897,498
13,618
EssilorLuxottica SA
4,061,836
849,923
Orange SA
12,981,738
113,197
TotalEnergies SE
6,739,690
37,394
Vinci SA
5,226,864
 
61,105,536
Germany - 4.6%
20,543
Allianz SE
8,163,535
57,452
Bayerische Motoren Werke AG
5,515,670
33,795
Daimler Truck Holding AG
1,656,667
17,983
Deutsche Boerse AG
5,229,998
31,886
Deutsche Post AG
1,439,732
141,944
Deutsche Telekom AG
5,114,303
132,730
E.ON SE
2,423,821
54,267
Heidelberg Materials AG
12,577,535
32,488
Mercedes-Benz Group AG
1,862,925
1,636
Merck KGaA
206,535
6,066
Muenchener Rueckversicherungs-Gesellschaft AG
in Muenchen
3,996,298
The accompanying notes are an integral part of these financial statements.
 
7
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
COMMON STOCKS - 98.9% - (continued)
Germany - 4.6% - (continued)
65,582
RWE AG
$2,695,471
8,507
SAP SE
2,441,961
 
53,324,451
Guatemala - 0.1%
27,790
Millicom International Cellular SA
1,115,769
Hong Kong - 2.5%
1,031,000
CK Asset Holdings Ltd.
4,734,720
303,480
CLP Holdings Ltd.
2,634,670
337,100
Hang Seng Bank Ltd.
4,921,231
1,427,000
HKT Trust & HKT Ltd.
2,246,843
44,326
Jardine Matheson Holdings Ltd.
2,417,097
1,343,591
Sino Land Co. Ltd.
1,548,981
462,000
Sun Hung Kai Properties Ltd.
5,502,802
17,500
Swire Pacific Ltd. Class A
158,392
5,053,292
WH Group Ltd.(2)
5,091,916
 
29,256,652
Ireland - 0.5%
663,739
AIB Group PLC
5,279,792
Israel - 3.8%
63,325
Amot Investments Ltd.
434,162
489,936
Bank Hapoalim BM
9,242,441
550,533
Bank Leumi Le-Israel BM
10,234,663
681,747
Bezeq The Israeli Telecommunication Corp. Ltd.
1,273,026
7,183
Check Point Software Technologies Ltd.*
1,337,475
7,576
FIBI Holdings Ltd.
554,254
28,134
First International Bank of Israel Ltd.
1,963,724
52,789
Harel Insurance Investments & Financial Services
Ltd.
1,601,128
176,741
ICL Group Ltd.
1,107,041
478,629
Israel Discount Bank Ltd. Class A
4,600,628
15,637
Matrix IT Ltd.
577,065
105,833
Migdal Insurance & Financial Holdings Ltd.
324,743
65,629
Mizrahi Tefahot Bank Ltd.
4,072,070
31,243
Partner Communications Co. Ltd.
289,168
1,913
Paz Retail & Energy Ltd.
354,564
95,113
Phoenix Financial Ltd.
3,260,521
107,377
Shufersal Ltd.
1,302,729
33,898
Tower Semiconductor Ltd.*
1,586,689
 
44,116,091
Italy - 1.7%
1,568,676
A2A SpA
3,829,647
293,252
Banca Monte dei Paschi di Siena SpA
2,505,900
312,040
Enel SpA
2,761,805
27,036
Leonardo SpA
1,462,725
50,126
Recordati Industria Chimica e Farmaceutica SpA
2,891,534
325,757
Unipol Assicurazioni SpA
6,567,666
 
20,019,277
Japan - 19.9%
86,700
Air Water, Inc.
1,292,190
89,682
Alfresa Holdings Corp.
1,309,222
199,500
ALSOK Co. Ltd.
1,396,546
54,100
Amada Co. Ltd.
613,453
72,100
ANA Holdings, Inc.
1,345,273
76,600
Asahi Kasei Corp.
537,236
33,100
Bandai Namco Holdings, Inc.
1,079,470
67,400
BIPROGY, Inc.
2,728,783
92,693
Bridgestone Corp.
3,776,210
171,900
Brother Industries Ltd.
2,944,099
246,203
Canon, Inc.(1)
7,034,605
77,900
COMSYS Holdings Corp.
1,796,677
69,600
Concordia Financial Group Ltd.
467,561
172,400
Dai Nippon Printing Co. Ltd.
2,669,711
6,500
Daito Trust Construction Co. Ltd.
670,321
212,800
Daiwa House Industry Co. Ltd.
7,075,658
Shares or Principal Amount
Market Value†
COMMON STOCKS - 98.9% - (continued)
Japan - 19.9% - (continued)
51,800
Fujitsu Ltd.
$1,137,573
140,100
Haseko Corp.
2,089,933
2,000
Hirose Electric Co. Ltd.
254,228
12,600
Iyogin Holdings, Inc.
148,024
338,400
Japan Airlines Co. Ltd.
6,765,976
1,603
Japan Metropolitan Fund Invest REIT
1,172,732
416,700
Japan Post Bank Co. Ltd.
4,693,222
292,581
Japan Post Holdings Co. Ltd.
2,726,634
180,200
Japan Post Insurance Co. Ltd.
4,641,053
196,800
KDDI Corp.
3,250,250
2,022
KDX Realty Investment Corp. REIT
2,183,295
85,600
Kinden Corp.
2,711,989
133,400
Kirin Holdings Co. Ltd.
1,771,930
21,500
Komatsu Ltd.
695,023
316,600
Kuraray Co. Ltd.
3,951,846
123,200
Kyowa Kirin Co. Ltd.
2,125,987
131,300
Kyushu Railway Co.
3,193,182
242,900
Lion Corp.
2,384,696
22,600
McDonald's Holdings Co. Japan Ltd.
907,033
623,200
Mebuki Financial Group, Inc.
3,410,943
97,850
Medipal Holdings Corp.
1,631,971
64,932
MEIJI Holdings Co. Ltd.
1,321,119
357,500
Mitsubishi Chemical Group Corp.
1,965,009
139,700
Mitsubishi UFJ Financial Group, Inc.
1,959,114
274,700
Mizuho Financial Group, Inc.
8,181,039
72,100
MS&AD Insurance Group Holdings, Inc.
1,554,154
295,785
NEC Corp.
8,645,857
166,500
NGK Insulators Ltd.
2,120,871
149,900
NHK Spring Co. Ltd.
1,707,224
96,400
Nihon Kohden Corp.
1,068,442
106,100
Nippon Express Holdings, Inc.
2,337,803
119,800
Niterra Co. Ltd.
4,158,512
54,300
Nomura Real Estate Holdings, Inc.
303,368
1,153,500
NTT, Inc.
1,170,401
79,200
Obayashi Corp.
1,172,778
293,100
Oji Holdings Corp.
1,439,646
424,200
Ono Pharmaceutical Co. Ltd.
4,765,009
1,362
Orix J, Inc. REIT
1,790,117
81,746
Osaka Gas Co. Ltd.
2,069,519
91,400
Otsuka Corp.
1,741,516
77,300
Otsuka Holdings Co. Ltd.
3,751,101
242,100
Panasonic Holdings Corp.
2,317,320
97,900
Resona Holdings, Inc.
903,572
410,800
Ricoh Co. Ltd.
3,631,811
233,200
Sankyo Co. Ltd.
4,371,289
324,100
Santen Pharmaceutical Co. Ltd.
3,595,368
97,000
Sanwa Holdings Corp.
2,667,105
137,200
SCSK Corp.
4,297,557
2,300
Secom Co. Ltd.
82,772
160,400
Sega Sammy Holdings, Inc.
3,309,359
216,000
Seiko Epson Corp.
2,763,600
292,865
Sekisui Chemical Co. Ltd.
5,122,875
49,200
Shimamura Co. Ltd.
3,592,864
138,400
Shionogi & Co. Ltd.
2,341,383
259,500
Skylark Holdings Co. Ltd.
4,954,804
2,483,400
SoftBank Corp.
3,607,238
74,700
Sompo Holdings, Inc.
2,219,731
191,493
Subaru Corp.
3,536,694
157,700
Sumitomo Electric Industries Ltd.
3,937,916
169,800
Sumitomo Mitsui Financial Group, Inc.
4,349,507
136,900
Sumitomo Mitsui Trust Group, Inc.
3,617,737
32,400
Suntory Beverage & Food Ltd.
983,443
109,700
Taiheiyo Cement Corp.
2,707,238
531,400
Takashimaya Co. Ltd.
4,118,928
184,800
Takeda Pharmaceutical Co. Ltd.
5,157,381
92,000
TIS, Inc.
2,956,324
131,200
Tohoku Electric Power Co., Inc.(1)
924,533
The accompanying notes are an integral part of these financial statements.
 
8
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
COMMON STOCKS - 98.9% - (continued)
Japan - 19.9% - (continued)
64,996
Tokyo Gas Co. Ltd.
$2,180,569
37,800
Tokyo Tatemono Co. Ltd.
638,979
198,700
Tosoh Corp.
3,010,966
18,319
Toyo Suisan Kaisha Ltd.
1,176,472
11,400
Yokogawa Electric Corp.
305,197
 
231,187,666
Netherlands - 2.9%
290,676
Koninklijke Ahold Delhaize NV
11,511,183
1,533,446
Koninklijke KPN NV
6,880,013
109,237
NN Group NV
7,396,608
46,984
Wolters Kluwer NV
7,351,114
 
33,138,918
New Zealand - 0.5%
161,452
Contact Energy Ltd.(1)
868,303
98,709
Fisher & Paykel Healthcare Corp. Ltd.(1)
2,144,442
30,810
Freightways Group Ltd.
202,804
362,307
Kiwi Property Group Ltd. REIT
208,541
1,568,221
Spark New Zealand Ltd.
2,251,628
 
5,675,718
Norway - 1.8%
39,196
Aker BP ASA
953,107
440,105
Equinor ASA
11,445,736
33,051
Europris ASA(2)
312,418
250,665
Hoegh Autoliners ASA
2,544,773
186,446
Orkla ASA
1,974,325
25,608
SpareBank 1 SMN
479,249
204,887
Telenor ASA
3,158,860
 
20,868,468
Singapore - 2.8%
93,708
BW LPG Ltd.(2)
1,264,498
62,009
DBS Group Holdings Ltd.
2,289,938
616,852
Oversea-Chinese Banking Corp. Ltd.
8,021,192
520,500
Sembcorp Industries Ltd.
3,113,331
896,600
Singapore Airlines Ltd.(1)
4,699,487
734,600
Singapore Technologies Engineering Ltd.
4,965,847
280,100
United Overseas Bank Ltd.
7,813,481
 
32,167,774
Spain - 0.5%
33,785
CaixaBank SA
319,016
212,989
Iberdrola SA
3,743,189
34,786
Repsol SA
528,734
133,937
Telefonica SA(1)
693,518
 
5,284,457
Sweden - 2.9%
92,903
Essity AB Class B
2,298,825
182,451
Securitas AB Class B
2,719,996
218,103
SKF AB Class B
5,110,777
150,560
SSAB AB Class A
873,143
43,680
Swedish Orphan Biovitrum AB*
1,206,595
344,232
Tele2 AB Class B
5,336,411
1,027,568
Telefonaktiebolaget LM Ericsson Class B
7,511,086
1,471,108
Telia Co. AB(1)
5,216,813
111,975
Volvo AB Class B
3,226,231
 
33,499,877
Switzerland - 1.7%
9,556
ABB Ltd.
629,810
180,993
Sandoz Group AG
10,415,372
4,838
Schindler Holding AG
1,706,899
6,682
Sonova Holding AG
1,829,208
8,064
Zurich Insurance Group AG
5,527,273
 
20,108,562
United Kingdom - 10.8%
101,191
AstraZeneca PLC ADR
7,396,050
Shares or Principal Amount
Market Value†
COMMON STOCKS - 98.9% - (continued)
United Kingdom - 10.8% - (continued)
529,824
Aviva PLC
$4,547,611
416,754
BAE Systems PLC
9,949,266
200,338
Beazley PLC
2,371,474
5,115
British American Tobacco PLC ADR
274,573
1,236,091
BT Group PLC
3,387,702
121,821
Bunzl PLC
3,633,714
774,000
CK Hutchison Holdings Ltd.
5,067,975
34,923
Coca-Cola Europacific Partners PLC
3,384,737
142,643
Compass Group PLC
5,030,630
46,875
DCC PLC
2,952,725
867,502
HSBC Holdings PLC
10,593,825
290,234
Imperial Brands PLC
11,345,757
38,373
Intertek Group PLC
2,508,577
1,559,010
Lloyds Banking Group PLC
1,605,104
911,782
NatWest Group PLC
6,358,817
24,373
Next PLC
3,970,469
246,833
Pearson PLC
3,503,283
37,859
Reckitt Benckiser Group PLC
2,841,712
70,678
RELX PLC
3,681,409
38,388
Sage Group PLC
619,769
293,541
Smith & Nephew PLC
4,515,818
59,931
Smiths Group PLC
1,865,364
42,068
SSE PLC
1,029,073
395,743
Standard Chartered PLC
7,125,027
1,323,657
Tesco PLC
7,451,568
60,525
Unilever PLC
3,530,621
4,656,125
Vodafone Group PLC
5,053,812
 
125,596,462
United States - 5.7%
38,338
Amrize Ltd.*
1,938,499
19,644
BP PLC ADR
631,555
14,102
CSL Ltd.
2,459,656
266,810
GSK PLC ADR(1)
9,911,992
900,906
Haleon PLC
4,286,009
38,338
Holcim AG
3,067,795
28,495
Nestle SA
2,494,913
96,606
Novartis AG
11,205,368
30,162
Roche Holding AG
9,549,474
91,521
Sanofi SA
8,258,517
110,074
Shell PLC
3,949,017
43,914
Swiss Re AG
7,908,900
 
65,661,695
Total Common Stocks
(cost $910,142,103)
$1,146,077,614
PREFERRED STOCKS - 0.3%
Germany - 0.3%
36,030
Henkel AG & Co. KGaA (Preference Shares)(3)
$2,786,873
14,845
Volkswagen AG (Preference Shares)(3)
1,565,196
Total Preferred Stocks
(cost $4,634,737)
$4,352,069
WARRANTS - 0.0%
Canada - 0.0%
1,030
Constellation Software, Inc. Expires
03/31/2040*(4)(5)
$—
Total Warrants
(cost $—)
$—
Total Long-Term Investments
(cost $914,776,840)
$1,150,429,683
The accompanying notes are an integral part of these financial statements.
 
9
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
SHORT-TERM INVESTMENTS - 1.2%
Securities Lending Collateral - 1.2%
13,608,730
State Street Navigator Securities Lending
Government Money Market Portfolio,
4.26%(6)
$13,608,730
Total Short-Term Investments
(cost $13,608,730)
$13,608,730
Total Investments
(cost $928,385,570)
100.4
%
$1,164,038,413
Other Assets and Liabilities
(0.4
)%
(5,106,342
)
Net Assets
100.0
%
$1,158,932,071
Note:
Percentage of investments as shown is the ratio of the total market value to net assets.
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.  
*
Non-income producing.
(1)
Represents entire or partial securities on loan. See Note 8 in the accompanying
Notes to Financial Statements for securities lending information.
(2)
Security was purchased pursuant to Rule 144A under the Securities Act of 1933
and may be sold in transactions that are exempt from registration (typically only to
qualified institutional buyers) or in a public offering registered under the Securities
Act of 1933. At July 31, 2025, the aggregate value of these securities was
$10,125,821, representing 0.9% of net assets.
(3)
Currently no rate available.
(4)
Investment in securities not registered under the Securities Act of 1933 (excluding
securities acquired pursuant to Rule 144A and Regulation S). At the end of the
period, the value of such restricted securities amounted to $0 or 0.0% of net
assets.
 
Period
Acquired
Security Name
Shares/
Par Value
Total Cost
Market Value
08/2023
Constellation Software,
Inc. Expires
03/31/2040 Warrants
1,030
$—
$—
 
(5)
Investment valued using significant unobservable inputs.
(6)
Current yield as of period end.
 
Futures Contracts Outstanding at July 31, 2025
Description
Number of
Contracts
Expiration
Date
Current
Notional
Amount
Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
MSCI EAFE Index Future
33
09/19/2025
$4,312,110
$(86,509
)
Total futures contracts
$(86,509
)
† See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of July 31, 2025 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Common Stocks 
$1,146,077,614
$1,146,077,614
$—
$—
Preferred Stocks 
4,352,069
4,352,069
—
—
Warrants 
—
—
—
—
Short-Term Investments 
13,608,730
13,608,730
—
—
Total
$1,164,038,413
$1,164,038,413
$—
$—
Liabilities
Futures Contracts(2) 
$(86,509
)
$(86,509
)
$—
$—
Total
$(86,509
)
$(86,509
)
$—
$—
 
(1)
For the period ended July 31, 2025, there were no transfers in and out of Level 3.
(2)
Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended July 31, 2025 is not presented.
The accompanying notes are an integral part of these financial statements.
 
10
Hartford Multifactor Emerging Markets ETF
Schedule of Investments
July 31, 2025  
 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 97.3%
Brazil - 2.9%
18,985
Ambev SA
$42,253
9,418
Banco do Brasil SA
33,140
10,817
Cia de Saneamento Basico do Estado de Sao Paulo
SABESP
209,267
3,997
Embraer SA
57,586
46,307
Lojas Renner SA
134,573
3,932
Suzano SA
36,626
31,311
Telefonica Brasil SA
176,058
38,921
TIM SA
143,975
23,377
Vale SA ADR
222,783
20,407
Vibra Energia SA
77,311
 
1,133,572
Chile - 0.7%
742,609
Banco de Chile
101,621
12,598
Cencosud SA
37,701
89,557
Colbun SA
13,170
9,264
Empresas Copec SA
60,925
293,382
Enel Chile SA
18,668
9,900
Falabella SA
49,041
 
281,126
China - 21.1%
13,500
AAC Technologies Holdings, Inc.
68,704
519,000
Agricultural Bank of China Ltd. Class H
340,490
12,500
Alibaba Group Holding Ltd.
184,236
158,000
Aluminum Corp. of China Ltd. Class H
125,394
6,600
ANTA Sports Products Ltd.
75,669
560,000
Bank of China Ltd. Class H
323,873
100,000
Bank of Communications Co. Ltd. Class H
90,064
16,000
BYD Co. Ltd. Class H(1)
235,210
16,500
BYD Electronic International Co. Ltd.
69,153
17,000
China Coal Energy Co. Ltd. Class H
20,920
404,000
China Construction Bank Corp. Class H
414,293
11,000
China Everbright Bank Co. Ltd. Class H
5,171
202,000
China Feihe Ltd.(2)
120,171
103,500
China Hongqiao Group Ltd.(1)
274,242
81,000
China Life Insurance Co. Ltd. Class H
234,745
48,000
China Merchants Bank Co. Ltd. Class H
311,847
89,500
China Overseas Land & Investment Ltd.
155,057
152,000
China Petroleum & Chemical Corp. Class H
89,070
35,500
China Resources Land Ltd.
130,468
9,000
China Shenhua Energy Co. Ltd. Class H
39,038
38,000
China State Construction International Holdings Ltd.
58,283
129,700
China Tower Corp. Ltd. Class H(2)
181,745
18,000
CITIC Ltd.
27,011
169,000
COSCO SHIPPING Holdings Co. Ltd. Class H(1)
309,151
400,000
CSPC Pharmaceutical Group Ltd.
505,478
5,600
ENN Energy Holdings Ltd.
45,692
6,800
Fuyao Glass Industry Group Co. Ltd. Class H(2)
49,159
38,000
Geely Automobile Holdings Ltd.
85,585
24,000
Haidilao International Holding Ltd.(2)
42,558
8,000
Hansoh Pharmaceutical Group Co. Ltd.(2)
36,025
37,000
Hisense Home Appliances Group Co. Ltd. Class H(1)
106,522
482,000
Industrial & Commercial Bank of China Ltd. Class H
369,636
13,406
JD.com, Inc. Class A
209,885
21,000
Jiangxi Copper Co. Ltd. Class H
42,214
130,000
Kunlun Energy Co. Ltd.
125,363
214,000
Lenovo Group Ltd.
275,883
27,500
Li Ning Co. Ltd.
58,363
6,900
Meituan Class B*(2)
106,884
1,980
NetEase, Inc.
51,556
450,000
People's Insurance Co. Group of China Ltd. Class H
346,242
220,000
PetroChina Co. Ltd. Class H
214,955
74,000
PICC Property & Casualty Co. Ltd. Class H
153,845
Shares or Principal Amount
Market Value†
COMMON STOCKS - 97.3% - (continued)
China - 21.1% - (continued)
14,000
Ping An Insurance Group Co. of China Ltd. Class H
$96,216
323,000
Postal Savings Bank of China Co. Ltd. Class H(2)
228,363
24,600
Shanghai Pharmaceuticals Holding Co. Ltd. Class H
39,297
81,200
Sinopharm Group Co. Ltd. Class H
195,087
2,800
Sunny Optical Technology Group Co. Ltd.
26,092
1,200
Tencent Holdings Ltd.
84,076
86,000
Tingyi Cayman Islands Holding Corp.
126,864
2,000
Trip.com Group Ltd.
125,350
131,000
Want Want China Holdings Ltd.
94,620
60,000
Weichai Power Co. Ltd. Class H
127,185
4,200
WuXi AppTec Co. Ltd. Class H(1)(2)
56,553
38,200
Xiaomi Corp. Class B*(2)
258,641
2,300
Zhuzhou CRRC Times Electric Co. Ltd. Class H
9,346
45,400
ZTE Corp. Class H(1)
144,008
 
8,321,548
India - 14.9%
6,602
Aurobindo Pharma Ltd.*
85,903
2,440
Axis Bank Ltd.
29,760
2,113
Bajaj Finance Ltd.
21,256
34,126
Bank of Baroda
92,667
21,087
Bharat Petroleum Corp. Ltd.
79,270
8,407
Bharti Airtel Ltd.
183,719
81,152
Canara Bank
99,357
5,278
Cipla Ltd.
93,668
31,211
Coal India Ltd.
134,092
8,172
Coforge Ltd.
163,088
1,490
Coromandel International Ltd.
45,779
1,617
Divi's Laboratories Ltd.
121,747
8,695
Dr. Reddy's Laboratories Ltd. ADR
123,643
23,773
Embassy Office Parks REIT
107,384
6,943
Eternal Ltd.*
24,396
7,949
Federal Bank Ltd.
18,369
241
Fortis Healthcare Ltd.
2,359
39,935
GAIL India Ltd.
81,002
1,758
Glenmark Pharmaceuticals Ltd.
42,829
19,019
HCL Technologies Ltd.
318,703
6,071
HDFC Bank Ltd.
139,871
714
Hero MotoCorp Ltd.
34,728
12,579
Hindalco Industries Ltd.
98,085
852
Hindustan Unilever Ltd.
24,522
3,485
ICICI Bank Ltd. ADR
117,444
2,498
Indus Towers Ltd.*
10,351
15,615
Infosys Ltd. ADR
261,083
2,801
JSW Steel Ltd.
33,520
4,978
Kotak Mahindra Bank Ltd.
112,438
6,621
Krishna Institute of Medical Sciences Ltd.*(2)
56,778
2,095
Larsen & Toubro Ltd.
86,970
3,969
Laurus Labs Ltd.(2)
39,616
1,352
LTIMindtree Ltd.(2)
78,806
4,468
Lupin Ltd.
98,394
5,759
Mahindra & Mahindra Ltd.
210,581
1,307
Maruti Suzuki India Ltd.
188,115
3,721
Max Healthcare Institute Ltd.
52,927
1,304
Mphasis Ltd.
41,535
85,187
National Aluminium Co. Ltd.
179,965
65,560
NMDC Ltd.
52,980
38,230
NTPC Ltd.
145,874
3,763
Oberoi Realty Ltd.
70,025
10,288
Oil & Natural Gas Corp. Ltd.
28,304
89
Oracle Financial Services Software Ltd.
8,611
13
Page Industries Ltd.
7,243
2,113
Persistent Systems Ltd.
124,478
9,586
Petronet LNG Ltd.
31,538
The accompanying notes are an integral part of these financial statements.
 
