Hartford Multifactor ETFs
Annual Report
September 30, 2023
Hartford Disciplined US Equity ETF
Hartford Longevity Economy ETF
Hartford Multifactor Developed Markets (ex-US) ETF
Hartford Multifactor Diversified International ETF
Hartford Multifactor Emerging Markets ETF
Hartford Multifactor Small Cap ETF
Hartford Multifactor US Equity ETF


A MESSAGE FROM THE PRESIDENT
Dear Shareholders
Thank you for investing in Hartford Multifactor Exchange-Traded Funds. The following is the Funds’ Annual Report covering the period from October 1, 2022 through September 30, 2023.
Market Review
During the 12 months ended September 30, 2023, U.S. stocks, as measured by the S&P 500 Index,1 gained 21.62%. While the impressive performance for the period covered in this report certainly compares favorably to the negative results from the comparable year-ago period during which the S&P 500 Index lost 15.47%, the last 12 months were characterized by extreme market volatility and shifting sentiment over the direction of inflation, interest rates, and Federal Reserve (Fed) policy—as well as a brief but deeply troubling banking crisis.
As the period began, the markets were still digesting a brief message from Fed Chair Jerome Powell in late August 2022, warning investors of the Fed’s commitment to keep interest rates high for as long as necessary to battle rampant inflation—a message delivered in the wake of a brief midsummer stock-market rally. After Chair Powell’s statement, equities declined sharply.
In the months that followed, inflation rates—which peaked at 9.1% in June 2022—continued to decline, providing leeway for the Fed to slow the pace of interest-rate hikes from three-quarters of a percent to a quarter percent at regular intervals. Nonetheless, Fed Chair Powell’s consistent message that interest rates would remain “higher for longer” left investor sentiment unsettled as equities soared in January 2023 but pulled back in February 2023.
The March 2023 banking crisis involving the liquidation of Silicon Valley Bank and Signature Bank sparked fears of widespread financial instability that briefly shook market sentiment. Sensing fragility in the financial sector, the Fed used its June 2023 meeting to pause its rate hikes for a month. Fortuitously, the Consumer Price Index (CPI)2 report issued during the same month showed annual inflation had dropped to 3% (at the period’s end, the rate had risen to 3.7%).
Meanwhile, an unexpectedly positive forward-guidance report from chipmaker Nvidia helped kick off a surprise stock rally, lifting the value of many growth-oriented equities, particularly those linked to artificial intelligence technology. On Capitol Hill, a potentially catastrophic debt default by the U.S. was avoided near the Memorial Day holiday weekend with an agreement among lawmakers to suspend the nation’s debt limit through January 1, 2025, relieving a major source of market anxiety. Only four months later, as the current period was ending, a U.S. government shutdown was narrowly avoided when Congress agreed to a last-minute temporary plan to keep the government funded past the September 30 deadline.
As the final months of 2023 tick by, it remains unclear how soon the Fed might decide to end its campaign of rate increases or, indeed, whether the Fed’s policies will produce the hoped-for soft-landing scenario of low inflation and a moderate economic slowdown minus a recession. Sluggish equity-market performance during the final two months of the period covered in this report exposed a vein of continued uncertainty among investors. With market volatility likely to persist, it’s more important than ever to maintain a strong relationship with your financial professional.
Thank you again for investing in Hartford Multifactor Exchange-Traded Funds. For the most up-to-date information on our funds, please take advantage of all the resources available at hartfordfunds.com.
James Davey
President
Hartford Funds
1 S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks. The index is unmanaged and not available
for direct investment. Past performance does not guarantee future results.
2 The Consumer Price Index is defined by the Bureau of Labor Statistics as a measure of the average change over time in the prices paid by urban consumers 
for a market basket of consumer goods and services.


Hartford Multifactor ETFs
Table of Contents
Fund Overview (Unaudited)  2
Benchmark Glossary (Unaudited) 16
Expense Examples (Unaudited) 17
Financial Statements:  
Schedules of Investments:  
Hartford Disciplined US Equity ETF 18
Hartford Longevity Economy ETF 22
Hartford Multifactor Developed Markets (ex-US) ETF 26
Hartford Multifactor Diversified International ETF 32
Hartford Multifactor Emerging Markets ETF 37
Hartford Multifactor Small Cap ETF 42
Hartford Multifactor US Equity ETF 47
Glossary 52
Statements of Assets and Liabilities 53
Statements of Operations 54
Statements of Changes in Net Assets 55
Financial Highlights 59
Notes to Financial Statements 61
Report of Independent Registered Public Accounting Firm 76
Operation of the Liquidity Risk Management Program (Unaudited) 78
Trustees and Officers of the Trust (Unaudited)  79
How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records (Unaudited) 82
Quarterly Portfolio Holdings Information (Unaudited) 82
Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) 83
The views expressed in each Fund’s Manager Discussion contained in the Fund Overview section are views of that Fund’s sub-adviser and portfolio management team through the end of the period and are subject to change based on market and other conditions. Each Fund’s Manager Discussion is for informational purposes only and does not represent an offer, recommendation or solicitation to buy, hold or sell any security. The specific securities identified and described, if any, do not represent all of the securities purchased or sold and you should not assume that investments in the securities identified and discussed will be profitable.


Table of Contents
Hartford Disciplined US Equity ETF 
 Fund Overview
 September 30, 2023 (Unaudited) 

Inception 11/16/2022
Sub-advised by Mellon Investments Corporation
Investment objective – The Fund seeks to provide investment results that, before fees and expenses, correspond to the total return performance of an index that tracks the performance of exchange traded U.S. large cap equity securities.
Comparison of Change in Value of $10,000 Investment (11/16/2022 - 09/30/2023)
The chart above represents the hypothetical growth of a $10,000 investment in the Fund. The difference in returns between the Fund and the Index was primarily the result of the Fund’s operating expenses, including transaction costs, that are not reflected in the Index’s results.
Cumulative Total Returns
for the Period Ended 09/30/2023
  Since
Inception1
Disciplined US Equity ETF (NAV Return) 6.97%
Disciplined US Equity ETF (Market Price Return) 6.97%
Hartford Disciplined US Equity Index 7.14%
Russell 1000 Index (Gross) 9.68%
    
1 Inception: 11/16/2022
Information regarding how often shares of the Fund traded on NYSE Arca, Inc. (“NYSE Arca”) at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns for the report period presented in the table may differ from the return in the Financial Highlights. The total return presented in the Financial Highlights section of the report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.
ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.
The Russell 1000 Index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.
You cannot invest directly in an index.
See "Benchmark Glossary" for benchmark descriptions.
The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.19%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 09/30/2023. 
 

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Table of Contents
Hartford Disciplined US Equity ETF 
 Fund Overview – (continued)
 September 30, 2023 (Unaudited) 

Manager Discussion
Hartford Disciplined US Equity ETF (the “Fund”) seeks to provide investment results that, before fees and expenses, correspond to the total return performance of Hartford Disciplined US Equity Index (“LHDUSX” or the “Index”), which tracks the performance of large-cap exchange-traded U.S. equity securities.
The Fund seeks to generate returns by investing in index constituents that are selected and weighted through a rules-based methodology that seeks to:
1) Deliberately Allocate Risks by seeking balanced and consistent exposure across multiple risk factors at lower levels of volatility while controlling for active risk compared to a similar capitalization-weighted investment universe.
2) Serve as a core holding by delivering balanced and consistent exposures while remaining broadly diversified.
3) Enhance Return Potential by selecting companies with a favorable combination of low valuation, high momentum, high quality, and dividend yield investment factors.
4) Maintain Consistency by reapplying the index methodology twice a year in March and September to maintain intended investment exposures.
The Fund returned 6.97% based on net asset value (“NAV”) from November 16, 2022 (the Fund’s inception date) through September 30, 2023, as compared to the Index, which returned 7.14% for the same period. The difference in returns between the Fund and the Index was primarily the result of the Fund’s transaction costs and operating expenses that are not reflected in the Index’s results.
The Fund seeks exposures to return-enhancing factors while controlling for active risk versus cap-weighted indices. In doing so, the Fund invests in companies that we believe exhibit a favorable combination of low valuation, high momentum, high-quality, and dividend yield investment factors. The Fund underperformed the 9.68% return of the Index’s reference index, the Russell 1000 Index, for the since inception period starting November 16, 2022. The Fund’s smaller size exposure relative to the Russell 1000 Index detracted as smaller market capitalization stocks underperformed during the period. In addition, the Fund’s active exposure to lower volatility investments was a detractor from performance relative to the Russell 1000 Index, as large-cap equities generated strong positive returns and lower volatility stocks underperformed during the period. The Fund’s positive dividend yield exposure also detracted as higher dividend yield stocks underperformed.
The Fund made limited use of derivatives during the year; therefore, derivatives had no material impact on performance.
U.S. large-cap equity markets generated positive results over the trailing twelve-month period ending September 30, 2023, with the Russell 1000 Index returning 21.19% for the period. Over the period, stocks benefited from optimism on expectations that the Fed could scale back its aggressive pace of interest rate hikes as inflation
showed signs of cooling after the core Consumer Price Index declined off the peak of 9.1% reached in June 2022. There was positive sentiment as risk of recession moderated on prospects of strong economic growth with a robust labor market, resilient consumer spending, and improved corporate earnings that bolstered investors. Following three consecutive positive quarters, stocks declined in the third quarter of 2023 pressured by surging Treasury yields amid firming views that the Fed may keep interest rates elevated for a prolonged period.
Important Risks
The Fund is new and has a limited operating history. Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • The Fund is not actively managed but rather attempts to track the performance of an index. The Fund’s returns may diverge from that of the index. • Investments focused in a sector, industry or group of industries may increase volatility and risk.
Composition by Sector(1)
as of 09/30/2023
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 8.8%
Consumer Discretionary 9.7
Consumer Staples 8.4
Energy 3.8
Financials 13.3
Health Care 12.9
Industrials 8.8
Information Technology 25.6
Materials 2.0
Real Estate 4.4
Utilities 2.2
Total 99.9%
Other Assets & Liabilities 0.1
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

