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:
January 31, 2026
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

Semi-Annual Shareholder Report

January 31, 2026

Hartford Disciplined US Equity ETF
HDUS/NYSE Arca
This semi-annual shareholder report contains important information about the Hartford Disciplined US Equity ETF (the "Fund") for the period of August 1, 2025 to January 31, 2026. 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 six-months?
(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 $10 0.19%
^
Annualized.
Key Fund Statistics
as of January 31, 2026
Fund's net assets $161,028,983
Total number of portfolio holdings (excluding derivatives, if any) 267
Portfolio turnover rate (excludes in-kind creation or redemption transactions, if any) 28%
Graphical Representation of Holdings
as of January 31, 2026
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Sector *
Information Technology 30.9 %
Financials 11.5 %
Communication Services 11.0 %
Health Care 9.2 %
Industrials 9.0 %
Consumer Discretionary 8.7 %
Consumer Staples 6.2 %
Real Estate 3.8 %
Energy 3.5 %
Materials 3.5 %
Utilities 2.4 %
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.
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).
SAR_SHDUS_0126
HF_Logo_Tag

Semi-Annual Shareholder Report

January 31, 2026

Hartford Multifactor Developed Markets (ex-US) ETF
RODM/NYSE Arca
This semi-annual shareholder report contains important information about the Hartford Multifactor Developed Markets (ex-US) ETF (the "Fund") for the period of August 1, 2025 to January 31, 2026. 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 six-months?
(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 $16 0.29%
^
Annualized.
Key Fund Statistics
as of January 31, 2026
Fund's net assets $1,361,730,400
Total number of portfolio holdings (excluding derivatives, if any) 323
Portfolio turnover rate (excludes in-kind creation or redemption transactions, if any) 27%
Graphical Representation of Holdings
as of January 31, 2026
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Country *
Japan 19.0 %
Canada 15.8 %
Australia 9.6 %
United Kingdom 7.3 %
United States 6.3 %
France 5.3 %
Germany 5.3 %
Israel 3.8 %
Sweden 3.0 %
Singapore 2.9 %
Other** 20.7 %
Short-Term Investments 1.5 %
Other Assets & Liabilities (0.5 )%
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).
SAR_SRODM_0126
HF_Logo_Tag
Semi-Annual Shareholder Report
January 31, 2026
Hartford Multifactor Emerging Markets ETF
ROAM/NYSE Arca
This semi-annual shareholder report contains important information about the Hartford Multifactor Emerging Markets ETF (the "Fund") for the period of August 1, 2025 to January 31, 2026. 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 six-months?
(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 $25 0.44%
^
Annualized.
Key Fund Statistics
as of January 31, 2026
Fund's net assets $68,932,076
Total number of portfolio holdings (excluding derivatives, if any) 307
Portfolio turnover rate (excludes in-kind creation or redemption transactions, if any) 22%
Graphical Representation of Holdings
as of January 31, 2026
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Country *
China 20.4 %
India 16.2 %
Taiwan 15.0 %
South Korea 13.4 %
Saudi Arabia 5.1 %
Brazil 5.0 %
Malaysia 3.5 %
Thailand 3.2 %
Indonesia 3.0 %
Mexico 2.9 %
Other** 12.3 %
Short-Term Investments 1.3 %
Other Assets & Liabilities (1.3 )%
Total 100.0 %
*
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
**
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).
SAR_SROAM_0126
HF_Logo_Tag
Semi-Annual Shareholder Report
January 31, 2026
Hartford Multifactor Small Cap ETF
ROSC/NYSE Arca
This semi-annual shareholder report contains important information about the Hartford Multifactor Small Cap ETF (the "Fund") for the period of August 1, 2025 to January 31, 2026. 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 six-months?
(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 $19 0.34%
^
Annualized.
Key Fund Statistics
as of January 31, 2026
Fund's net assets $36,764,362
Total number of portfolio holdings (excluding derivatives, if any) 307
Portfolio turnover rate (excludes in-kind creation or redemption transactions, if any) 19%
Graphical Representation of Holdings
as of January 31, 2026
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Sector *
Health Care 18.0 %
Industrials 17.6 %
Financials 17.2 %
Consumer Discretionary 14.3 %
Information Technology 11.0 %
Real Estate 5.2 %
Consumer Staples 4.5 %
Energy 3.9 %
Communication Services 3.3 %
Materials 2.5 %
Utilities 2.1 %
Short-Term Investments 2.1 %
Other Assets & Liabilities (1.7 )%
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).
SAR_SROSC_0126
HF_Logo_Tag
Semi-Annual Shareholder Report
January 31, 2026
Hartford Multifactor US Equity ETF
ROUS/NYSE Arca
This semi-annual shareholder report contains important information about the Hartford Multifactor US Equity ETF (the "Fund") for the period of August 1, 2025 to January 31, 2026. 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 six-months?
(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 $10 0.19%
^
Annualized.
Key Fund Statistics
as of January 31, 2026
Fund's net assets $520,805,698
Total number of portfolio holdings (excluding derivatives, if any) 327
Portfolio turnover rate (excludes in-kind creation or redemption transactions, if any) 25%
Graphical Representation of Holdings
as of January 31, 2026
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Sector *
Information Technology 32.6 %
Industrials 11.9 %
Financials 11.5 %
Health Care 10.9 %
Consumer Discretionary 8.0 %
Communication Services 7.3 %
Consumer Staples 6.3 %
Utilities 4.1 %
Materials 3.3 %
Energy 2.4 %
Real Estate 1.4 %
Short-Term Investments 0.5 %
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).
SAR_SROUS_0126
HF_Logo_Tag
Semi-Annual Shareholder Report
January 31, 2026
Hartford US Quality Growth ETF
HQGO/The NASDAQ Stock Market LLC
This semi-annual shareholder report contains important information about the Hartford US Quality Growth ETF (the "Fund") for the period of August 1, 2025 to January 31, 2026. 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 six-months?
(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 $18 0.34%
^
Annualized.
Key Fund Statistics
as of January 31, 2026
Fund's net assets $49,935,921
Total number of portfolio holdings (excluding derivatives, if any) 268
Portfolio turnover rate (excludes in-kind creation or redemption transactions, if any) 19%
Graphical Representation of Holdings
as of January 31, 2026
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Sector *
Information Technology 39.8 %
Consumer Discretionary 13.3 %
Communication Services 12.7 %
Financials 8.3 %
Health Care 7.8 %
Industrials 6.5 %
Consumer Staples 5.0 %
Energy 3.6 %
Materials 1.6 %
Real Estate 0.8 %
Utilities 0.5 %
Short-Term Investments 0.0 %†
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.
​†
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).
SAR_SHQGO_0126
HF_Logo_Tag

Semi-Annual Shareholder Report

January 31, 2026

Hartford US Value ETF
VMAX/Cboe BZX
This semi-annual shareholder report contains important information about the Hartford US Value ETF (the "Fund") for the period of August 1, 2025 to January 31, 2026. 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 six-months?
(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 $16 0.29%
^
Annualized.
Key Fund Statistics
as of January 31, 2026
Fund's net assets $49,283,025
Total number of portfolio holdings (excluding derivatives, if any) 137
Portfolio turnover rate (excludes in-kind creation or redemption transactions, if any) 36%
Graphical Representation of Holdings
as of January 31, 2026
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Sector *
Financials 32.9 %
Health Care 11.7 %
Energy 9.9 %
Information Technology 9.7 %
Industrials 7.4 %
Communication Services 7.2 %
Utilities 6.7 %
Materials 3.9 %
Real Estate 3.8 %
Consumer Discretionary 3.7 %
Consumer Staples 3.0 %
Short-Term Investments 0.4 %
Other Assets & Liabilities (0.3 )%
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).
SAR_SVMAX_0126

(b) Not applicable.

Item 2. Code of Ethics.

Not applicable to this semi-annual filing.

Item 3. Audit Committee Financial Expert.

Not applicable to this semi-annual filing.

Item 4. Principal Accountant Fees and Services.

Not applicable to this semi-annual filing.

Item 5. Audit Committee of Listed Registrants.

Not applicable to this semi-annual filing.

Item 6. Investments.

 

  (a)

The Schedule of Investments in securities of unaffiliated issuers as of the close of the reporting period is included in the Semi-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
Semi-Annual Financial Statements
and Other Information
January 31, 2026 (Unaudited) 
◼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
30
31
31
31
 
32
32
33
33
34
34
35
 
36
36
36
36
37
37
Hartford Systematic ETFs
 
 
37
39
54
55
56
 
57
Item 7. Financial Statements and Financial Highlights for Open-End Management Investment Companies.
Hartford Disciplined US Equity ETF
Schedule of Investments
January 31, 2026 (Unaudited) 
 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7%
Automobiles & Components - 1.7%
2,787
Autoliv, Inc.
$337,896
3,905
Ford Motor Co.
54,201
5,453
Tesla, Inc.*
2,347,026
 
2,739,123
Banks - 2.4%
5,968
Citigroup, Inc.
690,557
5,296
Huntington Bancshares, Inc.
92,574
6,588
JP Morgan Chase & Co.
2,015,204
1,109
M&T Bank Corp.
245,721
4,580
Regions Financial Corp.
130,530
7,645
Wells Fargo & Co.
691,796
 
3,866,382
Capital Goods - 5.2%
1,455
3M Co.
222,848
439
Allegion PLC
72,606
1,068
Caterpillar, Inc.
702,060
3,065
Cummins, Inc.
1,774,083
11,233
Donaldson Co., Inc.
1,145,092
799
Dycom Industries, Inc.*
291,147
1,104
Eaton Corp. PLC
387,968
471
EMCOR Group, Inc.
339,464
8,252
Fastenal Co.
357,807
1,849
Ferguson Enterprises, Inc.
466,798
448
General Dynamics Corp.
157,288
2,624
General Electric Co.
805,017
106
Hubbell, Inc.
51,722
665
Johnson Controls International PLC
79,308
2,498
Mueller Industries, Inc.
340,078
476
Owens Corning
57,044
121
Parker-Hannifin Corp.
113,237
733
RTX Corp.
147,282
1,949
Trane Technologies PLC
819,710
611
Vertiv Holdings Co. Class A
113,756
 
8,444,315
Commercial & Professional Services - 2.5%
458
Broadridge Financial Solutions, Inc.
90,276
4,711
Cintas Corp.
901,638
166
Clean Harbors, Inc.*
43,145
4,405
Maximus, Inc.
416,008
13,042
Rollins, Inc.
826,080
12,676
UL Solutions, Inc. Class A
890,236
8,429
Veralto Corp.
834,303
 
4,001,686
Consumer Discretionary Distribution & Retail - 5.0%
24,076
Amazon.com, Inc.*
5,761,387
297
AutoNation, Inc.*
60,879
868
Dick's Sporting Goods, Inc.
175,336
1,791
eBay, Inc.
163,375
1,512
Home Depot, Inc.
566,380
511
Lowe's Cos., Inc.
136,468
4,411
TJX Cos., Inc.
660,812
705
Tractor Supply Co.
35,870
736
Ulta Beauty, Inc.*
476,457
996
Urban Outfitters, Inc.*
70,566
 
8,107,530
Consumer Durables & Apparel - 0.0%
163
Ralph Lauren Corp.
57,606
Consumer Services - 2.0%
1,605
Airbnb, Inc. Class A*
207,639
172
Booking Holdings, Inc.
860,317
5,490
Boyd Gaming Corp.
464,125
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7% - (continued)
Consumer Services - 2.0% - (continued)
2,458
Darden Restaurants, Inc.
$490,002
703
DoorDash, Inc. Class A*
143,848
398
Expedia Group, Inc.
105,406
1,916
H&R Block, Inc.
75,586
1,810
Las Vegas Sands Corp.
95,441
371
McDonald's Corp.
116,865
742
Royal Caribbean Cruises Ltd.
240,890
1,328
Texas Roadhouse, Inc.
238,854
1,122
Wynn Resorts Ltd.
120,559
 
3,159,532
Consumer Staples Distribution & Retail - 0.9%
21,883
Albertsons Cos., Inc. Class A(1)
364,352
3,767
Kroger Co.
236,756
7,689
Walmart, Inc.
916,067
 
1,517,175
Energy - 3.5%
18,853
Antero Midstream Corp.
354,814
620
Cheniere Energy, Inc.
131,142
8,854
Chevron Corp.
1,566,273
5,564
Chord Energy Corp.
557,735
1,057
ConocoPhillips
110,171
2,368
Coterra Energy, Inc.
68,317
275
DT Midstream, Inc.
34,656
3,003
EOG Resources, Inc.
336,726
10,882
Exxon Mobil Corp.
1,538,715
20,582
Kinder Morgan, Inc.
627,545
307
Marathon Petroleum Corp.
54,090
11,372
Permian Resources Corp.
183,430
2,041
Viper Energy, Inc. Class A
86,416
 
5,650,030
Equity Real Estate Investment Trusts (REITs) - 3.9%
962
Agree Realty Corp. REIT
69,485
9,590
American Healthcare, Inc. REIT
449,867
4,258
American Homes 4 Rent Class A, REIT
133,361
2,377
Digital Realty Trust, Inc. REIT
394,463
752
EastGroup Properties, Inc. REIT
136,593
1,148
EPR Properties REIT
62,268
16,618
Gaming & Leisure Properties, Inc. REIT
743,656
1,721
Host Hotels & Resorts, Inc. REIT
31,890
7,883
Lamar Advertising Co. Class A, REIT
1,011,468
26,821
Omega Healthcare Investors, Inc. REIT
1,176,905
1,034
Realty Income Corp. REIT
63,239
22,317
Sabra Health Care, Inc. REIT
417,997
2,272
Simon Property Group, Inc. REIT
434,656
8,627
STAG Industrial, Inc. REIT
323,599
26,920
VICI Properties, Inc. REIT
755,914
 
6,205,361
Financial Services - 7.5%
13,541
Annaly Capital Management, Inc. REIT
311,578
542
Ares Management Corp. Class A
81,121
5,506
Bank of New York Mellon Corp.
660,280
258
Berkshire Hathaway, Inc. Class B*
123,977
2,868
Block, Inc.*
173,313
245
Capital One Financial Corp.
53,638
1,428
Charles Schwab Corp.
148,398
2,045
CME Group, Inc.
591,128
1,004
Coinbase Global, Inc. Class A*
195,519
1,098
Franklin Resources, Inc.
29,229
76
Goldman Sachs Group, Inc.
71,091
1,193
Interactive Brokers Group, Inc. Class A
89,332
3,257
Jack Henry & Associates, Inc.
583,687
2,149
Janus Henderson Group PLC
103,431
The accompanying notes are an integral part of these financial statements.
 
3
Hartford Disciplined US Equity ETF
Schedule of Investments – (continued)
January 31, 2026 (Unaudited) 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7% - (continued)
Financial Services - 7.5% - (continued)
658
LPL Financial Holdings, Inc.
$239,841
1,916
Mastercard, Inc. Class A
1,032,322
4,750
Morgan Stanley
868,300
5,701
Northern Trust Corp.
851,901
3,420
Raymond James Financial, Inc.
567,241
57,689
Rithm Capital Corp. REIT
631,118
9,771
SEI Investments Co.
858,382
302
Shift4 Payments, Inc. Class A*(1)
17,830
43,955
Starwood Property Trust, Inc. REIT
788,113
1,305
State Street Corp.
170,772
2,165
Synchrony Financial
157,244
10,602
T. Rowe Price Group, Inc.
1,120,419
6,157
Toast, Inc. Class A*
191,544
4,227
Visa, Inc. Class A
1,360,375
 
12,071,124
Food, Beverage & Tobacco - 4.1%
25,599
Altria Group, Inc.
1,586,882
13,156
Cal-Maine Foods, Inc.
1,098,921
4,893
Coca-Cola Co.
366,045
2,664
Coca-Cola Consolidated, Inc.
405,088
2,500
Hershey Co.
486,875
11,168
Hormel Foods Corp.
274,844
3,075
Ingredion, Inc.
363,158
2,283
Kraft Heinz Co.
54,198
12,785
PepsiCo, Inc.
1,964,160
 
6,600,171
Health Care Equipment & Services - 4.0%
6,663
Abbott Laboratories
728,266
7,046
Boston Scientific Corp.*
659,012
2,920
Cardinal Health, Inc.
627,450
486
Cencora, Inc.
174,581
1,179
Edwards Lifesciences Corp.*
95,924
1,149
Encompass Health Corp.
108,615
755
GE HealthCare Technologies, Inc.
59,622
524
HCA Healthcare, Inc.
255,854
100
IDEXX Laboratories, Inc.*
67,046
920
Lantheus Holdings, Inc.*
61,566
83
McKesson Corp.
68,990
13,709
Medtronic PLC
1,411,479
2,617
Quest Diagnostics, Inc.
489,458
407
ResMed, Inc.
105,132
2,690
Stryker Corp.
994,116
1,448
UnitedHealth Group, Inc.
415,475
357
Veeva Systems, Inc. Class A*
72,799
 
6,395,385
Household & Personal Products - 1.2%
2,831
Clorox Co.
319,308
7,446
Colgate-Palmolive Co.
672,299
2,650
Kimberly-Clark Corp.
264,974
3,941
Procter & Gamble Co.
598,126
 
1,854,707
Insurance - 1.6%
1,766
American International Group, Inc.
132,238
3,814
Axis Capital Holdings Ltd.
393,529
2,116
Chubb Ltd.
655,029
27
Everest Group Ltd.
8,945
49
Markel Group, Inc.*
99,991
11,288
Old Republic International Corp.
442,151
2,076
Travelers Cos., Inc.
590,643
785
Unum Group
59,636
2,983
W.R. Berkley Corp.
204,574
 
2,586,736
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7% - (continued)
Materials - 3.5%
12,485
Amcor PLC
$552,461
4,632
AptarGroup, Inc.
578,768
1,252
Avery Dennison Corp.
232,259
5,111
CF Industries Holdings, Inc.
476,499
987
Corteva, Inc.
71,854
6,199
CRH PLC
758,820
1,372
Ecolab, Inc.
386,890
223
Linde PLC
101,904
1,759
NewMarket Corp.
1,179,920
1,430
Packaging Corp. of America
318,246
3,086
PPG Industries, Inc.
356,834
3,694
RPM International, Inc.
395,110
452
Sherwin-Williams Co.
160,297
 
5,569,862
Media & Entertainment - 9.3%
23,799
Alphabet, Inc. Class A
8,044,062
5,808
Fox Corp. Class A
422,706
5,820
Meta Platforms, Inc. Class A
4,170,030
9,886
Netflix, Inc.*
825,382
11,684
New York Times Co. Class A
856,554
18,046
News Corp. Class A
487,783
4,757
Pinterest, Inc. Class A*
105,273
698
ROBLOX Corp. Class A*
45,901
 
14,957,691
Pharmaceuticals, Biotechnology & Life Sciences - 5.2%
1,592
AbbVie, Inc.
355,032
572
Amgen, Inc.
195,555
454
Biogen, Inc.*
81,670
17,750
Bristol-Myers Squibb Co.
977,137
189
Danaher Corp.
41,370
1,144
Eli Lilly & Co.
1,186,500
2,570
Exelixis, Inc.*
106,295
8,549
Gilead Sciences, Inc.
1,213,531
832
Insmed, Inc.*
130,516
13,843
Johnson & Johnson
3,145,822
4,558
Merck & Co., Inc.
502,611
9,591
Pfizer, Inc.
253,586
1,992
Royalty Pharma PLC Class A
83,027
502
West Pharmaceutical Services, Inc.
116,022
 
8,388,674
Semiconductors & Semiconductor Equipment - 14.1%
2,642
Advanced Micro Devices, Inc.*
625,441
5,051
Applied Materials, Inc.
1,628,038
11,133
Broadcom, Inc.
3,688,363
893
First Solar, Inc.*
201,389
959
KLA Corp.
1,369,394
6,979
Lam Research Corp.
1,629,317
1,215
Marvell Technology, Inc.
95,888
3,279
Micron Technology, Inc.
1,360,392
58,429
NVIDIA Corp.
11,167,535
2,620
QUALCOMM, Inc.
397,166
2,866
Skyworks Solutions, Inc.
159,808
1,916
Texas Instruments, Inc.
412,994
 
22,735,725
Software & Services - 10.6%
806
Accenture PLC Class A
212,494
306
Adobe, Inc.*
89,734
170
Appfolio, Inc. Class A*
32,280
552
AppLovin Corp. Class A*
261,157
168
Autodesk, Inc.*
42,482
1,168
Cadence Design Systems, Inc.*
346,148
1,653
Cloudflare, Inc. Class A*
293,160
The accompanying notes are an integral part of these financial statements.
 
4
Hartford Disciplined US Equity ETF
Schedule of Investments – (continued)
January 31, 2026 (Unaudited) 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7% - (continued)
Software & Services - 10.6% - (continued)
1,365
Cognizant Technology Solutions Corp. Class A
$112,012
1,490
Crowdstrike Holdings, Inc. Class A*
657,693
925
Datadog, Inc. Class A*
119,621
3,693
Dolby Laboratories, Inc. Class A(1)
237,054
40,492
Dropbox, Inc. Class A*
1,031,736
850
Gitlab, Inc. Class A*
29,733
756
Guidewire Software, Inc.*
106,415
247
HubSpot, Inc.*
69,160
1,420
InterDigital, Inc.
463,545
3,700
International Business Machines Corp.
1,134,790
1,017
Intuit, Inc.
507,402
1,345
JFrog Ltd.*
73,706
18,790
Microsoft Corp.
8,085,149
1,216
Nutanix, Inc. Class A*
47,825
4,824
Oracle Corp.
793,934
6,398
Palantir Technologies, Inc. Class A*
937,883
474
Palo Alto Networks, Inc.*
83,884
829
Qualys, Inc.*
109,345
2,200
Rubrik, Inc. Class A*
123,090
1,398
Salesforce, Inc.
296,781
836
ServiceNow, Inc.*
97,820
804
Snowflake, Inc.*
154,931
1,808
VeriSign, Inc.
441,568
212
Zscaler, Inc.*
42,402
 
17,034,934
Technology Hardware & Equipment - 6.2%
4,219
Amphenol Corp. Class A
607,874
28,018
Apple, Inc.
7,270,111
2,409
Arista Networks, Inc.*
341,452
11,316
Cisco Systems, Inc.
886,269
345
Dell Technologies, Inc. Class C
39,482
384
Flex Ltd.*
24,207
756
Jabil, Inc.
179,316
3,115
NetApp, Inc.
300,130
312
Seagate Technology Holdings PLC
127,199
533
Super Micro Computer, Inc.*
15,516
326
TD SYNNEX Corp.
51,726
862
TE Connectivity PLC
192,036
 
10,035,318
Telecommunication Services - 1.7%
29,489
AT&T, Inc.
772,907
1,529
T-Mobile U.S., Inc.
301,534
37,526
Verizon Communications, Inc.
1,670,657
 
2,745,098
Transportation - 1.2%
3,879
CH Robinson Worldwide, Inc.
756,211
454
JB Hunt Transport Services, Inc.
92,035
3,465
Ryder System, Inc.
662,785
4,093
Uber Technologies, Inc.*
327,645
1,487
United Airlines Holdings, Inc.*
152,150
 
1,990,826
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7% - (continued)
Utilities - 2.4%
23,322
CenterPoint Energy, Inc.
$925,650
627
Constellation Energy Corp.
175,986
3,247
DTE Energy Co.
436,332
183
Duke Energy Corp.
22,207
1,828
Evergy, Inc.
140,262
7,353
FirstEnergy Corp.
348,091
2,474
NRG Energy, Inc.
377,607
670
OGE Energy Corp.
29,266
717
Public Service Enterprise Group, Inc.
59,052
23,440
TXNM Energy, Inc.
1,381,085
407
Xcel Energy, Inc.
30,956
 
3,926,494
Total Common Stocks
(cost $124,574,547)
$160,641,485
SHORT-TERM INVESTMENTS - 0.4%
Securities Lending Collateral - 0.4%
625,586
State Street Navigator Securities Lending
Government Money Market Portfolio, 3.66%(2)
$625,586
Total Short-Term Investments
(cost $625,586)
$625,586
Total Investments
(cost $125,200,133)
100.1
%
$161,267,071
Other Assets and Liabilities
(0.1
)%
(238,088
)
Net Assets
100.0
%
$161,028,983
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.
The accompanying notes are an integral part of these financial statements.
 
