Hartford Multifactor ETFs
Annual Report
September 30, 2021
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, 2020 through September 30, 2021.
Market Review
During the 12 months ended September 30, 2021, U.S. stocks, as measured by the S&P 500 Index,1 gained 30%, a number that underscores a truly remarkable equity-market rebound, particularly when compared with the broad sell-off endured by stocks in March 2020 at the start of the COVID-19 pandemic.
That said, the market’s extraordinary performance occurred against a backdrop of uncertain and sometimes contradictory economic signals: inflation fears; global supply-chain bottlenecks; tight labor markets; political gridlock; a stubbornly persistent pandemic and a U.S. Federal Reserve (Fed) regularly signaling its intention to cut back on the monetary stimulus that helped fuel the recovery.
A year ago, markets had already recovered from their March 2020 lows, yet the economy faced its share of headwinds, not least a fiercely divisive US presidential election and a resurgence of COVID-19 infections. Once the election was settled in November 2020, the emergence of safe and effective COVID-19 vaccines provided a significant lift to equity markets, as did a major $900 billion economic relief package passed by Congress in late December 2020.
As federal, state, and local health officials geared up for one of the largest mass-vaccination programs in history, the markets proved resilient as the S&P 500 Index continued the long streak of positive returns that began in April 2020.
In March 2021, the U.S. Congress fast-tracked approval of the Biden administration’s $1.9 trillion economic stimulus package. In August 2021, a $1.2 trillion proposal for an infrastructure spending package received U.S. Senate approval and, eventually, the approval of the U.S. House of Representatives in early November 2021. But, the outcome for the administration’s $1.75 trillion “Build Back Better” proposal, focused on social-safety-net improvements and climate-change mitigation, remained uncertain.
On the monetary front, the Fed continued to maintain its ongoing policy of near-zero interest rates in support of the recovery for the bulk of the period covered by this report. But in September 2021, Fed Chairman Jerome Powell rattled markets when he announced preparations for reducing the $120 billion in new money the Fed has been pouring into markets each month since the start of the pandemic.
An uptick in the inflation rate that began last spring added to the uncertain sentiment, with the Consumer Price Index rising 5.3% for the twelve-month period ended August 2021. After seven straight months of gains buoyed by record profits and predictions of future growth, the S&P 500 Index in September 2021 suffered a 4.8% decline, its worst monthly drop since the start of the pandemic.
With so many unsettled political and economic-policy questions looming, market volatility may continue. Nowadays, 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 is not indicative of future results.


Hartford Multifactor ETFs
Table of Contents
Fund Overview (Unaudited) 2
Benchmark Glossary (Unaudited) 14
Expense Examples (Unaudited) 15
Financial Statements:  
Schedules of Investments:  
Hartford Longevity Economy ETF 16
Hartford Multifactor Developed Markets (ex-US) ETF 21
Hartford Multifactor Diversified International ETF 27
Hartford Multifactor Emerging Markets ETF 32
Hartford Multifactor Small Cap ETF 37
Hartford Multifactor US Equity ETF 42
Glossary 47
Statements of Assets and Liabilities 48
Statements of Operations 49
Statements of Changes in Net Assets 50
Financial Highlights 53
Notes to Financial Statements 55
Report of Independent Registered Public Accounting Firm 70
Operation of the Liquidity Risk Management Program (Unaudited) 71
Trustees and Officers (Unaudited) 72
How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records (Unaudited) 75
Quarterly Portfolio Holdings Information (Unaudited) 75
Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) 76
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 Longevity Economy ETF
 Fund Overview
 September 30, 2021 (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 - 09/30/2021)
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 Ending 09/30/2021
  Since
Inception1
Hartford Longevity Economy ETF (NAV Return) 5.58%
Hartford Longevity Economy ETF (Market Price Return) 5.66%
Hartford Longevity Economy Index 5.84%
Russell 3000 Index (Gross) 7.76%
    
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 reports 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 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 09/30/2021.
 

2


Table of Contents
Hartford Longevity Economy ETF
 Fund Overview – (continued)
 September 30, 2021 (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), 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 US equity universe, we seek to identify sub-industries that we believe may benefit from the Longevity themes and the growth of an aging population.
2) Provide Prudent Portfolio Construction and Risk Allocation through conviction-based industry and position size risk controls to help build significant top-down Longevity exposure to higher conviction sub-industries.
3) Enhance Return Potential by selecting companies in the Longevity 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.
For the period from March 16, 2021 (commencement of operations) through September 30, 2021, the Fund returned 5.58% at net asset value (“NAV”) as compared to the Hartford Longevity Economy Index which returned 5.84% 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 other 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, the Index uses multifactor stock selection and a comprehensive risk framework to help achieve targeted characteristics, relative sector and size constraints, and positive exposures to value, momentum, and quality risk factors. The Fund lagged its reference index, the Russell 3000 Index, for the period from March 16, 2021 (commencement of operations) through September 30, 2021 due to poor stock selection, as Index underweights in technology hardware and services companies, including Microsoft, NVIDIA, Apple, and Alphabet, were top detractors from relative performance for the period. From a risk factor standpoint, the Fund’s positive exposure to the value factor, along with its smaller market capitalization companies compared to the reference index, detracted from relative results for the period.
The Fund did not use derivatives during the period.
U.S. equity markets generated positive results over the trailing twelve-month period ended September 30, 2021, with the Russell 3000 Index returning 31.88%. The rally in equities off market lows in March 2020 was sustained through the fourth quarter of 2020, and strong returns continued during the first half of 2021 on the back of robust earnings, accommodative monetary policy, and optimism around vaccination rates supporting the broad reopening of the economy. Positive forecasts of economic growth and accelerating earnings from strong demand for goods and services provided support for stock prices. Equity results moderated in the third quarter of 2021 as reopening momentum slowed on concerns over inflation, monetary policy normalization, and supply chain disruptions. After posting a return of 32.01% through the first three quarters of the twelve-month period ended September 30, 2021, the Russell 3000 Index returned -0.10% in the final quarter of the 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. • 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 a sector, industry or group of industries may increase volatility and risk.
Composition by Sector(1)
as of 09/30/2021
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 13.6%
Consumer Discretionary 15.4
Consumer Staples 3.9
Financials 11.9
Health Care 21.8
Industrials 2.6
Information Technology 28.5
Real Estate 1.2
Utilities 1.0
Total 99.9%
Short-Term Investments 0.9
Other Assets & Liabilities (0.8)
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.

