|
Ticker |
Exchange |
Hartford Longevity Economy ETF |
HLGE |
NYSE Arca |
Hartford Multifactor Developed Markets (ex-US) ETF |
RODM |
NYSE Arca |
Hartford Multifactor Diversified International ETF |
RODE |
Cboe BZX |
Hartford Multifactor Emerging Markets ETF |
ROAM |
NYSE Arca |
Hartford Multifactor Small Cap ETF |
ROSC |
NYSE Arca |
Hartford Multifactor US Equity ETF |
ROUS |
NYSE Arca |
Management fees |
|
Distribution and service (12b-1) fees |
|
Other expenses |
|
Total annual fund operating expenses |
|
Year 1 |
Year 3 |
Year 5 |
Year 10 |
$ |
$ |
$ |
$ |
Portfolio Manager |
Title |
Involved with Fund Since |
Marlene Walker Smith |
Director, Head of Equity Index Portfolio Management of Mellon |
2021 |
Todd Frysinger, CFA |
Vice President, Senior Portfolio Manager of Mellon |
2021 |
David France, CFA |
Vice President, Senior Portfolio Manager of Mellon |
2021 |
Michael Stoll |
Vice President, Senior Portfolio Manager of Mellon |
2021 |
Vlasta Sheremeta, CFA |
Vice President, Senior Portfolio Manager of Mellon |
2021 |
Management fees |
|
Distribution and service (12b-1) fees |
|
Other expenses |
|
Total annual fund operating expenses |
|
Year 1 |
Year 3 |
Year 5 |
Year 10 |
$ |
$ |
$ |
$ |
|
|
|
|
|
|
|
|
|
|
|
|
Since Inception |
Hartford Multifactor Developed Markets (ex-US) ETF |
1 Year |
5 Years |
(2/25/2015) |
Return Before Taxes |
|
|
|
Return After Taxes on Distributions |
|
|
|
Return After Taxes on Distributions and Sale of Fund Shares |
|
|
|
Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index |
|
|
|
MSCI World ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) |
|
|
|
Portfolio Manager |
Title |
Involved with Fund Since |
Marlene Walker Smith |
Director, Head of Equity Index Portfolio Management of Mellon |
2020 |
Todd Frysinger, CFA |
Vice President, Senior Portfolio Manager of Mellon |
2020 |
David France, CFA |
Vice President, Senior Portfolio Manager of Mellon |
2020 |
Michael Stoll |
Vice President, Senior Portfolio Manager of Mellon |
2020 |
Vlasta Sheremeta, CFA |
Vice President, Senior Portfolio Manager of Mellon |
2020 |
Management fees |
|
Distribution and service (12b-1) fees |
|
Other expenses |
|
Total annual fund operating expenses |
|
Year 1 |
Year 3 |
Year 5 |
Year 10 |
$ |
$ |
$ |
$ |
|
|
|
|
|
|
|
|
|
|
|
Since Inception |
Hartford Multifactor Diversified International ETF |
1 Year |
(5/10/2017) |
Return Before Taxes |
|
|
Return After Taxes on Distributions |
|
|
Return After Taxes on Distributions and Sale of Fund Shares |
|
|
Hartford Multifactor Diversified International Index |
|
(1) |
MSCI ACWI ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) |
|
|
Portfolio Manager |
Title |
Involved with Fund Since |
Marlene Walker Smith |
Director, Head of Equity Index Portfolio Management of Mellon |
2020 |
Todd Frysinger, CFA |
Vice President, Senior Portfolio Manager of Mellon |
2020 |
David France, CFA |
Vice President, Senior Portfolio Manager of Mellon |
2020 |
Michael Stoll |
Vice President, Senior Portfolio Manager of Mellon |
2020 |
Vlasta Sheremeta, CFA |
Vice President, Senior Portfolio Manager of Mellon |
2020 |
Management fees |
|
Distribution and service (12b-1) fees |
|
Other expenses |
|
Total annual fund operating expenses |
|
Year 1 |
Year 3 |
Year 5 |
Year 10 |
$ |
$ |
$ |
$ |
|
|
|
|
|
|
|
|
|
|
|
|
Since Inception |
Hartford Multifactor Emerging Markets ETF |
1 Year |
5 Years |
(2/25/2015) |
Return Before Taxes |
|
|
|
Return After Taxes on Distributions |
|
|
|
Return After Taxes on Distributions and Sale of Fund Shares |
|
|
|
Hartford Multifactor Emerging Markets Equity Index |
|
|
(1) |
MSCI Emerging Markets Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) |
- |
|
|
Portfolio Manager |
Title |
Involved with Fund Since |
Marlene Walker Smith |
Director, Head of Equity Index Portfolio Management of Mellon |
2020 |
Todd Frysinger, CFA |
Vice President, Senior Portfolio Manager of Mellon |
2020 |
David France, CFA |
Vice President, Senior Portfolio Manager of Mellon |
2020 |
Michael Stoll |
Vice President, Senior Portfolio Manager of Mellon |
2020 |
Vlasta Sheremeta, CFA |
Vice President, Senior Portfolio Manager of Mellon |
2020 |
Management fees |
|
Distribution and service (12b-1) fees |
|
Other expenses |
|
Total annual fund operating expenses |
|
Year 1 |
Year 3 |
Year 5 |
Year 10 |
$ |
$ |
$ |
$ |
|
|
|
|
|
|
|
|
|
|
|
|
Since Inception |
Hartford Multifactor Small Cap ETF |
1 Year |
5 Years |
(3/23/2015) |
Return Before Taxes |
|
|
|
Return After Taxes on Distributions |
|
|
|
Return After Taxes on Distributions and Sale of Fund Shares |
|
|
|
Hartford Multifactor Small Cap Index |
|
|
(1) |
Russell 2000 Index (reflects no deduction for fees, expenses or taxes) |
|
|
|
Portfolio Manager |
Title |
Involved with Fund Since |
Marlene Walker Smith |
Director, Head of Equity Index Portfolio Management of Mellon |
2020 |
Todd Frysinger, CFA |
Vice President, Senior Portfolio Manager of Mellon |
2020 |
David France, CFA |
Vice President, Senior Portfolio Manager of Mellon |
2020 |
Michael Stoll |
Vice President, Senior Portfolio Manager of Mellon |
2020 |
Vlasta Sheremeta, CFA |
Vice President, Senior Portfolio Manager of Mellon |
2020 |
Management fees |
|
Distribution and service (12b-1) fees |
|
Other expenses |
|
Total annual fund operating expenses |
|
Year 1 |
Year 3 |
Year 5 |
Year 10 |
$ |
$ |
$ |
$ |
|
|
|
|
|
|
|
|
|
|
|
|
Since Inception |
Hartford Multifactor US Equity ETF |
1 Year |
5 Years |
(2/25/2015) |
Return Before Taxes |
|
|
|
Return After Taxes on Distributions |
|
|
|
Return After Taxes on Distributions and Sale of Fund Shares |
|
|
|
Hartford Multifactor Large Cap Index |
|
|
(1) |
Russell 1000 Index (reflects no deduction for fees, expenses or taxes) |
|
|
|
Portfolio Manager |
Title |
Involved with Fund Since |
Marlene Walker Smith |
Director, Head of Equity Index Portfolio Management of Mellon |
2020 |
Todd Frysinger, CFA |
Vice President, Senior Portfolio Manager of Mellon |
2020 |
David France, CFA |
Vice President, Senior Portfolio Manager of Mellon |