5
Hartford Disciplined US Equity ETF
Schedule of Investments – (continued)
January 31, 2026 (Unaudited) 
Futures Contracts Outstanding at January 31, 2026
Description
Number of
Contracts
Expiration
Date
Current
Notional
Amount
Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
S&P 500 (E-Mini) Future
11
03/20/2026
$383,116
$4,079
Total futures contracts
$4,079
† 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 January 31, 2026 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Common Stocks 
$160,641,485
$160,641,485
$—
$—
Short-Term Investments 
625,586
625,586
—
—
Futures Contracts(2) 
4,079
4,079
—
—
Total
$161,271,150
$161,271,150
$—
$—
 
(1)
For the six-month period ended January 31, 2026, 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
January 31, 2026 (Unaudited) 
 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 98.6%
Australia - 9.6%
75,570
ANZ Group Holdings Ltd.
$1,942,919
256,665
Bendigo & Adelaide Bank Ltd.
1,972,479
248,261
BHP Group Ltd.
8,795,095
526,725
Brambles Ltd.
8,265,537
18,982
Cochlear Ltd.
3,578,448
602,595
Coles Group Ltd.
8,983,307
140,805
Computershare Ltd.
3,226,545
14,453
CSL Ltd.
1,836,886
103,412
EBOS Group Ltd.(1)
1,608,129
1,316,597
Endeavour Group Ltd.
3,412,665
229,104
Fortescue Ltd.
3,370,475
1,035,585
Insurance Australia Group Ltd.
5,513,640
66,943
JB Hi-Fi Ltd.
3,805,685
670,314
Lottery Corp. Ltd.
2,418,380
879,537
Medibank Pvt Ltd.
2,846,657
214,844
Orica Ltd.
3,871,090
261,464
Origin Energy Ltd.
2,161,389
919,582
Qantas Airways Ltd.
6,487,226
539,489
QBE Insurance Group Ltd.
7,460,516
124,753
Rio Tinto PLC
11,534,940
183,000
Santos Ltd.
898,687
409,511
Scentre Group REIT
1,170,482
297,549
Sonic Healthcare Ltd.
4,783,880
293,750
Suncorp Group Ltd.
3,498,371
2,904,501
Telstra Group Ltd.
9,929,570
2,192,699
Vicinity Ltd. REIT
3,778,794
25,250
Wesfarmers Ltd.
1,474,546
52,875
Woodside Energy Group Ltd.
939,745
498,380
Woolworths Group Ltd.
10,802,394
 
130,368,477
Austria - 0.4%
21,013
ANDRITZ AG
1,824,863
77,089
Raiffeisen Bank International AG
3,914,139
 
5,739,002
Belgium - 0.4%
5,414
Ackermans & van Haaren NV
1,608,904
36,716
Ageas SA
2,618,569
4,206
KBC Group NV
594,936
4,004
UCB SA
1,216,562
 
6,038,971
Brazil - 0.4%
129,129
Yara International ASA
5,962,045
Canada - 15.8%
50,516
Alimentation Couche-Tard, Inc.
2,642,657
51,536
AltaGas Ltd.
1,563,035
98,137
Bank of Montreal(1)
13,434,003
120,110
Bank of Nova Scotia
9,029,427
79,227
Canadian Imperial Bank of Commerce
7,362,497
4,059
Canadian National Railway Co.
392,636
75,917
Canadian Natural Resources Ltd.
2,838,443
62,647
CCL Industries, Inc. Class B
3,796,339
54,597
CGI, Inc.
4,705,143
665
Constellation Software, Inc.
1,234,072
24,772
Descartes Systems Group, Inc.*
1,851,955
32,180
Dollarama, Inc.
4,360,691
116,115
Element Fleet Management Corp.
2,958,289
56,035
Emera, Inc.(1)
2,792,750
6,913
Fairfax Financial Holdings Ltd.(1)
11,471,705
60,398
Fortis, Inc.(1)
3,238,116
89,378
George Weston Ltd.
6,268,308
175,264
Great-West Lifeco, Inc.
8,249,697
54,973
iA Financial Corp., Inc.
6,792,108
70,605
Imperial Oil Ltd.
7,172,861
13,508
Intact Financial Corp.
2,472,967
65,775
Kinross Gold Corp.
2,075,859
Shares or Principal Amount
Market Value†
COMMON STOCKS - 98.6% - (continued)
Canada - 15.8% - (continued)
239,379
Loblaw Cos. Ltd.
$10,830,965
153,429
Magna International, Inc.
7,846,359
146,497
Manulife Financial Corp.
5,611,490
56,797
Metro, Inc.
3,791,220
40,154
National Bank of Canada
4,811,126
17,034
Nutrien Ltd.
1,179,291
255,684
Open Text Corp.
6,566,990
94,930
Power Corp. of Canada
4,813,974
6,887
RB Global, Inc.
782,157
80,806
Royal Bank of Canada
13,529,030
55,757
Stantec, Inc.
5,556,142
98,154
Sun Life Financial, Inc.
6,219,114
105,855
Suncor Energy, Inc.
5,625,953
159,383
TELUS Corp.
2,236,294
12,203
Thomson Reuters Corp.
1,355,789
27,527
Toromont Industries Ltd.
3,525,871
158,969
Toronto-Dominion Bank
14,939,553
945,227
Whitecap Resources, Inc.(1)
8,669,438
 
214,594,314
China - 2.0%
2,628,500
BOC Hong Kong Holdings Ltd.
13,880,090
595,000
SITC International Holdings Co. Ltd.
2,220,098
109,700
Wilmar International Ltd.
293,052
4,290,700
Yangzijiang Shipbuilding Holdings Ltd.
11,293,096
 
27,686,336
Denmark - 0.5%
3,135
Carlsberg AS Class B
426,011
37,916
Novo Nordisk AS Class B
2,232,183
155,484
Tryg AS
3,792,232
 
6,450,426
Finland - 2.6%
45,346
Elisa OYJ
2,004,629
86,873
Fortum OYJ
2,058,186
31,561
Kesko OYJ Class B
801,244
78,408
Kone OYJ Class B
5,654,519
2,790,550
Nokia OYJ ADR(1)
17,943,237
43,376
Orion OYJ Class B
3,594,099
244,399
Sampo OYJ Class A
2,733,044
 
34,788,958
France - 5.3%
6,169
Air Liquide SA
1,159,114
13,944
AXA SA
637,496
14,841
Capgemini SE
2,316,415
219,885
Cie Generale des Etablissements Michelin SCA
8,200,731
85,993
Danone SA
6,735,538
564,972
Engie SA
16,870,193
12,115
EssilorLuxottica SA
3,717,014
743,743
Orange SA
13,820,486
50,321
Societe Generale SA
4,417,993
117,834
TotalEnergies SE
8,572,085
41,939
Vinci SA
6,048,249
 
72,495,314
Germany - 4.9%
19,760
Allianz SE
8,740,086
46,745
Bayerische Motoren Werke AG
4,861,445
153,666
Commerzbank AG
6,341,638
55,127
Daimler Truck Holding AG
2,686,233
19,008
Deutsche Boerse AG
4,823,327
42,004
Deutsche Post AG
2,364,584
150,670
Deutsche Telekom AG
5,049,321
406,890
E.ON SE
8,647,676
75,934
Fresenius SE & Co. KGaA
4,264,712
18,877
Heidelberg Materials AG
5,194,312
32,153
Mercedes-Benz Group AG
2,210,516
The accompanying notes are an integral part of these financial statements.
 
7
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
January 31, 2026 (Unaudited) 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 98.6% - (continued)
Germany - 4.9% - (continued)
3,810
Muenchener Rueckversicherungs-Gesellschaft AG
in Muenchen
$2,322,488
117,168
RWE AG
7,460,098
6,161
SAP SE
1,250,109
 
66,216,545
Guatemala - 0.6%
135,801
Millicom International Cellular SA
8,287,935
Hong Kong - 2.3%
1,358,500
CK Asset Holdings Ltd.
7,973,884
306,980
CLP Holdings Ltd.
2,906,792
1,831,000
HKT Trust & HKT Ltd.
2,743,089
307,000
PCCW Ltd.
229,178
1,653,591
Sino Land Co. Ltd.
2,494,244
481,000
Sun Hung Kai Properties Ltd.
7,741,872
6,578,292
WH Group Ltd.(2)
7,732,527
 
31,821,586
Indonesia - 0.2%
35,926
Jardine Matheson Holdings Ltd.
2,614,335
Ireland - 1.0%
1,057,066
AIB Group PLC
11,883,744
99,155
Bank of Ireland Group PLC
2,022,421
 
13,906,165
Israel - 3.8%
422,342
Bank Hapoalim BM
10,505,252
372,378
Bank Leumi Le-Israel BM
9,004,597
1,233,684
Bezeq The Israeli Telecommunication Corp. Ltd.
3,186,804
8,335
Delek Group Ltd.
2,352,108
565,273
El Al Israel Airlines
3,210,116
7,785
FIBI Holdings Ltd.
695,773
34,111
First International Bank of Israel Ltd.
2,916,168
460,530
Israel Discount Bank Ltd. Class A
5,461,566
16,074
Matrix IT Ltd.
724,017
69,425
Mizrahi Tefahot Bank Ltd.
5,467,915
15,562
One Software Technologies Ltd.
449,679
67,625
Partner Communications Co. Ltd.
826,494
2,589
Paz Retail & Energy Ltd.
635,019
80,321
Phoenix Financial Ltd.
3,924,563
105,157
Shufersal Ltd.
1,362,440
22,925
Strauss Group Ltd.
868,663
 
51,591,174
Italy - 1.3%
313,295
Enel SpA
3,469,199
492,705
Italgas SpA
5,925,944
56,223
Ryanair Holdings PLC ADR
3,969,344
177,116
Unipol Assicurazioni SpA
3,956,008
 
17,320,495
Japan - 19.0%
1,309
Advance Residence Investment Corp. REIT
1,425,593
97,700
Air Water, Inc.
1,484,880
251,800
ALSOK Co. Ltd.
1,954,690
65,600
Amada Co. Ltd.
841,794
342,000
ANA Holdings, Inc.
6,662,194
363,800
Asahi Kasei Corp.
3,536,355
175,000
Astellas Pharma, Inc.
2,432,257
242,400
Azbil Corp.
2,116,639
63,400
BIPROGY, Inc.
2,107,168
191,986
Bridgestone Corp.
4,337,296
294,700
Brother Industries Ltd.
6,002,511
76,203
Canon, Inc.(1)
2,314,346
112,900
Central Japan Railway Co.
3,152,213
21,700
Chubu Electric Power Co., Inc.
316,370
88,300
COMSYS Holdings Corp.
2,759,017
172,200
Dai Nippon Printing Co. Ltd.
3,089,352
Shares or Principal Amount
Market Value†
COMMON STOCKS - 98.6% - (continued)
Japan - 19.0% - (continued)
224,100
Daito Trust Construction Co. Ltd.
$4,554,347
220,800
Daiwa House Industry Co. Ltd.
7,528,899
366
Daiwa House Investment Corp. REIT
319,829
9,500
East Japan Railway Co.
239,748
119,500
Electric Power Development Co. Ltd.
2,544,004
118,400
EXEO Group, Inc.
1,980,625
103,200
FUJIFILM Holdings Corp.
2,065,204
253,300
Hachijuni Nagano Bank Ltd.
3,160,913
140,200
Haseko Corp.
2,876,527
6,500
Hirose Electric Co. Ltd.
698,836
16,100
Horiba Ltd.
1,911,523
482,700
Japan Airlines Co. Ltd.
9,151,148
3,698
Japan Metropolitan Fund Invest REIT
2,917,455
431,200
Japan Post Bank Co. Ltd.
7,659,069
148,800
Japan Post Insurance Co. Ltd.
4,605,990
104,900
Kandenko Co. Ltd.
3,782,955
101,300
KDDI Corp.
1,711,646
2,134
KDX Realty Investment Corp. REIT
2,314,393
21,300
Kewpie Corp.
598,571
70,200
Kinden Corp.
3,111,809
172,100
Kuraray Co. Ltd.
1,858,113
128,600
Kyowa Kirin Co. Ltd.
2,087,895
114,200
Kyushu Railway Co.
2,921,258
38,700
MatsukiyoCocokara & Co.
621,669
56,500
McDonald's Holdings Co. Japan Ltd.
2,457,636
414,600
Mebuki Financial Group, Inc.
3,127,104
91,950
Medipal Holdings Corp.
1,668,404
87,632
MEIJI Holdings Co. Ltd.
2,058,153
123,300
Mitsubishi UFJ Financial Group, Inc.
2,241,637
102,300
Mizuho Financial Group, Inc.
4,498,256
91,085
NEC Corp.
3,076,318
163,900
NGK Insulators Ltd.
3,919,533
209,800
Nippon Express Holdings, Inc.
4,769,666
50,100
Nissan Chemical Corp.
1,728,785
124,600
Niterra Co. Ltd.
5,452,966
1,825
Nomura Real Estate Master Fund, Inc. REIT
1,976,906
1,134,800
NTT, Inc.
1,139,508
85,600
Obayashi Corp.
1,934,962
527,800
Oji Holdings Corp.
3,131,353
564,900
Ono Pharmaceutical Co. Ltd.
8,431,753
3,465
Orix J, Inc. REIT
2,327,071
82,146
Osaka Gas Co. Ltd.
3,085,401
107,400
Otsuka Corp.
2,131,848
139,100
Otsuka Holdings Co. Ltd.
8,332,835
1,452,800
Persol Holdings Co. Ltd.
2,546,591
211,900
Ricoh Co. Ltd.
1,870,918
176,200
Sankyo Co. Ltd.
2,759,050
36,800
Sankyu, Inc.
2,194,020
291,300
Santen Pharmaceutical Co. Ltd.
3,281,988
11,600
Sanwa Holdings Corp.
263,192
48,700
Secom Co. Ltd.
1,786,551
27,200
Sega Sammy Holdings, Inc.
426,796
56,400
Seibu Holdings, Inc.
1,497,200
218,200
Seiko Epson Corp.
2,797,164
305,765
Sekisui Chemical Co. Ltd.
5,417,190
52,400
Shimamura Co. Ltd.
3,524,245
383,000
Shionogi & Co. Ltd.
7,880,475
152,600
Skylark Holdings Co. Ltd.
3,115,113
23,200
Sompo Holdings, Inc.
799,502
137,093
Subaru Corp.
2,956,751
56,200
Sumitomo Mitsui Financial Group, Inc.
1,993,559
92,200
Sumitomo Mitsui Trust Group, Inc.
3,058,989
33,300
Suntory Beverage & Food Ltd.
1,051,931
165,600
Takeda Pharmaceutical Co. Ltd.
5,627,351
122,100
TIS, Inc.
3,560,261
13,396
Tokyo Gas Co. Ltd.
594,509
17,900
Tokyo Tatemono Co. Ltd.
421,101
The accompanying notes are an integral part of these financial statements.
 
8
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
January 31, 2026 (Unaudited) 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 98.6% - (continued)
Japan - 19.0% - (continued)
214,100
Tosoh Corp.
$3,498,938
202,300
Toyo Tire Corp.
5,451,582
1,658
United Urban Investment Corp. REIT
1,920,683
225,200
West Japan Railway Co.
4,611,739
68,700
Yamato Holdings Co. Ltd.
899,834
11,400
Yokogawa Electric Corp.
378,965
 
259,431,384
Netherlands - 2.6%
299,620
Koninklijke Ahold Delhaize NV
11,748,364
2,100,143
Koninklijke KPN NV
10,263,576
8,600
Magnum Ice Cream Co. NV*
153,123
118,097
NN Group NV
9,382,200
41,234
Wolters Kluwer NV
3,869,383
 
35,416,646
New Zealand - 0.5%
396,023
Contact Energy Ltd.
2,239,648
115,199
Fisher & Paykel Healthcare Corp. Ltd.(1)
2,711,176
268,857
Goodman Property Trust REIT
314,666
879,113
Spark New Zealand Ltd.
1,207,091
 
6,472,581
Norway - 2.3%
137,541
Aker BP ASA
4,032,070
477,522
Equinor ASA
12,784,927
33,963
Europris ASA(2)
313,127
177,923
Kitron ASA
1,528,250
477,172
Norsk Hydro ASA
4,290,996
285,704
Orkla ASA
3,399,023
19,548
SpareBank 1 Nord Norge
299,033
30,027
SpareBank 1 SMN
605,730
273,895
Telenor ASA
4,622,436
 
31,875,592
Singapore - 2.9%
569,000
CapitaLand Ascendas REIT*
1,277,896
1,070,200
CapitaLand Integrated Commercial Trust REIT*
2,015,585
63,909
DBS Group Holdings Ltd.
2,981,413
2,964,100
Genting Singapore Ltd.
1,716,795
648,352
Oversea-Chinese Banking Corp. Ltd.
10,846,740
1,558,300
Singapore Airlines Ltd.(1)
7,797,640
663,400
Singapore Technologies Engineering Ltd.
5,123,184
239,600
United Overseas Bank Ltd.
7,225,762
 
38,985,015
Spain - 0.9%
34,548
Aena SME SA(2)
1,078,054
175,950
CaixaBank SA
2,334,954
99,507
Iberdrola SA
2,240,314
298,042
Repsol SA
5,869,837
122,568
Telefonica SA(1)
497,952
 
12,021,111
Sweden - 3.0%
19,634
Atea ASA*
314,993
59,695
Axfood AB
2,057,437
98,133
Essity AB Class B
2,917,744
28,164
Evolution AB(2)
1,840,853
26,720
Loomis AB
1,115,616
213,582
Securitas AB Class B
3,549,144
217,870
SKF AB Class B
5,724,710
281,319
SSAB AB Class A
2,353,581
112,951
Tele2 AB Class B
2,079,174
1,033,230
Telefonaktiebolaget LM Ericsson Class B
11,282,105
1,155,910
Telia Co. AB(1)
5,294,942
54,478
Volvo AB Class B(1)
1,993,942
 
40,524,241
Switzerland - 2.7%
1,051
Geberit AG
804,714
Shares or Principal Amount
Market Value†
COMMON STOCKS - 98.6% - (continued)
Switzerland - 2.7% - (continued)
33,117
Logitech International SA(1)
$2,842,763
137,679
Sandoz Group AG
10,938,512
6,118
Schindler Holding AG
2,260,335
26,904
SGS SA
3,242,246
13,490
Swisscom AG
11,097,870
7,753
Zurich Insurance Group AG
5,527,429
 
36,713,869
United Kingdom - 7.3%
105,028
AstraZeneca PLC ADR
9,743,448
134,825
Aviva PLC
1,176,317
294,611
BAE Systems PLC
7,980,488
218,920
Beazley PLC
3,403,680
118,444
British American Tobacco PLC ADR
7,187,182
77,303
Bunzl PLC
2,172,499
5,389,132
Centrica PLC
14,121,207
222,500
CK Hutchison Holdings Ltd.
1,802,006
37,761
Coca-Cola Europacific Partners PLC
3,462,684
76,824
Compass Group PLC
2,305,574
634,605
HSBC Holdings PLC
11,193,738
175,908
Imperial Brands PLC
7,401,012
369,494
NatWest Group PLC
3,372,819
23,463
Next PLC*
4,270,947
211,041
Pearson PLC
2,772,641
61,603
RELX PLC
2,180,151
35,190
Sage Group PLC
462,324
293,963
Smith & Nephew PLC
5,010,114
28,083
Smiths Group PLC
967,276
22,388
Standard Chartered PLC
572,042
912,599
Tesco PLC
5,324,840
38,224
Unilever PLC
2,591,435
 
99,474,424
United States - 6.3%
5,445
AP Moller - Maersk AS Class B
13,557,852
18,458
BP PLC ADR
699,189
302,623
GSK PLC ADR(1)
15,615,347
1,009,179
Haleon PLC
5,247,182
5,839
Holcim AG*
603,122
27,162
Nestle SA
2,590,099
94,903
Novartis AG
14,126,072
36,877
Roche Holding AG
16,794,707
89,670
Sanofi SA
8,448,736
113,094
Shell PLC
4,336,100
27,504
Swiss Re AG
4,409,284
 
86,427,690
Total Common Stocks
(cost $1,016,807,108)
$1,343,224,631
PREFERRED STOCKS - 0.4%
Germany - 0.4%
19,701
Henkel AG & Co. KGaA (Preference Shares)(3)
$1,738,110
28,851
Volkswagen AG (Preference Shares)(3)
3,523,216
Total Preferred Stocks
(cost $4,948,105)
$5,261,326
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 $1,021,755,213)
$1,348,485,957
The accompanying notes are an integral part of these financial statements.
 
9
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
January 31, 2026 (Unaudited) 
Shares or Principal Amount
Market Value†
SHORT-TERM INVESTMENTS - 1.5%
Securities Lending Collateral - 1.5%
20,046,453
State Street Navigator Securities Lending
Government Money Market Portfolio,
3.66%(6)
$20,046,453
Total Short-Term Investments
(cost $20,046,453)
$20,046,453
Total Investments
(cost $1,041,801,666)
100.5
%
$1,368,532,410
Other Assets and Liabilities
(0.5
)%
(6,802,010
)
Net Assets
100.0
%
$1,361,730,400
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 January 31, 2026, the aggregate value of these securities was
$10,964,561, representing 0.8% 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 January 31, 2026
Description
Number of
Contracts
Expiration
Date
Current
Notional
Amount
Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
MSCI EAFE Index Future
57
03/20/2026
$8,654,880
$348,484
Total futures contracts
$348,484
† 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 January 31, 2026 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Common Stocks 
$1,343,224,631
$1,343,224,631
$—
$—
Preferred Stocks 
5,261,326
5,261,326
—
—
Warrants 
—
—
—
—
Short-Term Investments 
20,046,453
20,046,453
—
—
Futures Contracts(2) 
348,484
348,484
—
—
Total
$1,368,880,894
$1,368,880,894
$—
$—
 
(1)
For the six-month period ended January 31, 2026, 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 six-month period ended January 31, 2026 is not presented.
The accompanying notes are an integral part of these financial statements.
 
