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

FORM N-CSR

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

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

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

Copy to:
John V. O’Hanlon, Esquire
Dechert LLP
One International Place, 40th Floor
100 Oliver Street
Boston, Massachusetts 02110-2605
Registrant's telephone number, including area code:
(610) 386-4068
Date of fiscal year end:
July 31
Date of reporting period:
July 31, 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

Annual Shareholder Report

July 31, 2026

Hartford Disciplined US Equity ETF
HDUS/NYSE Arca
This annual shareholder report contains important information about the Hartford Disciplined US Equity ETF (the "Fund") for the period of August 1, 2025 to July 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 year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment Costs paid as a percentage
of a $10,000 investment
Hartford Disciplined US Equity ETF $21 0.19%
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
United States (U.S.) large-cap equities generated positive returns over the trailing twelve-month period ending July 31, 2026 as measured by the Russell 1000 Index. Returns were positive across all sectors over the trailing one-year period led by Energy, Health Care, and Information Technology. The performance described below is relative to the Russell 1000 Index, the Fund’s reference benchmark.
Top Contributors to Performance
  • The Fund’s positive active exposures to the Value and Dividend Yield risk factors were contributors to performance as these factors generated positive excess return for the trailing twelve-month period.
  • Positive stock selection in Financials, Consumer Discretionary, and Communication Services also contributed to performance for the period.
Top Detractors to Performance
  • The Fund was negatively affected from its positive active exposures to Low Volatility and Small Size as these factors generated negative excess return for the trailing twelve-month period.
  • Negative stock selection in Materials and Consumer Staples were top detractors from performance for the period.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative indices. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Average Annual Total Returns
For the Periods Ended July 31, 2026		 1 Year Since Inception
(November 16, 2022)
Fund 19.92% 19.00%
Hartford Disciplined US Equity Index 20.18% 19.24%
Russell 1000 Index (Gross) 18.94% 19.81%
The Fund’s past performance is not a good predictor of the Fund’s future performance. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or
sale of Fund shares. Visit hartfordfunds.com for the most recent performance information.
Key Fund Statistics
as of July 31, 2026
Fund's net assets $203,614,024
Total number of portfolio holdings (excluding derivatives, if any) 240
Total investment advisory fees paid $312,420
Portfolio turnover rate (excludes in-kind creation or redemption transactions, if any) 56%
Graphical Representation of Holdings
as of July 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 34.3 %
Financials 14.6 %
Communication Services 10.3 %
Consumer Discretionary 9.4 %
Industrials 7.7 %
Health Care 7.1 %
Consumer Staples 5.4 %
Real Estate 3.9 %
Energy 3.2 %
Utilities 2.1 %
Materials 1.8 %
Short-Term Investments 0.2 %
Other Assets & Liabilities 0.0 %†
Total 100.0 %
​*
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
​†
Percentage rounds to zero.
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information, please visit the Fund’s website at the website address included at the beginning of this report.
The ETFs are distributed by ALPS Distributors, Inc. (ALPS).
AR_AHDUS_0726
HF_Logo_Tag

Annual Shareholder Report

July 31, 2026

Hartford Multifactor Developed Markets (ex-US) ETF
RODM/NYSE Arca
This annual shareholder report contains important information about the Hartford Multifactor Developed Markets (ex-US) ETF (the "Fund") for the period of August 1, 2025 to July 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 year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment Costs paid as a percentage
of a $10,000 investment
Hartford Multifactor Developed Markets (ex-US) ETF $33 0.29%
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
International developed market equities generated strong returns over the trailing twelve-month period ending July 31, 2026 as measured by the MSCI World ex USA Index. Equities were positive across most countries within the index and led by performance from the Energy, Information Technology, and Financials sectors. The performance described below is relative to the MSCI World ex USA Index, the Fund’s reference benchmark.
Top Contributors to Performance
  • The Fund’s positive active exposures to the Value and Dividend Yield risk factors contributed positively to performance as these factors generated positive excess return for the trailing twelve-month period.
  • Positive stock selections in Communication Services and Financials were top contributors to performance during the period.
  • Performance also benefited from positive security selection in the countries of Canada, Germany, and France.
Top Detractors to Performance
  • The Fund was negatively affected from its positive active exposures to the Low Volatility and Small Size risk factors as these risk factors underperformed.
  • Negative stock selections in Information Technology and Industrials were top detractors.
  • Negative security selection in Japan and the Netherlands also detracted from performance during this period.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative indices. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Average Annual Total Returns
For the Periods Ended July 31, 2026		 1 Year 5 Years 10 Years
Fund 26.64% 10.30% 9.07%
Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index 26.89% 10.50% 9.23%
MSCI World ex USA Index (Net) 25.00% 9.62% 9.53%
The Fund’s past performance is not a good predictor of the Fund’s future performance. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or
sale of Fund shares. Visit hartfordfunds.com for the most recent performance information.
Key Fund Statistics
as of July 31, 2026
Fund's net assets $1,626,174,668
Total number of portfolio holdings (excluding derivatives, if any) 338
Total investment advisory fees paid $3,997,551
Portfolio turnover rate (excludes in-kind creation or redemption transactions, if any) 48%
Graphical Representation of Holdings
as of July 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 19.6 %
Canada 18.7 %
Australia 9.8 %
United Kingdom 6.4 %
United States 5.1 %
France 4.4 %
Germany 4.3 %
Israel 3.3 %
Netherlands 3.3 %
Singapore 3.1 %
Other** 21.5 %
Short-Term Investments 0.4 %
Other Assets & Liabilities 0.1 %
Total 100.0 %
*
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
**
Ten largest country/geographic regions are presented. Additional country/geographic regions are found in Other.
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information, please visit the Fund’s website at the website address included at the beginning of this report.
The ETFs are distributed by ALPS Distributors, Inc. (ALPS).
AR_ARODM_0726
HF_Logo_Tag

Annual Shareholder Report

July 31, 2026

Hartford Multifactor Emerging Markets ETF
ROAM/NYSE Arca
This annual shareholder report contains important information about the Hartford Multifactor Emerging Markets ETF (the "Fund") for the period of August 1, 2025 to July 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 year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment Costs paid as a percentage
of a $10,000 investment
Hartford Multifactor Emerging Markets ETF $52 0.44%
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
Emerging market equities generated strong returns over the trailing twelve-month period ending July 31, 2026 as measured by the MSCI Emerging Markets Index. Equities were positive across most countries within the index and were led by strong returns in the Information Technology sector. The Financials, Materials, and Industrials sectors were also top contributors. The performance described below is relative to the MSCI Emerging Markets Index, the Fund’s reference benchmark.
Top Contributors to Performance
  • The Fund’s positive active exposures to the Value and Dividend Yield risk factors contributed positively to performance as these factors generated positive excess returns for the trailing twelve-month period.
  • Positive stock selections in Communication Services and Materials were top contributors to results during the period.
  • Performance also benefited from positive security selection in China and India.
Top Detractors to Performance
  • The Fund was negatively affected from its positive active exposures to the Small Size and Low Volatility risk factors as these factors generated negative excess return for the trailing twelve-month period.
  • Negative stock selection in Information Technology was the top detractor from results.
  • Negative stock selection in South Korea and Taiwan also detracted.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative indices. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Average Annual Total Returns
For the Periods Ended July 31, 2026		 1 Year 5 Years 10 Years
Fund 34.10% 11.37% 8.59%
Hartford Multifactor Emerging Markets Equity Index 35.03% 12.34% 0.00%*
MSCI Emerging Markets Index (Net) 36.44% 8.03% 9.19%
*
The Hartford Multifactor Emerging Markets Equity Index commenced operations on June 28, 2019. Reflects annualized returns starting on June 28, 2019.
Performance information prior to September 11, 2019 reflects the Fund’s performance when it tracked its prior index.
The Fund’s past performance is not a good predictor of the Fund’s future performance. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or
sale of Fund shares. Visit hartfordfunds.com for the most recent performance information.
Key Fund Statistics
as of July 31, 2026
Fund's net assets $106,243,784
Total number of portfolio holdings (excluding derivatives, if any) 330
Total investment advisory fees paid $330,389
Portfolio turnover rate (excludes in-kind creation or redemption transactions, if any) 65%
Graphical Representation of Holdings
as of July 31, 2026
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Country *
Taiwan 21.5 %
China 19.2 %
India 12.8 %
South Korea 12.1 %
Saudi Arabia 5.0 %
Brazil 4.5 %
Mexico 3.7 %
Malaysia 3.2 %
Thailand 2.8 %
Chile 2.5 %
Other** 12.1 %
Short-Term Investments 1.2 %
Other Assets & Liabilities -0.6 %
Total 100.0 %
*
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
**
Ten largest country/geographic regions are presented. Additional country/geographic regions are found in Other.
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information, please visit the Fund’s website at the website address included at the beginning of this report.
The ETFs are distributed by ALPS Distributors, Inc. (ALPS).
AR_AROAM_0726
HF_Logo_Tag
Annual Shareholder Report
July 31, 2026
Hartford Multifactor Small Cap ETF
ROSC/NYSE Arca
This annual shareholder report contains important information about the Hartford Multifactor Small Cap ETF (the "Fund") for the period of August 1, 2025 to July 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 year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment Costs paid as a percentage
of a $10,000 investment
Hartford Multifactor Small Cap ETF $40 0.34%
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
United States (U.S.) small-cap equities generated strong returns over the trailing twelve-month period ending July 31, 2026 as measured by the Russell 2000 Index. Performance was positive across all sectors over the period and led by Health Care, Energy, and Information Technology. The performance described below is relative to the Russell 2000 Index, the Fund’s reference benchmark.
Top Contributors to Performance
  • The Fund’s positive active exposure to the Value and Dividend Yield risk factors contributed to performance as these factors generated positive excess return for the trailing twelve-month period.
  • Positive stock selection in Financials led performance for the period. Positive selection in Industrials was also a top contributor.
  • Information Technology also contributed to performance due to positive stock selection.
Top Detractors to Performance
  • The Fund was negatively affected from its positive active exposures to Low Volatility and negative active exposure to Momentum during the period.
  • Negative stock selection in Health Care detracted from performance for the period although the overweight in the sector was beneficial.
  • An underweight in the Information Technology sector was a detractor.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative indices. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Average Annual Total Returns
For the Periods Ended July 31, 2026		 1 Year 5 Years 10 Years
Fund 36.32% 9.77% 10.85%
Hartford Multifactor Small Cap Index 36.79% 10.15% 0.00%*
Russell 2000 Index (Gross) 34.18% 7.11% 10.64%
Russell 3000 Index (Gross) 19.60% 11.82% 14.56%
*
The Hartford Multifactor Small Cap Index commenced operations on June 28, 2019. Reflects annualized returns starting on June 28, 2019.
The Russell 2000 Index is the Fund’s underlying reference index and the Russell 3000 Index serves as the Fund’s regulatory index and provides a broad measure of market performance.
Performance information prior to November 06, 2019 reflects the Fund’s performance when it tracked its prior index.
The Fund’s past performance is not a good predictor of the Fund’s future performance. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or
sale of Fund shares. Visit hartfordfunds.com for the most recent performance information.
Key Fund Statistics
as of July 31, 2026
Fund's net assets $61,476,807
Total number of portfolio holdings (excluding derivatives, if any) 303
Total investment advisory fees paid $150,347
Portfolio turnover rate (excludes in-kind creation or redemption transactions, if any) 37%
Graphical Representation of Holdings
as of July 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 19.7 %
Health Care 19.2 %
Industrials 14.1 %
Consumer Discretionary 13.4 %
Information Technology 11.3 %
Real Estate 5.4 %
Consumer Staples 5.1 %
Communication Services 3.5 %
Materials 3.1 %
Energy 2.9 %
Utilities 2.0 %
Short-Term Investments 3.7 %
Other Assets & Liabilities -3.4 %
Total 100.0 %
​*
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information, please visit the Fund’s website at the website address included at the beginning of this report.
The ETFs are distributed by ALPS Distributors, Inc. (ALPS).
AR_AROSC_0726
HF_Logo_Tag
Annual Shareholder Report
July 31, 2026
Hartford Multifactor US Equity ETF
ROUS/NYSE Arca
This annual shareholder report contains important information about the Hartford Multifactor US Equity ETF (the "Fund") for the period of August 1, 2025 to July 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 year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment Costs paid as a percentage
of a $10,000 investment
Hartford Multifactor US Equity ETF $21 0.19%
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
United States (U.S.) large cap equities generated positive returns over the trailing twelve-month period ending July 31, 2026 as measured by the Russell 1000 Index. Returns were positive across all sectors over the trailing one-year period led by Energy, Health Care, and Information Technology. The performance described below is relative to the Russell 1000 Index, the Fund’s reference benchmark.
Top Contributors to Performance
  • The Fund’s positive active exposures to the Value and Momentum risk factors were contributors to performance as these factors generated positive excess return for the trailing twelve-month period.
  • Strong stock selections in Information Technology led performance. Positive selection in Financials and Consumer Discretionary were also top contributors.
Top Detractors to Performance.
  • The Fund was negatively affected from its positive active exposures to Low Volatility and Small Size as these factors generated negative excess return for the trailing twelve-month period.
  • Negative stock selection in Consumer Staples, Communication Services, and Industrials were detractors over the period.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative indices. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Average Annual Total Returns
For the Periods Ended July 31, 2026		 1 Year 5 Years 10 Years
Fund 25.66% 12.16% 12.66%
Hartford Multifactor Large Cap Index 25.91% 12.30% 0.00%*
Russell 1000 Index (Gross) 18.94% 12.12% 14.82%
*
The Hartford Multifactor Large Cap Index commenced operations on June 28, 2019. Reflects annualized returns starting on June 28, 2019.
Performance information prior to September 11, 2019 reflects the Fund’s performance when it tracked its prior index.
The Fund’s past performance is not a good predictor of the Fund’s future performance. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or
sale of Fund shares. Visit hartfordfunds.com for the most recent performance information.
Key Fund Statistics
as of July 31, 2026
Fund's net assets $705,833,765
Total number of portfolio holdings (excluding derivatives, if any) 322
Total investment advisory fees paid $1,047,919
Portfolio turnover rate (excludes in-kind creation or redemption transactions, if any) 50%
Graphical Representation of Holdings
as of July 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 34.4 %
Financials 11.3 %
Health Care 11.0 %
Industrials 10.4 %
Consumer Discretionary 8.6 %
Communication Services 7.7 %
Consumer Staples 5.7 %
Utilities 3.7 %
Energy 2.5 %
Materials 2.4 %
Real Estate 2.1 %
Other Assets & Liabilities 0.2 %
Total 100.0 %
​*
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information, please visit the Fund’s website at the website address included at the beginning of this report.
The ETFs are distributed by ALPS Distributors, Inc. (ALPS).
AR_AROUS_0726
HF_Logo_Tag

Annual Shareholder Report

July 31, 2026

Hartford US Quality Growth ETF
HQGO/The NASDAQ Stock Market LLC
This annual shareholder report contains important information about the Hartford US Quality Growth ETF (the "Fund") for the period of August 1, 2025 to July 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 year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment Costs paid as a percentage
of a $10,000 investment
Hartford US Quality Growth ETF $37 0.34%
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
United States (U.S.) equities were positive over the reporting period as measured by the Russell 1000 Index. Large-cap growth stocks as measured by the Russell 1000 Growth Index underperformed the broad index but still generated positive returns. Within the Russell 1000 Growth Index, performance across sectors was mixed with strong performance from Energy while Utilities was the worst performer. The performance described below is relative to the Russell 1000 Growth Index, the Fund’s reference benchmark.
Top Contributors to Performance
  • The Fund’s positive active exposure to the Value risk factor and negative active exposure to the Momentum risk factor were contributors to performance for the period.
  • Strong stock selection in Information Technology led performance.
  • Positive stock selection in Consumer Discretionary and Health Care also contributed to results.
Top Detractors to Performance
  • The Fund was negatively affected from its positive active exposure to the Small Size risk factor.
  • Negative stock selection in Energy was a detractor to performance over the period.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative indices. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Average Annual Total Returns
For the Periods Ended July 31, 2026		 1 Year Since Inception
(December 05, 2023)
Fund 19.25% 21.11%
Hartford US Quality Growth Index 19.56% 21.44%
Russell 1000 Growth Index (Gross) 8.03% 21.12%
Russell 1000 Index (Gross) 18.94% 21.59%
The Russell 1000 Growth Index is the Fund’s underlying reference index and the Russell 1000 Index serves as the Fund’s regulatory index and provides a broad measure of market performance.
The Fund’s past performance is not a good predictor of the Fund’s future performance. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or
sale of Fund shares. Visit hartfordfunds.com for the most recent performance information.
Key Fund Statistics
as of July 31, 2026
Fund's net assets $49,175,947
Total number of portfolio holdings (excluding derivatives, if any) 163
Total investment advisory fees paid $165,683
Portfolio turnover rate (excludes in-kind creation or redemption transactions, if any) 42%
Graphical Representation of Holdings
as of July 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 41.5 %
Consumer Discretionary 13.1 %
Communication Services 11.0 %
Health Care 9.9 %
Financials 7.0 %
Industrials 6.7 %
Consumer Staples 3.9 %
Energy 3.8 %
Materials 1.9 %
Real Estate 1.0 %
Utilities 0.1 %
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).
AR_AHQGO_0726
HF_Logo_Tag
Annual Shareholder Report
July 31, 2026
Hartford US Value ETF
VMAX/Cboe BZX
This annual shareholder report contains important information about the Hartford US Value ETF (the "Fund") for the period of August 1, 2025 to July 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 year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment Costs paid as a percentage
of a $10,000 investment
Hartford US Value ETF $33 0.29%
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
United States (U.S.) equities were positive over the trailing twelve-month period ending July 31, 2026 period as measured by the Russell 1000 Index. Large-cap value stocks as measured by the Russell 1000 Value Index strongly outperformed the broad index. Within the Russell 1000 Value Index, performance was positive across all sectors led by Information Technology. Health Care and Industrials were also top contributors to return. The performance described below is relative to the Russell 1000 Value Index, the Fund’s reference benchmark.
Top Contributors to Performance
  • The Fund’s positive active exposure to the Value risk factor and negative active exposure to the Low Volatility risk factor contributed to performance for the period.
  • Strong stock selection in Financials was the top contributor to performance.
  • Positive stock selection in Consumer Discretionary, Industrials, and Health Care were also top contributors.
Top Detractors to Performance
  • The Fund was negatively affected from its positive active exposure to the Quality risk factor as this factor generated negative excess return for the period.
  • The underweight in Information Technology was the top detractor.
  • Negative stock selection in Utilities and Communication Services also detracted.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative indices. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Average Annual Total Returns
For the Periods Ended July 31, 2026		 1 Year Since Inception
(December 05, 2023)
Fund 28.34% 21.67%
Hartford US Value Index 28.78% 22.00%
Russell 1000 Value Index (Gross) 31.19% 21.26%
Russell 1000 Index (Gross) 18.94% 21.59%
The Russell 1000 Value Index is the Fund’s underlying reference index and the Russell 1000 Index serves as the Fund’s regulatory index and provides a broad measure of market performance.
The Fund’s past performance is not a good predictor of the Fund’s future performance. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or
sale of Fund shares. Visit hartfordfunds.com for the most recent performance information.
Key Fund Statistics
as of July 31, 2026
Fund's net assets $49,183,398
Total number of portfolio holdings (excluding derivatives, if any) 140
Total investment advisory fees paid $137,318
Portfolio turnover rate (excludes in-kind creation or redemption transactions, if any) 74%
Graphical Representation of Holdings
as of July 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 37.2 %
Health Care 11.2 %
Energy 10.2 %
Information Technology 10.1 %
Communication Services 6.0 %
Utilities 5.7 %
Industrials 5.0 %
Real Estate 4.7 %
Consumer Discretionary 3.9 %
Consumer Staples 3.5 %
Materials 2.4 %
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).
AR_AVMAX_0726

  (b)

Not applicable.

Item 2. Code of Ethics.

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

Item 3. Audit Committee Financial Expert.

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

Item 4. Principal Accountant Fees and Services.

 

  (a)

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

$154,568 for the fiscal year ended July 31, 2026; $148,623 for the fiscal year ended July 31, 2025.

 

  (b)

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

$0 for the fiscal year ended July 31, 2026; $0 for the fiscal year ended July 31, 2025.

 

  (c)

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

$63,595 for the fiscal year ended July 31, 2026; $61,152 for the fiscal year ended July 31, 2025. Tax-related services are principally in connection with, but not limited to, general tax compliance services and excise tax review.

 

  (d)

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

$122 for the fiscal year ended July 31, 2026; $131 for the fiscal year ended July 31, 2025. These fees were principally in connection with, but not limited to, general audit related products and services and an accounting research tool subscription.

  (e)

Pre-Approval Policies and Procedures

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

 

  a.

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

 

  b.

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

 

  c.

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

 

  d.

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

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

 

  (f)

Less than 50% of the hours expended on the principal accountant’s engagement to audit the registrant’s financial statements for the fiscal year ended July 31, 2026, were attributed to work performed by persons other than the principal accountant’s full-time, permanent employees.

 

  (g)

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

The aggregate non-audit fees billed by the registrant’s accountant for services rendered to the registrant: $63,717 for the fiscal year ended July 31, 2026; $61,283 for the fiscal year ended July 31, 2025.

The aggregate non-audit fees billed by the registrant’s accountant for services rendered to the registrant’s investment adviser (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any entity controlling, controlled by, or under common control with the adviser was $1,199 for the fiscal year ended July 31, 2026 and $121,499 for the fiscal year ended July 31, 2025.

  (h)

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

 

  (i)

Not applicable.

 

  (j)

Not applicable.

Item 5. Audit Committee of Listed Registrants.

 

  (a)

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

 

  (b)

Not applicable.

Item 6. Investments.

 

  (a)

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

 

  (b)

Not applicable.

