Hartford US Value Index (LVMAXX)

Objective

Designed to provide efficient exposure to the US large-cap value equity market.

Description of Methodology

The index methodology seeks to enhance return potential through factor security selection while applying a comprehensive risk framework to overall Index construction. The rules-based, proprietary methodology utilizes an optimization process to help maximize exposure to value while avoiding negative exposure to quality and momentum and controlling for sector and size at the portfolio level.

download metholodogy document Hartford Multifactor Index Methodologies

Performance

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.

PERFORMANCE %

	CUMULATIVE % (as of 6/30/2026)			AVERAGE ANNUAL TOTAL RETURNS % (as of 6/30/2026)
	YTD	1YR	3YR	5YR	10YR	SI
Hartford US Value Index	16.00	27.65	20.38	---	---	18.44

	CUMULATIVE % (as of 6/30/2026)			AVERAGE ANNUAL TOTAL RETURNS % (as of 6/30/2026)
	YTD	1YR	3YR	5YR	10YR	SI¹
Hartford US Value Index	16.00	27.65	20.38	---	---	18.44

SI = Since Inception. Index Inception: 12/31/2022

Indices are unmanaged and not available for direct investment.

Characteristics

KEY FACTS (as of 7/9/2026)

Ticker	LVMAXX Index
Inception Date	12/31/2022
Current Index Value	1825.20
Last Closing Level	1811.91
Change	13.29
Change %	0.73%
52-Week-High	1825.20
52-Week-Low	1410.53

Holdings Characteristics (as of 5/31/2026)

% in Equities	100
Price/Book	2.5x
EPS Growth Rate	11.2%
Asset Weighted Market Cap (billions)	$339.5
Price/Earnings	14.9x
Return on Equity	27.4%
Median Market Cap (billions)	$45.2
Nominal Companies	140
Effective Companies	88
Debt to Equity	178.0%
Index Dividend Yield (%)	2.33

Sector Exposure (%)

Financials	35
Health Care	11
Information Technology	11
Energy	11
Communication Services	7
Utilities	6
Industrials	5
Real Estate	4
Consumer Discretionary	4
Consumer Staples	4
Materials	3

Financials	35
Energy	13
Health Care	12
Information Technology	7
Communication Services	7
Utilities	7
Industrials	5
Real Estate	4
Consumer Staples	4
Consumer Discretionary	4
Materials	3

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 outlined in this document is calculated and distributed by S&P Dow Jones Indices. The index is calculated as a price and total return index.

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 (%)

Alphabet Inc	2.31
Bank of New York Mellon Corp (The)	2.22
Seagate Technology Holdings plc	2.18
State Street Corporation	2.10
Citigroup Inc	1.94
U.S. Bancorp	1.90
Merck and Co Inc	1.82
APA Corporation	1.70
Conocophillips	1.67
Verizon Communications Inc	1.61
Total Portfolio %	19.45

APA Corporation	2.13
Conocophillips	2.08
Bank of New York Mellon Corp (The)	2.03
Merck and Co Inc	1.98
Exxon Mobil Corp	1.93
U.S. Bancorp	1.93
Citigroup Inc	1.88
Alphabet Inc	1.88
State Street Corporation	1.83
Verizon Communications Inc	1.82
Total Portfolio %	19.49

Market Cap Distribution (%) (as of 5/31/2026)

Market Cap Header3
Less than $2B	0
$2B - $10B	16
$10B - $100B	42
Greater than $100B	42