10
Hartford Multifactor Emerging Markets ETF
Schedule of Investments
January 31, 2026 (Unaudited) 
 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 97.9%
Australia - 0.8%
5,913
Anglogold Ashanti PLC
$549,140
Brazil - 4.2%
62,478
Ambev SA
177,211
24,970
Banco Bradesco SA ADR
101,129
15,481
Cia de Saneamento Basico do Estado de Sao Paulo
SABESP
417,573
48,201
Itau Unibanco Holding SA ADR
414,047
97,074
Lojas Renner SA
276,822
47,736
Telefonica Brasil SA*
340,818
87,220
TIM SA
408,483
25,544
TOTVS SA
217,455
22,400
Vale SA ADR
359,968
39,112
Vibra Energia SA
214,851
 
2,928,357
Chile - 0.8%
1,113,979
Banco de Chile
248,545
21,279
Cencosud SA
72,102
11,684
Empresas Copec SA
100,837
18,101
Falabella SA
142,252
 
563,736
China - 20.4%
37,000
3SBio, Inc.*(1)
110,388
659,000
Agricultural Bank of China Ltd. Class H
461,571
13,000
Alibaba Group Holding Ltd.
281,650
302,000
Aluminum Corp. of China Ltd. Class H
535,578
9,800
ANTA Sports Products Ltd.
98,192
884,000
Bank of China Ltd. Class H
528,609
157,000
Bank of Communications Co. Ltd. Class H
135,093
20,500
BYD Co. Ltd. Class H
256,588
146,000
China CITIC Bank Corp. Ltd. Class H
136,097
575,000
China Construction Bank Corp. Class H
582,385
622,000
China Energy Engineering Corp. Ltd. Class H
91,591
42,000
China Everbright Bank Co. Ltd. Class H
17,532
132,000
China Hongqiao Group Ltd.
610,502
77,000
China Life Insurance Co. Ltd. Class H
343,900
65,500
China Merchants Bank Co. Ltd. Class H
401,402
84,000
China Minsheng Banking Corp. Ltd. Class H
41,840
54,000
China Overseas Land & Investment Ltd.
97,079
172,000
China Petroleum & Chemical Corp. Class H
118,489
47,000
China Resources Land Ltd.
184,637
47,000
China Shenhua Energy Co. Ltd. Class H
258,901
60,000
China State Construction International Holdings Ltd.
72,064
267,000
China Zheshang Bank Co. Ltd. Class H
85,471
140,000
Chongqing Rural Commercial Bank Co. Ltd. Class H
104,511
141,800
Chow Tai Fook Jewellery Group Ltd.(2)
261,459
87,000
CITIC Ltd.
139,361
54,000
CMOC Group Ltd. Class H
154,331
259,500
COSCO SHIPPING Holdings Co. Ltd. Class H(2)
455,222
410,000
CSPC Pharmaceutical Group Ltd.
503,989
17,900
ENN Energy Holdings Ltd.
154,368
10,800
Fuyao Glass Industry Group Co. Ltd. Class H(1)
92,447
38,000
Geely Automobile Holdings Ltd.
78,290
31,000
Haidilao International Holding Ltd.(1)
63,431
85,800
Haier Smart Home Co. Ltd. Class H
283,447
26,000
Hansoh Pharmaceutical Group Co. Ltd.(1)(2)
128,507
270,000
Huaneng Power International, Inc. Class H
197,063
785,000
Industrial & Commercial Bank of China Ltd. Class H
652,349
46,000
Jiangxi Copper Co. Ltd. Class H
279,545
4,000
Kingdee International Software Group Co. Ltd.*
6,633
106,000
Kunlun Energy Co. Ltd.
108,583
298,000
Lenovo Group Ltd.
338,840
44,000
Li Ning Co. Ltd.
115,159
7,400
Meituan Class B*(1)
92,101
Shares or Principal Amount
Market Value†
COMMON STOCKS - 97.9% - (continued)
China - 20.4% - (continued)
16,880
NetEase, Inc.
$443,090
7,000
Nongfu Spring Co. Ltd. Class H(1)
42,970
560,000
People's Insurance Co. Group of China Ltd. Class H
487,599
466,000
PetroChina Co. Ltd. Class H
553,732
112,000
PICC Property & Casualty Co. Ltd. Class H
232,183
21,000
Ping An Insurance Group Co. of China Ltd. Class H
195,488
577,000
Postal Savings Bank of China Co. Ltd. Class H(1)
376,801
140,000
Sino Biopharmaceutical Ltd.
119,031
100,800
Sinopharm Group Co. Ltd. Class H
269,499
2,500
Tencent Holdings Ltd.
193,989
182,000
Tingyi Cayman Islands Holding Corp.
276,390
39,200
Tongcheng Travel Holdings Ltd.(3)
116,651
400,000
Want Want China Holdings Ltd.
241,751
115,000
Weichai Power Co. Ltd. Class H
391,987
2,400
WuXi AppTec Co. Ltd. Class H(1)
34,173
54,000
Xiaomi Corp. Class B*(1)
245,464
3,700
Zhuzhou CRRC Times Electric Co. Ltd. Class H
20,220
41,800
ZTE Corp. Class H(2)
151,685
 
14,051,898
India - 16.2%
787
Apollo Hospitals Enterprise Ltd.
59,551
8,163
Axis Bank Ltd.
121,610
2,955
Bajaj Finance Ltd.
29,870
113,826
Bank of Baroda
370,480
51,246
Bharat Electronics Ltd.
250,137
66,493
Bharat Petroleum Corp. Ltd.
263,478
15,470
Bharti Airtel Ltd.
331,086
313,259
Canara Bank
502,032
8,311
Cipla Ltd.
119,622
44,779
Coal India Ltd.
214,555
13,837
Coforge Ltd.
248,769
3,084
Coromandel International Ltd.
76,527
1,722
Divi's Laboratories Ltd.
113,274
12,762
Dr. Reddy's Laboratories Ltd. ADR
171,266
42,582
Embassy Office Parks REIT
201,024
49,890
Eternal Ltd.*
148,389
11,666
Federal Bank Ltd.
36,493
11,043
Fortis Healthcare Ltd.
102,222
45,366
GAIL India Ltd.
82,503
6,963
Glenmark Pharmaceuticals Ltd.
152,594
16,206
HCL Technologies Ltd.
298,724
19,779
HDFC Bank Ltd.
199,806
1,639
Hero MotoCorp Ltd.
98,603
5,371
Hindalco Industries Ltd.
56,205
9,053
Hindustan Petroleum Corp. Ltd.
42,023
5,544
Hindustan Unilever Ltd.
143,018
7,686
ICICI Bank Ltd. ADR
225,123
27,270
Infosys Ltd. ADR(2)
479,407
580
JK Cement Ltd.
34,827
36,880
Kotak Mahindra Bank Ltd.
163,577
9,275
Krishna Institute of Medical Sciences Ltd.*(1)
60,875
6,114
Kwality Wall's India Ltd.*(4)
2,539
3,258
Larsen & Toubro Ltd.
139,274
5,831
Laurus Labs Ltd.(1)
61,170
2,301
LTIMindtree Ltd.(1)
149,448
1,623
Lupin Ltd.
37,983
9,098
Mahindra & Mahindra Ltd.
339,421
1,923
Maruti Suzuki India Ltd.
305,192
5,766
Max Healthcare Institute Ltd.
59,974
4,327
Mphasis Ltd.
129,781
52
MRF Ltd.
74,712
79,260
National Aluminium Co. Ltd.
332,119
96,243
NMDC Ltd.
84,967
54,371
NTPC Ltd.
210,421
The accompanying notes are an integral part of these financial statements.
 
11
Hartford Multifactor Emerging Markets ETF
Schedule of Investments – (continued)
January 31, 2026 (Unaudited) 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 97.9% - (continued)
India - 16.2% - (continued)
12,327
Oil & Natural Gas Corp. Ltd.
$36,043
181
Oracle Financial Services Software Ltd.
15,269
100
Page Industries Ltd.
35,869
531
Persistent Systems Ltd.
34,837
10,034
Petronet LNG Ltd.
31,606
18,017
Power Grid Corp. of India Ltd.
50,239
162,488
Punjab National Bank
221,137
143,583
Redington Ltd.
423,705
2,646
Reliance Industries Ltd.
40,138
35,952
Samvardhana Motherson International Ltd.
44,125
47,983
State Bank of India
561,869
17,890
Sun Pharmaceutical Industries Ltd.
310,259
11,337
Tata Consultancy Services Ltd.
385,005
17,989
Tata Motors Ltd.*
89,664
18,709
Tata Motors Passenger Vehicles Ltd.
71,195
14,958
Tech Mahindra Ltd.
283,444
3,860
Torrent Pharmaceuticals Ltd.
166,204
1,587
UltraTech Cement Ltd.
219,001
168,511
Union Bank of India Ltd.
331,132
36,946
Vedanta Ltd.
273,739
66,279
Wipro Ltd. ADR(2)
167,023
2,861
Zydus Lifesciences Ltd.
27,535
 
11,143,709
Indonesia - 3.0%
1,092,900
Aneka Tambang Tbk. PT
274,120
899,700
Astra International Tbk. PT
340,369
46,900
Bank Negara Indonesia Persero Tbk. PT
12,546
694,000
Bank Rakyat Indonesia Persero Tbk. PT
157,530
460,700
Indofood Sukses Makmur Tbk. PT
186,641
2,024,800
Kalbe Farma Tbk. PT
138,123
3,516,800
Perusahaan Gas Negara Tbk. PT
444,183
1,452,100
Telkom Indonesia Persero Tbk. PT
311,442
141,700
United Tractors Tbk. PT
219,916
 
2,084,870
Malaysia - 3.5%
50,000
Alliance Bank Malaysia Bhd.
66,337
314,000
Axiata Group Bhd.
183,206
73,046
CIMB Group Holdings Bhd.
158,989
97,159
Gamuda Bhd.
108,940
301,000
IGB Real Estate Investment Trust REIT
223,727
26,900
IHH Healthcare Bhd.
61,143
243,300
KPJ Healthcare Bhd.
170,964
103,344
Malayan Banking Bhd.
309,350
3,900
Petronas Gas Bhd.
18,184
34,400
Press Metal Aluminium Holdings Bhd.
65,973
127,400
Public Bank Bhd.
157,392
71,294
RHB Bank Bhd.
152,825
118,500
Telekom Malaysia Bhd.
237,481
101,100
Tenaga Nasional Bhd.
357,517
14,200
United Plantations Bhd.
108,931
 
2,380,959
Mexico - 2.9%
427,908
America Movil SAB de CV Series B
444,262
8,382
Arca Continental SAB de CV(2)
95,161
62,977
Fibra Uno Administracion SA de CV REIT
98,675
1,797
Fomento Economico Mexicano SAB de CV ADR
187,535
2,227
Grupo Aeroportuario del Centro Norte SAB de CV
32,653
37,496
Grupo Financiero Banorte SAB de CV Class O
427,053
48,428
Grupo Mexico SAB de CV Series B
541,734
29,063
Kimberly-Clark de Mexico SAB de CV Class A(2)
64,854
20,709
Prologis Property Mexico SA de CV REIT
95,863
 
1,987,790
Shares or Principal Amount
Market Value†
COMMON STOCKS - 97.9% - (continued)
Philippines - 1.7%
58,420
Bank of the Philippine Islands
$123,030
94,670
BDO Unibank, Inc.
217,058
46,020
International Container Terminal Services, Inc.
501,776
20,750
Manila Electric Co.
207,921
24,610
Metropolitan Bank & Trust Co.
30,512
3,750
PLDT, Inc.
85,342
 
1,165,639
Poland - 2.7%
6,638
Asseco Poland SA
406,575
963
Bank Polska Kasa Opieki SA
59,038
4
LPP SA
22,226
18,225
ORLEN SA
556,385
11,093
Powszechna Kasa Oszczednosci Bank Polski SA
290,410
26,359
Powszechny Zaklad Ubezpieczen SA
522,357
 
1,856,991
Russia - 0.0%
70,980
Gazprom PJSC*(4)
—
3,097
Gazprom PJSC ADR*(4)
—
38,700
GMK Norilskiy Nickel PAO*(4)
—
310
LUKOIL PJSC*(4)
—
87
LUKOIL PJSC ADR*(4)
—
7
MMC Norilsk Nickel PJSC ADR*(4)
—
64,472
Sberbank of Russia PJSC*(4)
—
 
—
Saudi Arabia - 5.1%
7,421
Al Rajhi Bank
212,102
39,255
Arab National Bank
238,626
1,098
Arabian Internet & Communications Services Co.
68,619
26,869
Banque Saudi Fransi
129,305
15,174
Dar Al Arkan Real Estate Development Co.*
75,330
232
Elm Co.
48,000
20,786
Etihad Etisalat Co.
390,150
82,440
Jarir Marketing Co.
313,653
24,847
Riyad Bank
186,152
4,519
SABIC Agri-Nutrients Co.
150,605
71,258
Saudi Arabian Oil Co.(1)
490,164
4,951
Saudi Electricity Co.
19,008
71,390
Saudi Investment Bank
266,473
40,169
Saudi National Bank
480,439
37,050
Saudi Telecom Co.
438,590
 
3,507,216
South Africa - 2.3%
44,914
FirstRand Ltd.
259,164
10,982
Gold Fields Ltd. ADR
550,418
6,152
Harmony Gold Mining Co. Ltd. ADR
131,283
11,898
MTN Group Ltd.
134,229
19,377
Standard Bank Group Ltd.
360,935
13,917
Vodacom Group Ltd.
130,653
 
1,566,682
South Korea - 13.4%
10,537
BNK Financial Group, Inc.
121,592
6,468
Coway Co. Ltd.*
374,761
2,008
DB Insurance Co. Ltd.
198,931
273
Hana Financial Group, Inc.
18,985
1,206
HD Hyundai Co. Ltd.
196,057
254
HD Korea Shipbuilding & Offshore Engineering Co. Ltd.
72,967
4,948
HMM Co. Ltd.
68,751
1,913
Hyundai Glovis Co. Ltd.
321,624
1,446
Hyundai Mobis Co. Ltd.
451,059
1,498
Hyundai Motor Co.
520,356
434
Industrial Bank of Korea
6,678
3,639
KB Financial Group, Inc.
341,804
The accompanying notes are an integral part of these financial statements.
 
12
Hartford Multifactor Emerging Markets ETF
Schedule of Investments – (continued)
January 31, 2026 (Unaudited) 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 97.9% - (continued)
South Korea - 13.4% - (continued)
6,418
Kia Corp.
$680,413
7,347
Korea Electric Power Corp.*
297,575
2,446
KT&G Corp.
261,525
186
PharmaResearch Co. Ltd.
61,186
77
Samsung C&T Corp.
16,129
8,854
Samsung E&A Co. Ltd.
189,456
2,122
Samsung Electro-Mechanics Co. Ltd.
411,309
11,479
Samsung Electronics Co. Ltd.
1,279,963
955
Samsung Fire & Marine Insurance Co. Ltd.
332,399
345
Samsung Life Insurance Co. Ltd.
45,132
4,422
Samsung SDS Co. Ltd.
531,783
373
Samsung Securities Co. Ltd.
23,478
47
Samyang Foods Co. Ltd.
38,530
2,952
SK Hynix, Inc.
1,864,227
767
SK Square Co. Ltd.*
303,731
10,618
Woori Financial Group, Inc.
223,145
 
9,253,546
Taiwan - 15.0%
9,000
Accton Technology Corp.
318,875
5,000
Advantech Co. Ltd.
47,585
58,000
ASE Technology Holding Co. Ltd.
547,379
19,000
Asustek Computer, Inc.
299,460
33,000
Catcher Technology Co. Ltd.
210,248
8,000
Cathay Financial Holding Co. Ltd.
19,167
94,000
Chang Hwa Commercial Bank Ltd.
60,934
15,000
Chroma ATE, Inc.
467,112
45,000
Chunghwa Telecom Co. Ltd.
190,896
208,000
Compal Electronics, Inc.
216,460
84,000
CTBC Financial Holding Co. Ltd.
135,863
18,000
Delta Electronics, Inc.
697,807
8,000
Elite Material Co. Ltd.
443,597
39,000
Evergreen Marine Corp. Taiwan Ltd.
230,505
28,000
Far EasTone Telecommunications Co. Ltd.*
79,009
3,075
Fubon Financial Holding Co. Ltd.
8,882
16,000
Gigabyte Technology Co. Ltd.
118,462
11,000
Gold Circuit Electronics Ltd.
245,027
54,224
Hon Hai Precision Industry Co. Ltd.
379,930
11,000
Inventec Corp.
15,729
33,000
King Yuan Electronics Co. Ltd.
310,391
1,500
Largan Precision Co. Ltd.
114,871
64,245
Lite-On Technology Corp.
334,801
2,000
Lotes Co. Ltd.
90,880
5,000
MediaTek, Inc.
279,631
20,000
Novatek Microelectronics Corp.
238,322
105,000
Pegatron Corp.
232,555
27,000
President Chain Store Corp.
183,174
27,000
Quanta Computer, Inc.
240,229
21,000
Realtek Semiconductor Corp.
322,641
37,000
Taiwan Mobile Co. Ltd.*
124,039
2,496
Taiwan Semiconductor Manufacturing Co. Ltd. ADR
825,078
50,000
Tripod Technology Corp.
595,011
85,000
Uni-President Enterprises Corp.
193,661
3,000
United Integrated Services Co. Ltd.
86,559
332,000
United Microelectronics Corp.
658,303
70,686
Wistron Corp.
293,121
3,000
Wiwynn Corp.
340,801
11,000
WPG Holdings Ltd.
22,475
5,776
Yageo Corp.
50,932
37,000
Yang Ming Marine Transport Corp.
62,784
 
10,333,186
Thailand - 3.2%
49,189
Advanced Info Service PCL NVDR
545,589
232,400
Bangkok Dusit Medical Services PCL NVDR
148,458
Shares or Principal Amount
Market Value†
COMMON STOCKS - 97.9% - (continued)
Thailand - 3.2% - (continued)
74,100
Delta Electronics Thailand PCL NVDR
$482,775
47,700
Kasikornbank PCL NVDR
285,002
124,500
Krung Thai Bank PCL NVDR
111,779
5,400
PTT Exploration & Production PCL NVDR
21,023
324,200
PTT PCL NVDR
350,319
42,700
SCB X PCL NVDR
183,882
1,569,300
TMBThanachart Bank PCL NVDR
100,747
 
2,229,574
Turkey - 2.7%
109,070
Akbank TAS
233,100
50,535
Aselsan Elektronik Sanayi Ve Ticaret AS
352,354
15,270
BIM Birlesik Magazalar AS
233,128
58,955
Ford Otomotiv Sanayi AS
154,123
8,836
KOC Holding AS
42,197
343,071
Mavi Giyim Sanayi Ve Ticaret AS Class B(1)
381,309
2,468
Migros Ticaret AS
36,147
2,793
Turk Hava Yollari AO
19,522
76,572
Turkiye Petrol Rafinerileri AS
430,991
 
1,882,871
Total Common Stocks
(cost $52,674,782)
$67,486,164
PREFERRED STOCKS - 2.1%
Brazil - 0.8%
50,934
Cia Energetica de Minas Gerais (Preference Shares)(5)
$111,683
32,989
Itausa SA (Preference Shares)(5)
86,071
54,539
Petroleo Brasileiro SA - Petrobras (Preference
Shares)(5)
393,348
 
591,102
Chile - 0.4%
52,516
Embotelladora Andina SA (Preference Shares)(5)
279,233
Colombia - 0.9%
29,415
Grupo Cibest SA (Preference Shares)(5)
605,207
Total Preferred Stocks
(cost $959,362)
$1,475,542
Total Long-Term Investments
(cost $53,634,144)
$68,961,706
SHORT-TERM INVESTMENTS - 1.3%
Securities Lending Collateral - 1.3%
870,184
State Street Navigator Securities Lending
Government Money Market Portfolio, 3.66%(6)
$870,184
Total Short-Term Investments
(cost $870,184)
$870,184
Total Investments
(cost $54,504,328)
101.3
%
$69,831,890
Other Assets and Liabilities
(1.3
)%
(899,814
)
Net Assets
100.0
%
$68,932,076
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.
The accompanying notes are an integral part of these financial statements.
 
13
Hartford Multifactor Emerging Markets ETF
Schedule of Investments – (continued)
January 31, 2026 (Unaudited) 
See “Glossary” for abbreviation descriptions.  
*
Non-income producing.
(1)
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 January 31, 2026, the aggregate value of these securities was
$2,329,248, representing 3.4% of net assets.
(2)
Represents entire or partial securities on loan. See Note 8 in the accompanying
Notes to Financial Statements for securities lending information.
(3)
Security is exempt from registration under Regulation S under the Securities Act of
1933, which exempts from registration securities offered and sold outside of the
United States. Security may not be offered or sold in the United States except
pursuant to an exemption from, or in a transaction not subject to, the registration
requirements of the Securities Act of 1933. At January 31, 2026, the aggregate
value of this security was $116,651, representing 0.2% of net assets.
(4)
Investment valued using significant unobservable inputs.
(5)
Currently no rate available.
(6)
Current yield as of period end.
 
Futures Contracts Outstanding at January 31, 2026
Description
Number of
Contracts
Expiration
Date
Current
Notional
Amount
Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
MSCI Emerging Markets Index Future
3
03/20/2026
$228,120
$18,830
Total futures contracts
$18,830
† 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 January 31, 2026 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Common Stocks 
$67,486,164
$67,483,625
$—
$2,539
Preferred Stocks 
1,475,542
1,475,542
—
—
Short-Term Investments 
870,184
870,184
—
—
Futures Contracts(2) 
18,830
18,830
—
—
Total
$69,850,720
$69,848,181
$—
$2,539
 
(1)
For the six-month period ended January 31, 2026, 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 six-month period ended January 31, 2026 is not presented.
The accompanying notes are an integral part of these financial statements.
 