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

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

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

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

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

 

 
Hartford Systematic ETFs
Annual Financial Statements
and Other Information
July 31, 2026  
◼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
12
16
20
24
27
29
 
30
30
30
30
30
30
30
 
31
31
31
31
32
32
32
 
33
33
34
34
35
35
36
 
37
37
37
37
38
38
Hartford Systematic ETFs
 
 
38
40
56
57
58
59
60
61
Item 7. Financial Statements and Financial Highlights for Open-End Management Investment Companies.
Hartford Disciplined US Equity ETF
Schedule of Investments
July 31, 2026  
 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.8%
Automobiles & Components - 1.2%
2,260
Autoliv, Inc.
$278,364
6,777
Tesla, Inc.*
2,109,070
 
2,387,434
Banks - 2.2%
4,958
Bank of America Corp.
307,148
7,276
Citigroup, Inc.
963,706
6,037
JP Morgan Chase & Co.
2,123,756
1,294
M&T Bank Corp.
318,700
552
PNC Financial Services Group, Inc.
137,928
1,878
U.S. Bancorp
118,333
7,305
Wells Fargo & Co.
631,517
 
4,601,088
Capital Goods - 5.6%
1,090
A.O. Smith Corp.
65,542
533
BWX Technologies, Inc.
89,917
624
Caterpillar, Inc.
508,442
1,635
Cummins, Inc.
1,036,917
18,647
Donaldson Co., Inc.
1,757,293
92
Eaton Corp. PLC
38,198
1,112
EMCOR Group, Inc.
886,742
1,250
Emerson Electric Co.
187,275
1,886
EnerSys
350,890
3,181
Fastenal Co.
151,766
3,564
Ferguson Enterprises, Inc.
835,152
227
GE Vernova, Inc.
224,796
1,131
General Dynamics Corp.
433,648
3,688
General Electric Co.
1,327,938
533
Honeywell Aerospace, Inc.*
110,193
534
Honeywell International, Inc.
129,789
827
Hubbell, Inc.
390,799
607
Lockheed Martin Corp.
353,723
2,803
Mueller Industries, Inc.
186,147
490
Quanta Services, Inc.
327,006
1,005
RTX Corp.
216,296
1,339
Snap-on, Inc.
549,539
5,531
Toro Co.
508,133
1,003
Trane Technologies PLC
456,315
1,139
Vertiv Holdings Co. Class A
275,148
 
11,397,604
Commercial & Professional Services - 1.5%
1,244
FTI Consulting, Inc.*
198,269
58
Leidos Holdings, Inc.
6,705
8,211
Maximus, Inc.
494,713
6,183
MSA Safety, Inc.
1,176,439
5,282
Rollins, Inc.
200,557
4,880
UL Solutions, Inc. Class A
447,203
4,830
Veralto Corp.
454,841
 
2,978,727
Consumer Discretionary Distribution & Retail - 5.4%
358
Abercrombie & Fitch Co. Class A*
35,635
28,454
Amazon.com, Inc.*
7,727,537
581
eBay, Inc.
66,240
447
Home Depot, Inc.
148,386
9,140
Macy's, Inc.
226,855
1,571
Murphy USA, Inc.
954,791
2,297
Ross Stores, Inc.
576,708
6,187
TJX Cos., Inc.
973,463
275
Ulta Beauty, Inc.*
141,028
571
Williams-Sonoma, Inc.
130,565
 
10,981,208
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.8% - (continued)
Consumer Durables & Apparel - 0.3%
813
Ralph Lauren Corp.
$309,216
1,532
Tapestry, Inc.
233,431
 
542,647
Consumer Services - 2.6%
1,365
Airbnb, Inc. Class A*
206,825
3,969
Booking Holdings, Inc.
765,620
549
Domino's Pizza, Inc.
190,745
883
DoorDash, Inc. Class A*
173,209
1,065
Expedia Group, Inc.
313,898
42,011
H&R Block, Inc.
1,849,744
2,380
McDonald's Corp.
644,123
1,798
Texas Roadhouse, Inc.
369,381
6,926
Travel & Leisure Co.
526,515
1,639
Yum! Brands, Inc.
251,226
 
5,291,286
Consumer Staples Distribution & Retail - 1.1%
3,871
Albertsons Cos., Inc. Class A
44,826
161
Casey's General Stores, Inc.
140,231
17,814
Walmart, Inc.
1,980,917
 
2,165,974
Energy - 3.2%
1,359
APA Corp.
50,718
130
Centrus Energy Corp. Class A*
23,001
8,333
Chevron Corp.
1,640,184
1,548
ConocoPhillips
186,503
841
EOG Resources, Inc.
125,048
1,313
EQT Corp.
69,970
7,483
Expand Energy Corp.
703,627
15,942
ExxonMobil Holdings Corp.
2,478,024
6,943
Kinder Morgan, Inc.
223,426
7,321
Magnolia Oil & Gas Corp. Class A
188,223
7,470
Permian Resources Corp. Class A
159,186
1,642
Valero Energy Corp.
513,782
1,267
Williams Cos., Inc.
90,641
 
6,452,333
Equity Real Estate Investment Trusts (REITs) - 3.9%
18,571
CareTrust, Inc. REIT
778,868
2,142
Digital Realty Trust, Inc. REIT
403,810
24,188
Gaming & Leisure Properties, Inc. REIT
1,083,381
2,575
Iron Mountain, Inc. REIT
314,974
6,649
Lamar Advertising Co. Class A, REIT
1,063,574
8,964
NNN, Inc. REIT
425,969
27,035
Omega Healthcare Investors, Inc. REIT
1,368,782
15,060
Realty Income Corp. REIT
961,882
7,493
Regency Centers Corp. REIT
601,613
1,236
Sabra Health Care, Inc. REIT
26,166
3,840
Simon Property Group, Inc. REIT
880,781
 
7,909,800
Financial Services - 11.0%
280
Affiliated Managers Group, Inc.
102,684
87,242
AGNC Investment Corp. REIT(1)
930,000
62,630
Annaly Capital Management, Inc. REIT
1,422,954
12,582
Bank of New York Mellon Corp.
1,966,944
177
Berkshire Hathaway, Inc. Class B*
90,543
2,225
Cboe Global Markets, Inc.
690,262
6,806
Charles Schwab Corp.
716,263
570
Coinbase Global, Inc. Class A*
83,368
932
Evercore, Inc. Class A
298,762
4,479
FirstCash Holdings, Inc.
913,761
4,024
Fiserv, Inc.*
217,055
5,623
Franklin Resources, Inc.
190,395
577
Goldman Sachs Group, Inc.
587,605
The accompanying notes are an integral part of these financial statements.
 
3
Hartford Disciplined US Equity ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.8% - (continued)
Financial Services - 11.0% - (continued)
368
Houlihan Lokey, Inc.
$46,180
6,304
Interactive Brokers Group, Inc. Class A
554,689
9,618
Jack Henry & Associates, Inc.
1,481,557
3,280
Mastercard, Inc. Class A
1,879,768
6,375
Morgan Stanley
1,341,427
1,595
MSCI, Inc.
912,723
8,425
Northern Trust Corp.
1,534,951
1,249
OneMain Holdings, Inc.
78,162
20,185
SEI Investments Co.
2,078,651
3,176
State Street Corp.
584,892
20,575
T. Rowe Price Group, Inc.
2,299,256
3,945
Visa, Inc. Class A
1,444,383
 
22,447,235
Food, Beverage & Tobacco - 3.7%
26,284
Altria Group, Inc.
1,795,986
2,638
Bunge Global SA
280,235
18,533
Coca-Cola Co.
1,623,305
3,483
Coca-Cola Consolidated, Inc.
654,456
8,963
General Mills, Inc.
320,427
1,611
Hershey Co.
282,006
6,989
Ingredion, Inc.
695,126
12,792
PepsiCo, Inc.
1,785,251
512
Philip Morris International, Inc.
97,700
 
7,534,492
Health Care Equipment & Services - 2.6%
1,919
Abbott Laboratories
202,838
417
Align Technology, Inc.*
70,540
1,192
Becton Dickinson & Co.
197,419
1,531
Elevance Health, Inc.
575,411
275
HCA Healthcare, Inc.
110,712
141
Intuitive Surgical, Inc.*
49,820
1,834
Lantheus Holdings, Inc.*(1)
182,740
395
McKesson Corp.
338,195
22,576
Medtronic PLC
1,927,765
586
Quest Diagnostics, Inc.
136,544
1,142
Stryker Corp.
371,949
1,981
UnitedHealth Group, Inc.
820,926
2,031
Veeva Systems, Inc. Class A*
413,877
 
5,398,736
Household & Personal Products - 0.7%
1,716
Clorox Co.
163,930
11,991
Colgate-Palmolive Co.
1,094,778
1,227
Kimberly-Clark Corp.
134,123
 
1,392,831
Insurance - 1.4%
3,032
Chubb Ltd.
1,063,262
3,482
Loews Corp.
403,947
568
Old Republic International Corp.
24,543
481
Principal Financial Group, Inc.
54,690
1,992
Progressive Corp.
421,148
2,142
Travelers Cos., Inc.
801,879
 
2,769,469
Materials - 1.8%
3,501
Avery Dennison Corp.
594,225
4,044
CF Industries Holdings, Inc.
506,268
8,244
CRH PLC
783,262
1,944
DuPont de Nemours, Inc.
266,328
8,992
Element Solutions, Inc.
330,276
2,099
Packaging Corp. of America
516,018
6,059
PPG Industries, Inc.
669,641
 
3,666,018
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.8% - (continued)
Media & Entertainment - 8.9%
31,101
Alphabet, Inc. Class A
$11,075,999
3,208
Electronic Arts, Inc.
673,231
22,417
Fox Corp. Class A
1,305,342
6,908
Meta Platforms, Inc. Class A
3,845,753
3,738
Netflix, Inc.*
268,052
6,957
New York Times Co. Class A
521,010
4,903
News Corp. Class A
135,127
15,157
Pinterest, Inc. Class A*
363,919
 
18,188,433
Pharmaceuticals, Biotechnology & Life Sciences - 4.4%
3,061
AbbVie, Inc.
768,127
1,110
Amgen, Inc.
427,528
4,964
Bristol-Myers Squibb Co.
324,199
1,484
Eli Lilly & Co.
1,704,879
4,054
Exelixis, Inc.*
214,984
7,873
Gilead Sciences, Inc.
1,025,143
250
Insmed, Inc.*
24,650
10,536
Johnson & Johnson
2,700,904
10,929
Merck & Co., Inc.
1,422,956
132
Natera, Inc.*
35,344
12,827
Pfizer, Inc.
320,803
47
United Therapeutics Corp.*
24,332
 
8,993,849
Semiconductors & Semiconductor Equipment - 14.2%
4,057
Advanced Micro Devices, Inc.*
1,931,741
3,080
Applied Materials, Inc.
1,563,624
12,724
Broadcom, Inc.
4,953,199
545
First Solar, Inc.*
115,011
4,825
Intel Corp.*
435,215
6,918
KLA Corp.
1,264,749
4,745
Lam Research Corp.
1,390,380
1,054
Marvell Technology, Inc.
197,688
2,448
Micron Technology, Inc.
2,014,777
65
Monolithic Power Systems, Inc.
92,692
69,770
NVIDIA Corp.
14,006,327
3,101
QUALCOMM, Inc.
457,739
3,555
Skyworks Solutions, Inc.
221,405
243
Teradyne, Inc.
89,349
1,007
Texas Instruments, Inc.
277,670
 
29,011,566
Software & Services - 11.8%
2,596
Accenture PLC Class A
430,728
1,380
Adobe, Inc.*
345,566
747
AppLovin Corp. Class A*
295,737
5,019
Bentley Systems, Inc. Class B(1)
177,873
1,437
Cadence Design Systems, Inc.*
488,609
341
Cloudflare, Inc. Class A*
95,132
12,935
Cognizant Technology Solutions Corp. Class A
715,952
6,932
Crowdstrike Holdings, Inc. Class A*
1,323,042
2,325
Datadog, Inc. Class A*
623,030
45,208
Dropbox, Inc. Class A*
1,471,973
2,295
Fortinet, Inc.*
371,675
1,898
HubSpot, Inc.*
450,509
1,734
InterDigital, Inc.
528,567
6,485
International Business Machines Corp.
1,450,370
347
Intuit, Inc.
109,676
24,950
Microsoft Corp.
11,594,764
4,569
Oracle Corp.
593,376
8,066
Palantir Technologies, Inc. Class A*
992,602
2,020
Palo Alto Networks, Inc.*
670,297
4,280
Salesforce, Inc.
787,606
The accompanying notes are an integral part of these financial statements.
 
4
Hartford Disciplined US Equity ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.8% - (continued)
Software & Services - 11.8% - (continued)
37,295
UiPath, Inc. Class A*
$475,884
541
Zoom Communications, Inc.*
51,974
 
24,044,942
Technology Hardware & Equipment - 8.2%
10,354
Amphenol Corp. Class A
1,663,888
35,986
Apple, Inc.
11,116,435
369
Arista Networks, Inc.*
66,549
13,631
Cisco Systems, Inc.
1,581,060
994
Dell Technologies, Inc. Class C
402,938
2,203
Flex Ltd.*
250,591
11,187
HP, Inc.
305,069
1,381
Jabil, Inc.
435,084
4,758
NetApp, Inc.
849,303
330
TE Connectivity PLC
67,878
 
16,738,795
Telecommunication Services - 1.4%
11,589
AT&T, Inc.
269,444
4,561
Comcast Corp. Class A
109,282
1,373
T-Mobile U.S., Inc.
237,131
49,077
Verizon Communications, Inc.
2,297,294
 
2,913,151
Transportation - 0.6%
1,011
Delta Air Lines, Inc.
88,402
2,147
JB Hunt Transport Services, Inc.
583,447
580
Old Dominion Freight Line, Inc.
123,041
2,700
Uber Technologies, Inc.*
189,972
462
United Airlines Holdings, Inc.*
56,055
1,955
United Parcel Service, Inc. Class B
203,750
 
1,244,667
Utilities - 2.1%
16,163
CenterPoint Energy, Inc.
679,493
182
Consolidated Edison, Inc.
19,811
217
Constellation Energy Corp.
57,017
7,906
FirstEnergy Corp.
381,939
4,432
NextEra Energy, Inc.
385,229
2,745
NRG Energy, Inc.
368,626
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.8% - (continued)
Utilities - 2.1% - (continued)
1,623
Oklo, Inc.*(1)
$63,021
20,277
Portland General Electric Co.
1,000,264
21,696
TXNM Energy, Inc.
1,256,632
 
4,212,032
Total Common Stocks
(cost $155,434,352)
$203,264,317
SHORT-TERM INVESTMENTS - 0.2%
Securities Lending Collateral - 0.2%
308,221
State Street Navigator Securities Lending
Government Money Market Portfolio, 3.63%(2)
$308,221
Total Short-Term Investments
(cost $308,221)
$308,221
Total Investments
(cost $155,742,573)
100.0
%
$203,572,538
Other Assets and Liabilities
0.0
%
41,486
Net Assets
100.0
%
$203,614,024
Note:
Percentage of investments as shown is the ratio of the total market value to net assets.
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.  
*
Non-income producing.
(1)
Represents entire or partial securities on loan. See Note 8 in the accompanying
Notes to Financial Statements for securities lending information.
(2)
Current yield as of period end.
 
Futures Contracts Outstanding at July 31, 2026
Description
Number of
Contracts
Expiration
Date
Current
Notional
Amount
Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
S&P 500 (E-Mini) Future
9
09/18/2026
$338,366
$(1,252
)
Total futures contracts
$(1,252
)
† See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
The accompanying notes are an integral part of these financial statements.
 
5
Hartford Disciplined US Equity ETF
Schedule of Investments – (continued)
July 31, 2026  
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of July 31, 2026 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Common Stocks 
$203,264,317
$203,264,317
$—
$—
Short-Term Investments 
308,221
308,221
—
—
Total
$203,572,538
$203,572,538
$—
$—
Liabilities
Futures Contracts(2) 
$(1,252
)
$(1,252
)
$—
$—
Total
$(1,252
)
$(1,252
)
$—
$—
 
(1)
For the year ended July 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
July 31, 2026  
 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.4%
Australia - 9.8%
150,590
ANZ Group Holdings Ltd.
$3,946,161
57,768
ASX Ltd.
2,226,665
1,238,273
Aurizon Holdings Ltd.
3,644,046
223,270
BHP Group Ltd.
9,457,430
379,862
Brambles Ltd.
5,226,533
21,273
Cochlear Ltd.
1,792,034
745,149
Coles Group Ltd.
12,607,628
1,168,511
Dyno Nobel Ltd.
3,102,259
93,460
EBOS Group Ltd.
1,210,476
395,715
Fortescue Ltd.
5,144,491
1,219,994
Insurance Australia Group Ltd.
7,274,763
62,680
JB Hi-Fi Ltd.
3,606,828
997,505
Lottery Corp. Ltd.
3,916,339
917,565
Medibank Pvt Ltd.
3,331,815
475,143
Orica Ltd.
7,782,271
449,515
Origin Energy Ltd.
3,397,112
1,123,157
Qantas Airways Ltd.
7,849,048
412,732
QBE Insurance Group Ltd.
7,168,787
41,597
Ramsay Health Care Ltd.
1,295,422
112,028
Rio Tinto PLC
10,815,644
1,444,629
Scentre Group REIT
3,977,369
434,141
Sonic Healthcare Ltd.
6,665,526
397,418
Stockland REIT
1,191,870
353,657
Suncorp Group Ltd.
4,766,622
3,466,797
Telstra Group Ltd.
12,223,219
2,586,480
Vicinity Ltd. REIT
4,868,525
14,430
Wesfarmers Ltd.
905,655
1,145,288
Whitehaven Coal Ltd.
5,614,661
26,722
Woodside Energy Group Ltd.
618,412
506,627
Woolworths Group Ltd.
14,151,334
 
159,778,945
Austria - 0.3%
20,344
ANDRITZ AG
1,900,630
32,657
Raiffeisen Bank International AG
2,231,866
 
4,132,496
Belgium - 0.7%
5,799
Ackermans & van Haaren NV
1,796,112
78,314
Ageas SA
6,478,487
9,563
Groupe Bruxelles Lambert NV
859,861
13,152
KBC Group NV
1,886,207
1,703
UCB SA
436,747
 
11,457,414
Brazil - 0.3%
106,554
Yara International ASA
5,018,628
Canada - 18.7%
58,440
Alimentation Couche-Tard, Inc.
3,791,299
63,795
AltaGas Ltd.
2,536,611
110,116
Bank of Montreal
19,739,010
181,743
Bank of Nova Scotia
15,931,095
95,742
Canadian Imperial Bank of Commerce
11,331,933
49,402
Canadian National Railway Co.
6,277,155
139,447
Canadian Natural Resources Ltd.
6,638,109
80,911
CCL Industries, Inc. Class B
5,360,999
213,655
Cenovus Energy, Inc.
6,450,244
102,415
CGI, Inc.
7,491,038
7,691
Dollarama, Inc.
1,046,976
144,933
Element Fleet Management Corp.
3,250,235
57,023
Emera, Inc.(1)
3,044,939
7,950
Fairfax Financial Holdings Ltd.
13,303,705
43,986
Fortis, Inc.
2,502,108
89,176
George Weston Ltd.
6,659,992
60,881
Gildan Activewear, Inc.(1)
3,371,590
257,272
Great-West Lifeco, Inc.
17,044,488
86,104
iA Financial Corp., Inc.
12,721,799
37,340
Imperial Oil Ltd.
4,837,684
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.4% - (continued)
Canada - 18.7% - (continued)
14,613
Intact Financial Corp.
$2,867,183
228,340
Loblaw Cos. Ltd.
10,711,805
188,422
Magna International, Inc.
12,925,749
271,915
Manulife Financial Corp.
12,067,882
13,528
Metro, Inc.
898,556
69,536
National Bank of Canada
11,239,468
13,211
Nutrien Ltd.
911,214
168,665
Power Corp. of Canada
11,518,058
13,441
Restaurant Brands International, Inc.
994,903
110,957
Rogers Communications, Inc. Class B
3,753,801
95,068
Royal Bank of Canada
19,883,738
42,272
Stantec, Inc.
2,981,052
165,281
Sun Life Financial, Inc.
13,703,413
127,439
Suncor Energy, Inc.
8,551,953
55,737
TFI International, Inc.
7,525,610
37,018
Toromont Industries Ltd.
5,564,377
155,172
Toronto-Dominion Bank
18,587,235
502,175
Whitecap Resources, Inc.
5,920,786
 
303,937,792
China - 2.0%
2,769,000
BOC Hong Kong Holdings Ltd.
18,432,692
706,000
SITC International Holdings Co. Ltd.
3,554,489
1,137,400
Wilmar International Ltd.
3,481,837
2,227,100
Yangzijiang Shipbuilding Holdings Ltd.
6,800,305
 
32,269,323
Denmark - 0.4%
23,465
Coloplast AS Class B
1,550,910
7,826
NKT AS*
1,064,868
192,441
Tryg AS
4,582,387
 
7,198,165
Finland - 1.6%
31,802
Kesko OYJ Class B
789,607
91,099
Kone OYJ Class B
5,251,176
1,377,935
Nokia OYJ ADR
12,594,326
50,341
Orion OYJ Class B
4,697,296
259,050
Sampo OYJ Class A
2,868,432
 
26,200,837
France - 4.4%
8,930
AXA SA
461,732
80,125
Capgemini SE
9,449,246
174,560
Cie Generale des Etablissements Michelin SCA
7,023,371
93,805
Credit Agricole SA
2,080,299
39,961
Danone SA
3,104,374
465,474
Engie SA
14,518,783
7,801
EssilorLuxottica SA
1,472,420
717,387
Orange SA
13,676,699
40,585
Publicis Groupe SA
4,324,895
124,759
TotalEnergies SE
10,969,433
36,335
Vinci SA
5,123,229
 
72,204,481
Germany - 4.2%
21,983
Allianz SE
10,939,018
11,084
Bayerische Motoren Werke AG
756,235
10,856
Deutsche Boerse AG
3,276,223
103,628
Deutsche Post AG
6,886,675
40,250
Deutsche Telekom AG
1,239,245
566,645
E.ON SE
12,201,302
65,902
Fresenius SE & Co. KGaA
3,375,662
12,849
Hannover Rueck SE
3,704,722
20,636
Heidelberg Materials AG
3,822,581
77,733
Mercedes-Benz Group AG
4,179,328
40,520
Merck KGaA
6,673,690
7,239
Muenchener Rueckversicherungs-Gesellschaft AG
in Muenchen
4,349,313
The accompanying notes are an integral part of these financial statements.
 
7
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.4% - (continued)
Germany - 4.2% - (continued)
78,767
RWE AG
$5,181,956
11,497
SAP SE
2,085,770
 
68,671,720
Guatemala - 1.1%
183,148
Millicom International Cellular SA
17,486,971
Hong Kong - 2.2%
1,043,500
CK Asset Holdings Ltd.
6,366,180
695,980
CLP Holdings Ltd.
6,931,754
2,019,000
HKT Trust & HKT Ltd.
3,416,666
1,201,500
MTR Corp. Ltd.(1)
5,074,689
1,705,591
Sino Land Co. Ltd.
2,327,309
271,000
Sun Hung Kai Properties Ltd.
4,257,703
7,424,792
WH Group Ltd.(2)
8,000,853
 
36,375,154
Indonesia - 0.1%
21,026
Jardine Matheson Holdings Ltd.
1,396,337
Ireland - 1.3%
50,953
AerCap Holdings NV
7,688,808
1,094,549
AIB Group PLC
12,914,456
 
20,603,264
Israel - 3.3%
421,778
Bank Hapoalim BM
10,238,152
372,786
Bank Leumi Le-Israel BM
8,812,755
1,643,431
Bezeq The Israeli Telecommunication Corp. Ltd.
3,929,658
526,277
El Al Israel Airlines
2,335,648
8,643
FIBI Holdings Ltd.
846,476
40,251
First International Bank of Israel Ltd.
3,107,404
540,798
Israel Discount Bank Ltd. Class A
5,644,369
45,241
Matrix IT Ltd.
1,277,973
65,812
Mizrahi Tefahot Bank Ltd.
4,893,749
28,784
One Software Technologies Ltd.
614,567
88,636
Partner Communications Co. Ltd.
1,091,831
5,318
Paz Retail & Energy Ltd.
1,498,762
98,384
Phoenix Financial Ltd.
5,526,198
116,779
Shufersal Ltd.
1,666,937
33,860
Strauss Group Ltd.
1,280,469
 
52,764,948
Italy - 1.8%
325,589
Enel SpA
3,670,766
95,454
Eni SpA
2,633,593
39,759
Generali(1)
2,012,309
567,212
Italgas SpA
5,838,208
40,981
Poste Italiane SpA
1,235,819
99,585
Ryanair Holdings PLC ADR
5,826,718
282,148
Snam SpA
1,911,393
88,405
Terna - Rete Elettrica Nazionale
1,014,295
172,376
Unipol Assicurazioni SpA
5,368,715
 
29,511,816
Ivory Coast - 0.1%
21,556
Endeavour Mining PLC
1,019,371
Japan - 19.6%
1,465
Advance Residence Investment Corp. REIT
1,360,801
72,500
AGC, Inc.
2,767,954
627,500
Asahi Kasei Corp.
6,788,311
817,900
Astellas Pharma, Inc.
11,311,137
261,500
Azbil Corp.
2,735,301
214,686
Bridgestone Corp.
5,346,083
199,200
Brother Industries Ltd.
5,018,001
189,003
Canon, Inc.(1)
5,256,117
125,600
Central Japan Railway Co.
3,145,818
41,900
Chubu Electric Power Co., Inc.
733,398
97,200
COMSYS Holdings Corp.
3,214,666
184,300
Dai Nippon Printing Co. Ltd.
3,381,582
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.4% - (continued)
Japan - 19.6% - (continued)
258,200
Daito Trust Construction Co. Ltd.(1)
$5,463,186
97,300
Daiwa House Industry Co. Ltd.
2,858,655
3,005
Daiwa House Investment Corp. REIT
2,330,774
32,300
East Japan Railway Co.
745,705
98,300
Electric Power Development Co. Ltd. Class C
2,345,988
153,100
EXEO Group, Inc.
2,517,292
177,000
FUJIFILM Holdings Corp.
4,193,085
783
GLP J-Reit
713,048
270,900
Hachijuni Nagano Bank Ltd.
4,267,026
193,800
Haseko Corp.
3,383,665
32,500
Horiba Ltd.
5,240,619
1,100
Hoya Corp.
170,466
17,700
Isuzu Motors Ltd.
267,070
4,502
Japan Metropolitan Fund Invest REIT
3,333,558
479,400
Japan Post Bank Co. Ltd.
9,366,704
94,100
Japan Post Holdings Co. Ltd.
1,407,732
613,700
Japan Post Insurance Co. Ltd.
6,825,955
115,200
Kandenko Co. Ltd.
3,883,772
15,900
KDDI Corp.
291,687
2,767
KDX Realty Investment Corp. REIT
2,712,694
108,500
Kinden Corp.
4,831,308
140,100
Kobe Steel Ltd.
1,827,525
5,800
Kurita Water Industries Ltd.
318,440
61,900
Kyowa Kirin Co. Ltd.
993,082
147,600
Kyushu Railway Co.
3,333,456
30,700
Marubeni Corp.
1,002,799
106,500
McDonald's Holdings Co. Japan Ltd.
5,404,428
122,100
Mebuki Financial Group, Inc.
1,147,959
99,750
Medipal Holdings Corp.
1,806,119
257,932
MEIJI Holdings Co. Ltd.
6,137,883
32,300
Mitsubishi Chemical Group Corp.
240,995
242,600
Mitsubishi Corp.
7,276,857
108,300
Mitsubishi HC Capital, Inc.
1,001,890
12,400
Mizuho Financial Group, Inc.
636,023
3,500
MS&AD Insurance Group Holdings, Inc.
108,237
33,985
NEC Corp.
1,011,706
208,000
NGK Corp.
7,307,596
111,100
NH Foods Ltd.
4,360,967
9,300
NHK Spring Co. Ltd.
210,853
227,200
Nippon Express Holdings, Inc.
7,531,239
4,550
Nippon Prologis, Inc. REIT
2,588,978
60,800
Nissan Chemical Corp.
2,865,017
168,700
Niterra Co. Ltd.
9,975,258
2,394
Nomura Real Estate Master Fund, Inc. REIT
2,295,895
1,313,200
NTT, Inc.
1,256,911
114,500
Obayashi Corp.
2,275,258
377,700
Oji Holdings Corp.
2,086,987
612,500
Ono Pharmaceutical Co. Ltd.
9,170,670
23,700
ORIX Corp.
954,103
3,651
Orix J, Inc. REIT
2,364,064
161,946
Osaka Gas Co. Ltd.
5,609,246
317,800
Otsuka Corp.
6,534,635
186,900
Otsuka Holdings Co. Ltd.
13,029,298
1,277,800
Persol Holdings Co. Ltd.
2,117,027
315,600
Ricoh Co. Ltd.
3,130,728
336,900
Santen Pharmaceutical Co. Ltd.
3,986,306
102,200
Secom Co. Ltd.
4,417,274
364,600
Seiko Epson Corp.
6,755,032
222,565
Sekisui Chemical Co. Ltd.
3,725,142
18,700
Shimadzu Corp.
480,815
414,500
Shionogi & Co. Ltd.
7,571,507
186,000
Skylark Holdings Co. Ltd.(1)
3,669,185
157,300
Sojitz Corp.
5,315,945
21,300
Sompo Holdings, Inc.
951,527
111,193
Subaru Corp.
1,896,339
488,200
Sumitomo Corp.
5,120,389
57,400
Sumitomo Mitsui Financial Group, Inc.
2,456,421
The accompanying notes are an integral part of these financial statements.
 