11
Hartford Multifactor Emerging Markets ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
COMMON STOCKS - 97.3% - (continued)
India - 14.9% - (continued)
64,000
Piramal Pharma Ltd.
$143,951
16,117
Power Grid Corp. of India Ltd.
53,540
25,066
Samvardhana Motherson International Ltd.
27,805
8,107
State Bank of India
73,718
11,353
Sun Pharmaceutical Industries Ltd.
221,192
6,414
Tata Consultancy Services Ltd.
222,355
23,974
Tata Motors Ltd.
182,257
5,691
Tata Steel Ltd.
10,261
10,310
Tech Mahindra Ltd.
172,271
1,970
Torrent Pharmaceuticals Ltd.
84,151
78,998
Union Bank of India Ltd.
118,102
43,816
Vedanta Ltd.
212,906
45,317
Wipro Ltd. ADR(1)
123,262
 
5,849,544
Indonesia - 3.5%
1,534,100
Alamtri Resources Indonesia Tbk. PT
172,475
626,100
Astra International Tbk. PT
194,051
38,300
Bank Central Asia Tbk. PT
19,261
77,800
Bank Negara Indonesia Persero Tbk. PT
18,959
387,600
Bank Rakyat Indonesia Persero Tbk. PT
87,390
340,500
Indofood Sukses Makmur Tbk. PT
176,406
1,156,500
Kalbe Farma Tbk. PT
100,504
2,988,200
Perusahaan Gas Negara Tbk. PT
296,005
124,900
Sumber Alfaria Trijaya Tbk. PT
17,610
724,500
Telkom Indonesia Persero Tbk. PT
126,804
110,700
United Tractors Tbk. PT
162,468
 
1,371,933
Malaysia - 3.2%
37,800
Alliance Bank Malaysia Bhd.
39,794
57,400
AMMB Holdings Bhd.
67,965
107,146
CIMB Group Holdings Bhd.
164,550
61,500
Gamuda Bhd.
74,694
35,500
IHH Healthcare Bhd.
55,352
157,800
KPJ Healthcare Bhd.
95,827
76,644
Malayan Banking Bhd.
168,743
3,200
Petronas Gas Bhd.
13,490
28,700
Press Metal Aluminium Holdings Bhd.
35,934
49,700
Public Bank Bhd.
49,059
59,394
RHB Bank Bhd.
85,366
65,700
Sime Darby Bhd.
25,109
78,000
Telekom Malaysia Bhd.
123,447
67,700
Tenaga Nasional Bhd.
206,671
13,800
United Plantations Bhd.
70,084
 
1,276,085
Mexico - 2.0%
22,660
Alfa SAB de CV Class A
16,560
5,324
Arca Continental SAB de CV
55,614
244
Coca-Cola Femsa SAB de CV ADR
20,262
22,660
Controladora Alpek SAB de CV*
3,249
1,290
Fomento Economico Mexicano SAB de CV ADR
116,693
404
Gruma SAB de CV Class B
6,973
5,661
Grupo Aeroportuario del Centro Norte SAB de CV
75,466
13,275
Grupo Financiero Banorte SAB de CV Class O
118,455
33,989
Grupo Mexico SAB de CV Series B
212,453
11,528
Prologis Property Mexico SA de CV REIT
43,777
32,605
Wal-Mart de Mexico SAB de CV
96,282
 
765,784
Philippines - 1.3%
42,470
BDO Unibank, Inc.
103,895
27,990
International Container Terminal Services, Inc.
214,966
13,050
Manila Electric Co.
120,136
Shares or Principal Amount
Market Value†
COMMON STOCKS - 97.3% - (continued)
Philippines - 1.3% - (continued)
14,990
Metropolitan Bank & Trust Co.
$19,068
2,435
PLDT, Inc.
54,976
 
513,041
Poland - 3.2%
3,255
Asseco Poland SA
176,785
727
Bank Polska Kasa Opieki SA
39,855
825
CCC SA*
42,830
399
Grupa Kety SA
93,392
21
LPP SA
93,864
11,106
ORLEN SA
248,829
11,345
Powszechna Kasa Oszczednosci Bank Polski SA
250,295
19,394
Powszechny Zaklad Ubezpieczen SA
327,319
 
1,273,169
Russia - 0.0%
70,980
Gazprom PJSC*(3)
—
3,097
Gazprom PJSC ADR*(3)
—
38,700
GMK Norilskiy Nickel PAO*(3)
—
310
LUKOIL PJSC*(3)
—
87
LUKOIL PJSC ADR*(3)
—
7
MMC Norilsk Nickel PJSC ADR*(3)
—
64,472
Sberbank of Russia PJSC*(3)
—
 
—
Saudi Arabia - 5.5%
5,055
Al Rajhi Bank
127,686
23,862
Arab National Bank
138,295
1,015
Arabian Internet & Communications Services Co.
64,589
10,267
Banque Saudi Fransi
46,968
11,111
Dar Al Arkan Real Estate Development Co.*
56,575
439
Elm Co.
106,500
15,553
Etihad Etisalat Co.
253,751
28,104
Jarir Marketing Co.
96,275
18,558
Riyad Bank
139,515
3,343
SABIC Agri-Nutrients Co.
106,232
38,771
Saudi Arabian Oil Co.(2)
251,162
6,461
Saudi Awwal Bank
55,807
16,740
Saudi Electricity Co.
65,914
54,020
Saudi Investment Bank
207,232
17,041
Saudi National Bank
170,360
23,350
Saudi Telecom Co.
261,692
 
2,148,553
South Africa - 2.2%
22,648
FirstRand Ltd.
97,017
11,117
Gold Fields Ltd. ADR
270,810
6,651
Harmony Gold Mining Co. Ltd. ADR
89,523
4,181
Mr. Price Group Ltd.
48,857
7,770
MTN Group Ltd.
65,894
1,976
Nedbank Group Ltd.
27,163
7,794
Old Mutual Ltd.
5,504
13,598
Standard Bank Group Ltd.
176,276
8,969
Vodacom Group Ltd.
68,984
 
850,028
South Korea - 14.0%
9,610
BNK Financial Group, Inc.
101,103
5,933
Coway Co. Ltd.
465,895
858
DB Insurance Co. Ltd.
79,192
4,138
Doosan Bobcat, Inc.*
165,305
1,685
Hankook Tire & Technology Co. Ltd.
54,008
392
HD Hyundai Electric Co. Ltd.
141,615
83
HD Korea Shipbuilding & Offshore Engineering Co. Ltd.
21,486
2,632
HMM Co. Ltd.
44,506
2,862
Hyundai Glovis Co. Ltd.
304,402
The accompanying notes are an integral part of these financial statements.
 
12
Hartford Multifactor Emerging Markets ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
COMMON STOCKS - 97.3% - (continued)
South Korea - 14.0% - (continued)
1,068
Hyundai Mobis Co. Ltd.
$226,800
877
Hyundai Motor Co.
134,699
7,115
JB Financial Group Co. Ltd.
118,515
3,257
KB Financial Group, Inc.
260,457
4,155
Kia Corp.
306,502
145
Korea Zinc Co. Ltd.
83,646
3,271
Korean Air Lines Co. Ltd.
55,900
1,071
KT&G Corp.
100,937
1,526
LG Electronics, Inc.
85,169
540
LS Electric Co. Ltd.
120,904
798
NAVER Corp.
135,225
810
Orion Corp.
65,008
844
Samsung E&A Co. Ltd.
16,128
1,515
Samsung Electro-Mechanics Co. Ltd.
162,446
9,335
Samsung Electronics Co. Ltd.
480,617
812
Samsung Fire & Marine Insurance Co. Ltd.
257,922
2,033
Samsung SDS Co. Ltd.
234,115
283
Samyang Foods Co. Ltd.
294,265
2,664
SK Hynix, Inc.
525,385
1,183
SK Square Co. Ltd.*
129,748
6,171
SK Telecom Co. Ltd.
249,635
5,848
Woori Financial Group, Inc.
104,157
 
5,525,692
Taiwan - 15.9%
8,000
Accton Technology Corp.
239,082
5,000
Advantech Co. Ltd.
56,202
47,000
ASE Technology Holding Co. Ltd.
240,137
13,000
Asustek Computer, Inc.
288,332
5,039
Bizlink Holding, Inc.
153,799
3,000
Catcher Technology Co. Ltd.
21,308
51,000
Cathay Financial Holding Co. Ltd.
104,059
48,000
Chicony Electronics Co. Ltd.
210,671
12,000
Chroma ATE, Inc.
173,080
21,000
Chunghwa Telecom Co. Ltd.
90,761
127,000
Compal Electronics, Inc.
125,521
68,000
CTBC Financial Holding Co. Ltd.
93,978
17,000
Delta Electronics, Inc.
322,942
6,000
Elite Material Co. Ltd.
222,129
177,000
Eva Airways Corp.
224,456
27,000
Evergreen Marine Corp. Taiwan Ltd.
179,111
12,000
Far EasTone Telecommunications Co. Ltd.*
32,847
17,000
Fubon Financial Holding Co. Ltd.
46,932
51,224
Hon Hai Precision Industry Co. Ltd.
305,482
4,000
International Games System Co. Ltd.
105,336
95,000
KGI Financial Holding Co. Ltd.
48,379
27,000
King Yuan Electronics Co. Ltd.
106,743
500
Largan Precision Co. Ltd.
39,618
39,245
Lite-On Technology Corp.
156,467
4,000
Lotes Co. Ltd.
190,301
5,000
MediaTek, Inc.
229,500
19,000
Micro-Star International Co. Ltd.
91,666
13,000
Novatek Microelectronics Corp.
206,885
77,000
Pegatron Corp.
206,382
6,000
President Chain Store Corp.
51,462
12,000
Quanta Computer, Inc.
113,175
12,000
Realtek Semiconductor Corp.
231,175
20,000
Taiwan Business Bank
10,788
22,000
Taiwan Mobile Co. Ltd.*
77,762
1,887
Taiwan Semiconductor Manufacturing Co. Ltd. ADR
455,937
43,000
Uni-President Enterprises Corp.
114,100
124,000
United Microelectronics Corp.
172,618
26,379
Vanguard International Semiconductor Corp.
82,546
35,686
Wistron Corp.
147,060
Shares or Principal Amount
Market Value†
COMMON STOCKS - 97.3% - (continued)
Taiwan - 15.9% - (continued)
1,000
Wiwynn Corp.
$92,638
3,194
Yageo Corp.
56,716
62,000
Yang Ming Marine Transport Corp.
126,295
 
6,244,378
Thailand - 3.7%
34,389
Advanced Info Service PCL NVDR
306,218
173,600
Bangkok Dusit Medical Services PCL NVDR
114,211
75,700
Delta Electronics Thailand PCL NVDR
338,195
39,862
Gulf Development PCL NVDR*
57,634
32,300
Kasikornbank PCL NVDR
160,116
176,300
Krung Thai Bank PCL NVDR
118,684
122,500
PTT PCL NVDR
124,637
806,100
Sansiri PCL NVDR
36,506
29,300
SCB X PCL NVDR
113,416
1,473,600
TMBThanachart Bank PCL NVDR
87,027
 
1,456,644
Turkey - 2.3%
144,515
Akbank TAS
240,307
11,235
BIM Birlesik Magazalar AS
146,827
25,692
KOC Holding AS
113,482
56,225
Mavi Giyim Sanayi Ve Ticaret AS Class B(2)
58,589
2,107
Migros Ticaret AS
27,198
83,890
Reysas Tasimacilik ve Lojistik Ticaret AS*
35,236
5,891
Turk Hava Yollari AO
41,796
50,393
Turkcell Iletisim Hizmetleri AS
115,763
66,851
Turkiye Is Bankasi AS Class C
24,406
28,658
Turkiye Petrol Rafinerileri AS
119,241
 
922,845
United Kingdom - 0.4%
3,661
Anglogold Ashanti PLC
169,321
United States - 0.5%
15,574
JBS NV BDR*
213,892
Total Common Stocks
(cost $32,163,148)
$38,317,155
PREFERRED STOCKS - 2.2%
Brazil - 1.4%
79,624
Cia Energetica de Minas Gerais (Preference Shares)(4)
$146,916
22,066
Gerdau SA (Preference Shares)(4)
66,373
54,227
Petroleo Brasileiro SA - Petrobras (Preference
Shares)(4)
316,147
 
529,436
Chile - 0.3%
34,491
Embotelladora Andina SA (Preference Shares)(4)
131,471
Colombia - 0.5%
18,255
Grupo Cibest SA (Preference Shares)(4)
200,733
Total Preferred Stocks
(cost $780,271)
$861,640
Total Long-Term Investments
(cost $32,943,419)
$39,178,795
The accompanying notes are an integral part of these financial statements.
 
13
Hartford Multifactor Emerging Markets ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
SHORT-TERM INVESTMENTS - 0.4%
Securities Lending Collateral - 0.4%
135,951
State Street Navigator Securities Lending
Government Money Market Portfolio, 4.26%(5)
$135,951
Total Short-Term Investments
(cost $135,951)
$135,951
Total Investments
(cost $33,079,370)
99.9
%
$39,314,746
Other Assets and Liabilities
0.1
%
56,682
Net Assets
100.0
%
$39,371,428
Note:
Percentage of investments as shown is the ratio of the total market value to net assets.
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.  
*
Non-income producing.
(1)
Represents entire or partial securities on loan. See Note 8 in the accompanying
Notes to Financial Statements for securities lending information.
(2)
Security was purchased pursuant to Rule 144A under the Securities Act of 1933
and may be sold in transactions that are exempt from registration (typically only to
qualified institutional buyers) or in a public offering registered under the Securities
Act of 1933. At July 31, 2025, the aggregate value of these securities was
$1,565,050, representing 4.0% of net assets.
(3)
Investment valued using significant unobservable inputs.
(4)
Currently no rate available.
(5)
Current yield as of period end.
 
Futures Contracts Outstanding at July 31, 2025
Description
Number of
Contracts
Expiration
Date
Current
Notional
Amount
Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
MSCI Emerging Markets Index Future
4
09/19/2025
$247,660
$5,302
Total futures contracts
$5,302
† See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of July 31, 2025 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Common Stocks 
$38,317,155
$38,317,155
$—
$—
Preferred Stocks 
861,640
861,640
—
—
Short-Term Investments 
135,951
135,951
—
—
Futures Contracts(2) 
5,302
5,302
—
—
Total
$39,320,048
$39,320,048
$—
$—
 
(1)
For the period ended July 31, 2025, there were no transfers in and out of Level 3.
(2)
Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended July 31, 2025 is not presented.
The accompanying notes are an integral part of these financial statements.
 
14
Hartford Multifactor Small Cap ETF
Schedule of Investments
July 31, 2025  
 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7%
Automobiles & Components - 2.2%
8,767
Garrett Motion, Inc.
$114,322
2,188
Patrick Industries, Inc.
212,761
5,083
Phinia, Inc.
257,708
5,987
Standard Motor Products, Inc.
181,765
 
766,556
Banks - 12.5%
1,273
Ameris Bancorp
87,010
1,893
Arrow Financial Corp.
50,732
2,125
Associated Banc-Corp.
52,572
1,472
Banner Corp.
91,374
302
Business First Bancshares, Inc.
7,173
2,254
Cathay General Bancorp
101,926
6,555
Central Pacific Financial Corp.
174,756
81
City Holding Co.
9,890
3,222
CNB Financial Corp.
73,945
1,351
Community Trust Bancorp, Inc.
72,927
241
Customers Bancorp, Inc.*
15,364
1,290
Enterprise Financial Services Corp.
71,195
5,206
Financial Institutions, Inc.
132,701
5,281
First BanCorp
110,003
124
First BanCorp/Southern Pines NC
6,211
4,244
First Busey Corp.
94,726
437
First Commonwealth Financial Corp.
7,215
3,600
First Financial Bancorp
87,264
1,952
First Financial Corp.
104,530
2,596
First Hawaiian, Inc.
62,953
1,887
First Merchants Corp.
71,932
5,504
Fulton Financial Corp.
98,797
6,765
Hanmi Financial Corp.
154,310
23,151
Heritage Commerce Corp.
214,147
1,071
Hilltop Holdings, Inc.
31,702
236
HomeTrust Bancshares, Inc.
9,171
23,518
Hope Bancorp, Inc.
234,945
2,981
Independent Bank Corp.
91,070
2,237
International Bancshares Corp.
152,519
1,524
National Bank Holdings Corp. Class A
56,479
1,560
NBT Bancorp, Inc.
64,553
5,470
Northeast Community Bancorp, Inc.
113,010
5,163
Northwest Bancshares, Inc.
60,407
521
OceanFirst Financial Corp.
8,742
4,844
OFG Bancorp
206,451
3,680
Peoples Bancorp, Inc.
105,395
2,909
Preferred Bank
264,195
3,050
Renasant Corp.
111,752
3,239
S&T Bancorp, Inc.
118,677
2,645
Shore Bancshares, Inc.
41,024
688
Simmons First National Corp. Class A
13,189
1,970
Stellar Bancorp, Inc.
58,174
139
Third Coast Bancshares, Inc.*
5,233
4,372
Towne Bank
153,151
926
TriCo Bancshares
38,077
4,661
TrustCo Bank Corp.
156,423
3,209
Univest Financial Corp.
92,548
6,903
Veritex Holdings, Inc.
218,963
235
WaFd, Inc.
6,840
2,805
WesBanco, Inc.
84,515
 
4,450,858
Capital Goods - 9.3%
78
Alamo Group, Inc.
17,361
2,952
Apogee Enterprises, Inc.
123,955
1,762
Argan, Inc.
431,655
5,163
Atmus Filtration Technologies, Inc.
200,892
895
Blue Bird Corp.*
40,087
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7% - (continued)
Capital Goods - 9.3% - (continued)
5,048
DNOW, Inc.*
$78,547
1,348
DXP Enterprises, Inc.*
152,675
1,007
Global Industrial Co.
34,298
1,930
GMS, Inc.*
211,605
698
Greenbrier Cos., Inc.
31,759
4,926
Hyster-Yale, Inc.
206,941
1,030
IES Holdings, Inc.*
363,662
2,569
Karat Packaging, Inc.
69,954
2,147
LSI Industries, Inc.
39,290
2,301
Masterbrand, Inc.*
25,380
101
McGrath RentCorp
12,604
3,116
Miller Industries, Inc.
126,977
4,872
MRC Global, Inc.*
71,521
2,012
MSC Industrial Direct Co., Inc. Class A
174,280
874
Preformed Line Products Co.
134,885
6,426
REV Group, Inc.
318,408
6,174
Rush Enterprises, Inc. Class A
334,260
1,117
Tennant Co.
92,197
 
3,293,193
Commercial & Professional Services - 6.9%
1,764
ABM Industries, Inc.
81,373
3,914
Barrett Business Services, Inc.
179,927
3,327
Brady Corp. Class A
234,786
5,038
Civeo Corp.
125,900
1,680
CSG Systems International, Inc.
104,933
8,493
Deluxe Corp.
136,737
10,723
Ennis, Inc.
190,869
4,146
Heidrick & Struggles International, Inc.
184,621
6,817
HNI Corp.
350,667
6,143
IBEX Holdings Ltd.*
181,649
3,673
Interface, Inc.
75,737
697
Kelly Services, Inc. Class A
8,538
1,868
Kforce, Inc.
65,100
490
ManpowerGroup, Inc.
20,213
3,520
Pitney Bowes, Inc.
39,987
14,873
Resources Connection, Inc.
75,257
23,930
Steelcase, Inc. Class A
247,197
357
UniFirst Corp.
61,058
13,647
Virco Mfg. Corp.
105,628
 
2,470,177
Consumer Discretionary Distribution & Retail - 4.7%
8,435
Buckle, Inc.
416,436
4,731
Build-A-Bear Workshop, Inc.
239,909
870
Dillard's, Inc. Class A(1)
406,229
5,319
Haverty Furniture Cos., Inc.
109,731
6,820
J Jill, Inc.
106,938
2,256
Kohl's Corp.
24,455
64
Penske Automotive Group, Inc.
10,714
373
Shoe Carnival, Inc.
7,631
876
Signet Jewelers Ltd.
69,292
7,857
Upbound Group, Inc.
162,129
1,670
Urban Outfitters, Inc.*
125,718
 
1,679,182
Consumer Durables & Apparel - 3.1%
1,657
Acushnet Holdings Corp.
131,930
2,502
Carter's, Inc.
60,648
7,912
Ethan Allen Interiors, Inc.
235,540
435
G-III Apparel Group Ltd.*
10,266
4,791
Hamilton Beach Brands Holding Co. Class A
74,596
1,190
JAKKS Pacific, Inc.
21,075
5,807
La-Z-Boy, Inc.
208,878
5,419
Levi Strauss & Co. Class A
106,700
The accompanying notes are an integral part of these financial statements.
 