14
Hartford Multifactor Small Cap ETF
Schedule of Investments
January 31, 2026 (Unaudited) 
 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.6%
Automobiles & Components - 3.4%
23,012
Garrett Motion, Inc.
$415,136
1,250
Patrick Industries, Inc.
157,713
3,760
Phinia, Inc.
267,599
5,405
Standard Motor Products, Inc.
215,822
1,693
Strattec Security Corp.*
133,950
536
Visteon Corp.
48,701
 
1,238,921
Banks - 10.1%
1,669
Arrow Financial Corp.
56,429
112
Bank7 Corp.
4,977
1,316
Banner Corp.
81,381
306
Business First Bancshares, Inc.
8,620
1,632
Capital City Bank Group, Inc.
68,152
2,003
Cathay General Bancorp
102,514
3,310
Central Pacific Financial Corp.
107,807
61
City Holding Co.
7,508
3,225
CNB Financial Corp.
89,333
1,244
Community Trust Bancorp, Inc.
76,755
210
Customers Bancorp, Inc.*
16,594
1,128
Enterprise Financial Services Corp.
64,691
4,768
First BanCorp
105,468
125
First Bancorp/Southern Pines NC
7,241
464
First Commonwealth Financial Corp.
8,366
236
First Community Corp.
6,920
3,311
First Financial Bancorp
95,158
1,772
First Financial Corp.
115,464
2,463
First Hawaiian, Inc.
65,393
1,683
First Merchants Corp.
66,916
4,868
Fulton Financial Corp.
100,524
6,005
Hanmi Financial Corp.
159,553
20,394
Heritage Commerce Corp.
259,616
972
Hilltop Holdings, Inc.
36,401
201
HomeTrust Bancshares, Inc.
8,667
19,919
Hope Bancorp, Inc.
238,630
1,025
Independent Bank Corp.
36,029
1,414
International Bancshares Corp.
98,471
1,356
National Bank Holdings Corp. Class A
54,484
649
NBT Bancorp, Inc.
28,835
4,512
Northwest Bancshares, Inc.
58,115
4,388
OFG Bancorp
176,836
3,288
Peoples Bancorp, Inc.
106,926
2,626
Preferred Bank
225,232
2,750
Renasant Corp.
103,702
2,816
S&T Bancorp, Inc.
120,074
6,234
Shore Bancshares, Inc.
118,259
774
Simmons First National Corp. Class A
15,735
1,223
South Plains Financial, Inc.
50,950
1,769
Stellar Bancorp, Inc.
65,701
153
Third Coast Bancshares, Inc.*
6,206
3,977
Towne Bank
139,195
823
TriCo Bancshares
41,002
4,397
TrustCo Bank Corp.
190,830
2,860
Univest Financial Corp.
94,780
257
WaFd, Inc.
8,383
 
3,698,823
Capital Goods - 9.7%
83
Alamo Group, Inc.
16,211
2,664
Apogee Enterprises, Inc.
98,914
1,123
Argan, Inc.
389,805
358
Atkore, Inc.
24,863
4,611
Atmus Filtration Technologies, Inc.
267,300
808
Blue Bird Corp.*
40,650
7,339
DNOW, Inc.*
111,479
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.6% - (continued)
Capital Goods - 9.7% - (continued)
392
Douglas Dynamics, Inc.
$14,771
1,160
DXP Enterprises, Inc.*
150,858
272
EnerSys
49,012
3,386
Global Industrial Co.
103,476
707
Greenbrier Cos., Inc.
35,647
4,489
Hyster-Yale, Inc.
150,157
725
IES Holdings, Inc.*
275,710
8,286
Innovative Solutions & Support, Inc.*
153,208
4,236
Karat Packaging, Inc.
103,655
3,860
Kennametal, Inc.
132,745
1,680
LSI Industries, Inc.
37,145
2,411
Luxfer Holdings PLC
36,503
520
McGrath RentCorp
58,079
3,005
Miller Industries, Inc.
123,115
2,041
MSC Industrial Direct Co., Inc. Class A
172,138
777
Preformed Line Products Co.
194,980
5,836
REV Group, Inc.
372,920
5,608
Rush Enterprises, Inc. Class A
359,978
1,044
Tennant Co.
79,438
 
3,552,757
Commercial & Professional Services - 6.8%
3,491
Barrett Business Services, Inc.
132,658
2,952
Brady Corp. Class A
255,259
4,463
Civeo Corp.(1)
113,003
3,213
Concentrix Corp.
120,006
1,815
CSG Systems International, Inc.
144,746
7,691
Deluxe Corp.
203,042
12,650
Ennis, Inc.
246,549
10,740
HNI Corp.
513,265
8,001
IBEX Holdings Ltd.*
297,637
674
ICF International, Inc.
62,851
3,384
Interface, Inc.
106,494
1,735
Kforce, Inc.
61,298
857
Korn Ferry
59,536
349
ManpowerGroup, Inc.(1)
12,679
3,073
Pitney Bowes, Inc.
32,051
2,029
Robert Half, Inc.
70,224
332
UniFirst Corp.
71,380
 
2,502,678
Consumer Discretionary Distribution & Retail - 5.7%
1,449
Academy Sports & Outdoors, Inc.
79,709
4,384
American Eagle Outfitters, Inc.
102,191
6,037
Buckle, Inc.
285,550
4,015
Build-A-Bear Workshop, Inc.(1)
239,615
639
Dillard's, Inc. Class A(1)
388,231
5,075
Haverty Furniture Cos., Inc.
128,499
6,118
J Jill, Inc.
95,502
1,834
Kohl's Corp.
32,040
23,734
Macy's, Inc.
475,155
159
Penske Automotive Group, Inc.
24,930
360
Shoe Carnival, Inc.
6,862
742
Signet Jewelers Ltd.
68,464
444
Sonic Automotive, Inc. Class A
26,622
7,002
Upbound Group, Inc.
132,338
 
2,085,708
Consumer Durables & Apparel - 3.1%
1,585
Acushnet Holdings Corp.
153,650
4,036
Carter's, Inc.
139,686
601
Columbia Sportswear Co.
33,223
13,754
Cricut, Inc. Class A(1)
61,480
7,393
Ethan Allen Interiors, Inc.
169,521
360
G-III Apparel Group Ltd.
10,566
1,126
JAKKS Pacific, Inc.
20,572
The accompanying notes are an integral part of these financial statements.
 
15
Hartford Multifactor Small Cap ETF
Schedule of Investments – (continued)
January 31, 2026 (Unaudited) 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.6% - (continued)
Consumer Durables & Apparel - 3.1% - (continued)
5,066
La-Z-Boy, Inc.
$184,453
4,711
Levi Strauss & Co. Class A
93,655
2,002
Movado Group, Inc.
45,646
1,680
Oxford Industries, Inc.(1)
61,908
2,167
Smith & Wesson Brands, Inc.
23,664
1,954
Steven Madden Ltd.
85,742
1,329
Sturm Ruger & Co., Inc.
48,761
 
1,132,527
Consumer Services - 2.2%
12,090
ADT, Inc.
96,720
36
Graham Holdings Co. Class B
41,999
5,717
Laureate Education, Inc.*
196,093
204
Nathan's Famous, Inc.
20,628
10,431
Perdoceo Education Corp.
334,105
410
Strategic Education, Inc.
34,858
1,133
Travel & Leisure Co.
78,789
 
803,192
Consumer Staples Distribution & Retail - 2.2%
2,772
Ingles Markets, Inc. Class A
207,512
1,747
PriceSmart, Inc.
248,441
3,296
Village Super Market, Inc. Class A
117,535
3,602
Weis Markets, Inc.
256,282
 
829,770
Energy - 3.9%
3,944
California Resources Corp.
211,004
4,455
Energy Services of America Corp.
40,139
11,021
Granite Ridge Resources, Inc.
55,325
2,961
International Seaways, Inc.
176,624
7,953
Liberty Energy, Inc.
196,041
908
Noble Corp. PLC
32,343
2,689
Northern Oil & Gas, Inc.
67,225
4,845
Peabody Energy Corp.
170,835
862
PrimeEnergy Resources Corp.*
157,824
4,460
Ranger Energy Services, Inc. Class A
68,773
850
Riley Exploration Permian, Inc.
23,842
37,062
VAALCO Energy, Inc.
190,499
1,970
World Kinect Corp.
53,013
 
1,443,487
Equity Real Estate Investment Trusts (REITs) - 4.8%
3,584
Alexander & Baldwin, Inc. REIT
74,332
984
American Assets Trust, Inc. REIT
17,771
15,221
Apple Hospitality, Inc. REIT
177,172
5,292
Broadstone Net Lease, Inc. REIT
97,955
710
COPT Defense Properties REIT
21,875
2,811
CTO Realty Growth, Inc. REIT
49,952
5,823
Farmland Partners, Inc. REIT
67,605
326
Four Corners Property Trust, Inc. REIT
8,036
3,131
Getty Realty Corp. REIT
93,492
2,001
Highwoods Properties, Inc. REIT
51,726
1,138
Innovative Industrial Properties, Inc. REIT
54,988
2,096
JBG SMITH Properties REIT
35,297
4,521
LTC Properties, Inc. REIT
164,881
342
LXP Industrial Trust REIT
16,946
904
National Health Investors, Inc. REIT
74,237
3,346
NETST Corp. REIT
63,039
800
One Liberty Properties, Inc. REIT
17,240
8,254
Outfront Media, Inc. REIT
200,737
12,981
Park Hotels & Resorts, Inc. REIT
141,882
4,704
Rayonier, Inc. REIT
106,969
6,010
RLJ Lodging Trust REIT
44,654
3,569
SITE Centers Corp. REIT
21,842
7,143
Sunstone Hotel Investors, Inc. REIT
62,644
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.6% - (continued)
Equity Real Estate Investment Trusts (REITs) - 4.8% - (continued)
4,326
Urban Edge Properties REIT
$84,054
1,867
Whitestone REIT
26,586
 
1,775,912
Financial Services - 2.0%
2,550
Bread Financial Holdings, Inc.
184,977
5,476
Chicago Atlantic Real Estate Finance, Inc. REIT
67,902
3,043
Enact Holdings, Inc.
121,020
6,144
EZCORP, Inc. Class A*
131,789
3,117
Federated Hermes, Inc.
166,074
864
Oppenheimer Holdings, Inc. Class A
72,602
 
744,364
Food, Beverage & Tobacco - 1.9%
10,591
Flowers Foods, Inc.
121,055
3,890
Fresh Del Monte Produce, Inc.
154,278
1,038
John B Sanfilippo & Son, Inc.
83,974
2,962
Pilgrim's Pride Corp.
128,462
3,954
Universal Corp.
223,757
 
711,526
Health Care Equipment & Services - 7.9%
1,007
Acadia Healthcare Co., Inc.*(1)
13,534
1,357
Addus HomeCare Corp.*
140,422
8,658
BrightSpring Health Services, Inc.*
340,000
4,855
Concentra Group Holdings Parent, Inc.
107,684
1,678
CONMED Corp.
64,418
617
CorVel Corp.*
42,962
3,228
DocGo, Inc.*
2,475
3,996
Electromed, Inc.*
119,360
17,041
Embecta Corp.
180,805
3,471
Haemonetics Corp.*
231,377
4,909
HealthStream, Inc.
109,422
1,640
iRadimed Corp.
160,523
1,228
LeMaitre Vascular, Inc.
104,343
2,579
National HealthCare Corp.
369,081
6,080
National Research Corp.
123,667
2,721
Pediatrix Medical Group, Inc.*
58,175
3,247
Pro-Dex, Inc.*(1)
127,380
8,673
Select Medical Holdings Corp.
130,529
12,303
Tactile Systems Technology, Inc.*
355,064
2,504
TruBridge, Inc.*
48,452
10,018
Viemed Healthcare, Inc.*
76,838
 
2,906,511
Household & Personal Products - 0.3%
265
Lifevantage Corp.(1)
1,405
2,097
Oil-Dri Corp. of America
126,973
 
128,378
Insurance - 5.1%
530
Assured Guaranty Ltd.
44,970
4,365
CNO Financial Group, Inc.
183,548
8,997
Donegal Group, Inc. Class A
167,974
4,600
Employers Holdings, Inc.
200,652
11,706
Genworth Financial, Inc.*
97,628
1,435
Greenlight Capital Re Ltd. Class A*
19,903
4,269
Hamilton Insurance Group Ltd. Class B*
118,465
247
HCI Group, Inc.
39,191
1,972
Horace Mann Educators Corp.
88,365
709
Kemper Corp.
27,942
2,379
Mercury General Corp.
208,377
303
ProAssurance Corp.*
7,339
1,047
Safety Insurance Group, Inc.
82,399
8,237
SiriusPoint Ltd.*
168,117
50
Stewart Information Services Corp.
3,372
The accompanying notes are an integral part of these financial statements.
 
16
Hartford Multifactor Small Cap ETF
Schedule of Investments – (continued)
January 31, 2026 (Unaudited) 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.6% - (continued)
Insurance - 5.1% - (continued)
6,665
United Fire Group, Inc.
$239,540
6,498
Universal Insurance Holdings, Inc.
197,864
 
1,895,646
Materials - 2.5%
411
Cabot Corp.
29,670
3,574
Greif, Inc. Class A
252,396
453
Hawkins, Inc.
59,003
1,165
Idaho Strategic Resources, Inc.*
42,010
695
Myers Industries, Inc.
14,366
1,204
Olympic Steel, Inc.
57,900
1,479
Ramaco Resources, Inc. Class A*
28,855
879
Sensient Technologies Corp.
83,083
17,426
SunCoke Energy, Inc.
136,969
3,577
Sylvamo Corp.
175,059
301
Warrior Met Coal, Inc.
26,879
 
906,190
Media & Entertainment - 2.3%
2,912
John Wiley & Sons, Inc. Class A
90,942
4,584
Scholastic Corp.(1)
160,302
3,149
Shutterstock, Inc.
62,508
5,324
Sinclair, Inc.
77,251
16,123
TEGNA, Inc.
308,917
1,756
Travelzoo*
10,272
5,228
Yelp, Inc.*
143,143
 
853,335
Pharmaceuticals, Biotechnology & Life Sciences - 10.1%
10,200
ACADIA Pharmaceuticals, Inc.*
256,326
2,707
Amphastar Pharmaceuticals, Inc.*
71,708
580
Aurinia Pharmaceuticals, Inc.*
8,427
13,711
Catalyst Pharmaceuticals, Inc.*
333,177
5,856
Collegium Pharmaceutical, Inc.*
268,908
10,161
Exagen, Inc.*
37,392
9,260
Harmony Biosciences Holdings, Inc.*
338,175
12,146
Indivior Pharmaceuticals, Inc.*
429,726
8,818
Innoviva, Inc.*
176,360
23,644
Organon & Co.
201,920
694
Pacira BioSciences, Inc.*
14,255
1,460
Perrigo Co. PLC
20,747
7,088
Phibro Animal Health Corp. Class A
284,583
985
Prestige Consumer Healthcare, Inc.*
63,503
1,065
Protagonist Therapeutics, Inc.*
87,117
6,551
PTC Therapeutics, Inc.*
494,797
15,439
Puma Biotechnology, Inc.*
100,045
22,006
SIGA Technologies, Inc.
147,440
7,564
Supernus Pharmaceuticals, Inc.*
364,282
 
3,698,888
Real Estate Management & Development - 0.4%
4,424
Five Point Holdings LLC Class A*
23,491
282
Forestar Group, Inc.*
7,338
6,905
RMR Group, Inc. Class A
104,611
 
135,440
Semiconductors & Semiconductor Equipment - 1.6%
9,066
Amkor Technology, Inc.
438,160
833
Axcelis Technologies, Inc.*
73,362
2,577
Photronics, Inc.*
89,087
 
600,609
Software & Services - 2.4%
11,666
A10 Networks, Inc.
203,455
5,167
Adeia, Inc.
93,471
5,009
Clear Secure, Inc. Class A
163,394
5,450
Hackett Group, Inc.
99,462
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.6% - (continued)
Software & Services - 2.4% - (continued)
3,628
OneSpan, Inc.
$42,738
1,241
Progress Software Corp.*
50,782
19,183
Rimini Street, Inc.*
66,181
5,846
Teradata Corp.*
166,728
 
886,211
Technology Hardware & Equipment - 6.9%
1,423
Bel Fuse, Inc. Class B
286,293
4,387
Benchmark Electronics, Inc.
228,738
1,929
BK Technologies Corp.*
147,144
2,481
Crane NXT Co.
125,340
2,631
Diebold Nixdorf, Inc.*
181,565
2,371
ePlus, Inc.
203,456
7,718
Frequency Electronics, Inc.*
405,813
2,999
GPGI, Inc. Class A*
70,686
24,988
Immersion Corp.
167,919
3,043
M-Tron Industries, Inc.*
198,525
473
Napco Security Technologies, Inc.
17,449
783
OSI Systems, Inc.*
195,860
2,613
PC Connection, Inc.
153,671
570
Plexus Corp.*
113,618
647
ScanSource, Inc.*
27,815
479
Vishay Precision Group, Inc.*
23,988
 
2,547,880
Telecommunication Services - 1.0%
5,341
IDT Corp. Class B
259,733
7,715
Spok Holdings, Inc.
106,235
 
365,968
Transportation - 1.2%
2,044
Covenant Logistics Group, Inc.
50,282
3,234
Genco Shipping & Trading Ltd.
67,591
1,243
Hub Group, Inc. Class A
59,142
808
Matson, Inc.
129,522
4,433
Schneider National, Inc. Class B
118,982
221
Werner Enterprises, Inc.
7,569
 
433,088
Utilities - 2.1%
3,082
Avista Corp.
127,256
2,462
Consolidated Water Co. Ltd.
93,260
1,140
Genie Energy Ltd. Class B
15,698
10,911
MDU Resources Group, Inc.
223,785
618
Northwest Natural Holding Co.
28,774
1,817
Northwestern Energy Group, Inc.
123,302
1,140
Otter Tail Corp.
101,642
848
Unitil Corp.
43,172
 
756,889
Total Common Stocks
(cost $31,302,341)
$36,634,698
SHORT-TERM INVESTMENTS - 2.1%
Securities Lending Collateral - 2.1%
760,554
State Street Navigator Securities Lending Government
Money Market Portfolio, 3.66%(2)
$760,554
Total Short-Term Investments
(cost $760,554)
$760,554
Total Investments
(cost $32,062,895)
101.7
%
$37,395,252
Other Assets and Liabilities
(1.7
)%
(630,890
)
Net Assets
100.0
%
$36,764,362
The accompanying notes are an integral part of these financial statements.
 
17
Hartford Multifactor Small Cap ETF
Schedule of Investments – (continued)
January 31, 2026 (Unaudited) 
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 January 31, 2026
Description
Number of
Contracts
Expiration
Date
Current
Notional
Amount
Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
E-Mini Russell 2000
1
03/20/2026
$131,230
$2,549
Total futures contracts
$2,549
† 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 January 31, 2026 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Common Stocks 
$36,634,698
$36,634,698
$—
$—
Short-Term Investments 
760,554
760,554
—
—
Futures Contracts(2) 
2,549
2,549
—
—
Total
$37,397,801
$37,397,801
$—
$—
 
(1)
For the six-month period ended January 31, 2026, 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
January 31, 2026 (Unaudited) 
 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7%
Automobiles & Components - 0.3%
14,383
Autoliv, Inc.
$1,743,795
Banks - 1.8%
5,940
Bank of America Corp.
316,008
7,690
Bank OZK
365,736
20,050
Citigroup, Inc.
2,319,985
6,333
JP Morgan Chase & Co.
1,937,201
10,370
M&T Bank Corp.
2,297,681
5,905
Popular, Inc.
788,495
5,095
Regions Financial Corp.
145,208
2,065
U.S. Bancorp
115,867
8,973
Wells Fargo & Co.
811,967
 
9,098,148
Capital Goods - 8.2%
2,680
3M Co.
410,469
2,474
A.O. Smith Corp.
181,814
6,379
Allegion PLC
1,055,023
518
Applied Industrial Technologies, Inc.
134,892
4,074
Armstrong World Industries, Inc.
748,557
1,177
BWX Technologies, Inc.
241,791
4,195
Caterpillar, Inc.
2,757,625
410
Comfort Systems USA, Inc.
468,261
4,567
Cummins, Inc.
2,643,471
13,322
Donaldson Co., Inc.
1,358,045
4,693
Dycom Industries, Inc.*
1,710,082
1,781
Eaton Corp. PLC
625,879
5,876
EMCOR Group, Inc.
4,235,010
799
Emerson Electric Co.
117,421
81,658
Fastenal Co.
3,540,691
978
Federal Signal Corp.
105,712
12,865
Ferguson Enterprises, Inc.
3,247,898
3,001
General Dynamics Corp.
1,053,621
1,353
Honeywell International, Inc.
307,835
6,704
Illinois Tool Works, Inc.
1,751,487
3,870
Johnson Controls International PLC
461,536
2,722
L3Harris Technologies, Inc.
933,238
969
Lincoln Electric Holdings, Inc.
257,124
9,217
Mueller Industries, Inc.
1,254,802
3,731
Northrop Grumman Corp.
2,582,822
2,421
Oshkosh Corp.
348,188
7,895
Otis Worldwide Corp.
674,391
1,742
Quanta Services, Inc.
826,806
1,559
Rockwell Automation, Inc.
657,352
852
RTX Corp.
171,192
2,309
Snap-on, Inc.
845,348
4,144
Trane Technologies PLC
1,742,884
654
United Rentals, Inc.
511,467
1,778
Valmont Industries, Inc.
792,206
3,881
Watts Water Technologies, Inc. Class A
1,161,622
2,782
WW Grainger, Inc.
3,004,393
 
42,920,955
Commercial & Professional Services - 2.5%
3,456
Booz Allen Hamilton Holding Corp.
305,580
2,832
Broadridge Financial Solutions, Inc.
558,216
893
CACI International, Inc. Class A*
554,178
10,223
Cintas Corp.
1,956,580
7,220
Genpact Ltd.
318,402
5,023
Leidos Holdings, Inc.
945,730
10,882
Maximus, Inc.
1,027,696
2,233
MSA Safety, Inc.
395,576
7,362
Paychex, Inc.
759,243
2,214
Republic Services, Inc.
476,209
22,589
Rollins, Inc.
1,430,787
41,529
UL Solutions, Inc. Class A
2,916,582
3,968
Veralto Corp.
392,753
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7% - (continued)
Commercial & Professional Services - 2.5% - (continued)
2,965
Verisk Analytics, Inc.
$644,769
2,439
Waste Management, Inc.
542,043
 
13,224,344
Consumer Discretionary Distribution & Retail - 4.9%
7,806
Amazon.com, Inc.*
1,867,976
604
AutoZone, Inc.*
2,237,391
10,022
Best Buy Co., Inc.
652,432
38,576
eBay, Inc.
3,518,903
963
Five Below, Inc.*
184,549
2,524
Genuine Parts Co.
350,811
2,991
Home Depot, Inc.
1,120,399
2,247
LKQ Corp.
73,814
5,193
Lowe's Cos., Inc.
1,386,842
3,125
Murphy USA, Inc.
1,320,344
24,242
O'Reilly Automotive, Inc.*
2,385,655
6,355
Ross Stores, Inc.
1,198,871
13,928
TJX Cos., Inc.
2,086,554
28,956
Tractor Supply Co.
1,473,281
6,633
Ulta Beauty, Inc.*
4,293,939
21,738
Urban Outfitters, Inc.*
1,540,137
291
Williams-Sonoma, Inc.
59,553
 
25,751,451
Consumer Durables & Apparel - 1.1%
5,871
DR Horton, Inc.
873,840
2,334
Garmin Ltd.
470,628
10,804
Hasbro, Inc.
964,905
9,303
NIKE, Inc. Class B
575,018
3,285
Ralph Lauren Corp.
1,160,952
13,560
Tapestry, Inc.
1,720,900
 
5,766,243
Consumer Services - 1.7%
3,125
Adtalem Global Education, Inc.*
323,594
347
Booking Holdings, Inc.
1,735,638
1,329
Boyd Gaming Corp.
112,354
768
Domino's Pizza, Inc.
315,133
7,114
Frontdoor, Inc.*
420,509
956
Grand Canyon Education, Inc.*
166,191
25,590
H&R Block, Inc.
1,009,526
4,279
McDonald's Corp.
1,347,885
9,250
Stride, Inc.*
782,550
15,437
Yum! Brands, Inc.
2,400,453
 
8,613,833
Consumer Staples Distribution & Retail - 3.4%
165,460
Albertsons Cos., Inc. Class A(1)
2,754,909
5,960
BJ's Wholesale Club Holdings, Inc.*
550,942
2,578
Casey's General Stores, Inc.
1,563,557
15,022
Dollar General Corp.
2,154,605
74,827
Kroger Co.
4,702,877
31,742
Sysco Corp.
2,661,567
25,697
Walmart, Inc.
3,061,541
 
17,449,998
Energy - 2.4%
13,613
APA Corp.
359,519
8,499
Baker Hughes Co.
476,284
3,798
Cheniere Energy, Inc.
803,353
7,692
Chevron Corp.
1,360,715
4,623
Chord Energy Corp.
463,410
13,327
ConocoPhillips
1,389,073
30,839
EOG Resources, Inc.
3,457,977
22,072
Exxon Mobil Corp.
3,120,981
40,655
Magnolia Oil & Gas Corp. Class A
1,037,109
 
12,468,421
Equity Real Estate Investment Trusts (REITs) - 1.2%
13,668
American Healthcare, Inc. REIT
641,166
The accompanying notes are an integral part of these financial statements.
 