8
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.4% - (continued)
Japan - 19.6% - (continued)
402,800
Sumitomo Mitsui Trust Group, Inc.
$4,184,212
36,800
Suntory Beverage & Food Ltd.
1,063,150
473,700
Takashimaya Co. Ltd.
6,769,693
180,000
Takeda Pharmaceutical Co. Ltd.
6,232,313
136,400
TISI, Inc.
3,238,135
13,396
Tokyo Gas Co. Ltd.
523,220
17,900
Tokyo Tatemono Co. Ltd.
380,765
238,100
Tosoh Corp.
4,053,195
137,700
Toyo Tire Corp.
3,701,404
1,337
United Urban Investment Corp. REIT
1,367,859
133,400
West Japan Railway Co.
2,514,262
61,300
Yokogawa Electric Corp.
2,226,011
 
318,721,388
Netherlands - 3.3%
116,183
ABN AMRO Bank NV(3)
5,213,297
5,201
ASM International NV
4,794,387
10,808
ASML Holding NV
17,606,232
316,239
Koninklijke Ahold Delhaize NV(1)
12,501,837
38,851
Koninklijke Philips NV
1,016,478
75,725
NN Group NV
7,109,429
65,901
Wolters Kluwer NV
5,146,821
 
53,388,481
New Zealand - 0.5%
430,202
Auckland International Airport Ltd.
2,201,960
290,944
Contact Energy Ltd.
1,555,857
127,884
Fisher & Paykel Healthcare Corp. Ltd. Class C(1)
3,057,896
40,555
Freightways Group Ltd.
330,075
804,601
Precinct Properties Group REIT
496,465
708,620
Spark New Zealand Ltd.
811,249
 
8,453,502
Norway - 2.5%
31,518
Aker BP ASA
1,111,614
476,973
Equinor ASA
19,432,569
53,270
Europris ASA(2)
479,105
68,047
Frontline PLC
2,679,010
89,144
Kitron ASA
816,791
905,335
Norsk Hydro ASA
8,272,319
260,816
Orkla ASA
2,898,506
21,732
SpareBank 1 Nord Norge
362,590
30,127
SpareBank 1 SMN
623,620
98,846
Storebrand ASA
2,099,026
162,075
Telenor ASA
2,286,501
 
41,061,651
Portugal - 0.0%
34,378
Jeronimo Martins SGPS SA
686,650
Singapore - 3.1%
566,880
CapitaLand Ascendas REIT*
1,134,820
1,279,100
CapitaLand Integrated Commercial Trust REIT*
2,480,884
46,509
DBS Group Holdings Ltd.
2,681,567
716,152
Oversea-Chinese Banking Corp. Ltd.
16,249,811
1,378,400
Singapore Airlines Ltd.
8,267,394
859,900
Singapore Technologies Engineering Ltd.
6,751,669
288,500
Singapore Telecommunications Ltd.
997,772
280,000
United Overseas Bank Ltd.
9,465,649
372,200
UOL Group Ltd.
2,870,213
 
50,899,779
Spain - 1.9%
75,384
ACS Actividades de Construccion y Servicios SA
9,566,652
117,720
Aena SME SA(2)
3,613,610
192,595
CaixaBank SA
2,784,279
109,273
Iberdrola SA
2,596,200
34,675
Industria de Diseno Textil SA
2,251,691
330,582
Repsol SA
10,033,657
 
30,846,089
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.4% - (continued)
Sweden - 2.6%
39,157
Alfa Laval AB
$2,313,300
28,448
Atea ASA*
513,517
68,791
Axfood AB
1,754,387
186,614
Essity AB Class B
5,422,369
5,812
Evolution AB*(2)
443,637
44,084
H & M Hennes & Mauritz AB Class B(1)
804,972
19,460
Industrivarden AB Class A
1,119,868
51,073
Investor AB Class A
2,162,840
214,861
Securitas AB Class B
3,445,884
33,783
SSAB AB Class A
354,474
51,115
Svenska Handelsbanken AB Class A
780,388
57,305
Swedbank AB Class A
2,288,596
50,489
Tele2 AB Class B(1)
874,031
1,372,149
Telefonaktiebolaget LM Ericsson Class B
13,494,237
1,246,988
Telia Co. AB(1)
5,774,835
 
41,547,335
Switzerland - 2.1%
7
Chocoladefabriken Lindt & Spruengli AG
822,817
1,035
Geberit AG
680,832
15,726
Nestle SA
1,574,641
118,439
Sandoz Group AG
9,626,783
7,881
Schindler Holding AG
2,410,911
1,658
Swiss Life Holding AG
1,956,688
15,006
Swisscom AG
11,536,656
7,062
Zurich Insurance Group AG
5,375,168
 
33,984,496
United Kingdom - 6.4%
15,430
Admiral Group PLC
783,253
62,203
AstraZeneca PLC
10,552,117
214,822
Aviva PLC
2,004,597
313,914
BAE Systems PLC
8,846,099
272,608
Beazley PLC
4,734,357
74,661
British American Tobacco PLC ADR
4,528,190
3,026,158
Centrica PLC
6,312,301
59,500
CK Hutchison Holdings Ltd.
558,457
41,297
Coca-Cola Europacific Partners PLC
4,520,370
83,034
Compass Group PLC
2,633,008
268,887
GSK PLC ADR
13,898,769
179,367
HSBC Holdings PLC
3,804,199
95,899
Imperial Brands PLC
3,645,834
646,277
NatWest Group PLC
6,138,536
68,056
Next PLC
13,595,997
163,513
Sage Group PLC
2,141,504
211,933
Smith & Nephew PLC
3,304,145
12,703
Smiths Group PLC
451,651
50,461
Standard Chartered PLC
1,485,825
1,104,177
Tesco PLC
7,273,707
32,745
Unilever PLC
2,090,078
 
103,302,994
United States - 5.1%
4,983
AP Moller - Maersk AS Class B
13,349,616
85,905
BP PLC ADR
3,884,624
113,071
Ferrovial NV
7,360,922
1,184,793
Haleon PLC
5,792,584
88,741
Holcim AG*
8,044,330
90,996
Novartis AG
14,239,038
33,332
Roche Holding AG
14,567,944
75,505
Sanofi SA
6,469,375
102,002
Shell PLC
4,644,503
26,145
Swiss Re AG
4,357,769
 
82,710,705
Total Common Stocks
(cost $1,236,889,560)
$1,615,630,732
The accompanying notes are an integral part of these financial statements.
 
9
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
PREFERRED STOCKS - 0.1%
Germany - 0.1%
21,885
Henkel AG & Co. KGaA (Preference Shares)(4)
$1,904,095
4,812
Volkswagen AG (Preference Shares)(4)
413,351
Total Preferred Stocks
(cost $2,120,308)
$2,317,446
WARRANTS - 0.0%
Canada - 0.0%
1,030
Constellation Software, Inc. Expires
03/31/2040*(5)(6)
$—
Total Warrants
(cost $—)
$—
Total Long-Term Investments
(cost $1,239,009,868)
$1,617,948,178
SHORT-TERM INVESTMENTS - 0.4%
Securities Lending Collateral - 0.4%
6,979,983
State Street Navigator Securities Lending
Government Money Market Portfolio, 3.63%(7)
$6,979,983
Total Short-Term Investments
(cost $6,979,983)
$6,979,983
Total Investments
(cost $1,245,989,851)
99.9
%
$1,624,928,161
Other Assets and Liabilities
0.1
%
1,246,507
Net Assets
100.0
%
$1,626,174,668
Note:
Percentage of investments as shown is the ratio of the total market value to net assets.
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.  
*
Non-income producing.
(1)
Represents entire or partial securities on loan. See Note 8 in the accompanying
Notes to Financial Statements for securities lending information.
(2)
Security was purchased pursuant to Rule 144A under the Securities Act of 1933
and may be sold in transactions that are exempt from registration (typically only to
qualified institutional buyers) or in a public offering registered under the Securities
Act of 1933. At July 31, 2026, the aggregate value of these securities was
$12,537,205, representing 0.8% of net assets.
(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 July 31, 2026, the aggregate value
of this security was $5,213,297, representing 0.3% of net assets.
(4)
Currently no rate available.
(5)
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
$—
$—
 
(6)
Investment valued using significant unobservable inputs.
(7)
Current yield as of period end.
 
Futures Contracts Outstanding at July 31, 2026
Description
Number of
Contracts
Expiration
Date
Current
Notional
Amount
Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
MSCI EAFE Index Future
26
09/18/2026
$4,136,990
$12,362
Total futures contracts
$12,362
† See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
The accompanying notes are an integral part of these financial statements.
 
10
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
July 31, 2026  
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of July 31, 2026 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Common Stocks 
$1,615,630,732
$1,615,630,732
$—
$—
Preferred Stocks 
2,317,446
2,317,446
—
—
Warrants 
—
—
—
—
Short-Term Investments 
6,979,983
6,979,983
—
—
Futures Contracts(2) 
12,362
12,362
—
—
Total
$1,624,940,523
$1,624,940,523
$—
$—
 
(1)
For the year ended July 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 year ended July 31, 2026 is not presented.
The accompanying notes are an integral part of these financial statements.
 
11
Hartford Multifactor Emerging Markets ETF
Schedule of Investments
July 31, 2026  
 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 97.7%
Australia - 0.3%
3,794
Anglogold Ashanti PLC
$300,940
Brazil - 3.8%
162,180
Ambev SA
510,419
2,290
Axia Energia SA
23,812
67,617
Banco Bradesco SA ADR
244,098
7,611
BB Seguridade Participacoes SA
61,809
52,047
Cia de Saneamento Basico do Estado de Sao Paulo
SABESP
283,763
14,611
Equatorial SA
111,179
32,518
Itau Unibanco Holding SA ADR
275,102
30,761
NU Holdings Ltd. Class A*
440,805
97,439
Raia Drogasil SA
354,418
45,092
Telefonica Brasil SA
289,599
61,475
TIM SA
235,100
82,672
TOTVS SA
505,406
29,972
Vale SA ADR
451,378
8,689
Vibra Energia SA
61,653
19,050
WEG SA
176,977
 
4,025,518
Chile - 2.3%
2,908,941
Banco de Chile
606,899
2,548
Banco de Credito e Inversiones SA
183,593
5,742
Banco Itau Chile SA
129,871
1,125,463
Banco Santander Chile
98,173
19,315
Falabella SA
129,311
16,333
Latam Airlines Group SA ADR
861,729
19,454
Parque Arauco SA
82,616
70,493
Plaza SA
286,224
652
Sociedad Quimica y Minera de Chile SA ADR
43,723
 
2,422,139
China - 19.2%
16,500
3SBio, Inc.*(1)
35,182
1,191,000
Agricultural Bank of China Ltd. Class H
958,377
42,000
Air China Ltd. Class H*(2)
22,870
20,200
Alibaba Group Holding Ltd.
301,393
196,000
Aluminum Corp. of China Ltd. Class H
211,457
8,500
Anhui Conch Cement Co. Ltd. Class H
20,042
7,200
ANTA Sports Products Ltd.
72,490
22,714
Baidu, Inc. Class A*
306,750
1,244,000
Bank of China Ltd. Class H
874,112
170,000
Bank of Communications Co. Ltd. Class H
163,895
831,000
CGN Power Co. Ltd. Class H(1)
306,263
129,000
China CITIC Bank Corp. Ltd. Class H
127,164
809,000
China Construction Bank Corp. Class H
950,175
44,000
China Eastern Airlines Corp. Ltd. Class H*(2)
18,404
1,700
China Gold International Resources Corp. Ltd.
38,134
97,000
China Hongqiao Group Ltd.
303,558
171,000
China Life Insurance Co. Ltd. Class H
636,758
54,500
China Merchants Bank Co. Ltd. Class H
353,761
27,800
China Pacific Insurance Group Co. Ltd. Class H
108,341
426,000
China Petroleum & Chemical Corp. Class H
240,663
30,774
China Resources Mixc Lifestyle Services Ltd.(1)
156,664
26,000
China Resources Power Holdings Co. Ltd.
64,125
99,500
China Shenhua Energy Co. Ltd. Class H
551,452
24,800
China Taiping Insurance Holdings Co. Ltd.
69,641
30,100
China Tourism Group Duty Free Corp. Ltd.
Class H(1)(2)
205,744
160,500
China Tower Corp. Ltd. Class H(1)
205,292
216,000
Chongqing Rural Commercial Bank Co. Ltd. Class H
180,698
114,000
Chow Tai Fook Jewellery Group Ltd.(2)
179,833
90,000
CMOC Group Ltd. Class H
193,851
31,000
COSCO SHIPPING Holdings Co. Ltd. Class H(2)
62,343
394,000
CSPC Pharmaceutical Group Ltd.
431,101
Shares or Principal Amount
Market Value†
COMMON STOCKS - 97.7% - (continued)
China - 19.2% - (continued)
21,900
ENN Energy Holdings Ltd.
$131,094
41,200
Fuyao Glass Industry Group Co. Ltd. Class H(1)
312,089
40,400
H World Group Ltd.
171,459
179,000
Haidilao International Holding Ltd.(1)(2)
271,413
69,800
Haier Smart Home Co. Ltd. Class H
201,168
138,000
Hansoh Pharmaceutical Group Co. Ltd.(1)
566,318
47,482
Hua Hong Grace Semiconductor Ltd. Class H*(1)
776,875
380,000
Huaneng Power International, Inc. Class H(2)
292,211
1,105,000
Industrial & Commercial Bank of China Ltd. Class H
1,058,273
17,000
Innovent Biologics, Inc.*(1)
187,959
40,000
Jiangxi Copper Co. Ltd. Class H
179,453
19,000
Kingdee International Software Group Co. Ltd.*
20,183
15,800
Kuaishou Technology(1)
88,051
308,000
Kunlun Energy Co. Ltd.
284,371
220,000
Lenovo Group Ltd.
669,404
84,500
Li Ning Co. Ltd.
163,254
32,000
Meituan Class B*(1)
377,474
4,500
Midea Group Co. Ltd. Class H
57,013
31,380
NetEase, Inc.
831,560
16,600
New China Life Insurance Co. Ltd. Class H
102,374
94,500
New Oriental Education & Technology Group, Inc.
545,674
39,800
Nongfu Spring Co. Ltd. Class H(1)
222,205
440,000
People's Insurance Co. Group of China Ltd. Class H
306,366
588,000
PetroChina Co. Ltd. Class H
745,348
112,000
PICC Property & Casualty Co. Ltd. Class H
234,238
44,500
Ping An Insurance Group Co. of China Ltd. Class H
332,831
9,400
Pop Mart International Group Ltd.(1)(2)
194,914
193,000
Postal Savings Bank of China Co. Ltd. Class H(1)
125,031
14,800
SF Holding Co. Ltd. Class H
63,831
13,250
Shandong Gold Mining Co. Ltd. Class H(1)
34,064
243,000
Sino Biopharmaceutical Ltd.
155,872
36,000
Sinopharm Group Co. Ltd. Class H
79,790
7,800
Tencent Holdings Ltd.
472,679
156,000
Tongcheng Travel Holdings Ltd.(3)
284,085
4,450
Trip.com Group Ltd.*
207,927
122,000
Weichai Power Co. Ltd. Class H
512,482
113,000
Xiaomi Corp. Class B*(1)(2)
414,729
1,300
Yum China Holdings, Inc.
61,804
9,500
Zhaojin Mining Industry Co. Ltd. Class H
25,684
5,700
Zhuzhou CRRC Times Electric Co. Ltd. Class H
24,467
63,000
ZTE Corp. Class H(2)
199,727
2,950
ZTO Express Cayman, Inc.
70,274
 
20,406,551
Colombia - 0.2%
12,441
Grupo de Inversiones Suramericana SA
217,301
India - 12.8%
54,456
Ashok Leyland Ltd.
94,844
16,039
AU Small Finance Bank Ltd.(1)
176,048
32,887
Axis Bank Ltd.
423,776
15,137
Bajaj Finance Ltd.
181,044
76,403
Bank of Baroda
194,261
76,383
Bharat Electronics Ltd.
310,487
32,490
Bharat Petroleum Corp. Ltd.
108,879
17,137
Bharti Airtel Ltd.
354,181
900
Britannia Industries Ltd.
51,091
196,831
Canara Bank
257,820
20,343
Coal India Ltd.
88,299
26,008
Coforge Ltd.
469,106
1,181
Eicher Motors Ltd.
96,959
48,831
Embassy Office Parks REIT
224,152
98,231
Federal Bank Ltd.
369,441
1,518
Glenmark Pharmaceuticals Ltd.
35,540
66,901
HCL Technologies Ltd.
944,390
The accompanying notes are an integral part of these financial statements.
 
12
Hartford Multifactor Emerging Markets ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
COMMON STOCKS - 97.7% - (continued)
India - 12.8% - (continued)
12,410
HDFC Bank Ltd.
$97,307
2,956
Hero MotoCorp Ltd.
166,861
10,182
Hindustan Unilever Ltd.
224,236
7,007
ICICI Bank Ltd. ADR
210,140
20,021
Indian Bank
175,523
15,433
Indus Towers Ltd.*
63,259
69,779
Infosys Ltd. ADR(2)
839,441
47,389
Kotak Mahindra Bank Ltd.
193,847
33,687
L&T Finance Ltd.
109,889
3,655
Larsen & Toubro Ltd.
150,885
13,705
LTM Ltd.(1)
626,553
5,158
Lupin Ltd.
130,551
2,394
Mahindra & Mahindra Ltd.
85,270
2,291
Maruti Suzuki India Ltd.
341,771
9,319
Mphasis Ltd.
228,768
675
Multi Commodity Exchange of India Ltd.
19,046
7,929
Muthoot Finance Ltd.
259,239
41,072
National Aluminium Co. Ltd.
150,681
478
Navin Fluorine International Ltd.
37,911
14,462
Nestle India Ltd.
228,809
46,984
NTPC Ltd.
170,992
2,103
Oracle Financial Services Software Ltd.
246,546
8,829
Persistent Systems Ltd.
513,464
90,181
Punjab National Bank
106,527
70,210
Samvardhana Motherson International Ltd.
110,928
12,972
Shriram Finance Ltd.
142,303
57,264
State Bank of India
616,602
17,780
Sun Pharmaceutical Industries Ltd.
370,917
34,716
Tata Consultancy Services Ltd.
860,705
1,030
Tata Elxsi Ltd.
39,649
45,786
Tech Mahindra Ltd.
792,396
6,263
Torrent Pharmaceuticals Ltd.
336,258
3,810
TVS Motor Co. Ltd.
172,226
63,354
Union Bank of India Ltd.
113,701
17,594
Vedanta Aluminium Metal Ltd.*
83,752
17,594
Vedanta Iron & Steel Ltd.*
5,952
18,155
Vedanta Ltd.
50,280
17,594
Vedanta Oil & Gas Ltd.*
6,553
17,594
Vedanta Power Ltd.*
6,365
69,040
Wipro Ltd. ADR(2)
136,699
 
13,603,120
Indonesia - 2.1%
677,200
ANTAM Persero Tbk. PT
108,388
1,348,600
Astra International Tbk. PT
382,231
567,600
Bank Central Asia Tbk. PT
199,515
1,756,200
Bank Mandiri Persero Tbk. PT
408,940
606,300
Bank Negara Indonesia Persero Tbk. PT
118,942
1,345,600
Bank Rakyat Indonesia Persero Tbk. PT
227,333
2,930,400
Kalbe Farma Tbk. PT
118,069
3,001,300
Perusahaan Gas Negara Persero Tbk. PT
250,192
2,090,300
Telkom Indonesia Persero Tbk. PT
305,518
51,700
United Tractors Tbk. PT
68,812
 
2,187,940
Malaysia - 3.2%
148,746
CIMB Group Holdings Bhd.
287,191
6,400
Fraser & Neave Holdings Bhd.
43,695
18,700
Hong Leong Bank Bhd.
100,856
103,900
IGB Real Estate Investment Trust REIT
69,919
29,300
IHH Healthcare Bhd.
59,869
158,344
Malayan Banking Bhd.
422,354
424,814
Mr. DIY Group M Bhd.(1)
164,250
10,700
Nestle Malaysia Bhd.
264,718
127,600
Press Metal Aluminium Holdings Bhd.
248,549
Shares or Principal Amount
Market Value†
COMMON STOCKS - 97.7% - (continued)
Malaysia - 3.2% - (continued)
299,500
Public Bank Bhd.
$378,910
79,994
RHB Bank Bhd.
167,368
122,200
Telekom Malaysia Bhd.
231,751
105,600
Tenaga Nasional Bhd.
377,281
128,700
TIME dotCom Bhd.
188,964
47,000
United Plantations Bhd.
387,823
 
3,393,498
Mexico - 3.7%
281,546
America Movil SAB de CV Series B
358,131
13,995
Arca Continental SAB de CV(2)
160,080
43,068
Cemex SAB de CV ADR
509,064
2,563
Coca-Cola Femsa SAB de CV ADR
277,496
119,412
Fibra Uno Administracion SA de CV REIT
214,661
3,298
Fomento Economico Mexicano SAB de CV ADR
422,111
2,486
Grupo Aeroportuario del Centro Norte SAB de CV
33,145
289
Grupo Aeroportuario del Pacifico SAB de CV ADR
62,814
60
Grupo Aeroportuario del Sureste SAB de CV ADR(2)
16,537
49,154
Grupo Bimbo SAB de CV Series A
175,874
55,068
Grupo Financiero Banorte SAB de CV Class O
636,616
40,403
Grupo Mexico SAB de CV Series B
483,707
81,047
Prologis Property Mexico SA de CV REIT
363,325
50,064
Sigma Foods SAB de CV
50,957
74,283
Wal-Mart de Mexico SAB de CV
215,138
 
3,979,656
Philippines - 2.2%
249,240
Bank of the Philippine Islands
417,300
156,570
BDO Unibank, Inc.
318,408
68,700
International Container Terminal Services, Inc.
1,080,661
25,010
Manila Electric Co.
196,093
71,190
Metropolitan Bank & Trust Co.
76,400
10,190
PLDT, Inc.
202,402
651,900
Real Commercial, Inc. REIT
77,734
 
2,368,998
Poland - 2.4%
12,927
Asseco Poland SA
689,792
701
KGHM Polska Miedz SA
57,668
19
LPP SA
110,242
19,627
ORLEN SA
776,188
17,940
Powszechna Kasa Oszczednosci Bank Polski SA
536,369
15,816
Powszechny Zaklad Ubezpieczen SA
300,316
18,924
Tauron Polska Energia SA
45,558
 
2,516,133
Romania - 0.2%
18,046
NEPI Rockcastle NV*
165,073
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 - 5.0%
34,029
Al Rajhi Bank
566,773
14,836
Alinma Bank
92,283
23,336
Banque Saudi Fransi
122,785
8,923
Dar Al Arkan Real Estate Development Co.*
43,694
735
Dr. Sulaiman Al Habib Medical Services Group Co.
45,993
49,557
Electrical Industries Co.
186,721
1,757
Elm Co.
317,200
The accompanying notes are an integral part of these financial statements.
 