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Table of Contents
Hartford Longevity Economy ETF 
 Fund Overview
 September 30, 2023 (Unaudited) 

Inception 03/16/2021
Sub-advised by Mellon Investments Corporation
Investment objective – The Fund seeks to provide investment results that, before fees and expenses, correspond to the total return performance of the Hartford Longevity Economy Index (LHLGEX) (the “Index”), which is designed to generate attractive risk-adjusted returns by investing in companies that comprise industries that reflect certain themes that are expected to benefit from the growth of the aging population and the substantial buying power it represents.
Comparison of Change in Value of $10,000 Investment (03/16/2021 - 09/30/2023)
The chart above represents the hypothetical growth of a $10,000 investment in the Fund. The difference in returns between the Fund and the Index was primarily the result of the Fund’s operating expenses, including transaction costs, that are not reflected in the Index’s results.
Average Annual Total Returns
for the Periods Ended 09/30/2023
  1 Year Since
Inception1
Longevity Economy ETF (NAV Return) 15.57% 0.20%
Longevity Economy ETF (Market Price Return) 15.57% 0.20%
Hartford Longevity Economy Index 16.15% 0.64%
Russell 3000 Index (Gross) 20.46% 2.67%
    
1 Inception: 03/16/2021
Information regarding how often shares of the Fund traded on NYSE Arca, Inc. (“NYSE Arca”) at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns for the report period presented in the table may differ from the return in the Financial Highlights. The total return presented in the Financial Highlights section of the report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.
ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange
where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.
The Russell 3000 Index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.
You cannot invest directly in an index.
See "Benchmark Glossary" for benchmark descriptions.
The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.44%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 09/30/2023.
 

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Table of Contents
Hartford Longevity Economy ETF 
 Fund Overview – (continued)
 September 30, 2023 (Unaudited) 

Manager Discussion
Hartford Longevity Economy ETF (the “Fund”) seeks to provide investment results that, before fees and expenses, correspond to the total return performance of the Hartford Longevity Economy Index (LHLGEX) (the “Index”), which is designed to generate attractive risk-adjusted returns by investing in companies that comprise industries that reflect certain themes that are expected to benefit from the growth of the aging population and the substantial buying power it represents.
The Fund seeks to generate returns by investing in index constituents that are selected and weighted through a rules-based methodology that seeks to:
1) Provide Top-Down Thematic Exposure by identifying a Longevity Economy opportunity set. Starting with the full investable U.S. equity universe, we seek to identify sub-industries that may benefit from the Longevity themes and the growth of the aging population.
2) Prudent Portfolio Construction and Risk Allocation through conviction-based industry and position size risk controls to help ensure significant top-down Longevity economy exposure to higher conviction sub-industries.
3) Enhance Return Potential by selecting companies in the Longevity economy opportunity set with a favorable combination of low valuation (50%), high momentum (30%), and high quality (20%) investment factors.
4) Maintain Consistency by reapplying the index methodology twice a year in March and September to maintain intended investment exposures.
The Fund returned 15.57% based on net asset value (“NAV”) for the fiscal year ended September 30, 2023, as compared to the Index, which returned 16.15% for the same period. The difference in returns between the Fund and the Index was primarily the result of the Fund’s transaction costs and operating expenses that are not reflected in the Index’s results.
The Fund invests in companies that comprise industries that reflect certain themes that are expected to benefit from the growth of the aging population and the substantial buying power it represents. Additionally, multifactor stock selection and a comprehensive risk framework are used to help achieve targeted characteristics, relative sector and size constraints, and positive exposures to value, momentum, and quality risk factors. The Fund underperformed the 20.46% return of the Index’s reference index, the Russell 3000 Index, for the twelve-month period. The Fund’s small size exposure was a significant detractor over the period as smaller market capitalization stocks underperformed. The Fund’s lower volatility exposure also detracted as equities generated strong positive performance during the period.  The Fund’s sector positioning relative to the Russell 3000 Index also overall detracted from performance, led by the Fund’s overweight to Healthcare and underweights in Industrials and Energy.
The Fund did not use derivatives during the period; therefore, derivatives had no impact on Fund performance.
U.S. equity markets generated positive results over the trailing twelve-month period ending September 30, 2023, with the Russell 3000 Index returning 20.46% for the period. Over the period, stocks benefited from optimism on expectations that the Fed could scale back its aggressive pace of interest rate hikes as inflation showed signs of cooling after the core Consumer Price Index declined off the peak of 9.1% reached in June 2022. There was positive sentiment as risk of recession moderated on prospects of strong economic growth with a robust labor market, resilient consumer spending, and improved corporate earnings that bolstered investors. Following three consecutive positive quarters, stocks declined in the third quarter of 2023 pressured by surging Treasury yields amid firming views that the Fed may keep interest rates elevated for a prolonged period.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • The Fund is not actively managed but rather attempts to track the performance of an index. The Fund’s returns may diverge from that of the index. • The Fund's focus on securities of issuers that are expected to benefit from providing goods and services that are needed by or attractive to the world's aging populations may affect the Fund's exposure to certain industries or types of investments. Certain investments in companies focused on longevity and aging solutions may be affected by government regulations or other factors. • Investments focused in an industry or group of industries may increase volatility and risk.
Composition by Sector(1)
as of 09/30/2023
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 9.8%
Consumer Discretionary 16.0
Consumer Staples 7.3
Financials 8.7
Health Care 22.1
Industrials 3.0
Information Technology 30.6
Real Estate 1.1
Utilities 1.3
Total 99.9%
Other Assets & Liabilities 0.1
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

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Table of Contents
Hartford Multifactor Developed Markets (ex-US) ETF 
 Fund Overview
 September 30, 2023 (Unaudited) 

Inception 02/25/2015
Sub-advised by Mellon Investments Corporation
Investment objective – The Fund seeks to provide investment results that, before fees and expenses, correspond to the total return performance of an index that tracks the performance of companies located in major developed markets of Europe, Canada and the Pacific Region.
Comparison of Change in Value of $10,000 Investment (02/25/2015 - 09/30/2023)
The chart above represents the hypothetical growth of a $10,000 investment in the Fund. The difference in returns between the Fund and the Index was primarily the result of the Fund’s operating expenses, including transaction costs, that are not reflected in the Index’s results.
Average Annual Total Returns
for the Periods Ended 09/30/2023
  1 Year 5 Years Since
Inception1
Multifactor Developed Markets (ex-US) ETF (NAV Return) 22.09% 1.13% 3.49%
Multifactor Developed Markets (ex-US) ETF (Market Price Return) 22.07% 1.04% 3.43%
Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index 22.20% 1.25% 3.65%
MSCI World ex USA Index (Net) 24.00% 3.44% 3.71%
    
1 Inception: 02/25/2015
Information regarding how often shares of the Fund traded on NYSE Arca, Inc. (“NYSE Arca”) at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns for the report period presented in the table may differ from the return in the Financial Highlights. The total return presented in the Financial Highlights section of the report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.
ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange
where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.
The MSCI World ex USA Index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.
You cannot invest directly in an index.
See "Benchmark Glossary" for benchmark descriptions.
The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.29%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 09/30/2023.
 