2020 |
Michael Stoll |
Vice President, Senior Portfolio Manager of Mellon |
2020 |
Vlasta Sheremeta, CFA |
Vice President, Senior Portfolio Manager of Mellon |
2020 |
√ Principal Risk X Additional Risk |
Hartford Longevity Economy ETF |
Hartford Multifactor Developed Markets (ex-US) ETF |
Hartford Multifactor Diversified International ETF |
Authorized Participant Concentration Risk |
√ |
√ |
√ |
Cash Transactions Risk |
X |
X |
X |
Counterparty Risk |
X |
X |
X |
Currency Risk |
|
√ |
√ |
Depositary Receipts Risk |
X |
X |
X |
Derivatives Risk |
X |
X |
X |
Futures and Options Risk |
X |
X |
X |
Swaps Risk |
X |
X |
X |
Hedging Risk |
X |
X |
X |
Equity Risk |
√ |
√ |
√ |
Exchange Traded Funds Risk |
X |
X |
X |
Exchange Traded Notes Risk |
X |
X |
X |
Foreign Investments Risk |
|
√ |
√ |
Emerging Markets Risk |
|
|
√ |
Illiquid Investments Risk |
X |
X |
X |
Index Tracking Risk |
√ |
√ |
√ |
Index Related Risk |
√ |
√ |
√ |
Industry Concentration Risk |
√ |
√ |
√ |
Large Cap Securities Risk |
√ |
X |
X |
Large Shareholder Transaction Risk |
X |
X |
X |
Liquidity Risk |
X |
X |
X |
Longevity Economy Investment Focus Risk |
√ |
|
|
Market Price Risk |
√ |
√ |
√ |
Market Risk |
√ |
√ |
√ |
Mid Cap Securities Risk |
X |
√ |
|
New Fund Risk |
X |
|
|
No Guarantee of Active Trading Market Risk |
X |
X |
X |
Other Investment Companies Risk |
X |
X |
X |
Passive Strategy/Index Risk |
√ |
√ |
√ |
Regional/Country Focus Risk |
|
√ |
√ |
Investments in Asian Securities |
|
√ |
√ |
Investments in Central and South America |
|
X |
X |
Investments in Europe |
|
√ |
√ |
Restricted Securities Risk |
X |
X |
X |
Rule 144A Securities and Regulation S Securities Risk |
|
X |
X |
Secondary Trading Market Issues |
X |
X |
X |
Securities Lending Risk |
X |
X |
X |
Small Cap Securities Risk |
X |
|
|
Use as an Underlying Fund Risk |
X |
X |
X |
√ Principal Risk X Additional Risk |
Hartford Longevity Economy ETF |
Hartford Multifactor Developed Markets (ex-US) ETF |
Hartford Multifactor Diversified International ETF |
Valuation Risk |
√ |
√ |
√ |
Volatility Risk |
X |
X |
X |
Warrants Risk |
X |
|
|
√ Principal Risk X Additional Risk |
Hartford Multifactor Emerging Markets ETF |
Hartford Multifactor Small Cap ETF |
Hartford Multifactor US Equity ETF |
Authorized Participant Concentration Risk |
√ |
√ |
√ |
Cash Transactions Risk |
X |
X |
X |
Counterparty Risk |
X |
X |
X |
Currency Risk |
√ |
|
|
Depositary Receipts Risk |
X |
X |
|
Derivatives Risk |
X |
X |
X |
Futures and Options Risk |
X |
X |
X |
Swaps Risk |
X |
X |
X |
Hedging Risk |
X |
X |
X |
Equity Risk |
√ |
√ |
√ |
Exchange Traded Funds Risk |
X |
X |
X |
Exchange Traded Notes Risk |
X |
X |
X |
Foreign Investments Risk |
√ |
|
|
Emerging Markets Risk |
√ |
|
|
Illiquid Investments Risk |
X |
X |
X |
Index Tracking Risk |
√ |
√ |
√ |
Index Related Risk |
√ |
√ |
√ |
Industry Concentration Risk |
√ |
√ |
√ |
Large Cap Securities Risk |
X |
|
√ |
Large Shareholder Transaction Risk |
X |
X |
X |
Liquidity Risk |
X |
X |
X |
Longevity Economy Investment Focus Risk |
|
|
|
Market Price Risk |
√ |
√ |
√ |
Market Risk |
√ |
√ |
√ |
Mid Cap Securities Risk |
|
|
|
New Fund Risk |
|
|
|
No Guarantee of Active Trading Market Risk |
X |
X |
X |
Other Investment Companies Risk |
X |
X |
X |
Passive Strategy/Index Risk |
√ |
√ |
√ |
Regional/Country Focus Risk |
√ |
|
|
Investments in Asian Securities |
√ |
|
|
Investments in Central and South America |
X |
|
|
Investments in Europe |
X |
|
|
Restricted Securities Risk |
X |
X |
X |
Rule 144A Securities and Regulation S Securities Risk |
X |
X |
|
Secondary Trading Market Issues |
X |
X |
X |
Securities Lending Risk |
X |
X |
X |
Small Cap Securities Risk |
|
√ |
X |
Use as an Underlying Fund Risk |
X |
X |
X |
Valuation Risk |
√ |
√ |
√ |
Volatility Risk |
X |
X |
X |
Warrants Risk |
|
|
|
Portfolio Manager |
Positions Over the Past Five Years |
Marlene Walker Smith |
Director, Head of Equity Index Portfolio Management of Mellon. Ms. Walker Smith received an MBA in finance from the University of Pittsburgh and a BA in history and Russian from Washington & Jefferson College and has 30 years of investment experience. |
Todd Frysinger, CFA |
Vice President, Senior Portfolio Manager of Mellon. Mr. Frysinger received an MS in finance from Boston College and a BS in finance and management from Elizabethtown College and has 20 years of investment experience. |
David France, CFA |
Vice President, Senior Portfolio Manager of Mellon. Mr. France received an MS in finance from Loyola University Maryland and a BSBA in accounting from Duquesne University and has 27 years of investment experience. |
Michael Stoll |
Vice President, Senior Portfolio Manager of Mellon. Mr. Stoll received a BS in civil engineering from the University of California at Irvine, and an MBA and an MS in engineering from the University of California at Berkeley and has 16 years of investment experience. |
Portfolio Manager |
Positions Over the Past Five Years |
Vlasta Sheremeta, CFA |
Vice President, Senior Portfolio Manager of Mellon. Ms. Sheremeta received an MBA from Carnegie Mellon University and a BS in business administration from the University of Pittsburgh and has 10 years of investment experience. |
Fund |
Annual Rate |
Hartford Longevity Economy ETF |
0.44% |
Hartford Multifactor Developed Markets (ex-US) ETF |
0.29% |
Hartford Multifactor Diversified International ETF |
0.29% |
Hartford Multifactor Emerging Markets ETF |
0.44% |
Hartford Multifactor Small Cap ETF |
0.34% |
Hartford Multifactor US Equity ETF |
0.19% |
Fund |
Income Dividend Distribution Frequency |
Hartford Longevity Economy ETF |
Quarterly |
Hartford Multifactor Developed Markets (ex-US) ETF |
Semi-Annual |
Hartford Multifactor Diversified International ETF |
Semi-Annual |
Hartford Multifactor Emerging Markets ETF |
Semi-Annual |
Hartford Multifactor Small Cap ETF |
Quarterly |
Hartford Multifactor US Equity ETF |
Quarterly |
|
—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 |
Ratio of Net Investment Income (Loss) to Average Net Assets |
