# EDGAR Filing Document

**Accession Number:** 0001605803
**File Stem:** 0001410368-26-030404
**Filing Date:** 2026-3
**Character Count:** 53043
**Document Hash:** eb2f0eda5ddd6e3d676b941b55fc7795
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-030404.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0001410368-26-030404

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Lattice Strategies Trust
- **CENTRAL INDEX KEY:** 0001605803

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23002
- **FILM NUMBER:** 26792285

**BUSINESS ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087
- **BUSINESS PHONE:** 610-386-4068

**MAIL ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087

## Series and Classes Contracts Data

### Hartford US Value ETF (Series ID: S000083140)

| Class ID   | Class Name            | Ticker Symbol   |
|:---|:---|:---|
| C000246654 | Hartford US Value ETF | VMAX            |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Lattice Strategies Trust

- **b. Investment Company Act file number:** 811-23002

- **c. CIK number of Registrant:** 0001605803

- **d. LEI of Registrant:** 549300X74R262ISYFF63

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 690 Lee Road

  - **City:** Wayne

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19087

  - **Telephone number:** 610-386-4068

**Item A.2. Information about the Series.**

- **a. Name of Series:** Hartford US Value ETF

- **b. EDGAR series identifier (if any):** S000083140

- **c. LEI of Series:** 2549002TBGA46YV43Q32

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $49502431.00

**Total Liabilities:** $219402.01

**Net Assets:** $49283028.99

**Cash Not Reported:** $15055.57

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000246654 | 1.52%                | 1.32%                | 3.80%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $0.00                    | $651687.26                                 |
| Month 2  | $-39643.91               | $571930.90                                 |
| Month 3  | $577.06                  | $1717954.69                                |