6


Table of Contents
Hartford Multifactor Developed Markets (ex-US) ETF 
 Fund Overview – (continued)
 September 30, 2023 (Unaudited) 

Manager Discussion
Hartford Multifactor Developed Markets (ex-US) ETF (the “Fund”) seeks to provide investment results that, before fees and expenses, correspond to the total return performance of Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index (LRODMX) (the “Index”), which tracks the performance of companies located in major developed markets of Europe, Canada, and the Pacific Region.
The Fund seeks to generate returns by investing in index constituents that are selected and weighted through a rules-based methodology that seeks to:
1) Deliberately Allocate Risks by providing exposure to the growth potential of international companies while explicitly seeking to reduce volatility and drawdown risk.
2) Improve Diversification by diversifying exposure across developed-market economies and potentially reducing individual country, currency, and individual company risks.
3) Enhance Return Potential by selecting companies with a favorable combination of low valuation (50%), high momentum (30%), and high quality (20%) investment factors.
4) Maintain Consistency by reapplying the index methodology twice a year in March and September to maintain intended investment exposures.
The Fund returned 22.09% based on net asset value (“NAV”) for the fiscal year ended September 30, 2023, as compared to the Index, which returned 22.20% for the same period. The difference in returns between the Fund and the Index was primarily the result of the Fund’s transaction costs and operating expenses that are not reflected in the Index’s results.
The Fund seeks exposures to return-enhancing factors along with less volatility and reduced concentration at the country, sector, and market cap levels versus cap-weighted indices. In doing so, the Fund invests in companies that we believe exhibit a favorable combination of low valuation, high momentum, and high-quality investment factors. The Fund underperformed the 24.00% return of the Index’s reference index, the MSCI World ex USA Index, for the twelve-month period. Positive active exposure to the value factor was a meaningful contributor to the Fund’s performance relative to the MSCI World ex USA Index, as developed international value stocks outperformed overall developed international stocks for the period. However, the Fund’s mix of active country exposures and sector weights collectively detracted from performance relative to the MSCI World ex USA Index causing overall Fund performance to lag the reference index.
The Fund made limited use of derivatives during the year; therefore, derivatives had no material impact on performance.
International developed equity markets generated positive results over the trailing twelve-month period ending September 30, 2023, with the MSCI World ex USA Index returning 24.00% for the period. Over the period, stocks benefited from milder inflation and optimism that some central banks could slow the pace of interest rate hikes as
improvements in global supply chains helped ease inflation pressures. There was positive sentiment as risk of recession moderated on prospects of strong economic growth with a robust labor market, resilient consumer spending, and improved corporate earnings that bolstered investors. Following three consecutive positive quarters, stocks declined in the third quarter of 2023 pressured by rising government bond yields amid the prospect of an extended period of high interest rates.
 Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • The Fund is not actively managed but rather attempts to track the performance of an index. The Fund’s returns may diverge from that of the index. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political, economic and regulatory developments. • Investments focused in a country, region, industry or group of industries may increase volatility and risk. • Mid-cap securities can have greater risks and volatility than large-cap securities.
Composition by Sector(1)
as of 09/30/2023
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 5.5%
Consumer Discretionary 9.3
Consumer Staples 10.5
Energy 4.0
Financials 18.9
Health Care 13.1
Industrials 14.9
Information Technology 6.0
Materials 7.1
Real Estate 4.2
Utilities 5.1
Total 98.6%
Short-Term Investments 1.5
Other Assets & Liabilities (0.1)
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

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Table of Contents
Hartford Multifactor Diversified International ETF 
 Fund Overview
 September 30, 2023 (Unaudited) 

Inception 05/10/2017
Sub-advised by Mellon Investments Corporation
Investment objective – The Fund seeks to provide investment results that, before fees and expenses, correspond to the total return performance of an index that tracks the performance of companies located in both developed and emerging markets.
Comparison of Change in Value of $10,000 Investment (05/10/2017 - 09/30/2023)
The chart above represents the hypothetical growth of a $10,000 investment in the Fund. The difference in returns between the Fund and the Index was primarily the result of the Fund’s operating expenses, including transaction costs, that are not reflected in the Index’s results.
Average Annual Total Returns
for the Periods Ended 09/30/2023
  1 Year 5 Years Since
Inception1
Multifactor Diversified International ETF (NAV Return) 23.49% 2.44% 3.78%
Multifactor Diversified International ETF (Market Price Return) 23.78% 2.25% 3.66%
Hartford Multifactor Diversified International Index 23.77% 2.65% 2
MSCI ACWI ex USA Index (Net) 20.39% 2.58% 3.54%
    
1 Inception: 05/10/2017
2 The Hartford Multifactor Diversified International Index commenced operations on 06/28/2019. Reflects annualized returns starting on 06/28/2019.
Performance information prior to 11/06/2019 reflects the Fund’s performance when it tracked its prior index.
Information regarding how often shares of the Fund traded on Cboe BZX Exchange, Inc. (“Cboe BZX”) at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns for the report period presented in the table may differ from the return in the Financial Highlights. The total return presented in the Financial Highlights section of the report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.
ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.
The MSCI ACWI ex USA Index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.
As a result of the sanctions imposed upon various Russian entities and persons as a result of the Russian invasion of Ukraine, a Russian security was removed from the Hartford Multifactor Diversified International Index effective March 9, 2022. Because of the direct and indirect effect of the sanctions and counter sanctions by Russia, which have collectively led to a lack of liquidity for Russian securities, the Fund’s investment in Russia, which was in the form of a depositary receipt, could not be sold. For this reason, the Fund continues to hold a position with exposure to Russia that is not included within the Hartford Multifactor Diversified International Index, which may affect the performance of the Fund relative to the index.
You cannot invest directly in an index.
See "Benchmark Glossary" for benchmark descriptions.
The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.29%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 09/30/2023.
 

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Table of Contents
Hartford Multifactor Diversified International ETF 
 Fund Overview – (continued)
 September 30, 2023 (Unaudited) 

Manager Discussion
Hartford Multifactor Diversified International ETF (the “Fund”) seeks to provide investment results that, before fees and expenses, correspond to the total return performance of Hartford Multifactor Diversified International Index (“LRODEX” or the “Index”), which tracks the performance of companies located in both developed (ex-U.S.) and emerging markets.
The Fund seeks to generate returns by investing in index constituents that are selected and weighted through a rules-based methodology that seeks to:
1) Deliberately Allocate Risks by providing exposure to the growth potential of international companies while explicitly seeking to reduce volatility and drawdown risk.
2) Improve Diversification by diversifying exposure across developed (excluding the U.S.) and emerging economies while balancing risk across sectors.
3) Enhance Return Potential by selecting companies with a favorable combination of low valuation (50%), high momentum (30%), and high quality (20%) investment factors.
4) Maintain Consistency by reapplying the index methodology twice a year in March and September to maintain intended investment exposures.
The Fund returned 23.49% based on net asset value (“NAV”) for the fiscal year ended September 30, 2023, as compared to the Index, which returned 23.77% for the same period. The difference in returns between the Fund and the Index was primarily the result of the Fund’s transaction costs and operating expenses that are not reflected in the Index’s results.
The Fund seeks exposures to return-enhancing factors along with less volatility and reduced concentration at the country, sector, and market cap levels versus cap-weighted indices. In doing so, the Fund invests in companies that we believe exhibit a favorable combination of low valuation, high momentum, and high-quality investment factors. The Fund outperformed the 20.39% return of the Index’s reference index, the MSCI ACWI ex USA Index, for the twelve-month period. Positive active exposure to the value factor was a meaningful contributor to the Fund’s performance relative to the MSCI ACWI ex USA Index, as developed international and emerging market value stocks meaningfully outperformed overall developed international and emerging market stocks for the period.
The Fund made limited use of derivatives during the year; therefore, derivatives had no material impact on performance.
International equity markets generated positive results over the trailing twelve-month period ending September 30, 2023, with the MSCI ACWI ex USA Index returning 20.39% for the period. Over the period, stocks benefited from milder inflation and optimism that some central banks could slow the pace of interest rate hikes as improvements in global supply chains helped ease inflation pressures. There was positive sentiment as risk of recession moderated on prospects of strong
economic growth with a robust labor market, resilient consumer spending, and improved corporate earnings that bolstered investors. Following three consecutive positive quarters, stocks declined in the third quarter of 2023 pressured by rising government bond yields amid the prospect of an extended period of high interest rates.
 Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • The Fund is not actively managed but rather attempts to track the performance of an index. The Fund’s returns may diverge from that of the index. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political, economic and regulatory developments. These risks may be greater, and include additional risks, for investments in emerging markets. • Investments focused in a particular country, region, industry or group of industries are subject to greater volatility and risk.
Composition by Sector(1)
as of 09/30/2023
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 7.2%
Consumer Discretionary 10.3
Consumer Staples 7.9
Energy 4.0
Financials 23.2
Health Care 11.2
Industrials 11.2
Information Technology 11.0
Materials 5.3
Real Estate 3.9
Utilities 4.2
Total 99.4%
Short-Term Investments 0.8
Other Assets & Liabilities (0.2)
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

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Table of Contents
Hartford Multifactor Emerging Markets ETF 
 Fund Overview
 September 30, 2023 (Unaudited) 

Inception 02/25/2015
Sub-advised by Mellon Investments Corporation
Investment objective – The Fund seeks to provide investment results that, before fees and expenses, correspond to the total return performance of an index based upon the emerging markets of the world.
Comparison of Change in Value of $10,000 Investment (02/25/2015 - 09/30/2023)
The chart above represents the hypothetical growth of a $10,000 investment in the Fund. The difference in returns between the Fund and the Index was primarily the result of the Fund’s operating expenses, including transaction costs, that are not reflected in the Index’s results.
Average Annual Total Returns
for the Periods Ended 09/30/2023
  1 Year 5 Years Since
Inception1
Multifactor Emerging Markets ETF (NAV Return) 22.39% 2.02% 1.11%
Multifactor Emerging Markets ETF (Market Price Return) 22.93% 2.00% 1.04%
Hartford Multifactor Emerging Markets Equity Index 23.57% 2.10% 2
MSCI Emerging Markets Index (Net) 11.70% 0.55% 2.00%
    