13
Hartford Multifactor Emerging Markets ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
COMMON STOCKS - 97.7% - (continued)
Saudi Arabia - 5.0% - (continued)
24,702
Etihad Etisalat Co.
$408,795
169,616
Jarir Marketing Co.
750,637
4,862
Riyad Bank
26,333
10,226
SABIC Agri-Nutrients Co.
334,649
137,436
Saudi Arabian Oil Co.(1)
969,060
10,831
Saudi Awwal Bank
97,596
43,499
Saudi Investment Bank
160,537
68,665
Saudi National Bank
716,727
40,403
Saudi Telecom Co.
464,115
 
5,303,898
South Africa - 1.2%
1,304
Absa Group Ltd.
17,956
87,006
FirstRand Ltd.
518,738
10,129
Gold Fields Ltd. ADR
328,382
3,864
Harmony Gold Mining Co. Ltd. ADR
60,858
4,324
MTN Group Ltd.
53,548
5,649
Standard Bank Group Ltd.
112,364
17,493
Vodacom Group Ltd.
169,146
 
1,260,992
South Korea - 12.1%
556
ABLBio, Inc.*
26,051
1,943
Hana Financial Group, Inc.
170,900
1,853
Hanmi Semiconductor Co. Ltd.
278,788
98
Hanwha Aerospace Co. Ltd.
63,033
951
HD Hyundai Co. Ltd.
133,141
288
HD Hyundai Electric Co. Ltd.
138,172
725
HYBE Co. Ltd.*
85,839
1,033
Hyundai Glovis Co. Ltd.
144,911
1,290
Hyundai Mobis Co. Ltd.
430,694
685
Hyundai Motor Co.
186,421
1,962
KB Financial Group, Inc.
231,884
5,683
Kia Corp.
525,768
10,917
Korea Electric Power Corp.
266,474
4,086
KT&G Corp.
513,294
3,835
LG Electronics, Inc.
436,034
1,470
NAVER Corp.
214,463
311
Samsung Biologics Co. Ltd.*(1)
323,936
431
Samsung C&T Corp.
106,261
3,061
Samsung Electro-Mechanics Co. Ltd.
2,451,892
6,705
Samsung Electronics Co. Ltd.
1,234,525
670
Samsung Fire & Marine Insurance Co. Ltd.
297,005
589
Samsung Life Insurance Co. Ltd.
128,690
1,399
Samsung SDI Co. Ltd.*
389,565
7,249
Samsung SDS Co. Ltd.
1,047,411
4,716
Shinhan Financial Group Co. Ltd.
333,100
1,376
SK Hynix, Inc.
1,658,110
12,956
SK Telecom Co. Ltd.
739,720
13,818
Woori Financial Group, Inc.*
325,654
 
12,881,736
Taiwan - 21.5%
11,000
Accton Technology Corp.
723,259
61,000
ASE Technology Holding Co. Ltd.
1,047,526
3,300
ASPEED Technology, Inc.
1,483,106
15,000
Cathay Financial Holding Co. Ltd.
47,109
17,000
Chroma ATE, Inc.
1,104,613
94,000
Chunghwa Telecom Co. Ltd.
405,737
90,621
Compeq Manufacturing Co. Ltd.
473,868
107,000
CTBC Financial Holding Co. Ltd.
214,867
18,000
Delta Electronics, Inc.
913,395
8,000
Elite Material Co. Ltd.
1,174,541
6,000
Global Unichip Corp.
706,396
12,000
Gold Circuit Electronics Ltd.
294,440
26,224
Hon Hai Precision Industry Co. Ltd.
203,259
Shares or Principal Amount
Market Value†
COMMON STOCKS - 97.7% - (continued)
Taiwan - 21.5% - (continued)
68,000
Hua Nan Financial Holdings Co. Ltd. Class C
$91,946
497,000
Innolux Corp.*
699,697
5,000
Jentech Precision Industrial Co. Ltd.
532,968
50,300
King Yuan Electronics Co. Ltd.
347,846
1,500
Largan Precision Co. Ltd.
187,274
83,245
Lite-On Technology Corp.
538,327
13,000
MediaTek, Inc.
1,429,964
7,000
MPI Corp.
1,143,600
48,000
Novatek Microelectronics Corp.
770,816
3,218
PharmaEssentia Corp.
105,544
10,000
Phison Electronics Corp.
507,441
11,000
Powerchip Semiconductor Manufacturing Corp.*
18,549
85,000
Powertech Technology, Inc.
619,372
43,000
Realtek Semiconductor Corp.
908,722
109,140
SinoPac Financial Holdings Co. Ltd.
137,105
72,000
Taiwan Mobile Co. Ltd.*
250,627
2,663
Taiwan Semiconductor Manufacturing Co. Ltd. ADR
1,076,518
46,000
Tripod Technology Corp.
525,202
150,490
TS Financial Holding Co. Ltd.
167,397
22,000
Unimicron Technology Corp.
535,722
483,000
United Microelectronics Corp.
1,808,317
86,000
Winbond Electronics Corp.
345,927
3,000
Wiwynn Corp.
500,325
51,776
Yageo Corp.
804,219
 
22,845,541
Thailand - 2.8%
78,089
Advanced Info Service PCL NVDR
888,637
625,600
Bangkok Dusit Medical Services PCL NVDR
359,707
4,900
Bumrungrad Hospital PCL NVDR
27,514
93,900
CP ALL PCL NVDR
134,976
98,000
Delta Electronics Thailand PCL NVDR
815,872
28,600
Kasikornbank PCL NVDR
208,981
109,500
Krung Thai Bank PCL NVDR
145,104
239,900
PTT PCL NVDR
276,593
28,300
SCB X PCL NVDR
129,667
 
2,987,051
Turkey - 2.4%
113,196
Akbank TAS
151,008
64,716
Aselsan Elektronik Sanayi Ve Ticaret AS
466,053
5,524
Astor Transformator Enerji Turizm Insaat Ve Petrol
Sanayi Ticaret AS
34,347
65,556
BIM Birlesik Magazalar AS
538,314
159,850
Enerjisa Enerji AS(1)
366,286
3,069
Kiler Holding AS*
4,734
398,276
Mavi Giyim Sanayi Ve Ticaret AS Class B(1)
327,841
7,598
Migros Ticaret AS
100,002
94,976
Turkiye Petrol Rafinerileri AS
590,043
 
2,578,628
United States - 0.3%
14,100
BeOne Medicines Ltd. Class H*
348,832
Total Common Stocks
(cost $83,754,780)
$103,793,545
PREFERRED STOCKS - 1.7%
Brazil - 0.7%
86,688
Itausa SA (Preference Shares)(5)
$235,802
66,351
Petroleo Brasileiro SA - Petrobras (Preference
Shares)(5)
567,046
 
802,848
Chile - 0.2%
35,887
Embotelladora Andina SA (Preference Shares)(5)
178,957
The accompanying notes are an integral part of these financial statements.
 
14
Hartford Multifactor Emerging Markets ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
PREFERRED STOCKS - 1.7% - (continued)
Colombia - 0.8%
37,551
Grupo Cibest SA (Preference Shares)(5)
$889,073
Total Preferred Stocks
(cost $1,180,035)
$1,870,878
Total Long-Term Investments
(cost $84,934,815)
$105,664,423
SHORT-TERM INVESTMENTS - 1.2%
Securities Lending Collateral - 1.2%
1,233,428
State Street Navigator Securities Lending
Government Money Market Portfolio, 3.63%(6)
$1,233,428
Total Short-Term Investments
(cost $1,233,428)
$1,233,428
Total Investments
(cost $86,168,243)
100.6
%
$106,897,851
Other Assets and Liabilities
(0.6
)%
(654,067
)
Net Assets
100.0
%
$106,243,784
Note:
Percentage of investments as shown is the ratio of the total market value to net assets.
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.  
*
Non-income producing.
(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 July 31, 2026, the aggregate value of these securities was
$7,434,241, representing 7.0% 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 July 31, 2026, the aggregate value
of this security was $284,085, representing 0.3% 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 July 31, 2026
Description
Number of
Contracts
Expiration
Date
Current
Notional
Amount
Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
MSCI Emerging Markets Index Future
8
09/18/2026
$656,920
$(51,901
)
Total futures contracts
$(51,901
)
† See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of July 31, 2026 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Common Stocks 
$103,793,545
$103,793,545
$—
$—
Preferred Stocks 
1,870,878
1,870,878
—
—
Short-Term Investments 
1,233,428
1,233,428
—
—
Total
$106,897,851
$106,897,851
$—
$—
Liabilities
Futures Contracts(2) 
$(51,901
)
$(51,901
)
$—
$—
Total
$(51,901
)
$(51,901
)
$—
$—
 
(1)
For the year ended July 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 year ended July 31, 2026 is not presented.
The accompanying notes are an integral part of these financial statements.
 
15
Hartford Multifactor Small Cap ETF
Schedule of Investments
July 31, 2026  
 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7%
Automobiles & Components - 3.3%
27,122
Garrett Motion, Inc.
$844,850
244
LCI Industries
24,976
920
Patrick Industries, Inc.(1)
75,946
5,735
Phinia, Inc.
422,039
9,419
Standard Motor Products, Inc.
360,089
2,561
Strattec Security Corp.*(1)
225,086
878
Visteon Corp.
91,786
 
2,044,772
Banks - 9.5%
2,710
Arrow Financial Corp.
107,966
2,134
Bankwell Financial Group, Inc.
145,432
2,220
Banner Corp.
156,310
447
Business First Bancshares, Inc.
14,224
6,126
California BanCorp
130,484
2,502
Capital City Bank Group, Inc.
129,779
3,366
Cathay General Bancorp
212,698
3,085
Central Pacific Financial Corp.
121,549
1,698
CoastalSouth Bancshares, Inc.
46,304
1,958
Community Trust Bancorp, Inc.
153,605
1,855
Enterprise Financial Services Corp.
123,005
7,858
First BanCorp
227,332
688
First Commonwealth Financial Corp.
14,813
348
First Community Corp.
11,888
5,421
First Financial Bancorp
183,392
2,936
First Financial Corp.
236,495
3,960
First Hawaiian, Inc.
110,048
2,396
First Merchants Corp.
103,363
1,682
Franklin Financial Services Corp.
106,235
8,201
Fulton Financial Corp.
199,530
8,725
Hanmi Financial Corp.(1)
278,153
1,528
Hilltop Holdings, Inc.
60,264
349
HomeTrust Bancshares, Inc.
17,865
1,578
Independent Bank Corp.
60,280
150
International Bancshares Corp.
11,481
5,069
MVB Financial Corp.
155,365
2,177
National Bank Holdings Corp. Class A
94,025
957
NBT Bancorp, Inc.(1)
50,386
1,163
Northeast Community Bancorp, Inc.
31,052
7,284
Northwest Bancshares, Inc.
114,650
7,048
OFG Bancorp
372,557
4,920
Peoples Bancorp, Inc.
204,967
2,892
Preferred Bank
302,040
4,551
S&T Bancorp, Inc.
237,335
10,423
Shore Bancshares, Inc.
255,364
1,876
South Plains Financial, Inc.
84,120
325
Third Coast Bancshares, Inc.*
14,248
6,431
Towne Bank
243,799
1,331
TriCo Bancshares
76,586
7,209
TrustCo Bank Corp.
410,769
4,612
Univest Financial Corp.
204,035
383
WaFd, Inc.
14,083
 
5,827,876
Capital Goods - 6.2%
104
Alamo Group, Inc.
16,544
3,697
Apogee Enterprises, Inc.
146,401
142
Atkore, Inc.
10,360
2,051
Blue Bird Corp.*
152,574
15,518
DNOW, Inc.*
219,114
563
Douglas Dynamics, Inc.
24,845
621
DXP Enterprises, Inc.*
97,509
10,219
FreightCar America, Inc.*
81,446
5,049
Global Industrial Co.
180,451
1,043
Greenbrier Cos., Inc.
51,368
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7% - (continued)
Capital Goods - 6.2% - (continued)
278
IES Holdings, Inc.*
$206,982
10,268
Innovative Solutions & Support, Inc.*
187,802
7,538
Karat Packaging, Inc.
303,329
5,771
Kennametal, Inc.
196,041
254
LSI Industries, Inc.
5,941
4,400
Luxfer Holdings PLC
74,932
831
McGrath RentCorp
95,690
4,885
Miller Industries, Inc.
245,716
3,156
MSC Industrial Direct Co., Inc. Class A
389,450
1,007
Preformed Line Products Co.
359,479
7,024
Rush Enterprises, Inc. Class A
560,445
2,164
Tennant Co.
181,841
 
3,788,260
Commercial & Professional Services - 6.6%
6,145
Barrett Business Services, Inc.
239,901
4,691
Brady Corp. Class A
442,221
5,372
Civeo Corp.*(1)
169,272
4,765
Concentrix Corp.(1)
117,219
12,187
Deluxe Corp.
315,278
17,565
Ennis, Inc.
382,917
12,531
HNI Corp.
564,020
12,766
IBEX Holdings Ltd.*
451,150
1,365
ICF International, Inc.
110,456
5,625
Interface, Inc.
192,712
4,215
Kforce, Inc.
239,285
1,554
Korn Ferry
127,848
12,525
Mistras Group, Inc.*
190,505
456
Pitney Bowes, Inc.
7,994
21,641
Quad/Graphics, Inc.
224,850
3,152
Robert Half, Inc.
119,146
489
TriNet Group, Inc.
32,191
522
UniFirst Corp.
152,935
 
4,079,900
Consumer Discretionary Distribution & Retail - 4.0%
2,237
Academy Sports & Outdoors, Inc.
106,146
14,585
American Eagle Outfitters, Inc.
250,570
9,323
Buckle, Inc.
408,068
6,512
Build-A-Bear Workshop, Inc.(1)
220,887
941
Dillard's, Inc. Class A(1)
553,628
8,550
Haverty Furniture Cos., Inc.
210,672
8,541
J Jill, Inc.(1)
155,617
8,394
Kohl's Corp.
160,661
268
Penske Automotive Group, Inc.
58,239
3,030
Sally Beauty Holdings, Inc.*
45,359
549
Shoe Station Group, Inc.
8,345
1,146
Signet Jewelers Ltd.
106,463
10,202
Upbound Group, Inc.
197,817
 
2,482,472
Consumer Durables & Apparel - 4.0%
2,401
Acushnet Holdings Corp.
243,149
7,521
Carter's, Inc.
290,085
2,137
Columbia Sportswear Co.
126,895
26,583
Cricut, Inc. Class A(1)
124,674
11,746
Ethan Allen Interiors, Inc.
263,110
1,517
Flexsteel Industries, Inc.
112,304
3,455
G-III Apparel Group Ltd.
125,797
8,348
La-Z-Boy, Inc.
328,744
16,423
Leggett & Platt, Inc.
160,945
7,235
Levi Strauss & Co. Class A
177,402
5,545
Movado Group, Inc.
211,708
3,450
Smith & Wesson Brands, Inc.
50,198
The accompanying notes are an integral part of these financial statements.
 
16
Hartford Multifactor Small Cap ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7% - (continued)
Consumer Durables & Apparel - 4.0% - (continued)
3,311
Steven Madden Ltd.
$152,571
2,080
Sturm Ruger & Co., Inc.
77,314
 
2,444,896
Consumer Services - 2.1%
18,300
ADT, Inc.
139,812
56
Graham Holdings Co. Class B
67,398
8,241
Laureate Education, Inc.*
315,713
326
Nathan's Famous, Inc.(1)
31,984
14,925
Perdoceo Education Corp.
474,764
2,960
Strategic Education, Inc.
242,720
225
Stride, Inc.*
18,065
 
1,290,456
Consumer Staples Distribution & Retail - 2.5%
4,327
Ingles Markets, Inc. Class A
389,474
2,486
PriceSmart, Inc.
482,060
4,664
Village Super Market, Inc. Class A
204,936
5,825
Weis Markets, Inc.
448,816
 
1,525,286
Energy - 2.9%
5,871
California Resources Corp.
308,932
16,352
Granite Ridge Resources, Inc.
77,672
3,801
International Seaways, Inc.
365,580
11,695
Liberty Energy, Inc.
218,814
3,806
Northern Oil & Gas, Inc.
80,497
2,303
Peabody Energy Corp.
49,100
1,110
PrimeEnergy Resources Corp.*(1)
204,351
6,558
Ranger Energy Services, Inc. Class A
105,256
1,242
Riley Exploration Permian, Inc.
42,563
3,812
SandRidge Energy, Inc.
53,063
53,801
VAALCO Energy, Inc.
286,759
 
1,792,587
Equity Real Estate Investment Trusts (REITs) - 5.1%
1,525
American Assets Trust, Inc. REIT
35,975
23,597
Apple Hospitality, Inc. REIT
389,586
8,207
Broadstone Net Lease, Inc. REIT
175,712
1,977
CBL & Associates Properties, Inc. REIT
116,070
1,112
COPT Defense Properties REIT
42,212
4,238
CTO Realty Growth, Inc. REIT
93,109
3,123
DiamondRock Hospitality Co. REIT
41,349
592
EPR Properties REIT
36,745
7,891
Farmland Partners, Inc. REIT
73,781
815
Four Corners Property Trust, Inc. REIT
20,864
4,985
Getty Realty Corp. REIT
170,188
3,086
Highwoods Properties, Inc. REIT
102,239
1,550
Innovative Industrial Properties, Inc. REIT
91,155
6,918
LTC Properties, Inc. REIT
278,380
721
LXP Industrial Trust REIT
43,642
1,485
National Health Investors, Inc. REIT
113,825
5,078
NETST Corp. REIT(1)
108,923
1,060
One Liberty Properties, Inc. REIT
25,769
11,165
Outfront Media, Inc. REIT
355,829
1,011
Park Hotels & Resorts, Inc. REIT
15,226
2,359
Postal Realty Trust, Inc. Class A, REIT
54,351
14,509
Rayonier, Inc. REIT
316,006
9,622
RLJ Lodging Trust REIT
117,869
5,605
SITE Centers Corp. REIT
23,989
11,258
Sunstone Hotel Investors, Inc. REIT
132,507
6,580
Urban Edge Properties REIT
149,103
 
3,124,404
Financial Services - 3.0%
4,087
Bread Financial Holdings, Inc.
441,682
8,039
Chicago Atlantic Real Estate Finance, Inc. REIT
78,461
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7% - (continued)
Financial Services - 3.0% - (continued)
38,647
DeFi Development Corp.*(1)
$98,936
4,652
Enact Holdings, Inc.
220,133
10,496
EZCORP, Inc. Class A*
312,466
4,750
Federated Hermes, Inc.
284,810
1,321
Oppenheimer Holdings, Inc. Class A
140,871
1,025
Radian Group, Inc.
39,965
39,264
Western Union Co.(1)
249,719
 
1,867,043
Food, Beverage & Tobacco - 2.3%
5,649
Cal-Maine Foods, Inc.
495,869
5,407
Del Monte Corp.
160,642
16,363
Flowers Foods, Inc.
114,868
1,584
John B Sanfilippo & Son, Inc.
131,092
4,656
Pilgrim's Pride Corp.
127,388
38
Seaboard Corp.
167,704
4,419
Universal Corp.
232,837
 
1,430,400
Health Care Equipment & Services - 10.2%
1,160
Acadia Healthcare Co., Inc.*(1)
34,359
2,231
Addus HomeCare Corp.*
257,636
8,666
Ardent Health, Inc.*
92,466
12,108
BrightSpring Health Services, Inc.*
722,969
4,906
Castle Biosciences, Inc.*
137,368
7,651
Concentra Group Holdings Parent, Inc.
242,154
2,398
CONMED Corp.
111,028
917
CorVel Corp.*
55,075
691
DaVita, Inc.*
165,902
6,605
Electromed, Inc.*
269,022
24,853
Embecta Corp.
90,465
3,219
Guardian Pharmacy Services, Inc. Class A*
127,247
6,121
Haemonetics Corp.*
523,590
7,309
HealthStream, Inc.
204,944
2,500
iRadimed Corp.
227,150
1,576
LeMaitre Vascular, Inc.
159,680
3,374
National HealthCare Corp.
762,625
12,032
NRC Health
234,744
87
Nutex Health, Inc.*
12,827
1,843
Omnicell, Inc.*
65,187
2,484
PACS Group, Inc.*
114,289
26,925
Pediatrix Medical Group, Inc.*
713,782
3,744
Pro-Dex, Inc.*
219,286
18,194
Tactile Systems Technology, Inc.*
512,525
16,912
Viemed Healthcare, Inc.*
197,363
 
6,253,683
Household & Personal Products - 0.3%
1,232
Nature's Sunshine Products, Inc.*
24,825
1,449
Oil-Dri Corp. of America
143,755
 
168,580
Insurance - 7.0%
1,059
Assured Guaranty Ltd.
87,600
2,596
Brighthouse Financial, Inc.*
160,718
7,129
CNO Financial Group, Inc.
392,737
14,878
Donegal Group, Inc. Class A
293,692
7,386
Employers Holdings, Inc.
373,362
19,262
Genworth Financial, Inc.*
189,345
6,701
Hamilton Insurance Group Ltd. Class B
240,968
365
HCI Group, Inc.
63,879
4,051
Horace Mann Educators Corp.
211,098
4,207
Kemper Corp.
119,395
4,651
Mercury General Corp.
498,215
3,449
Safety Insurance Group, Inc.(1)
356,592
12,708
SiriusPoint Ltd.*
300,544
The accompanying notes are an integral part of these financial statements.
 