### Schedule of Portfolio Investments

| Name                             | Title                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AT&T Inc                         | AT&T Inc                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     18158 | NS      | $475921.18    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories              | Abbott Laboratories                                                         | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       261 | NS      | $28527.30     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc               | Albertsons Cos Inc                                                          | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |     12127 | NS      | $201914.55    | 0.41%             |  |  |  | No            |                  1 | On Loan: —       |
| Allstate Corp/The                | Allstate Corp/The                                                           | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |         8 | NS      | $1591.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                     | Alphabet Inc                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      3356 | NS      | $1134328.00   | 2.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group Inc                 | Altria Group Inc                                                            | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |      6253 | NS      | $387623.47    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                   | Amazon.com Inc                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       509 | NS      | $121803.70    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| American International Group Inc | American International Group Inc                                            | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | EC               | CORP              | US        |      1598 | NS      | $119658.24    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp              | American Tower Corp                                                         | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      1615 | NS      | $289537.20    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corp                    | Amphenol Corp                                                               | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |       443 | NS      | $63827.44     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc              | Elevance Health Inc                                                         | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       921 | NS      | $318426.54    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| APA Corp                         | APA Corp                                                                    | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | EC               | CORP              | US        |     23924 | NS      | $631832.84    | 1.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc            | Applied Materials Inc                                                       | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        99 | NS      | $31909.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corp                    | AppLovin Corp                                                               | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       316 | NS      | $149502.76    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Autoliv Inc                      | Autoliv Inc                                                                 | CUSIP: 052800109<br>LEI: A23RUXWKASG834LTMK28 | Long             | EC               | CORP              | US        |      1301 | NS      | $157733.24    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Axos Financial Inc               | Axos Financial Inc                                                          | CUSIP: 05465C100<br>LEI: 529900D8M56422GK9O25 | Long             | EC               | CORP              | US        |       615 | NS      | $60878.85     | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                  | Baker Hughes Co                                                             | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       283 | NS      | $15859.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp             | Bank of America Corp                                                        | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      9317 | NS      | $495664.40    | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon Corp/The | Bank of New York Mellon Corp/The                                            | CUSIP: 064058100<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | EC               | CORP              | US        |      7143 | NS      | $856588.56    | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank OZK                         | Bank OZK                                                                    | CUSIP: 06417N103<br>LEI: 549300VYK2WBD7SST478 | Long             | EC               | CORP              | US        |      9472 | NS      | $450488.32    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc            | Bath & Body Works Inc                                                       | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |      4412 | NS      | $96181.60     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc           | Berkshire Hathaway Inc                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       914 | NS      | $439204.42    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                  | Best Buy Co Inc                                                             | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      2356 | NS      | $153375.60    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc             | Booking Holdings Inc                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |        34 | NS      | $170062.56    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co          | Bristol-Myers Squibb Co                                                     | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     15585 | NS      | $857954.25    | 1.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                     | Broadcom Inc                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       107 | NS      | $35449.10     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group Inc                   | CBRE Group Inc                                                              | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |       507 | NS      | $86357.31     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| CF Industries Holdings Inc       | CF Industries Holdings Inc                                                  | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | EC               | CORP              | US        |      3736 | NS      | $348307.28    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| CH Robinson Worldwide Inc        | CH Robinson Worldwide Inc                                                   | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |      1601 | NS      | $312114.95    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                  | CVS Health Corp                                                             | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     12422 | NS      | $925687.44    | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                     | Cadence Bank                                                                | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |       622 | NS      | $26192.42     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cal-Maine Foods Inc              | Cal-Maine Foods Inc                                                         | CUSIP: 128030202<br>LEI: 549300NHE5WMIEIEMF53 | Long             | EC               | CORP              | US        |      5804 | NS      | $484808.12    | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp       | Capital One Financial Corp                                                  | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      2530 | NS      | $553892.90    | 1.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                  | Caterpillar Inc                                                             | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1343 | NS      | $882834.48    | 1.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                     | Chevron Corp                                                                | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3218 | NS      | $569264.20    | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                | Cisco Systems Inc                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      1437 | NS      | $112545.84    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corp                      | Cintas Corp                                                                 | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       144 | NS      | $27560.16     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                    | Citigroup Inc                                                               | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |      9393 | NS      | $1086864.03   | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Coinbase Global Inc              | Coinbase Global Inc                                                         | CUSIP: 19260Q107<br>LEI: 5493004G3J2SC154DU06 | Long             | EC               | CORP              | US        |       876 | NS      | $170592.24    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                     | Comcast Corp                                                                | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      8349 | NS      | $248382.75    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Inc                     | Comerica Inc                                                                | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |      1891 | NS      | $167674.97    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                   | ConocoPhillips                                                              | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      6131 | NS      | $639034.13    | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Energy Corp        | Constellation Energy Corp                                                   | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |      1586 | NS      | $445158.48    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| CoStar Group Inc                 | CoStar Group Inc                                                            | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |      3083 | NS      | $189604.50    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell Technologies Inc            | Dell Technologies Inc                                                       | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |      3246 | NS      | $371472.24    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Devon Energy Corp                | Devon Energy Corp                                                           | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Long             | EC               | CORP              | US        |      5466 | NS      | $219787.86    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                 | Duke Energy Corp                                                            | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |      2652 | NS      | $321820.20    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                | EOG Resources Inc                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      7219 | NS      | $809466.47    | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| eBay Inc                         | eBay Inc                                                                    | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |      1337 | NS      | $121961.14    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| EMCOR Group Inc                  | EMCOR Group Inc                                                             | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |       655 | NS      | $472078.15    | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp                      | Exelon Corp                                                                 | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      2874 | NS      | $128697.72    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                 | Exxon Mobil Corp                                                            | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      6171 | NS      | $872579.40    | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc               | Meta Platforms Inc                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      1047 | NS      | $750175.50    | 1.