1 Inception: 02/25/2015
2 The Hartford Multifactor Emerging Markets Equity Index commenced operations on 06/28/2019. Reflects annualized returns starting on 06/28/2019.
Performance information prior to 09/11/2019 reflects the Fund’s performance when it tracked its prior index.
Information regarding how often shares of the Fund traded on NYSE Arca, Inc. (“NYSE Arca”) at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns for the report period presented in the table may differ from the return in the Financial Highlights. The total return presented in the Financial Highlights section of the report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.
ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.
The MSCI Emerging Markets Index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.
As a result of the sanctions imposed upon various Russian entities and persons as a result of the Russian invasion of Ukraine, Russian securities were removed from the Hartford Multifactor Emerging Markets Equity Index effective March 9, 2022. Because of the direct and indirect effect of the sanctions and counter sanctions by Russia, which have collectively led to a lack of liquidity for Russian securities, the Fund’s investments in Russia, which were in the form of depositary receipts, could not be sold. For this reason, the Fund continues to hold positions with exposure to Russia that are not included within the Hartford Multifactor Emerging Markets Equity Index, which may affect the performance of the Fund relative to the index.
You cannot invest directly in an index.
See "Benchmark Glossary" for benchmark descriptions.
The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.44%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 09/30/2023.
 

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Table of Contents
Hartford Multifactor Emerging Markets ETF 
 Fund Overview – (continued)
 September 30, 2023 (Unaudited) 

Manager Discussion
Hartford Multifactor Emerging Markets ETF (the “Fund”) seeks to provide investment results that, before fees and expenses, correspond to the total return performance of the Hartford Multifactor Emerging Markets Equity Index (“LROEMX” or the “Index”), which tracks the performance of companies located in the emerging markets of the world.
The Fund seeks to generate returns and reduce volatility by investing in index constituents that are selected and weighted through a rules-based methodology that seeks to:
1) Deliberately Allocate Risks by expanding the investment opportunity and seeking to harness emerging markets’ growth potential and allocating risk across countries while explicitly seeking to reduce volatility and drawdown risk.
2) Improve Diversification by improving exposure to countries earlier in their growth cycle (beyond the largest emerging countries) as well as to companies tied more closely to local emerging economies.
3) Enhance Return Potential by selecting companies with a favorable combination of low valuation (50%), high momentum (30%), and high quality (20%) investment factors.
4) Maintain Consistency by reapplying the index methodology twice a year in March and September to maintain intended investment exposures.
The Fund returned 22.39% based on net asset value (“NAV”) for the fiscal year ended September 30, 2023, as compared to the Index, which returned 23.57% for the same period. The difference in returns between the Fund and the Index was primarily the result of the Fund’s transaction costs and operating expenses that are not reflected in the Index’s results.
The Fund seeks exposures to return-enhancing factors along with less volatility and reduced concentration at the country, sector, and market cap levels versus cap-weighted indices. In doing so, the Fund invests in companies that we believe exhibit a favorable combination of low valuation, high momentum, and high-quality investment factors. The Fund outperformed the 11.70% return of the Index’s reference index, the MSCI Emerging Markets Index, for the twelve-month period. Positive active exposure to the value factor was a significant contributor to the Fund’s performance relative to the MSCI Emerging Markets Index as emerging market value stocks meaningfully outperformed overall emerging markets stocks for the period. The Fund’s mix of active country weights also contributed to overall performance as an underweight to Saudi Arabia and overweights in Turkey and Poland were top contributors to performance.
The Fund made limited use of derivatives during the year; therefore, derivatives had no material impact on performance.
Emerging-markets equities generated positive results over the trailing twelve-month period ending September 30, 2023, with the MSCI Emerging Markets Index returning 11.70% for the period. Over the period, stocks benefited from improving inflation outlooks and
unwinding of COVID-19 restrictions in China and expectations of accelerated growth. There was positive sentiment as risk of recession moderated on prospects of strong economic growth with a robust labor market, resilient consumer spending, and improved corporate earnings that bolstered investors. Following three consecutive positive quarters, stocks declined in the third quarter of 2023 pressured by rising government bond yields amid the prospect of an extended period of high interest rates.
 Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • The Fund is not actively managed but rather attempts to track the performance of an index. The Fund’s returns may diverge from that of the index. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political, economic and regulatory developments. These risks may be greater, and include additional risks, for investments in emerging markets and in particular geographic regions or countries. • Investments focused in a country, region, industry or group of industries may increase volatility and risk.
Composition by Sector(1)
as of 09/30/2023
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 7.8%
Consumer Discretionary 12.3
Consumer Staples 5.7
Energy 6.3
Financials 23.8
Health Care 5.2
Industrials 6.2
Information Technology 20.0
Materials 6.1
Real Estate 2.6
Utilities 3.8
Total 99.8%
Other Assets & Liabilities 0.2
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

11


Table of Contents
Hartford Multifactor Small Cap ETF 
 Fund Overview
 September 30, 2023 (Unaudited) 

Inception 03/23/2015
Sub-advised by Mellon Investments Corporation
Investment objective – The Fund seeks to provide investment results that, before fees and expenses, correspond to the total return performance of an index that tracks the performance of small capitalization exchange traded equity securities.
Comparison of Change in Value of $10,000 Investment (03/23/2015 - 09/30/2023)
The chart above represents the hypothetical growth of a $10,000 investment in the Fund. The difference in returns between the Fund and the Index was primarily the result of the Fund’s operating expenses, including transaction costs, that are not reflected in the Index’s results.
Average Annual Total Returns
for the Periods Ended 09/30/2023
  1 Year 5 Years Since
Inception1
Multifactor Small Cap ETF (NAV Return) 14.30% 5.07% 6.85%
Multifactor Small Cap ETF (Market Price Return) 14.19% 5.15% 6.85%
Hartford Multifactor Small Cap Index 14.72% 8.60% 2
Russell 2000 Index (Gross) 8.93% 2.40% 5.56%
    
1 Inception: 03/23/2015
2 The Hartford Multifactor Small Cap Index commenced operations on 06/28/2019. Reflects annualized returns starting on 06/28/2019.
Performance information prior to 11/06/2019 reflects the Fund’s performance when it tracked its prior index.
Information regarding how often shares of the Fund traded on NYSE Arca, Inc. (“NYSE Arca”) at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns for the report period presented in the table may differ from the return in the Financial Highlights. The total return presented in the Financial Highlights section of the report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.
ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.
The Russell 2000 Index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.
You cannot invest directly in an index.
See "Benchmark Glossary" for benchmark descriptions.
The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.34%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 09/30/2023.
 

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Table of Contents
Hartford Multifactor Small Cap ETF 
 Fund Overview – (continued)
 September 30, 2023 (Unaudited) 

Manager Discussion
Hartford Multifactor Small Cap ETF (the “Fund”) seeks to provide investment results that, before fees and expenses, correspond to the total return performance of Hartford Multifactor Small Cap Index (“LROSCX” or the “Index”), which tracks the performance of small cap exchange-traded equity securities.
The Fund seeks to generate returns by investing in index constituents that are selected and weighted through a rules-based methodology that seeks to:
1) Deliberately Allocate Risks by providing exposure to the growth potential of small companies while explicitly seeking to reduce volatility and drawdown risk.
2) Improve Diversification by diversifying exposure across sectors and potentially reducing individual company risks.
3) Enhance Return Potential by selecting companies with a favorable combination of low valuation (50%), high momentum (30%), and high quality (20%) investment factors.
4) Maintain Consistency by reapplying the index methodology twice a year in March and September to maintain intended investment exposures.
The Fund returned 14.30% based on net asset value (“NAV”) for the fiscal year ended September 30, 2023, as compared to the Index, which returned 14.72% for the same period. The difference in returns between the Fund and the Index was primarily the result of the Fund’s transaction costs and operating expenses that are not reflected in the Index’s results.
The Fund seeks exposures to return-enhancing factors along with less volatility and reduced concentration at the sector level versus cap-weighted indices. In doing so, the Fund invests in companies that we believe exhibit a favorable combination of low valuation, high momentum, and high-quality investment factors. The Fund outperformed the 8.93% return of the Index’s reference index, the Russell 2000 Index, for the twelve-month period. Positive active exposure to the value factor was a significant contributor to the Fund’s performance relative to the Russell 2000 Index as small cap value stocks outperformed small cap stocks overall during that period. The Fund’s positive active exposure to the quality factor also contributed to performance as higher quality stocks outperformed during the period.
The Fund made limited use of derivatives during the year; therefore, derivatives had no material impact on performance.
U.S. small-cap equity markets generated positive results over the trailing twelve-month period ending September 30, 2023, with the Russell 2000 Index returning 8.93% for the period. Over the period, stocks benefited from optimism on expectations that the Fed could scale back its aggressive pace of interest rate hikes as inflation showed signs of cooling after the core Consumer Price Index declined off the peak of 9.1% reached in June 2022. There was positive sentiment as risk of recession moderated on prospects of strong economic growth with a robust labor market, resilient consumer
spending, and improved corporate earnings that bolstered investors. Following three consecutive positive quarters, stocks declined in the third quarter of 2023 pressured by surging Treasury yields amid firming views that the Fed may keep interest rates elevated for a prolonged period.
 Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • The Fund is not actively managed but rather attempts to track the performance of an index. The Fund’s returns may diverge from that of the index. • Small cap securities can have greater risks, including liquidity risk, and volatility than large-cap securities. • Investments focused in a particular industry or group of industries are subject to greater market volatility risk.
Composition by Sector(1)
as of 09/30/2023
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 3.7%
Consumer Discretionary 13.8
Consumer Staples 6.2
Energy 2.3
Financials 15.5
Health Care 18.5
Industrials 16.6
Information Technology 10.2
Materials 7.1
Real Estate 4.9
Utilities 0.9
Total 99.7%
Short-Term Investments 0.2
Other Assets & Liabilities 0.1
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