17
Hartford Multifactor Small Cap ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7% - (continued)
Insurance - 7.0% - (continued)
10,250
United Fire Group, Inc.
$526,440
11,801
Universal Insurance Holdings, Inc.
515,822
 
4,330,407
Materials - 3.1%
1,650
Cabot Corp.
145,233
6,104
Constellium SE*
169,569
1,679
Graphic Packaging Holding Co.
18,015
4,447
Greif, Inc. Class A
384,888
694
Hawkins, Inc.
88,853
551
Kaiser Aluminum Corp.
87,984
6,925
Myers Industries, Inc.
236,558
1,197
Sensient Technologies Corp.
148,033
32,484
SunCoke Energy, Inc.
275,464
10,346
Sylvamo Corp.
387,044
 
1,941,641
Media & Entertainment - 2.5%
6,210
John Wiley & Sons, Inc. Class A
324,162
9,433
Scholastic Corp.
383,452
26,521
Shutterstock, Inc.
143,213
22,489
Taboola.com Ltd.*
112,670
17,521
USA TODAY Co., Inc.*
152,258
15,247
Yelp, Inc.*
402,978
 
1,518,733
Pharmaceuticals, Biotechnology & Life Sciences - 9.0%
14,725
ACADIA Pharmaceuticals, Inc.*
380,936
10,884
Amneal Pharmaceuticals, Inc.*
199,395
17,341
Aurinia Pharmaceuticals, Inc.*
258,034
12,768
Collegium Pharmaceutical, Inc.*
451,859
18,434
Harmony Biosciences Holdings, Inc.*
649,614
16,861
Indivior Pharmaceuticals, Inc.*
674,609
14,251
Innoviva, Inc.*
298,843
3,524
Kiniksa Pharmaceuticals International PLC*
261,974
1,161
Mirum Pharmaceuticals, Inc.*
123,008
49,996
Organon & Co.
677,446
1,241
Pacira BioSciences, Inc.*
32,775
2,173
Perrigo Co. PLC
21,969
10,089
Phibro Animal Health Corp. Class A
366,533
1,466
Prestige Consumer Healthcare, Inc.*
73,623
1,028
Protagonist Therapeutics, Inc.*
140,466
55,155
Puma Biotechnology, Inc.*
437,379
34,217
SIGA Technologies, Inc.
111,890
8,483
Supernus Pharmaceuticals, Inc.*
378,596
 
5,538,949
Real Estate Management & Development - 0.4%
403
Forestar Group, Inc.*
11,345
11,036
RMR Group, Inc. Class A
210,125
 
221,470
Semiconductors & Semiconductor Equipment - 0.5%
1,489
Axcelis Technologies, Inc.*
194,136
4,184
Photronics, Inc.*
126,733
 
320,869
Software & Services - 4.0%
15,636
A10 Networks, Inc.
462,357
4,086
Adeia, Inc.
108,892
6,267
Clear Secure, Inc. Class A
346,189
1,784
Dolby Laboratories, Inc. Class A
104,917
31,487
eGain Corp.*
214,741
8,555
Hackett Group, Inc.
91,710
27,421
Information Services Group, Inc.
114,071
20,566
OneSpan, Inc.
318,362
1,616
Progress Software Corp.*
65,593
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.7% - (continued)
Software & Services - 4.0% - (continued)
37,038
Rimini Street, Inc.*
$178,153
15,208
Teradata Corp.*
471,296
 
2,476,281
Technology Hardware & Equipment - 6.8%
1,304
Bel Fuse, Inc. Class B
354,649
6,106
Benchmark Electronics, Inc.
487,076
2,511
BK Technologies Corp.*
200,880
4,215
Crane NXT Co.
218,969
4,207
Diebold Nixdorf, Inc.*(1)
309,593
4,346
ePlus, Inc.
401,614
9,311
Frequency Electronics, Inc.*
539,759
55,406
Immersion Corp.
418,869
3,163
M-Tron Industries, Inc.*
260,568
711
Napco Security Technologies, Inc.
26,364
8,062
NetScout Systems, Inc.*
327,882
429
OSI Systems, Inc.*
94,976
4,785
PC Connection, Inc.
400,600
1,010
ScanSource, Inc.*
57,186
744
Vishay Precision Group, Inc.*
68,485
 
4,167,470
Telecommunication Services - 1.1%
7,841
IDT Corp. Class B
516,409
13,438
Spok Holdings, Inc.
146,474
 
662,883
Transportation - 1.3%
2,708
Covenant Logistics Group, Inc.
96,188
4,640
Genco Shipping & Trading Ltd.
118,506
1,738
Hub Group, Inc. Class A
80,869
1,243
Matson, Inc.
251,819
6,934
Schneider National, Inc. Class B
247,821
319
Werner Enterprises, Inc.
11,937
 
807,140
Utilities - 2.0%
6,144
Avista Corp.
248,525
2,299
Clearway Energy, Inc. Class C
72,947
980
Consolidated Water Co. Ltd.
28,616
16,565
MDU Resources Group, Inc.
330,472
2,012
Northwest Natural Holding Co.
98,427
2,867
Northwestern Energy Group, Inc.
197,078
1,796
Otter Tail Corp.
158,802
1,325
Unitil Corp.
71,470
 
1,206,337
Total Common Stocks
(cost $50,652,812)
$61,312,795
SHORT-TERM INVESTMENTS - 3.7%
Securities Lending Collateral - 3.7%
2,246,641
State Street Navigator Securities Lending
Government Money Market Portfolio, 3.63%(2)
$2,246,641
Total Short-Term Investments
(cost $2,246,641)
$2,246,641
Total Investments
(cost $52,899,453)
103.4
%
$63,559,436
Other Assets and Liabilities
(3.4
)%
(2,082,629
)
Net Assets
100.0
%
$61,476,807
Note:
Percentage of investments as shown is the ratio of the total market value to net assets.
The accompanying notes are an integral part of these financial statements.
 
18
Hartford Multifactor Small Cap ETF
Schedule of Investments – (continued)
July 31, 2026  
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.  
*
Non-income producing.
(1)
Represents entire or partial securities on loan. See Note 8 in the accompanying
Notes to Financial Statements for securities lending information.
(2)
Current yield as of period end.
 
Futures Contracts Outstanding at July 31, 2026
Description
Number of
Contracts
Expiration
Date
Current
Notional
Amount
Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
E-Mini Russell 2000 Future
1
09/18/2026
$146,900
$(2,105
)
Total futures contracts
$(2,105
)
† See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of July 31, 2026 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Common Stocks 
$61,312,795
$61,312,795
$—
$—
Short-Term Investments 
2,246,641
2,246,641
—
—
Total
$63,559,436
$63,559,436
$—
$—
Liabilities
Futures Contracts(2) 
$(2,105
)
$(2,105
)
$—
$—
Total
$(2,105
)
$(2,105
)
$—
$—
 
(1)
For the year ended July 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.
 
19
Hartford Multifactor US Equity ETF
Schedule of Investments
July 31, 2026  
 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.8%
Automobiles & Components - 0.6%
15,325
Autoliv, Inc.
$1,887,580
46,229
Ford Motor Co.
678,642
16,761
General Motors Co.
1,489,382
5,483
Gentex Corp.
128,083
 
4,183,687
Banks - 0.8%
14,363
Citigroup, Inc.
1,902,380
8,617
M&T Bank Corp.
2,122,281
1,713
PNC Financial Services Group, Inc.
428,027
17,222
U.S. Bancorp
1,085,158
 
5,537,846
Capital Goods - 6.7%
16,745
A.O. Smith Corp.
1,006,877
24,930
Atmus Filtration Technologies, Inc.
1,287,136
1,792
Caterpillar, Inc.
1,460,140
453
Comfort Systems USA, Inc.
783,550
4,916
Cummins, Inc.
3,117,727
32,782
Donaldson Co., Inc.
3,089,376
2,895
Dycom Industries, Inc.*
1,161,098
4,152
EMCOR Group, Inc.
3,310,929
8,825
EnerSys
1,641,891
61,946
Fastenal Co.
2,955,444
13,327
Ferguson Enterprises, Inc.
3,122,916
3,676
General Dynamics Corp.
1,409,452
879
Honeywell Aerospace, Inc.*
181,724
881
Honeywell International, Inc.
214,127
8,036
Illinois Tool Works, Inc.
2,305,930
3,055
L3Harris Technologies, Inc.
846,418
3,790
Lockheed Martin Corp.
2,208,585
40,782
Mueller Industries, Inc.
2,708,333
4,253
Northrop Grumman Corp.
2,307,167
19,715
Otis Worldwide Corp.
1,418,494
2,623
Rockwell Automation, Inc.
1,259,250
3,441
RTX Corp.
740,572
2,970
Snap-on, Inc.
1,218,918
13,442
Toro Co.
1,234,917
2,093
Trane Technologies PLC
952,210
2,251
Watts Water Technologies, Inc. Class A
778,373
3,320
WW Grainger, Inc.
4,588,970
 
47,310,524
Commercial & Professional Services - 1.9%
1,336
Booz Allen Hamilton Holding Corp.
93,146
3,698
CACI International, Inc. Class A*
1,840,679
8,334
Cintas Corp.
1,705,386
7,063
FTI Consulting, Inc.*
1,125,701
6,801
Leidos Holdings, Inc.
786,196
31,964
Maximus, Inc.
1,925,831
3,352
Republic Services, Inc.
705,764
39,726
Rollins, Inc.
1,508,396
26,970
UL Solutions, Inc. Class A
2,471,531
4,515
Veralto Corp.
425,177
5,325
Waste Management, Inc.
1,206,379
 
13,794,186
Consumer Discretionary Distribution & Retail - 5.7%
724
Abercrombie & Fitch Co. Class A*
72,067
6,769
Amazon.com, Inc.*
1,838,325
439
AutoZone, Inc.*
1,324,134
15,615
Best Buy Co., Inc.
1,346,950
32,695
eBay, Inc.
3,727,557
26,864
Gap, Inc.
539,698
3,049
Genuine Parts Co.
379,204
2,900
Home Depot, Inc.
962,684
40,573
LKQ Corp.
910,864
9,654
Lowe's Cos., Inc.
2,006,198
266,507
Macy's, Inc.
6,614,704
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.8% - (continued)
Consumer Discretionary Distribution & Retail - 5.7% - (continued)
10,242
Murphy USA, Inc.
$6,224,678
22,711
O'Reilly Automotive, Inc.*
2,029,228
21,265
Ross Stores, Inc.
5,339,003
25,607
TJX Cos., Inc.
4,029,005
6,481
Ulta Beauty, Inc.*
3,323,651
 
40,667,950
Consumer Durables & Apparel - 0.3%
1,432
Hasbro, Inc.
134,522
3,840
Ralph Lauren Corp.
1,460,506
3,346
Tapestry, Inc.
509,830
 
2,104,858
Consumer Services - 1.9%
4,866
Booking Holdings, Inc.
938,651
1,755
Domino's Pizza, Inc.
609,757
7,858
Expedia Group, Inc.
2,316,067
102,263
H&R Block, Inc.
4,502,640
6,314
McDonald's Corp.
1,708,821
21,925
Yum! Brands, Inc.
3,360,664
 
13,436,600
Consumer Staples Distribution & Retail - 2.7%
236,749
Albertsons Cos., Inc. Class A
2,741,553
2,703
Casey's General Stores, Inc.
2,354,313
24,916
Dollar General Corp.
3,165,578
58,654
Kroger Co.
3,386,682
39,344
Sysco Corp.
3,353,683
9,776
Target Corp.
1,412,534
27,712
Walmart, Inc.
3,081,574
 
19,495,917
Energy - 2.5%
77,309
APA Corp.
2,885,172
4,462
Baker Hughes Co.
269,906
1,401
Chevron Corp.
275,759
20,625
ConocoPhillips
2,484,900
40,916
Devon Energy Corp.
1,846,539
705
Diamondback Energy, Inc.
143,080
24,081
EOG Resources, Inc.
3,580,604
3,803
Expand Energy Corp.
357,596
20,248
ExxonMobil Holdings Corp.
3,147,349
19,202
Halliburton Co.
619,265
31,127
Magnolia Oil & Gas Corp. Class A
800,275
6,912
Permian Resources Corp. Class A
147,295
836
Valero Energy Corp.
261,584
7,457
Weatherford International PLC
654,650
 
17,473,974
Equity Real Estate Investment Trusts (REITs) - 2.1%
1,295
Agree Realty Corp. REIT
100,751
47,105
CareTrust, Inc. REIT
1,975,584
2,050
Gaming & Leisure Properties, Inc. REIT
91,820
17,750
Host Hotels & Resorts, Inc. REIT
446,057
4,318
Lamar Advertising Co. Class A, REIT
690,707
13,797
NNN, Inc. REIT
655,633
34,633
Omega Healthcare Investors, Inc. REIT
1,753,469
525
Public Storage REIT
170,189
31,879
Realty Income Corp. REIT
2,036,112
32,745
Sabra Health Care, Inc. REIT
693,212
3,506
Simon Property Group, Inc. REIT
804,171
16,296
Ventas, Inc. REIT
1,523,839
92,469
VICI Properties, Inc. REIT
2,436,558
6,034
Welltower, Inc. REIT
1,414,611
 
14,792,713
Financial Services - 4.3%
30,382
Bank of New York Mellon Corp.
4,749,618
3,703
Berkshire Hathaway, Inc. Class B*
1,894,233
10,168
Cboe Global Markets, Inc.
3,154,419
The accompanying notes are an integral part of these financial statements.
 
20
Hartford Multifactor US Equity ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.8% - (continued)
Financial Services - 4.3% - (continued)
4,825
CME Group, Inc.
$1,292,087
8,168
Essent Group Ltd.
538,761
8,545
FirstCash Holdings, Inc.
1,743,266
13,784
Interactive Brokers Group, Inc. Class A
1,212,854
15,031
Jack Henry & Associates, Inc.
2,315,375
2,052
Mastercard, Inc. Class A
1,176,001
17,957
MGIC Investment Corp.
539,428
1,230
Moody's Corp.
588,407
2,976
MSCI, Inc.
1,702,986
21,218
Northern Trust Corp.
3,865,707
1,318
SEI Investments Co.
135,728
25,682
State Street Corp.
4,729,597
4,112
T. Rowe Price Group, Inc.
459,516
1,229
Visa, Inc. Class A
449,974
 
30,547,957
Food, Beverage & Tobacco - 2.1%
52,937
Altria Group, Inc.
3,617,185
18,251
Coca-Cola Co.
1,598,605
8,044
Coca-Cola Consolidated, Inc.
1,511,468
7,937
Hershey Co.
1,389,372
25,472
Monster Beverage Corp.*
2,454,991
16,689
PepsiCo, Inc.
2,329,117
12,286
Philip Morris International, Inc.
2,344,415
 
15,245,153
Health Care Equipment & Services - 4.0%
10,141
Abbott Laboratories
1,071,904
1,753
Becton Dickinson & Co.
290,332
11,919
Cardinal Health, Inc.
2,741,728
5,327
Cencora, Inc.
1,658,508
2,072
Chemed Corp.
1,102,822
4,742
Cigna Group
1,323,255
3,407
Edwards Lifesciences Corp.*
293,240
13,856
Elevance Health, Inc.
5,207,639
7,289
HCA Healthcare, Inc.
2,934,478
4,462
Humana, Inc.
1,623,543
1,610
IDEXX Laboratories, Inc.*
900,103
2,361
McKesson Corp.
2,021,465
23,198
Medtronic PLC
1,980,877
3,633
Quest Diagnostics, Inc.
846,525
2,359
ResMed, Inc.
497,702
8,454
UnitedHealth Group, Inc.
3,503,338
 
27,997,459
Household & Personal Products - 0.8%
37,093
Colgate-Palmolive Co.
3,386,591
9,430
Kimberly-Clark Corp.
1,030,793
9,341
Procter & Gamble Co.
1,349,681
 
5,767,065
Insurance - 6.2%
19,359
Aflac, Inc.
2,467,885
17,196
Allstate Corp.
4,541,120
1,349
American Financial Group, Inc.
191,180
32,912
American International Group, Inc.
2,586,225
33,015
Arch Capital Group Ltd.*
3,318,998
5,426
Assurant, Inc.
1,514,885
17,310
Axis Capital Holdings Ltd.
1,823,089
11,564
Chubb Ltd.
4,055,264
3,345
Cincinnati Financial Corp.
594,340
11,652
First American Financial Corp.
873,783
7,451
Hanover Insurance Group, Inc.
1,733,326
16,004
Loews Corp.
1,856,624
133
Markel Group, Inc.*
250,351
4,994
MetLife, Inc.
480,073
51,144
Old Republic International Corp.
2,209,932
11,440
Progressive Corp.
2,418,645
20,947
Prudential Financial, Inc.
2,557,210
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.8% - (continued)
Insurance - 6.2% - (continued)
9,117
RenaissanceRe Holdings Ltd.
$2,917,258
12,777
Selective Insurance Group, Inc.
1,211,132
13,062
Travelers Cos., Inc.
4,889,890
2,990
Unum Group
257,469
2,817
W.R. Berkley Corp.
204,345
2,215
Willis Towers Watson PLC
744,063
 
43,697,087
Materials - 2.4%
7,018
Avery Dennison Corp.
1,191,165
16,866
CF Industries Holdings, Inc.
2,111,455
7,949
CRH PLC
755,234
7,719
Crown Holdings, Inc.
909,684
6,331
Ecolab, Inc.
1,757,676
371
Linde PLC
177,479
1,842
NewMarket Corp.
1,565,995
36,174
Newmont Corp.
3,389,866
2,879
PPG Industries, Inc.
318,187
7,111
Reliance, Inc.
2,887,777
5,331
Sherwin-Williams Co.
1,817,071
 
16,881,589
Media & Entertainment - 5.6%
27,676
Alphabet, Inc. Class A
9,856,254
31,132
Electronic Arts, Inc.
6,533,361
77,199
Fox Corp. Class A
4,495,298
60,949
Match Group, Inc.
2,402,000
5,966
Meta Platforms, Inc. Class A
3,321,332
7,413
Netflix, Inc.*
531,586
73,643
New York Times Co. Class A
5,515,124
25,201
News Corp. Class A
694,540
6,353
Nexstar Media Group, Inc.
1,210,437
5,369
Omnicom Group, Inc.
422,540
10,211
Take-Two Interactive Software, Inc.*
2,480,456
1,635
Walt Disney Co.
157,271
66,826
Warner Bros Discovery, Inc.*
1,757,524
 
39,377,723
Pharmaceuticals, Biotechnology & Life Sciences - 7.1%
7,097
AbbVie, Inc.
1,780,921
12,321
Alkermes PLC*
603,606
6,380
Amgen, Inc.
2,457,321
2,668
Axsome Therapeutics, Inc.*
581,597
4,130
Biogen, Inc.*
838,184
68,556
Bristol-Myers Squibb Co.
4,477,392
1,624
Eli Lilly & Co.
1,865,716
50,612
Exelixis, Inc.*
2,683,954
39,877
Gilead Sciences, Inc.
5,192,384
29,166
Incyte Corp.*
3,485,920
24,757
Johnson & Johnson
6,346,457
56,789
Merck & Co., Inc.
7,393,928
9,234
Natera, Inc.*
2,472,496
87,648
Pfizer, Inc.
2,192,077
25,676
PTC Therapeutics, Inc.*
1,746,225
2,402
Regeneron Pharmaceuticals, Inc.
1,831,837
5,042
United Therapeutics Corp.*
2,610,294
2,514
Vertex Pharmaceuticals, Inc.*
1,199,429
2,228
Zoetis, Inc.
172,202
 
49,931,940
Semiconductors & Semiconductor Equipment - 8.6%
2,486
Advanced Micro Devices, Inc.*
1,183,709
13,802
Amkor Technology, Inc.
688,306
1,172
Analog Devices, Inc.
430,604
14,699
Applied Materials, Inc.
7,462,241
7,097
Broadcom, Inc.
2,762,720
22,217
Cirrus Logic, Inc.*
2,873,769
4,806
First Solar, Inc.*
1,014,210
37,638
KLA Corp.
6,880,979
The accompanying notes are an integral part of these financial statements.
 
21
Hartford Multifactor US Equity ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.8% - (continued)
Semiconductors & Semiconductor Equipment - 8.6% - (continued)
23,857
Lam Research Corp.
$6,990,578
6,796
MACOM Technology Solutions Holdings, Inc.*
1,708,786
7,182
Micron Technology, Inc.
5,911,001
2,200
Monolithic Power Systems, Inc.
3,137,266
23,057
NVIDIA Corp.
4,628,693
3,306
NXP Semiconductors NV
757,603
25,414
QUALCOMM, Inc.
3,751,361
2,251
Rambus, Inc.*
204,909
11,913
Skyworks Solutions, Inc.
741,942
14,697
Teradyne, Inc.
5,403,940
14,286
Texas Instruments, Inc.
3,939,222
 
60,471,839
Software & Services - 11.2%
22,876
Accenture PLC Class A
3,795,586
12,723
Adobe, Inc.*
3,185,966
23,914
Akamai Technologies, Inc.*
2,754,415
9,640
Autodesk, Inc.*
2,257,688
8,583
Cadence Design Systems, Inc.*
2,918,392
108,847
Cognizant Technology Solutions Corp. Class A
6,024,682
10,096
Crowdstrike Holdings, Inc. Class A*
1,926,923
4,385
Datadog, Inc. Class A*
1,175,048
153,623
Dropbox, Inc. Class A*
5,001,965
5,597
EPAM Systems, Inc.*
590,819
2,388
Fair Isaac Corp.*
2,681,652
59,903
Fortinet, Inc.*
9,701,291
12,538
Gartner, Inc.*
1,893,489
9,264
GoDaddy, Inc. Class A*
766,503
14,672
InterDigital, Inc.
4,472,392
21,938
International Business Machines Corp.
4,906,434
6,363
Intuit, Inc.
2,011,153
5,790
Manhattan Associates, Inc.*
1,107,974
13,155
Microsoft Corp.
6,113,392
871
MongoDB, Inc.*
293,945
732
PTC, Inc.*
100,430
12,390
Qualys, Inc.*
1,793,453
1,344
Roper Technologies, Inc.
526,808
11,131
Salesforce, Inc.
2,048,327
5,343
ServiceNow, Inc.*
594,302
19,453
VeriSign, Inc.
5,641,759
7,921
Workday, Inc. Class A*
1,270,053
36,663
Zoom Communications, Inc.*
3,522,214
 
79,077,055
Technology Hardware & Equipment - 14.7%
3,101
Advanced Energy Industries, Inc.
897,802
38,405
Amphenol Corp. Class A
6,171,683
22,226
Apple, Inc.
6,865,834
6,760
Arista Networks, Inc.*
1,219,166
7,557
Arrow Electronics, Inc.*
1,636,619
38,561
Avnet, Inc.
3,425,759
2,590
Belden, Inc.
321,290
15,189
CDW Corp.
2,245,086
13,834
Ciena Corp.*
5,216,110
80,894
Cisco Systems, Inc.
9,382,895
30,211
Corning, Inc.
4,176,671
19,653
Dell Technologies, Inc. Class C
7,966,737
4,594
F5, Inc.*
1,849,407
3,093
Flex Ltd.*
351,829
189,720
HP, Inc.
5,173,664
3,706
Jabil, Inc.
1,167,575
6,715
Keysight Technologies, Inc.*
2,142,622
6,759
Motorola Solutions, Inc.
2,945,234
34,833
NetApp, Inc.
6,217,690
5,990
Plexus Corp.*
1,505,527
3,856
Sanmina Corp.*
715,519
12,116
Seagate Technology Holdings PLC
10,372,871
11,267
TD SYNNEX Corp.
2,880,972
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.8% - (continued)
Technology Hardware & Equipment - 14.7% - (continued)
17,939
TE Connectivity PLC
$3,689,873
3,691
Teledyne Technologies, Inc.*
2,419,709
72,553
Viavi Solutions, Inc.*
2,680,833
36,777
Vontier Corp.
1,181,645
16,203
Western Digital Corp.
8,828,043
 
103,648,665
Telecommunication Services - 2.2%
149,952
AT&T, Inc.
3,486,384
105,121
Comcast Corp. Class A
2,518,699
16,917
T-Mobile U.S., Inc.
2,921,735
135,428
Verizon Communications, Inc.
6,339,385
 
15,266,203
Transportation - 1.7%
27,979
CH Robinson Worldwide, Inc.
4,133,338
11,009
Expeditors International of Washington, Inc.
1,848,301
8,964
FedEx Corp.
2,755,533
4,500
Fedex Freight Holding Co., Inc.*
632,385
7,067
Landstar System, Inc.
1,235,099
723
Ryder System, Inc.
185,392
11,476
United Parcel Service, Inc. Class B
1,196,029
 
11,986,077
Utilities - 3.7%
9,365
Ameren Corp.
1,026,498
16,774
American Electric Power Co., Inc.
2,144,556
2,926
Black Hills Corp.
208,360
26,041
Consolidated Edison, Inc.
2,834,563
6,397
DTE Energy Co.
907,542
13,764
Duke Energy Corp.
1,726,419
28,628
Edison International
2,100,436
7,753
Entergy Corp.
834,378
4,082
Evergy, Inc.
338,847
42,220
Exelon Corp.
1,934,520
17,047
FirstEnergy Corp.
823,541
18,021
National Fuel Gas Co.
1,483,308
16,833
NextEra Energy, Inc.
1,463,124
4,264
NRG Energy, Inc.
572,613
22,374
PG&E Corp.
388,860
37,464
Portland General Electric Co.
1,848,099
3,432
Public Service Enterprise Group, Inc.
263,166
14,885
Southern Co.
1,407,228
30,800
UGI Corp.
1,112,496
11,957
WEC Energy Group, Inc.
1,308,335
16,136
Xcel Energy, Inc.
1,261,835
 
25,988,724
Total Common Stocks
(cost $567,370,132)
$704,682,791
Total Investments
(cost $567,370,132)
99.8
%
$704,682,791
Other Assets and Liabilities
0.2
%
1,150,974
Net Assets
100.0
%
$705,833,765
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.  
The accompanying notes are an integral part of these financial statements.
 
22
Hartford Multifactor US Equity ETF
Schedule of Investments – (continued)
July 31, 2026  
*
Non-income producing.
 
Futures Contracts Outstanding at July 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
2
09/18/2026
$751,925
$(1,193
)
Total futures contracts
$(1,193
)
† See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of July 31, 2026 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Common Stocks 
$704,682,791
$704,682,791
$—
$—
Total
$704,682,791
$704,682,791
$—
$—
Liabilities
Futures Contracts(2) 
$(1,193
)
$(1,193
)
$—
$—
Total
$(1,193
)
$(1,193
)
$—
$—
 
(1)
For the year ended July 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.
 