Portfolio Turnover(4) |
Hartford Longevity Economy ETF(5) | ||||||||||||||
For the Period Ended September 30, 2021 | ||||||||||||||
|
$ 25.00 |
$ 0.18 |
$ 1.22 |
$ 1.40 |
$ — |
$ (0.08) |
$ (0.08) |
$ 26.32 |
5.58%(6) |
$ 25,001 |
0.44%(7) |
0.44%(7) |
1.23%(7) |
70%(8) |
Hartford Multifactor Developed Markets (ex-US) ETF | ||||||||||||||
For the Year Ended September 30, 2021 | ||||||||||||||
|
$ 25.89 |
$ 0.99 |
$ 4.37 |
$ 5.36 |
$ — |
$ (0.99) |
$ (0.99) |
$ 30.26 |
20.81% |
$ 1,945,925 |
0.29% |
0.29% |
3.37% |
44% |
For the Year Ended September 30, 2020 | ||||||||||||||
|
$ 27.76 |
$ 0.68 |
$ (1.79) |
$ (1.11) |
$ — |
$ (0.76) |
$ (0.76) |
$ 25.89 |
(4.04)% |
$ 2,001,148 |
0.29% |
0.29% |
2.60% |
57% |
For the Year Ended September 30, 2019 | ||||||||||||||
|
$ 28.97 |
$ 0.98 |
$ (1.51) |
$ (0.53) |
$ — |
$ (0.68) |
$ (0.68) |
$ 27.76 |
(1.78)% |
$ 2,335,688 |
0.29% |
0.29% |
3.56% |
63% |
For the Year Ended September 30, 2018 | ||||||||||||||
|
$ 28.24 |
$ 0.91 |
$ 0.45(9) |
$ 1.36 |
$ 0.00(10) |
$ (0.63) |
$ (0.63) |
$ 28.97 |
4.85% |
$ 811,066 |
0.31% |
0.31% |
3.17% |
47% |
For the Year Ended September 30, 2017 | ||||||||||||||
|
$ 24.60 |
$ 0.82 |
$ 3.55 |
$ 4.37 |
$ — |
$ (0.73) |
$ (0.73) |
$ 28.24 |
18.18% |
$ 131,327 |
0.42% |
0.40% |
3.13% |
46% |
Hartford Multifactor Diversified International ETF | ||||||||||||||
For the Year Ended September 30, 2021 | ||||||||||||||
|
$ 23.64 |
$ 1.13 |
$ 4.75 |
$ 5.88 |
$ — |
$ (0.99) |
$ (0.99) |
$ 28.53 |
25.06% |
$ 5,707 |
0.29% |
0.29% |
4.09% |
89% |
For the Year Ended September 30, 2020 | ||||||||||||||
|
$ 26.84 |
$ 0.75 |
$ (3.13) |
$ (2.38) |
$ — |
$ (0.82) |
$ (0.82) |
$ 23.64 |
(9.03)% |
$ 4,728 |
0.29% |
0.29% |
3.06% |
156% |
For the Year Ended September 30, 2019 | ||||||||||||||
|
$ 27.35 |
$ 0.69 |
$ (0.51) |
$ 0.18 |
$ — |
$ (0.69) |
$ (0.69) |
$ 26.84 |
0.81% |
$ 5,368 |
0.29% |
0.29% |
2.64% |
38% |
For the Year Ended September 30, 2018 | ||||||||||||||
|
$ 26.58 |
$ 0.65 |
$ 0.71 |
$ 1.36 |
$ — |
$ (0.59) |
$ (0.59) |
$ 27.35 |
5.16% |
$ 5,470 |
0.33% |
0.33% |
2.37% |
35% |
For the Period Ended September 30, 2017(11) | ||||||||||||||
|
$ 25.02 |
$ 0.30 |
$ 1.40 |
$ 1.70 |
$ — |
$ (0.14) |
$ (0.14) |
$ 26.58 |
6.84%(6) |
$ 5,317 |
0.39%(7) |
0.39%(7) |
3.01%(7) |
48% |
Hartford Multifactor Emerging Markets ETF | ||||||||||||||
For the Year Ended September 30, 2021 | ||||||||||||||
|
$ 19.58 |
$ 0.69 |
$ 5.10 |
$ 5.79 |
$ 0.01 |
$ (0.73) |
$ (0.73) |
$ 24.65 |
29.81% |
$ 41,913 |
0.44% |
0.44% |
2.89% |
96% |
For the Year Ended September 30, 2020 | ||||||||||||||
|
$ 22.20 |
$ 0.58 |
$ (2.37) |
$ (1.79) |
$ 0.01 |
$ (0.84) |
$ (0.84) |
$ 19.58 |
(8.34)% |
$ 43,086 |
0.44% |
0.44% |
2.80% |
77% |
For the Year Ended September 30, 2019 | ||||||||||||||
|
$ 23.24 |
$ 0.66 |
$ (1.12) |
$ (0.46) |
$ 0.03 |
$ (0.61) |
$ (0.61) |
$ 22.20 |
(1.90)% |
$ 68,823 |
0.49% |
0.49% |
2.89% |
78% |
For the Year Ended September 30, 2018 | ||||||||||||||
|
$ 24.34 |
$ 0.60 |
$ (1.24) |
$ (0.64) |
$ 0.01 |
$ (0.47) |
$ (0.47) |
$ 23.24 |
(2.64)% |
$ 65,080 |
0.52% |
0.52% |
2.42% |
25% |
For the Year Ended September 30, 2017 | ||||||||||||||
|
$ 21.62 |
$ 0.49 |
$ 2.63 |
$ 3.12 |
$ — |
$ (0.40) |
$ (0.40) |
$ 24.34 |
14.63% |
$ 46,239 |
0.62% |
0.60% |
2.17% |
30% |
Hartford Multifactor Small Cap ETF | ||||||||||||||
For the Year Ended September 30, 2021 | ||||||||||||||
|
$ 25.74 |
$ 0.54 |
$ 12.37 |
$ 12.91 |
$ — |
$ (0.54) |
$ (0.54) |
$ 38.11 |
50.39% |
$ 24,772 |
0.34% |
0.34% |
1.48% |
73% |
For the Year Ended September 30, 2020 | ||||||||||||||
|
$ 28.55 |
$ 0.41 |
$ (2.34) |
$ (1.93) |
$ 0.00(10) |
$ (0.88) |
$ (0.88) |
$ 25.74 |
(7.05)% |
$ 7,723 |
0.35% |
0.35% |
1.52% |
158% |
|
—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 |
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, 2019 | ||||||||||||||
|
$ 31.78 |
$ 0.81 |
$ (3.23) |
$ (2.42) |
$ 0.00(10) |
$ (0.81) |
$ (0.81) |
$ 28.55 |
(7.46)% |
$ 17,133 |
0.39% |
0.39% |
2.80% |
50% |
For the Year Ended September 30, 2018 | ||||||||||||||
|
$ 30.25 |
$ 0.72 |
$ 1.54 |
$ 2.26 |
$ 0.00(10) |
$ (0.73) |
$ (0.73) |
$ 31.78 |
7.52% |
$ 22,243 |
0.44% |
0.44% |
2.26% |
41% |
For the Year Ended September 30, 2017 | ||||||||||||||
|
$ 25.46 |
$ 0.57 |
$ 4.79 |
$ 5.36 |
$ — |
$ (0.57) |
$ (0.57) |
$ 30.25 |
21.37% |
$ 18,148 |
0.60% |
0.56% |
2.08% |
48% |
Hartford Multifactor US Equity ETF | ||||||||||||||
For the Year Ended September 30, 2021 | ||||||||||||||
|
$ 31.76 |
$ 0.57 |
$ 8.22 |
$ 8.79 |
$ — |
$ (0.66) |
$ (0.66) |
$ 39.89 |
27.83% |
$ 385,960 |
0.19% |
0.19% |
1.50% |
76% |
For the Year Ended September 30, 2020 | ||||||||||||||
|
$ 32.20 |
$ 0.70 |
$ (0.45) |
$ 0.25 |
$ — |
$ (0.69) |
$ (0.69) |
$ 31.76 |
0.92% |
$ 245,361 |
0.19% |
0.19% |
2.25% |
71% |
For the Year Ended September 30, 2019 | ||||||||||||||
|
$ 33.01 |
$ 0.73 |
$ (0.89)(9) |
$ (0.16) |
$ — |
$ (0.65) |
$ (0.65) |
$ 32.20 |
(0.31)% |
$ 307,491 |
0.19% |
0.19% |
2.35% |
81% |
For the Year Ended September 30, 2018 | ||||||||||||||
|
$ 28.77 |
$ 0.57 |
$ 4.15 |
$ 4.72 |
$ — |
$ (0.48) |
$ (0.48) |
$ 33.01 |
16.47% |
$ 173,304 |
0.21% |
0.21% |
1.80% |
36% |
For the Year Ended September 30, 2017 | ||||||||||||||
|
$ 24.44 |
$ 0.51 |
$ 4.30 |
$ 4.81 |
$ — |
$ (0.48) |
$ (0.48) |
$ 28.77 |
19.84% |
$ 34,524 |
0.34% |
0.31% |
1.92% |
36% |
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 outstand- ing 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. Ratios do not include fees paid indirectly. |
(4) |
Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
(5) |
Commenced operations on March 16, 2021. |
(6) |
Not annualized. |
(7) |
Annualized. |
(8) |
Reflects the Fund’s portfolio turnover for the period March 16, 2021 through September 30, 2021. |
(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 tim- ing of per-share net realized and unrealized gain (loss) on such shares. |
(10) |
Per share amount is less than $0.005. |
(11) |
Commenced operations on May 10, 2017. |
Hartford Funds |
(For overnight mail) |
690 Lee Road |
Hartford Funds |