13


Table of Contents
Hartford Multifactor US Equity ETF 
 Fund Overview
 September 30, 2023 (Unaudited) 

Inception 02/25/2015
Sub-advised by Mellon Investments Corporation
Investment objective – The Fund seeks to provide investment results that, before fees and expenses, correspond to the total return performance of an index that tracks the performance of exchange traded U.S. equity securities.
Comparison of Change in Value of $10,000 Investment (02/25/2015 - 09/30/2023)
The chart above represents the hypothetical growth of a $10,000 investment in the Fund. The difference in returns between the Fund and the Index was primarily the result of the Fund’s operating expenses, including transaction costs, that are not reflected in the Index’s results.
Average Annual Total Returns
for the Periods Ended 09/30/2023
  1 Year 5 Years Since
Inception1
Multifactor US Equity ETF (NAV Return) 16.10% 6.12% 7.72%
Multifactor US Equity ETF (Market Price Return) 16.03% 6.12% 7.72%
Hartford Multifactor Large Cap Index 16.32% 8.08% 2
Russell 1000 Index (Gross) 21.19% 9.63% 10.34%
    
1 Inception: 02/25/2015
2 The Hartford Multifactor Large Cap Index commenced operations on 06/28/2019. Reflects annualized returns starting on 06/28/2019.
Performance information prior to 09/11/2019 reflects the Fund’s performance when it tracked its prior index.
Information regarding how often shares of the Fund traded on NYSE Arca, Inc. (“NYSE Arca”) at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns for the report period presented in the table may differ from the return in the Financial Highlights. The total return presented in the Financial Highlights section of the report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.
ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.
The Russell 1000 Index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.
You cannot invest directly in an index.
See "Benchmark Glossary" for benchmark descriptions.
The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.19%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 09/30/2023.
 

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Table of Contents
Hartford Multifactor US Equity ETF 
 Fund Overview – (continued)
 September 30, 2023 (Unaudited) 

Manager Discussion
Hartford Multifactor US Equity ETF (the “Fund”) seeks to provide investment results that, before fees and expenses, correspond to the total return performance of Hartford Multifactor Large Cap Index (“LROLCX” or the “Index”), which tracks the performance of large-cap exchange-traded U.S. equity securities.
The Fund seeks to generate returns by investing in index constituents that are selected and weighted through a rules-based methodology that seeks to:
1) Deliberately Allocate Risks by allocating capital deeper in the U.S. Large Cap Universe toward companies with more favorable risk/reward potential while explicitly seeking to reduce volatility and drawdown risk.
2) Improve Diversification by providing diversified exposure across the U.S. Large Cap Universe, beyond mega-caps.
3) Enhance Return Potential by selecting companies with a favorable combination of low valuation (50%), high momentum (30%), and high quality (20%) investment factors.
4) Maintain Consistency by reapplying the index methodology twice a year in March and September to maintain intended investment exposures.
The Fund returned 16.10% based on net asset value (“NAV”) for the fiscal year ended September 30, 2023, as compared to the Index, which returned 16.32% for the same period. The difference in returns between the Fund and the Index was primarily the result of the Fund’s transaction costs and operating expenses that are not reflected in the Index’s results.
The Fund seeks exposures to return-enhancing factors along with less volatility and reduced concentration at the sector and market cap levels versus cap-weighted indices. In doing so, the Fund invests in companies that we believe exhibit a favorable combination of low valuation, high momentum, and high-quality investment factors. The Fund underperformed the 21.19% return of the Index’s reference index, the Russell 1000 Index, for the twelve-month period. The Fund’s lower volatility exposure was a significant detractor to performance relative to the Russell 1000 Index, as large-cap equities generated strong positive returns and lower volatility stocks underperformed during the period. The Fund’s smaller size exposure relative to the Russell 1000 Index also detracted as smaller market capitalization stocks underperformed.
The Fund made limited use of derivatives during the year; therefore, derivatives had no material impact on performance.
U.S. large-cap equity markets generated positive results over the trailing twelve-month period ending September 30, 2023, with the Russell 1000 Index returning 21.19% for the period. Over the period, stocks benefited from optimism on expectations that the Fed could
scale back its aggressive pace of interest rate hikes as inflation showed signs of cooling after the core Consumer Price Index declined off the peak of 9.1% reached in June 2022. There was positive sentiment as risk of recession moderated on prospects of strong economic growth with a robust labor market, resilient consumer spending, and improved corporate earnings that bolstered investors. Following three consecutive positive quarters, stocks declined in the third quarter of 2023 pressured by surging Treasury yields amid firming views that the Fed may keep interest rates elevated for a prolonged period.
 Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • The Fund is not actively managed but rather attempts to track the performance of an index. The Fund’s returns may diverge from that of the index. • Investments focused in an industry or group of industries may increase volatility and risk.
Composition by Sector(1)
as of 09/30/2023
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 6.4%
Consumer Discretionary 9.5
Consumer Staples 8.3
Energy 3.2
Financials 11.1
Health Care 15.0
Industrials 11.4
Information Technology 25.1
Materials 2.7
Real Estate 2.8
Utilities 4.4
Total 99.9%
Short-Term Investments 0.2
Other Assets & Liabilities (0.1)
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.
  

15


Table of Contents
Hartford Multifactor ETFs
Benchmark Glossary (Unaudited)

Hartford Disciplined US Equity Index seeks to enhance return potential available from investments in US large-cap equities through multifactor security selection to target balanced and consistent exposures across value, momentum and quality factors while seeking to enhance dividend yield, control for total active risk, and reduce volatility.
Hartford Longevity Economy Index seeks to generate attractive risk-adjusted returns by investing in companies that comprise industries that reflect certain themes that are expected to benefit from the growth of the aging population and the substantial buying power it represents and also exhibit a favorable combination of factor characteristics including valuation, momentum, and quality.
Hartford Multifactor Diversified International Index seeks to enhance return potential available from investment in developed market (excluding the US) and emerging market companies by selecting equity securities exhibiting a favorable combination of factors, including value, momentum, and quality while reducing volatility by up to fifteen-percent over a complete market cycle.
Hartford Multifactor Emerging Markets Equity Index seeks to enhance return potential available from investment in emerging market companies by selecting equity securities exhibiting a favorable combination of factors, including value, momentum, and quality while reducing volatility by up to fifteen-percent over a complete market cycle. 
Hartford Multifactor Large Cap Index seeks to enhance return potential available from investment in the initial capitalization-weighted universe by selecting equity securities exhibiting a favorable combination of factors, including value, momentum, and quality while reducing volatility by up to fifteen-percent over a complete market cycle.
Hartford Multifactor Small Cap Index seeks to enhance return potential available from investment in a capitalization-weighted universe of US small capitalization equities by selecting equity securities exhibiting a favorable combination of factors, including value, momentum, and quality while reducing volatility by up to fifteen-percent over a complete market cycle.
Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index seeks to address risks and opportunities within developed market stocks located outside the US by selecting equity securities exhibiting a favorable combination of factors, including value, momentum, and quality while reducing volatility by up to fifteen-percent over a complete market cycle. 
MSCI ACWI (All Country World) ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities across developed markets (excluding the US) and emerging market countries.
MSCI Emerging Markets Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities across emerging market countries.
MSCI World ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities across developed markets countries (excluding the US).
Additional Information Regarding MSCI Indices.
Neither MSCI nor any other party involved in or related to compiling, computing or creating the MSCI data makes any express or implied warranties or representations with respect to such data (or the results to be obtained by the use thereof), and all such parties hereby expressly disclaim all warranties of originality, accuracy, completeness, merchantability or fitness for a particular purpose with respect to any of such data. Without limiting any of the foregoing, in no event shall MSCI, any of its affiliates or any third party involved in or related to compiling, computing or creating the data have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) even if notified of the possibility of such damages. No further distribution or dissemination of the MSCI data is permitted without MSCI’s express written consent.
Russell 1000 Index (Gross) (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the 1,000 largest companies in the Russell 3000 Index. The Russell 3000 Index is designed to measure the performance of the 3,000 largest US companies based on total market capitalization.
Russell 2000 Index (Gross) (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of 2,000 of the smallest US-domiciled company common stocks based on a combination of their market capitalization and current index membership.
Russell 3000 Index (Gross) (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the 3,000 largest US companies based on total market capitalization.
 