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co                      | Fastenal Co                                                                 | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      4955 | NS      | $214848.80    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc         | Ferguson Enterprises Inc                                                    | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |      1950 | NS      | $492297.00    | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gap Inc/The                      | Gap Inc/The                                                                 | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | EC               | CORP              | US        |     20601 | NS      | $576415.98    | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc              | Gilead Sciences Inc                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      7470 | NS      | $1060366.50   | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The      | Goldman Sachs Group Inc/The                                                 | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       464 | NS      | $434030.24    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                  | WW Grainger Inc                                                             | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |         7 | NS      | $7559.58      | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| American Healthcare REIT Inc     | American Healthcare REIT Inc                                                | CUSIP: 398182303<br>LEI: 2549004GGE2APGNT6O92 | Long             | EC               |  | US        |       589 | NS      | $27629.99     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| HP Inc                           | HP Inc                                                                      | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |      6811 | NS      | $132405.84    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hancock Whitney Corp             | Hancock Whitney Corp                                                        | CUSIP: 410120109<br>LEI: 549300GRNBWY8HIICT41 | Long             | EC               | CORP              | US        |      1328 | NS      | $91366.40     | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc      | Jack Henry & Associates Inc                                                 | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        32 | NS      | $5734.72      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co    | Hewlett Packard Enterprise Co                                               | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |      2867 | NS      | $61697.84     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc           | Hims & Hers Health Inc                                                      | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Long             | EC               | CORP              | US        |       453 | NS      | $12271.77     | 0.02%             |  |  |  | No            |                  1 | On Loan: —       |
| Host Hotels & Resorts Inc        | Host Hotels & Resorts Inc                                                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |      5595 | NS      | $103675.35    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                       | Humana Inc                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      1239 | NS      | $241852.80    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group Inc    | Interactive Brokers Group Inc                                               | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      7608 | NS      | $569687.04    | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co              | JPMorgan Chase & Co                                                         | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      2329 | NS      | $712417.81    | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                | Johnson & Johnson                                                           | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      2341 | NS      | $531992.25    | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| KLA Corp                         | KLA Corp                                                                    | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       111 | NS      | $158501.34    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Kilroy Realty Corp               | Kilroy Realty Corp                                                          | CUSIP: 49427F108<br>LEI: 549300CXXI18B214UN80 | Long             | EC               |  | US        |       866 | NS      | $29859.68     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                    | Kroger Co/The                                                               | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      6669 | NS      | $419146.65    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                | Lam Research Corp                                                           | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      2665 | NS      | $622170.90    | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Co             | Lamar Advertising Co                                                        | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               |  | US        |      2665 | NS      | $341946.15    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln National Corp            | Lincoln National Corp                                                       | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | EC               | CORP              | US        |     15857 | NS      | $659809.77    | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                   | Lowe's Cos Inc                                                              | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       341 | NS      | $91067.46     | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                    | M&T Bank Corp                                                               | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      2263 | NS      | $501412.91    | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MGIC Investment Corp             | MGIC Investment Corp                                                        | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |      5276 | NS      | $142029.92    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Magnolia Oil & Gas Corp          | Magnolia Oil & Gas Corp                                                     | CUSIP: 559663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17497 | NS      | $446348.47    | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                   | Mastercard Inc                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      1192 | NS      | $642237.68    | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                   | Merck & Co Inc                                                              | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      7667 | NS      | $845440.09    | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                   | Microsoft Corp                                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       541 | NS      | $232786.89    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc            | Micron Technology Inc                                                       | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |      1965 | NS      | $815239.20    | 1.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                     | Moody's Corp                                                                | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |       800 | NS      | $412448.00    | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                   | Morgan Stanley                                                              | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      2118 | NS      | $387170.40    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                    | Mosaic Co/The                                                               | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | EC               | CORP              | US        |       893 | NS      | $24557.50     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy Inc                   | NRG Energy Inc                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | EC               | CORP              | US        |      6209 | NS      | $947679.67    | 1.92%             |  |  |  | No            |                  1 | On Loan: No      |