Wayne, PA 19087 |
690 Lee Road |
|
Wayne, PA 19087 |
Fund |
Ticker |
Exchange |
Hartford Longevity Economy ETF |
HLGE |
NYSE Arca |
Hartford Multifactor Developed Markets (ex-US) ETF |
RODM |
NYSE Arca |
Hartford Multifactor Diversified International ETF |
RODE |
Cboe BZX |
Hartford Multifactor Emerging Markets ETF |
ROAM |
NYSE Arca |
Hartford Multifactor Small Cap ETF |
ROSC |
NYSE Arca |
Hartford Multifactor US Equity ETF |
ROUS |
NYSE Arca |
|
Page No. |
3 | |
8 | |
8 | |
11 | |
40 | |
40 | |
41 | |
50 | |
50 | |
53 | |
55 | |
56 | |
57 | |
58 | |
66 | |
66 | |
67 | |
67 | |
73 | |
73 | |
73 | |
74 | |
74 | |
74 | |
74 | |
74 |
Old Fund Name |
New Fund Name |
Lattice Developed Markets (ex-US) Strategy ETF |
Hartford Multifactor Developed Markets (ex-US) ETF |
Lattice Emerging Markets Strategy ETF |
Hartford Multifactor Emerging Markets ETF |
Lattice Global Small Cap Strategy ETF |
Hartford Multifactor Global Small Cap ETF |
Lattice US Equity Strategy ETF |
Hartford Multifactor US Equity ETF |
Fund Name |
Old Index Name |
New Index Name |
Hartford Multifactor Developed Markets (ex-US) ETF |
Lattice Risk-Optimized Developed Markets (ex-US) Strategy Index |
Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index |
Hartford Multifactor Emerging Markets ETF |
Lattice Risk-Optimized Advancing Markets Strategy Index |
Hartford Risk-Optimized Multifactor Emerging Markets Index |
Hartford Multifactor Global Small Cap ETF |
Lattice Risk-Optimized Global Small Cap Strategy Index |
Hartford Risk-Optimized Multifactor Global Small Cap Index |
Hartford Multifactor US Equity ETF |
Lattice Risk-Optimized US Equity Strategy Index |
Hartford Risk-Optimized US Equity Index |
Fund Name |
Old Index Name |
New Index Name |
Hartford Multifactor Emerging Markets ETF |
Hartford Risk-Optimized Multifactor Emerging Markets Index |
Hartford Multifactor Emerging Markets Equity Index |
Hartford Multifactor US Equity ETF |
Hartford Risk-Optimized US Equity Index |
Hartford Multifactor Large Cap Index |
Old Fund Name |
New Fund Name |
Old Index Name |
New Index Name |
Hartford Multifactor Global Small Cap ETF |
Hartford Multifactor Small Cap ETF |
Hartford Risk-Optimized Multifactor Global Small Cap Index |
Hartford Multifactor Small Cap Index |
Hartford Multifactor Low Volatility International Equity ETF |
Hartford Multifactor Diversified International ETF |
Hartford Risk-Optimized low Volatility International Equity Index |
Hartford Multifactor Diversified International Index |
|
Longevity Economy ETF |
Developed Markets (ex-US) ETF |
Diversified International ETF |
Emerging Markets ETF |
Small Cap ETF |
US Equity ETF |
Asset Segregation Risk |
X |
X |
X |
X |
X |
X |
Authorized Participant Concentration Risk |
X |
X |
X |
X |
X |
X |
Borrowing Risk |
X |
X |
X |
X |
X |
X |
Cash Transactions Risk |
X |
X |
X |
X |
X |
X |
Commodities Regulatory Risk |
X |
X |
X |
X |
X |
X |
Convertible Securities Risk |
X |
X |
X |
X |
X |
X |
Contingent Convertibles Risk |
X |
X |
X |
X |
X |
X |
Synthetic Convertibles Risk |
X |
X |
X |
X |
X |
X |
Counterparty Risk |
X |
X |
X |
X |
X |
X |
Currency Risk |
X |
X |
X |
X |
|
X |
Cybersecurity Risk |
X |
X |
X |
X |
X |
X |
Depositary Receipts |
X |
X |
X |
X |
X |
X |
Derivative Instruments |
X |
X |
X |
X |
X |
X |
Hedging Risk |
X |
X |
X |
X |
X |
X |
Options Contracts |
X |
X |
X |
X |
X |
X |
Futures Contracts and Options on Futures Contracts |
X |
X |
X |
X |
X |
X |
Swap Agreements and Swaptions |
X |
X |
X |
X |
X |
X |
Inflation-Linked Instruments |
X |
X |
X |
X |
X |
X |
Hybrid Instruments |
X |
X |
X |
X |
X |
X |
Credit-Linked Securities |
X |
X |
X |
X |
X |
X |
Indexed Securities and Structured Notes |
X |
X |
X |
X |
X |
X |
Event-Linked Bonds |
X |
X |
X |
X |
X |
X |
Foreign Currency Transactions |
X |
X |
X |
X |
X |
X |
Risk Factors in Derivative Instruments |
X |
X |
X |
X |
X |
X |
Dividend Risk |
X |
X |
X |
X |
X |
X |
Equity Risk |
X |
X |
X |
X |
X |
X |
Exchange Traded Funds (ETFs) Risk |
X |
X |
X |
X |
X |
X |
Exchange Traded Notes (ETNs) Risk |
X |
X |
X |
X |
X |
X |
Foreign Investments |
X |
X |
X |
X |
|
|
Currency Risk and Exchange Risk |
X |
X |
X |
X |
|
|
Principal Exchange Rate Linked Securities |
X |
X |
X |
X |
|
|
Performance Indexed Paper |
X |
X |
X |
X |
|
|
Settlement Risk |
X |
X |
X |
X |
|
|
Government Intervention in Financial Markets |
X |
X |
X |
X |
X |
X |
Illiquid Investments Risk |
X |
X |
X |
X |
X |
X |
Index Related Risk |
X |
X |
X |
X |
X |
X |
Index Tracking Risk |
X |
X |
X |
X |
X |
X |
Industry Concentration Risk |
X |
X |
X |
X |
X |
X |
Inflation Risk |
X |
X |
X |
X |
X |
X |
Initial Public Offerings (“IPO”) Risk |
|
X |
X |
X |
X |
X |
Interfund Lending Program |
X |
X |
X |
X |
X |
X |
Investment Strategy Risk |
X |
X |
X |
X |
X |
X |
Investments in Emerging Market Securities Risk |
X |
X |
X |
X |
X |
X |
Issuer Risk |
X |
X |
X |
X |
X |
X |
Large Cap Securities Risk |
X |
X |
X |
X |
X |
X |
Large Shareholder Transaction Risk |
X |
X |
X |
X |
X |
X |
LIBOR Risk |
X |
X |
X |
X |
X |
X |
Liquidation of Funds Risk |
X |
X |
X |
X |
X |
X |
Longevity Economy Investment Focus Risk |
X |
|
|
|
|
|
Market Price Risk |
X |
X |
X |
X |
X |
X |
Market Risk |
X |
X |
X |
X |
X |
X |
Market Trading Risk |
X |
X |
X |
X |
X |
X |
Master Limited Partnership (“MLP”) Risk |
X |
X |
X |
X |
X |
X |
Mid Cap Securities Risk |
X |
X |
X |
X |
X |
X |
|
Longevity Economy ETF |
Developed Markets (ex-US) ETF |
Diversified International ETF |
Emerging Markets ETF |
Small Cap ETF |
US Equity ETF |
Money Market Instruments |
X |
X |
X |
X |
X |
X |
New Fund Risk |
X |
|
|
|
|
|
No Guarantee of Active Trading Market Risk |
X |
X |
X |
X |
X |
X |
Operational Risks |
X |
X |
X |
X |
X |
X |
Other Capital Securities Risk |
X |
X |
X |
X |
X |
X |
Other Investment Companies Risk |
X |
X |
X |
X |
X |
X |
Passive Strategy/Index Risk |
X |
X |
X |
X |
X |
X |
Preferred Stock Risk |
X |
X |
X |
X |
X |
X |
Real Estate Investment Trusts (“REITs”) Risk |
X |
X |
X |
X |
X |
X |