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Table of Contents
Hartford Multifactor ETFs
Expense Examples (Unaudited)

Your Fund's Expenses
As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including brokerage commissions paid on purchases and sales of Fund shares and (2) ongoing costs, including investment management fees and certain other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other exchange-traded funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of April 1, 2023 through September 30, 2023. To the extent a Fund was subject to acquired fund fees and expenses during the period, acquired fund fees and expenses are not included in the annualized expense ratio below.
Actual Expenses
The first set of columns of the table below provides information about actual account values and actual expenses. You may use this information, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the line under the heading entitled “Expenses Paid During the Period” to estimate the expenses you paid on your account during this period.
Hypothetical Example for Comparison Purposes
The second set of columns of the table below provides information about hypothetical account values and hypothetical expenses based on a Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in a Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as brokerage commissions paid on purchases and sales of shares of the Funds. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different exchange-traded funds. In addition, if these transactional costs were included, your costs would be higher. Expense ratios may vary period to period because of various factors, such as an increase in expenses not covered by the management fee (extraordinary expenses and interest expense). Expenses are equal to a Fund's annualized expense ratio multiplied by average account value over the period, multiplied by 183/365 (to reflect the one-half year period).
  Actual Return   Hypothetical (5% return before expenses)
  Beginning
Account Value
April 1, 2023
  Ending
Account Value
September 30, 2023
  Expenses Paid
During the Period
April 1, 2023
through
September 30, 2023
  Beginning
Account Value
April 1, 2023
  Ending
Account Value
September 30, 2023
  Expenses Paid
During the Period
April 1, 2023
through
September 30, 2023
  Annualized
expense
ratio
Hartford Disciplined US Equity ETF $ 1,000.00   $ 1,029.30   $ 0.97   $ 1,000.00   $ 1,024.12   $ 0.96   0.19%
Hartford Longevity Economy ETF $ 1,000.00   $ 1,019.20   $ 2.23   $ 1,000.00   $ 1,022.86   $ 2.23   0.44%
Hartford Multifactor Developed Markets (ex-US) ETF $ 1,000.00   $ 1,003.70   $ 1.46   $ 1,000.00   $ 1,023.61   $ 1.47   0.29%
Hartford Multifactor Diversified International ETF $ 1,000.00   $ 1,028.60   $ 1.47   $ 1,000.00   $ 1,023.61   $ 1.47   0.29%
Hartford Multifactor Emerging Markets ETF $ 1,000.00   $ 1,052.90   $ 2.26   $ 1,000.00   $ 1,022.86   $ 2.23   0.44%
Hartford Multifactor Small Cap ETF $ 1,000.00   $ 1,016.00   $ 1.72   $ 1,000.00   $ 1,023.36   $ 1.72   0.34%
Hartford Multifactor US Equity ETF $ 1,000.00   $ 1,016.50   $ 0.96   $ 1,000.00   $ 1,024.12   $ 0.96   0.19%

17


Table of Contents
Hartford Disciplined US Equity ETF
Schedule of Investments
September 30, 2023  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.9%
  Automobiles & Components - 2.2%
   197 Autoliv, Inc. $     19,006
 1,930 BorgWarner, Inc.      77,914
 7,016 Ford Motor Co.      87,139
 5,596 Gentex Corp.     182,094
 5,751 Tesla, Inc.*  1,439,015
 1,775 Thor Industries, Inc.    168,856
      1,974,024
  Banks - 3.5%
11,640 Bank of America Corp. 318,703
3,960 Citigroup, Inc. 162,875
11,303 JP Morgan Chase & Co. 1,639,161
30,233 New York Community Bancorp, Inc. 342,842
748 PNC Financial Services Group, Inc. 91,832
1,683 Popular, Inc. 106,046
7,849 Regions Financial Corp. 135,003
2,769 Truist Financial Corp. 79,221
7,080 Wells Fargo & Co. 289,289
      3,164,972
  Capital Goods - 5.9%
954 3M Co. 89,314
313 AGCO Corp. 37,022
3,531 BWX Technologies, Inc. 264,754
237 Caterpillar, Inc. 64,701
1,690 Cummins, Inc. 386,097
521 Deere & Co. 196,615
1,010 Eaton Corp. PLC 215,413
1,758 EMCOR Group, Inc. 369,866
1,400 EnerSys 132,538
3,109 Ferguson PLC 511,337
85 General Electric Co. 9,397
1,030 Hubbell, Inc. 322,812
175 Huntington Ingalls Industries, Inc. 35,802
66 Illinois Tool Works, Inc. 15,200
3,104 Lincoln Electric Holdings, Inc. 564,276
205 Lockheed Martin Corp. 83,837
5,615 MSC Industrial Direct Co., Inc. Class A 551,112
2,362 Mueller Industries, Inc. 177,528
160 Northrop Grumman Corp. 70,430
7,873 PACCAR, Inc. 669,363
345 Rockwell Automation, Inc. 98,625
1,375 Toro Co. 114,263
231 TransDigm Group, Inc.* 194,763
2,415 Vertiv Holdings Co. 89,838
237 Watts Water Technologies, Inc. Class A 40,958
      5,305,861
  Commercial & Professional Services - 1.8%
4,235 Booz Allen Hamilton Holding Corp. 462,759
264 Cintas Corp. 126,987
229 Clean Harbors, Inc.* 38,325
4,990 Copart, Inc.* 215,019
4,369 Robert Half, Inc. 320,160
3,749 Rollins, Inc. 139,950
1,302 Science Applications International Corp. 137,413
858 Verisk Analytics, Inc. 202,694
      1,643,307
  Consumer Discretionary Distribution & Retail - 4.5%
410 Academy Sports & Outdoors, Inc. 19,380
17,848 Amazon.com, Inc.* 2,268,838
732 AutoNation, Inc.* 110,825
2,288 Best Buy Co., Inc. 158,947
803 Dick's Sporting Goods, Inc. 87,190
1,223 Genuine Parts Co. 176,577
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.9% - (continued)
  Consumer Discretionary Distribution & Retail - 4.5% - (continued)
 2,677 Home Depot, Inc. $    808,882
 2,083 Lowe's Cos., Inc.     432,931
    48 Pool Corp.     17,093
      4,080,663
  Consumer Durables & Apparel - 0.9%
   655 Crocs, Inc.*      57,791
544 DR Horton, Inc. 58,464
1,132 Polaris, Inc. 117,886
3,675 Ralph Lauren Corp. 426,631
2,439 Skechers USA, Inc. Class A* 119,389
1,142 Tapestry, Inc. 32,832
454 Toll Brothers, Inc. 33,578
      846,571
  Consumer Services - 2.1%
2,269 Airbnb, Inc. Class A* 311,330
58 Booking Holdings, Inc.* 178,869
464 Boyd Gaming Corp. 28,225
40 Chipotle Mexican Grill, Inc.* 73,273
216 Choice Hotels International, Inc. 26,462
3,179 Darden Restaurants, Inc. 455,296
268 DoorDash, Inc. Class A* 21,298
1,025 Duolingo, Inc.* 170,017
1,264 McDonald's Corp. 332,988
1,678 Starbucks Corp. 153,151
171 Wingstop, Inc. 30,753
1,102 Yum! Brands, Inc. 137,684
      1,919,346
  Consumer Staples Distribution & Retail - 2.3%
11,490 Albertsons Cos., Inc. Class A 261,398
1,264 Casey's General Stores, Inc. 343,201
976 Costco Wholesale Corp. 551,401
7,788 Kroger Co. 348,513
1,213 Sprouts Farmers Market, Inc.* 51,916
3,320 Walmart, Inc. 530,968
      2,087,397
  Energy - 3.8%
686 APA Corp. 28,195
580 Cheniere Energy, Inc. 96,257
4,094 Chevron Corp. 690,330
188 Chord Energy Corp. 30,469
1,614 Civitas Resources, Inc. 130,524
3,860 ConocoPhillips 462,428
438 Coterra Energy, Inc. 11,848
473 Devon Energy Corp. 22,562
2,847 EOG Resources, Inc. 360,886
7,750 Exxon Mobil Corp. 911,245
2,280 Marathon Petroleum Corp. 345,055
368 Phillips 66 44,215
607 Pioneer Natural Resources Co. 139,337
430 Valero Energy Corp. 60,935
2,142 Williams Cos., Inc. 72,164
      3,406,450
  Equity Real Estate Investment Trusts (REITs) - 4.3%
2,180 Americold Realty Trust, Inc. REIT 66,294
1,567 AvalonBay Communities, Inc. REIT 269,117
2,032 Boston Properties, Inc. REIT 120,863
529 Equinix, Inc. REIT 384,192
11,214 Gaming & Leisure Properties, Inc. REIT 510,798
3,162 Iron Mountain, Inc. REIT 187,981
3,117 Lamar Advertising Co. Class A, REIT 260,176
21,201 Omega Healthcare Investors, Inc. REIT 703,025
 
The accompanying notes are an integral part of these financial statements.