15
Hartford Multifactor Small Cap ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7% - (continued)
Consumer Durables & Apparel - 3.1% - (continued)
2,374
Movado Group, Inc.
$36,821
1,762
Oxford Industries, Inc.
67,273
3,307
Smith & Wesson Brands, Inc.
26,291
616
Steven Madden Ltd.
14,787
1,399
Sturm Ruger & Co., Inc.
47,790
5,275
Superior Group of Cos., Inc.
50,904
 
1,093,499
Consumer Services - 2.1%
2,529
ADT, Inc.
21,117
166
Biglari Holdings, Inc. Class B*
51,181
39
Graham Holdings Co. Class B
37,213
6,321
Laureate Education, Inc.*
142,855
14,066
Perdoceo Education Corp.
404,819
1,302
Travel & Leisure Co.
77,144
 
734,329
Consumer Staples Distribution & Retail - 3.3%
1,371
Andersons, Inc.
49,247
4,067
Ingles Markets, Inc. Class A
255,936
3,936
Natural Grocers by Vitamin Cottage, Inc.
149,135
1,802
PriceSmart, Inc.
193,715
8,780
SpartanNash Co.
233,021
3,854
Weis Markets, Inc.
279,068
 
1,160,122
Energy - 3.3%
1,172
California Resources Corp.
56,467
2,428
CNX Resources Corp.*
73,593
4,917
Energy Services of America Corp.
53,743
10,272
FutureFuel Corp.
41,602
12,132
Granite Ridge Resources, Inc.
62,965
1,007
Gulfport Energy Corp.*
175,349
1,094
International Seaways, Inc.
43,651
8,982
Liberty Energy, Inc.
110,838
3,188
Northern Oil & Gas, Inc.
89,774
2,487
Peabody Energy Corp.
40,165
599
PrimeEnergy Resources Corp.*(1)
100,973
5,297
Ranger Energy Services, Inc. Class A
70,927
1,085
Riley Exploration Permian, Inc.
28,470
1,918
Select Water Solutions, Inc.
18,470
36,428
VAALCO Energy, Inc.
135,512
2,180
World Kinect Corp.
59,448
 
1,161,947
Equity Real Estate Investment Trusts (REITs) - 6.1%
846
Acadia Realty Trust REIT
15,837
2,418
Alexander & Baldwin, Inc. REIT
43,476
1,102
American Assets Trust, Inc. REIT
20,971
7,054
American Healthcare, Inc. REIT
272,567
17,235
Apple Hospitality, Inc. REIT
202,511
6,006
Broadstone Net Lease, Inc. REIT
97,537
759
COPT Defense Properties REIT
20,706
6,340
CTO Realty Growth, Inc. REIT
104,673
2,640
EPR Properties REIT
145,306
499
Four Corners Property Trust, Inc. REIT
12,595
3,228
Getty Realty Corp. REIT
89,706
2,260
Highwoods Properties, Inc. REIT
65,563
1,309
Innovative Industrial Properties, Inc. REIT
67,675
4,763
LTC Properties, Inc. REIT
162,133
1,736
LXP Industrial Trust REIT
13,471
979
National Health Investors, Inc. REIT
68,393
908
One Liberty Properties, Inc. REIT
20,321
8,648
Outfront Media, Inc. REIT
151,600
14,693
Park Hotels & Resorts, Inc. REIT
156,627
6,766
RLJ Lodging Trust REIT
50,068
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7% - (continued)
Equity Real Estate Investment Trusts (REITs) - 6.1% - (continued)
3,239
Sabra Health Care, Inc. REIT
$58,399
3,960
SITE Centers Corp. REIT
42,649
19,219
Sunstone Hotel Investors, Inc. REIT
168,166
498
UMH Properties, Inc. REIT
8,107
4,734
Urban Edge Properties REIT
93,355
2,169
Whitestone REIT
26,440
 
2,178,852
Financial Services - 1.9%
10,028
Acacia Research Corp.*
35,499
4,540
Bread Financial Holdings, Inc.
278,302
5,927
Chicago Atlantic Real Estate Finance, Inc. REIT
76,992
3,189
Enact Holdings, Inc.
110,850
3,978
EZCORP, Inc. Class A*
56,965
880
Federated Hermes, Inc.
43,621
942
Oppenheimer Holdings, Inc. Class A
71,413
 
673,642
Food, Beverage & Tobacco - 1.9%
10,951
Flowers Foods, Inc.
173,573
1,134
John B Sanfilippo & Son, Inc.
71,794
2,921
Pilgrim's Pride Corp.
138,426
4,268
Universal Corp.
232,478
2,311
WK Kellogg Co.
53,269
 
669,540
Health Care Equipment & Services - 9.6%
1,433
Addus HomeCare Corp.*
153,016
853
Amedisys, Inc.*
84,106
6,519
Bioventus, Inc. Class A*
42,504
9,167
BrightSpring Health Services, Inc.*
189,299
948
CONMED Corp.
48,490
2,387
CorVel Corp.*
211,488
6,751
Cross Country Healthcare, Inc.*
90,801
48,168
DocGo, Inc.*
65,508
5,390
Electromed, Inc.*
98,152
20,191
Embecta Corp.
205,141
5,367
HealthStream, Inc.
140,401
1,624
iRadimed Corp.
94,744
1,536
Kewaunee Scientific Corp.*
85,002
2,941
LeMaitre Vascular, Inc.
238,927
2,827
National HealthCare Corp.
271,477
2,487
National Research Corp.
31,087
9,114
OraSure Technologies, Inc.*
28,982
3,388
Pediatrix Medical Group, Inc.*
41,503
19,868
Premier, Inc. Class A
426,765
2,330
Pro-Dex, Inc.*(1)
116,616
14,263
Select Medical Holdings Corp.
210,950
3,715
Semler Scientific, Inc.*(1)
133,183
19,607
Sensus Healthcare, Inc.*(1)
109,603
10,124
Tactile Systems Technology, Inc.*
101,037
2,752
TruBridge, Inc.*
57,297
1,521
Utah Medical Products, Inc.
84,568
10,700
Viemed Healthcare, Inc.*
65,163
 
3,425,810
Household & Personal Products - 0.4%
572
Lifevantage Corp.(1)
7,179
2,231
Oil-Dri Corp. of America
125,828
 
133,007
Insurance - 3.4%
6,428
CNO Financial Group, Inc.
236,807
4,958
Employers Holdings, Inc.
204,666
148
HCI Group, Inc.
20,726
2,115
Horace Mann Educators Corp.
89,951
The accompanying notes are an integral part of these financial statements.
 
16
Hartford Multifactor Small Cap ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7% - (continued)
Insurance - 3.4% - (continued)
2,049
Mercury General Corp.
$141,893
1,133
Safety Insurance Group, Inc.
79,707
8,172
SiriusPoint Ltd.*
160,253
79
Stewart Information Services Corp.
5,129
4,525
United Fire Group, Inc.
120,139
6,904
Universal Insurance Holdings, Inc.
163,211
 
1,222,482
Materials - 3.2%
413
Alpha Metallurgical Resources, Inc.*
48,763
3,691
Greif, Inc. Class A
234,120
493
Hawkins, Inc.
80,497
78
NewMarket Corp.
53,586
1,343
Olympic Steel, Inc.
41,767
2,453
Ramaco Resources, Inc. Class A
49,919
21
Ramaco Resources, Inc. Class B
285
1,420
Ryerson Holding Corp.
29,252
19,159
SunCoke Energy, Inc.
141,585
4,022
Sylvamo Corp.
185,293
5,181
Warrior Met Coal, Inc.
266,200
 
1,131,267
Media & Entertainment - 1.7%
1,838
John Wiley & Sons, Inc. Class A
70,947
3,146
Scholastic Corp.
77,612
676
Shutterstock, Inc.
12,952
13,529
Teads Holding Co.*
34,228
19,870
TEGNA, Inc.
331,829
1,831
Travelzoo*
18,292
1,896
Yelp, Inc.*
65,279
 
611,139
Pharmaceuticals, Biotechnology & Life Sciences - 7.2%
3,164
ACADIA Pharmaceuticals, Inc.*
75,398
1,511
ADMA Biologics, Inc.*
28,256
3,365
Amphastar Pharmaceuticals, Inc.*
70,497
14,830
Catalyst Pharmaceuticals, Inc.*
316,324
6,279
Collegium Pharmaceutical, Inc.*
187,491
10,552
Harmony Biosciences Holdings, Inc.*
371,219
12,586
Innoviva, Inc.*
228,688
24,151
Organon & Co.
234,265
806
Pacira BioSciences, Inc.*
16,998
308
Perrigo Co. PLC
8,214
8,937
Phibro Animal Health Corp. Class A
236,830
1,063
Prestige Consumer Healthcare, Inc.*
78,609
1,558
Protagonist Therapeutics, Inc.*
83,914
11,296
Puma Biotechnology, Inc.*
35,130
35,342
SIGA Technologies, Inc.
233,611
10,169
Supernus Pharmaceuticals, Inc.*
356,932
 
2,562,376
Real Estate Management & Development - 0.5%
5,023
Five Point Holdings LLC Class A*
26,773
4,842
Newmark Group, Inc. Class A
73,453
5,564
RMR Group, Inc. Class A
89,358
 
189,584
Semiconductors & Semiconductor Equipment - 0.8%
9,996
Amkor Technology, Inc.
225,510
3,021
Photronics, Inc.*
61,507
 
287,017
Software & Services - 1.8%
12,871
A10 Networks, Inc.
237,084
8,236
Adeia, Inc.
106,656
5,997
Hackett Group, Inc.
140,270
676
OneSpan, Inc.
9,971
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7% - (continued)
Software & Services - 1.8% - (continued)
1,370
Progress Software Corp.
$65,869
4,760
Teradata Corp.*
99,627
 
659,477
Technology Hardware & Equipment - 8.0%
3,837
Bel Fuse, Inc. Class B
498,963
6,831
Benchmark Electronics, Inc.
262,994
2,275
BK Technologies Corp.*
88,361
9,882
CompoSecure, Inc. Class A*(1)
140,423
2,624
Crane NXT Co.
155,708
17,925
Daktronics, Inc.*
290,743
2,825
Diebold Nixdorf, Inc.*
159,019
2,556
ePlus, Inc.*
165,578
26,948
Immersion Corp.
187,828
1,748
M-Tron Industries, Inc.*
76,877
629
Napco Security Technologies, Inc.
19,203
944
OSI Systems, Inc.*
208,633
2,878
PC Connection, Inc.
177,256
647
Plexus Corp.*
82,493
707
ScanSource, Inc.*
27,460
518
TTM Technologies, Inc.*
24,476
15,341
Vishay Intertechnology, Inc.
251,439
869
Vishay Precision Group, Inc.*
23,046
 
2,840,500
Telecommunication Services - 1.4%
6,035
IDT Corp. Class B
355,522
6,974
Spok Holdings, Inc.
127,903
 
483,425
Transportation - 1.4%
2,269
Covenant Logistics Group, Inc.
54,796
2,720
Hub Group, Inc. Class A
95,255
1,336
Matson, Inc.
142,658
4,797
Schneider National, Inc. Class B
117,287
3,023
Universal Logistics Holdings, Inc.
72,340
1,037
Werner Enterprises, Inc.
28,746
 
511,082
Utilities - 3.0%
625
ALLETE, Inc.
41,206
3,227
Avista Corp.
120,367
128
Black Hills Corp.
7,396
2,720
Consolidated Water Co. Ltd.
79,125
11,510
MDU Resources Group, Inc.
198,548
276
Northwest Natural Holding Co.
11,018
1,950
Northwestern Energy Group, Inc.
104,715
632
ONE Gas, Inc.
45,946
1,217
Otter Tail Corp.
93,928
2,764
Portland General Electric Co.
113,656
962
Spire, Inc.
71,640
2,512
TXNM Energy, Inc.
142,656
900
Unitil Corp.
46,422
 
1,076,623
Total Common Stocks
(cost $32,831,274)
$35,465,686
The accompanying notes are an integral part of these financial statements.
 
17
Hartford Multifactor Small Cap ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
SHORT-TERM INVESTMENTS - 2.6%
Securities Lending Collateral - 2.6%
936,661
State Street Navigator Securities Lending Government
Money Market Portfolio, 4.26%(2)
$936,661
Total Short-Term Investments
(cost $936,661)
$936,661
Total Investments
(cost $33,767,935)
102.3
%
$36,402,347
Other Assets and Liabilities
(2.3
)%
(831,106
)
Net Assets
100.0
%
$35,571,241
Note:
Percentage of investments as shown is the ratio of the total market value to net assets.
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.  
*
Non-income producing.
(1)
Represents entire or partial securities on loan. See Note 8 in the accompanying
Notes to Financial Statements for securities lending information.
(2)
Current yield as of period end.
 
Futures Contracts Outstanding at July 31, 2025
Description
Number of
Contracts
Expiration
Date
Current
Notional
Amount
Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
E-Mini Russell 2000
1
09/19/2025
$111,010
$5,078
Total futures contracts
$5,078
† See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of July 31, 2025 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Common Stocks 
$35,465,686
$35,465,686
$—
$—
Short-Term Investments 
936,661
936,661
—
—
Futures Contracts(2) 
5,078
5,078
—
—
Total
$36,407,425
$36,407,425
$—
$—
 
(1)
For the period ended July 31, 2025, there were no transfers in and out of Level 3.
(2)
Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.
The accompanying notes are an integral part of these financial statements.
 
18
Hartford Multifactor US Equity ETF
Schedule of Investments
July 31, 2025  
 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7%
Automobiles & Components - 0.1%
4,067
Autoliv, Inc.
$453,674
Banks - 2.9%
8,458
Bank of America Corp.
399,810
21,005
Bank OZK
1,035,547
19,908
Citigroup, Inc.
1,865,380
562
Cullen/Frost Bankers, Inc.
71,604
14,648
Fifth Third Bancorp
608,917
58,966
Huntington Bancshares, Inc.
968,811
11,012
JP Morgan Chase & Co.
3,262,195
13,051
M&T Bank Corp.
2,462,724
2,677
PNC Financial Services Group, Inc.
509,353
5,268
Popular, Inc.
603,607
18,725
U.S. Bancorp
841,876
3,187
UMB Financial Corp.
350,538
10,782
Wells Fargo & Co.
869,353
 
13,849,715
Capital Goods - 7.1%
11,507
3M Co.
1,717,075
865
AAON, Inc.
72,228
3,417
Acuity, Inc.
1,063,883
15,992
Allison Transmission Holdings, Inc.
1,440,399
3,279
Applied Industrial Technologies, Inc.
890,248
1,485
Boise Cascade Co.
124,458
3,725
Caterpillar, Inc.
1,631,624
6,560
Cummins, Inc.
2,411,587
1,214
Deere & Co.
636,585
12,516
Donaldson Co., Inc.
900,777
3,275
Dover Corp.
593,234
451
Dycom Industries, Inc.*
121,233
3,695
EMCOR Group, Inc.
2,318,576
54,871
Fastenal Co.
2,531,199
7,626
Ferguson Enterprises, Inc.
1,703,115
1,569
Honeywell International, Inc.
348,867
7,084
Illinois Tool Works, Inc.
1,813,291
215
Lennox International, Inc.
130,935
2,074
Lockheed Martin Corp.
873,113
12,119
Masco Corp.
825,667
13,456
Mueller Industries, Inc.
1,148,739
4,860
Oshkosh Corp.
614,936
15,150
Otis Worldwide Corp.
1,298,203
1,202
Owens Corning
167,595
11,744
PACCAR, Inc.
1,159,837
5,008
Snap-on, Inc.
1,608,520
1,701
Toro Co.
126,299
2,115
Trane Technologies PLC
926,539
1,913
UFP Industries, Inc.
187,474
3,742
Valmont Industries, Inc.
1,361,901
195
Watsco, Inc.
87,922
520
Watts Water Technologies, Inc. Class A
136,406
2,471
WW Grainger, Inc.
2,568,703
 
33,541,168
Commercial & Professional Services - 2.4%
2,349
Broadridge Financial Solutions, Inc.
581,401
7,036
Cintas Corp.
1,565,862
39,194
Genpact Ltd.
1,726,496
1,919
Maximus, Inc.
141,737
9,618
Paychex, Inc.
1,388,166
2,349
Republic Services, Inc.
541,797
24,788
Robert Half, Inc.
914,925
6,428
Rollins, Inc.
368,132
19,791
Veralto Corp.
2,074,690
4,340
Verisk Analytics, Inc.
1,209,601
4,660
Waste Management, Inc.
1,067,886
 
11,580,693
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7% - (continued)
Consumer Discretionary Distribution & Retail - 6.0%
11,878
Amazon.com, Inc.*
$2,780,758
1,637
AutoNation, Inc.*
315,352
500
AutoZone, Inc.*
1,884,190
16,481
Bath & Body Works, Inc.
477,290
26,429
Best Buy Co., Inc.
1,719,471
4,067
Dick's Sporting Goods, Inc.
860,211
29,980
eBay, Inc.
2,750,665
47,021
Gap, Inc.
915,029
2,334
Group 1 Automotive, Inc.
961,958
8,859
Home Depot, Inc.
3,255,771
8,035
Lowe's Cos., Inc.
1,796,385
4,275
Murphy USA, Inc.
1,549,602
20,521
O'Reilly Automotive, Inc.*
2,017,625
3,451
Ross Stores, Inc.
471,199
13,170
TJX Cos., Inc.
1,640,060
25,868
Tractor Supply Co.
1,473,183
1,825
Ulta Beauty, Inc.*
939,893
12,811
Williams-Sonoma, Inc.
2,396,297
 
28,204,939
Consumer Durables & Apparel - 1.5%
2,378
Deckers Outdoor Corp.*
252,472
1,169
DR Horton, Inc.
166,980
4,744
Garmin Ltd.
1,037,798
24,628
Kontoor Brands, Inc.
1,370,795
11,035
Mattel, Inc.*
187,705
6,481
NIKE, Inc. Class B
484,066
56
NVR, Inc.*
422,771
8,123
PulteGroup, Inc.
917,249
4,221
Ralph Lauren Corp.
1,261,024
17,360
Skechers USA, Inc. Class A*
1,098,020
929
Tapestry, Inc.
100,360
 
7,299,240
Consumer Services - 2.1%
361
Booking Holdings, Inc.
1,986,966
471
Domino's Pizza, Inc.
218,172
28,590
Frontdoor, Inc.*
1,672,515
5,524
Grand Canyon Education, Inc.*
931,512
31,423
H&R Block, Inc.
1,707,526
2,136
McDonald's Corp.
640,949
842
Starbucks Corp.
75,073
11,148
Stride, Inc.*
1,429,508
8,863
Yum! Brands, Inc.
1,277,601
 
9,939,822
Consumer Staples Distribution & Retail - 4.1%
171,374
Albertsons Cos., Inc. Class A
3,293,808
6,671
BJ's Wholesale Club Holdings, Inc.*
706,459
976
Casey's General Stores, Inc.
507,647
2,108
Costco Wholesale Corp.
1,980,761
76,566
Kroger Co.
5,367,277
22,728
Sysco Corp.
1,809,149
6,098
Target Corp.
612,849
49,948
Walmart, Inc.
4,893,905
 
19,171,855
Energy - 2.7%
20,139
Baker Hughes Co.
907,262
5,246
Cheniere Energy, Inc.
1,237,426
12,156
Chevron Corp.
1,843,336
9,746
ConocoPhillips
929,184
32,500
EOG Resources, Inc.
3,900,650
26,535
Exxon Mobil Corp.
2,962,367
545
Texas Pacific Land Corp.
527,631
5,081
Valero Energy Corp.
697,672
 
13,005,528
The accompanying notes are an integral part of these financial statements.
 
19
Hartford Multifactor US Equity ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7% - (continued)
Equity Real Estate Investment Trusts (REITs) - 1.3%
6,853
Agree Realty Corp. REIT(1)
$491,360
3,004
AvalonBay Communities, Inc. REIT
559,585
6,040
Equity Residential REIT
381,728
2,186
Gaming & Leisure Properties, Inc. REIT
99,638
3,955
Lamar Advertising Co. Class A, REIT
483,499
6,011
Realty Income Corp. REIT
337,397
5,225
Simon Property Group, Inc. REIT
855,803
65,450
VICI Properties, Inc. REIT
2,133,670
4,809
Welltower, Inc. REIT
793,822
1,322
WP Carey, Inc. REIT
84,819
 
6,221,321
Financial Services - 4.2%
29,317
Bank of New York Mellon Corp.
2,974,210
6,597
Berkshire Hathaway, Inc. Class B*
3,112,992
669
Capital One Financial Corp.
143,835
1,026
CME Group, Inc.
285,515
26,322
Interactive Brokers Group, Inc. Class A
1,725,670
5,494
Janus Henderson Group PLC
237,890
2,733
Mastercard, Inc. Class A
1,548,163
5,984
MGIC Investment Corp.
154,986
13,634
Northern Trust Corp.
1,772,420
4,083
Raymond James Financial, Inc.
682,392
25,412
State Street Corp.
2,839,791
30,652
Synchrony Financial
2,135,525
9,025
T. Rowe Price Group, Inc.
915,586
4,592
Visa, Inc. Class A
1,586,398
 
20,115,373
Food, Beverage & Tobacco - 2.3%
56,371
Altria Group, Inc.
3,491,620
36,472
Cal-Maine Foods, Inc.
4,053,498
2,950
Ingredion, Inc.
388,043
3,563
Kellanova
284,434
6,714
PepsiCo, Inc.
925,995
11,949
Philip Morris International, Inc.
1,960,233
 
11,103,823
Health Care Equipment & Services - 5.3%
11,837
Abbott Laboratories
1,493,711
1,061
Becton Dickinson & Co.
189,123
10,556
Boston Scientific Corp.*
1,107,536
20,508
Cardinal Health, Inc.
3,183,252
4,481
Cencora, Inc.
1,281,925
981
Chemed Corp.
404,466
39,481
CVS Health Corp.
2,451,770
1,582
DaVita, Inc.*
222,065
6,818
Elevance Health, Inc.
1,930,039
775
Encompass Health Corp.
85,335
1,366
GE HealthCare Technologies, Inc.
97,423
2,524
HCA Healthcare, Inc.
893,471
7,822
Henry Schein, Inc.*
529,158
9,919
Humana, Inc.
2,478,461
2,582
McKesson Corp.
1,790,720
19,476
Medtronic PLC
1,757,514
5,570
Quest Diagnostics, Inc.
932,474
5,329
ResMed, Inc.
1,449,168
1,734
Stryker Corp.
680,994
7,739
UnitedHealth Group, Inc.
1,931,345
 
24,889,950
Household & Personal Products - 0.8%
12,417
Colgate-Palmolive Co.
1,041,166
23,583
Kenvue, Inc.
505,620
15,391
Kimberly-Clark Corp.
1,918,026
2,909
Procter & Gamble Co.
437,717
 
3,902,529
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7% - (continued)
Insurance - 5.0%
4,022
Aflac, Inc.
$399,626
8,945
Allstate Corp.
1,818,071
9,654
American International Group, Inc.
749,440
6,322
Arch Capital Group Ltd.
544,071
830
Assurant, Inc.
155,459
15,854
Axis Capital Holdings Ltd.
1,487,739
3,786
Chubb Ltd.
1,007,228
8,537
Cincinnati Financial Corp.
1,259,293
2,800
Everest Group Ltd.
940,240
1,830
Hanover Insurance Group, Inc.
314,083
3,088
Lincoln National Corp.
117,684
6,469
Loews Corp.
585,703
1,182
Markel Group, Inc.*
2,373,799
17,173
MetLife, Inc.
1,304,289
54,678
Old Republic International Corp.
1,977,703
1,098
Progressive Corp.
265,760
20,769
Prudential Financial, Inc.
2,151,253
1,135
RenaissanceRe Holdings Ltd.
276,645
8,396
Travelers Cos., Inc.
2,184,975
32,209
Unum Group
2,312,928
721
White Mountains Insurance Group Ltd.
1,289,004
 
23,514,993
Materials - 3.2%
2,341
Air Products & Chemicals, Inc.
673,927
93,884
Amcor PLC
877,815
2,020
AptarGroup, Inc.
317,423
4,354
Cabot Corp.
314,272
19,305
CF Industries Holdings, Inc.
1,792,083
2,059
Corteva, Inc.
148,516
5,177
CRH PLC
494,145
3,212
Eastman Chemical Co.
233,223
4,948
Ecolab, Inc.
1,295,188
24,735
Graphic Packaging Holding Co.
553,075
7,070
Louisiana-Pacific Corp.
639,199
2,530
Packaging Corp. of America
490,187
9,692
PPG Industries, Inc.
1,022,506
7,413
Reliance, Inc.
2,150,734
16,475
RPM International, Inc.
1,934,330
19,715
Sealed Air Corp.
577,058
5,333
Sherwin-Williams Co.
1,764,583
729
Steel Dynamics, Inc.
92,991
 
15,371,255
Media & Entertainment - 5.3%
35,112
Alphabet, Inc. Class A
6,737,993
1,195
Charter Communications, Inc. Class A*
321,885
44,405
Comcast Corp. Class A
1,475,578
13,327
Electronic Arts, Inc.
2,032,234
55,832
Fox Corp. Class A
3,113,192
1,727
Live Nation Entertainment, Inc.*
255,078
17,370
Match Group, Inc.
595,270
7,299
Meta Platforms, Inc. Class A
5,645,339
2,365
Netflix, Inc.*
2,741,981
26,927
New York Times Co. Class A
1,397,242
5,337
Nexstar Media Group, Inc.
998,606
 
25,314,398
Pharmaceuticals, Biotechnology & Life Sciences - 5.7%
7,662
AbbVie, Inc.
1,448,271
70,477
Alkermes PLC*
1,866,936
55,987
Bristol-Myers Squibb Co.
2,424,797
19,600
Corcept Therapeutics, Inc.*
1,316,532
2,836
Eli Lilly & Co.
2,098,838
82,922
Exelixis, Inc.*
3,003,435
36,301
Gilead Sciences, Inc.
4,076,239
19,791
Incyte Corp.*
1,482,148
5,339
Jazz Pharmaceuticals PLC*
612,010
The accompanying notes are an integral part of these financial statements.
 