19
Hartford Multifactor US Equity ETF
Schedule of Investments – (continued)
January 31, 2026 (Unaudited) 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7% - (continued)
Equity Real Estate Investment Trusts (REITs) - 1.2% - (continued)
20,835
CareTrust, Inc. REIT
$777,979
1,629
Crown Castle, Inc. REIT
141,414
13,882
Omega Healthcare Investors, Inc. REIT
609,142
12,356
Realty Income Corp. REIT
755,693
28,194
Sabra Health Care, Inc. REIT
528,074
85,165
VICI Properties, Inc. REIT
2,391,433
2,576
Welltower, Inc. REIT
485,215
 
6,330,116
Financial Services - 5.7%
31,744
Bank of New York Mellon Corp.
3,806,740
3,847
Berkshire Hathaway, Inc. Class B*
1,848,599
663
Capital One Financial Corp.
145,151
7,565
Cboe Global Markets, Inc.
2,005,179
3,343
Charles Schwab Corp.
347,405
7,210
CME Group, Inc.
2,084,123
4,526
FirstCash Holdings, Inc.
771,683
194
Goldman Sachs Group, Inc.
181,469
42,111
Interactive Brokers Group, Inc. Class A
3,153,272
3,277
Jack Henry & Associates, Inc.
587,271
2,346
LPL Financial Holdings, Inc.
855,117
2,668
Mastercard, Inc. Class A
1,437,492
21,263
MGIC Investment Corp.
572,400
17,264
Northern Trust Corp.
2,579,759
8,637
Raymond James Financial, Inc.
1,432,533
8,084
SEI Investments Co.
710,179
27,442
State Street Corp.
3,591,060
2,243
StoneX Group, Inc.*
251,799
26,717
Synchrony Financial
1,940,456
4,043
Visa, Inc. Class A
1,301,159
 
29,602,846
Food, Beverage & Tobacco - 2.5%
60,305
Altria Group, Inc.
3,738,307
46,579
Cal-Maine Foods, Inc.
3,890,744
7,538
Hershey Co.
1,468,026
10,558
Monster Beverage Corp.*
852,664
8,197
PepsiCo, Inc.
1,259,305
10,253
Philip Morris International, Inc.
1,839,798
 
13,048,844
Health Care Equipment & Services - 5.7%
14,951
Abbott Laboratories
1,634,144
3,782
Boston Scientific Corp.*
353,731
19,012
Cardinal Health, Inc.
4,085,299
4,615
Cencora, Inc.
1,657,800
591
Chemed Corp.
252,440
3,236
Cigna Group
887,020
32,025
CVS Health Corp.
2,386,503
8,241
Edwards Lifesciences Corp.*
670,488
8,043
Elevance Health, Inc.
2,780,787
4,164
HCA Healthcare, Inc.
2,033,156
11,431
Humana, Inc.
2,231,331
2,361
IDEXX Laboratories, Inc.*
1,582,956
2,944
McKesson Corp.
2,447,082
13,823
Medtronic PLC
1,423,216
908
Quest Diagnostics, Inc.
169,823
6,340
ResMed, Inc.
1,637,685
682
Stryker Corp.
252,040
10,270
UnitedHealth Group, Inc.
2,946,771
 
29,432,272
Household & Personal Products - 0.5%
14,450
Colgate-Palmolive Co.
1,304,690
8,708
Kimberly-Clark Corp.
870,713
1,317
Procter & Gamble Co.
199,881
 
2,375,284
Insurance - 4.1%
3,090
Aflac, Inc.
342,835
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7% - (continued)
Insurance - 4.1% - (continued)
12,119
Allstate Corp.
$2,411,560
1,711
American Financial Group, Inc.
222,892
21,860
American International Group, Inc.
1,636,877
8,841
Arch Capital Group Ltd.*
849,090
18,053
Axis Capital Holdings Ltd.
1,862,708
4,459
Chubb Ltd.
1,380,328
5,287
Hanover Insurance Group, Inc.
920,678
16,741
Lincoln National Corp.
696,593
7,415
Loews Corp.
782,801
331
Markel Group, Inc.*
675,452
10,419
MetLife, Inc.
821,851
39,940
Old Republic International Corp.
1,564,450
1,448
Progressive Corp.
301,184
8,008
Prudential Financial, Inc.
889,769
2,601
RenaissanceRe Holdings Ltd.
732,702
9,256
Travelers Cos., Inc.
2,633,424
25,560
Unum Group
1,941,793
8,232
W.R. Berkley Corp.
564,551
 
21,231,538
Materials - 3.3%
4,613
AptarGroup, Inc.
576,394
21,452
CF Industries Holdings, Inc.
1,999,970
10,500
Corteva, Inc.
764,400
6,139
CRH PLC
751,475
2,080
Crown Holdings, Inc.
217,734
4,694
Ecolab, Inc.
1,323,661
4,082
NewMarket Corp.
2,738,165
44,926
Newmont Corp.
5,047,436
5,003
Reliance, Inc.
1,648,489
9,284
RPM International, Inc.
993,017
3,385
Sherwin-Williams Co.
1,200,456
338
Solstice Advanced Materials, Inc.*
20,878
 
17,282,075
Media & Entertainment - 5.3%
22,706
Alphabet, Inc. Class A
7,674,628
20,782
Electronic Arts, Inc.
4,237,865
35,448
Fox Corp. Class A
2,579,905
33,147
Match Group, Inc.
1,032,529
6,035
Meta Platforms, Inc. Class A
4,324,078
18,541
Netflix, Inc.*
1,547,988
33,229
New York Times Co. Class A
2,436,018
7,353
Nexstar Media Group, Inc.
1,561,630
20,868
Pinterest, Inc. Class A*
461,809
7,070
Take-Two Interactive Software, Inc.*
1,557,521
1,486
Versant Media Group, Inc.*
48,414
 
27,462,385
Pharmaceuticals, Biotechnology & Life Sciences - 5.2%
5,174
AbbVie, Inc.
1,153,854
18,975
Alkermes PLC*
643,063
4,198
Alnylam Pharmaceuticals, Inc.*
1,419,176
1,263
Amgen, Inc.
431,794
65,029
Bristol-Myers Squibb Co.
3,579,846
351
Eli Lilly & Co.
364,040
61,769
Exelixis, Inc.*
2,554,766
38,156
Gilead Sciences, Inc.
5,416,244
11,232
Incyte Corp.*
1,123,986
19,711
Johnson & Johnson
4,479,325
42,748
Merck & Co., Inc.
4,713,822
40,763
Pfizer, Inc.
1,077,774
2,377
Zoetis, Inc.
296,697
 
27,254,387
Real Estate Management & Development - 0.2%
12,312
CoStar Group, Inc.*
757,188
Semiconductors & Semiconductor Equipment - 6.7%
12,136
Applied Materials, Inc.
3,911,676
The accompanying notes are an integral part of these financial statements.
 
20
Hartford Multifactor US Equity ETF
Schedule of Investments – (continued)
January 31, 2026 (Unaudited) 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7% - (continued)
Semiconductors & Semiconductor Equipment - 6.7% - (continued)
11,566
Broadcom, Inc.
$3,831,816
2,145
Cirrus Logic, Inc.*
279,579
3,065
KLA Corp.
4,376,636
25,638
Lam Research Corp.
5,985,447
16,226
Micron Technology, Inc.
6,731,843
24,105
NVIDIA Corp.
4,607,189
3,582
NXP Semiconductors NV
810,033
14,347
QUALCOMM, Inc.
2,174,862
12,517
Rambus, Inc.*
1,424,810
4,598
Texas Instruments, Inc.
991,099
 
35,124,990
Software & Services - 11.8%
6,767
Accenture PLC Class A
1,784,052
1,465
Adobe, Inc.*
429,611
11,107
Appfolio, Inc. Class A*
2,108,997
1,789
AppLovin Corp. Class A*
846,394
7,986
Autodesk, Inc.*
2,019,420
19,691
Bentley Systems, Inc. Class B
691,548
42,007
Box, Inc. Class A*
1,064,877
10,400
Cadence Design Systems, Inc.*
3,082,144
2,766
Cloudflare, Inc. Class A*
490,550
52,688
Cognizant Technology Solutions Corp. Class A
4,323,577
9,001
Commvault Systems, Inc.*
771,386
3,180
Crowdstrike Holdings, Inc. Class A*
1,403,668
5,765
Datadog, Inc. Class A*
745,530
4,769
Docusign, Inc.*
250,563
23,971
Dolby Laboratories, Inc. Class A
1,538,698
104,483
Dropbox, Inc. Class A*
2,662,227
354
Fair Isaac Corp.*
517,962
33,779
Fortinet, Inc.*
2,744,882
6,037
Gen Digital, Inc.
144,828
13,655
InterDigital, Inc.
4,457,538
11,606
International Business Machines Corp.
3,559,560
5,211
Intuit, Inc.
2,599,872
18,302
Kyndryl Holdings, Inc.*
420,946
6,010
Manhattan Associates, Inc.*
907,570
11,621
Microsoft Corp.
5,000,400
3,612
Nutanix, Inc. Class A*
142,060
13,809
Oracle Corp.
2,272,685
6,598
Palantir Technologies, Inc. Class A*
967,201
62,765
Pegasystems, Inc.
2,742,203
4,537
PTC, Inc.*
708,362
5,225
Qualys, Inc.*
689,178
989
Roper Technologies, Inc.
367,146
15,280
Rubrik, Inc. Class A*
854,916
1,868
Salesforce, Inc.
396,558
4,896
ServiceNow, Inc.*
572,881
2,323
Snowflake, Inc.*
447,642
769
Synopsys, Inc.*
357,673
15,416
Trimble, Inc.*
1,042,122
16,191
VeriSign, Inc.
3,954,328
5,477
Zoom Communications, Inc.*
504,432
3,522
Zscaler, Inc.*
704,435
 
61,290,622
Technology Hardware & Equipment - 14.0%
35,504
Amphenol Corp. Class A
5,115,416
14,401
Apple, Inc.
3,736,771
13,042
Arista Networks, Inc.*
1,848,573
35,732
Avnet, Inc.
2,229,319
9,882
Belden, Inc.
1,161,234
4,390
CDW Corp.
554,852
10,201
Ciena Corp.*
2,568,714
62,285
Cisco Systems, Inc.
4,878,161
47,405
Corning, Inc.
4,894,566
28,097
Dell Technologies, Inc. Class C
3,215,421
6,520
F5, Inc.*
1,796,977
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7% - (continued)
Technology Hardware & Equipment - 14.0% - (continued)
16,340
Flex Ltd.*
$1,030,074
90,036
Hewlett Packard Enterprise Co.
1,937,575
78,451
HP, Inc.
1,525,087
2,520
Itron, Inc.*
249,682
8,017
Jabil, Inc.
1,901,552
3,850
Keysight Technologies, Inc.*
832,871
6,985
Motorola Solutions, Inc.
2,811,742
17,723
NetApp, Inc.
1,707,611
16,527
Sanmina Corp.*
2,341,545
27,537
Seagate Technology Holdings PLC
11,226,560
6,619
TD SYNNEX Corp.
1,050,237
17,419
TE Connectivity PLC
3,880,605
43,439
Vontier Corp.
1,628,963
35,867
Western Digital Corp.
8,974,999
 
73,099,107
Telecommunication Services - 2.0%
118,287
AT&T, Inc.
3,100,302
37,159
Comcast Corp. Class A
1,105,480
10,880
T-Mobile U.S., Inc.
2,145,645
96,373
Verizon Communications, Inc.
4,290,526
 
10,641,953
Transportation - 1.1%
22,938
CH Robinson Worldwide, Inc.
4,471,763
380
FedEx Corp.
122,455
6,303
Ryder System, Inc.
1,205,638
 
5,799,856
Utilities - 4.1%
8,449
Ameren Corp.
872,613
12,791
American Electric Power Co., Inc.
1,532,042
1,499
CenterPoint Energy, Inc.
59,495
13,128
Consolidated Edison, Inc.
1,399,839
3,691
Dominion Energy, Inc.
222,087
9,259
DTE Energy Co.
1,244,224
10,604
Duke Energy Corp.
1,286,795
8,843
Entergy Corp.
847,955
3,712
Evergy, Inc.
284,822
43,581
Exelon Corp.
1,951,557
11,514
National Fuel Gas Co.
964,298
18,194
NRG Energy, Inc.
2,776,950
24,138
PPL Corp.
875,003
6,823
Public Service Enterprise Group, Inc.
561,942
1,123
Sempra
97,712
15,021
Southern Co.
1,341,526
6,902
TXNM Energy, Inc.
406,666
36,945
UGI Corp.
1,481,864
5,784
Vistra Corp.
915,896
9,149
WEC Energy Group, Inc.
1,012,520
16,164
Xcel Energy, Inc.
1,229,434
 
21,365,240
Total Common Stocks
(cost $424,737,705)
$519,135,891
SHORT-TERM INVESTMENTS - 0.5%
Securities Lending Collateral - 0.5%
2,812,820
State Street Navigator Securities Lending
Government Money Market Portfolio, 3.66%(2)
$2,812,820
Total Short-Term Investments
(cost $2,812,820)
$2,812,820
Total Investments
(cost $427,550,525)
100.2
%
$521,948,711
Other Assets and Liabilities
(0.2
)%
(1,143,013
)
Net Assets
100.0
%
$520,805,698
The accompanying notes are an integral part of these financial statements.
 
21
Hartford Multifactor US Equity ETF
Schedule of Investments – (continued)
January 31, 2026 (Unaudited) 
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 January 31, 2026
Description
Number of
Contracts
Expiration
Date
Current
Notional
Amount
Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
S&P 500 (E-Mini) Future
4
03/20/2026
$1,393,150
$7,277
Total futures contracts
$7,277
† 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 January 31, 2026 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Common Stocks 
$519,135,891
$519,135,891
$—
$—
Short-Term Investments 
2,812,820
2,812,820
—
—
Futures Contracts(2) 
7,277
7,277
—
—
Total
$521,955,988
$521,955,988
$—
$—
 
(1)
For the six-month period ended January 31, 2026, 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
January 31, 2026 (Unaudited) 
 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.9%
Automobiles & Components - 2.6%
2,958
Tesla, Inc.*
$1,273,153
Banks - 1.9%
3,061
JP Morgan Chase & Co.
936,329
Capital Goods - 4.7%
472
3M Co.
72,291
849
A.O. Smith Corp.
62,393
65
Acuity, Inc.
20,101
69
Applied Industrial Technologies, Inc.
17,968
591
Builders FirstSource, Inc.*
67,610
307
Caterpillar, Inc.
201,809
173
Cummins, Inc.
100,136
515
Donaldson Co., Inc.
52,499
140
Eaton Corp. PLC
49,199
199
EMCOR Group, Inc.
143,425
129
Emerson Electric Co.
18,958
4,374
Fastenal Co.
189,657
950
Ferguson Enterprises, Inc.
239,837
645
Illinois Tool Works, Inc.
168,513
118
Lennox International, Inc.
58,419
26
Lincoln Electric Holdings, Inc.
6,899
1,218
Masco Corp.
80,498
1,046
Otis Worldwide Corp.
89,349
89
Parker-Hannifin Corp.
83,290
69
Rockwell Automation, Inc.
29,094
271
SiteOne Landscape Supply, Inc.*
38,899
333
Toro Co.
30,469
339
Trane Technologies PLC
142,577
77
United Rentals, Inc.
60,219
18
Valmont Industries, Inc.
8,020
276
Vertiv Holdings Co. Class A
51,386
102
Watts Water Technologies, Inc. Class A
30,530
232
WW Grainger, Inc.
250,546
 
2,364,591
Commercial & Professional Services - 0.9%
67
Broadridge Financial Solutions, Inc.
13,206
1,003
Cintas Corp.
191,964
222
Paychex, Inc.
22,895
1,137
Rollins, Inc.
72,018
1,248
UL Solutions, Inc. Class A
87,647
292
Veralto Corp.
28,902
250
Verisk Analytics, Inc.
54,365
 
470,997
Consumer Discretionary Distribution & Retail - 8.7%
1,164
Abercrombie & Fitch Co. Class A*
113,641
9,746
Amazon.com, Inc.*
2,332,218
29
AutoZone, Inc.*
107,424
2,856
Bath & Body Works, Inc.
62,261
687
Best Buy Co., Inc.
44,724
128
Carvana Co.*
51,342
1,365
Chewy, Inc. Class A*
39,735
80
Dick's Sporting Goods, Inc.
16,160
1,139
eBay, Inc.
103,900
1,151
Etsy, Inc.*
60,957
3,408
Gap, Inc.
95,356
435
Home Depot, Inc.
162,947
840
Lowe's Cos., Inc.
224,330
42
Murphy USA, Inc.
17,745
1,588
O'Reilly Automotive, Inc.*
156,275
638
Ross Stores, Inc.
120,359
1,441
TJX Cos., Inc.
215,876
1,766
Tractor Supply Co.
89,854
194
Ulta Beauty, Inc.*
125,588
810
Urban Outfitters, Inc.*
57,389
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.9% - (continued)
Consumer Discretionary Distribution & Retail - 8.7% - (continued)
988
Wayfair, Inc. Class A*
$102,248
306
Williams-Sonoma, Inc.
62,623
 
4,362,952
Consumer Durables & Apparel - 1.0%
439
Crocs, Inc.*
36,841
351
Deckers Outdoor Corp.*
41,888
154
Garmin Ltd.
31,053
52
Installed Building Products, Inc.
14,983
381
Lululemon Athletica, Inc.*
66,485
671
Mattel, Inc.*
14,017
2,488
NIKE, Inc. Class B
153,783
190
Ralph Lauren Corp.
67,148
639
Tapestry, Inc.
81,095
 
507,293
Consumer Services - 1.0%
40
Booking Holdings, Inc.
200,074
83
Domino's Pizza, Inc.
34,057
353
DoorDash, Inc. Class A*
72,231
77
Expedia Group, Inc.
20,393
403
Frontdoor, Inc.*
23,821
41
Grand Canyon Education, Inc.*
7,127
494
H&R Block, Inc.
19,488
54
McDonald's Corp.
17,010
703
Yum! Brands, Inc.
109,317
 
503,518
Consumer Staples Distribution & Retail - 3.5%
3,488
Albertsons Cos., Inc. Class A
58,075
127
Costco Wholesale Corp.
119,412
2,525
Kroger Co.
158,696
151
Sprouts Farmers Market, Inc.*
10,707
1,728
Sysco Corp.
144,893
1,311
Target Corp.
138,271
9,554
Walmart, Inc.
1,138,264
 
1,768,318
Energy - 3.6%
1,090
APA Corp.
28,787
496
Baker Hughes Co.
27,796
299
Chevron Corp.
52,893
1,084
ConocoPhillips
112,985
1,876
EOG Resources, Inc.
210,356
8,077
Exxon Mobil Corp.
1,142,088
4,360
Magnolia Oil & Gas Corp. Class A
111,223
354
Occidental Petroleum Corp.
16,068
1,281
SLB Ltd.
61,975
105
Texas Pacific Land Corp.
36,578
 
1,800,749
Equity Real Estate Investment Trusts (REITs) - 0.4%
221
American Tower Corp. REIT
39,621
20
Equinix, Inc. REIT
16,418
538
Iron Mountain, Inc. REIT
49,566
454
Lamar Advertising Co. Class A, REIT
58,253
1,012
VICI Properties, Inc. REIT
28,417
 
192,275
Financial Services - 6.4%
1,828
Berkshire Hathaway, Inc. Class B*
878,409
1,804
Block, Inc.*
109,016
307
Coinbase Global, Inc. Class A*
59,785
283
Jack Henry & Associates, Inc.
50,717
1,580
Mastercard, Inc. Class A
851,288
320
Moody's Corp.
164,979
251
MSCI, Inc.
152,914
98
PayPal Holdings, Inc.
5,164
The accompanying notes are an integral part of these financial statements.
 