18


Table of Contents
Hartford Disciplined US Equity ETF
Schedule of Investments – (continued)
September 30, 2023  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.9% - (continued)
  Equity Real Estate Investment Trusts (REITs) - 4.3% - (continued)
11,615 PotlatchDeltic Corp. REIT $    527,205
 1,093 Public Storage REIT     288,027
   205 Simon Property Group, Inc. REIT      22,146
 3,523 Spirit Realty Capital, Inc. REIT     118,126
 3,214 STAG Industrial, Inc. REIT     110,915
 3,794 Weyerhaeuser Co. REIT     116,324
3,622 WP Carey, Inc. REIT 195,878
      3,881,067
  Financial Services - 7.6%
29,883 AGNC Investment Corp. REIT 282,096
5,366 Annaly Capital Management, Inc. REIT 100,935
5,225 Bank of New York Mellon Corp. 222,846
2,078 Berkshire Hathaway, Inc. Class B* 727,923
328 BlackRock, Inc. 212,049
253 Block, Inc.* 11,198
6,091 Cboe Global Markets, Inc. 951,475
1,506 CME Group, Inc. 301,531
1,535 Houlihan Lokey, Inc. 164,429
654 Interactive Brokers Group, Inc. Class A 56,610
2,370 Intercontinental Exchange, Inc. 260,747
2,126 Janus Henderson Group PLC 54,893
1,158 Mastercard, Inc. Class A 458,464
266 Moody's Corp. 84,101
614 Morgan Stanley 50,145
288 MSCI, Inc. 147,767
2,296 OneMain Holdings, Inc. 92,047
2,168 PayPal Holdings, Inc.* 126,741
13,456 Radian Group, Inc. 337,880
27,022 Rithm Capital Corp. REIT 251,034
35,114 Starwood Property Trust, Inc. REIT 679,456
162 State Street Corp. 10,848
4,885 T Rowe Price Group, Inc. 512,290
953 Tradeweb Markets, Inc. Class A 76,431
2,210 Visa, Inc. Class A 508,322
7,354 Western Union Co. 96,926
      6,779,184
  Food, Beverage & Tobacco - 4.6%
15,778 Altria Group, Inc. 663,465
5,083 Archer-Daniels-Midland Co. 383,360
3,342 Bunge Ltd. 361,772
696 Coca-Cola Co. 38,962
1,350 Hershey Co. 270,108
5,610 Ingredion, Inc. 552,024
2,795 Mondelez International, Inc. Class A 193,973
8,578 PepsiCo., Inc. 1,453,456
1,964 Philip Morris International, Inc. 181,827
      4,098,947
  Health Care Equipment & Services - 3.4%
5,634 Abbott Laboratories 545,653
238 Align Technology, Inc.* 72,666
1,314 AMN Healthcare Services, Inc.* 111,927
713 Becton Dickinson & Co. 184,332
1,560 Cardinal Health, Inc. 135,439
1,005 Cencora, Inc. 180,870
1,356 Dexcom, Inc.* 126,515
1,238 Doximity, Inc. Class A* 26,270
536 Haemonetics Corp.* 48,015
422 HCA Healthcare, Inc. 103,804
383 IDEXX Laboratories, Inc.* 167,474
228 McKesson Corp. 99,146
2,812 Medtronic PLC 220,348
2,020 Quest Diagnostics, Inc. 246,157
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.9% - (continued)
  Health Care Equipment & Services - 3.4% - (continued)
   574 ResMed, Inc. $     84,877
 1,178 UnitedHealth Group, Inc.     593,936
   316 Veeva Systems, Inc. Class A*     64,290
      3,011,719
  Household & Personal Products - 1.5%
   560 Colgate-Palmolive Co.      39,822
925 Kimberly-Clark Corp. 111,786
8,083 Procter & Gamble Co. 1,178,986
      1,330,594
  Insurance - 2.2%
3,618 Aflac, Inc. 277,682
196 Erie Indemnity Co. Class A 57,583
1,272 Fidelity National Financial, Inc. 52,534
614 First American Financial Corp. 34,685
4,757 Marsh & McLennan Cos., Inc. 905,257
9,910 Old Republic International Corp. 266,975
1,565 Travelers Cos., Inc. 255,580
2,875 Unum Group 141,421
      1,991,717
  Materials - 2.0%
176 Linde PLC 65,534
2,433 LyondellBasell Industries NV Class A 230,405
3,678 Packaging Corp. of America 564,757
1,187 Reliance Steel & Aluminum Co. 311,267
2,282 RPM International, Inc. 216,356
545 Sherwin-Williams Co. 139,002
4,420 Sonoco Products Co. 240,227
      1,767,548
  Media & Entertainment - 7.2%
1,861 Activision Blizzard, Inc. 174,245
22,630 Alphabet, Inc. Class A* 2,961,362
16,669 Comcast Corp. Class A 739,104
2,026 Electronic Arts, Inc. 243,930
4,209 Meta Platforms, Inc. Class A* 1,263,584
883 Netflix, Inc.* 333,421
3,037 New York Times Co. Class A 125,124
979 News Corp. Class A 19,639
90 Nexstar Media Group, Inc. 12,903
196 Omnicom Group, Inc. 14,598
3,023 Pinterest, Inc. Class A* 81,712
1,237 ROBLOX Corp. Class A* 35,824
116 Roku, Inc.* 8,188
2,857 Snap, Inc. Class A* 25,456
762 Take-Two Interactive Software, Inc.* 106,977
2,231 TKO Group Holdings, Inc. 187,538
1,176 Trade Desk, Inc. Class A* 91,904
      6,425,509
  Pharmaceuticals, Biotechnology & Life Sciences - 9.5%
8,325 AbbVie, Inc. 1,240,925
202 Alnylam Pharmaceuticals, Inc.* 35,774
434 Amgen, Inc. 116,642
13,430 Bristol-Myers Squibb Co. 779,477
1,869 Danaher Corp. 463,699
829 Eli Lilly & Co. 445,281
297 Exact Sciences Corp.* 20,261
5,026 Exelixis, Inc.* 109,818
10,651 Gilead Sciences, Inc. 798,186
11,809 Johnson & Johnson 1,839,252
8,647 Merck & Co., Inc. 890,209
93 Moderna, Inc.* 9,606
18,814 Pfizer, Inc. 624,060
 
The accompanying notes are an integral part of these financial statements.