20
Hartford Multifactor US Equity ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7% - (continued)
Pharmaceuticals, Biotechnology & Life Sciences - 5.7% - (continued)
18,071
Johnson & Johnson
$2,977,017
32,904
Merck & Co., Inc.
2,570,460
39,909
Pfizer, Inc.
929,481
4,310
United Therapeutics Corp.*
1,183,957
1,343
Waters Corp.*
387,805
3,293
Zoetis, Inc.
480,086
 
26,858,012
Real Estate Management & Development - 0.1%
3,301
CBRE Group, Inc. Class A*
514,098
Semiconductors & Semiconductor Equipment - 3.8%
4,017
Applied Materials, Inc.
723,301
16,151
Broadcom, Inc.
4,743,549
10,780
Cirrus Logic, Inc.*
1,085,654
905
KLA Corp.
795,522
9,914
Lam Research Corp.
940,244
25,551
NVIDIA Corp.
4,544,756
5,537
NXP Semiconductors NV
1,183,644
17,235
QUALCOMM, Inc.
2,529,409
7,733
Texas Instruments, Inc.
1,400,137
 
17,946,216
Software & Services - 11.9%
8,088
Accenture PLC Class A
2,160,305
11,364
ACI Worldwide, Inc.*
483,652
1,002
Appfolio, Inc. Class A*
267,915
1,862
AppLovin Corp. Class A*
727,483
2,311
Atlassian Corp. Class A*
443,204
5,831
Autodesk, Inc.*
1,767,434
41,376
Box, Inc. Class A*
1,328,170
3,912
Cadence Design Systems, Inc.*
1,426,198
20,678
Clearwater Analytics Holdings, Inc. Class A*
418,936
48,751
Cognizant Technology Solutions Corp. Class A
3,498,372
10,335
Commvault Systems, Inc.*
1,963,133
512
Datadog, Inc. Class A*
71,670
10,788
Docusign, Inc.*
816,004
24,228
Dolby Laboratories, Inc. Class A
1,825,338
131,281
Dropbox, Inc. Class A*
3,566,905
1,118
Fair Isaac Corp.*
1,606,253
24,285
Fortinet, Inc.*
2,426,071
4,896
Gartner, Inc.*
1,658,030
3,727
Gen Digital, Inc.
109,909
18,172
GoDaddy, Inc. Class A*
2,936,232
1,718
HubSpot, Inc.*
892,759
10,019
InterDigital, Inc.
2,586,906
15,046
International Business Machines Corp.
3,808,895
154
Intuit, Inc.
120,910
39,429
Kyndryl Holdings, Inc.*
1,489,233
11,110
Microsoft Corp.
5,927,185
555
Nutanix, Inc. Class A*
41,719
13,929
Oracle Corp.
3,534,762
1,627
Palo Alto Networks, Inc.*
282,447
25,508
Pegasystems, Inc.
1,497,575
735
Roper Technologies, Inc.
404,544
4,423
Salesforce, Inc.
1,142,594
1,094
ServiceNow, Inc.*
1,031,773
427
Synopsys, Inc.*
270,492
11,273
VeriSign, Inc.
3,030,971
732
Workday, Inc. Class A*
167,906
5,037
Zoom Communications, Inc.*
372,990
 
56,104,875
Technology Hardware & Equipment - 13.4%
26,595
Amphenol Corp. Class A
2,832,633
21,631
Apple, Inc.
4,489,947
14,578
Arista Networks, Inc.*
1,796,301
1,116
Arrow Electronics, Inc.*
129,456
48,420
Avnet, Inc.
2,563,355
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7% - (continued)
Technology Hardware & Equipment - 13.4% - (continued)
4,284
Badger Meter, Inc.
$808,648
8,917
Belden, Inc.
1,102,587
9,944
CDW Corp.
1,734,035
9,384
Ciena Corp.*
871,211
64,893
Cisco Systems, Inc.
4,417,915
39,026
Corning, Inc.
2,468,004
29,059
Dell Technologies, Inc. Class C
3,855,839
6,679
F5, Inc.*
2,093,332
18,206
Flex Ltd.*
907,933
227,589
Hewlett Packard Enterprise Co.
4,708,816
179,027
HP, Inc.
4,439,870
14,184
Jabil, Inc.
3,165,443
8,804
Keysight Technologies, Inc.*
1,443,064
7,196
Motorola Solutions, Inc.
3,158,900
46,384
NetApp, Inc.
4,829,966
9,308
Pure Storage, Inc. Class A*
554,012
15,363
Sanmina Corp.*
1,782,722
13,178
TD SYNNEX Corp.
1,902,771
19,396
TE Connectivity PLC
3,990,727
2,049
Teledyne Technologies, Inc.*
1,129,040
5,468
Trimble, Inc.*
458,711
40,376
Vontier Corp.
1,674,393
 
63,309,631
Telecommunication Services - 2.5%
166,260
AT&T, Inc.
4,557,187
13,508
T-Mobile U.S., Inc.
3,220,442
91,495
Verizon Communications, Inc.
3,912,326
 
11,689,955
Transportation - 1.4%
22,257
CH Robinson Worldwide, Inc.
2,566,677
2,874
Delta Air Lines, Inc.
152,926
6,150
FedEx Corp.
1,374,464
2,754
Landstar System, Inc.
367,301
11,068
Ryder System, Inc.
1,966,894
 
6,428,262
Utilities - 4.6%
11,598
Ameren Corp.
1,172,906
8,343
American Electric Power Co., Inc.
943,927
7,907
Consolidated Edison, Inc.
818,375
9,324
Dominion Energy, Inc.
544,988
8,261
DTE Energy Co.
1,143,405
9,552
Duke Energy Corp.
1,161,905
20,122
Entergy Corp.
1,819,632
7,032
Evergy, Inc.
497,866
34,213
Exelon Corp.
1,537,532
9,280
National Fuel Gas Co.
805,411
12,495
NRG Energy, Inc.
2,089,164
5,544
OGE Energy Corp.
251,808
25,020
PPL Corp.
892,964
7,729
Public Service Enterprise Group, Inc.
693,987
12,133
Southern Co.
1,146,326
2,825
Talen Energy Corp.*
1,066,635
31,039
UGI Corp.
1,122,991
6,481
Vistra Corp.
1,351,548
8,682
WEC Energy Group, Inc.
947,033
22,730
Xcel Energy, Inc.
1,669,291
 
21,677,694
Total Common Stocks
(cost $396,778,782)
$472,009,019
The accompanying notes are an integral part of these financial statements.
 
21
Hartford Multifactor US Equity ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
SHORT-TERM INVESTMENTS - 0.1%
Securities Lending Collateral - 0.1%
373,575
State Street Navigator Securities Lending
Government Money Market Portfolio, 4.26%(2)
$373,575
Total Short-Term Investments
(cost $373,575)
$373,575
Total Investments
(cost $397,152,357)
99.8
%
$472,382,594
Other Assets and Liabilities
0.2
%
717,081
Net Assets
100.0
%
$473,099,675
Note:
Percentage of investments as shown is the ratio of the total market value to net assets.
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.  
*
Non-income producing.
(1)
Represents entire or partial securities on loan. See Note 8 in the accompanying
Notes to Financial Statements for securities lending information.
(2)
Current yield as of period end.
 
Futures Contracts Outstanding at July 31, 2025
Description
Number of
Contracts
Expiration
Date
Current
Notional
Amount
Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
S&P 500 (E-Mini) Future
3
09/19/2025
$956,138
$51,279
Total futures contracts
$51,279
† See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of July 31, 2025 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Common Stocks 
$472,009,019
$472,009,019
$—
$—
Short-Term Investments 
373,575
373,575
—
—
Futures Contracts(2) 
51,279
51,279
—
—
Total
$472,433,873
$472,433,873
$—
$—
 
(1)
For the period ended July 31, 2025, there were no transfers in and out of Level 3.
(2)
Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.
The accompanying notes are an integral part of these financial statements.
 
22
Hartford US Quality Growth ETF
Schedule of Investments
July 31, 2025  
 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 100.0%
Automobiles & Components - 3.0%
4,475
Tesla, Inc.*
$1,379,508
Banks - 1.0%
1,544
JP Morgan Chase & Co.
457,395
Capital Goods - 4.3%
214
3M Co.
31,933
1,427
A.O. Smith Corp.
101,017
120
Acuity, Inc.
37,362
47
Applied Industrial Technologies, Inc.
12,761
708
Boise Cascade Co.
59,337
848
Builders FirstSource, Inc.*
107,806
367
Caterpillar, Inc.
160,753
48
Cummins, Inc.
17,646
571
Donaldson Co., Inc.
41,095
4,673
Fastenal Co.
215,566
1,181
Ferguson Enterprises, Inc.
263,753
763
Illinois Tool Works, Inc.
195,305
86
Lennox International, Inc.
52,374
1,003
Masco Corp.
68,334
1,094
Otis Worldwide Corp.
93,745
269
SiteOne Landscape Supply, Inc.*
37,076
735
Toro Co.
54,574
240
Trane Technologies PLC
105,139
100
UFP Industries, Inc.
9,800
50
United Rentals, Inc.
44,147
143
Watts Water Technologies, Inc. Class A
37,512
194
WW Grainger, Inc.
201,671
 
1,948,706
Commercial & Professional Services - 1.2%
894
Cintas Corp.
198,960
260
Paychex, Inc.
37,526
37
Paycom Software, Inc.
8,567
2,043
Robert Half, Inc.
75,407
482
Rollins, Inc.
27,604
1,340
Veralto Corp.
140,472
125
Verisk Analytics, Inc.
34,839
 
523,375
Consumer Discretionary Distribution & Retail - 9.1%
1,024
Abercrombie & Fitch Co. Class A*
98,325
9,367
Amazon.com, Inc.*
2,192,908
28
AutoZone, Inc.*
105,515
1,864
Bath & Body Works, Inc.
53,981
714
Best Buy Co., Inc.
46,453
315
Chewy, Inc. Class A*
11,561
385
eBay, Inc.
35,324
628
Etsy, Inc.*
36,594
2,741
Gap, Inc.
53,340
2,181
Home Depot, Inc.
801,539
617
Lowe's Cos., Inc.
137,943
1,335
O'Reilly Automotive, Inc.*
131,257
323
Ross Stores, Inc.
44,102
1,139
TJX Cos., Inc.
141,840
1,397
Tractor Supply Co.
79,559
148
Ulta Beauty, Inc.*
76,221
584
Williams-Sonoma, Inc.
109,237
 
4,155,699
Consumer Durables & Apparel - 1.1%
363
Crocs, Inc.*
36,202
626
Deckers Outdoor Corp.*
66,462
370
Kontoor Brands, Inc.
20,594
314
Lululemon Athletica, Inc.*
62,966
2,116
NIKE, Inc. Class B
158,044
10
NVR, Inc.*
75,495
147
PulteGroup, Inc.
16,599
542
PVH Corp.
39,794
Shares or Principal Amount
Market Value†
COMMON STOCKS - 100.0% - (continued)
Consumer Durables & Apparel - 1.1% - (continued)
52
Ralph Lauren Corp.
$15,535
214
Skechers USA, Inc. Class A*
13,536
 
505,227
Consumer Services - 0.7%
33
Booking Holdings, Inc.
181,634
897
Frontdoor, Inc.*
52,474
793
H&R Block, Inc.
43,092
327
Yum! Brands, Inc.
47,137
 
324,337
Consumer Staples Distribution & Retail - 4.5%
4,050
Albertsons Cos., Inc. Class A
77,841
820
Costco Wholesale Corp.
770,505
2,006
Kroger Co.
140,621
1,552
Sysco Corp.
123,539
732
Target Corp.
73,566
8,683
Walmart, Inc.
850,760
 
2,036,832
Energy - 3.1%
1,430
ConocoPhillips
136,336
1,905
EOG Resources, Inc.
228,638
7,525
Exxon Mobil Corp.
840,091
79
Texas Pacific Land Corp.
76,483
2,640
Weatherford International PLC
149,292
 
1,430,840
Equity Real Estate Investment Trusts (REITs) - 0.4%
148
American Tower Corp. REIT
30,842
62
Equinix, Inc. REIT
48,680
342
Iron Mountain, Inc. REIT
33,297
479
Lamar Advertising Co. Class A, REIT
58,558
 
171,377
Financial Services - 4.1%
1,092
Berkshire Hathaway, Inc. Class B*
515,293
1,229
Mastercard, Inc. Class A
696,192
1,867
Visa, Inc. Class A
644,992
 
1,856,477
Food, Beverage & Tobacco - 0.7%
2,028
Altria Group, Inc.
125,614
221
Monster Beverage Corp.*
12,984
1,026
PepsiCo, Inc.
141,506
280
Philip Morris International, Inc.
45,934
 
326,038
Health Care Equipment & Services - 3.3%
633
Abbott Laboratories
79,878
102
Align Technology, Inc.*
13,159
145
Boston Scientific Corp.*
15,213
51
Chemed Corp.
21,027
581
Dexcom, Inc.*
46,927
244
Edwards Lifesciences Corp.*
19,352
315
Elevance Health, Inc.
89,170
2,018
Hims & Hers Health, Inc.*
133,551
476
Humana, Inc.
118,938
419
IDEXX Laboratories, Inc.*
223,876
299
Inspire Medical Systems, Inc.*
37,238
1,031
Lantheus Holdings, Inc.*
73,397
173
Medtronic PLC
15,612
302
ResMed, Inc.
82,126
182
Stryker Corp.
71,477
1,812
UnitedHealth Group, Inc.
452,203
 
1,493,144
Household & Personal Products - 0.3%
919
Colgate-Palmolive Co.
77,058
The accompanying notes are an integral part of these financial statements.
 
23
Hartford US Quality Growth ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
COMMON STOCKS - 100.0% - (continued)
Household & Personal Products - 0.3% - (continued)
440
Kimberly-Clark Corp.
$54,833
92
Procter & Gamble Co.
13,843
 
145,734
Materials - 1.7%
135
Avery Dennison Corp.
22,649
245
Cabot Corp.
17,684
360
Ecolab, Inc.
94,234
728
Louisiana-Pacific Corp.
65,818
1,162
PPG Industries, Inc.
122,591
459
Reliance, Inc.
133,170
846
RPM International, Inc.
99,329
690
Sherwin-Williams Co.
228,307
 
783,782
Media & Entertainment - 12.7%
12,174
Alphabet, Inc. Class A
2,336,191
1,138
Electronic Arts, Inc.
173,534
4,831
Match Group, Inc.
165,558
2,572
Meta Platforms, Inc. Class A
1,989,288
873
Netflix, Inc.*
1,012,156
672
New York Times Co. Class A
34,870
2,119
Pinterest, Inc. Class A*
81,793
 
5,793,390
Pharmaceuticals, Biotechnology & Life Sciences - 5.3%
404
AbbVie, Inc.
76,364
4,314
Alkermes PLC*
114,278
85
Alnylam Pharmaceuticals, Inc.*
33,340
2,677
Bristol-Myers Squibb Co.
115,941
1,047
Corcept Therapeutics, Inc.*
70,327
921
Eli Lilly & Co.
681,604
3,417
Exelixis, Inc.*
123,764
1,697
Gilead Sciences, Inc.
190,556
1,132
Incyte Corp.*
84,775
1,044
Johnson & Johnson
171,989
2,429
Merck & Co., Inc.
189,754
142
Mettler-Toledo International, Inc.*
175,183
194
Regeneron Pharmaceuticals, Inc.
105,819
190
Vertex Pharmaceuticals, Inc.*
86,805
130
Waters Corp.*
37,539
1,029
Zoetis, Inc.
150,018
 
2,408,056
Real Estate Management & Development - 0.7%
2,165
CoStar Group, Inc.*
206,086
1,409
Zillow Group, Inc. Class C*
112,086
 
318,172
Semiconductors & Semiconductor Equipment - 14.2%
1,530
Applied Materials, Inc.
275,492
5,577
Broadcom, Inc.
1,637,965
1,466
Cirrus Logic, Inc.*
147,641
311
KLA Corp.
273,378
2,995
Lam Research Corp.
284,046
818
Lattice Semiconductor Corp.*
40,761
183
Monolithic Power Systems, Inc.
130,157
17,276
NVIDIA Corp.
3,072,882
770
NXP Semiconductors NV
164,603
462
ON Semiconductor Corp.*
26,038
1,797
QUALCOMM, Inc.
263,728
445
Teradyne, Inc.
47,806
605
Texas Instruments, Inc.
109,541
 
6,474,038
Software & Services - 19.5%
587
Accenture PLC Class A
156,788
650
Adobe, Inc.*
232,498
642
Appfolio, Inc. Class A*
171,658
821
AppLovin Corp. Class A*
320,765
Shares or Principal Amount
Market Value†
COMMON STOCKS - 100.0% - (continued)
Software & Services - 19.5% - (continued)
698
Atlassian Corp. Class A*
$133,862
651
Autodesk, Inc.*
197,325
3,999
Box, Inc. Class A*
128,368
766
Cadence Design Systems, Inc.*
279,261
962
Clearwater Analytics Holdings, Inc. Class A*
19,490
749
Cloudflare, Inc. Class A*
155,552
2,352
Cognizant Technology Solutions Corp. Class A
168,779
820
Commvault Systems, Inc.*
155,759
382
Crowdstrike Holdings, Inc. Class A*
173,646
1,073
Datadog, Inc. Class A*
150,199
1,787
Docusign, Inc.*
135,169
489
Dolby Laboratories, Inc. Class A
36,841
8,370
Dropbox, Inc. Class A*
227,413
308
Elastic NV*
25,780
21
EPAM Systems, Inc.*
3,312
121
Fair Isaac Corp.*
173,843
1,607
Fortinet, Inc.*
160,539
336
Gartner, Inc.*
113,786
509
Gitlab, Inc. Class A*
22,299
594
GoDaddy, Inc. Class A*
95,979
262
HubSpot, Inc.*
136,148
447
International Business Machines Corp.
113,158
299
Intuit, Inc.
234,754
1,136
Kyndryl Holdings, Inc.*
42,907
724
Manhattan Associates, Inc.*
159,034
5,165
Microsoft Corp.
2,755,527
30
MongoDB, Inc.*
7,137
1,638
Nutanix, Inc. Class A*
123,128
615
Oracle Corp.
156,069
1,688
Palantir Technologies, Inc. Class A*
267,295
630
Palo Alto Networks, Inc.*
109,368
3,000
Pegasystems, Inc.
176,130
458
Procore Technologies, Inc.*
32,807
842
Qualys, Inc.*
112,045
521
Salesforce, Inc.
134,590
509
Samsara, Inc. Class A*
19,357
245
ServiceNow, Inc.*
231,064
127
SPS Commerce, Inc.*
13,826
390
Synopsys, Inc.*
247,053
525
Tenable Holdings, Inc.*
16,438
2,581
UiPath, Inc. Class A*
30,327
790
VeriSign, Inc.
212,407
446
Workday, Inc. Class A*
102,303
390
Zoom Communications, Inc.*
28,879
 
8,900,662
Technology Hardware & Equipment - 8.4%
1,305
Amphenol Corp. Class A
138,996
8,785
Apple, Inc.
1,823,503
1,400
Arista Networks, Inc.*
172,508
171
Badger Meter, Inc.
32,278
864
CDW Corp.
150,664
2,564
Cisco Systems, Inc.
174,557
1,378
Dell Technologies, Inc. Class C
182,847
201
F5, Inc.*
62,997
5,576
HP, Inc.
138,285
851
Keysight Technologies, Inc.*
139,487
390
Motorola Solutions, Inc.
171,202
2,550
NetApp, Inc.
265,532
1,810
Pure Storage, Inc. Class A*
107,731
733
TE Connectivity PLC
150,815
2,537
Vontier Corp.
105,209
 
3,816,611
Telecommunication Services - 0.1%
76
T-Mobile U.S., Inc.
18,119
913
Verizon Communications, Inc.
39,040
 
57,159
The accompanying notes are an integral part of these financial statements.
 