Real Estate Related Securities Risks |
X |
X |
X |
X |
X |
X |
Regional/Country Focus Risk |
X |
X |
X |
X |
|
|
Asian Economic Risk |
|
X |
X |
X |
|
|
Central and South American Economic Risk |
|
X |
X |
X |
|
|
European Economic Risk |
|
X |
X |
X |
|
|
Repurchase and Reverse Repurchase Agreements Risk |
X |
X |
X |
X |
X |
X |
Restricted Securities Risk |
X |
X |
X |
X |
X |
X |
Risks of Qualified Financial Contracts |
X |
X |
X |
X |
X |
X |
Secondary Trading Market Issues |
X |
X |
X |
X |
X |
X |
Securities Lending Risk |
X |
X |
X |
X |
X |
X |
Securities Trusts Risk |
X |
X |
X |
X |
X |
X |
Small Capitalization Securities Risk |
X |
X |
X |
X |
X |
X |
Structured Securities Risk |
X |
X |
X |
X |
X |
X |
Use as Underlying Fund Risk |
X |
X |
X |
X |
X |
X |
Valuation Risk |
X |
X |
X |
X |
X |
X |
Volatility Risk |
X |
X |
X |
X |
X |
X |
Warrants and Rights Risk |
X |
X |
X |
X |
X |
X |
Zero Coupon Securities Risk |
X |
X |
X |
X |
X |
X |
Fund |
Portfolio Turnover 09/30/21 |
Portfolio Turnover 09/30/20 |
Hartford Longevity Economy ETF |
70%1 |
N/A |
Hartford Multifactor Developed Markets (ex-US) ETF |
44% |
57% |
Hartford Multifactor Diversified International ETF |
89% |
156% |
Hartford Multifactor Emerging Markets ETF |
96% |
77% |
Hartford Multifactor Small Cap ETF |
73% |
158% |
Hartford Multifactor US Equity ETF |
76% |
71% |
NAME, YEAR OF BIRTH AND ADDRESS* |
POSITION HELD WITH THE TRUST |
TERM OF OFFICE** AND LENGTH OF TIME SERVED |
PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS |
NUMBER OF PORTFOLIOS IN FUND COMPLEX*** OVERSEEN BY TRUSTEE |
OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY TRUSTEE |
HILARY E. ACKERMANN (1956) |
Trustee |
Since 2017 |
Ms. Ackermann served as Chief Risk Officer at Goldman Sachs Bank USA from October 2008 to November 2011. |
77 |
Ms. Ackermann served as a Director of Dynegy, Inc. from October 2012 until its acquisition by Vistra Energy Corporation in 2018, and since that time she has served as a Director of Vistra. Ms. Ackermann serves as a Director of Credit Suisse Holdings (USA), Inc. from January 2017 to present. |
ROBIN C. BEERY (1967) |
Trustee |
Since 2014 |
Ms. Beery has served as a consultant to ArrowMark Partners (an alternative asset manager) since March of 2015 and since November 2018 has been employed by ArrowMark Partners as a Senior Advisor. Previously, she was Executive Vice President, Head of Distribution, for Janus Capital Group, and Chief Executive Officer and President of the Janus Mutual Funds (a global asset manager) from September 2009 to August 2014. |
77 |
Ms. Beery serves as an independent director of UMB Financial Corporation (January 2015 to present), has chaired the Compensation Committee since April 2017, and serves on the Audit Committee and the Risk Committee. |
DERRICK D. CEPHAS (1952) |
Trustee |
Since 2020 |
Mr. Cephas currently serves as Of Counsel to Squire Patton Boggs LLP, an international law firm with 45 offices in 20 countries. Until his retirement in October 2020, Mr. Cephas was a Partner of Weil, Gotshal & Manges LLP, an international law firm headquartered in New York, where he served as the Head of the Financial Institutions Practice (April 2011 to October 2020). |
77 |
Mr. Cephas currently serves as a Director of Signature Bank, a New York-based commercial bank, and is a member of the Credit Committee, Examining Committee and Risk Committee. Mr. Cephas currently serves as a Director of Claros Mortgage Trust, Inc., a real estate investment trust. |
NAME, YEAR OF BIRTH AND ADDRESS* |
POSITION HELD WITH THE TRUST |
TERM OF OFFICE** AND LENGTH OF TIME SERVED |
PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS |
NUMBER OF PORTFOLIOS IN FUND COMPLEX*** OVERSEEN BY TRUSTEE |
OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY TRUSTEE |
CHRISTINE R. DETRICK (1958) |
Trustee and Chair of the Board |
Trustee since 2017; Chair of the Board since 2021 |
From 2002 until 2012, Ms. Detrick was a Senior Partner, Leader of the Financial Services Practice, and a Senior Advisor at Bain & Company. Before joining Bain, she served in various senior management roles for other financial services firms and was a consultant at McKinsey and Company. |
77 |
Ms. Detrick serves as a Director and Chair of the Nominating and Governance Committee of Reinsurance Group of America (“RGA”) (from January 2014 to present). She has announced her plans not to stand for re-election as a member of RGA’s board of directors and will no longer serve in such capacity as of May 25, 2022. Ms. Detrick also currently serves as a Director of Charles River Associates (May 2020 to present); currently serves as a Director of Capital One Financial Corporation (since November 2021); and currently serves as a Director of Altus Power, Inc (since December 2021). |
JOHN J. GAUTHIER (1961) |
Trustee |
Since 2022 |
Mr. Gauthier currently is the Principal Owner of JJG Advisory, LLC, an investment consulting firm, and Co- Founder and Principal Owner of Talcott Capital Partners (a placement agent for investment managers serving insurance companies). From 2008 to 2018, Mr. Gauthier served as a Senior Vice President (2008- 2010), Executive Vice President (2010-2012), and President (2012-2018) of Allied World Financial Services (a global provider of property, casualty and specialty insurance and reinsurance solutions). |
77 |
Mr. Gauthier serves as a Director of Reinsurance Group of America, Inc. (from 2018 to present) and chairs the Investment Committee and is a member of the Audit and Risk Committees. |
NAME, YEAR OF BIRTH AND ADDRESS* |
POSITION HELD WITH THE TRUST |
TERM OF OFFICE** AND LENGTH OF TIME SERVED |
PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS |
NUMBER OF PORTFOLIOS IN FUND COMPLEX*** OVERSEEN BY TRUSTEE |
OTHER DIRECTORSHIPS FOR PUBLIC COMPANIES AND OTHER REGISTERED INVESTMENT COMPANIES HELD BY TRUSTEE |
ANDREW A. JOHNSON (1962) |
Trustee |
Since 2020 |
