Hartford Disciplined US Equity Index

Overview

Hartford Disciplined US Equity Index is designed to capture the performance potential of the US large-cap equities by seeking balanced and consistent exposures across multiple risk factors at lower levels of volatility, while controlling for active risk compared to a similar broad market capitalization weighted index.

Description of Methodology

The index methodology seeks to enhance return potential through multifactor security selection while applying a comprehensive risk framework to overall index construction. The rules-based, proprietary methodology utilizes an optimization process to target balanced and consistent exposures across value, momentum and quality factors while controlling for total active risk and a reduced volatility level relative to the capitalization-weighted universe.

download metholodogy document Hartford Multifactor Index Methodologies

Performance

PERFORMANCE %

	CUMULATIVE % (as of 3/31/2025)			AVERAGE ANNUAL TOTAL RETURNS % (as of 3/31/2025)
	YTD	1YR	3YR	5YR	10YR	SI
Hartford Disciplined US Equity Index	-3.90	8.42	7.95	---	---	5.14

	CUMULATIVE % (as of 3/31/2025)			AVERAGE ANNUAL TOTAL RETURNS % (as of 3/31/2025)
	YTD	1YR	3YR	5YR	10YR	SI¹
Hartford Disciplined US Equity Index	-3.90	8.42	7.95	---	---	5.14

SI = Since Inception. Index Inception: 12/31/2021

Past performance does not guarantee future results.
Performance reflects cumulative total returns for periods of less than one year and average annual total returns for periods of one year or greater.

Indices are unmanaged and not available for direct investment.

Characteristics

KEY FACTS (as of 4/24/2025)

Ticker	LHDUSX Index
Inception Date	12/31/2021
Current Index Value	1150.10
Last Closing Level	1127.83
Change	22.27
Change %	1.94%
52-Week-High	1277.41
52-Week-Low	1038.79
Number Of Holdings	259

Holdings Characteristics

% in Equities	100
Price/Book	4.6x
EPS Growth Rate	11.1%
Asset Weighted Market Cap (billions)	$739.7
Price/Earnings	21.9x
Return on Equity	36.4%
Median Market Cap (billions)	$38.9
Nominal Companies	259
Effective Companies	66
Debt to Equity	163.1%
Index Dividend Yield (%)	1.84

Sector Exposure (%)

Information Technology	27
Financials	12
Industrials	11
Health Care	11
Communication Services	10
Consumer Discretionary	10
Consumer Staples	8
Real Estate	4
Energy	4
Materials	3
Utilities	2

Information Technology	31
Consumer Discretionary	11
Financials	11
Communication Services	10
Health Care	9
Industrials	9
Consumer Staples	7
Energy	4
Real Estate	4
Materials	2
Utilities	1

Important Notes

The Index's Provider (Lattice Strategies LLC ("Lattice Strategies" or "Lattice"), a wholly owned subsidiary of Hartford Funds Management Company, LLC ("HFMC")), is responsible for the methodology and selection of each index component. The Index is calculated and distributed by Solactive AG. The Hartford Multifactor Indices are calculated as price and total return indexes.

Index returns do not represent actual fund or portfolio returns. A fund or portfolio may differ significantly from the index. The index does not reflect any management fees, transaction fees, brokerage expenses, or other expenses that may reduce returns. Index returns assume that dividends have been reinvested. Investors cannot invest directly in the Index.

Top Ten Holdings (%)

Apple Inc	5.42
Microsoft Corp	4.69
NVIDIA Corporation	4.44
Alphabet Inc	3.96
Amazon.com Inc	3.71
Meta Platforms Inc	2.29
Broadcom Inc	1.70
Tesla Inc	1.56
Johnson & Johnson	1.52
PepsiCo Inc	1.41
Total Portfolio %	30.70

Apple Inc	5.70
NVIDIA Corporation	5.65
Microsoft Corp	5.47
Alphabet Inc	4.33
Amazon.com Inc	3.73
Meta Platforms Inc	1.95
Broadcom Inc	1.83
Tesla Inc	1.80
Johnson & Johnson	1.45
Verizon Communications Inc	1.20
Total Portfolio %	33.11

Market Cap Distribution (%)

Market Cap Header3
Less than $2B	0
$2B - $10B	12
$10B - $100B	32
Greater than $100B	56