24
Hartford US Quality Growth ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
COMMON STOCKS - 100.0% - (continued)
Transportation - 0.5%
540
CH Robinson Worldwide, Inc.
$62,273
85
FedEx Corp.
18,997
578
Landstar System, Inc.
77,088
161
Old Dominion Freight Line, Inc.
24,029
427
Uber Technologies, Inc.*
37,469
 
219,856
Utilities - 0.1%
68
Duke Energy Corp.
8,272
105
NextEra Energy, Inc.
7,461
299
Southern Co.
28,249
 
43,982
Total Common Stocks
(cost $42,413,165)
$45,570,397
Total Investments
(cost $42,413,165)
100.0
%
$45,570,397
Other Assets and Liabilities
0.0
%
20,265
Net Assets
100.0
%
$45,590,662
Note:
Percentage of investments as shown is the ratio of the total market value to net assets.
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.  
*
Non-income producing.
†
See Significant Accounting Policies of accompanying Notes to Financial
Statements regarding valuation of investments.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of July 31, 2025 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Common Stocks 
$45,570,397
$45,570,397
$—
$—
Total
$45,570,397
$45,570,397
$—
$—
 
(1)
For the period ended July 31, 2025, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.
 
25
Hartford US Value ETF
Schedule of Investments
July 31, 2025  
 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.9%
Banks - 11.5%
7,926
Bank of America Corp.
$374,662
9,166
Bank OZK
451,884
9,790
Citigroup, Inc.
917,323
3,392
Columbia Banking System, Inc.
80,730
5,215
Fifth Third Bancorp
216,788
10,421
Huntington Bancshares, Inc.
171,217
2,062
JP Morgan Chase & Co.
610,847
2,828
M&T Bank Corp.
533,644
1,761
PNC Financial Services Group, Inc.
335,065
1,267
Popular, Inc.
145,173
13,743
U.S. Bancorp
617,885
208
UMB Financial Corp.
22,878
7,359
Wells Fargo & Co.
593,356
312
Zions Bancorp NA
16,729
 
5,088,181
Capital Goods - 5.5%
2,436
3M Co.
363,500
4,297
Boise Cascade Co.
360,132
1,213
Caterpillar, Inc.
531,318
396
Cummins, Inc.
145,577
46
Deere & Co.
24,121
598
Fastenal Co.
27,586
473
Ferguson Enterprises, Inc.
105,635
1,474
Illinois Tool Works, Inc.
377,300
475
Oshkosh Corp.
60,102
1,043
WESCO International, Inc.
215,859
200
WW Grainger, Inc.
207,908
 
2,419,038
Commercial & Professional Services - 0.8%
373
Cintas Corp.
83,011
2,815
Genpact Ltd.
124,001
3,870
Robert Half, Inc.
142,842
 
349,854
Consumer Discretionary Distribution & Retail - 3.4%
4,494
Bath & Body Works, Inc.
130,146
5,228
Best Buy Co., Inc.
340,134
28,934
Gap, Inc.
563,056
329
Home Depot, Inc.
120,911
952
Lowe's Cos., Inc.
212,839
180
TJX Cos., Inc.
22,415
569
Williams-Sonoma, Inc.
106,431
 
1,495,932
Consumer Services - 0.3%
24
Booking Holdings, Inc.
132,097
Consumer Staples Distribution & Retail - 3.2%
22,657
Albertsons Cos., Inc. Class A
435,468
10,108
Kroger Co.
708,571
158
Target Corp.
15,879
2,384
Walmart, Inc.
233,584
 
1,393,502
Energy - 9.7%
9,695
APA Corp.
187,016
1,554
Baker Hughes Co.
70,008
4,325
Chevron Corp.
655,843
7,505
ConocoPhillips
715,527
2,900
Core Natural Resources, Inc.
214,049
1,619
Devon Energy Corp.
53,783
6,887
EOG Resources, Inc.
826,578
5,032
Exxon Mobil Corp.
561,772
11,261
Ovintiv, Inc.
463,728
8,843
Permian Resources Corp.
125,217
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.9% - (continued)
Energy - 9.7% - (continued)
1,364
Valero Energy Corp.
$187,291
3,546
Weatherford International PLC
200,526
 
4,261,338
Equity Real Estate Investment Trusts (REITs) - 3.4%
387
Equinix, Inc. REIT
303,861
3,906
Lamar Advertising Co. Class A, REIT
477,509
999
Simon Property Group, Inc. REIT
163,626
14,513
VICI Properties, Inc. REIT
473,124
433
Welltower, Inc. REIT
71,475
 
1,489,595
Financial Services - 15.8%
6,585
Bank of New York Mellon Corp.
668,048
1,423
Berkshire Hathaway, Inc. Class B*
671,485
2,123
Capital One Financial Corp.
456,445
119
Goldman Sachs Group, Inc.
86,107
1,856
Interactive Brokers Group, Inc. Class A
121,679
5,892
Janus Henderson Group PLC
255,124
1,117
Mastercard, Inc. Class A
632,747
3,156
MGIC Investment Corp.
81,740
745
Moody's Corp.
384,219
1,106
Morgan Stanley
157,561
49
MSCI, Inc.
27,507
3,140
Northern Trust Corp.
408,200
6,389
PayPal Holdings, Inc.*
439,308
123
Raymond James Financial, Inc.
20,557
7,687
State Street Corp.
859,022
10,340
Synchrony Financial
720,388
5,451
T. Rowe Price Group, Inc.
553,004
1,248
Visa, Inc. Class A
431,146
 
6,974,287
Food, Beverage & Tobacco - 1.4%
6,285
Altria Group, Inc.
389,293
1,980
Cal-Maine Foods, Inc.
220,057
 
609,350
Health Care Equipment & Services - 3.5%
338
Cardinal Health, Inc.
52,465
8,163
CVS Health Corp.
506,922
2,057
Elevance Health, Inc.
582,296
914
Humana, Inc.
228,381
943
Medtronic PLC
85,096
441
UnitedHealth Group, Inc.
110,056
 
1,565,216
Insurance - 6.6%
389
Allstate Corp.
79,064
674
American International Group, Inc.
52,323
1,213
Axis Capital Holdings Ltd.
113,828
780
Chubb Ltd.
207,511
1,314
Cincinnati Financial Corp.
193,828
9,378
Lincoln National Corp.
357,396
181
Markel Group, Inc.*
363,501
1,357
MetLife, Inc.
103,064
6,800
Old Republic International Corp.
245,956
57
Progressive Corp.
13,796
5,373
Prudential Financial, Inc.
556,535
942
Travelers Cos., Inc.
245,146
5,436
Unum Group
390,359
7
White Mountains Insurance Group Ltd.
12,515
 
2,934,822
Materials - 3.6%
1,598
Cabot Corp.
115,343
2,942
Commercial Metals Co.
152,572
3,402
Louisiana-Pacific Corp.
307,575
1,531
Reliance, Inc.
444,189
926
RPM International, Inc.
108,722
The accompanying notes are an integral part of these financial statements.
 
26
Hartford US Value ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.9% - (continued)
Materials - 3.6% - (continued)
983
Sherwin-Williams Co.
$325,255
916
Steel Dynamics, Inc.
116,845
 
1,570,501
Media & Entertainment - 3.9%
4,183
Alphabet, Inc. Class A
802,718
3,015
Comcast Corp. Class A
100,188
196
Fox Corp. Class A
10,929
1,043
Meta Platforms, Inc. Class A
806,698
 
1,720,533
Pharmaceuticals, Biotechnology & Life Sciences - 4.8%
4,213
Alkermes PLC*
111,602
7,680
Bristol-Myers Squibb Co.
332,621
8,000
Exelixis, Inc.*
289,760
6,427
Gilead Sciences, Inc.
721,688
2,141
Johnson & Johnson
352,708
4,164
Merck & Co., Inc.
325,292
 
2,133,671
Real Estate Management & Development - 1.4%
971
CBRE Group, Inc. Class A*
151,223
5,780
Zillow Group, Inc. Class C*
459,799
 
611,022
Semiconductors & Semiconductor Equipment - 1.5%
1,827
NVIDIA Corp.
324,969
2,428
QUALCOMM, Inc.
356,333
 
681,302
Software & Services - 1.2%
126
Accenture PLC Class A
33,655
580
AppLovin Corp. Class A*
226,606
1,700
Cognizant Technology Solutions Corp. Class A
121,992
1,867
Dropbox, Inc. Class A*
50,726
303
International Business Machines Corp.
76,704
 
509,683
Technology Hardware & Equipment - 5.8%
638
Apple, Inc.
132,430
3,493
Cisco Systems, Inc.
237,803
2,489
Dell Technologies, Inc. Class C
330,265
40,071
Hewlett Packard Enterprise Co.
829,069
28,767
HP, Inc.
713,422
3,036
NetApp, Inc.
316,139
 
2,559,128
Telecommunication Services - 3.1%
26,819
AT&T, Inc.
735,109
717
T-Mobile U.S., Inc.
170,940
11,313
Verizon Communications, Inc.
483,744
 
1,389,793
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.9% - (continued)
Transportation - 1.7%
236
CH Robinson Worldwide, Inc.
$27,216
1,314
Delta Air Lines, Inc.
69,918
541
FedEx Corp.
120,908
3,061
Ryder System, Inc.
543,970
 
762,012
Utilities - 7.8%
979
Constellation Energy Corp.
340,535
312
DTE Energy Co.
43,184
3,031
Duke Energy Corp.
368,691
2,800
Entergy Corp.
253,204
5,439
Exelon Corp.
244,429
239
National Fuel Gas Co.
20,743
273
NextEra Energy, Inc.
19,399
5,081
NRG Energy, Inc.
849,543
3,911
Southern Co.
369,511
11,448
UGI Corp.
414,189
1,854
Vistra Corp.
386,633
2,059
Xcel Energy, Inc.
151,213
 
3,461,274
Total Common Stocks
(cost $43,101,305)
$44,112,131
Total Investments
(cost $43,101,305)
99.9
%
$44,112,131
Other Assets and Liabilities
0.1
%
54,653
Net Assets
100.0
%
$44,166,784
Note:
Percentage of investments as shown is the ratio of the total market value to net assets.
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.  
*
Non-income producing.
†
See Significant Accounting Policies of accompanying Notes to Financial
Statements regarding valuation of investments.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of July 31, 2025 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Common Stocks 
$44,112,131
$44,112,131
$—
$—
Total
$44,112,131
$44,112,131
$—
$—
 
(1)
For the period ended July 31, 2025, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.
 
27
Hartford Systematic ETFs
GLOSSARY: (abbreviations used in preceding Schedules of Investments)
 
Index Abbreviations:
EAFE
Europe, Australasia and Far East
S&P
Standard & Poor's
Other Abbreviations:
ADR
American Depositary Receipt
ASA
Allmennaksjeselskap
BDR
Brazilian Depositary Receipt
Bhd
Berhad
KGaA
Kommanditgesellschaft Auf Aktien
MSCI
Morgan Stanley Capital International
NVDR
Non-Voting Depositary Receipt
PJSC
Private Joint Stock Company
PT
Perseroan Terbatas
REIT
Real Estate Investment Trust
Tbk
Terbuka
 
28
Hartford Systematic ETFs
 Statements of Assets and Liabilities
July 31, 2025  
 
 
Hartford
Disciplined US
Equity ETF
Hartford
Multifactor
Developed
Markets (ex-US)
ETF
Hartford
Multifactor
Emerging
Markets ETF
Hartford
Multifactor Small
Cap ETF
Hartford
Multifactor US
Equity ETF
Hartford
US
Quality
Growth
ETF
Hartford
US
Value
ETF
Assets:
Investments in securities, at market
value(1) 
$138,577,781
$1,164,038,413
$39,314,746
$36,402,347
$472,382,594
$45,570,397
$44,112,131
Cash
287,709
2,803,014
21,488
52,515
672,650
20,688
12,279
Cash collateral due from broker on
futures contracts
59,000
169,000
48,000
41,000
111,000
—
—
Foreign currency
—
539,015
48,235
946
—
—
—
Receivables:
Investment securities sold
—
—
30
—
—
—
—
Dividends and interest
94,961
1,329,626
165,296
21,079
385,781
12,644
53,300
Securities lending income
58
20,640
637
384
795
1
—
Tax reclaims
—
3,973,797
—
1,164
—
—
—
Total assets
139,019,509
1,172,873,505
39,598,432
36,519,435
473,552,820
45,603,730
44,177,710
Liabilities:
Obligation to return securities lending
collateral
279,035
13,608,730
135,951
936,661
373,575
—
—
Payables:
Investment advisory fees
21,974
286,019
13,739
10,459
76,287
13,068
10,926
Variation margin on futures
contracts
1,387
46,685
1,464
1,074
3,283
—
—
Foreign taxes
—
—
75,850
—
—
—
—
Total liabilities
302,396
13,941,434
227,004
948,194
453,145
13,068
10,926
Net assets
$138,717,113
$1,158,932,071
$39,371,428
$35,571,241
$473,099,675
$45,590,662
$44,166,784
Summary of Net Assets:
Paid-in-capital
$118,603,472
$1,316,187,465
$53,252,182
$44,920,029
$469,462,928
$44,311,303
$45,001,647
Distributable earnings (loss)
20,113,641
(157,255,394
)
(13,880,754
)
(9,348,788
)
3,636,747
1,279,359
(834,863
)
Net assets
138,717,113
1,158,932,071
39,371,428
35,571,241
473,099,675
45,590,662
44,166,784
Net asset value per share
60.97
33.79
26.25
41.85
53.91
55.26
50.48
Shares issued and outstanding
2,275,000
34,300,000
1,500,000
850,000
8,775,000
825,000
875,000
Cost of investments
$110,925,999
$928,385,570
$33,079,370
$33,767,935
$397,152,357
$42,413,165
$43,101,305
Cost of foreign currency
$—
$544,170
$48,462
$830
$—
$—
$—
(1) Includes Investment in securities on
loan, at market value
$272,885
$31,052,525
$981,958
$1,007,805
$365,670
$—
$—
The accompanying notes are an integral part of these financial statements.
 
29
Hartford Systematic ETFs
 Statements of Operations  
 
 
Hartford
Disciplined US
Equity ETF
Hartford
Multifactor
Developed
Markets (ex-US)
ETF
Hartford
Multifactor
Emerging
Markets ETF
 
For the
Period Ended
July 31,
2025(1)
For the
Year Ended
September 30, 2024
For the
Period Ended
July 31,
2025(1)
For the
Year Ended
September 30, 2024
For the
Period Ended
July 31,
2025(1)
For the
Year Ended
September 30, 2024
Investment Income:
Dividends
$1,964,232
$2,226,710
$33,828,664
$47,191,677
$1,301,071
$1,088,110
Non-cash dividends
742
—
—
—
—
—
Interest
11,720
19,963
112,413
198,108
2,601
3,533
Securities lending — net
86
—
141,107
265,744
1,712
1,688
Less: Foreign tax withheld
(670
)
(879
)
(3,567,658
)
(4,397,594
)
(171,775
)
(146,272
)
Total investment income, net
1,976,110
2,245,794
30,514,526
43,257,935
1,133,609
947,059
Expenses:
Investment advisory fees
209,456
208,391
2,678,108
3,683,758
114,469
99,166
Total expenses
209,456
208,391
2,678,108
3,683,758
114,469
99,166
Net Investment Income (Loss)
1,766,654
2,037,403
27,836,418
39,574,177
1,019,140
847,893
Net Realized Gain (Loss) on Investments, Other
Financial Instruments and Foreign Currency
Transactions on:
Investments
4,025,096
(3)
8,423,295
(3)
40,035,145
(3)
102,986,779
(3)
(66,147
)(3)
44,579
(3)
Less: Foreign taxes paid on realized capital
gains
—
—
—
—
(15,242
)
(131,452
)
Futures contracts
36,479
77,489
229,915
222,263
35,325
(401
)
Other foreign currency transactions
—
—
64,394
53,475
(5,844
)
(12,261
)
Net Realized Gain (Loss) on Investments, Other
Financial Instruments and Foreign Currency
Transactions
4,061,575
8,500,784
40,329,454
103,262,517
(51,908
)
(99,535
)
Net Changes in Unrealized Appreciation
(Depreciation) of Investments, Other
Financial Instruments and Foreign Currency
Transactions of:
Investments*
7,650,657
20,738,761
80,596,890
123,601,352
1,649,742
4,433,608
Futures contracts
6,792
6,761
(232,058
)
623,544
(5,724
)
14,220
Translation of other assets and liabilities in
foreign currencies
—
—
51,527
267,946
(1,698
)
1,600
Net Changes in Unrealized Appreciation
(Depreciation) of Investments, Other
Financial Instruments and Foreign Currency
Transactions
7,657,449
20,745,522
80,416,359
124,492,842
1,642,320
4,449,428
Net Gain (Loss) on Investments, Other Financial
Instruments and Foreign Currency
Transactions
11,719,024
29,246,306
120,745,813
227,755,359
1,590,412
4,349,893
Net Increase (Decrease) in Net Assets Resulting
from Operations
$13,485,678
$31,283,709
$148,582,231
$267,329,536
$2,609,552
$5,197,786
* Includes change in unrealized appreciation
(depreciation) on deferred capital gains tax
$—
$—
$—
$—
$107,666
$(116,860
)
 
(1) 
For the period from October 1, 2024 to July 31, 2025. Effective May 1, 2025, the Funds changed fiscal year end from September 30 to July 31 (See Note 1 in the Notes to Financial
Statements).
(3) 
Includes realized gains/(losses) as a result of in-kind redemptions (See Note 12 in the Notes to Financial Statements).
The accompanying notes are an integral part of these financial statements.
 
30
Hartford Systematic ETFs
 Statements of Operations – (continued) 
 
 
Hartford
Multifactor Small
Cap ETF
Hartford
Multifactor US
Equity ETF
Hartford
US
Quality
Growth
ETF
 
For the
Period Ended
July 31,
2025(1)
For the
Year Ended
September 30, 2024
For the
Period Ended
July 31,
2025(1)
For the
Year Ended
September 30, 2024
For the
Period Ended
July 31,
2025(1)
For the
Period Ended
September 30, 2024
(2)
Investment Income:
Dividends
$659,770
$771,814
$6,989,191
$7,423,889
$312,298
$48,731
Non-cash dividends
61,702
—
—
—
—
—
Interest
3,438
7,966
23,660
66,536
823
246
Securities lending — net
2,410
4,944
818
467,355
1
1,618
Less: Foreign tax withheld
(859
)
(738
)
(3,929
)
(4,827
)
(403
)
(39
)
Total investment income, net
726,461
783,986
7,009,740
7,952,953
312,719
50,556
Expenses:
Investment advisory fees
93,549
109,166
717,045
775,770
114,999
16,129
Total expenses
93,549
109,166
717,045
775,770
114,999
16,129
Net Investment Income (Loss)
632,912
674,820
6,292,695
7,177,183
197,720
34,427
Net Realized Gain (Loss) on Investments and
Other Financial Instruments on:
Investments
(330,451
)(3)
2,411,652
(3)
23,415,782
(3)
39,777,167
(3)
122,497
(3)
235,518
(3)
Futures contracts
(5,434
)
23,768
14,511
344,742
—
—
Net Realized Gain (Loss) on Investments and
Other Financial Instruments
(335,885
)
2,435,420
23,430,293
40,121,909
122,497
235,518
Net Changes in Unrealized Appreciation
(Depreciation) of Investments, Other Financial
Instruments and Foreign Currency
Transactions of:
Investments
(982,635
)
4,146,950
(5,910,551
)
63,280,643
2,052,024
1,105,208
Futures contracts
2,935
5,833
30,940
45,919
—
—
Translation of other assets and liabilities in
foreign currencies
64
123
—
—
—
—
Net Changes in Unrealized Appreciation
(Depreciation) of Investments, Other Financial
Instruments and Foreign Currency
Transactions
(979,636
)
4,152,906
(5,879,611
)
63,326,562
2,052,024
1,105,208
Net Gain (Loss) on Investments and Other
Financial Instruments
(1,315,521
)
6,588,326
17,550,682
103,448,471
2,174,521
1,340,726
Net Increase (Decrease) in Net Assets Resulting
from Operations
$(682,609
)
$7,263,146
$23,843,377
$110,625,654
$2,372,241
$1,375,153
 
(1) 
For the period from October 1, 2024 to July 31, 2025. Effective May 1, 2025, the Funds changed fiscal year end from September 30 to July 31 (See Note 1 in the Notes to Financial
Statements).
(2) 
Commenced operations on December 5, 2023.
(3) 
Includes realized gains/(losses) as a result of in-kind redemptions (See Note 12 in the Notes to Financial Statements).
The accompanying notes are an integral part of these financial statements.
 
31
Hartford Systematic ETFs
 Statements of Operations – (continued) 
 
 
Hartford
US
Value
ETF
 
For the
Period Ended
July 31,
2025(1)
For the
Period Ended
September 30, 2024
(2)
Investment Income:
Dividends
$934,003
$122,966
Interest
1,280
297
Securities lending — net
—
5,590
Less: Foreign tax withheld
(360
)
(124
)
Total investment income, net
934,923
128,729
Expenses:
Investment advisory fees
100,443
13,536
Total expenses
100,443
13,536
Net Investment Income (Loss)
834,480
115,193
Net Realized Gain (Loss) on Investments on:
Investments
(885,851
)(3)
384,005
(3)
Net Realized Gain (Loss) on Investments
(885,851
)
384,005
Net Changes in Unrealized Appreciation (Depreciation) of:
Investments
231,852
778,974
Net Changes in Unrealized Appreciation (Depreciation)
231,852
778,974
Net Gain (Loss) on Investments
(653,999
)
1,162,979
Net Increase (Decrease) in Net Assets Resulting from Operations
$180,481
$1,278,172
 
(1) 
For the period from October 1, 2024 to July 31, 2025. Effective May 1, 2025, the Funds changed fiscal year end from September 30 to July 31 (See Note 1 in the Notes to Financial
Statements).
(2) 
Commenced operations on December 5, 2023.
(3) 
Includes realized gains/(losses) as a result of in-kind redemptions (See Note 12 in the Notes to Financial Statements).
The accompanying notes are an integral part of these financial statements.
 