Mr. Johnson currently serves as a Diversity and Inclusion Advisor at Neuberger Berman, a private, global investment management firm. Prior to his current role, Mr. Johnson served as Chief Investment Officer and Head of Global Investment Grade Fixed Income at Neuberger Berman (January 2009 to December 2018). |
77 |
Mr. Johnson currently serves as a Director of AGNC Investment Corp., a real estate investment trust. |
PAUL L. ROSENBERG (1953) |
Trustee |
Since 2020 |
Mr. Rosenberg is a Partner of The Bridgespan Group, a global nonprofit consulting firm that is a social impact advisor to nonprofits, non-governmental organizations, philanthropists and institutional investors (October 2007 to present). |
77 |
None |
DAVID SUNG (1953) |
Trustee |
Since 2014 |
Mr. Sung was a Partner at Ernst & Young LLP from October 1995 to July 2014. |
77 |
Mr. Sung serves as a Trustee of Ironwood Institutional Multi- Strategy Fund, LLC and Ironwood Multi-Strategy Fund, LLC (October 2015 to present). |
NAME, YEAR OF BIRTH AND ADDRESS* |
POSITION HELD WITH THE TRUST |
TERM OF OFFICE** AND LENGTH OF TIME SERVED |
PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS |
NUMBER OF PORTFOLIOS IN FUND COMPLEX*** OVERSEEN BY TRUSTEE |
OTHER DIRECTORSHIPS HELD BY TRUSTEE |
JAMES E. DAVEY**** (1964) |
Trustee, President and Chief Executive Officer |
Trustee since 2017; President and Chief Executive Officer since 2017 |
Mr. Davey serves as Executive Vice President of The Hartford Financial Services Group, Inc. Mr. Davey has served in various positions within The Hartford and its subsidiaries and joined The Hartford in 2002. Additionally, Mr. Davey serves as Director, Chairman, President, and Senior Managing Director for Hartford Funds Management Group, Inc. ("HFMG"). Mr. Davey also serves as President, Manager, Chairman of the Board, and Senior Managing Director for Hartford Funds Management Company, LLC (“HFMC”); Manager, Chairman of the Board, and President of Lattice Strategies LLC (“Lattice”); Chairman of the Board, Manager, and Senior Managing Director of Hartford Funds Distributors, LLC (“HFD”); and Chairman of the Board, President and Senior Managing Director of Hartford Administrative Services Company (“HASCO”), each of which is an affiliate of HFMG. |
77 |
None |
ANDREW S. DECKER (1963) |
AML Compliance Officer |
Since 2016 |
Mr. Decker serves as Chief Compliance Officer and AML Compliance Officer of HASCO (since April 2015) and Vice President of HASCO (since April 2018). Mr. Decker serves as AML Officer of HFD (since May 2015). Mr. Decker also serves as Vice President of HFMG (since April 2018). Prior to joining The Hartford, Mr. Decker served as Vice President and AML Officer at Janney Montgomery Scott (a broker dealer) from April 2011 to January 2015. |
N/A |
N/A |
AMY N. FURLONG (1979) |
Vice President |
Since 2018 |
Ms. Furlong serves as Vice President and Assistant Treasurer of HFMC (since September 2019). From 2018 through March 15, 2021, Ms. Furlong served as the Treasurer of the Trust. Ms. Furlong has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Furlong joined The Hartford in 2004. |
N/A |
N/A |
WALTER F. GARGER (1965) |
Vice President and Chief Legal Officer |
Since 2016 |
Mr. Garger serves as Secretary, Managing Director and General Counsel of HFMG, HFMC, HFD, and HASCO (since 2013). Mr. Garger also serves as Secretary and General Counsel of Lattice (since July 2016). Mr. Garger has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Garger joined The Hartford in 1995. |
N/A |
N/A |
THEODORE J. LUCAS (1966) |
Vice President |
Since 2017 |
Mr. Lucas serves as Executive Vice President of HFMG (since July 2016) and as Executive Vice President of Lattice (since June 2017). Previously, Mr. Lucas served as Managing Partner of Lattice (2003 to 2016). |
N/A |
N/A |
NAME, YEAR OF BIRTH AND ADDRESS* |
POSITION HELD WITH THE TRUST |
TERM OF OFFICE** AND LENGTH OF TIME SERVED |
PRINCIPAL OCCUPATION(S) DURING PAST 5 YEARS |
NUMBER OF PORTFOLIOS IN FUND COMPLEX*** OVERSEEN BY TRUSTEE |
OTHER DIRECTORSHIPS HELD BY TRUSTEE |
JOSEPH G. MELCHER (1973) |
Chief Compliance Officer and Vice President |
Since 2017 |
Mr. Melcher serves as Executive Vice President of HFMG and HASCO (since December 2013). Mr. Melcher also serves as Executive Vice President (since December 2013) and Chief Compliance Officer (since December 2012) of HFMC, serves as Executive Vice President and Chief Compliance Officer of Lattice (since July 2016), serves as Executive Vice President of HFD (since December 2013), and has served as President and Chief Executive Officer of HFD (from April 2018 to June 2019). |
N/A |
N/A |
VERNON J. MEYER (1964) |
Vice President |
Since 2016 |
Mr. Meyer serves as Managing Director and Chief Investment Officer of HFMC and Managing Director of HFMG (since 2013). Mr. Meyer also serves as Senior Vice President-Investments of Lattice (since March 2019). Mr. Meyer has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Mr. Meyer joined The Hartford in 2004. |
N/A |
N/A |
DAVID A. NAAB (1985) |
Vice President and Treasurer |
Since March 15, 2021 |
Mr. Naab serves as Vice President and Assistant Treasurer of HFMC (since June 2021). Prior to joining HFMC in 2021, Mr. Naab served in various positions as an associate, senior associate, manager, senior manager, and director within the investment management, financial services, and asset & wealth management practice groups of PricewaterhouseCoopers, LLP from 2007 to 2020. |
N/A |
N/A |
ALICE A. PELLEGRINO (1960) |
Vice President and Assistant Secretary |
Since 2016 |
Ms. Pellegrino serves as Vice President of HFMG (since December 2013). Ms. Pellegrino also serves as Vice President and Assistant Secretary of Lattice (since June 2017). Ms. Pellegrino is a Senior Counsel and has served in various positions within The Hartford and its subsidiaries in connection with the operation of the Hartford Funds. Ms. Pellegrino joined The Hartford in 2007. |
N/A |
N/A |
THOMAS R. PHILLIPS (1960) |
Vice President and Secretary |
Since 2017 |