23
Hartford US Quality Growth ETF
Schedule of Investments
July 31, 2026  
 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.9%
Automobiles & Components - 1.8%
2,809
Tesla, Inc.*
$874,189
Banks - 2.1%
2,963
JP Morgan Chase & Co.
1,042,354
Capital Goods - 4.8%
1,262
A.O. Smith Corp.
75,884
248
Builders FirstSource, Inc.*
16,477
32
Comfort Systems USA, Inc.
55,350
546
Donaldson Co., Inc.
51,455
165
EMCOR Group, Inc.
131,576
8,137
Fastenal Co.
388,216
1,470
Ferguson Enterprises, Inc.
344,465
536
Illinois Tool Works, Inc.
153,805
145
Lennox International, Inc.
60,303
1,709
Masco Corp.
122,159
1,275
Otis Worldwide Corp.
91,736
160
Rockwell Automation, Inc.
76,813
221
SiteOne Landscape Supply, Inc.*
20,871
785
Toro Co.
72,118
329
Trane Technologies PLC
149,679
416
WW Grainger, Inc.
575,004
 
2,385,911
Commercial & Professional Services - 1.2%
1,455
Cintas Corp.
297,737
2,495
Rollins, Inc.
94,735
2,263
UL Solutions, Inc. Class A
207,381
 
599,853
Consumer Discretionary Distribution & Retail - 9.3%
1,558
Abercrombie & Fitch Co. Class A*
155,083
9,495
Amazon.com, Inc.*
2,578,652
23
AutoZone, Inc.*
69,374
1,214
Bath & Body Works, Inc.
24,426
234
Best Buy Co., Inc.
20,185
858
eBay, Inc.
97,821
558
Etsy, Inc.*
45,577
2,841
Gap, Inc.
57,076
565
Home Depot, Inc.
187,557
1,035
Lowe's Cos., Inc.
215,083
7,748
Macy's, Inc.
192,305
1,031
O'Reilly Automotive, Inc.*
92,120
286
Ross Stores, Inc.
71,806
1,778
TJX Cos., Inc.
279,751
468
Ulta Beauty, Inc.*
240,004
2,233
Wayfair, Inc. Class A*
189,582
200
Williams-Sonoma, Inc.
45,732
 
4,562,134
Consumer Durables & Apparel - 0.5%
405
Deckers Outdoor Corp.*
39,237
430
Lululemon Athletica, Inc.*
51,114
534
NIKE, Inc. Class B
22,273
173
Ralph Lauren Corp.
65,799
501
Tapestry, Inc.
76,337
 
254,760
Consumer Services - 1.6%
1,954
Booking Holdings, Inc.
376,927
41
Domino's Pizza, Inc.
14,245
874
Expedia Group, Inc.
257,603
664
H&R Block, Inc.
29,236
591
Yum! Brands, Inc.
90,588
 
768,599
Consumer Staples Distribution & Retail - 2.8%
480
Albertsons Cos., Inc. Class A(1)
5,558
99
Costco Wholesale Corp.
94,237
672
Dollar General Corp.
85,378
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.9% - (continued)
Consumer Staples Distribution & Retail - 2.8% - (continued)
2,188
Kroger Co.
$126,335
2,021
Sysco Corp.
172,270
1,044
Target Corp.
150,847
6,953
Walmart, Inc.
773,174
 
1,407,799
Energy - 3.8%
6,418
APA Corp.
239,520
554
ConocoPhillips
66,746
1,971
EOG Resources, Inc.
293,068
5,698
ExxonMobil Holdings Corp.
885,697
5,123
Magnolia Oil & Gas Corp. Class A
131,712
265
Texas Pacific Land Corp.
106,684
1,674
Weatherford International PLC
146,960
 
1,870,387
Financial Services - 4.9%
1,756
Berkshire Hathaway, Inc. Class B*
898,264
1,309
Block, Inc.*
106,343
322
Mastercard, Inc. Class A
184,538
45
Moody's Corp.
21,527
258
MSCI, Inc.
147,638
1,372
Toast, Inc. Class A*
44,275
2,769
Visa, Inc. Class A
1,013,814
 
2,416,399
Food, Beverage & Tobacco - 0.8%
1,913
Altria Group, Inc.
130,715
279
Monster Beverage Corp.*
26,890
1,003
PepsiCo, Inc.
139,979
439
Philip Morris International, Inc.
83,770
 
381,354
Health Care Equipment & Services - 0.6%
499
IDEXX Laboratories, Inc.*
278,976
Household & Personal Products - 0.3%
1,578
Colgate-Palmolive Co.
144,071
Materials - 1.9%
223
Ecolab, Inc.
61,912
847
Newmont Corp.
79,372
441
Reliance, Inc.
179,090
1,335
RPM International, Inc.
142,939
1,391
Sherwin-Williams Co.
474,122
 
937,435
Media & Entertainment - 11.0%
6,980
Alphabet, Inc. Class A
2,485,787
1,633
Electronic Arts, Inc.
342,701
7,640
Match Group, Inc.
301,092
2,303
Meta Platforms, Inc. Class A
1,282,103
1,766
Netflix, Inc.*
126,640
1,765
New York Times Co. Class A
132,181
13,044
Pinterest, Inc. Class A*
313,187
1,148
Reddit, Inc. Class A*
161,489
385
Roku, Inc.*
55,829
825
Take-Two Interactive Software, Inc.*
200,409
 
5,401,418
Pharmaceuticals, Biotechnology & Life Sciences - 9.3%
329
AbbVie, Inc.
82,559
3,541
Alkermes PLC*
173,473
348
Alnylam Pharmaceuticals, Inc.*
71,521
791
Axsome Therapeutics, Inc.*
172,430
2,906
Bristol-Myers Squibb Co.
189,791
844
Eli Lilly & Co.
969,621
4,942
Exelixis, Inc.*
262,074
1,733
Gilead Sciences, Inc.
225,654
2,011
Incyte Corp.*
240,355
3,517
Johnson & Johnson
901,583
The accompanying notes are an integral part of these financial statements.
 
24
Hartford US Quality Growth ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.9% - (continued)
Pharmaceuticals, Biotechnology & Life Sciences - 9.3% - (continued)
2,059
Merck & Co., Inc.
$268,082
182
Mettler-Toledo International, Inc.*
257,767
1,588
Natera, Inc.*
425,203
3,031
PTC Therapeutics, Inc.*
206,138
259
Vertex Pharmaceuticals, Inc.*
123,569
354
Zoetis, Inc.
27,361
 
4,597,181
Real Estate Management & Development - 1.0%
37,929
Compass, Inc. Class A*
432,011
1,893
Zillow Group, Inc. Class C*
64,476
 
496,487
Semiconductors & Semiconductor Equipment - 14.8%
869
Applied Materials, Inc.
441,165
4,539
Broadcom, Inc.
1,766,942
685
Cirrus Logic, Inc.*
88,605
2,787
KLA Corp.
509,519
1,708
Lam Research Corp.
500,478
302
Micron Technology, Inc.
248,555
120
Monolithic Power Systems, Inc.
171,124
13,070
NVIDIA Corp.
2,623,803
2,918
QUALCOMM, Inc.
430,726
754
Teradyne, Inc.
277,238
749
Texas Instruments, Inc.
206,529
 
7,264,684
Software & Services - 16.7%
1,019
Accenture PLC Class A
169,072
1,875
Adobe, Inc.*
469,519
1,168
AppLovin Corp. Class A*
462,411
1,092
Atlassian Corp. Class A*
110,308
1,071
Autodesk, Inc.*
250,828
588
Cadence Design Systems, Inc.*
199,932
2,760
Cognizant Technology Solutions Corp. Class A
152,766
1,642
Crowdstrike Holdings, Inc. Class A*
313,392
885
Datadog, Inc. Class A*
237,153
2,391
Docusign, Inc.*
131,099
10,997
Dropbox, Inc. Class A*
358,062
264
Fair Isaac Corp.*
296,464
3,925
Fortinet, Inc.*
635,654
1,116
Gartner, Inc.*
168,538
197
HubSpot, Inc.*
46,760
308
International Business Machines Corp.
68,884
693
Intuit, Inc.
219,037
930
Manhattan Associates, Inc.*
177,965
4,825
Microsoft Corp.
2,242,274
659
MongoDB, Inc.*
222,399
1,670
Nutanix, Inc. Class A*
98,547
1,528
Palantir Technologies, Inc. Class A*
188,036
155
Palo Alto Networks, Inc.*
51,434
953
Qualys, Inc.*
137,947
934
Salesforce, Inc.
171,875
1,788
ServiceNow, Inc.*
198,879
2,222
UiPath, Inc. Class A*
28,353
1,141
VeriSign, Inc.
330,913
354
Workday, Inc. Class A*
56,760
 
8,195,261
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.9% - (continued)
Technology Hardware & Equipment - 10.0%
1,082
Amphenol Corp. Class A
$173,877
8,221
Apple, Inc.
2,539,549
549
Arista Networks, Inc.*
99,012
386
Ciena Corp.*
145,541
2,299
Cisco Systems, Inc.
266,661
102
Dell Technologies, Inc. Class C
41,348
2,122
Everpure, Inc. Class A*
163,755
139
Keysight Technologies, Inc.*
44,352
1,203
NetApp, Inc.
214,736
976
Seagate Technology Holdings PLC
835,583
763
Western Digital Corp.
415,713
 
4,940,127
Transportation - 0.6%
1,106
CH Robinson Worldwide, Inc.
163,389
691
Landstar System, Inc.
120,766
 
284,155
Utilities - 0.1%
299
NRG Energy, Inc.
40,153
Total Common Stocks
(cost $38,812,130)
$49,143,687
SHORT-TERM INVESTMENTS - 0.0%
Securities Lending Collateral - 0.0%
5,760
State Street Navigator Securities Lending Government
Money Market Portfolio, 3.63%(2)
$5,760
Total Short-Term Investments
(cost $5,760)
$5,760
Total Investments
(cost $38,817,890)
99.9
%
$49,149,447
Other Assets and Liabilities
0.1
%
26,500
Net Assets
100.0
%
$49,175,947
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.
The accompanying notes are an integral part of these financial statements.
 
25
Hartford US Quality Growth ETF
Schedule of Investments – (continued)
July 31, 2026  
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of July 31, 2026 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Common Stocks 
$49,143,687
$49,143,687
$—
$—
Short-Term Investments 
5,760
5,760
—
—
Total
$49,149,447
$49,149,447
$—
$—
 
(1)
For the year ended July 31, 2026, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.
 
26
Hartford US Value ETF
Schedule of Investments
July 31, 2026  
 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.9%
Banks - 11.6%
7,051
Bank of America Corp.
$436,809
6,401
Bank OZK
328,371
7,234
Citigroup, Inc.
958,143
4,838
Fifth Third Bancorp
273,347
1,344
JP Morgan Chase & Co.
472,806
1,949
M&T Bank Corp.
480,019
2,217
PNC Financial Services Group, Inc.
553,962
1,710
Popular, Inc.
299,609
4,601
Regions Financial Corp.
142,401
3,945
Truist Financial Corp.
204,509
16,245
U.S. Bancorp
1,023,598
2,889
United Bankshares, Inc.
139,972
3,005
Valley National Bancorp
42,941
4,030
Wells Fargo & Co.
348,394
 
5,704,881
Capital Goods - 2.5%
112
A.O. Smith Corp.
6,735
310
Caterpillar, Inc.
252,591
102
Cummins, Inc.
64,688
190
EMCOR Group, Inc.
151,512
517
EnerSys
96,188
2,006
Ferguson Enterprises, Inc.
470,066
118
WW Grainger, Inc.
163,102
 
1,204,882
Commercial & Professional Services - 0.4%
3,278
Maximus, Inc.
197,500
Consumer Discretionary Distribution & Retail - 3.5%
496
Abercrombie & Fitch Co. Class A*
49,372
4,657
Bath & Body Works, Inc.
93,699
2,285
Best Buy Co., Inc.
197,104
23,352
Gap, Inc.
469,141
331
Lowe's Cos., Inc.
68,785
33,657
Macy's, Inc.
835,367
60
Ulta Beauty, Inc.*
30,770
 
1,744,238
Consumer Services - 0.3%
555
Expedia Group, Inc.
163,581
Consumer Staples Distribution & Retail - 3.1%
21,683
Albertsons Cos., Inc. Class A
251,089
704
Dollar General Corp.
89,443
61
Sysco Corp.
5,200
5,969
Target Corp.
862,461
2,921
Walmart, Inc.
324,815
 
1,533,008
Energy - 10.2%
21,959
APA Corp.
819,510
6,882
ConocoPhillips
829,143
11,018
Devon Energy Corp.
497,242
5,046
EOG Resources, Inc.
750,290
4,992
ExxonMobil Holdings Corp.
775,956
6,175
Halliburton Co.
199,144
12,474
Magnolia Oil & Gas Corp. Class A
320,707
1,510
Noble Corp. PLC
64,024
10,794
Permian Resources Corp. Class A
230,020
6,309
Weatherford International PLC
553,867
 
5,039,903
Equity Real Estate Investment Trusts (REITs) - 3.1%
930
American Tower Corp. REIT
161,225
12,852
Host Hotels & Resorts, Inc. REIT
322,971
2,275
Lamar Advertising Co. Class A, REIT
363,909
1,804
Prologis, Inc. REIT
260,876
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.9% - (continued)
Equity Real Estate Investment Trusts (REITs) - 3.1% - (continued)
244
Simon Property Group, Inc. REIT
$55,966
14,172
VICI Properties, Inc. REIT
373,432
 
1,538,379
Financial Services - 15.9%
7,469
Bank of New York Mellon Corp.
1,167,629
1,160
Berkshire Hathaway, Inc. Class B*
593,386
9,919
Block, Inc.*
805,819
697
Essent Group Ltd.
45,974
221
Goldman Sachs Group, Inc.
225,062
1,236
Interactive Brokers Group, Inc. Class A
108,756
1,082
Invesco Ltd.
32,027
2,398
Jack Henry & Associates, Inc.
369,388
917
Jackson Financial, Inc. Class A
112,131
710
Mastercard, Inc. Class A
406,901
4,001
MGIC Investment Corp.
120,190
121
Moody's Corp.
57,884
1,448
Morgan Stanley
304,688
639
MSCI, Inc.
365,661
4,063
Northern Trust Corp.
740,238
3,780
PayPal Holdings, Inc.
216,254
603
SEI Investments Co.
62,097
6,326
State Street Corp.
1,164,996
547
Synchrony Financial
41,457
3,421
T. Rowe Price Group, Inc.
382,297
1,320
Visa, Inc. Class A
483,292
 
7,806,127
Food, Beverage & Tobacco - 0.4%
2,846
Altria Group, Inc.
194,467
Health Care Equipment & Services - 2.6%
1,543
Elevance Health, Inc.
579,921
228
HCA Healthcare, Inc.
91,790
1,502
UnitedHealth Group, Inc.
622,429
 
1,294,140
Insurance - 9.7%
2,161
Allstate Corp.
570,677
5,076
American International Group, Inc.
398,872
728
Arch Capital Group Ltd.*
73,186
993
Axis Capital Holdings Ltd.
104,583
1,501
Chubb Ltd.
526,371
2,494
First American Financial Corp.
187,025
18,292
Lincoln National Corp.
834,298
1,280
MetLife, Inc.
123,046
687
Old Republic International Corp.
29,685
2,685
Progressive Corp.
567,663
5,632
Prudential Financial, Inc.
687,555
533
RenaissanceRe Holdings Ltd.
170,549
1,354
Travelers Cos., Inc.
506,883
 
4,780,393
Materials - 2.4%
2,366
Alcoa Corp.
107,085
782
CF Industries Holdings, Inc.
97,899
2,233
Freeport-McMoRan, Inc.
139,853
6,814
Newmont Corp.
638,540
169
Reliance, Inc.
68,631
339
Sherwin-Williams Co.
115,548
 
1,167,556
Media & Entertainment - 3.1%
2,865
Alphabet, Inc. Class A
1,020,313
1,885
Match Group, Inc.
74,288
802
Meta Platforms, Inc. Class A
446,481
 
1,541,082
Pharmaceuticals, Biotechnology & Life Sciences - 8.6%
152
Amgen, Inc.
58,544
The accompanying notes are an integral part of these financial statements.
 
27
Hartford US Value ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.9% - (continued)
Pharmaceuticals, Biotechnology & Life Sciences - 8.6% - (continued)
12,739
Bristol-Myers Squibb Co.
$831,984
161
Eli Lilly & Co.
184,963
4,624
Gilead Sciences, Inc.
602,091
997
Incyte Corp.*
119,162
3,253
Johnson & Johnson
833,907
7,210
Merck & Co., Inc.
938,742
12,610
Pfizer, Inc.
315,376
5,120
PTC Therapeutics, Inc.*
348,211
 
4,232,980
Real Estate Management & Development - 1.6%
68,255
Compass, Inc. Class A*
777,424
Semiconductors & Semiconductor Equipment - 3.8%
573
Applied Materials, Inc.
290,895
1,696
KLA Corp.
310,063
1,446
Lam Research Corp.
423,707
351
Micron Technology, Inc.
288,883
2,107
NVIDIA Corp.
422,980
834
QUALCOMM, Inc.
123,107
 
1,859,635
Software & Services - 0.4%
336
Accenture PLC Class A
55,749
2,184
Cognizant Technology Solutions Corp. Class A
120,885
 
176,634
Technology Hardware & Equipment - 5.9%
658
Apple, Inc.
203,263
1,470
Dell Technologies, Inc. Class C
595,894
18,026
HP, Inc.
491,569
1,165
Seagate Technology Holdings PLC
997,391
1,162
Western Digital Corp.
633,104
 
2,921,221
Telecommunication Services - 2.9%
11,726
AT&T, Inc.
272,630
17,125
Comcast Corp. Class A
410,315
15,898
Verizon Communications, Inc.
744,185
 
1,427,130
Transportation - 2.2%
1,605
CH Robinson Worldwide, Inc.
237,107
1,382
FedEx Corp.
424,827
691
Fedex Freight Holding Co., Inc.*
97,106
Shares or Principal Amount
Market Value†
COMMON STOCKS - 99.9% - (continued)
Transportation - 2.2% - (continued)
684
Ryder System, Inc.
$175,391
1,192
United Parcel Service, Inc. Class B
124,230
 
1,058,661
Utilities - 5.7%
552
American Electric Power Co., Inc.
70,573
650
Consolidated Edison, Inc.
70,753
2,308
Duke Energy Corp.
289,492
5,675
Edison International
416,375
3,239
Exelon Corp.
148,411
2,725
National Fuel Gas Co.
224,295
2,049
NextEra Energy, Inc.
178,099
3,681
NRG Energy, Inc.
494,321
4,639
Portland General Electric Co.
228,842
1,570
Southern Co.
148,428
14,215
UGI Corp.
513,446
 
2,783,035
Total Common Stocks
(cost $39,579,262)
$49,146,857
Total Investments
(cost $39,579,262)
99.9
%
$49,146,857
Other Assets and Liabilities
0.1
%
36,541
Net Assets
100.0
%
$49,183,398
Note:
Percentage of investments as shown is the ratio of the total market value to net assets.
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.  
*
Non-income producing.
†
See Significant Accounting Policies of accompanying Notes to Financial
Statements regarding valuation of investments.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of July 31, 2026 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Common Stocks 
$49,146,857
$49,146,857
$—
$—
Total
$49,146,857
$49,146,857
$—
$—
 
(1)
For the year ended July 31, 2026, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.
 
28
Hartford Systematic ETFs
GLOSSARY: (abbreviations used in preceding Schedules of Investments)
 
Index Abbreviations:
EAFE
Europe, Australasia and Far East
S&P
Standard & Poor's
Other Abbreviations:
ADR
American Depositary Receipt
ASA
Allmennaksjeselskap
Bhd
Berhad
J-REIT
Japanese Real Estate Investment Trust
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
 
29
Hartford Systematic ETFs
 Statements of Assets and Liabilities
July 31, 2026  
 
 
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) 
$203,572,538
$1,624,928,161
$106,897,851
$63,559,436
$704,682,791
$49,149,447
$49,146,857
Cash
221,995
2,240,721
211,466
131,372
706,824
33,752
29,976
Cash collateral due from broker on
futures contracts
38,000
197,000
51,000
18,000
83,000
—
—
Foreign currency
—
659,877
127,208
952
—
—
—
Receivables:
Dividends and interest
119,328
1,909,104
307,827
30,267
466,668
12,648
58,517
Securities lending income
270
23,638
12,291
824
50
2
10
Variation margin on futures
contracts
2,082
—
4,979
—
4,692
—
—
Tax reclaims
—
3,614,352
—
1,169
—
—
—
Total assets
203,954,213
1,633,572,853
107,612,622
63,742,020
705,944,025
49,195,849
49,235,360
Liabilities:
Obligation to return securities
lending collateral
308,221
6,979,983
1,233,428
2,246,641
—
5,760
—
Payables:
Investment securities purchased
—
—
8,344
—
—
—
39,944
Investment advisory fees
31,968
387,661
40,298
17,748
110,260
14,142
12,018
Variation margin on futures
contracts
—
30,541
—
824
—
—
—
Foreign taxes
—
—
86,768
—
—
—
—
Total liabilities
340,189
7,398,185
1,368,838
2,265,213
110,260
19,902
51,962
Net assets
$203,614,024
$1,626,174,668
$106,243,784
$61,476,807
$705,833,765
$49,175,947
$49,183,398
Summary of Net Assets:
Paid-in-capital
$168,444,373
$1,572,526,264
$102,979,182
$63,025,405
$661,512,094
$43,590,026
$43,755,431
Distributable earnings (loss)
35,169,651
53,648,404
3,264,602
(1,548,598
)
44,321,671
5,585,921
5,427,967
Net assets
203,614,024
1,626,174,668
106,243,784
61,476,807
705,833,765
49,175,947
49,183,398
Net asset value per share
72.08
41.54
34.27
55.89
66.75
65.57
63.46
Shares issued and outstanding
2,825,000
39,150,000
3,100,000
1,100,000
10,575,000
750,000
775,000
Cost of investments
$155,742,573
$1,245,989,851
$86,168,243
$52,899,453
$567,370,132
$38,817,890
$39,579,262
Cost of foreign currency
$—
$657,521
$127,141
$830
$—
$—
$—
(1) Includes Investment in securities on
loan, at market value
$1,142,216
$40,636,383
$2,508,547
$2,422,120
$—
$5,558
$—
The accompanying notes are an integral part of these financial statements.
 
30
Hartford Systematic ETFs
 Statements of Operations
For the Year Ended July 31, 2026  
 
 
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
$2,699,059
$49,362,155
$2,752,847
$1,033,980
Interest
15,033
156,307
7,852
3,987
Securities lending — net
2,188
370,633
87,790
8,057
Less: Foreign tax withheld
—
(4,786,039
)
(345,759
)
(1,157
)
Total investment income, net
2,716,280
45,103,056
2,502,730
1,044,867
Expenses:
Investment advisory fees
312,420
3,997,551
330,389
150,347
Total expenses
312,420
3,997,551
330,389
150,347
Net Investment Income (Loss)
2,403,860
41,105,505
2,172,341
894,520
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency
Transactions on:
Investments
7,444,633
(1)
133,568,065
(1)
3,267,303
(1)
4,485,685
(1)
Less: Foreign taxes paid on realized capital gains
—
—
(109,730
)
—
Futures contracts
68,114
1,333,638
138,388
41,778
Other foreign currency transactions
—
(156,566
)
(44,378
)
—
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency
Transactions
7,512,747
134,745,137
3,251,583
4,527,463
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial
Instruments and Foreign Currency Transactions of:
Investments*
20,178,183
143,285,467
14,485,613
8,025,571
Futures contracts
(14,805
)
98,871
(57,203
)
(7,183
)
Translation of other assets and liabilities in foreign currencies
—
37,233
1,931
13
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial
Instruments and Foreign Currency Transactions
20,163,378
143,421,571
14,430,341
8,018,401
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency
Transactions
27,676,125
278,166,708
17,681,924
12,545,864
Net Increase (Decrease) in Net Assets Resulting from Operations
$30,079,985
$319,272,213
$19,854,265
$13,440,384
* Includes change in unrealized appreciation (depreciation) on deferred capital gains tax
$—
$—
$(8,619
)
$—
 
(1) 
Includes realized gains/(losses) as a result of in-kind redemptions (See Note 11 in the Notes to Financial Statements).
The accompanying notes are an integral part of these financial statements.
 
31
Hartford Systematic ETFs
 Statements of Operations – (continued)
For the Year Ended July 31, 2026  
 
 
Hartford
Multifactor US
Equity ETF
Hartford
US Quality
Growth ETF
Hartford
US Value
ETF
Investment Income:
Dividends
$9,024,504
$401,154
$1,127,818
Interest
29,998
1,621
1,118
Securities lending — net
20,555
572
455
Less: Foreign tax withheld
(2,906
)
(134
)
(819
)
Total investment income, net
9,072,151
403,213
1,128,572
Expenses:
Investment advisory fees
1,047,919
165,683
137,318
Total expenses
1,047,919
165,683
137,318
Net Investment Income (Loss)
8,024,232
237,530
991,254
Net Realized Gain (Loss) on Investments and Other Financial Instruments on:
Investments
54,529,892
(1)
830,257
(1)
2,057,852
(1)
Futures contracts
175,270
—
—
Net Realized Gain (Loss) on Investments and Other Financial Instruments
54,705,162
830,257
2,057,852
Net Changes in Unrealized Appreciation (Depreciation) of Investments and Other Financial Instruments of:
Investments
62,082,422
7,174,325
8,556,769
Futures contracts
(52,472
)
—
—
Net Changes in Unrealized Appreciation (Depreciation) of Investments and Other Financial Instruments
62,029,950
7,174,325
8,556,769
Net Gain (Loss) on Investments and Other Financial Instruments
116,735,112
8,004,582
10,614,621
Net Increase (Decrease) in Net Assets Resulting from Operations
$124,759,344
$8,242,112
$11,605,875
 
(1) 
Includes realized gains/(losses) as a result of in-kind redemptions (See Note 11 in the Notes to Financial Statements).
The accompanying notes are an integral part of these financial statements.
 