| NewMarket Corp                   | NewMarket Corp                                                              | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |       584 | NS      | $391741.36    | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmont Corp                     | Newmont Corp                                                                | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      7752 | NS      | $870937.20    | 1.77%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc          | Nexstar Media Group Inc                                                     | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |       851 | NS      | $180735.38    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp              | Northern Trust Corp                                                         | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |      4898 | NS      | $731908.14    | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                      | NVIDIA Corp                                                                 | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      3980 | NS      | $760697.40    | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Chord Energy Corp                | Chord Energy Corp                                                           | CUSIP: 674215207<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | EC               | CORP              | US        |      2617 | NS      | $262328.08    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Oshkosh Corp                     | Oshkosh Corp                                                                | CUSIP: 688239201<br>LEI: 549300FEKNPCFSA2B506 | Long             | EC               | CORP              | US        |      1496 | NS      | $215154.72    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Permian Resources Corp           | Permian Resources Corp                                                      | CUSIP: 71424F105<br>LEI: 529900NXUJPOKU7OJ511 | Long             | EC               | CORP              | US        |     22648 | NS      | $365312.24    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                       | Pfizer Inc                                                                  | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      3748 | NS      | $99097.12     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Popular Inc                      | Popular Inc                                                                 | CUSIP: 733174700<br>LEI: 5493008CARDZMVQ3LO89 | Long             | EC               | CORP              | PR        |      3565 | NS      | $476034.45    | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc           | T Rowe Price Group Inc                                                      | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      1996 | NS      | $210937.28    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial Inc         | Prudential Financial Inc                                                    | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | EC               | CORP              | US        |      1283 | NS      | $142554.13    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                     | QUALCOMM Inc                                                                | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      1452 | NS      | $220108.68    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc      | Raymond James Financial Inc                                                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       776 | NS      | $128707.36    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp           | Regions Financial Corp                                                      | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     10052 | NS      | $286482.00    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc                     | Reliance Inc                                                                | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       421 | NS      | $138719.50    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryder System Inc                 | Ryder System Inc                                                            | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | EC               | CORP              | US        |      2019 | NS      | $386194.32    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| SEI Investments Co               | SEI Investments Co                                                          | CUSIP: 784117103<br>LEI: 5LJTIFADGZ6XH1RVOC11 | Long             | EC               | CORP              | US        |      2981 | NS      | $261880.85    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The          | Charles Schwab Corp/The                                                     | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       638 | NS      | $66300.96     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Sherwin-Williams Co/The          | Sherwin-Williams Co/The                                                     | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       389 | NS      | $137954.96    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                  | Southern Co/The                                                             | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      2943 | NS      | $262839.33    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                        | Block Inc                                                                   | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |     10037 | NS      | $606535.91    | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                | State Street Corp                                                           | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      7924 | NS      | $1036934.64   | 2.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial              | Synchrony Financial                                                         | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | EC               | CORP              | US        |     10787 | NS      | $783459.81    | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Toast Inc                        | Toast Inc                                                                   | CUSIP: 888787108<br>LEI: 549300TN1PZNLCD4I551 | Long             | EC               | CORP              | US        |      6834 | NS      | $212605.74    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The            | Travelers Cos Inc/The                                                       | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |       587 | NS      | $167007.37    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| UGI Corp                         | UGI Corp                                                                    | CUSIP: 902681105<br>LEI: DX6GCWD4Q1JO9CRE5I40 | Long             | EC               | CORP              | US        |     18814 | NS      | $754629.54    | 1.53%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                       | US Bancorp                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      1101 | NS      | $61777.11     | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc            | Uber Technologies Inc                                                       | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       913 | NS      | $73085.65     | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                  | Ulta Beauty Inc                                                             | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       153 | NS      | $99046.08     | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals Inc               | United Rentals Inc                                                          | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | EC               | CORP              | US        |       184 | NS      | $143899.04    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc           | UnitedHealth Group Inc                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2932 | NS      | $841278.76    | 1.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Unum Group                       | Unum Group                                                                  | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Long             | EC               | CORP              | US        |      4040 | NS      | $306918.80    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban Outfitters Inc             | Urban Outfitters Inc                                                        | CUSIP: 917047102<br>LEI: 549300N3DUFR5U6NRN38 | Long             | EC               | CORP              | US        |      3175 | NS      | $224948.75    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc       | Verizon Communications Inc                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     16291 | NS      | $725275.32    | 1.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Versant Media Group Inc          | Versant Media Group Inc                                                     | CUSIP: 925283103<br>LEI: 254900D2Q5F5F229PU30 | Long             | EC               | CORP              | US        |       333 | NS      | $10849.14     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| VICI Properties Inc              | VICI Properties Inc                                                         | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |     16275 | NS      | $457002.00    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                         | Visa Inc                                                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      1427 | NS      | $459251.41    | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                      | Vistra Corp                                                                 | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |      2764 | NS      | $437679.40    | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Co                 | Wells Fargo & Co                                                            | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      7749 | NS      | $701207.01    | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Welltower Inc                    | Welltower Inc                                                               | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Long             | EC               |  | US        |       407 | NS      | $76662.52     | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International Inc          | WESCO International Inc                                                     | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |       393 | NS      | $113745.99    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp             | Western Digital Corp                                                        | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       119 | NS      | $29777.37     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Zillow Group Inc                 | Zillow Group Inc                                                            | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |      4352 | NS      | $274306.56    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors     | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |    207410 | NS      | $207409.50    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Axis Capital Holdings Ltd        | Axis Capital Holdings Ltd                                                   | CUSIP: 000000000<br>LEI: 635400VD2NQBYAHMEM55 | Long             | EC               | CORP              | BM        |      2455 | NS      | $253306.90    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Group PLC        | Janus Henderson Group PLC                                                   | CUSIP: 000000000<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |      4765 | NS      | $229339.45    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| Invesco Ltd                      | Invesco Ltd                                                                 | CUSIP: 000000000<br>LEI: ECPGFXU8A2SHKVVGJI15 | Long             | EC               | CORP              | BM        |      4075 | NS      | $111206.75    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings PLC  | Seagate Technology Holdings PLC                                             | CUSIP: 000000000<br>LEI: 635400RUXIFEZSRU8X70 | Long             | EC               | CORP              | IE        |      2298 | NS      | $936871.62    | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC           | Trane Technologies PLC                                                      | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |       670 | NS      | $281788.60    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                        | Chubb Ltd                                                                   | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |       348 | NS      | $107726.88    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-19

**Name of Applicant:** Lattice Strategies Trust

**Signature:** William Zook

**Name of Signer:** William Zook

**Title:** Assistant Treasurer