Mr. Phillips is Deputy General Counsel for HFMG and currently serves as a Senior Vice President (since June 2021) and Assistant Secretary (since June 2017) for HFMG. Mr. Phillips also serves as Vice President of HFMC (since June 2021). Prior to joining HFMG in 2017, Mr. Phillips was a Director and Chief Legal Officer of Saturna Capital Corporation from 2014–2016. Prior to that, Mr. Phillips was a Partner and Deputy General Counsel of Lord, Abbett & Co. LLC. |
N/A |
N/A |
Name of Person, Position |
Aggregate Compensation from the Trust |
Pension or Retirement Benefits Accrued as Part of Fund Expenses |
Estimated Annual Benefits Upon Retirement |
Total Compensation from the Fund Complex Paid to Trustees |
Hilary E. Ackermann, Trustee |
$5,807 |
None |
None |
$342,500 |
Robin C. Beery, Trustee |
$5,401 |
None |
None |
$320,000 |
Lynn S. Birdsong, Trustee* |
$8,271 |
None |
None |
$486,500 |
Derrick D. Cephas, Trustee |
$5,037 |
None |
None |
$297,500 |
Christine R. Detrick, Trustee |
$5,807 |
None |
None |
$342,500 |
John J. Gauthier** |
$0 |
None |
None |
$0 |
Andrew A. Johnson, Trustee |
$5,037 |
None |
None |
$297,500 |
Paul L. Rosenberg, Trustee |
$5,037 |
None |
None |
$297,500 |
Lemma W. Senbet, Trustee* |
$5,037 |
None |
None |
$297,500 |
David Sung, Trustee |
$5,807 |
None |
None |
$342,500 |
NAME OF TRUSTEE |
FUNDS |
DOLLAR RANGE OF EQUITY SECURITIES IN THE FUNDS |
AGGREGATE DOLLAR RANGE OF EQUITY SECURITIES IN ALL REGISTERED INVESTMENT COMPANIES OVERSEEN BY TRUSTEE IN FAMILY OF INVESTMENT COMPANIES |
Hilary E. Ackermann |
None |
None |
Over $100,000 |
Robin C. Beery |
None |
None |
Over $100,000 |
Derrick D. Cephas |
None |
None |
None |
Christine R. Detrick |
None |
None |
Over $100,000 |
John J. Gauthier* |
None |
None |
Over $100,000 |
Andrew A. Johnson |
None |
None |
None |
Paul L. Rosenberg |
None |
None |
None |
David Sung |
None |
None |
None |
NAME OF TRUSTEE |
FUNDS |
DOLLAR RANGE OF EQUITY SECURITIES IN THE FUNDS |
AGGREGATE DOLLAR RANGE OF EQUITY SECURITIES IN ALL REGISTERED INVESTMENT COMPANIES OVERSEEN BY TRUSTEE IN FAMILY OF INVESTMENT COMPANIES |
James E. Davey |
Longevity Economy ETF |
$0-$10,000 |
Over $100,000 |
|
Developed Markets ETF |
$10,000-$50,000 | |
|
Small Cap ETF |
$0-$10,000 | |
|
US Equity ETF |
Over $100,000 |
Fund/Shareholder |
Percentage of Ownership |
Hartford Longevity Economy ETF |
|
JP Morgan Chase Bank, National Association |
98.59% |
|
|
Hartford Multifactor Developed Markets (ex-US) ETF |
|
National Financial Services LLC |
22.53% |
TD Ameritrade Clearing, Inc. |
16.07% |
Morgan Stanley Smith Barney LLC |
10.57% |
Charles Schwab & Co., Inc. |
9.17% |
LPL Financial LLC |
7.01% |
Merrill Lynch, Pierce, Fenner & Smith Inc. |
6.53% |
State Street Bank and Trust Company |
5.23% |
|
|
Hartford Multifactor Diversified International ETF |
|
JP Morgan Chase Bank N.A. |
40.00% |
J.P. Morgan Securities LLC |
35.28% |
BofA Securities, Inc. |
11.99% |
Charles Schwab & Co., Inc. |
9.48% |
|
|
Hartford Multifactor Emerging Markets ETF |
|
Charles Schwab & Co., Inc. |
44.63% |
National Financial Services LLC |
19.78% |
State Street Bank and Trust Company |
11.58% |
J.P. Morgan Securities LLC |
5.52% |
|
|
Hartford Multifactor Small Cap ETF |
|
JP Morgan Chase Bank, National Association |
54.00% |
LPL Financial LLC |
11.96% |
Charles Schwab & Co., Inc. |
10.46% |
TD Ameritrade Clearing, Inc. |
9.43% |
National Financial Services LLC |
5.08% |
|
|
Hartford Multifactor US Equity ETF |
|
State Street Bank & Trust Company |
26.67% |
American Enterprise Investment Services Inc. |
20.97% |
LPL Financial LLC |
12.75% |
National Financial Services LLC |
11.54% |
Charles Schwab & Co., Inc. |
6.50% |
AVERAGE DAILY NET ASSETS |
ANNUAL RATE |
Longevity Economy ETF |
0.44% |
Developed Markets (ex-US) ETF |
0.29% |
Diversified International ETF |
0.29% |
Emerging Markets ETF |
0.44% |
Small Cap ETF |
0.34% |
US Equity ETF |
0.19% |
Fund Name |
2019 |
2020 |
2021 |
Hartford Longevity Economy ETF |
N/A |
N/A |
$35,9771 |
Hartford Multifactor Developed Markets (ex-US) ETF |
$5,150,796 |
$6,739,322 |
$5,813,533 |
Fund Name |
2019 |
2020 |
2021 |
Hartford Multifactor Diversified International ETF |
$15,212 |
$14,303 |
$16,032 |
Hartford Multifactor Emerging Markets ETF |
$373,633 |
$241,115 |
$189,362 |
Hartford Multifactor Small Cap ETF |
$84,416 |
$45,384 |
$47,966 |
Hartford Multifactor US Equity ETF |
$452,420 |
$559,559 |
$638,095 |
Fund Name |
2019 |
2020 |
2021 |
Hartford Longevity Economy ETF | |||
Net Aggregate Sub-Advisory Fees Paid |
N/A |
N/A |
$5,4411 |
% Net Aggregate Sub-Advisory Fees Paid |
N/A |
N/A |
0.07%2 |
Hartford Multifactor Developed Markets (ex-US) ETF |
|
|
|
Net Aggregate Sub-Advisory Fees Paid |
$661,968 |
$819,539 |
$725,754 |
% Net Aggregate Sub-Advisory Fees Paid |
0.04% |
0.04% |
0.04% |
Hartford Multifactor Diversified International ETF | |||
Net Aggregate Sub-Advisory Fees Paid |
$2,282 |
$2,147 |
$2,405 |
% Net Aggregate Sub-Advisory Fees Paid |
0.04% |
0.04% |
0.04% |
Hartford Multifactor Emerging Markets ETF | |||
Net Aggregate Sub-Advisory Fees Paid |
$54,791 |
$36,132 |
$28,389 |
% Net Aggregate Sub-Advisory Fees Paid |
0.07% |
0.07% |
0.07% |
Hartford Multifactor Small Cap ETF | |||
Net Aggregate Sub-Advisory Fees Paid |
$12,654 |
$7,006 |
$7,222 |
% Net Aggregate Sub-Advisory Fees Paid |
0.06% |
0.05% |
0.05% |
Hartford Multifactor US Equity ETF | |||
Net Aggregate Sub-Advisory Fees Paid |
$68,011 |
$83,985 |
$95,861 |
% Net Aggregate Sub-Advisory Fees Paid |
0.03% |
0.03% |
0.03% |
PORTFOLIO MANAGER |
REGISTERED INVESTMENT COMPANY ACCOUNTS |
ASSETS MANAGED (in millions) |
OTHER POOLED INVESTMENT VEHICLES |
ASSETS MANAGED (in millions) |
OTHER ACCOUNTS |
ASSETS MANAGED (in millions) |
Marlene Walker Smith |
117 |
$132,711 |
109 |
$122,085 |
57 |
$147,249 |
Todd Frysinger, CFA |
117 |
$132,711 |
109 |
$122,085 |
57 |
$147,249 |
David France, CFA |
117 |
$132,711 |
109 |
$122,085 |
57 |
$147,249 |
Michael Stoll |
117 |
$132,711 |
109 |
$122,085 |
57 |
$147,249 |
Vlasta Sheremeta, CFA |
117 |
$132,711 |
109 |
$122,085 |
57 |
$147,249 |
Fund Name |
2019 |
2020 |
2021 |
Hartford Longevity Economy ETF |
N/A |
N/A |
$9951 |