32
Hartford Systematic ETFs
 Statements of Changes in Net Assets  
 
 
Hartford
Disciplined
US Equity ETF
Hartford Multifactor
Developed Markets (ex-US) ETF
 
For the
Year Ended
July 31,
2026
For the
Period Ended
July 31,
2025(1)
For the
Year Ended
September 30, 2024
For the
Year Ended
July 31,
2026
For the
Period Ended
July 31,
2025(1)
For the
Year Ended
September 30, 2024
Operations:
Net investment income (loss)
$2,403,860
$1,766,654
$2,037,403
$41,105,505
$27,836,418
$39,574,177
Net realized gain (loss) on investments, other
financial instruments and foreign currency
transactions
7,512,747
4,061,575
8,500,784
134,745,137
40,329,454
103,262,517
Net changes in unrealized appreciation
(depreciation) of investments, other financial
instruments and foreign currency
transactions
20,163,378
7,657,449
20,745,522
143,421,571
80,416,359
124,492,842
Net Increase (Decrease) in Net Assets Resulting
from Operations
30,079,985
13,485,678
31,283,709
319,272,213
148,582,231
267,329,536
Distributions to Shareholders
(2,330,116
)
(1,797,874
)
(1,830,089
)
(42,632,160
)
(42,881,372
)
(53,499,216
)
Capital Share Transactions:
Sold
74,153,451
44,125,756
48,295,083
357,043,498
11,893,295
—
Redeemed
(37,006,409
)
(39,388,368
)
(45,338,918
)
(166,474,752
)
(99,074,253
)
(561,715,572
)
Other Capital
—
—
—
33,798
555
2,672
Net increase (decrease) from capital share
transactions
37,147,042
4,737,388
2,956,165
190,602,544
(87,180,403
)
(561,712,900
)
Net Increase (Decrease) in Net Assets
64,896,911
16,425,192
32,409,785
467,242,597
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
$203,614,024
$138,717,113
$122,291,921
$1,626,174,668
$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.
 
33
Hartford Systematic ETFs
 Statements of Changes in Net Assets – (continued) 
 
 
Hartford Multifactor
Emerging Markets ETF
Hartford Multifactor
Small Cap ETF
 
For the
Year Ended
July 31,
2026
For the
Period Ended
July 31,
2025(1)
For the
Year Ended
September 30, 2024
For the
Year Ended
July 31,
2026
For the
Period Ended
July 31,
2025(1)
For the
Year Ended
September 30, 2024
Operations:
Net investment income (loss)
$2,172,341
$1,019,140
$847,893
$894,520
$632,912
$674,820
Net realized gain (loss) on investments, other financial
instruments and foreign currency transactions
3,251,583
(51,908
)
(99,535
)
4,527,463
(335,885
)
2,435,420
Net changes in unrealized appreciation (depreciation)
of investments, other financial instruments and
foreign currency transactions
14,430,341
1,642,320
4,449,428
8,018,401
(979,636
)
4,152,906
Net Increase (Decrease) in Net Assets Resulting from
Operations
19,854,265
2,609,552
5,197,786
13,440,384
(682,609
)
7,263,146
Distributions to Shareholders
(2,105,140
)
(1,516,014
)
(959,414
)
(871,858
)
(580,345
)
(672,927
)
Capital Share Transactions:
Sold
54,522,621
8,670,631
9,684,636
29,204,132
8,126,424
4,072,538
Redeemed
(5,485,085
)
(2,300,838
)
(1,129,750
)
(15,867,092
)
(3,004,532
)
(13,222,218
)
Other Capital
85,695
16,394
18,626
—
—
—
Net increase (decrease) from capital share
transactions
49,123,231
6,386,187
8,573,512
13,337,040
5,121,892
(9,149,680
)
Net Increase (Decrease) in Net Assets
66,872,356
7,479,725
12,811,884
25,905,566
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
$106,243,784
$39,371,428
$31,891,703
$61,476,807
$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.
 
34
Hartford Systematic ETFs
 Statements of Changes in Net Assets – (continued) 
 
 
Hartford Multifactor
US Equity ETF
Hartford
US Quality
Growth ETF
 
For the
Year Ended
July 31,
2026
For the
Period Ended
July 31,
2025(1)
For the
Year Ended
September 30, 2024
For the
Year Ended
July 31,
2026
For the
Period Ended
July 31,
2025(1)
For the
Period Ended
September 30, 2024
(2)
Operations:
Net investment income (loss)
$8,024,232
$6,292,695
$7,177,183
$237,530
$197,720
$34,427
Net realized gain (loss) on investments and other
financial instruments
54,705,162
23,430,293
40,121,909
830,257
122,497
235,518
Net changes in unrealized appreciation
(depreciation) of investments and other financial
instruments
62,029,950
(5,879,611
)
63,326,562
7,174,325
2,052,024
1,105,208
Net Increase (Decrease) in Net Assets Resulting from
Operations
124,759,344
23,843,377
110,625,654
8,242,112
2,372,241
1,375,153
Distributions to Shareholders
(7,981,456
)
(5,896,378
)
(7,008,886
)
(244,342
)
(174,508
)
(25,230
)
Capital Share Transactions:
Sold
327,342,860
103,664,147
114,529,354
7,324,534
47,337,201
7,356,113
Redeemed
(211,386,658
)
(111,201,335
)
(150,117,945
)
(11,737,019
)
(10,268,792
)
(2,381,516
)
Net increase (decrease) from capital share
transactions
115,956,202
(7,537,188
)
(35,588,591
)
(4,412,485
)
37,068,409
4,974,597
Net Increase (Decrease) in Net Assets
232,734,090
10,409,811
68,028,177
3,585,285
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
$705,833,765
$473,099,675
$462,689,864
$49,175,947
$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.
 
35
Hartford Systematic ETFs
 Statements of Changes in Net Assets – (continued) 
 
 
Hartford
US Value
ETF
 
For the
Year Ended
July 31,
2026
For the
Period Ended
July 31,
2025(1)
For the
Period Ended
September 30, 2024
(2)
Operations:
Net investment income (loss)
$991,254
$834,480
$115,193
Net realized gain (loss) on investments
2,057,852
(885,851
)
384,005
Net changes in unrealized appreciation (depreciation) of investments
8,556,769
231,852
778,974
Net Increase (Decrease) in Net Assets Resulting from Operations
11,605,875
180,481
1,278,172
Distributions to Shareholders
(990,406
)
(717,306
)
(87,792
)
Capital Share Transactions:
Sold
12,371,103
47,097,182
7,278,721
Redeemed
(17,969,958
)
(8,541,256
)
(2,321,418
)
Net increase (decrease) from capital share transactions
(5,598,855
)
38,555,926
4,957,303
Net Increase (Decrease) in Net Assets
5,016,614
38,019,101
6,147,683
Net Assets:
Beginning of period
44,166,784
6,147,683
—
End of period
$49,183,398
$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.
 
36
Hartford Systematic ETFs
Financial Highlights
 
 
—Selected Per-Share Data(1)—
—Ratios and Supplemental Data —
 
Net Asset
Value at
Beginning
of Period
Net
Investment
Income
(Loss)
Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
Total
from
Investment
Operations
Other
Capital
Dividends
from Net
Investment
Income
Total
Dividends
and
Distributions
Net
Asset
Value at
End of
Period
Total
Return(2)
Net
Assets at
End of
Period
(000s)
Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
Portfolio
Turnover(4)
Hartford Disciplined US Equity ETF
For the Year Ended July 31, 2026
 
$60.97
$0.97
$11.08
$12.05
$—
$(0.94
)
$(0.94
)
$72.08
19.92
%
$203,614
0.19
%
0.19
%
1.46
%
56
%
For the Period Ended July 31, 2025(5)
 
$55.59
$0.76
$5.39
$6.15
$—
$(0.77
)
$(0.77
)
$60.97
11.16
%(6)
$138,717
0.19
%(7)
0.19
%(7)
1.60
%(7)
33
%
For the Year Ended September 30, 2024
 
$42.30
$0.91
$13.20
$14.11
$—
$(0.82
)
$(0.82
)
$55.59
33.57
%
$122,292
0.19
%
0.19
%
1.86
%
51
%
For the Period Ended September 30, 2023(8)
 
$40.00
$0.74
$2.02
(9)
$2.76
$—
$(0.46
)
$(0.46
)
$42.30
6.97
%(6)
$89,882
0.19
%(7)
0.19
%(7)
1.99
%(7)
90
%(10)
Hartford Multifactor Developed Markets (ex-US) ETF
For the Year Ended July 31, 2026
 
$33.79
$1.14
$7.77
$8.91
$0.00
(11)
$(1.16
)
$(1.16
)
$41.54
26.64
%
$1,626,175
0.29
%
0.29
%
2.98
%
48
%
For the Period Ended July 31, 2025(5)
 
$30.62
$0.78
$3.60
$4.38
$0.00
(11)
$(1.21
)
$(1.21
)
$33.79
14.74
%(6)
$1,158,932
0.29
%(7)
0.29
%(7)
3.01
%(7)
25
%
For the Year Ended September 30, 2024
 
$25.77
$0.86
$5.12
$5.98
$0.00
(11)
$(1.13
)
$(1.13
)
$30.62
23.77
%
$1,140,412
0.29
%
0.29
%
3.12
%
61
%
For the Year Ended September 30, 2023
 
$21.86
$1.02
$3.79
$4.81
$0.00
(11)
$(0.90
)
$(0.90
)
$25.77
22.09
%
$1,488,294
0.29
%
0.29
%
3.97
%
38
%
For the Year Ended September 30, 2022
 
$30.26
$1.07
$(8.03
)
$(6.96
)
$—
$(1.44
)
$(1.44
)
$21.86
(23.89
)%
$1,246,262
0.29
%
0.29
%
3.82
%
33
%
For the Year Ended September 30, 2021
 
$25.89
$0.99
$4.37
$5.36
$—
$(0.99
)
$(0.99
)
$30.26
20.81
%
$1,945,925
0.29
%
0.29
%
3.37
%
44
%
Hartford Multifactor Emerging Markets ETF
For the Year Ended July 31, 2026
 
$26.25
$0.92
$7.90
$8.82
$0.04
$(0.84
)
$(0.84
)
$34.27
34.10
%
$106,244
0.44
%
0.44
%
2.89
%
65
%
For the Period Ended July 31, 2025(5)
 
$25.51
$0.80
$1.08
$1.88
$0.01
$(1.15
)
$(1.15
)
$26.25
7.88
%(6)
$39,371
0.44
%(7)
0.44
%(7)
3.92
%(7)
32
%
For the Year Ended September 30, 2024
 
$21.20
$0.87
$4.49
$5.36
$0.02
$(1.07
)
$(1.07
)
$25.51
26.15
%
$31,892
0.44
%
0.44
%
3.76
%
54
%
For the Year Ended September 30, 2023
 
$18.25
$0.72
$3.24
$3.96
$0.04
$(1.05
)
$(1.05
)
$21.20
22.32
%
$19,080
0.44
%
0.44
%
3.52
%
71
%
For the Year Ended September 30, 2022
 
$24.65
$1.02
$(6.43
)
$(5.41
)
$0.03
$(1.02
)
$(1.02
)
$18.25
(22.60
)%
$25,555
0.44
%
0.44
%
4.55
%
70
%
For the Year Ended September 30, 2021
 
$19.58
$0.69
$5.10
$5.79
$0.01
$(0.73
)
$(0.73
)
$24.65
29.81
%
$41,913
0.44
%
0.44
%
2.89
%
96
%
Hartford Multifactor Small Cap ETF
For the Year Ended July 31, 2026
 
$41.85
$1.00
$14.04
$15.04
$—
$(1.00
)
$(1.00
)
$55.89
36.32
%
$61,477
0.34
%
0.34
%
2.02
%
37
%
For the Period Ended July 31, 2025(5)
 
$43.74
$0.81
$(1.96
)
$(1.15
)
$—
$(0.74
)
$(0.74
)
$41.85
(2.63
)%(6)
$35,571
0.34
%(7)
0.34
%(7)
2.30
%(7)
25
%
For the Year Ended September 30, 2024
 
$36.08
$0.84
$7.65
$8.49
$—
$(0.83
)
$(0.83
)
$43.74
23.70
%
$31,712
0.34
%
0.34
%
2.10
%
41
%
The accompanying notes are an integral part of these financial statements.
 
37
Hartford Systematic ETFs
Financial Highlights – (continued)
 
—Selected Per-Share Data(1)—
—Ratios and Supplemental Data —
 
Net Asset
Value at
Beginning
of Period
Net
Investment
Income
(Loss)
Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
Total
from
Investment
Operations
Other
Capital
Dividends
from Net
Investment
Income
Total
Dividends
and
Distributions
Net
Asset
Value at
End of
Period
Total
Return(2)
Net
Assets at
End of
Period
(000s)
Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
Portfolio
Turnover(4)
Hartford Multifactor Small Cap ETF – (continued)
For the Year Ended September 30, 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
%
Hartford Multifactor US Equity ETF
For the Year Ended July 31, 2026
 
$53.91
$0.88
$12.84
$13.72
$—
$(0.88
)
$(0.88
)
$66.75
25.66
%
$705,834
0.19
%
0.19
%
1.45
%
50
%
For the Period Ended July 31, 2025(5)
 
$51.84
$0.72
$2.03
$2.75
$—
$(0.68
)
$(0.68
)
$53.91
5.36
%(6)
$473,100
0.19
%(7)
0.19
%(7)
1.67
%(7)
26
%
For the Year Ended September 30, 2024
 
$40.17
$0.81
$11.65
$12.46
$—
$(0.79
)
$(0.79
)
$51.84
31.23
%
$462,690
0.19
%
0.19
%
1.76
%
51
%
For the Year Ended September 30, 2023
 
$35.32
$0.82
$4.84
$5.66
$—
$(0.81
)
$(0.81
)
$40.17
16.10
%
$394,662
0.19
%
0.19
%
2.06
%
58
%
For the Year Ended September 30, 2022
 
$39.89
$0.73
$(4.60
)
$(3.87
)
$—
$(0.70
)
$(0.70
)
$35.32
(9.89
)%
$333,741
0.19
%
0.19
%
1.81
%
47
%
For the Year Ended September 30, 2021
 
$31.76
$0.57
$8.22
$8.79
$—
$(0.66
)
$(0.66
)
$39.89
27.83
%
$385,960
0.19
%
0.19
%
1.50
%
76
%
Hartford US Quality Growth ETF
For the Year Ended July 31, 2026
 
$55.26
$0.29
$10.32
$10.61
$—
$(0.30
)
$(0.30
)
$65.57
19.25
%
$49,176
0.34
%
0.34
%
0.49
%
42
%
For the Period Ended July 31, 2025(5)
 
$50.60
$0.25
$4.61
$4.86
$—
$(0.20
)
$(0.20
)
$55.26
9.62
%(6)
$45,591
0.34
%(7)
0.34
%(7)
0.58
%(7)
34
%
For the Period Ended September 30, 2024(12)
 
$39.95
$0.27
$10.58
$10.85
$—
$(0.20
)
$(0.20
)
$50.60
27.19
%(6)
$6,325
0.34
%(7)
0.34
%(7)
0.73
%(7)
34
%(13)
Hartford US Value ETF
For the Year Ended July 31, 2026
 
$50.48
$1.18
$12.96
$14.14
$—
$(1.16
)
$(1.16
)
$63.46
28.34
%
$49,183
0.29
%
0.29
%
2.09
%
74
%
For the Period Ended July 31, 2025(5)
 
$49.18
$0.98
$1.07
(9)
$2.05
$—
$(0.75
)
$(0.75
)
$50.48
4.24
%(6)
$44,167
0.29
%(7)
0.29
%(7)
2.41
%(7)
42
%
For the Period Ended September 30, 2024(12)
 
$39.67
$0.92
$9.29
$10.21
$—
$(0.70
)
$(0.70
)
$49.18
25.83
%(6)
$6,148
0.29
%(7)
0.29
%(7)
2.47
%(7)
64
%(13)
 
FINANCIAL HIGHLIGHTS FOOTNOTES
(1)
Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average
shares outstanding unless otherwise noted.
(2)
Total return is calculated assuming a hypothetical purchase of beneficial shares on the opening of the first day at the net asset value and a sale on the closing of the last day at the
net asset value of each period reported. Dividends and distributions, if any, are assumed for purposes of this calculation, to be reinvested at net asset value at the end of the
distribution day.
(3)
Adjustments include waivers and reimbursements, if applicable.
(4)
Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions, if any.
(5)
For the period from October 1, 2024 to July 31, 2025. Effective May 1, 2025, the Funds changed fiscal year end from September 30 to July 31 (See Note 1 in the Notes to Financial
Statements).
The accompanying notes are an integral part of these financial statements.
 
38
Hartford Systematic ETFs
Financial Highlights – (continued)
(6)
Not annualized.
(7)
Annualized.
(8)
Commenced operations on November 16, 2022.
(9)
Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the Fund and the amount and
timing of per-share net realized and unrealized gain (loss) on such shares.
(10)
Reflects the Fund's portfolio turnover for the period November 16, 2022 through September 30, 2023.
(11)
Amount is less than $0.01 per share.
(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.
 
39
Hartford Systematic ETFs
 Notes to Financial Statements
 July 31, 2026  
1.
Organization:
Lattice Strategies Trust (the "Trust") is an open-end registered management investment company comprised of seven operational series as of July 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 obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services.
 
40
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
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
 
41
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
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 (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).
 
42
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
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 year ended July 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 July 31, 2026:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Liabilities:
Unrealized depreciation on futures contracts(1)
$—
$—
$—
$1,252
$—
$1,252
Total
$—
$—
$—
$1,252
$—
$1,252
 
(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 the current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.
 
 
43
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
Disciplined US Equity ETF – (continued) 
The Effect of Derivative Instruments on the Statement of Operations for the year ended July 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
$—
$—
$—
$68,114
$—
$68,114
Total
$—
$—
$—
$68,114
$—
$68,114
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized
as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts
$—
$—
$—
$(14,805
)
$—
$(14,805
)
Total
$—
$—
$—
$(14,805
)
$—
$(14,805
)
For the year ended July 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 July 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)
$—
$—
$—
$12,362
$—
$12,362
Total
$—
$—
$—
$12,362
$—
$12,362
 
(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 the 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 year ended July 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
$—
$—
$—
$1,333,638
$—
$1,333,638
Total
$—
$—
$—
$1,333,638
$—
$1,333,638
Net Change in Unrealized Appreciation (Depreciation) on Derivatives
Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts
$—
$—
$—
$98,871
$—
$98,871
Total
$—
$—
$—
$98,871
$—
$98,871
For the year ended July 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
55
 
44
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
Multifactor Emerging Markets ETF 
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2026:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Liabilities:
Unrealized depreciation on futures contracts(1)
$—
$—
$—
$51,901
$—
$51,901
Total
$—
$—
$—
$51,901
$—
$51,901
 
(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 the 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 year ended July 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
$—
$—
$—
$138,388
$—
$138,388
Total
$—
$—
$—
$138,388
$—
$138,388
Net Change in Unrealized Appreciation (Depreciation) on Derivatives
Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts
$—
$—
$—
$(57,203
)
$—
$(57,203
)
Total
$—
$—
$—
$(57,203
)
$—
$(57,203
)
For the year ended July 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
5
Multifactor Small Cap ETF 
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2026:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Liabilities:
Unrealized depreciation on futures contracts(1)
$—
$—
$—
$2,105
$—
$2,105
Total
$—
$—
$—
$2,105
$—
$2,105
 
(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 the current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.
 
 
45
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
Multifactor Small Cap ETF – (continued) 
The Effect of Derivative Instruments on the Statement of Operations for the year ended July 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
$—
$—
$—
$41,778
$—
$41,778
Total
$—
$—
$—
$41,778
$—
$41,778
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized
as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts
$—
$—
$—
$(7,183
)
$—
$(7,183
)
Total
$—
$—
$—
$(7,183
)
$—
$(7,183
)
For the year ended July 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 July 31, 2026:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Liabilities:
Unrealized depreciation on futures contracts(1)
$—
$—
$—
$1,193
$—
$1,193
Total
$—
$—
$—
$1,193
$—
$1,193
 
(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 the 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 year ended July 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
$—
$—
$—
$175,270
$—
$175,270
Total
$—
$—
$—
$175,270
$—
$175,270
Net Change in Unrealized Appreciation (Depreciation) on Derivatives
Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts
$—
$—
$—
$(52,472
)
$—
$(52,472
)
Total
$—
$—
$—
$(52,472
)
$—
$(52,472
)
For the year ended July 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
 
46
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund's custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to a Fund, against any liabilities or payment obligations of the Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund's custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.
The following tables present a Fund's derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement ("MNA") and net of the related collateral received/pledged by a Fund as of July 31, 2026:   
Disciplined US Equity ETF
 
 
Derivative Financial Instruments:
Assets
Liabilities
Futures contracts
$—
$(1,252
)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities
—
(1,252
)
Derivatives not subject to a MNA
—
1,252
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
$12,362
$—
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities
12,362
—
Derivatives not subject to a MNA
(12,362
)
—
Total gross amount of assets and liabilities subject to MNA or similar agreements
$—
$—
 
Multifactor Emerging Markets ETF
 
 
Derivative Financial Instruments:
Assets
Liabilities
Futures contracts
$—
$(51,901
)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities
—
(51,901
)
Derivatives not subject to a MNA
—
51,901
Total gross amount of assets and liabilities subject to MNA or similar agreements
$—
$—
 
Multifactor Small Cap ETF
 
 
Derivative Financial Instruments:
Assets
Liabilities
Futures contracts
$—
$(2,105
)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities
—
(2,105
)
Derivatives not subject to a MNA
—
2,105
Total gross amount of assets and liabilities subject to MNA or similar agreements
$—
$—
 
Multifactor US Equity ETF
 
 
Derivative Financial Instruments:
Assets
Liabilities
Futures contracts
$—
$(1,193
)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities
—
(1,193
)
Derivatives not subject to a MNA
—
1,193
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
 
47
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
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 July 31, 2026, each of the listed Funds 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.
The cash payments for income taxes made by the Funds to foreign jurisdictions, after accounting for any refunds, were as follows: 
Multifactor Developed Markets (ex-US) ETF
 
Income taxes by foreign jurisdiction:
Value
Canada
$942,845
China
326,134
Denmark
332,589
France
421,885
Israel
572,336
Japan
730,950
Other*
1,380,549
Total income taxes paid, net of refunds
$4,707,288
 
 
48
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
Multifactor Emerging Markets ETF
 
Income taxes by foreign jurisdiction:
Value
China
$37,010
India
162,928
Indonesia
27,761
South Korea
33,394
Tiawan
59,382
Other*
111,372
Total income taxes paid, net of refunds
$431,847
 
*
Represents foreign jurisdictions where taxes paid, net of refunds received, were less than 5% of the total income taxes paid by the Fund.
b)
Net Investment Income (Loss), Net Realized Gains (Losses) and Distributions – Net investment income (loss) and net realized gains (losses) may differ for financial statement and tax purposes primarily because of losses deferred due to wash sale adjustments, foreign currency gains and losses, adjustments related to Passive Foreign Investment Companies ("PFICs"), redemptions-in-kind, reclassification of dividend income and certain derivatives. The character of distributions made during the year from net investment income or net realized gains may differ from their ultimate characterization for federal income tax purposes. Also, due to the timing of dividend distributions, the fiscal year in which amounts are distributed may differ from the year that the income or realized gains (losses) were recorded by each Fund.
c)
Distributions and Components of Distributable Earnings – The tax character of distributions paid by each Fund for the year ended July 31, 2026, period ended July 31, 2025 and year or period ended September 30, 2024 are as follows (as adjusted for dividends payable, if applicable): 
 