23
Hartford US Quality Growth ETF
Schedule of Investments – (continued)
January 31, 2026 (Unaudited) 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.9% - (continued)
Financial Services - 6.4% - (continued)
1,880
Toast, Inc. Class A*
$58,487
2,657
Visa, Inc. Class A
855,102
 
3,185,861
Food, Beverage & Tobacco - 1.0%
2,028
Altria Group, Inc.
125,716
516
Cal-Maine Foods, Inc.
43,102
64
Hershey Co.
12,464
833
Monster Beverage Corp.*
67,273
1,111
PepsiCo, Inc.
170,683
535
Philip Morris International, Inc.
96,000
 
515,238
Health Care Equipment & Services - 1.7%
382
Abbott Laboratories
41,753
481
Boston Scientific Corp.*
44,988
28
Chemed Corp.
11,960
442
CVS Health Corp.
32,938
489
Dexcom, Inc.*
35,717
356
Edwards Lifesciences Corp.*
28,964
69
Elevance Health, Inc.
23,856
2,069
Hims & Hers Health, Inc.*(1)
56,049
382
Humana, Inc.
74,566
277
IDEXX Laboratories, Inc.*
185,717
546
Lantheus Holdings, Inc.*
36,538
339
Medtronic PLC
34,904
291
ResMed, Inc.
75,168
182
Stryker Corp.
67,260
364
UnitedHealth Group, Inc.
104,443
 
854,821
Household & Personal Products - 0.5%
1,095
Colgate-Palmolive Co.
98,867
619
Kimberly-Clark Corp.
61,894
501
Procter & Gamble Co.
76,037
 
236,798
Materials - 1.6%
95
Avery Dennison Corp.
17,623
677
CRH PLC
82,871
441
Ecolab, Inc.
124,358
690
Louisiana-Pacific Corp.
57,781
20
NewMarket Corp.
13,416
224
Newmont Corp.
25,166
276
Reliance, Inc.
90,942
1,023
RPM International, Inc.
109,420
714
Sherwin-Williams Co.
253,213
 
774,790
Media & Entertainment - 12.7%
10,499
Alphabet, Inc. Class A
3,548,662
756
Electronic Arts, Inc.
154,164
2,682
Match Group, Inc.
83,544
2,499
Meta Platforms, Inc. Class A
1,790,533
7,702
Netflix, Inc.*
643,040
1,755
Pinterest, Inc. Class A*
38,838
276
Take-Two Interactive Software, Inc.*
60,803
 
6,319,584
Pharmaceuticals, Biotechnology & Life Sciences - 6.1%
426
AbbVie, Inc.
95,002
462
ADMA Biologics, Inc.*
7,993
3,702
Alkermes PLC*
125,461
244
Alnylam Pharmaceuticals, Inc.*
82,487
3,686
Bristol-Myers Squibb Co.
202,914
834
Corcept Therapeutics, Inc.*
33,251
1,264
Eli Lilly & Co.
1,310,958
3,318
Exelixis, Inc.*
137,232
1,676
Gilead Sciences, Inc.
237,908
718
Incyte Corp.*
71,850
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.9% - (continued)
Pharmaceuticals, Biotechnology & Life Sciences - 6.1% - (continued)
784
Johnson & Johnson
$178,164
2,453
Merck & Co., Inc.
270,492
33
Mettler-Toledo International, Inc.*
45,317
704
Pfizer, Inc.
18,614
86
Regeneron Pharmaceuticals, Inc.
63,765
221
Vertex Pharmaceuticals, Inc.*
103,848
572
Zoetis, Inc.
71,397
 
3,056,653
Real Estate Management & Development - 0.5%
98
CBRE Group, Inc. Class A*
16,692
1,822
CoStar Group, Inc.*
112,053
1,528
Zillow Group, Inc. Class C*
96,310
 
225,055
Semiconductors & Semiconductor Equipment - 15.1%
204
Advanced Micro Devices, Inc.*
48,293
1,650
Applied Materials, Inc.
531,828
4,861
Broadcom, Inc.
1,610,449
1,041
Cirrus Logic, Inc.*
135,684
155
Credo Technology Group Holding Ltd.*
19,419
311
KLA Corp.
444,089
2,685
Lam Research Corp.
626,840
192
Lattice Semiconductor Corp.*
15,460
1,340
Micron Technology, Inc.
555,939
168
Monolithic Power Systems, Inc.
188,857
13,602
NVIDIA Corp.
2,599,750
439
NXP Semiconductors NV
99,276
1,864
QUALCOMM, Inc.
282,564
557
Rambus, Inc.*
63,403
199
Semtech Corp.*
15,870
590
Teradyne, Inc.
142,220
731
Texas Instruments, Inc.
157,567
 
7,537,508
Software & Services - 14.6%
833
Accenture PLC Class A
219,612
770
Adobe, Inc.*
225,802
562
Appfolio, Inc. Class A*
106,713
679
AppLovin Corp. Class A*
321,242
1,145
Atlassian Corp. Class A*
135,316
757
Autodesk, Inc.*
191,423
3,647
Box, Inc. Class A*
92,451
744
Cadence Design Systems, Inc.*
220,492
754
Cloudflare, Inc. Class A*
133,722
2,905
Cognizant Technology Solutions Corp. Class A
238,384
645
Commvault Systems, Inc.*
55,277
459
Crowdstrike Holdings, Inc. Class A*
202,605
1,010
Datadog, Inc. Class A*
130,613
2,022
Docusign, Inc.*
106,236
793
Dolby Laboratories, Inc. Class A(1)
50,903
7,095
Dropbox, Inc. Class A*
180,781
190
Elastic NV*
12,527
68
EPAM Systems, Inc.*
14,185
139
Fair Isaac Corp.*
203,381
2,407
Fortinet, Inc.*
195,593
201
Gartner, Inc.*
42,132
443
Gitlab, Inc. Class A*
15,496
123
HubSpot, Inc.*
34,440
60
InterDigital, Inc.
19,586
463
International Business Machines Corp.
142,002
332
Intuit, Inc.
165,641
2,941
Kyndryl Holdings, Inc.*
67,643
1,332
Life360, Inc.*
76,310
632
Manhattan Associates, Inc.*
95,438
4,442
Microsoft Corp.
1,911,348
1,650
Nutanix, Inc. Class A*
64,895
529
Oracle Corp.
87,063
1,336
Palantir Technologies, Inc. Class A*
195,844
The accompanying notes are an integral part of these financial statements.
 
24
Hartford US Quality Growth ETF
Schedule of Investments – (continued)
January 31, 2026 (Unaudited) 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.9% - (continued)
Software & Services - 14.6% - (continued)
599
Palo Alto Networks, Inc.*
$106,005
3,374
Pegasystems, Inc.
147,410
1,054
Procore Technologies, Inc.*
59,540
778
Qualys, Inc.*
102,618
967
Rubrik, Inc. Class A*
54,104
624
Salesforce, Inc.
132,469
548
Samsara, Inc. Class A*
15,371
1,339
ServiceNow, Inc.*
156,676
398
Snowflake, Inc.*
76,695
54
Synopsys, Inc.*
25,116
2,727
UiPath, Inc. Class A*
34,333
617
VeriSign, Inc.
150,690
590
Workday, Inc. Class A*
103,622
639
Zoom Communications, Inc.*
58,852
539
Zscaler, Inc.*
107,805
 
7,286,402
Technology Hardware & Equipment - 10.1%
1,292
Amphenol Corp. Class A
186,151
10,022
Apple, Inc.
2,600,509
1,353
Arista Networks, Inc.*
191,774
116
Badger Meter, Inc.
17,003
182
Belden, Inc.
21,387
201
CDW Corp.
25,404
63
Ciena Corp.*
15,864
2,912
Cisco Systems, Inc.
228,068
1,260
Dell Technologies, Inc. Class C
144,194
222
F5, Inc.*
61,185
279
Hewlett Packard Enterprise Co.
6,004
1,026
HP, Inc.
19,946
733
Keysight Technologies, Inc.*
158,570
323
Motorola Solutions, Inc.
130,021
945
NetApp, Inc.
91,051
1,552
Pure Storage, Inc. Class A*
107,926
1,342
Seagate Technology Holdings PLC
547,120
866
Super Micro Computer, Inc.*
25,209
412
TE Connectivity PLC
91,785
1,769
Vontier Corp.
66,338
1,196
Western Digital Corp.
299,275
 
5,034,784
Telecommunication Services - 0.0%
4
T-Mobile U.S., Inc.
789
435
Verizon Communications, Inc.
19,366
 
20,155
Transportation - 0.8%
817
CH Robinson Worldwide, Inc.
159,274
219
FedEx Corp.
70,573
356
Landstar System, Inc.
53,172
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.9% - (continued)
Transportation - 0.8% - (continued)
159
Old Dominion Freight Line, Inc.
$27,539
1,095
Uber Technologies, Inc.*
87,655
 
398,213
Utilities - 0.5%
181
Constellation Energy Corp.
50,803
257
Duke Energy Corp.
31,187
657
NRG Energy, Inc.
100,278
391
Southern Co.
34,920
270
Vistra Corp.
42,755
 
259,943
Total Common Stocks
(cost $42,019,288)
$49,885,980
SHORT-TERM INVESTMENTS - 0.0%
Securities Lending Collateral - 0.0%
15,851
State Street Navigator Securities Lending Government
Money Market Portfolio, 3.66%(2)
$15,851
Total Short-Term Investments
(cost $15,851)
$15,851
Total Investments
(cost $42,035,139)
99.9
%
$49,901,831
Other Assets and Liabilities
0.1
%
34,090
Net Assets
100.0
%
$49,935,921
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.
†
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 January 31, 2026 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Common Stocks 
$49,885,980
$49,885,980
$—
$—
Short-Term Investments 
15,851
15,851
—
—
Total
$49,901,831
$49,901,831
$—
$—
 
(1)
For the six-month period ended January 31, 2026, 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
January 31, 2026 (Unaudited) 
 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.9%
Automobiles & Components - 0.3%
1,301
Autoliv, Inc.
$157,733
Banks - 10.1%
673
Axos Financial, Inc.*
66,620
9,317
Bank of America Corp.
495,665
9,472
Bank OZK
450,488
9,455
Citigroup, Inc.
1,094,038
1,328
Hancock Whitney Corp.
91,366
2,329
JP Morgan Chase & Co.
712,418
2,293
M&T Bank Corp.
508,060
3,622
Popular, Inc.
483,646
10,052
Regions Financial Corp.
286,482
1,199
U.S. Bancorp
67,276
7,749
Wells Fargo & Co.
701,207
 
4,957,266
Capital Goods - 5.7%
1,343
Caterpillar, Inc.
882,834
664
EMCOR Group, Inc.
478,565
4,955
Fastenal Co.
214,849
1,950
Ferguson Enterprises, Inc.
492,297
1,496
Oshkosh Corp.
215,155
670
Trane Technologies PLC
281,789
191
United Rentals, Inc.
149,373
393
WESCO International, Inc.
113,746
7
WW Grainger, Inc.
7,559
 
2,836,167
Commercial & Professional Services - 0.1%
144
Cintas Corp.
27,560
Consumer Discretionary Distribution & Retail - 3.0%
509
Amazon.com, Inc.*
121,804
4,412
Bath & Body Works, Inc.
96,182
2,440
Best Buy Co., Inc.
158,844
1,337
eBay, Inc.
121,961
20,601
Gap, Inc.
576,416
341
Lowe's Cos., Inc.
91,067
153
Ulta Beauty, Inc.*
99,046
3,175
Urban Outfitters, Inc.*
224,949
 
1,490,269
Consumer Services - 0.3%
34
Booking Holdings, Inc.
170,063
Consumer Staples Distribution & Retail - 1.3%
12,127
Albertsons Cos., Inc. Class A(1)
201,914
6,669
Kroger Co.
419,147
 
621,061
Energy - 9.9%
23,924
APA Corp.
631,833
283
Baker Hughes Co.
15,859
3,218
Chevron Corp.
569,264
2,667
Chord Energy Corp.
267,340
6,224
ConocoPhillips
648,728
5,466
Devon Energy Corp.
219,788
7,315
EOG Resources, Inc.
820,231
6,171
Exxon Mobil Corp.
872,579
17,497
Magnolia Oil & Gas Corp. Class A
446,349
22,648
Permian Resources Corp.
365,312
 
4,857,283
Equity Real Estate Investment Trusts (REITs) - 2.7%
589
American Healthcare, Inc. REIT
27,630
1,615
American Tower Corp. REIT
289,537
5,595
Host Hotels & Resorts, Inc. REIT
103,675
866
Kilroy Realty Corp. REIT
29,860
2,665
Lamar Advertising Co. Class A, REIT
341,946
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.9% - (continued)
Equity Real Estate Investment Trusts (REITs) - 2.7% - (continued)
16,275
VICI Properties, Inc. REIT
$457,002
407
Welltower, Inc. REIT
76,663
 
1,326,313
Financial Services - 19.2%
7,183
Bank of New York Mellon Corp.
861,385
928
Berkshire Hathaway, Inc. Class B*
445,932
10,094
Block, Inc.*
609,981
2,550
Capital One Financial Corp.
558,272
638
Charles Schwab Corp.
66,301
876
Coinbase Global, Inc. Class A*
170,592
464
Goldman Sachs Group, Inc.
434,030
7,692
Interactive Brokers Group, Inc. Class A
575,977
4,075
Invesco Ltd.
111,207
32
Jack Henry & Associates, Inc.
5,735
4,822
Janus Henderson Group PLC
232,083
1,192
Mastercard, Inc. Class A
642,238
5,276
MGIC Investment Corp.
142,030
804
Moody's Corp.
414,510
2,118
Morgan Stanley
387,170
4,898
Northern Trust Corp.
731,908
776
Raymond James Financial, Inc.
128,707
2,981
SEI Investments Co.
261,881
7,942
State Street Corp.
1,039,290
10,787
Synchrony Financial
783,460
1,996
T. Rowe Price Group, Inc.
210,937
6,834
Toast, Inc. Class A*
212,606
1,427
Visa, Inc. Class A
459,251
 
9,485,483
Food, Beverage & Tobacco - 1.8%
6,253
Altria Group, Inc.
387,623
5,902
Cal-Maine Foods, Inc.
492,994
 
880,617
Health Care Equipment & Services - 4.8%
261
Abbott Laboratories
28,527
12,482
CVS Health Corp.
930,159
941
Elevance Health, Inc.
325,341
453
Hims & Hers Health, Inc.*(1)
12,272
1,239
Humana, Inc.
241,853
2,947
UnitedHealth Group, Inc.
845,583
 
2,383,735
Insurance - 3.6%
30
Allstate Corp.
5,970
1,598
American International Group, Inc.
119,658
2,455
Axis Capital Holdings Ltd.
253,307
348
Chubb Ltd.
107,727
15,898
Lincoln National Corp.
661,516
1,283
Prudential Financial, Inc.
142,554
587
Travelers Cos., Inc.
167,007
4,040
Unum Group
306,919
 
1,764,658
Materials - 3.9%
3,736
CF Industries Holdings, Inc.
348,307
893
Mosaic Co.
24,558
594
NewMarket Corp.
398,449
7,781
Newmont Corp.
874,195
421
Reliance, Inc.
138,720
389
Sherwin-Williams Co.
137,955
 
1,922,184
Media & Entertainment - 4.2%
3,356
Alphabet, Inc. Class A
1,134,328
1,062
Meta Platforms, Inc. Class A
760,923
851
Nexstar Media Group, Inc.
180,735
333
Versant Media Group, Inc.*
10,849
 
2,086,835
The accompanying notes are an integral part of these financial statements.
 
26
Hartford US Value ETF
Schedule of Investments – (continued)
January 31, 2026 (Unaudited) 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.9% - (continued)
Pharmaceuticals, Biotechnology & Life Sciences - 6.9%
15,661
Bristol-Myers Squibb Co.
$862,138
7,499
Gilead Sciences, Inc.
1,064,483
2,341
Johnson & Johnson
531,992
7,700
Merck & Co., Inc.
849,079
3,748
Pfizer, Inc.
99,097
 
3,406,789
Real Estate Management & Development - 1.1%
507
CBRE Group, Inc. Class A*
86,357
3,176
CoStar Group, Inc.*
195,324
4,352
Zillow Group, Inc. Class C*
274,307
 
555,988
Semiconductors & Semiconductor Equipment - 5.4%
99
Applied Materials, Inc.
31,910
107
Broadcom, Inc.
35,449
111
KLA Corp.
158,501
2,665
Lam Research Corp.
622,171
1,965
Micron Technology, Inc.
815,239
4,021
NVIDIA Corp.
768,534
1,452
QUALCOMM, Inc.
220,109
 
2,651,913
Software & Services - 0.8%
316
AppLovin Corp. Class A*
149,503
541
Microsoft Corp.
232,787
 
382,290
Technology Hardware & Equipment - 3.5%
443
Amphenol Corp. Class A
63,827
1,437
Cisco Systems, Inc.
112,546
3,288
Dell Technologies, Inc. Class C
376,279
2,867
Hewlett Packard Enterprise Co.
61,698
7,066
HP, Inc.
137,363
2,310
Seagate Technology Holdings PLC
941,764
119
Western Digital Corp.
29,777
 
1,723,254
Telecommunication Services - 3.0%
18,241
AT&T, Inc.
478,097
8,571
Comcast Corp. Class A
254,987
16,291
Verizon Communications, Inc.
725,275
 
1,458,359
Transportation - 1.6%
1,601
CH Robinson Worldwide, Inc.
312,115
2,037
Ryder System, Inc.
389,637
913
Uber Technologies, Inc.*
73,086
 
774,838
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.9% - (continued)
Utilities - 6.7%
1,586
Constellation Energy Corp.
$445,158
2,703
Duke Energy Corp.
328,009
2,874
Exelon Corp.
128,698
6,273
NRG Energy, Inc.
957,448
2,943
Southern Co.
262,839
18,814
UGI Corp.
754,630
2,778
Vistra Corp.
439,896
 
3,316,678
Total Common Stocks
(cost $42,800,557)
$49,237,336
SHORT-TERM INVESTMENTS - 0.4%
Securities Lending Collateral - 0.4%
207,297
State Street Navigator Securities Lending Government
Money Market Portfolio, 3.66%(2)
$207,297
Total Short-Term Investments
(cost $207,297)
$207,297
Total Investments
(cost $43,007,854)
100.3
%
$49,444,633
Other Assets and Liabilities
(0.3
)%
(161,608
)
Net Assets
100.0
%
$49,283,025
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.
†
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 January 31, 2026 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Common Stocks 
$49,237,336
$49,237,336
$—
$—
Short-Term Investments 
207,297
207,297
—
—
Total
$49,444,633
$49,444,633
$—
$—
 
(1)
For the six-month period ended January 31, 2026, 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) (Unaudited)
 
Index Abbreviations:
EAFE
Europe, Australasia and Far East
S&P
Standard & Poor's
Other Abbreviations:
ADR
American Depositary Receipt
ASA
Allmennaksjeselskap
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
January 31, 2026 (Unaudited)  
 
 
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) 
$161,267,071
$1,368,532,410
$69,831,890
$37,395,252
$521,948,711
$49,901,831
$49,444,633
Cash
256,434
3,395,234
75,967
109,419
1,218,580
44,443
15,057
Cash collateral due from broker on
futures contracts
30,000
300,000
12,000
16,000
124,000
—
—
Foreign currency
—
625,087
55,614
996
—
—
—
Receivables:
Investment securities sold
—
3,687,609
—
—
—
—
193,874
Fund shares sold
1,660,092
—
—
—
—
—
—
Dividends and interest
131,402
1,238,778
106,825
14,338
416,472
19,923
78,339
Securities lending income
95
32,498
4,458
207
154
34
15
Tax reclaims
—
4,380,916
—
1,209
—
—
—
Total assets
163,345,094
1,382,192,532
70,086,754
37,537,421
523,707,917
49,966,231
49,731,918
Liabilities:
Obligation to return securities lending
collateral
625,586
20,046,453
870,184
760,554
2,812,820
15,851
207,297
Payables:
Investment securities purchased
1,663,614
—
—
—
—
—
229,603
Investment advisory fees
25,412
327,339
24,359
10,571
84,016
14,459
11,993
Variation margin on futures
contracts
1,499
88,340
5,307
1,934
5,383
—
—
Foreign taxes
—
—
254,828
—
—
—
—
Total liabilities
2,316,111
20,462,132
1,154,678
773,059
2,902,219
30,310
448,893
Net assets
$161,028,983
$1,361,730,400
$68,932,076
$36,764,362
$520,805,698
$49,935,921
$49,283,025
Summary of Net Assets:
Paid-in-capital
$128,236,950
$1,349,648,801
$73,687,684
$40,544,943
$464,359,960
$44,309,399
$44,989,601
Distributable earnings (loss)
32,792,033
12,081,599
(4,755,608
)
(3,780,581
)
56,445,738
5,626,522
4,293,424
Net assets
161,028,983
1,361,730,400
68,932,076
36,764,362
520,805,698
49,935,921
49,283,025
Net asset value per share
66.40
38.63
31.33
49.02
59.86
60.53
56.32
Shares issued and outstanding
2,425,000
35,250,000
2,200,000
750,000
8,700,000
825,000
875,000
Cost of investments
$125,200,133
$1,041,801,666
$54,504,328
$32,062,895
$427,550,525
$42,035,139
$43,007,854
Cost of foreign currency
$—
$619,368
$55,096
$830
$—
$—
$—
(1) Includes Investment in securities on
loan, at market value
$612,856
$76,479,651
$1,487,967
$791,669
$2,754,909
$71,583
$213,374
The accompanying notes are an integral part of these financial statements.
 
29
Hartford Systematic ETFs
 Statements of Operations
For the Six-Month Period Ended January 31, 2026 (Unaudited) 
 
 
Hartford
Disciplined US
Equity ETF
Hartford
Multifactor
Developed
Markets (ex-US)
ETF
Hartford
Multifactor
Emerging
Markets ETF
Hartford
Multifactor Small
Cap ETF
Investment Income:
Dividends
$1,309,056
$17,718,876
$719,244
$451,465
Interest
8,263
63,241
1,176
1,822
Securities lending — net
525
169,297
17,896
1,738
Less: Foreign tax withheld
—
(1,466,160
)
(83,388
)
(411
)
Total investment income, net
1,317,844
16,485,254
654,928
454,614
Expenses:
Investment advisory fees
143,813
1,851,077
113,775
58,228
Total expenses
143,813
1,851,077
113,775
58,228
Net Investment Income (Loss)
1,174,031
14,634,177
541,153
396,386
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency
Transactions on:
Investments
4,330,092
(1)
80,749,842
(1)
704,771
2,894,877
(1)
Less: Foreign taxes paid on realized capital gains
—
—
(9,265
)
—
Futures contracts
49,073
439,584
49,246
18,643
Other foreign currency transactions
—
(83,531
)
(15,301
)
—
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency
Transactions
4,379,165
81,105,895
729,451
2,913,520
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial
Instruments and Foreign Currency Transactions of:
Investments*
8,415,156
91,077,901
8,913,208
2,697,945
Futures contracts
(9,474
)
434,993
13,528
(2,529
)
Translation of other assets and liabilities in foreign currencies
—
234,041
2,807
97
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial
Instruments and Foreign Currency Transactions
8,405,682
91,746,935
8,929,543
2,695,513
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency
Transactions
12,784,847
172,852,830
9,658,994
5,609,033
Net Increase (Decrease) in Net Assets Resulting from Operations
$13,958,878
$187,487,007
$10,200,147
$6,005,419
* Includes change in unrealized appreciation (depreciation) on deferred capital gains tax
$—
$—
$(178,978
)
$—
 
(1) 
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)
For the Six-Month Period Ended January 31, 2026 (Unaudited) 
 
 
Hartford
Multifactor US
Equity ETF
Hartford
US Quality
Growth ETF
Hartford
US Value
ETF
Investment Income:
Dividends
$4,355,473
$204,042
$571,979
Interest
13,541
797
662
Securities lending — net
19,415
416
339
Less: Foreign tax withheld
(2,012
)
(134
)
(545
)
Total investment income, net
4,386,417
205,121
572,435
Expenses:
Investment advisory fees
486,142
83,509
68,392
Total expenses
486,142
83,509
68,392
Net Investment Income (Loss)
3,900,275
121,612
504,043
Net Realized Gain (Loss) on Investments and Other Financial Instruments on:
Investments
34,037,273
(1)
(338,241
)(1)
(237,282
)(1)
Futures contracts
87,136
—
—
Net Realized Gain (Loss) on Investments and Other Financial Instruments
34,124,409
(338,241
)
(237,282
)
Net Changes in Unrealized Appreciation (Depreciation) of Investments and Other Financial Instruments of:
Investments
19,167,949
4,709,460
5,425,953
Futures contracts
(44,002
)
—
—
Net Changes in Unrealized Appreciation (Depreciation) of Investments and Other Financial Instruments
19,123,947
4,709,460
5,425,953
Net Gain (Loss) on Investments and Other Financial Instruments
53,248,356
4,371,219
5,188,671
Net Increase (Decrease) in Net Assets Resulting from Operations
$57,148,631
$4,492,831
$5,692,714
 
(1) 
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 Changes in Net Assets  
 
 
Hartford
Disciplined
US Equity ETF
Hartford Multifactor
Developed Markets (ex-US) ETF
 
For the
Six-Month
Period Ended
January 31, 2026
(Unaudited)
For the
Period Ended
July 31,
2025(1)
For the
Year Ended
September 30, 2024
For the
Six-Month
Period Ended
January 31, 2026
(Unaudited)
For the
Period Ended
July 31,
2025(1)
For the
Year Ended
September 30, 2024
Operations:
Net investment income (loss)
$1,174,031
$1,766,654
$2,037,403
$14,634,177
$27,836,418
$39,574,177
Net realized gain (loss) on investments, other
financial instruments and foreign currency
transactions
4,379,165
4,061,575
8,500,784
81,105,895
40,329,454
103,262,517
Net changes in unrealized appreciation
(depreciation) of investments, other
financial instruments and foreign currency
transactions
8,405,682
7,657,449
20,745,522
91,746,935
80,416,359
124,492,842
Net Increase (Decrease) in Net Assets
Resulting from Operations
13,958,878
13,485,678
31,283,709
187,487,007
148,582,231
267,329,536
Distributions to Shareholders
(1,280,486
)
(1,797,874
)
(1,830,089
)
(18,150,014
)
(42,881,372
)
(53,499,216
)
Capital Share Transactions:
Sold
27,017,036
44,125,756
48,295,083
42,406,424
11,893,295
—
Redeemed
(17,383,558
)
(39,388,368
)
(45,338,918
)
(8,947,161
)
(99,074,253
)
(561,715,572
)
Other Capital
—
—
—
2,073
555
2,672
Net increase (decrease) from capital share
transactions
9,633,478
4,737,388
2,956,165
33,461,336
(87,180,403
)
(561,712,900
)
Net Increase (Decrease) in Net Assets
22,311,870
16,425,192
32,409,785
202,798,329
18,520,456
(347,882,580
)
Net Assets:
Beginning of period
138,717,113
122,291,921
89,882,136
1,158,932,071
1,140,411,615
1,488,294,195
End of period
$161,028,983
$138,717,113
$122,291,921
$1,361,730,400
$1,158,932,071
$1,140,411,615
 
(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.
 