32
Hartford Systematic ETFs
 Statements of Changes in Net Assets  
 
 
Hartford
Disciplined
US Equity ETF
Hartford Multifactor
Developed Markets (ex-US) ETF
 
For the
Period Ended
July 31,
2025(1)
For the
Year Ended
September 30, 2024
For the
Period Ended
September 30, 2023
(2)
For the
Period Ended
July 31,
2025(1)
For the
Year Ended
September 30, 2024
For the
Year Ended
September 30, 2023
Operations:
Net investment income (loss)
$1,766,654
$2,037,403
$539,963
$27,836,418
$39,574,177
$58,546,456
Net realized gain (loss) on investments,
other financial instruments and
foreign currency transactions
4,061,575
8,500,784
(676,380
)
40,329,454
103,262,517
(57,970,619
)
Net changes in unrealized appreciation
(depreciation) of investments, other
financial instruments and foreign
currency transactions
7,657,449
20,745,522
(737,636
)
80,416,359
124,492,842
273,178,132
Net Increase (Decrease) in Net Assets
Resulting from Operations
13,485,678
31,283,709
(874,053
)
148,582,231
267,329,536
273,753,969
Distributions to Shareholders
(1,797,874
)
(1,830,089
)
(425,298
)
(42,881,372
)
(53,499,216
)
(51,253,586
)
Capital Share Transactions:
Sold
44,125,756
48,295,083
103,167,962
11,893,295
—
147,035,206
Redeemed
(39,388,368
)
(45,338,918
)
(11,986,475
)
(99,074,253
)
(561,715,572
)
(127,513,307
)
Other Capital
—
—
—
555
2,672
10,308
Net increase (decrease) from capital
share transactions
4,737,388
2,956,165
91,181,487
(87,180,403
)
(561,712,900
)
19,532,207
Net Increase (Decrease) in Net Assets
16,425,192
32,409,785
89,882,136
18,520,456
(347,882,580
)
242,032,590
Net Assets:
Beginning of period
122,291,921
89,882,136
—
1,140,411,615
1,488,294,195
1,246,261,605
End of period
$138,717,113
$122,291,921
$89,882,136
$1,158,932,071
$1,140,411,615
$1,488,294,195
 
(1) 
For the period from October 1, 2024 to July 31, 2025. Effective May 1, 2025, the Funds changed fiscal year end from September 30 to July 31 (See Note 1 in the Notes to Financial
Statements).
(2) 
Commenced operations on November 16, 2022.
The accompanying notes are an integral part of these financial statements.
 
33
Hartford Systematic ETFs
 Statements of Changes in Net Assets – (continued) 
 
 
Hartford Multifactor
Emerging Markets ETF
Hartford Multifactor
Small Cap ETF
 
For the
Period Ended
July 31,
2025(1)
For the
Year Ended
September 30, 2024
For the
Year Ended
September 30, 2023
For the
Period Ended
July 31,
2025(1)
For the
Year Ended
September 30, 2024
For the
Year Ended
September 30, 2023
Operations:
Net investment income (loss)
$1,019,140
$847,893
$841,195
$632,912
$674,820
$812,601
Net realized gain (loss) on investments,
other financial instruments and foreign
currency transactions
(51,908
)
(99,535
)
(785,065
)
(335,885
)
2,435,420
(2,222,505
)
Net changes in unrealized appreciation
(depreciation) of investments, other
financial instruments and foreign currency
transactions
1,642,320
4,449,428
4,568,096
(979,636
)
4,152,906
4,340,810
Net Increase (Decrease) in Net Assets
Resulting from Operations
2,609,552
5,197,786
4,624,226
(682,609
)
7,263,146
2,930,906
Distributions to Shareholders
(1,516,014
)
(959,414
)
(1,299,288
)
(580,345
)
(672,927
)
(745,153
)
Capital Share Transactions:
Sold
8,670,631
9,684,636
6,121,118
8,126,424
4,072,538
18,907,826
Redeemed
(2,300,838
)
(1,129,750
)
(15,969,415
)
(3,004,532
)
(13,222,218
)
(14,275,447
)
Other Capital
16,394
18,626
48,147
—
—
—
Net increase (decrease) from capital share
transactions
6,386,187
8,573,512
(9,800,150
)
5,121,892
(9,149,680
)
4,632,379
Net Increase (Decrease) in Net Assets
7,479,725
12,811,884
(6,475,212
)
3,858,938
(2,559,461
)
6,818,132
Net Assets:
Beginning of period
31,891,703
19,079,819
25,555,031
31,712,303
34,271,764
27,453,632
End of period
$39,371,428
$31,891,703
$19,079,819
$35,571,241
$31,712,303
$34,271,764
 
(1) 
For the period from October 1, 2024 to July 31, 2025. Effective May 1, 2025, the Funds changed fiscal year end from September 30 to July 31 (See Note 1 in the Notes to Financial
Statements).
The accompanying notes are an integral part of these financial statements.
 
34
Hartford Systematic ETFs
 Statements of Changes in Net Assets – (continued) 
 
 
Hartford Multifactor
US Equity ETF
Hartford
US
Quality
Growth
ETF
 
For the
Period Ended
July 31,
2025(1)
For the
Year Ended
September 30, 2024
For the
Year Ended
September 30, 2023
For the
Period Ended
July 31,
2025(1)
For the
Period Ended
September 30, 2024
(3)
Operations:
Net investment income (loss)
$6,292,695
$7,177,183
$9,040,185
$197,720
$34,427
Net realized gain (loss) on investments and other financial
instruments
23,430,293
40,121,909
1,720,561
122,497
235,518
Net changes in unrealized appreciation (depreciation) of
investments and other financial instruments
(5,879,611
)
63,326,562
49,633,597
2,052,024
1,105,208
Net Increase (Decrease) in Net Assets Resulting from Operations
23,843,377
110,625,654
60,394,343
2,372,241
1,375,153
Distributions to Shareholders
(5,896,378
)
(7,008,886
)
(8,841,353
)
(174,508
)
(25,230
)
Capital Share Transactions:
Sold
103,664,147
114,529,354
177,619,832
47,337,201
7,356,113
Redeemed
(111,201,335
)
(150,117,945
)
(168,252,506
)
(10,268,792
)
(2,381,516
)
Net increase (decrease) from capital share transactions
(7,537,188
)
(35,588,591
)
9,367,326
37,068,409
4,974,597
Net Increase (Decrease) in Net Assets
10,409,811
68,028,177
60,920,316
39,266,142
6,324,520
Net Assets:
Beginning of period
462,689,864
394,661,687
333,741,371
6,324,520
—
End of period
$473,099,675
$462,689,864
$394,661,687
$45,590,662
$6,324,520
 
(1) 
For the period from October 1, 2024 to July 31, 2025. Effective May 1, 2025, the Funds changed fiscal year end from September 30 to July 31 (See Note 1 in the Notes to Financial
Statements).
(3) 
Commenced operations on December 5, 2023.
The accompanying notes are an integral part of these financial statements.
 
35
Hartford Systematic ETFs
 Statements of Changes in Net Assets – (continued) 
 
 
Hartford
US
Value
ETF
 
For the
Period Ended
July 31,
2025(1)
For the
Period Ended
September 30, 2024
(3)
Operations:
Net investment income (loss)
$834,480
$115,193
Net realized gain (loss) on investments
(885,851
)
384,005
Net changes in unrealized appreciation (depreciation) of investments
231,852
778,974
Net Increase (Decrease) in Net Assets Resulting from Operations
180,481
1,278,172
Distributions to Shareholders
(717,306
)
(87,792
)
Capital Share Transactions:
Sold
47,097,182
7,278,721
Redeemed
(8,541,256
)
(2,321,418
)
Net increase (decrease) from capital share transactions
38,555,926
4,957,303
Net Increase (Decrease) in Net Assets
38,019,101
6,147,683
Net Assets:
Beginning of period
6,147,683
—
End of period
$44,166,784
$6,147,683
 
(1) 
For the period from October 1, 2024 to July 31, 2025. Effective May 1, 2025, the Funds changed fiscal year end from September 30 to July 31 (See Note 1 in the Notes to Financial
Statements).
(3) 
Commenced operations on December 5, 2023.
The accompanying notes are an integral part of these financial statements.
 
36
Hartford Systematic ETFs
Financial Highlights
 
 
—Selected Per-Share Data(1)—
—Ratios and Supplemental Data —
 
Net Asset
Value at
Beginning
of Period
Net
Investment
Income
(Loss)
Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
Total
from
Investment
Operations
Other
Capital
Dividends
from Net
Investment
Income
Total
Dividends
and
Distributions
Net
Asset
Value at
End of
Period
Total
Return(2)
Net
Assets at
End of
Period
(000s)
Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
Portfolio
Turnover(4)
Hartford Disciplined US Equity ETF
For the Period Ended July 31, 2025(5)
 
$55.59
$0.76
$5.39
$6.15
$—
$(0.77
)
$(0.77
)
$60.97
11.16
%(6)
$138,717
0.19
%(7)
0.19
%(7)
1.60
%(7)
33
%
For the Year Ended September 30, 2024
 
$42.30
$0.91
$13.20
$14.11
$—
$(0.82
)
$(0.82
)
$55.59
33.57
%
$122,292
0.19
%
0.19
%
1.86
%
51
%
For the Period Ended September 30, 2023(8)
 
$40.00
$0.74
$2.02
(9)
$2.76
$—
$(0.46
)
$(0.46
)
$42.30
6.97
%(6)
$89,882
0.19
%(7)
0.19
%(7)
1.99
%(7)
90
%(10)
Hartford Multifactor Developed Markets (ex-US) ETF
For the Period Ended July 31, 2025(5)
 
$30.62
$0.78
$3.60
$4.38
$0.00
(11)
$(1.21
)
$(1.21
)
$33.79
14.74
%(6)
$1,158,932
0.29
%(7)
0.29
%(7)
3.01
%(7)
25
%
For the Year Ended September 30, 2024
 
$25.77
$0.86
$5.12
$5.98
$0.00
(11)
$(1.13
)
$(1.13
)
$30.62
23.77
%
$1,140,412
0.29
%
0.29
%
3.12
%
61
%
For the Year Ended September 30, 2023
 
$21.86
$1.02
$3.79
$4.81
$0.00
(11)
$(0.90
)
$(0.90
)
$25.77
22.09
%
$1,488,294
0.29
%
0.29
%
3.97
%
38
%
For the Year Ended September 30, 2022
 
$30.26
$1.07
$(8.03
)
$(6.96
)
$—
$(1.44
)
$(1.44
)
$21.86
(23.89
)%
$1,246,262
0.29
%
0.29
%
3.82
%
33
%
For the Year Ended September 30, 2021
 
$25.89
$0.99
$4.37
$5.36
$—
$(0.99
)
$(0.99
)
$30.26
20.81
%
$1,945,925
0.29
%
0.29
%
3.37
%
44
%
For the Year Ended September 30, 2020
 
$27.76
$0.68
$(1.79
)
$(1.11
)
$—
$(0.76
)
$(0.76
)
$25.89
(4.04
)%
$2,001,148
0.29
%
0.29
%
2.60
%
57
%
Hartford Multifactor Emerging Markets ETF
For the Period Ended July 31, 2025(5)
 
$25.51
$0.80
$1.08
$1.88
$0.01
$(1.15
)
$(1.15
)
$26.25
7.88
%(6)
$39,371
0.44
%(7)
0.44
%(7)
3.92
%(7)
32
%
For the Year Ended September 30, 2024
 
$21.20
$0.87
$4.49
$5.36
$0.02
$(1.07
)
$(1.07
)
$25.51
26.15
%
$31,892
0.44
%
0.44
%
3.76
%
54
%
For the Year Ended September 30, 2023
 
$18.25
$0.72
$3.24
$3.96
$0.04
$(1.05
)
$(1.05
)
$21.20
22.32
%
$19,080
0.44
%
0.44
%
3.52
%
71
%
For the Year Ended September 30, 2022
 
$24.65
$1.02
$(6.43
)
$(5.41
)
$0.03
$(1.02
)
$(1.02
)
$18.25
(22.60
)%
$25,555
0.44
%
0.44
%
4.55
%
70
%
For the Year Ended September 30, 2021
 
$19.58
$0.69
$5.10
$5.79
$0.01
$(0.73
)
$(0.73
)
$24.65
29.81
%
$41,913
0.44
%
0.44
%
2.89
%
96
%
For the Year Ended September 30, 2020
 
$22.20
$0.58
$(2.37
)
$(1.79
)
$0.01
$(0.84
)
$(0.84
)
$19.58
(8.34
)%
$43,086
0.44
%
0.44
%
2.80
%
77
%
Hartford Multifactor Small Cap ETF
For the Period Ended July 31, 2025(5)
 
$43.74
$0.81
$(1.96
)
$(1.15
)
$—
$(0.74
)
$(0.74
)
$41.85
(2.63
)%(6)
$35,571
0.34
%(7)
0.34
%(7)
2.30
%(7)
25
%
For the Year Ended September 30, 2024
 
$36.08
$0.84
$7.65
$8.49
$—
$(0.83
)
$(0.83
)
$43.74
23.70
%
$31,712
0.34
%
0.34
%
2.10
%
41
%
For the Year Ended September 30, 2023
 
$32.30
$0.87
$3.73
$4.60
$—
$(0.82
)
$(0.82
)
$36.08
14.30
%
$34,272
0.34
%
0.34
%
2.39
%
47
%
For the Year Ended September 30, 2022
 
$38.11
$0.82
$(5.81
)
$(4.99
)
$—
$(0.82
)
$(0.82
)
$32.30
(13.38
)%
$27,454
0.34
%
0.34
%
2.17
%
52
%
The accompanying notes are an integral part of these financial statements.
 
37
Hartford Systematic ETFs
Financial Highlights – (continued)
 
—Selected Per-Share Data(1)—
—Ratios and Supplemental Data —
 
Net Asset
Value at
Beginning
of Period
Net
Investment
Income
(Loss)
Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
Total
from
Investment
Operations
Other
Capital
Dividends
from Net
Investment
Income
Total
Dividends
and
Distributions
Net
Asset
Value at
End of
Period
Total
Return(2)
Net
Assets at
End of
Period
(000s)
Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
Portfolio
Turnover(4)
Hartford Multifactor Small Cap ETF – (continued)
For the Year Ended September 30, 2021
 
$25.74
$0.54
$12.37
$12.91
$—
$(0.54
)
$(0.54
)
$38.11
50.39
%
$24,772
0.34
%
0.34
%
1.48
%
73
%
For the Year Ended September 30, 2020
 
$28.55
$0.41
$(2.34
)
$(1.93
)
$0.00
(11)
$(0.88
)
$(0.88
)
$25.74
(7.05
)%
$7,723
0.35
%
0.35
%
1.52
%
158
%
Hartford Multifactor US Equity ETF
For the Period Ended July 31, 2025(5)
 
$51.84
$0.72
$2.03
$2.75
$—
$(0.68
)
$(0.68
)
$53.91
5.36
%(6)
$473,100
0.19
%(7)
0.19
%(7)
1.67
%(7)
26
%
For the Year Ended September 30, 2024
 
$40.17
$0.81
$11.65
$12.46
$—
$(0.79
)
$(0.79
)
$51.84
31.23
%
$462,690
0.19
%
0.19
%
1.76
%
51
%
For the Year Ended September 30, 2023
 
$35.32
$0.82
$4.84
$5.66
$—
$(0.81
)
$(0.81
)
$40.17
16.10
%
$394,662
0.19
%
0.19
%
2.06
%
58
%
For the Year Ended September 30, 2022
 
$39.89
$0.73
$(4.60
)
$(3.87
)
$—
$(0.70
)
$(0.70
)
$35.32
(9.89
)%
$333,741
0.19
%
0.19
%
1.81
%
47
%
For the Year Ended September 30, 2021
 
$31.76
$0.57
$8.22
$8.79
$—
$(0.66
)
$(0.66
)
$39.89
27.83
%
$385,960
0.19
%
0.19
%
1.50
%
76
%
For the Year Ended September 30, 2020
 
$32.20
$0.70
$(0.45
)
$0.25
$—
$(0.69
)
$(0.69
)
$31.76
0.92
%
$245,361
0.19
%
0.19
%
2.25
%
71
%
Hartford US Quality Growth ETF
For the Period Ended July 31, 2025(5)
 
$50.60
$0.25
$4.61
$4.86
$—
$(0.20
)
$(0.20
)
$55.26
9.62
%(6)
$45,591
0.34
%(7)
0.34
%(7)
0.58
%(7)
34
%
For the Period Ended September 30, 2024(12)
 
$39.95
$0.27
$10.58
$10.85
$—
$(0.20
)
$(0.20
)
$50.60
27.19
%(6)
$6,325
0.34
%(7)
0.34
%(7)
0.73
%(7)
34
%(13)
Hartford US Value ETF
For the Period Ended July 31, 2025(5)
 
$49.18
$0.98
$1.07
(9)
$2.05
$—
$(0.75
)
$(0.75
)
$50.48
4.24
%(6)
$44,167
0.29
%(7)
0.29
%(7)
2.41
%(7)
42
%
For the Period Ended September 30, 2024(12)
 
$39.67
$0.92
$9.29
$10.21
$—
$(0.70
)
$(0.70
)
$49.18
25.83
%(6)
$6,148
0.29
%(7)
0.29
%(7)
2.47
%(7)
64
%(13)
 
FINANCIAL HIGHLIGHTS FOOTNOTES
(1)
Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average
shares outstanding unless otherwise noted.
(2)
Total return is calculated assuming a hypothetical purchase of beneficial shares on the opening of the first day at the net asset value and a sale on the closing of the last day at the
net asset value of each period reported. Dividends and distributions, if any, are assumed for purposes of this calculation, to be reinvested at net asset value at the end of the
distribution day.
(3)
Adjustments include waivers and reimbursements, if applicable.
(4)
Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions.
(5)
For the period from October 1, 2024 to July 31, 2025. Effective May 1, 2025, the Funds changed fiscal year end from September 30 to July 31 (See Note 1 in the Notes to Financial
Statements).
(6)
Not annualized.
(7)
Annualized.
(8)
Commenced operations on November 16, 2022.
(9)
Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the Fund and the amount and
timing of per-share net realized and unrealized gain (loss) on such shares.
(10)
Reflects the Fund's portfolio turnover for the period November 16, 2022 through September 30, 2023.
(11)
Per share amount is less than $0.005.
(12)
Commenced operations on December 5, 2023.
(13)
Reflects the Fund's portfolio turnover for the period December 5, 2023 through September 30, 2024.
The accompanying notes are an integral part of these financial statements.
 
38
Hartford Systematic ETFs
 Notes to Financial Statements
 July 31, 2025 
1.
Organization:
Lattice Strategies Trust (the "Trust") is an open-end registered management investment company comprised of seven operational series as of July 31, 2025. Financial statements for the series of the Trust listed below (each, a "Fund" and collectively, the "Funds") are included in this report. 
Lattice Strategies Trust:
Hartford Disciplined US Equity ETF (the "Disciplined US Equity ETF")
Hartford Multifactor Developed Markets (ex-US) ETF (the "Multifactor Developed Markets (ex-US) ETF")
Hartford Multifactor Emerging Markets ETF (the "Multifactor Emerging Markets ETF")
Hartford Multifactor Small Cap ETF (the "Multifactor Small Cap ETF")
Hartford Multifactor US Equity ETF (the "Multifactor US Equity ETF")
Hartford US Quality Growth ETF (the "US Quality Growth ETF")
Hartford US Value ETF (the "US Value ETF")
US Quality Growth ETF and US Value ETF commenced operations on December 5, 2023. Disciplined US Equity ETF commenced operations on November 16, 2022. Multifactor Small Cap ETF commenced operations on March 23, 2015. Each of the other Funds commenced operations on February 25, 2015.
Each Fund is an exchange-traded fund ("ETF") that trades on an exchange like other publicly traded securities. Each Fund is designed to track an index. Shares of Disciplined US Equity ETF, Multifactor Developed Markets (ex-US) ETF, Multifactor Emerging Markets ETF, Multifactor Small Cap ETF and Multifactor US Equity ETF are listed and traded on NYSE Arca, Inc. ("NYSE Arca"). Shares of US Value ETF are listed and traded on Cboe BZX Exchange, Inc. ("Cboe BZX"). Shares of US Quality Growth ETF are listed and traded on The NASDAQ Stock Market LLC (“NASDAQ Stock Market”). Each share of a Fund represents a partial ownership in the Fund's assets and liabilities, including securities held by the Fund. Shares of a Fund may be purchased or redeemed directly from the Fund in Creation Units at net asset value ("NAV") only by certain large institutional investors ("Authorized Participants") who have entered into agreements with ALPS Distributors, Inc. ("ALPS" or the "Distributor"), the Funds’ Distributor.
Effective as of May 1, 2025, the Funds' fiscal year end changed from September 30 to July 31. Information shown for the period ended July 31, 2025 covers the period from October 1, 2024 through July 31, 2025.
The assets of each Fund are separate, and a shareholder's interest is limited to the Fund in which shares are held. The Trust was organized as a Delaware statutory trust on April 15, 2014 and is registered with the U.S. Securities and Exchange Commission (the "SEC") under the Investment Company Act of 1940, as amended (the "1940 Act"). The shares of the Funds are registered under the Securities Act of 1933, as amended (the "Securities Act"). Each Fund is a diversified open-end management investment company. Each Fund applies specialized accounting and reporting standards under Financial Accounting Standards Board ("FASB") Accounting Standards Codification Topic 946 "Financial Services – Investment Companies."
2.
Significant Accounting Policies:
The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles ("U.S. GAAP"). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.
a)
Determination of Net Asset Value – The NAV of each Fund's shares is determined as of the close of regular trading on the New York Stock Exchange (the “Exchange”) (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the Exchange is open (“Valuation Date”). If the Exchange is closed due to weather or other extraordinary circumstances on a day it would typically be open for business, each Fund may treat such day as a typical business day and accept creation and redemption orders from Authorized Participants and calculate each Fund’s NAV in accordance with applicable law. The NAV for the shares of each Fund is determined by dividing the value of the Fund’s net assets attributable to the shares by the number of shares outstanding. Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.
b)
Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV per share of each Fund, portfolio securities and other assets held in a Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services.
 
39
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 July 31, 2025 
Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions.
With respect to a Fund's investments that do not have readily available market prices, the Trust's Board of Trustees (the "Board") has designated Hartford Funds Management Company, LLC (the "Investment Manager" or "HFMC") as its valuation designee to perform fair valuations pursuant to Rule 2a-5 under the 1940 Act (the "Valuation Designee").
If market prices are not readily available or deemed unreliable, the Valuation Designee determines the fair value of the security or other instrument in good faith under policies and procedures approved by and under the supervision of the Board ("Valuation Procedures").
The Valuation Designee has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee (the "Valuation Committee"). The Valuation Committee will consider all available relevant factors in determining an investment’s fair value. The Valuation Designee reports fair value matters to the Audit Committee of the Board.
Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase, sell or redeem shares of the Fund.
Fixed income investments (other than short-term obligations) and non-exchange traded derivatives held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost, which approximates fair value.
Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange ("Exchange Close"). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures.
Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, sell or redeem shares of a Fund.
Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.
Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Investments in investment companies that are not listed or traded on an exchange ("Non-Traded Funds"), if any, are valued at the respective NAV of each Non-Traded Fund on the Valuation Date. Such Non-Traded Funds and listed investment companies may use fair value pricing as disclosed in their prospectuses.
Financial instruments for which prices are not available from an independent pricing service may be valued using quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures.
U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:
•
Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange-traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange-traded funds, rights and warrants.
•
Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments
 
40
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 July 31, 2025 
that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.
•
Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.
Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.
For additional information, refer to the Fair Value Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.
c)
Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost.
Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Non-cash dividends, received in the form of securities, are recorded as income at fair value.
Idle cash and currency balances may be swept into overnight sweep accounts held in a demand deposit account at State Street Bank and Trust Company ("State Street") that earn interest, which are classified as interest income on the Statements of Operations.
Please refer to Note 8 for Securities Lending information.
d)
Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. A Fund may also be subject to taxes withheld on foreign dividends and interest from securities in which a Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net investment income or net realized or unrealized gain (loss) on investments in these securities, if applicable. 
e)
Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.
A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.
Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.
f)
Dividend Distributions to Shareholders – Dividends are declared pursuant to a policy adopted by the Board. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of Multifactor Developed Markets (ex-US) ETF and Multifactor Emerging Markets ETF is to pay dividends from net investment income, if any, semi-annually. The policy of Disciplined US Equity ETF, Multifactor Small Cap ETF, Multifactor US Equity ETF, US Quality Growth ETF and US Value ETF is to pay dividends from net investment income, if any, quarterly. Amounts may vary significantly from period to period and realized gains, if any, are paid at least once a year. Dividends may be declared and paid more frequently or at any other times to comply with the distribution requirements of the Internal Revenue Code.
Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).
 