19


Table of Contents
Hartford Disciplined US Equity ETF
Schedule of Investments – (continued)
September 30, 2023  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.9% - (continued)
  Pharmaceuticals, Biotechnology & Life Sciences - 9.5% - (continued)
   500 Thermo Fisher Scientific, Inc. $    253,085
   164 Vertex Pharmaceuticals, Inc.*      57,029
 1,368 West Pharmaceutical Services, Inc.     513,287
 2,027 Zoetis, Inc.    352,658
      8,549,249
  Real Estate Management & Development - 0.1%
1,021 Zillow Group, Inc. Class C* 47,129
  Semiconductors & Semiconductor Equipment - 6.4%
2,064 Advanced Micro Devices, Inc.* 212,220
78 Analog Devices, Inc. 13,657
2,073 Applied Materials, Inc. 287,007
1,593 Broadcom, Inc. 1,323,114
653 Diodes, Inc.* 51,483
559 KLA Corp. 256,391
310 Lam Research Corp. 194,299
455 Micron Technology, Inc. 30,954
4,573 NVIDIA Corp. 1,989,209
712 NXP Semiconductors NV 142,343
1,026 ON Semiconductor Corp.* 95,367
2,890 QUALCOMM, Inc. 320,963
1,206 Skyworks Solutions, Inc. 118,900
4,547 Texas Instruments, Inc. 723,018
      5,758,925
  Software & Services - 11.4%
2,253 Accenture PLC Class A 691,919
916 Adobe, Inc.* 467,068
4,255 Altair Engineering, Inc. Class A* 266,193
553 Bentley Systems, Inc. Class B 27,738
88 Cadence Design Systems, Inc.* 20,618
8,771 Cognizant Technology Solutions Corp. Class A 594,148
597 Crowdstrike Holdings, Inc. Class A* 99,926
2,212 Datadog, Inc. Class A* 201,491
6,383 Dolby Laboratories, Inc. Class A 505,917
7,483 DoubleVerify Holdings, Inc.* 209,150
7,209 Dropbox, Inc. Class A* 196,301
36 Fair Isaac Corp.* 31,267
441 HubSpot, Inc.* 217,192
2,167 International Business Machines Corp. 304,030
456 Intuit, Inc. 232,989
496 Manhattan Associates, Inc.* 98,039
13,977 Microsoft Corp. 4,413,238
486 MongoDB, Inc.* 168,088
2,316 Oracle Corp. 245,311
126 Palo Alto Networks, Inc.* 29,539
1,841 Procore Technologies, Inc.* 120,254
1,504 Salesforce, Inc.* 304,981
457 ServiceNow, Inc.* 255,445
1,640 Smartsheet, Inc. Class A* 66,354
1,166 Splunk, Inc.* 170,528
88 Synopsys, Inc.* 40,389
509 Workday, Inc. Class A* 109,359
1,552 Workiva, Inc.* 157,280
228 Zoom Video Communications, Inc. Class A* 15,946
      10,260,698
  Technology Hardware & Equipment - 7.8%
31,113 Apple, Inc. 5,326,857
211 Arrow Electronics, Inc.* 26,426
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.9% - (continued)
  Technology Hardware & Equipment - 7.8% - (continued)
 8,206 Cisco Systems, Inc. $    441,154
   957 Dell Technologies, Inc. Class C      65,937
 3,637 Flex Ltd.*      98,126
 3,461 HP, Inc.      88,948
 2,981 Jabil, Inc.     378,259
   526 Motorola Solutions, Inc.     143,198
6,526 National Instruments Corp. 389,080
619 NetApp, Inc. 46,970
      7,004,955
  Telecommunication Services - 1.6%
15,429 AT&T, Inc. 231,744
35,905 Verizon Communications, Inc. 1,163,681
      1,395,425
  Transportation - 1.1%
1,897 Expeditors International of Washington, Inc. 217,453
814 FedEx Corp. 215,645
948 Landstar System, Inc. 167,739
136 Ryder System, Inc. 14,545
4,325 Uber Technologies, Inc.* 198,907
1,284 United Parcel Service, Inc. Class B 200,137
      1,014,426
  Utilities - 2.2%
1,974 Consolidated Edison, Inc. 168,836
716 Constellation Energy Corp. 78,101
904 DTE Energy Co. 89,749
6,552 Edison International 414,676
1,120 National Fuel Gas Co. 58,139
4,644 NextEra Energy, Inc. 266,055
7,803 PG&E Corp.* 125,863
197 Pinnacle West Capital Corp. 14,515
6,278 Public Service Enterprise Group, Inc. 357,281
6,729 Southern Co. 435,501
      2,008,716
  Total Common Stocks
(cost $90,492,035)
  $ 89,754,399
  Total Investments
(cost $90,492,035)
99.9% $ 89,754,399
  Other Assets and Liabilities 0.1% 127,737
  Total Net Assets 100.0% $ 89,882,136
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
The accompanying notes are an integral part of these financial statements.

20


Table of Contents
Hartford Disciplined US Equity ETF
Schedule of Investments – (continued)
September 30, 2023  

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of September 30, 2023 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components    $  1,974,024   $  1,974,024   $ —   $ —
Banks    3,164,972   3,164,972    
Capital Goods    5,305,861   5,305,861    
Commercial & Professional Services    1,643,307   1,643,307    
Consumer Discretionary Distribution & Retail    4,080,663   4,080,663    
Consumer Durables & Apparel    846,571   846,571    
Consumer Services    1,919,346   1,919,346    
Consumer Staples Distribution & Retail    2,087,397   2,087,397    
Energy    3,406,450   3,406,450    
Equity Real Estate Investment Trusts (REITs)    3,881,067   3,881,067    
Financial Services    6,779,184   6,779,184    
Food, Beverage & Tobacco    4,098,947   4,098,947    
Health Care Equipment & Services    3,011,719   3,011,719    
Household & Personal Products    1,330,594   1,330,594    
Insurance    1,991,717   1,991,717    
Materials    1,767,548   1,767,548    
Media & Entertainment    6,425,509   6,425,509    
Pharmaceuticals, Biotechnology & Life Sciences    8,549,249   8,549,249    
Real Estate Management & Development    47,129   47,129    
Semiconductors & Semiconductor Equipment    5,758,925   5,758,925    
Software & Services    10,260,698   10,260,698    
Technology Hardware & Equipment    7,004,955   7,004,955    
Telecommunication Services    1,395,425   1,395,425    
Transportation    1,014,426   1,014,426    
Utilities    2,008,716   2,008,716    
Total   $ 89,754,399   $ 89,754,399   $ —   $ —
    
(1) For the period ended September 30, 2023, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

21


Table of Contents
Hartford Longevity Economy ETF
Schedule of Investments
September 30, 2023  

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.9%
  Automobiles & Components - 1.9%
2,265 Ford Motor Co. $    28,131
  858 General Motors Co.     28,288
  160 Gentex Corp.      5,206
  180 Patrick Industries, Inc.     13,511
  497 Thor Industries, Inc.     47,280
  652 Winnebago Industries, Inc.    38,762
      161,178
  Banks - 3.6%
1,185 Bank of America Corp. 32,445
1,212 Citigroup, Inc. 49,849
56 City Holding Co. 5,060
8 First Citizens BancShares, Inc. Class A 11,041
45 Huntington Bancshares, Inc. 468
245 International Bancshares Corp. 10,618
503 JP Morgan Chase & Co. 72,945
95 M&T Bank Corp. 12,013
1,955 New York Community Bancorp, Inc. 22,170
829 OFG Bancorp 24,754
34 Pathward Financial, Inc. 1,567
105 PNC Financial Services Group, Inc. 12,891
121 Popular, Inc. 7,624
925 Regions Financial Corp. 15,910
652 Wells Fargo & Co. 26,641
      305,996
  Capital Goods - 2.6%
46 3M Co. 4,307
299 BWX Technologies, Inc. 22,419
64 Curtiss-Wright Corp. 12,520
100 General Dynamics Corp. 22,097
282 General Electric Co. 31,175
20 Honeywell International, Inc. 3,695
701 Howmet Aerospace, Inc. 32,421
29 Huntington Ingalls Industries, Inc. 5,933
65 Lockheed Martin Corp. 26,582
52 Northrop Grumman Corp. 22,890
102 Parsons Corp.* 5,544
32 TransDigm Group, Inc.* 26,980
      216,563
  Consumer Discretionary Distribution & Retail - 7.6%
470 Amazon.com, Inc.* 59,746
320 Best Buy Co., Inc. 22,230
202 Buckle, Inc. 6,745
146 Dick's Sporting Goods, Inc. 15,853
155 Dillard's, Inc. Class A 51,276
1,325 eBay, Inc. 58,419
195 Home Depot, Inc. 58,921
855 Kohl's Corp. 17,921
291 Lowe's Cos., Inc. 60,482
3,911 Macy's, Inc. 45,407
3,461 Nordstrom, Inc. 51,707
511 Ollie's Bargain Outlet Holdings, Inc.* 39,439
295 Ross Stores, Inc. 33,320
617 TJX Cos., Inc. 54,839
113 Tractor Supply Co. 22,945
631 Upbound Group, Inc. 18,583
73 Williams-Sonoma, Inc. 11,344
33 Winmark Corp. 12,313
      641,490
  Consumer Durables & Apparel - 3.4%
31 Deckers Outdoor Corp.* 15,937
363 DR Horton, Inc. 39,012
92 Garmin Ltd. 9,678
20 Helen of Troy Ltd.* 2,331
217 KB Home 10,043
297 La-Z-Boy, Inc. 9,171
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.9% - (continued)
  Consumer Durables & Apparel - 3.4% - (continued)
  318 Lennar Corp. Class A $    35,689
   10 Lululemon Athletica, Inc.*      3,856
  114 M/I Homes, Inc.*      9,581
  180 MDC Holdings, Inc.      7,421
  554 Newell Brands, Inc.      5,003
    7 NVR, Inc.*     41,743
91 Polaris, Inc. 9,477
561 PulteGroup, Inc. 41,542
239 Ralph Lauren Corp. 27,745
53 Skechers USA, Inc. Class A* 2,594
105 Sturm Ruger & Co., Inc. 5,473
156 Toll Brothers, Inc. 11,538
31 Whirlpool Corp. 4,145
      291,979
  Consumer Services - 3.1%
18 Booking Holdings, Inc.* 55,511
164 Boyd Gaming Corp. 9,976
277 Darden Restaurants, Inc. 39,672
106 Expedia Group, Inc.* 10,925
83 Grand Canyon Education, Inc.* 9,701
82 Hilton Worldwide Holdings, Inc. 12,315
105 Marriott International, Inc. Class A 20,639
103 McDonald's Corp. 27,134
120 Monarch Casino & Resort, Inc. 7,452
85 Perdoceo Education Corp. 1,454
268 Red Rock Resorts, Inc. Class A 10,988
80 Starbucks Corp. 7,302
29 Texas Roadhouse, Inc. 2,787
43 Vail Resorts, Inc. 9,541
317 Yum! Brands, Inc. 39,606