32
Hartford Systematic ETFs
 Statements of Changes in Net Assets – (continued) 
 
 
Hartford Multifactor
Emerging Markets ETF
Hartford Multifactor
Small Cap ETF
 
For the
Six-Month
Period Ended
January 31, 2026
(Unaudited)
For the
Period Ended
July 31,
2025(1)
For the
Year Ended
September 30, 2024
For the
Six-Month
Period Ended
January 31, 2026
(Unaudited)
For the
Period Ended
July 31,
2025(1)
For the
Year Ended
September 30, 2024
Operations:
Net investment income (loss)
$541,153
$1,019,140
$847,893
$396,386
$632,912
$674,820
Net realized gain (loss) on investments, other
financial instruments and foreign currency
transactions
729,451
(51,908
)
(99,535
)
2,913,520
(335,885
)
2,435,420
Net changes in unrealized appreciation
(depreciation) of investments, other financial
instruments and foreign currency transactions
8,929,543
1,642,320
4,449,428
2,695,513
(979,636
)
4,152,906
Net Increase (Decrease) in Net Assets Resulting
from Operations
10,200,147
2,609,552
5,197,786
6,005,419
(682,609
)
7,263,146
Distributions to Shareholders
(1,075,001
)
(1,516,014
)
(959,414
)
(437,212
)
(580,345
)
(672,927
)
Capital Share Transactions:
Sold
20,406,292
8,670,631
9,684,636
7,841,804
8,126,424
4,072,538
Redeemed
—
(2,300,838
)
(1,129,750
)
(12,216,890
)
(3,004,532
)
(13,222,218
)
Other Capital
29,210
16,394
18,626
—
—
—
Net increase (decrease) from capital share
transactions
20,435,502
6,386,187
8,573,512
(4,375,086
)
5,121,892
(9,149,680
)
Net Increase (Decrease) in Net Assets
29,560,648
7,479,725
12,811,884
1,193,121
3,858,938
(2,559,461
)
Net Assets:
Beginning of period
39,371,428
31,891,703
19,079,819
35,571,241
31,712,303
34,271,764
End of period
$68,932,076
$39,371,428
$31,891,703
$36,764,362
$35,571,241
$31,712,303
 
(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).
The accompanying notes are an integral part of these financial statements.
 
33
Hartford Systematic ETFs
 Statements of Changes in Net Assets – (continued) 
 
 
Hartford Multifactor
US Equity ETF
Hartford
US Quality
Growth ETF
 
For the
Six-Month
Period Ended
January 31, 2026
(Unaudited)
For the
Period Ended
July 31,
2025(1)
For the
Year Ended
September 30, 2024
For the
Six-Month
Period Ended
January 31, 2026
(Unaudited)
For the
Period Ended
July 31,
2025(1)
For the
Period Ended
September 30, 2024
(2)
Operations:
Net investment income (loss)
$3,900,275
$6,292,695
$7,177,183
$121,612
$197,720
$34,427
Net realized gain (loss) on investments and other
financial instruments
34,124,409
23,430,293
40,121,909
(338,241
)
122,497
235,518
Net changes in unrealized appreciation
(depreciation) of investments and other
financial instruments
19,123,947
(5,879,611
)
63,326,562
4,709,460
2,052,024
1,105,208
Net Increase (Decrease) in Net Assets Resulting
from Operations
57,148,631
23,843,377
110,625,654
4,492,831
2,372,241
1,375,153
Distributions to Shareholders
(4,339,640
)
(5,896,378
)
(7,008,886
)
(145,668
)
(174,508
)
(25,230
)
Capital Share Transactions:
Sold
125,200,458
103,664,147
114,529,354
2,888,387
47,337,201
7,356,113
Redeemed
(130,303,426
)
(111,201,335
)
(150,117,945
)
(2,890,291
)
(10,268,792
)
(2,381,516
)
Net increase (decrease) from capital share
transactions
(5,102,968
)
(7,537,188
)
(35,588,591
)
(1,904
)
37,068,409
4,974,597
Net Increase (Decrease) in Net Assets
47,706,023
10,409,811
68,028,177
4,345,259
39,266,142
6,324,520
Net Assets:
Beginning of period
473,099,675
462,689,864
394,661,687
45,590,662
6,324,520
—
End of period
$520,805,698
$473,099,675
$462,689,864
$49,935,921
$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).
(2) 
Commenced operations on December 5, 2023.
The accompanying notes are an integral part of these financial statements.
 
34
Hartford Systematic ETFs
 Statements of Changes in Net Assets – (continued) 
 
 
Hartford
US Value
ETF
 
For the
Six-Month
Period Ended
January 31, 2026
(Unaudited)
For the
Period Ended
July 31,
2025(1)
For the
Period Ended
September 30, 2024
(2)
Operations:
Net investment income (loss)
$504,043
$834,480
$115,193
Net realized gain (loss) on investments
(237,282
)
(885,851
)
384,005
Net changes in unrealized appreciation (depreciation) of investments
5,425,953
231,852
778,974
Net Increase (Decrease) in Net Assets Resulting from Operations
5,692,714
180,481
1,278,172
Distributions to Shareholders
(564,427
)
(717,306
)
(87,792
)
Capital Share Transactions:
Sold
3,952,050
47,097,182
7,278,721
Redeemed
(3,964,096
)
(8,541,256
)
(2,321,418
)
Net increase (decrease) from capital share transactions
(12,046
)
38,555,926
4,957,303
Net Increase (Decrease) in Net Assets
5,116,241
38,019,101
6,147,683
Net Assets:
Beginning of period
44,166,784
6,147,683
—
End of period
$49,283,025
$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).
(2) 
Commenced operations on December 5, 2023.
The accompanying notes are an integral part of these financial statements.
 
35
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 Six-Month Period Ended January 31, 2026 (Unaudited)
 
$60.97
$0.50
$5.48
$5.98
$—
$(0.55
)
$(0.55
)
$66.40
9.82
%(5)
$161,029
0.19
%(6)
0.19
%(6)
1.55
%(6)
28
%
For the Period Ended July 31, 2025 (7)
 
$55.59
$0.76
$5.39
$6.15
$—
$(0.77
)
$(0.77
)
$60.97
11.16
%(5)
$138,717
0.19
%(6)
0.19
%(6)
1.60
%(6)
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
%(5)
$89,882
0.19
%(6)
0.19
%(6)
1.99
%(6)
90
%(10)
Hartford Multifactor Developed Markets (ex-US) ETF
For the Six-Month Period Ended January 31, 2026 (Unaudited)
 
$33.79
$0.42
$4.93
$5.35
$0.00
(11)
$(0.51
)
$(0.51
)
$38.63
15.91
%(5)
$1,361,730
0.29
%(6)
0.29
%(6)
2.29
%(6)
27
%
For the Period Ended July 31, 2025 (7)
 
$30.62
$0.78
$3.60
$4.38
$0.00
(11)
$(1.21
)
$(1.21
)
$33.79
14.74
%(5)
$1,158,932
0.29
%(6)
0.29
%(6)
3.01
%(6)
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 Six-Month Period Ended January 31, 2026 (Unaudited)
 
$26.25
$0.30
$5.27
$5.57
$0.02
$(0.51
)
$(0.51
)
$31.33
21.48
%(5)
$68,932
0.44
%(6)
0.44
%(6)
2.09
%(6)
22
%
For the Period Ended July 31, 2025 (7)
 
$25.51
$0.80
$1.08
$1.88
$0.01
$(1.15
)
$(1.15
)
$26.25
7.88
%(5)
$39,371
0.44
%(6)
0.44
%(6)
3.92
%(6)
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 Six-Month Period Ended January 31, 2026 (Unaudited)
 
$41.85
$0.54
$7.23
$7.77
$—
$(0.60
)
$(0.60
)
$49.02
18.63
%(5)
$36,764
0.34
%(6)
0.34
%(6)
2.31
%(6)
19
%
The accompanying notes are an integral part of these financial statements.
 
36
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 Period Ended July 31, 2025 (7)
 
$43.74
$0.81
$(1.96
)
$(1.15
)
$—
$(0.74
)
$(0.74
)
$41.85
(2.63
)%(5)
$35,571
0.34
%(6)
0.34
%(6)
2.30
%(6)
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
%
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 Six-Month Period Ended January 31, 2026 (Unaudited)
 
$53.91
$0.44
$6.01
$6.45
$—
$(0.50
)
$(0.50
)
$59.86
12.00
%(5)
$520,806
0.19
%(6)
0.19
%(6)
1.52
%(6)
25
%
For the Period Ended July 31, 2025 (7)
 
$51.84
$0.72
$2.03
$2.75
$—
$(0.68
)
$(0.68
)
$53.91
5.36
%(5)
$473,100
0.19
%(6)
0.19
%(6)
1.67
%(6)
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 Six-Month Period Ended January 31, 2026 (Unaudited)
 
$55.26
$0.15
$5.30
$5.45
$—
$(0.18
)
$(0.18
)
$60.53
9.86
%(5)
$49,936
0.34
%(6)
0.34
%(6)
0.50
%(6)
19
%
For the Period Ended July 31, 2025 (7)
 
$50.60
$0.25
$4.61
$4.86
$—
$(0.20
)
$(0.20
)
$55.26
9.62
%(5)
$45,591
0.34
%(6)
0.34
%(6)
0.58
%(6)
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
%(5)
$6,325
0.34
%(6)
0.34
%(6)
0.73
%(6)
34
%(13)
Hartford US Value ETF
For the Six-Month Period Ended January 31, 2026 (Unaudited)
 
$50.48
$0.58
$5.91
$6.49
$—
$(0.65
)
$(0.65
)
$56.32
12.91
%(5)
$49,283
0.29
%(6)
0.29
%(6)
2.14
%(6)
36
%
For the Period Ended July 31, 2025 (7)
 
$49.18
$0.98
$1.07
(9)
$2.05
$—
$(0.75
)
$(0.75
)
$50.48
4.24
%(5)
$44,167
0.29
%(6)
0.29
%(6)
2.41
%(6)
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
%(5)
$6,148
0.29
%(6)
0.29
%(6)
2.47
%(6)
64
%(13)
 
The accompanying notes are an integral part of these financial statements.
 
37
Hartford Systematic ETFs
Financial Highlights – (continued)
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, if any.
(5)
Not annualized.
(6)
Annualized.
(7)
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).
(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
 January 31, 2026 (Unaudited) 
1.
Organization:
Lattice Strategies Trust (the "Trust") is an open-end registered management investment company comprised of seven operational series as of January 31, 2026. 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
 
39
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 January 31, 2026 (Unaudited) 
obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. 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)
 January 31, 2026 (Unaudited) 
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, such 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 such 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.
 
41
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 January 31, 2026 (Unaudited) 
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 six-month period ended January 31, 2026, 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 January 31, 2026:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Assets:
Unrealized appreciation on futures contracts(1)
$—
$—
$—
$4,079
$—
$4,079
Total
$—
$—
$—
$4,079
$—
$4,079
 
(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)
 January 31, 2026 (Unaudited) 
Disciplined US Equity ETF – (continued) 
The Effect of Derivative Instruments on the Statement of Operations for the period ended January 31, 2026:
 
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
$—
$—
$—
$49,073
$—
$49,073
Total
$—
$—
$—
$49,073
$—
$49,073
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized
as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts
$—
$—
$—
$(9,474
)
$—
$(9,474
)
Total
$—
$—
$—
$(9,474
)
$—
$(9,474
)
For the period ended January 31, 2026, 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
14
Multifactor Developed Markets (ex-US) ETF 
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of January 31, 2026:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Assets:
Unrealized appreciation on futures contracts(1)
$—
$—
$—
$348,484
$—
$348,484
Total
$—
$—
$—
$348,484
$—
$348,484
 
(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 January 31, 2026:
 
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
$—
$—
$—
$439,584
$—
$439,584
Total
$—
$—
$—
$439,584
$—
$439,584
Net Change in Unrealized Appreciation (Depreciation) on Derivatives
Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts
$—
$—
$—
$434,993
$—
$434,993
Total
$—
$—
$—
$434,993
$—
$434,993
For the period ended January 31, 2026, 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
47
 
43
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 January 31, 2026 (Unaudited) 
Multifactor Emerging Markets ETF 
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of January 31, 2026:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Assets:
Unrealized appreciation on futures contracts(1)
$—
$—
$—
$18,830
$—
$18,830
Total
$—
$—
$—
$18,830
$—
$18,830
 
(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 January 31, 2026:
 
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
$—
$—
$—
$49,246
$—
$49,246
Total
$—
$—
$—
$49,246
$—
$49,246
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized
as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts
$—
$—
$—
$13,528
$—
$13,528
Total
$—
$—
$—
$13,528
$—
$13,528
For the period ended January 31, 2026, 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 January 31, 2026:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Assets:
Unrealized appreciation on futures contracts(1)
$—
$—
$—
$2,549
$—
$2,549
Total
$—
$—
$—
$2,549
$—
$2,549
 
(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)
 January 31, 2026 (Unaudited) 
Multifactor Small Cap ETF – (continued) 
The Effect of Derivative Instruments on the Statement of Operations for the period ended January 31, 2026:
 
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
$—
$—
$—
$18,643
$—
$18,643
Total
$—
$—
$—
$18,643
$—
$18,643
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized
as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts
$—
$—
$—
$(2,529
)
$—
$(2,529
)
Total
$—
$—
$—
$(2,529
)
$—
$(2,529
)
For the period ended January 31, 2026, 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 January 31, 2026:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Assets:
Unrealized appreciation on futures contracts(1)
$—
$—
$—
$7,277
$—
$7,277
Total
$—
$—
$—
$7,277
$—
$7,277
 
(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 January 31, 2026:
 
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
$—
$—
$—
$87,136
$—
$87,136
Total
$—
$—
$—
$87,136
$—
$87,136
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized
as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts
$—
$—
$—
$(44,002
)
$—
$(44,002
)
Total
$—
$—
$—
$(44,002
)
$—
$(44,002
)
For the period ended January 31, 2026, 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)
 January 31, 2026 (Unaudited) 
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 January 31, 2026:   
Disciplined US Equity ETF
 
 
Derivative Financial Instruments:
Assets
Liabilities
Futures contracts
$4,079
$—
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities
4,079
—
Derivatives not subject to a MNA
(4,079
)
—
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
$348,484
$—
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities
348,484
—
Derivatives not subject to a MNA
(348,484
)
—
Total gross amount of assets and liabilities subject to MNA or similar agreements
$—
$—
 
Multifactor Emerging Markets ETF
 
 
Derivative Financial Instruments:
Assets
Liabilities
Futures contracts
$18,830
$—
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities
18,830
—
Derivatives not subject to a MNA
(18,830
)
—
Total gross amount of assets and liabilities subject to MNA or similar agreements
$—
$—
 
Multifactor Small Cap ETF
 
 
Derivative Financial Instruments:
Assets
Liabilities
Futures contracts
$2,549
$—
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities
2,549
—
Derivatives not subject to a MNA
(2,549
)
—
Total gross amount of assets and liabilities subject to MNA or similar agreements
$—
$—
 
Multifactor US Equity ETF
 
 
Derivative Financial Instruments:
Assets
Liabilities
Futures contracts
$7,277
$—
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities
7,277
—
Derivatives not subject to a MNA
(7,277
)
—
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)
 January 31, 2026 (Unaudited) 
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 wars, military conflicts, trade disputes, tariffs, economic sanctions, export controls, retaliatory measures, pandemics and epidemics) may inject 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, 2026. 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.
Management evaluated each Fund's investments in foreign markets for the current tax year. As of January 31, 2026, each of Multifactor Developed Markets (ex-US) ETF and Multifactor Emerging Markets ETF incurred foreign income tax payments that met the disclosure threshold. The other Funds incurred foreign income tax payments that were considered immaterial for disclosure purposes.
 
47
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 January 31, 2026 (Unaudited) 
The cash payments for income taxes made by Multifactor Developed Markets (ex-US) ETF and Multifactor Emerging Markets ETF to foreign jurisdictions, after accounting for any refunds, were as follows: 
 
Multifactor
Developed
Markets (ex-US) ETF
Multifactor
Emerging
Markets
ETF
Income taxes by foreign jurisdiction:
Brazil
$—
$5,441
Canada
397,702
—
China
—
17,607
France
93,197
—
India
—
23,414
Israel
296,127
—
Japan
338,144
—
South Korea
—
6,406
Netherlands
79,926
—
Poland
—
9,842
Taiwan
—
21,646
Other*
287,634
20,612
Total income taxes paid, net of refunds
$1,492,730
$104,968
 
*
Represents foreign jurisdictions where taxes paid, net of refunds received, were less than 5% of the total income taxes paid by the Funds.
b)
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.
c)
Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at January 31, 2026 was substantially the same for book purposes. The net unrealized appreciation/(depreciation) on investments, which consists of gross unrealized appreciation and depreciation, is disclosed below: 
Fund
Tax Cost
Gross Unrealized
Appreciation
Gross Unrealized
(Depreciation)
Net Unrealized
Appreciation
(Depreciation)
Disciplined US Equity ETF
$125,200,133
$38,301,219
$(2,230,202
)
$36,071,017
Multifactor Developed Markets (ex-US) ETF
1,041,801,666
343,654,956
(16,575,728
)
327,079,228
Multifactor Emerging Markets ETF
54,504,328
16,736,402
(1,390,010
)
15,346,392
Multifactor Small Cap ETF
32,062,895
7,038,185
(1,703,279
)
5,334,906
Multifactor US Equity ETF
427,550,525
113,418,572
(19,013,109
)
94,405,463
US Quality Growth ETF
42,035,139
9,600,986
(1,734,294
)
7,866,692
US Value ETF
43,007,854
8,138,380
(1,701,601
)
6,436,779
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
 
48
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 January 31, 2026 (Unaudited) 
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 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 January 31, 2026; 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 six-month period ended January 31, 2026, 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 six-month period ended January 31, 2026, a portion of the Trust's Chief Compliance Officer’s ("CCO") compensation was paid by HFMC. As part of the Funds' Investment Management Agreement, Lattice 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.
 
49
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 January 31, 2026 (Unaudited) 
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.
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 January 31, 2026.  
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
$612,856
$625,586
$—
Multifactor Developed Markets (ex-US) ETF
76,479,651
20,046,453
59,788,774
(2)
Multifactor Emerging Markets ETF
1,487,967
870,184
692,903
(2)
Multifactor Small Cap ETF
791,669
760,554
51,600
(2)
Multifactor US Equity ETF
2,754,909
2,812,820
—
US Quality Growth ETF
71,583
15,851
57,415
(2)
US Value ETF
213,374
207,297
10,601
(2)
 
(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.
(2)
U.S. Government securities.
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 January 31, 2026, affiliates of The Hartford had ownership of shares in certain Funds as follows:  
Fund
Percentage
of Fund
Multifactor Small Cap ETF
30
%
US Quality Growth ETF
0
%*
US Value ETF
0
%*
 
*
Percentage rounds to zero.
As of January 31, 2026, 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
8
%
Multifactor US Equity ETF
10
%
US Quality Growth ETF
94
%
US Value ETF
98
%
 
50
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 January 31, 2026 (Unaudited) 
11.
Beneficial Fund Ownership:
As of January 31, 2026, to the knowledge of a Fund, Hartford Funds Management Company, LLC beneficially held more than 25% of the shares outstanding of the following Fund:  
Fund
Shareholder
Percentage of Ownership
Multifactor Small Cap ETF
Hartford Funds Management Company, LLC
30
%
12.
Investment Transactions:
For the six-month period ended January 31, 2026, 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
$42,040,932
$41,540,440
$42,040,932
$41,540,440
Multifactor Developed Markets (ex-US) ETF
339,158,386
340,732,073
339,158,386
340,732,073
Multifactor Emerging Markets ETF
26,981,364
11,349,821
26,981,364
11,349,821
Multifactor Small Cap ETF
7,537,024
6,431,081
7,537,024
6,431,081
Multifactor US Equity ETF
127,041,911
127,462,507
127,041,911
127,462,507
US Quality Growth ETF
9,399,038
9,283,002
9,399,038
9,283,002
US Value ETF
16,634,267
16,566,404
16,634,267
16,566,404
For the six-month period ended January 31, 2026, 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
$27,035,055
$17,751,245
$6,212,139
Multifactor Developed Markets (ex-US) ETF
40,315,848
8,844,264
2,389,956
Multifactor Emerging Markets ETF
4,357,505
—
—
Multifactor Small Cap ETF
7,838,979
12,304,478
3,236,524
Multifactor US Equity ETF
124,976,437
130,584,754
41,604,150
US Quality Growth ETF
2,885,595
3,057,260
909,238
US Value ETF
3,956,505
4,087,833
888,579
 
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
 
51
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 January 31, 2026 (Unaudited) 
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.
The following information is for the six-month period ended January 31, 2026, the period ended July 31, 2025 and the year or period ended September 30, 2024: 
 
For the Six-Month Period Ended
January 31, 2026
For the Period Ended
July 31, 2025(1)
For the Year or Period Ended
September 30, 2024
 
Shares
Amount
Shares
Amount
Shares
Amount
Disciplined US Equity ETF
Shares Sold
425,000
$27,017,036
800,000
$44,125,756
950,000
$48,295,083
Shares Redeemed
(275,000
)
(17,383,558
)
(725,000
)
(39,388,368
)
(875,000
)
(45,338,918
)
Total Net Increase (Decrease)
150,000
9,633,478
75,000
4,737,388
75,000
2,956,165
Multifactor Developed Markets
(ex-US) ETF
Shares Sold
1,200,000
$42,406,424
350,000
$11,893,295
—
$—
Shares Redeemed
(250,000
)
(8,947,161
)
(3,300,000
)
(99,074,253
)
(20,500,000
)
(561,715,572
)
Other Capital
—
2,073
—
555
—
2,672
Total Net Increase (Decrease)
950,000
33,461,336
(2,950,000
)
(87,180,403
)
(20,500,000
)
(561,712,900
)
Multifactor Emerging Markets ETF
Shares Sold
700,000
$20,406,292
350,000
$8,670,631
400,000
$9,684,636
Shares Redeemed
—
—
(100,000
)
(2,300,838
)
(50,000
)
(1,129,750
)
Other Capital
—
29,210
—
16,394
—
18,626
Total Net Increase (Decrease)
700,000
20,435,502
250,000
6,386,187
350,000
8,573,512
Multifactor Small Cap ETF
Shares Sold
175,000
$7,841,804
200,000
$8,126,424
100,000
$4,072,538
Shares Redeemed
(275,000
)
(12,216,890
)
(75,000
)
(3,004,532
)
(325,000
)
(13,222,218
)
Total Net Increase (Decrease)
(100,000
)
(4,375,086
)
125,000
5,121,892
(225,000
)
(9,149,680
)
Multifactor US Equity ETF
Shares Sold
2,200,000
$125,200,458
1,975,000
$103,664,147
2,375,000
$114,529,354
Shares Redeemed
(2,275,000
)
(130,303,426
)
(2,125,000
)
(111,201,335
)
(3,275,000
)
(150,117,945
)
Total Net Increase (Decrease)
(75,000
)
(5,102,968
)
(150,000
)
(7,537,188
)
(900,000
)
(35,588,591
)
US Quality Growth ETF(2)
Shares Sold
50,000
$2,888,387
900,000
$47,337,201
175,001
$7,356,113
Shares Redeemed
(50,000
)
(2,890,291
)
(200,000
)
(10,268,792
)
(50,001
)
(2,381,516
)
Total Net Increase (Decrease)
—
(1,904
)
700,000
37,068,409
125,000
4,974,597
US Value ETF(2)
Shares Sold
75,000
$3,952,050
925,000
$47,097,182
175,001
$7,278,721
Shares Redeemed
(75,000
)
(3,964,096
)
(175,000
)
(8,541,256
)
(50,001
)
(2,321,418
)
Total Net Increase (Decrease)
—
(12,046
)
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 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 mutual funds and ETFs) may borrow up to $350 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. 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
 
52
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 January 31, 2026 (Unaudited) 
margin. The facility also charges a commitment fee. The fees incurred by this Fund, if any, in connection with the credit facility during the period would be paid by the Investment Manager. During and as of the six-month period ended January 31, 2026, the Fund had no borrowings under this facility.
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.
16.
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.
 