41
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 July 31, 2025 
g)
Segment Reporting – The Funds adopted Financial Accounting Standards Board Accounting Standards Update 2023-07, Segment Reporting (Topic 280) - Improvements to Reportable Segment Disclosures (“ASU 2023-07”). Each Fund operates in one segment. The segment derives its revenues from Fund investments made in accordance with the defined investment strategy of such Fund, as prescribed in its prospectus. The Chief Operating Decision Maker (“CODM”) is the Senior Leadership Committee of the Investment Manager. The CODM monitors the operating results of each Fund. The financial information the CODM leverages to assess the segment’s performance and to make decisions for each Fund's single segment is consistent with that presented within the Fund’s financial statements and financial highlights.
3.
Securities and Other Investments:
Restricted Securities – Each Fund may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities, if applicable, is included at the end of each Fund's Schedule of Investments.
4.
Financial Derivative Instruments:
The following disclosures contain information on the derivative instruments used by a Fund during the period, the credit-risk-related contingent features in certain derivative instruments, and how such derivative instruments affect the financial position and results of operations of the applicable Fund. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.
a)
Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund may use futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant ("FCM") an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value ("variation margin") is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.
During the period ended July 31, 2025, each of Disciplined US Equity ETF, Multifactor Developed Markets (ex-US) ETF, Multifactor Emerging Markets ETF, Multifactor Small Cap ETF and Multifactor US Equity ETF had used Futures Contracts. 
b)
Additional Derivative Instrument Information:
Disciplined US Equity ETF 
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Assets:
Unrealized appreciation on futures contracts(1)
$—
$—
$—
$13,553
$—
$13,553
Total
$—
$—
$—
$13,553
$—
$13,553
 
(1)
Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures
Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.
 
 
42
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 July 31, 2025 
Disciplined US Equity ETF – (continued) 
The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts
$—
$—
$—
$36,479
$—
$36,479
Total
$—
$—
$—
$36,479
$—
$36,479
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized
as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts
$—
$—
$—
$6,792
$—
$6,792
Total
$—
$—
$—
$6,792
$—
$6,792
For the period ended July 31, 2025, the average monthly amount or number per contract outstanding for each derivative type was as follows: 
Derivative Description
Average Notional
Par, Contracts
or Face Amount
Futures Contracts Number of Long Contracts
13
Multifactor Developed Markets (ex-US) ETF 
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Liabilities:
Unrealized depreciation on futures contracts(1)
$—
$—
$—
$86,509
$—
$86,509
Total
$—
$—
$—
$86,509
$—
$86,509
 
(1)
Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures
Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.
 
The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts
$—
$—
$—
$229,915
$—
$229,915
Total
$—
$—
$—
$229,915
$—
$229,915
Net Change in Unrealized Appreciation (Depreciation) on Derivatives
Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts
$—
$—
$—
$(232,058
)
$—
$(232,058
)
Total
$—
$—
$—
$(232,058
)
$—
$(232,058
)
For the period ended July 31, 2025, the average monthly amount or number per contract outstanding for each derivative type was as follows: 
Derivative Description
Average Notional
Par, Contracts
or Face Amount
Futures Contracts Number of Long Contracts
49
 
43
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 July 31, 2025 
Multifactor Emerging Markets ETF 
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Assets:
Unrealized appreciation on futures contracts(1)
$—
$—
$—
$5,302
$—
$5,302
Total
$—
$—
$—
$5,302
$—
$5,302
 
(1)
Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures
Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.
 
The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts
$—
$—
$—
$35,325
$—
$35,325
Total
$—
$—
$—
$35,325
$—
$35,325
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized
as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts
$—
$—
$—
$(5,724
)
$—
$(5,724
)
Total
$—
$—
$—
$(5,724
)
$—
$(5,724
)
For the period ended July 31, 2025, the average monthly amount or number per contract outstanding for each derivative type was as follows: 
Derivative Description
Average Notional
Par, Contracts
or Face Amount
Futures Contracts Number of Long Contracts
4
Multifactor Small Cap ETF 
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Assets:
Unrealized appreciation on futures contracts(1)
$—
$—
$—
$5,078
$—
$5,078
Total
$—
$—
$—
$5,078
$—
$5,078
 
(1)
Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures
Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.
 
 
44
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 July 31, 2025 
Multifactor Small Cap ETF – (continued) 
The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts
$—
$—
$—
$(5,434
)
$—
$(5,434
)
Total
$—
$—
$—
$(5,434
)
$—
$(5,434
)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized
as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts
$—
$—
$—
$2,935
$—
$2,935
Total
$—
$—
$—
$2,935
$—
$2,935
For the period ended July 31, 2025, the average monthly amount or number per contract outstanding for each derivative type was as follows: 
Derivative Description
Average Notional
Par, Contracts
or Face Amount
Futures Contracts Number of Long Contracts
1
Multifactor US Equity ETF 
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Assets:
Unrealized appreciation on futures contracts(1)
$—
$—
$—
$51,279
$—
$51,279
Total
$—
$—
$—
$51,279
$—
$51,279
 
(1)
Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures
Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.
 
The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts
$—
$—
$—
$14,511
$—
$14,511
Total
$—
$—
$—
$14,511
$—
$14,511
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized
as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts
$—
$—
$—
$30,940
$—
$30,940
Total
$—
$—
$—
$30,940
$—
$30,940
For the period ended July 31, 2025, the average monthly amount or number per contract outstanding for each derivative type was as follows: 
Derivative Description
Average Notional
Par, Contracts
or Face Amount
Futures Contracts Number of Long Contracts
3
c)
Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master
 
45
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 July 31, 2025 
netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund's custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to a Fund, against any liabilities or payment obligations of the Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund's custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.
The following tables present a Fund's derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement ("MNA") and net of the related collateral received/pledged by a Fund as of July 31, 2025:   
Disciplined US Equity ETF
 
 
Derivative Financial Instruments:
Assets
Liabilities
Futures contracts
$13,553
$—
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities
13,553
—
Derivatives not subject to a MNA
(13,553
)
—
Total gross amount of assets and liabilities subject to MNA or similar agreements
$—
$—
 
Multifactor Developed Markets (ex-US) ETF
 
 
Derivative Financial Instruments:
Assets
Liabilities
Futures contracts
$—
$(86,509
)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities
—
(86,509
)
Derivatives not subject to a MNA
—
86,509
Total gross amount of assets and liabilities subject to MNA or similar agreements
$—
$—
 
Multifactor Emerging Markets ETF
 
 
Derivative Financial Instruments:
Assets
Liabilities
Futures contracts
$5,302
$—
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities
5,302
—
Derivatives not subject to a MNA
(5,302
)
—
Total gross amount of assets and liabilities subject to MNA or similar agreements
$—
$—
 
Multifactor Small Cap ETF
 
 
Derivative Financial Instruments:
Assets
Liabilities
Futures contracts
$5,078
$—
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities
5,078
—
Derivatives not subject to a MNA
(5,078
)
—
Total gross amount of assets and liabilities subject to MNA or similar agreements
$—
$—
 
Multifactor US Equity ETF
 
 
Derivative Financial Instruments:
Assets
Liabilities
Futures contracts
$51,279
$—
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities
51,279
—
Derivatives not subject to a MNA
(51,279
)
—
Total gross amount of assets and liabilities subject to MNA or similar agreements
$—
$—
5.
Principal Risks:
A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund's prospectus provides details of its principal risks.
The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor
 
46
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 July 31, 2025 
sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities.
Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. Non-U.S. issuers may also be affected by political, social, economic or diplomatic developments in a foreign country or region or the U.S. (including the imposition of sanctions, tariffs, or other governmental restrictions). These risks are heightened for investments in issuers from countries with less developed markets.
A Fund’s focus on securities of issuers that reflect a specific theme or focus on a specific sector or industry may affect the Fund’s exposure to certain industries or types of investments. The Fund’s relative investment performance may also be affected depending on whether such themes, sectors, industries or investments are in or out of favor with the market. Certain investments may be dependent on U.S. and foreign government policies, including tax incentives and subsidies and developments affecting companies focused on longevity and aging solutions generally. In addition, under certain market conditions, a Fund may underperform funds that invest in a broader array of investments.
Geopolitical events, including the invasion of Ukraine by Russia and the conflict between Israel and Hamas, have injected uncertainty into the global financial markets. One or more of the Funds hold positions in securities or other instruments that are economically tied to Russia. Investments in Russia are subject to political, economic, legal, market and currency risks, as well as the risks related to the economic sanctions on Russia imposed by the United States and/or other countries. Such sanctions which affect companies in many sectors, including energy, financial services and defense, among others, have adversely affected and could continue to adversely affect the global energy and financial markets and, thus, have adversely affected and could continue to adversely affect the value of a Fund’s investments, even beyond any direct exposure the Fund may have to Russian issuers or the adjoining geographic regions. In addition, certain transactions have or may be prohibited and/or existing investments have or may become illiquid (e.g., because transacting in certain existing investments is prohibited), which could cause a Fund to sell other portfolio holdings at a disadvantageous time or price in order to meet redemptions.
A widespread health crisis, such as a global pandemic, could cause substantial market volatility, exchange trading suspensions or restrictions and closures of securities exchanges and businesses, impact the ability to complete redemptions, and adversely impact Fund performance.
6.
Federal Income Taxes:
a)
Each Fund intends to continue to qualify as a Regulated Investment Company ("RIC") under Subchapter M of the Internal Revenue Code ("IRC") by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2025. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.
b)
Net Investment Income (Loss), Net Realized Gains (Losses) and Distributions – Net investment income (loss) and net realized gains (losses) may differ for financial statement and tax purposes primarily because of losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to Passive Foreign Investment Companies ("PFICs"), redemptions-in-kind, reclassification of dividend income, RICs and certain derivatives. The character of distributions made during the year from net investment income or net realized gains may differ from their ultimate characterization for federal income tax purposes. Also, due to the timing of dividend distributions, the fiscal year in which amounts are distributed may differ from the year that the income or realized gains (losses) were recorded by each Fund.
 
47
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 July 31, 2025 
c)
Distributions and Components of Distributable Earnings – The tax character of distributions paid by each Fund for the period ended July 31, 2025, year or period ended September 30, 2024 and the year or period ended September 30, 2023 are as follows (as adjusted for dividends payable, if applicable): 
 
For the Period Ended
July 31, 2025(1)
 
For the Year or Period Ended
September 30, 2024
 
For the Year or Period Ended
September 30, 2023
Fund
Ordinary
Income
Ordinary
Income
Ordinary
Income
Disciplined US Equity ETF(2)
$1,797,874
$1,830,089
$425,298
Multifactor Developed Markets (ex-US) ETF
42,881,372
53,499,216
51,253,586
Multifactor Emerging Markets ETF
1,516,014
959,414
1,299,288
Multifactor Small Cap ETF
580,345
672,927
745,153
Multifactor US Equity ETF
5,896,378
7,008,886
8,841,353
US Quality Growth ETF(3)
174,508
25,230
—
US Value ETF(3)
717,306
87,792
—
 
 
(1)
For the period from October 1, 2024 to July 31, 2025. Effective May 1, 2025, the Funds changed fiscal year end from September 30 to July 31 (See Note 1 in the Notes
to Financial Statements).
(2)
Distributions for the period November 16, 2022 (commencement of operations) through September 30, 2023.
(3)
Distributions for the period December 5, 2023 (commencement of operations) through September 30, 2024.
As of July 31, 2025, the components of total accumulated earnings (deficit) for each Fund on a tax basis are as follows: 
Fund
Undistributed
Ordinary
Income
Accumulated
Capital and
Other Losses
Unrealized
Appreciation
(Depreciation)
on Investments
Total
Accumulated
Earnings
(Deficit)
Disciplined US Equity ETF
$275,206
$(7,600,318
)
$27,438,753
$20,113,641
Multifactor Developed Markets (ex-US) ETF
3,760,496
(391,944,844
)
230,928,954
(157,255,394
)
Multifactor Emerging Markets ETF
407,542
(19,738,866
)
5,450,570
(13,880,754
)
Multifactor Small Cap ETF
94,316
(11,980,443
)
2,537,339
(9,348,788
)
Multifactor US Equity ETF
1,056,484
(72,447,368
)
75,027,631
3,636,747
US Quality Growth ETF
32,409
(1,886,854
)
3,133,804
1,279,359
US Value ETF
143,719
(1,988,567
)
1,009,985
(834,863
)
d)
Reclassification of Capital Accounts – The Funds may record reclassifications in their capital accounts. These reclassifications have no impact on the total net assets of the Funds. The reclassifications are a result of permanent differences between U.S. GAAP and tax accounting for such items as redemption in-kind transactions, subsequent adjustments to wash sales, and reclassification of dividend income. Adjustments are made to reflect the impact these items have on the current and future earnings distributions to shareholders. Therefore, the source of the Funds' distributions may be shown in the accompanying Statements of Changes in Net Assets as from distributable earnings or from capital depending on the type of book and tax differences that exist. For the period ended July 31, 2025, the Funds recorded reclassifications to increase (decrease) the accounts listed below:  
Fund
Paid-in-Capital
Distributable
Earnings (Loss)
Disciplined US Equity ETF
$8,038,037
$(8,038,037
)
Multifactor Developed Markets (ex-US) ETF
19,243,315
(19,243,315
)
Multifactor Emerging Markets ETF
163,467
(163,467
)
Multifactor Small Cap ETF
1,376,365
(1,376,365
)
Multifactor US Equity ETF
28,381,919
(28,381,919
)
US Quality Growth ETF
1,915,014
(1,915,014
)
US Value ETF
994,537
(994,537
)
 
48
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 July 31, 2025 
e)
Capital Loss Carryforward – Under the Regulated Investment Company Modernization Act of 2010, funds are permitted to carry forward capital losses for an unlimited period.
At July 31, 2025 (tax year end), each Fund's capital loss carryforwards for U.S. federal income tax purposes were as follows: 
Fund
Short-Term
Capital Loss
Carryforward with
No Expiration
Long-Term
Capital Loss
Carryforward with
No Expiration
Disciplined US Equity ETF
$6,661,721
$938,597
Multifactor Developed Markets (ex-US) ETF
224,238,846
167,705,998
Multifactor Emerging Markets ETF
10,957,399
8,781,467
Multifactor Small Cap ETF*
5,782,647
6,197,796
Multifactor US Equity ETF
47,241,607
25,205,761
US Quality Growth ETF
1,855,080
31,774
US Value ETF
1,988,567
—
 
*
Future utilization of losses are subject to limitation under current tax laws.
During the period ended July 31, 2025, Multifactor Developed Markets (ex-US) ETF utilized $20,542,284, Multifactor Emerging Markets ETF utilized $39,934 and Multifactor US Equity ETF utilized $2,016,026 of prior year capital loss carryforwards.
f)
Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at July 31, 2025 is different from book purposes primarily due to wash sale loss deferrals, PFIC mark-to-market adjustments and reclassification of dividend income. The net unrealized appreciation/(depreciation) on investments for tax purposes, which consists of gross unrealized appreciation and depreciation was also different from book purposes primarily due to wash sale loss deferrals, reclassification of dividend income and mark-to-market adjustments on PFICs and futures. Both the cost and unrealized appreciation and depreciation for federal income tax purposes are disclosed below: 
Fund
Tax Cost
Gross Unrealized
Appreciation
Gross Unrealized
(Depreciation)
Net Unrealized
Appreciation
(Depreciation)
Disciplined US Equity ETF
$111,139,028
$29,593,502
$(2,154,749
)
$27,438,753
Multifactor Developed Markets (ex-US) ETF
933,266,971
250,607,158
(19,835,716
)
230,771,442
Multifactor Emerging Markets ETF
33,787,224
6,937,324
(1,409,802
)
5,527,522
Multifactor Small Cap ETF
33,865,094
5,140,193
(2,602,940
)
2,537,253
Multifactor US Equity ETF
397,354,965
91,266,113
(16,238,484
)
75,027,629
US Quality Growth ETF
42,436,593
5,319,016
(2,185,212
)
3,133,804
US Value ETF
43,102,146
3,719,191
(2,709,206
)
1,009,985
g)
Accounting for Uncertainty in Income Taxes – Pursuant to provisions set forth by U.S. GAAP, HFMC reviews each Fund’s tax positions for all open tax years. As of July 31, 2025, HFMC had reviewed the open tax years and concluded that there was no reason to record a liability for net unrecognized tax obligations relating to uncertain income tax positions. Each Fund files U.S. tax returns. Although the statute of limitations for examining a Fund’s U.S. tax returns remains open for three years, no examination is currently in progress. The Funds recognize interest and penalties, if any, related to unrecognized tax benefits as income tax expense on the Statements of Operations. During the period ended July 31, 2025, the Funds did not incur any interest or penalties. HFMC is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax obligations will significantly change in the next twelve months.
7.
Expenses:
a)
Investment Advisory Agreement – Lattice Strategies LLC (the “Adviser” or “Lattice”) serves as each Fund’s investment adviser pursuant to an Investment Advisory Agreement with the Trust. Lattice is a wholly owned subsidiary of HFMC, which is an indirect subsidiary of The Hartford Insurance Group, Inc. (formerly, The Hartford Financial Services Group, Inc.) (“The Hartford”). Lattice has overall investment supervisory responsibility for each Fund. In addition, Lattice provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. Lattice has contracted with Mellon Investments Corporation (“Mellon”) under a sub-advisory agreement pursuant to which Mellon performs the daily investment of the assets of each Fund in accordance with each Fund’s investment objective and policies. Each Fund pays a fee to Lattice, a portion of which may be used to compensate Mellon.
Under the Investment Advisory Agreement, the Adviser agrees to pay all expenses of the Trust, except for (i) interest and taxes; (ii) brokerage expenses and other expenses (such as stamp taxes) connected with the execution of portfolio transactions or in connection with creation and redemption transactions; (iii) legal fees or expenses in connection with any arbitration, litigation or pending or threatened arbitration or litigation, including any settlements in connection therewith; (iv) extraordinary expenses; (v) distribution fees and expenses
 
49
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 July 31, 2025 
paid by the Trust under any distribution plan adopted pursuant to Rule 12b-1 under the 1940 Act; (vi) acquired fund fees and expenses; and (vii) the advisory fee payable to the Adviser under the Investment Advisory Agreement. The payment or assumption by the Adviser of any expense of the Trust that the Adviser is not required by the Investment Advisory Agreement to pay or assume shall not obligate the Adviser to pay or assume the same or any similar expense of the Trust on any subsequent occasion.
The schedule below reflects the rates of compensation paid to Lattice for investment advisory services rendered as of July 31, 2025; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates: 
Fund
Management Fee Rates
Disciplined US Equity ETF
0.19%
Multifactor Developed Markets (ex-US) ETF
0.29%
Multifactor Emerging Markets ETF
0.44%
Multifactor Small Cap ETF
0.34%
Multifactor US Equity ETF
0.19%
US Quality Growth ETF
0.34%
US Value ETF
0.29%
b)
Distribution Plans – Each Fund has adopted a Rule 12b-1 Distribution and Service Plan in accordance with Rule 12b-1 under the 1940 Act pursuant to which payments of up to 0.25% of each Fund’s average daily net assets may be made for the sale and distribution of its shares. The Board has determined that the Funds may not make payments under the Rule 12b-1 Distribution and Service Plan until authorized to do so by affirmative action of the Board. No Rule 12b-1 fees are currently paid by the Funds and there are no current  plans to impose these fees.
For the period ended July 31, 2025, the Funds did not pay any Rule 12b-1 fees.
c)
Remuneration Paid to Trustees and Officers – Certain officers of the Trust are trustees and/or officers of HFMC and/or The Hartford or its subsidiaries. For the period ended July 31, 2025, a portion of the Trust's Chief Compliance Officer’s ("CCO") compensation was paid by HFMC. As part of the Funds' Investment Management Agreement, HFMC also pays any Trustee and CCO compensation on behalf of the Funds.
8.
Securities Lending:
A Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one-third (33 1/3%) of the value of its total assets. A Fund may lend portfolio securities, provided that the borrower provides collateral that is maintained in an amount at least equal to the current market value of the securities loaned. Cash collateral is invested for the benefit of a Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned. The contractual maturities of the securities lending transactions are considered overnight and continuous.
A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the Fund could lose money in the event of a decline in the value of the collateral provided for loaned securities or a decline in the value of any investments made with cash collateral; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; (vi) the risk that any efforts to restrict or recall the securities for purposes of voting may not be effective; and (vii) operational risks (i.e., the risk of losses resulting from problems in the settlement and accounting process especially so in certain international markets). These events could also trigger adverse tax consequences for a Fund.
A Fund retains loan fees and the interest on cash collateral investments but is required to pay the borrower a rebate for the use of cash collateral. In cases where the lent security is of high value to borrowers, there may be a negative rebate (i.e., a net payment from the borrower to the applicable Fund). Upon termination of a loan, a Fund is required to return to the borrower an amount equal to the cash collateral, plus any rebate owed to the borrowers.
The net income earned on the securities lending (after payment of rebates and the lending agent's fee) is included on the Statements of Operations as Investment Income from securities lending. A Fund also receives payments from the borrower during the period of the loan, equivalent to dividends and interest earned on the securities loaned, which are recorded as Investment Income from dividends or interest, respectively, on the Statements of Operations.
 