For the Year Ended
July 31, 2026
 
Period Ended
July 31, 2025
 
Year or Period Ended
September 30, 2024
Fund
Ordinary
Income
Ordinary
Income
(1)
Ordinary
Income
Disciplined US Equity ETF
$2,330,116
$1,797,874
$1,830,089
Multifactor Developed Markets (ex-US) ETF
42,632,160
42,881,372
53,499,216
Multifactor Emerging Markets ETF
2,105,140
1,516,014
959,414
Multifactor Small Cap ETF
871,858
580,345
672,927
Multifactor US Equity ETF
7,981,456
5,896,378
7,008,886
US Quality Growth ETF(2)
244,342
174,508
25,230
US Value ETF(2)
990,406
717,306
87,792
 
 
(1)
For the period from October 1, 2024 to July 31, 2025. Effective May 1, 2025, the Funds changed fiscal year end from September 30 to July 31 (See Note 1 in the Notes
to Financial Statements).
(2)
Distributions for the period December 5, 2023 (commencement of operations) through September 30, 2024.
As of July 31, 2026, the components of total accumulated earnings (deficit) for each Fund on a tax basis are as follows: 
Fund
Undistributed
Ordinary
Income
Accumulated
Capital and
Other Losses
Unrealized
Appreciation
(Depreciation)
on Investments
Total
Accumulated
Earnings
(Deficit)
Disciplined US Equity ETF
$341,104
$(12,847,315
)
$47,675,862
$35,169,651
Multifactor Developed Markets (ex-US) ETF
6,540,743
(323,846,884
)
370,954,545
53,648,404
Multifactor Emerging Markets ETF
994,326
(17,292,432
)
19,562,708
3,264,602
Multifactor Small Cap ETF
114,676
(12,208,181
)
10,544,907
(1,548,598
)
Multifactor US Equity ETF
1,098,723
(93,715,687
)
136,938,635
44,321,671
US Quality Growth ETF
25,597
(4,762,780
)
10,323,104
5,585,921
US Value ETF
144,567
(4,280,217
)
9,563,617
5,427,967
d)
Reclassification of Capital Accounts – The Funds may record reclassifications in their capital accounts. These reclassifications have no impact on the total net assets of the Funds. The reclassifications are a result of permanent differences between U.S. GAAP and tax accounting for such items as redemption in-kind transactions, subsequent adjustments to wash sales, and reclassification of dividend income. Adjustments are made to reflect the impact these items have on the current and future earnings distributions to shareholders. Therefore, the source of the Funds' distributions may be shown in the accompanying Statements of Changes in Net Assets as from
 
49
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
distributable earnings or from capital depending on the type of book and tax differences that exist. For the period ended July 31, 2026, the Funds recorded reclassifications to increase (decrease) the accounts listed below:  
Fund
Paid-in-Capital
Distributable
Earnings (Loss)
Disciplined US Equity ETF
$12,693,859
$(12,693,859
)
Multifactor Developed Markets (ex-US) ETF
65,736,255
(65,736,255
)
Multifactor Emerging Markets ETF
603,769
(603,769
)
Multifactor Small Cap ETF
4,768,336
(4,768,336
)
Multifactor US Equity ETF
76,092,964
(76,092,964
)
US Quality Growth ETF
3,691,208
(3,691,208
)
US Value ETF
4,352,639
(4,352,639
)
e)
Capital Loss Carryforward – Under the Regulated Investment Company Modernization Act of 2010, funds are permitted to carry forward capital losses for an unlimited period.
At July 31, 2026 (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
$11,440,474
$1,406,841
Multifactor Developed Markets (ex-US) ETF
202,493,145
121,353,739
Multifactor Emerging Markets ETF
9,227,594
8,064,838
Multifactor Small Cap ETF*
6,193,084
6,015,097
Multifactor US Equity ETF
62,699,921
31,015,766
US Quality Growth ETF
3,706,462
1,056,318
US Value ETF
4,010,960
269,257
 
*
Future utilization of losses are subject to limitation under current tax laws.
During the year ended July 31, 2026, Multifactor Developed Markets (ex-US) ETF utilized $68,097,960, Multifactor Emerging Markets ETF utilized $2,446,434 and Multifactor Small Cap ETF utilized $178,918 of prior year capital loss carryforwards.
f)
Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at July 31, 2026 is different from book purposes primarily due to wash sale loss deferrals, PFIC mark-to-market adjustments and reclassification of dividend income. The net unrealized appreciation/(depreciation) on investments for tax purposes, which consists of gross unrealized appreciation and depreciation was also different from book purposes primarily due to wash sale loss deferrals, reclassification of dividend income and mark-to-market adjustments on PFICs and futures. Both the cost and unrealized appreciation and depreciation for federal income tax purposes are disclosed below: 
Fund
Tax Cost
Gross Unrealized
Appreciation
Gross Unrealized
(Depreciation)
Net Unrealized
Appreciation
(Depreciation)
Disciplined US Equity ETF
$155,896,675
$49,462,448
$(1,786,585
)
$47,675,863
Multifactor Developed Markets (ex-US) ETF
1,254,168,361
391,655,798
(20,895,998
)
370,759,800
Multifactor Emerging Markets ETF
87,251,500
23,734,802
(4,088,451
)
19,646,351
Multifactor Small Cap ETF
53,014,629
12,695,737
(2,150,930
)
10,544,807
Multifactor US Equity ETF
567,744,156
152,664,577
(15,725,942
)
136,938,635
US Quality Growth ETF
38,826,343
11,453,184
(1,130,080
)
10,323,104
US Value ETF
39,583,240
10,425,409
(861,792
)
9,563,617
g)
Accounting for Uncertainty in Income Taxes – Pursuant to provisions set forth by U.S. GAAP, HFMC reviews each Fund’s tax positions for all open tax years. As of July 31, 2026, HFMC had reviewed the open tax years and concluded that there was no reason to record a liability for net unrecognized tax obligations relating to uncertain income tax positions. Each Fund files U.S. tax returns. Although the statute of limitations for examining a Fund’s U.S. tax returns remains open for three years, no examination is currently in progress. The Funds recognize interest and penalties, if any, related to unrecognized tax benefits as income tax expense on the Statements of Operations. During the year ended July 31, 2026, the Funds did not incur any interest or penalties. HFMC is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax obligations will significantly change in the next twelve months.
 
50
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
7.
Expenses:
a)
Investment Advisory Agreement – Lattice Strategies LLC (the “Adviser” or “Lattice”) serves as each Fund’s investment adviser pursuant to an Investment Advisory Agreement with the Trust. Lattice is a wholly owned subsidiary of HFMC, which is an indirect subsidiary of The Hartford Insurance Group, Inc. (“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 July 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 year ended July 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 year ended July 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.
 
51
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
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 July 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
$1,142,216
$308,221
$867,482
(2)
Multifactor Developed Markets (ex-US) ETF
40,636,383
6,979,983
35,744,760
(2)
Multifactor Emerging Markets ETF
2,508,547
1,233,428
1,433,162
(2)
Multifactor Small Cap ETF
2,422,120
2,246,641
235,044
(2)
Multifactor US Equity ETF
—
—
—
US Quality Growth ETF
5,558
5,760
—
US Value ETF
—
—
—
 
(1)
It is each Fund’s policy to obtain additional collateral from, or return excess collateral to, the borrower by the end of the next business day following the valuation date of the
securities loaned. Therefore, the value of the collateral held may be temporarily less than that required under the lending contract due to timing.
(2)
The non-cash collateral consisted of 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 July 31, 2026, affiliates of The Hartford had ownership of shares in certain Funds as follows:  
Fund
Percentage
of Fund
Multifactor Small Cap ETF
21
%
US Quality Growth ETF
0
%*
US Value ETF
0
%*
 
*
Percentage rounds to zero.
As of July 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
7
%
Multifactor US Equity ETF
8
%
US Quality Growth ETF
92
%
US Value ETF
97
%
 
52
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
11.
Investment Transactions:
For the year ended July 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
$93,423,296
$91,818,724
$93,423,296
$91,818,724
Multifactor Developed Markets (ex-US) ETF
672,184,115
656,232,063
672,184,115
656,232,063
Multifactor Emerging Markets ETF
90,116,518
49,007,966
90,116,518
49,007,966
Multifactor Small Cap ETF
19,160,397
16,233,274
19,160,397
16,233,274
Multifactor US Equity ETF
280,105,168
276,033,680
280,105,168
276,033,680
US Quality Growth ETF
20,915,711
20,429,510
20,915,711
20,429,510
US Value ETF
35,072,327
34,735,224
35,072,327
34,735,224
For the year ended July 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
$74,205,072
$37,568,875
$12,699,720
Multifactor Developed Markets (ex-US) ETF
343,005,830
164,828,381
66,847,396
Multifactor Emerging Markets ETF
9,656,462
2,037,662
611,657
Multifactor Small Cap ETF
29,200,460
15,940,380
4,795,821
Multifactor US Equity ETF
327,101,350
213,614,680
76,271,325
US Quality Growth ETF
7,324,562
12,241,745
3,706,066
US Value ETF
12,361,835
18,036,151
4,353,010
 
12.
Share Transactions:
Each Fund will issue and redeem shares at NAV only with certain Authorized Participants in large increments known as ‘‘Creation Units.” Purchases of Creation Units are made by tendering a basket of designated securities and/or cash to a Fund and redemption proceeds are paid with a basket of securities and/or cash from the Fund with a balancing cash component to equate the market value of the basket securities delivered or redeemed to the NAV per Creation Unit on the transaction date. Cash may be substituted in an amount equivalent to the value of securities included in the relevant baskets for any reason at the Trust’s sole discretion. Each Fund’s shares are available in smaller increments to individual investors in the secondary market at market prices and may be subject to commissions. Authorized Participants may be required to pay a transaction fee when purchasing and redeeming Creation Units of the Fund. The transaction fee is used to defray the costs associated with the issuance and redemption of Creation Units, and is recorded as Other Capital on the Statements of Changes in Net Assets.
Purchase or redemption of Creation Units is only available to an Authorized Participant. An Authorized Participant is either (1) a ‘‘Participating Party’’ (i.e., a broker-dealer or other participant in the clearing process of the Continuous Net Settlement System of the NSCC) (‘‘Clearing Process’’), or (2) a participant of DTC (‘‘DTC Participant’’), and, in each case, must have executed an agreement (‘‘Participation Agreement’’) with the Distributor with respect to creations and redemptions of Creation Units.
Shares of Disciplined US Equity ETF, Multifactor Developed Markets (ex-US) ETF, Multifactor Emerging Markets ETF, Multifactor Small Cap ETF and Multifactor US Equity ETF are listed on the NYSE Arca and shares of US Value ETF are listed on the Cboe BZX. Shares of US Quality Growth ETF are listed on the NASDAQ Stock Market. Shares of each Fund are publicly traded. Retail investors may purchase or sell shares in the secondary market (not from the Fund) through a broker or dealer. Investors purchasing or selling shares in the secondary market may pay a commission, market premium or discount or other transaction charge, to a broker or dealer, as well as some or all of the spread between the bid and the offered price for each purchase or sale transaction. Unless imposed by a broker or dealer, there is no minimum dollar amount upon purchase and no minimum number of shares that must be purchased in the secondary market. Because transactions in the secondary market occur at market prices, an investor may pay more than NAV upon purchase of shares and may receive less than a Fund’s NAV upon sale of shares.
Because each Fund is structured as an ETF, individual shares may only be purchased and sold on a listing exchange through a broker-dealer. The price of shares is based on market price, and because ETF shares trade at market prices rather than at NAV, shares may trade at a price greater than NAV (a premium) or less than NAV (a discount). Each Fund will only issue or redeem Creation Units to Authorized Participants who have entered into agreements with the Distributor. The Funds generally will issue or redeem Creation Units in return for a designated basket of securities and/or cash that the Fund specifies each business day. The Funds do not impose any restrictions on the frequency of purchases and redemptions; however, the Funds reserve the right to reject or limit purchases at any time.
 
53
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
The following information is for the year ended July 31, 2026, period ended July 31, 2025 and year or period ended September 30, 2024: 
 
For the Year Ended
July 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
1,125,000
$74,153,451
800,000
$44,125,756
950,000
$48,295,083
Shares Redeemed
(575,000
)
(37,006,409
)
(725,000
)
(39,388,368
)
(875,000
)
(45,338,918
)
Total Net Increase (Decrease)
550,000
37,147,042
75,000
4,737,388
75,000
2,956,165
 
 
 
 
 
 
 
 
 
 
 
 
Multifactor Developed Markets
(ex-US) ETF
Shares Sold
9,100,000
$357,043,498
350,000
$11,893,295
—
$—
Shares Redeemed
(4,250,000
)
(166,474,752
)
(3,300,000
)
(99,074,253
)
(20,500,000
)
(561,715,572
)
Other Capital
—
33,798
—
555
—
2,672
Total Net Increase (Decrease)
4,850,000
190,602,544
(2,950,000
)
(87,180,403
)
(20,500,000
)
(561,712,900
)
 
 
 
 
 
 
 
 
 
 
 
 
Multifactor Emerging Markets
ETF
Shares Sold
1,750,000
$54,522,621
350,000
$8,670,631
400,000
$9,684,636
Shares Redeemed
(150,000
)
(5,485,085
)
(100,000
)
(2,300,838
)
(50,000
)
(1,129,750
)
Other Capital
—
85,695
—
16,394
—
18,626
Total Net Increase (Decrease)
1,600,000
49,123,231
250,000
6,386,187
350,000
8,573,512
 
 
 
 
 
 
 
 
 
 
 
 
Multifactor Small Cap ETF
Shares Sold
600,000
$29,204,132
200,000
$8,126,424
100,000
$4,072,538
Shares Redeemed
(350,000
)
(15,867,092
)
(75,000
)
(3,004,532
)
(325,000
)
(13,222,218
)
Total Net Increase (Decrease)
250,000
13,337,040
125,000
5,121,892
(225,000
)
(9,149,680
)
 
 
 
 
 
 
 
 
 
 
 
 
Multifactor US Equity ETF
Shares Sold
5,425,000
$327,342,860
1,975,000
$103,664,147
2,375,000
$114,529,354
Shares Redeemed
(3,625,000
)
(211,386,658
)
(2,125,000
)
(111,201,335
)
(3,275,000
)
(150,117,945
)
Total Net Increase (Decrease)
1,800,000
115,956,202
(150,000
)
(7,537,188
)
(900,000
)
(35,588,591
)
 
 
 
 
 
 
 
 
 
 
 
 
US Quality Growth ETF(2)
Shares Sold
125,000
$7,324,534
900,000
$47,337,201
175,001
$7,356,113
Shares Redeemed
(200,000
)
(11,737,019
)
(200,000
)
(10,268,792
)
(50,001
)
(2,381,516
)
Total Net Increase (Decrease)
(75,000
)
(4,412,485
)
700,000
37,068,409
125,000
4,974,597
 
 
 
 
 
 
 
 
 
 
 
 
US Value ETF(2)
Shares Sold
225,000
$12,371,103
925,000
$47,097,182
175,001
$7,278,721
Shares Redeemed
(325,000
)
(17,969,958
)
(175,000
)
(8,541,256
)
(50,001
)
(2,321,418
)
Total Net Increase (Decrease)
(100,000
)
(5,598,855
)
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.
13.
Line of Credit:
The Multifactor Emerging Markets ETF participates in a committed line of credit pursuant to a credit agreement dated as of February 27, 2025, as amended on February 26, 2026. 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 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 year ended July 31, 2026, the Fund had no borrowings under this facility.
 
54
Hartford Systematic ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
14.
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.
15.
Proposed Acquisition:
On June 3, 2026, The Hartford and Wellington Management announced that they had reached a definitive agreement under which Wellington Management will acquire Hartford Funds Management Group, Inc. (“HFMG”) and certain affiliates (including HFMC) (the “Transaction”). The Transaction has been approved by both The Hartford and Wellington Management and, subject to customary closing conditions, is expected to close in December 2026 or in the first quarter of 2027. Following the closing of the Transaction, HFMC or its affiliate will continue to serve as the investment manager to each Fund contingent upon the approval of each Fund’s shareholders. For more information, please see the supplement to each Fund’s prospectus dated June 3, 2026.
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.
 
55
Report of Independent Registered Public Accounting Firm
To the Board of Trustees of Lattice Strategies Trust and Shareholders of Hartford Disciplined US Equity ETF, Hartford Multifactor Developed Markets (ex-US) ETF, Hartford Multifactor Emerging Markets ETF, Hartford Multifactor Small Cap ETF, Hartford Multifactor US Equity ETF, Hartford US Quality Growth ETF and Hartford US Value ETF
Opinions on the Financial Statements
We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of each of the Funds listed in the table below (constituting Lattice Strategies Trust, hereafter collectively referred to as the "Funds") as of July 31, 2026, the related statements of operations and of changes in net assets for each of the periods indicated in the table below, including the related notes, and the financial highlights for each of the periods indicated therein (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Funds listed in the table below as of July 31, 2026, the results of each of their operations and the changes in each of their net assets for each of the periods indicated in the table below, and each of the financial highlights for each of the periods indicated therein, in conformity with accounting principles generally accepted in the United States of America. 
Fund Name
Hartford Disciplined US Equity ETF(1)
Hartford Multifactor Developed Markets (ex-US) ETF(1)
Hartford Multifactor Emerging Markets ETF(1)
Hartford Multifactor Small Cap ETF(1)
Hartford Multifactor US Equity ETF (1)
Hartford US Quality Growth ETF(2)
Hartford US Value ETF(2)
 
(1)
Statement of operations for the year ended July 31, 2026 and the statement of changes in net assets for the year ended July 31, 2026, and for the period October 1, 2024
through July 31, 2025, and for the year ended September 30, 2024
(2)
Statement of operations for the year ended July 31, 2026 and the statement of changes in net assets for the year ended July 31, 2026, for the periods October 1, 2024
through July 31, 2025, and for the period December 5, 2023 (commencement of operations) through September 30, 2024
Basis for Opinions
These financial statements are the responsibility of the Funds’ management. Our responsibility is to express an opinion on the Funds’ financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Funds in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud. Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of July 31, 2026 by correspondence with the custodian, transfer agent, issuer and brokers; when replies were not received from issuer or brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions.
/s/ PricewaterhouseCoopers LLP
Philadelphia, Pennsylvania
September 23, 2026
We have served as the auditor of one or more investment companies in the Hartford Funds group of investment companies since 2020.
 
56
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.
 
57
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.
 
58
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 July 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.
 
59
Hartford Systematic ETFs
Item 11. Statement Regarding Basis for Approval of Investment Advisory Contract.
Not applicable. There were no approvals of investment advisory contracts during the period February 1, 2026 through July 31, 2026.
 
60
Hartford Systematic ETFs
Index Glossary for Indices Included in the Annual Shareholder Report (Unaudited)
 
Hartford Disciplined US Equity Index seeks to enhance return
potential available from investments in US large-cap equities through
multifactor security selection to target balanced and consistent
exposures across value, momentum and quality factors while seeking
to enhance dividend yield, control for total active risk, and reduce
volatility.
Hartford Multifactor Emerging Markets Equity Index seeks to
enhance return potential available from investment in emerging market
companies by selecting equity securities exhibiting a favorable
combination of factors, including value, momentum, and quality while
reducing volatility by up to fifteen-percent over a complete market
cycle. 
Hartford Multifactor Large Cap Index seeks to enhance return
potential available from investment in the initial capitalization-weighted
universe by selecting equity securities exhibiting a favorable
combination of factors, including value, momentum, and quality while
reducing volatility by up to fifteen-percent over a complete market
cycle.
Hartford Multifactor Small Cap Index seeks to enhance return
potential available from investment in a capitalization-weighted
universe of US small capitalization equities by selecting equity
securities exhibiting a favorable combination of factors, including
value, momentum, and quality while reducing volatility by up to
fifteen-percent over a complete market cycle.
Hartford Risk-Optimized Multifactor Developed Markets (ex-US)
Index seeks to address risks and opportunities within developed
market stocks located outside the US by selecting equity securities
exhibiting a favorable combination of factors, including value,
momentum, and quality while reducing volatility by up to
fifteen-percent over a complete market cycle. 
Hartford US Quality Growth Index seeks to provide long-term capital
appreciation by investing in US equities with favorable growth
characteristics while maintaining what we consider to be enhanced
exposure to quality and also providing reasonable exposure to value
and momentum by maximizing exposure to quality while avoiding
negative exposure to value and momentum.
Hartford US Value Index seeks to provide long-term capital
appreciation by investing in US equities with favorable value
characteristics and relatively lower market valuations by maximizing
exposure to value while avoiding negative exposure to quality and
momentum.
Additional Information Regarding MSCI Indices. 
Neither MSCI nor any other party involved in or related to compiling,
computing or creating the MSCI data makes any express or implied
warranties or representations with respect to such data (or the results
to be obtained by the use thereof), and all such parties hereby
expressly disclaim all warranties of originality, accuracy,
completeness, merchantability or fitness for a particular purpose with
respect to any of such data. Without limiting any of the foregoing, in
no event shall MSCI, any of its affiliates or any third party involved in
or related to compiling, computing or creating the data have any
liability for any direct, indirect, special, punitive, consequential or any
other damages (including lost profits) even if notified of the possibility
of such damages. No further distribution or dissemination of the MSCI
data is permitted without MSCI’s express written consent. 
MSCI Emerging Markets Index (Net) (reflects reinvested dividends net
of withholding taxes but reflects no deduction for fees, expenses or
other taxes) is designed to capture large and mid cap securities
across emerging market countries.
MSCI World ex USA Index (Net) (reflects reinvested dividends net of
withholding taxes but reflects no deduction for fees, expenses or other
taxes) is designed to capture large and mid cap securities across
developed markets countries (excluding the US).
Russell 1000 Growth Index (Gross) (reflects no deduction for fees,
expenses or taxes) is designed to measure the performance of those
Russell 1000 Index companies with higher price-to-book ratios and
higher forecasted growth values. The Russell 1000 Index is designed
to measure the performance of the 1,000 largest companies in the
Russell 3000 Index based on their market capitalization and current
index membership.
Russell 1000 Index (Gross) (reflects no deduction for fees, expenses
or taxes) is designed to measure the performance of the 1,000 largest
companies in the Russell 3000 Index. The Russell 3000 Index is
designed to measure the performance of the 3,000 largest US
companies based on total market capitalization.
Russell 1000 Value Index (Gross) (reflects no deduction for fees,
expenses or taxes) is designed to measure the performance of those
Russell 1000 Index companies with lower price-to-book ratios and
lower forecasted growth values. The Russell 1000 Index is designed to
measure the performance of the 1,000 largest companies in the
Russell 3000 Index based on their market capitalization and current
index membership.
Russell 2000 Index (Gross) (reflects no deduction for fees, expenses
or taxes) is designed to measure the performance of 2,000 of the
smallest US-domiciled company common stocks based on a
combination of their market capitalization and current index
membership.
Russell 3000 Index (Gross) (reflects no deduction for fees, expenses
or taxes) is designed to measure the performance of the 3,000 largest
US companies based on total market capitalization.
 
61
This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report.
The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.
Investors should carefully consider a Fund’s investment objectives, risks, charges and expenses. This and other important information is contained in the Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.
Exchange-traded products are distributed by ALPS Distributors, Inc. (ALPS). Advisory services are provided by Lattice Strategies, LLC (Lattice) and Mellon Investments Corporation. Hartford Funds refers to Hartford Funds Distributors, LLC, Member FINRA, Hartford Funds Management Company, LLC, and Lattice, which are not affiliated with ALPS.
ETFAR-MLT26 09/26 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 the shareholders may recommend nominees to the registrant’s board of trustees, where those changes were implemented after the registrant last provided disclosure in response to the requirements of Item 407(c)(2)(iv) of Regulation S-K (17 CFR 229.407) (as required by Item 22(b)(15) of Schedule 14A (17 CFR 240.14a-101)), or this Item.

Item 16. Controls and Procedures.

 

  (a)

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

 

  (b)

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

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

Not applicable.

Item 18. Recovery of Erroneously Awarded Compensation.

Not applicable.

Item 19. Exhibits.

 

  (a)(1)

Code of Ethics is filed herewith.

  (a)(2)

Not applicable.

  (a)(3)

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

  (a)(4)

Not applicable.

  (a)(5)

Not applicable.

  (b)

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

SIGNATURES

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

 

   

LATTICE STRATEGIES TRUST

Date: October 1, 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: October 1, 2026    

By:

   /s/ Gregory A. Frost
     

Gregory A. Frost

     

Chief Executive Officer and President

(principal executive officer)

 

Date: October 1, 2026    

By:

   /s/ Ankit Puri
     

Ankit Puri

     

Treasurer (principal financial officer)

 

ATTACHMENTS / EXHIBITS

ATTACHMENTS / EXHIBITS

CODE OF ETHICS

302 CERTIFICATIONS

906 CERTIFICATION

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