Hartford Multifactor Developed Markets (ex-US) ETF |
$821,289 |
$565,745 |
$342,246 |
Hartford Multifactor Diversified International ETF |
$1,352 |
$5,212 |
$3,786 |
Hartford Multifactor Emerging Markets ETF |
$82,637 |
$48,316 |
$53,655 |
Hartford Multifactor Small Cap ETF |
$8,889 |
$7,633 |
$2,356 |
Hartford Multifactor US Equity ETF |
$36,785 |
$49,109 |
$16,904 |
FUND |
REGULAR BROKER OR DEALER |
AGGREGATE VALUE |
Hartford Longevity Economy ETF | ||
|
Bank of America Corp. |
$118,011 |
|
Goldman Sachs Group, Inc. |
$74,472 |
|
JP Morgan Chase & Co. |
$177,931 |
|
Morgan Stanley |
$47,098 |
Hartford Multifactor Developed Markets (ex-US) ETF | ||
|
UBS Group AG |
$6,064,480 |
Hartford Multifactor Diversified International ETF | ||
|
UBS Group AG |
$16,562 |
Hartford Multifactor Emerging Markets ETF | ||
|
N/A |
N/A |
Hartford Multifactor Small Cap ETF | ||
|
N/A |
N/A |
Hartford Multifactor US Equity ETF | ||
|
Bank of America Securities LLC |
$2,660,129 |
|
JP Morgan Chase & Co |
$3,437,654 |
FUND |
STANDARD CASH TRANSACTION FEE* |
STANDARD IN-KIND TRANSACTION FEE* |
MAXIMUM VARIABLE TRANSACTION FEE** |
Hartford Longevity Economy ETF |
$100 |
$750 |
$3,000 |
Hartford Multifactor Developed Markets (ex-US) ETF |
$100 |
$1.750 |
$7,000 |
Hartford Multifactor Diversified International ETF |
$100 |
$2,200 |
$8,800 |
Hartford Multifactor Emerging Markets ETF |
$100 |
$2,000 |
$8,000 |
Hartford Multifactor Small Cap ETF |
$100 |
$1,000 |
$4,000 |
Hartford Multifactor US Equity ETF |
$100 |
$800 |
$3,200 |
FUND |
STANDARD CASH TRANSACTION FEE* |
STANDARD IN-KIND TRANSACTION FEE* |
MAXIMUM VARIABLE TRANSACTION FEE** |
Hartford Longevity Economy ETF |
$100 |
$750 |
2.00% |
Hartford Multifactor Developed Markets (ex-US) ETF |
$100 |
$1,750 |
2.00% |
Hartford Multifactor Diversified International ETF |
$100 |
$2,200 |
2.00% |
Hartford Multifactor Emerging Markets ETF |
$100 |
$2,000 |
2.00% |
Hartford Multifactor Small Cap ETF |
$100 |
$1,000 |
2.00% |
Hartford Multifactor US Equity ETF |
$100 |
$800 |
2.00% |
Securities Lending Activities |
Hartford Longevity Economy ETF |
Hartford Multifactor Developed Markets (ex-US) ETF |
Hartford Multifactor Diversified International ETF |
Gross Income |
$809 |
$838,894 |
$1,760 |
All fees and/or compensation for securities lending activities and related services | |||
Fees paid to securities lending agent from a revenue split |
$81 |
$83,885 |
$175 |
Fees paid to any cash collateral management service including fees deducted from a pooled cash collateral reinvestment vehicle that are not included in the revenue split |
$0 |
$0 |
$0 |
Administrative fees not included in revenue split |
$0 |
$0 |
$0 |
Indemnification fees not included in revenue split |
$0 |
$0 |
$0 |
Rebates (paid to borrower) |
$0 |
$40 |
$0 |
Other fees not included in revenue split |
$0 |
$0 |
$0 |
Aggregate fees/compensation from securities lending activities |
$81 |
$83,925 |
$175 |
Net income from securities lending activities |
$728 |
$754,969 |
$1,585 |
Securities Lending Activities |
Hartford Multifactor Emerging Markets ETF |
Hartford Multifactor Small Cap ETF |
Hartford Multifactor US Equity ETF |
Gross Income |
$2,164 |
$3,328 |
$12,899 |
All fees and/or compensation for securities lending activities and related services |
| ||
Fees paid to securities lending agent from a revenue split |
$216 |
$332 |
$1,290 |
Fees paid to any cash collateral management service including fees deducted from a pooled cash collateral reinvestment vehicle that are not included in the revenue split |
$0 |
$0 |
$0 |
Administrative fees not included in revenue split |
$0 |
$0 |
$0 |
Indemnification fees not included in revenue split |
$0 |
$0 |
$0 |
Rebates (paid to borrower) |
$0 |
$0 |
$1 |
Other fees not included in revenue split |
$0 |
$0 |
$0 |
Aggregate fees/compensation from securities lending activities |
$216 |
$332 |
$1,291 |
Net income from securities lending activities |
$1,948 |
$2,996 |
$11,608 |
FUND |
SHORT-TERM CAPITAL LOSS CARRYFORWARD WITH NO EXPIRATION |
LONG-TERM CAPITAL LOSS CARRYFORWARD WITH NO EXPIRATION |
Hartford Longevity Economy ETF |
$411,394 |
$0 |
Hartford Multifactor Developed Markets (ex-US) ETF |
$202,716,410 |
$81,236,144 |
Hartford Multifactor Diversified International ETF |
$419,538 |
$57,509 |
Hartford Multifactor Emerging Markets ETF |
$7,037,836 |
$6,342,705 |
Hartford Multifactor Small Cap ETF(1) |
$2,226,711 |
$1,047,849 |
Hartford Multifactor US Equity ETF |
$23,354,516 |
$7,668,693 |
Name and Principal Business Address* |
Positions and Offices with Underwriter |
Position and Offices with Registrant |
Stephen J. Kyllo |
President, Chief Operating Officer, Director, Chief Compliance Officer |
None |
Eric T. Parsons |
Vice President, Controller and Assistant Treasurer |
None |
Jason White** |
Secretary |
None |
Patrick J. Pedonti** |
Vice President, Treasurer and Assistant Secretary |
None |
Richard C. Noyes |
Senior Vice President, General Counsel, Assistant Secretary |
None |
LATTICE STRATEGIES TRUST | |
By: |
/s/ James E. Davey* |
|
James E. Davey President |
Signature |
Title |
Date |
/s/ James E. Davey* James E. Davey |
Trustee, President and Chief Executive Officer |
January 28, 2022 |
/s/ David A. Naab* David A. Naab |
Treasurer (Principal Financial Officer and Principal Accounting Officer) |
January 28, 2022 |
/s/ Christine R. Detrick* Christine R. Detrick |
Chair of the Board and Trustee |
January 28, 2022 |
/s/ Hilary E. Ackermann* Hilary E. Ackermann |
Trustee |
January 28, 2022 |
/s/ Robin C. Beery* Robin C. Beery |
Trustee |
January 28, 2022 |
/s/ Derrick D. Cephas* Derrick D. Cephas |
Trustee |
January 28, 2022 |
/s/ John J. Gauthier* John J. Gauthier |
Trustee |
January 28, 2022 |
/s/ Andrew A. Johnson, Jr.* Andrew A. Johnson, Jr. |
Trustee |
January 28, 2022 |
/s/ Paul L. Rosenberg* Paul L. Rosenberg |
Trustee |
January 28, 2022 |
/s/ David Sung* David Sung |
Trustee |
January 28, 2022 |
* By:/s/ Thomas R. Phillips Thomas R. Phillips, Attorney-in-fact * Pursuant to Power of Attorney (filed herewith) |
|
January 28, 2022 |