53
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.
 
54
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.
 
55
Hartford Systematic ETFs
 Item 10. Remuneration Paid to Trustees, Officers, and Others of Open-End Management Investment Companies.   
During the period August 1, 2025 through January 31, 2026, 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.
 
56
Hartford Systematic ETFs
Item 11. Statement Regarding Basis for Approval of Investment Advisory Contract.
Approval of Investment Advisory and Investment Sub-Advisory Agreements (Unaudited)
Lattice Strategies Trust
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
(each, a “Fund” and collectively, the “Funds”)
Section 15(c) of the Investment Company Act of 1940, as amended (the “1940 Act”), requires that each registered investment company’s board of trustees, including a majority of those trustees who are not “interested persons” of the investment company, as defined in the 1940 Act (the “Independent Trustees”), annually review and consider the continuation of the investment company’s investment advisory and sub-advisory agreements. At its meeting held on September 10-11, 2025, the Board of Trustees (the “Board”) of Lattice Strategies Trust (the “Trust”), including the Independent Trustees, unanimously voted to approve (i) the continuation of an investment advisory agreement (the “Investment Advisory Agreement”) by and between the Trust, on behalf of each of its series listed above, and Lattice Strategies LLC (“Lattice Strategies”), a wholly owned subsidiary of Hartford Funds Management Company, LLC; and (ii) a separate investment sub-advisory agreement (the “Sub-advisory Agreement” and together with the Investment Advisory Agreement, the “Agreements”) between Lattice Strategies and the Funds’ sub-adviser, Mellon Investments Corporation (the “Sub-adviser,” and together with Lattice Strategies, the “Advisers”).
In the months preceding the September 10-11, 2025 meeting, the Board requested and reviewed written responses from the Advisers to questions posed to the Advisers on behalf of the Independent Trustees and supporting materials relating to those questions and responses. In addition, the Board considered such additional information as it deemed reasonably necessary to evaluate the Agreements, as applicable, with respect to each Fund, which included information furnished to the Board and its committees at their meetings throughout the year and in between regularly scheduled meetings on particular matters as the need arose, as well as information specifically prepared in connection with the approval of the continuation of the Agreements that was presented at the Board’s meetings held on June 17-18, 2025 and September 10-11, 2025. Information provided to the Board and its committees at their meetings throughout the year included, among other things, reports on Fund performance and tracking difference, legal, compliance and risk management matters, sales and marketing activity, secondary market trading premium and discount information, and the other services provided to each Fund by the Advisers and their affiliates. The members of the Board also considered the materials and presentations by Fund officers and representatives of Lattice Strategies received at the Board’s meetings on June 17-18, 2025 and September 10-11, 2025 concerning the Agreements, Fund fees and expenses, performance, tracking difference and other investment-related matters.
The Independent Trustees, advised by independent legal counsel throughout the evaluation process, engaged service providers to assist them with evaluating the Agreements with respect to each Fund. Broadridge Financial Solutions, Inc. (“Broadridge”), an independent provider of investment company data, was retained to provide the Board with reports on how each Fund’s contractual management fees, actual management fees and total expense ratio compared to those of an appropriate group of investment companies selected by Broadridge. The Independent Trustees also engaged an independent consultant (the “Consultant”) to assist them in evaluating the Funds’ fees and expenses.
In determining whether to approve the continuation of the Agreements for a Fund, the members of the Board reviewed and evaluated information and factors they believed to be relevant and appropriate through the exercise of their reasonable business judgment. While individual members of the Board may have weighed certain factors differently, the Board’s determination to approve the continuation of the Agreements was based on a comprehensive consideration of all information provided to the Board throughout the year and specifically with respect to the continuation of the Agreements. The Board was also furnished with an analysis of its fiduciary obligations in connection with its evaluation of the Agreements. Throughout the evaluation process, the Board was assisted by counsel for the Trust and the Independent Trustees were also separately assisted by independent legal counsel. In connection with their deliberations, the Independent Trustees met separately with independent legal counsel and the Consultant on June 11, 2025 and in executive session on several occasions to consider their responsibilities under relevant laws and regulations and to discuss the materials presented and other matters deemed relevant to their consideration of the approval of the continuation of the Agreements. As a result of the discussions that occurred during the June 11, 2025 and June 17-18, 2025 meetings, the Independent Trustees presented Lattice Strategies and its affiliates with requests for additional information on certain topics. Lattice Strategies and its affiliates responded to these requests with written additional information in advance of the September 10-11, 2025 meeting. A more detailed summary of the important, but not necessarily all, factors the Board considered with respect to its approval of the continuation of the Agreements is provided below.
 
57
Hartford Systematic ETFs
Item 11. Statement Regarding Basis for Approval of Investment Advisory Contract.
Approval of Investment Advisory and Investment Sub-Advisory Agreements (Unaudited) – (continued)
Nature, Extent and Quality of Services Provided by the Advisers
The Board requested and considered information concerning the nature, extent and quality of the services provided to each Fund by the Advisers. The Board considered, among other things, the terms of the Agreements and the range of services provided by the Advisers. The Board considered the Advisers’ professional personnel who provide services to the Funds, including each Adviser’s ability and experience in attracting and retaining qualified personnel to service the Funds. The Board considered each Adviser’s reputation and overall financial strength, as well as its willingness to consider and implement organizational and operational changes designed to enhance services to the funds managed by Lattice Strategies and its affiliates (the “Hartford funds”). In addition, the Board considered the quality of each Adviser’s communications with the Board and responsiveness to Board inquiries and requests made from time to time with respect to the Funds and other Hartford funds.
The Board also requested and evaluated information concerning each Adviser’s regulatory and compliance environment. In this regard, the Board reviewed information about each Adviser’s compliance policies and procedures and compliance history and a report from the Funds’ Chief Compliance Officer about each Adviser’s compliance with applicable laws and regulations, including responses to regulatory developments and any compliance or other issues raised by regulators. The Board also noted the Advisers’ support of the Funds’ compliance control structure, as applicable, and, in particular, the resources devoted by the Advisers in support of the Funds’ obligations pursuant to Rule 38a-1 under the 1940 Act and the Funds’ risk management programs, as well as the efforts of the Advisers to address cybersecurity risks. The Board also considered investments by Lattice Strategies and its affiliates in business continuity planning designed to benefit the Funds. The Board also noted Lattice Strategies’ and its affiliates’ commitment to maintaining high quality systems and expending substantial resources to prepare for and respond to ongoing changes to the market, regulatory and control environments in which the Funds and their service providers operate.
With respect to Lattice Strategies, the Board noted that, under the Investment Advisory Agreement, Lattice Strategies is responsible for the management of the Funds, including oversight of fund operations and service providers, and the provision of investment advisory and administrative services in connection with selecting, monitoring and supervising the Sub-adviser. In this regard, the Board evaluated information about the nature and extent of responsibilities retained and risks assumed by Lattice Strategies that were not delegated to or assumed by the Sub-adviser, including the entrepreneurial and other risks assumed by Lattice Strategies in connection with sponsoring and providing ongoing services to each Fund. The Board considered that Lattice Strategies is responsible for the creation, maintenance and ongoing monitoring of each Fund’s custom proprietary benchmark index. The Board considered Lattice Strategies’ and its affiliates’ ongoing monitoring of people, process and performance, including their quarterly reviews of each of the Hartford funds, semi-annual meetings with the leaders of each Fund’s portfolio management team, and ongoing oversight of the Hartford funds’ portfolio managers. The Board noted that Lattice Strategies and its affiliates have demonstrated a record of initiating changes to the portfolio management and/or investment strategies of the Hartford funds when warranted. The Board considered Lattice Strategies’ periodic due diligence reviews of the Sub-adviser and ongoing oversight of the Sub-adviser’s investment approach and results, Lattice Strategies’ process for monitoring best execution of portfolio trades and other trading operations by the Sub-adviser, and Lattice Strategies’ approach to risk management with respect to the Funds. The Board considered Lattice Strategies’ oversight of the securities lending program for the Funds that engage in securities lending and noted the income earned by the Funds that participate in such program. The Board also considered Lattice Strategies’ day-to-day oversight of each Fund’s compliance with its investment objective and policies as well as with applicable laws and regulations, noting that regulatory and other developments had over time led to an increase in the scope of Lattice Strategies’ oversight in this regard.
In addition, the Board considered Lattice Strategies’ and its affiliates’ overall strategic plan for, and ongoing commitment to review and re-assess, the Hartford funds product line-up. The Board also considered the expenses that Lattice Strategies and its affiliates had incurred, as well as the risks Lattice Strategies and its affiliates had assumed, in connection with the launch of new funds and changes to existing Hartford funds in recent years. The Board considered that Lattice Strategies or its affiliates are responsible for providing the Funds’ officers.
With respect to the Sub-adviser, which is responsible for the daily investment of the assets of each Fund, subject to oversight by Lattice Strategies, among the other services set forth in the Sub-advisory Agreement, the Board considered, among other things, the Sub-adviser’s investment personnel, investment process, investment capabilities and resources, performance record, process used for monitoring factors that drive tracking difference, trade execution capabilities and experience. The Board considered the experience and expertise of each Fund’s portfolio managers, the number of accounts managed by the portfolio managers, and the Sub-adviser’s method for compensating the portfolio managers. The Board also considered the Sub-adviser’s succession planning practices to ensure continuity of portfolio management services provided to the Funds and Lattice Strategies’ oversight of these practices.
Based on these considerations, the Board concluded that it was satisfied with the nature, extent and quality of the services provided to each Fund by Lattice Strategies and the Sub-adviser.
 
58
Hartford Systematic ETFs
Item 11. Statement Regarding Basis for Approval of Investment Advisory Contract.
Approval of Investment Advisory and Investment Sub-Advisory Agreements (Unaudited) – (continued)
Performance of each Fund and the Advisers
The Board considered the investment performance of each Fund. In this regard, the Board reviewed the performance of each Fund over different time periods and evaluated Lattice Strategies’ analysis of each Fund’s performance for these time periods. The Board considered information and materials provided to the Board by the Advisers concerning Fund performance, including information comparing each Fund’s investment performance to the performance of its custom proprietary benchmark index. For details regarding each Fund’s performance, see the Fund-by-Fund synopsis below.
The Board considered the detailed investment analytics reports provided by Lattice Strategies throughout the year, including in connection with the approval of the continuation of the Agreements. These reports include, among other things, information on each Fund’s gross returns and net returns, each Fund’s gross and net tracking difference as it relates to tracking the performance of its custom proprietary benchmark index, various statistics concerning the Fund’s portfolio, a narrative summary of various factors affecting Fund performance, and commentary on the effect of current and recent market conditions. In reviewing the tracking difference reports, the Board considered Lattice Strategies’ assessment of each Fund’s tracking difference, including information comparing each Fund’s tracking difference to both a general tracking difference range established for the Fund and the tracking difference for an appropriate group of peer funds over various periods, Lattice Strategies’ views regarding the appropriateness of the general tracking difference ranges and explanations of the factors contributing to any tracking difference. The Board noted the factors driving tracking difference for each Fund that are outside the control of the Sub-adviser. For details regarding each Fund’s tracking difference, see the Fund-by-Fund synopsis below. The Board considered the Advisers’ work with the Investment Committee, which assists the Board in evaluating the performance of each Fund at periodic meetings throughout the year and specifically with respect to the approval of the continuation of the Agreements. The Board considered that the Investment Committee, in its evaluation of investment performance at meetings throughout the year, focused particular attention on information indicating less favorable performance of certain Hartford funds for specific time periods and discussed with the Advisers the reasons for such performance. The Board also considered information provided by the Consultant relating to each Fund’s performance track record and tracking difference.
While the Board primarily evaluated each Fund’s performance by reviewing the Fund’s tracking difference relative to its custom proprietary benchmark index, the Board also considered Lattice Strategies’ assessment of the quality of each Fund’s custom proprietary benchmark index and whether each such index was performing as expected. The Board reviewed the performance of certain Funds and their custom proprietary benchmark indexes relative to unaffiliated broad-based securities market indexes and found such comparisons to be useful in evaluating the performance of such Funds and their custom proprietary benchmark indexes. The Board considered that Lattice Strategies believes that each Fund’s custom proprietary benchmark index was performing as expected. In addition, the Board considered information about Lattice Strategies’ overall assessment of the functioning of each Fund’s arbitrage mechanism, noting Lattice Strategies’ statement that the arbitrage mechanism of each Fund functioned as expected.
In light of all the considerations noted above, the Board concluded that it had continued confidence in Lattice Strategies’ and the Sub-adviser’s overall capabilities to manage the Funds.
Costs of the Services and Profitability of the Advisers
The Board reviewed information regarding Lattice Strategies’ cost to provide investment management and related services to each Fund and Lattice Strategies’ profitability, both overall and for each Fund, on a pre-tax basis without regard to distribution expenses. The Board also requested and received information relating to the operations and profitability of the Sub-adviser. The Board considered representations from Lattice Strategies and the Sub-adviser that the Sub-adviser’s fees were negotiated at arm’s length and that the sub-advisory fees are paid by Lattice Strategies and not the Funds. Accordingly, the Board concluded that the profitability of the Sub-adviser is a less relevant factor with respect to the Board’s consideration of the Sub-advisory Agreement.
The Board considered that the Independent Trustees’ prior independent consultant had previously reviewed the methodologies and estimates used by Lattice Strategies in calculating profitability in connection with the continuation of the Investment Advisory Agreement, including a description of the methodology used to allocate certain expenses. The Board noted that the prior independent consultant previously reported that such process is reasonable, sound and consistent with common industry practice. The Board noted that Lattice Strategies’ process for calculating and reporting Fund profitability is consistent with the process previously reviewed by the prior independent consultant.
Based on these considerations, the Board concluded that the profits realized by Lattice Strategies and its affiliates from their relationships with the Funds were not excessive.
 
59
Hartford Systematic ETFs
Item 11. Statement Regarding Basis for Approval of Investment Advisory Contract.
Approval of Investment Advisory and Investment Sub-Advisory Agreements (Unaudited) – (continued)
Comparison of Fees and Services Provided by the Advisers
The Board considered the comparative information with respect to the services rendered to and the management fees to be paid by each Fund to Lattice Strategies and the total expense ratio of the Fund. The Board considered that Lattice Strategies would pay all expenses of the Trust, except for (i) brokerage expenses and other expenses (such as stamp taxes) connected with the execution of portfolio transactions or in connection with creation and redemption transactions; (ii) legal fees or expenses in connection with any arbitration, litigation or pending or threatened arbitration or litigation, including any settlements in connection therewith; (iii) extraordinary expenses; (iv) distribution fees and expenses paid by the Trust under any distribution plan adopted pursuant to Rule 12b-1 under the 1940 Act; and (v) the management fee payable to Lattice Strategies. The Board also considered comparative information with respect to the sub-advisory fees to be paid by Lattice Strategies to the Sub-adviser with respect to each Fund. In this regard, the Board requested and reviewed information from Lattice Strategies and the Sub-adviser relating to the management and sub-advisory fees, including the sub-advisory fee schedule, and total operating expenses for each Fund. The Board also reviewed information from Broadridge comparing each Fund’s contractual management fees, actual management fees and total expense ratios relative to an appropriate group of funds selected by Broadridge. For details regarding each Fund’s fees and expenses, see the Fund-by-Fund synopsis below.
The Board considered the methodology used by Broadridge to select  the funds included in the expense groups. While the Board recognized that comparisons between a Fund and its peer funds may be imprecise given, among other differences, the different service levels and characteristics of the investment companies and the different business models and cost structures of the Advisers, the comparative information provided by Broadridge assisted the Board in evaluating the reasonableness of each Fund’s fees and total operating expenses. In addition, the Board considered the independent analysis and views of the Consultant regarding each Fund’s fees and total operating expenses in the context of the Fund’s investment performance.
Based on these considerations, the Board concluded that each Fund’s fees and total operating expenses, in conjunction with the information about quality of services, profitability, economies of scale, and other matters considered, were reasonable in light of the services provided.
Economies of Scale
The Board considered information regarding the extent to which economies of scale may be realized as a Fund grows and whether fee levels reflect these economies of scale for the benefit of shareholders of the Fund. The Board also considered that any economies of scale in respect of the management of a Fund would benefit Lattice Strategies due to the unitary fee structure of the Fund, but that the unitary fee protects shareholders from a rise in operating costs and/or a decline in Fund assets and is a transparent means of informing the Fund’s shareholders of the fees associated with the Fund. The Board considered that each Fund could share in the benefits from economies of scale as assets in the Fund grow. The Board noted that each Fund’s management fee does not contain breakpoints. However, the Board considered that Lattice Strategies shares anticipated or potential economies of scale with shareholders in a variety of ways, including through initially setting competitive fee rates and pricing each Fund to scale at inception, as well as additional investments by Lattice Strategies in its business and the provision of improved or additional infrastructure and services to the Funds and their shareholders. The Board also noted that, for each of the Hartford Multifactor Emerging Markets ETF and Hartford Multifactor Small Cap ETF, the Fund’s current low asset levels means that the Fund has achieved limited, if any, economies of scale.
The Board also considered how any benefits from economies of scale would be realized by the various parties. Based on these considerations, the Board concluded that it was satisfied with the extent to which economies of scale, if any, would be shared for the benefit of each Fund’s shareholders. The Board noted, however, that it would review any future growth in each Fund’s assets and the appropriateness of any potential future management fee breakpoints as part of its future annual review of the Agreements.
Other Benefits
The Board considered other benefits to the Advisers and their affiliates from their relationships with the Funds.
Fund-by-Fund Factors
For purposes of evaluating a Fund’s performance, the Board considered each Fund’s performance and tracking difference relative to its custom proprietary benchmark index. In particular, the Board considered the Fund’s performance (net of all fees and expenses), as of March 31, 2025, and compared that performance to the Fund’s custom proprietary benchmark index. The Board noted that each Fund seeks to provide investment results that, before fees and expenses, correspond to the total return performance of its custom proprietary benchmark index. The Board considered the Fund’s performance to be “in line with” a Fund’s custom proprietary benchmark index where the Fund’s net tracking difference (which excludes factors outside the control of the Sub-adviser) relative to its custom proprietary benchmark index was within the tracking difference range previously
 
60
Hartford Systematic ETFs
Item 11. Statement Regarding Basis for Approval of Investment Advisory Contract.
Approval of Investment Advisory and Investment Sub-Advisory Agreements (Unaudited) – (continued)
established for the Fund as of March 31, 2025. With respect to fees and expenses, the Board considered the Fund's contractual management fee, actual management fee, and total operating expenses as compared to the Fund’s expense peer group, which includes a group of similarly sized funds selected by Broadridge.
Hartford Disciplined US Equity ETF
•
The Board considered that the Fund’s performance was in line with its custom proprietary benchmark index for the 1-year period.
•
The Board noted that the Fund’s contractual management fee, actual management fee and total expenses were in the 3rd quintile of its expense group.
Hartford Multifactor Developed Markets (ex-US) ETF
•
The Board considered that the Fund’s performance was in line with its custom proprietary benchmark index for the 1-, 3- and 5-year periods.
•
The Board noted that the Fund’s contractual management fee, actual management fee and total expenses were in the 2nd quintile of its expense group.
Hartford Multifactor Emerging Markets ETF
•
The Board considered that the Fund’s performance was in line with its custom proprietary benchmark for the 1-, 3- and 5-year periods.
•
The Board noted that the Fund’s contractual management fee was in the 3rd quintile of its expense group, while its actual management fee was in the 4th quintile and its total expenses were in the 2nd quintile.
Hartford Multifactor Small Cap ETF
•
The Board considered that the Fund’s performance was in line with its custom proprietary benchmark index for the 1-, 3- and 5-year periods.
•
The Board noted that the Fund’s contractual management fee, actual management fee and total expenses were in the 3rd quintile of its expense group.
Hartford Multifactor US Equity ETF
•
The Board considered that the Fund’s performance was in line with its custom proprietary benchmark for the 1-, 3- and 5-year periods.
•
The Board noted that the Fund’s contractual management fee and total expenses were in the 1st quintile of its expense group and its actual management fee was in the 3rd quintile.
Hartford US Quality Growth ETF
•
The Board considered that the Fund’s performance was in line with its custom proprietary benchmark index for the 1-year period.
•
The Board noted that the Fund’s contractual management fee, actual management fee and total expenses were in the 5th quintile of its expense group.
Hartford US Value ETF
•
The Board considered that the Fund’s performance was in line with its custom proprietary benchmark index for the 1-year period.
•
The Board noted that the Fund’s contractual management fee and total expenses were in the 4th quintile of its expense group, while its actual management fee was in the 5th quintile.
 * * * * 
 
61
Hartford Systematic ETFs
Item 11. Statement Regarding Basis for Approval of Investment Advisory Contract.
Approval of Investment Advisory and Investment Sub-Advisory Agreements (Unaudited) – (continued)
Based upon its review of the factors summarized above, among others, the Board concluded that it is in the best interests of each Fund and its shareholders for the Board to approve the continuation of the Agreements for an additional year. In reaching this decision, the Board did not assign relative weights to the factors discussed above or deem any one or group of them to be controlling in and of themselves.
 
62
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.
ETFSAR-MLT26 03/26 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 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)   Not applicable.
  (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: April 2, 2026     By:    /s/ Gregory A. Frost
      Gregory A. Frost
      Chief Executive Officer and President
      (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: April 2, 2026     By:    /s/ Gregory A. Frost
      Gregory A. Frost
      Chief Executive Officer and President
      (principal executive officer)
Date: April 2, 2026     By:    /s/ Ankit Puri
      Ankit Puri
      Treasurer
      (principal financial officer)
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