50
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 July 31, 2025 
The following table presents for each Fund that lends its portfolio securities the market value of the securities on loan and the cash and non-cash collateral posted by the borrower as of July 31, 2025.  
Fund
Investment Securities on Loan, at market value,
Presented on the Statements of Assets and Liabilities
Cash
Collateral(1)
Non-Cash
Collateral(1)
Disciplined US Equity ETF
$272,885
$279,035
$3,110
Multifactor Developed Markets (ex-US) ETF
31,052,525
13,608,730
18,834,480
Multifactor Emerging Markets ETF
981,958
135,951
909,858
Multifactor Small Cap ETF
1,007,805
936,661
93,740
Multifactor US Equity ETF
365,670
373,575
—
US Quality Growth ETF
—
—
—
US Value ETF
—
—
—
 
(1)
It is each Fund’s policy to obtain additional collateral from, or return excess collateral to, the borrower by the end of the next business day following the valuation date of the
securities loaned. Therefore, the value of the collateral held may be temporarily less than that required under the lending contract due to timing.
9.
Custodian and Transfer Agent:
State Street serves as Custodian for the Funds pursuant to a custodian agreement ("Custodian Agreement") dated December 31, 2014, as amended from time to time.  As Custodian, State Street holds each Fund’s assets, calculates the net asset value of the shares and calculates net income and realized capital gains or losses. State Street serves as Transfer Agent of each Fund pursuant to a transfer agency and service agreement ("Transfer Agency and Service Agreement") dated February 13, 2018, as amended from time to time.  As Transfer Agent, State Street maintains the records of each Authorized Participant’s ownership of each Fund and processes the purchases and redemptions of Creation Units.
For the services provided under the Custodian Agreement and Transfer Agency and Service Agreement, Lattice or an affiliate, and not the Funds, compensates State Street pursuant to the Funds' unitary management fee structure.
10.
Affiliate Holdings:
As of July 31, 2025, affiliates of The Hartford had ownership of shares in certain Funds as follows:  
Fund
Percentage
of Fund
Multifactor Small Cap ETF
44
%
US Quality Growth ETF
0
%*
US Value ETF
0
%*
 
*
Percentage rounds to zero.
As of July 31, 2025, affiliated funds of funds and the 529 plan for which HFMC serves as the program manager (the "529 plan") in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of their shares as a result of purchase and sale activity from these affiliated funds of funds and the 529 plan. Affiliated funds of funds and the 529 plan owned shares in the Funds listed below as follows: 
Fund
Percentage
of Fund
Multifactor Developed Markets (ex-US) ETF
9
%
Multifactor US Equity ETF
10
%
US Quality Growth ETF
94
%
US Value ETF
98
%
11.
Beneficial Fund Ownership:
As of July 31, 2025, to the knowledge of a Fund, Hartford Funds Management Company, LLC beneficially held more than 25% of the shares outstanding of the following Funds:  
Fund
Shareholder
Percentage of Ownership
Multifactor Small Cap ETF
Hartford Funds Management Company, LLC
44
%
 
51
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 July 31, 2025 
12.
Investment Transactions:
For the period ended July 31, 2025, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows: 
Fund
Cost of Purchases
Excluding U.S.
Government
Obligations
Sales Proceeds
Excluding U.S.
Government
Obligations
Total Cost of
Purchases
Total Sales
Proceeds
Disciplined US Equity ETF
$43,430,774
$43,242,940
$43,430,774
$43,242,940
Multifactor Developed Markets (ex-US) ETF
277,267,679
289,613,402
277,267,679
289,613,402
Multifactor Emerging Markets ETF
14,976,611
10,027,712
14,976,611
10,027,712
Multifactor Small Cap ETF
8,492,583
8,265,948
8,492,583
8,265,948
Multifactor US Equity ETF
118,709,417
117,069,409
118,709,417
117,069,409
US Quality Growth ETF
13,402,949
13,366,792
13,402,949
13,366,792
US Value ETF
17,088,888
17,013,035
17,088,888
17,013,035
For the period ended July 31, 2025, in-kind transactions, which are not included in the table above, associated with purchase or redemption of Creation Units were as follows: 
Fund
Cost of Purchases
Sales Proceeds
Realized
Gain/(Loss)
Disciplined US Equity ETF
$44,052,799
$39,220,951
$8,091,263
Multifactor Developed Markets (ex-US) ETF
11,300,878
96,863,151
19,669,463
Multifactor Emerging Markets ETF
1,797,306
911,028
178,773
Multifactor Small Cap ETF
8,126,190
2,949,644
1,375,095
Multifactor US Equity ETF
102,242,178
109,674,344
28,569,644
US Quality Growth ETF
47,398,969
10,216,412
1,919,263
US Value ETF
47,104,586
8,549,106
1,014,198
 
13.
Share Transactions:
Each Fund will issue and redeem shares at NAV only with certain Authorized Participants in large increments known as ‘‘Creation Units.” Purchases of Creation Units are made by tendering a basket of designated securities and/or cash to a Fund and redemption proceeds are paid with a basket of securities and/or cash from the Fund with a balancing cash component to equate the market value of the basket securities delivered or redeemed to the NAV per Creation Unit on the transaction date. Cash may be substituted in an amount equivalent to the value of securities included in the relevant baskets for any reason at the Trust’s sole discretion. Each Fund’s shares are available in smaller increments to individual investors in the secondary market at market prices and may be subject to commissions. Authorized Participants may be required to pay a transaction fee when purchasing and redeeming Creation Units of the Fund. The transaction fee is used to defray the costs associated with the issuance and redemption of Creation Units, and is recorded as Other Capital on the Statements of Changes in Net Assets.
Purchase or redemption of Creation Units is only available to an Authorized Participant. An Authorized Participant is either (1) a ‘‘Participating Party’’ (i.e., a broker-dealer or other participant in the clearing process of the Continuous Net Settlement System of the NSCC) (‘‘Clearing Process’’), or (2) a participant of DTC (‘‘DTC Participant’’), and, in each case, must have executed an agreement (‘‘Participation Agreement’’) with the Distributor with respect to creations and redemptions of Creation Units.
Shares of Disciplined US Equity ETF, Multifactor Developed Markets (ex-US) ETF, Multifactor Emerging Markets ETF, Multifactor Small Cap ETF and Multifactor US Equity ETF are listed on the NYSE Arca and shares of US Value ETF are listed on the Cboe BZX. Shares of US Quality Growth ETF are listed on the NASDAQ Stock Market. Shares of each Fund are publicly traded. Retail investors may purchase or sell shares in the secondary market (not from the Fund) through a broker or dealer. Investors purchasing or selling shares in the secondary market may pay a commission, market premium or discount or other transaction charge, to a broker or dealer, as well as some or all of the spread between the bid and the offered price for each purchase or sale transaction. Unless imposed by a broker or dealer, there is no minimum dollar amount upon purchase and no minimum number of shares that must be purchased in the secondary market. Because transactions in the secondary market occur at market prices, an investor may pay more than NAV upon purchase of shares and may receive less than a Fund’s NAV upon sale of shares.
Because each Fund is structured as an ETF, individual shares may only be purchased and sold on a listing exchange through a broker-dealer. The price of shares is based on market price, and because ETF shares trade at market prices rather than at NAV, shares may trade at a price greater than NAV (a premium) or less than NAV (a discount). Each Fund will only issue or redeem Creation Units to Authorized Participants who have entered into agreements with the Distributor. The Funds generally will issue or redeem Creation Units in return for a designated basket of securities and/or cash that the Fund specifies each business day. The Funds do not impose any restrictions on the frequency of purchases and redemptions; however, the Funds reserve the right to reject or limit purchases at any time.
 
52
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 July 31, 2025 
The following information is for the period ended July 31, 2025 and years or periods ended September 30, 2024 and 2023: 
 
For the Period Ended
July 31, 2025(1)
For the Year or Period Ended
September 30, 2024
For the Year or Period Ended
September 30, 2023
 
Shares
Amount
Shares
Amount
Shares
Amount
Disciplined US Equity ETF(2)
Shares Sold
800,000
$44,125,756
950,000
$48,295,083
2,400,001
$103,167,962
Shares Redeemed
(725,000
)
(39,388,368
)
(875,000
)
(45,338,918
)
(275,001
)
(11,986,475
)
Total Net Increase (Decrease)
75,000
4,737,388
75,000
2,956,165
2,125,000
91,181,487
Multifactor Developed Markets
(ex-US) ETF
Shares Sold
350,000
$11,893,295
—
$—
5,950,000
$147,035,206
Shares Redeemed
(3,300,000
)
(99,074,253
)
(20,500,000
)
(561,715,572
)
(5,200,000
)
(127,513,307
)
Other Capital
—
555
—
2,672
—
10,308
Total Net Increase (Decrease)
(2,950,000
)
(87,180,403
)
(20,500,000
)
(561,712,900
)
750,000
19,532,207
Multifactor Emerging Markets ETF
Shares Sold
350,000
$8,670,631
400,000
$9,684,636
300,000
$6,121,118
Shares Redeemed
(100,000
)
(2,300,838
)
(50,000
)
(1,129,750
)
(800,000
)
(15,969,415
)
Other Capital
—
16,394
—
18,626
—
48,147
Total Net Increase (Decrease)
250,000
6,386,187
350,000
8,573,512
(500,000
)
(9,800,150
)
Multifactor Small Cap ETF
Shares Sold
200,000
$8,126,424
100,000
$4,072,538
500,000
$18,907,826
Shares Redeemed
(75,000
)
(3,004,532
)
(325,000
)
(13,222,218
)
(400,000
)
(14,275,447
)
Total Net Increase (Decrease)
125,000
5,121,892
(225,000
)
(9,149,680
)
100,000
4,632,379
Multifactor US Equity ETF
Shares Sold
1,975,000
$103,664,147
2,375,000
$114,529,354
4,575,000
$177,619,832
Shares Redeemed
(2,125,000
)
(111,201,335
)
(3,275,000
)
(150,117,945
)
(4,200,000
)
(168,252,506
)
Total Net Increase (Decrease)
(150,000
)
(7,537,188
)
(900,000
)
(35,588,591
)
375,000
9,367,326
US Quality Growth ETF(3)
Shares Sold
900,000
$47,337,201
175,001
$7,356,113
Shares Redeemed
(200,000
)
(10,268,792
)
(50,001
)
(2,381,516
)
Total Net Increase (Decrease)
700,000
37,068,409
125,000
4,974,597
US Value ETF(3)
Shares Sold
925,000
$47,097,182
175,001
$7,278,721
Shares Redeemed
(175,000
)
(8,541,256
)
(50,001
)
(2,321,418
)
Total Net Increase (Decrease)
750,000
38,555,926
125,000
4,957,303
 
(1)
For the period from October 1, 2024 to July 31, 2025. Effective May 1, 2025, the Funds changed fiscal year end from September 30 to July 31 (See Note 1 in the Notes to
Financial Statements).
(2)
Commenced operations on November 16, 2022.
(3)
Commenced operations on December 5, 2023.
14.
Line of Credit:
The Multifactor Emerging Markets ETF participates in a committed line of credit pursuant to a credit agreement dated February 27, 2025. The Fund may borrow under the line of credit for temporary or emergency purposes. The Fund (together with certain other Hartford Funds) may borrow up to $350 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. As of February 27, 2025, the interest rate on borrowings is equal to the higher of the Federal Funds Effective Rate and the Overnight Bank Funding Rate, plus an applicable margin. The facility also charges a commitment fee. From October 1, 2024 through February 27, 2025, the Fund (together with certain other Hartford Funds) had a similar agreement that enabled them to participate in a $350 million committed line of credit. The fees incurred by these Funds, if any, in connection with the credit facility during the period would be paid by the Investment Manager. During and as of the period ended July 31, 2025, none of the Funds had borrowings under these facilities.
15.
Indemnifications:
Under the Trust’s organizational documents, the Trust shall indemnify its officers and trustees to the full extent required or permitted under the applicable laws of the State of Delaware and federal securities laws. In addition, the Trust, on behalf of the Funds, may enter into contracts that contain a variety of indemnifications. The Trust’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Trust has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.
 
53
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 July 31, 2025 
16.
Recent Accounting Pronouncement:
In December 2023, the FASB issued ASU 2023-09 Income Taxes (Topic 740): Improvements to Income Tax Disclosures. Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The ASU allows for early adoption and amendments that should be applied on a prospective basis. Management is currently evaluating the impact of the ASU but does not expect this guidance to materially impact the financial statements.
17.
Subsequent Events:
Management has evaluated all subsequent transactions and events through the date on which these financial statements were issued and has determined that no additional items require disclosure in these financial statements.
 
54
Report of Independent Registered Public Accounting Firm
To the Board of Trustees of Lattice Strategies Trust and Shareholders of Hartford Disciplined US Equity ETF, Hartford Multifactor Developed Markets (ex-US) ETF, Hartford Multifactor Emerging Markets ETF, Hartford Multifactor Small Cap ETF, Hartford Multifactor US Equity ETF, Hartford US Quality Growth ETF and Hartford US Value ETF
Opinions on the Financial Statements
We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of each of the Funds listed in the table below (constituting Lattice Strategies Trust, hereafter collectively referred to as the "Funds") as of July 31, 2025, the related statements of operations and of changes in net assets for each of the periods indicated in the table below, including the related notes, and the financial highlights for each of the periods indicated therein (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Funds listed in the table below as of July 31, 2025, the results of each of their operations and the changes in each of their net assets for the periods indicated in the table below, and each of the financial highlights for each of the periods indicated therein, in conformity with accounting principles generally accepted in the United States of America.   
Fund Name
Hartford Disciplined US Equity ETF(1)
Hartford Multifactor Developed Markets (ex-US) ETF(2)
Hartford Multifactor Emerging Markets ETF (2)
Hartford Multifactor Small Cap ETF (2)
Hartford Multifactor US Equity ETF (2)
Hartford US Quality Growth ETF (3)
Hartford US Value ETF (3)
 
(1)
Statement of operations for the period October 1, 2024 through July 31, 2025 and the year ended September 30, 2024 and the statement of changes in net assets for the
period October 1, 2024 through July 31, 2025, for the year ended September 30, 2024, and for the period November 16, 2022 (commencement of operations) through
September 30, 2023
(2)
Statement of operations for the period October 1, 2024 through July 31, 2025 and the year ended September 30, 2024 and the statement of changes in net assets for the
period October 1, 2024 through July 31, 2025 and for the years ended September 30, 2024 and September 30, 2023
(3)
Statement of operations and statement of changes in net assets for the periods October 1, 2024 through July 31, 2025 and December 5, 2023 (commencement of
operations) through September 30, 2024
Basis for Opinions
These financial statements are the responsibility of the Funds’ management. Our responsibility is to express an opinion on the Funds’ financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Funds in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud. Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of July 31, 2025 by correspondence with the custodian, transfer agent, and brokers; when replies were not received from brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions.
/s/PricewaterhouseCoopers LLP
Philadelphia, Pennsylvania
September 25, 2025
We have served as the auditor of one or more investment companies in the Hartford Funds group of investment companies since 2020.
 
55
Hartford Systematic ETFs
 Item 8. Changes in and Disagreements with Accountants for Open-End Management Investment Companies.   
Not applicable. There were no changes in or disagreements with accountants during the period.
 
56
Hartford Systematic ETFs
 Item 9. Proxy Disclosures for Open-End Management Investment Companies.   
Not applicable. There were no matters submitted to a vote of shareholders during the period.
 
57
Hartford Systematic ETFs
 Item 10. Remuneration Paid to Trustees, Officers, and Others of Open-End Management Investment Companies.   
During the period October 1, 2024 through July 31, 2025, Lattice Strategies Trust paid no remuneration to any of its trustees or officers or to any affiliated person of its trustees or officers. Under the Trust’s unitary management fee arrangements, remuneration for independent trustees is paid by Lattice out of the management fee.
 
58
Hartford Systematic ETFs
Item 11. Statement Regarding Basis for Approval of Investment Advisory Contract.
Not applicable. There were no approvals of investment advisory contracts during the period October 1, 2024 through July 31, 2025.
 
59
Hartford Systematic ETFs
Index Glossary for Indices Included in the Annual Shareholder Report (Unaudited)
 
Hartford Disciplined US Equity Index seeks to enhance return
potential available from investments in US large-cap equities through
multifactor security selection to target balanced and consistent
exposures across value, momentum and quality factors while seeking
to enhance dividend yield, control for total active risk, and reduce
volatility.
Hartford Multifactor Emerging Markets Equity Index seeks to
enhance return potential available from investment in emerging market
companies by selecting equity securities exhibiting a favorable
combination of factors, including value, momentum, and quality while
reducing volatility by up to fifteen-percent over a complete market
cycle. 
Hartford Multifactor Large Cap Index seeks to enhance return
potential available from investment in the initial capitalization-weighted
universe by selecting equity securities exhibiting a favorable
combination of factors, including value, momentum, and quality while
reducing volatility by up to fifteen-percent over a complete market
cycle.
Hartford Multifactor Small Cap Index seeks to enhance return
potential available from investment in a capitalization-weighted
universe of US small capitalization equities by selecting equity
securities exhibiting a favorable combination of factors, including
value, momentum, and quality while reducing volatility by up to
fifteen-percent over a complete market cycle.
Hartford Risk-Optimized Multifactor Developed Markets (ex-US)
Index seeks to address risks and opportunities within developed
market stocks located outside the US by selecting equity securities
exhibiting a favorable combination of factors, including value,
momentum, and quality while reducing volatility by up to
fifteen-percent over a complete market cycle. 
Hartford US Quality Growth Index seeks to provide long-term capital
appreciation by investing in US equities with favorable growth
characteristics while maintaining what we consider to be enhanced
exposure to quality and also providing reasonable exposure to value
and momentum by maximizing exposure to quality while avoiding
negative exposure to value and momentum.
Hartford US Value Index seeks to provide long-term capital
appreciation by investing in US equities with favorable value
characteristics and relatively lower market valuations by maximizing
exposure to value while avoiding negative exposure to quality and
momentum.
Additional Information Regarding MSCI Indices. 
Neither MSCI nor any other party involved in or related to compiling,
computing or creating the MSCI data makes any express or implied
warranties or representations with respect to such data (or the results
to be obtained by the use thereof), and all such parties hereby
expressly disclaim all warranties of originality, accuracy,
completeness, merchantability or fitness for a particular purpose with
respect to any of such data. Without limiting any of the foregoing, in
no event shall MSCI, any of its affiliates or any third party involved in
or related to compiling, computing or creating the data have any
liability for any direct, indirect, special, punitive, consequential or any
other damages (including lost profits) even if notified of the possibility
of such damages. No further distribution or dissemination of the MSCI
data is permitted without MSCI’s express written consent. 
MSCI Emerging Markets Index (Net) (reflects reinvested dividends net
of withholding taxes but reflects no deduction for fees, expenses or
other taxes) is designed to capture large and mid cap securities
across emerging market countries.
MSCI World ex USA Index (Net) (reflects reinvested dividends net of
withholding taxes but reflects no deduction for fees, expenses or other
taxes) is designed to capture large and mid cap securities across
developed markets countries (excluding the US).
Russell 1000 Growth Index (Gross) (reflects no deduction for fees,
expenses or taxes) is designed to measure the performance of those
Russell 1000 Index companies with higher price-to-book ratios and
higher forecasted growth values. The Russell 1000 Index is designed
to measure the performance of the 1,000 largest companies in the
Russell 3000 Index based on their market capitalization and current
index membership.
Russell 1000 Index (Gross) (reflects no deduction for fees, expenses
or taxes) is designed to measure the performance of the 1,000 largest
companies in the Russell 3000 Index. The Russell 3000 Index is
designed to measure the performance of the 3,000 largest US
companies based on total market capitalization.
Russell 1000 Value Index (Gross) (reflects no deduction for fees,
expenses or taxes) is designed to measure the performance of those
Russell 1000 Index companies with lower price-to-book ratios and
lower forecasted growth values. The Russell 1000 Index is designed to
measure the performance of the 1,000 largest companies in the
Russell 3000 Index based on their market capitalization and current
index membership.
Russell 2000 Index (Gross) (reflects no deduction for fees, expenses
or taxes) is designed to measure the performance of 2,000 of the
smallest US-domiciled company common stocks based on a
combination of their market capitalization and current index
membership.
Russell 3000 Index (Gross) (reflects no deduction for fees, expenses
or taxes) is designed to measure the performance of the 3,000 largest
US companies based on total market capitalization.
 
60
This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report.
The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.
Investors should carefully consider a Fund’s investment objectives, risks, charges and expenses. This and other important information is contained in the Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.
Exchange-traded products are distributed by ALPS Distributors, Inc. (ALPS). Advisory services are provided by Lattice Strategies, LLC (Lattice) and Mellon Investments Corporation. Hartford Funds refers to Hartford Funds Distributors, LLC, Member FINRA, Hartford Funds Management Company, LLC, and Lattice, which are not affiliated with ALPS.
ETFAR-MLT25 09/2025 Printed in the U.S.A.
 

Item 12. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

Not applicable.

Item 13. Portfolio Managers of Closed-End Management Investment Companies.

Not applicable.

Item 14. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.

Not applicable.

Item 15. Submission of Matters to a Vote of Security Holders.

There have been no material changes to the procedures by which the shareholders may recommend nominees to the registrant’s board of trustees, where those changes were implemented after the registrant last provided disclosure in response to the requirements of Item 407(c)(2)(iv) of Regulation S-K (17 CFR 229.407) (as required by Item 22(b)(15) of Schedule 14A (17 CFR 240.14a-101)), or this Item.

Item 16. Controls and Procedures.

 

  (a)

The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are generally effective to provide reasonable assurance, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)).

 

  (b)

There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the period covered by this report that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 17. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.

Not applicable.

Item 18. Recovery of Erroneously Awarded Compensation.

Not applicable.

Item 19. Exhibits.

 

  (a)(1)

Code of Ethics is filed herewith.

 

  (a)(2)

Not applicable.

 

  (a)(3)

Separate certifications for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)) and Section 302 of the Sarbanes-Oxley Act of 2002 are attached hereto.

 

  (a)(4)

Not applicable.

 

  (a)(5)

Not applicable.

 

  (b)

Certifications pursuant to Rule 30a-2(b) under the 1940 Act and Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

 

    LATTICE STRATEGIES TRUST
Date: October 3, 2025     By:   /s/ Gregory A. Frost
      Gregory A. Frost
      President and Chief Executive Officer (Principal Executive Officer)

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

 

Date: October 3, 2025     By:   /s/ Gregory A. Frost
      Gregory A. Frost
      President and Chief Executive Officer (Principal Executive Officer)
Date: October 3, 2025     By:   /s/ Ankit Puri
      Ankit Puri
      Treasurer (Principal Accounting Officer) and Principal/Chief Financial Officer
ATTACHMENTS / EXHIBITS

ATTACHMENTS / EXHIBITS

CODE OF ETHICS

302 CERTIFICATIONS

906 CERTIFICATION

XBRL TAXONOMY EXTENSION SCHEMA

IDEA: R1.htm

IDEA: R2.htm

IDEA: R3.htm

IDEA: R4.htm

IDEA: R5.htm

IDEA: FilingSummary.xml

IDEA: MetaLinks.json

IDEA: d870130dncsr_htm.xml