3


Table of Contents
Hartford Multifactor Developed Markets (ex-US) ETF
 Fund Overview
 September 30, 2021 (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 - 09/30/2021)
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 Ending 09/30/2021
  1 Year 5 Years Since
Inception1
Multifactor Developed Markets (ex-US) ETF (NAV Return) 20.81% 7.13% 5.75%
Multifactor Developed Markets (ex-US) ETF (Market Price Return) 20.24% 6.90% 5.67%
Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index 20.96% 7.25% 5.91%
MSCI World ex USA Index (Net) 26.50% 8.88% 5.80%
    
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 reports 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 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 year ended 09/30/2021.
 

4


Table of Contents
Hartford Multifactor Developed Markets (ex-US) ETF
 Fund Overview – (continued)
 September 30, 2021 (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), 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 20.81% at net asset value (“NAV”) for the fiscal year ended September 30, 2021 compared to the Hartford Risk- Optimized Multifactor Developed Markets (ex-US) Index, which returned 20.96% 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 other 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 vs. cap-weighted indices and invests in companies that we believe exhibit a favorable combination of low valuation, high momentum, and high quality. The Fund lagged its reference index, the MSCI World ex USA Index, for the twelve-month period as the Fund’s lower-volatility exposure detracted from relative performance amid a period of strong equity returns. The Fund’s smaller market capitalization companies versus the MSCI World ex USA Index also detracted from performance as larger-cap international stocks outperformed over the period.
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 ended September 30, 2021, with the MSCI World ex USA Index returning 26.50%. The rally in equities off market lows in March 2020 was sustained through the fourth quarter of 2020, and strong returns continued during the first half of 2021 on the back of robust earnings, accommodative monetary policy, and optimism around vaccination rates supporting the broad reopening of the economy. Positive forecasts of economic growth and accelerating earnings from strong demand for goods and services provided support for stock prices. Equity results moderated in the third quarter of 2021
as reopening momentum slowed on concerns over inflation, monetary policy normalization, and supply chain disruptions. After posting a return of 27.34% through the first three quarters of the twelve-month period ended September 30, 2021, the MSCI World ex USA Index returned -0.66% in the final quarter of the 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. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse regulatory, political and economic developments. These risks may be greater in particular geographic regions or countries. • Investments focused in a country, region, sector, 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 09/30/2021
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 7.1%
Consumer Discretionary 10.1
Consumer Staples 11.6
Energy 2.1
Financials 15.6
Health Care 12.8
Industrials 15.1
Information Technology 8.2
Materials 6.2
Real Estate 4.9
Utilities 5.2
Total 98.9%
Short-Term Investments 1.8
Other Assets & Liabilities (0.7)
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.

5


Table of Contents
Hartford Multifactor Diversified International ETF
 Fund Overview
 September 30, 2021 (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 - 09/30/2021)
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 Ending 09/30/2021
  1 Year Since
Inception1
Multifactor Diversified International ETF (NAV Return) 25.06% 5.94%
Multifactor Diversified International ETF (Market Price Return) 24.41% 5.88%
Hartford Multifactor Diversified International Index 25.78% 5.64% 2
MSCI All Country World (ACWI) ex USA Index (Net) 23.92% 7.73%
    
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 reports 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 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 year ended 09/30/2021.
 

6


Table of Contents
Hartford Multifactor Diversified International ETF
 Fund Overview – (continued)
 September 30, 2021 (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), which tracks the performance of companies located in both developed (ex US) 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 US) 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 25.06% at net asset value (“NAV”) for the fiscal year ended September 30, 2021 as compared to the Hartford Multifactor Diversified International Index, which returned 25.78% 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 other 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 and invests in companies that we believe exhibit a favorable combination of low valuation, high momentum, and high quality. The Fund outperformed its reference index, the MSCI All Country World (ACWI) ex USA Index, for the twelve-month period, as developed international and emerging-market value stocks meaningfully outperformed developed international and emerging-market growth stocks. The Fund’s positive active exposure to the value factor was a significant positive contributor to relative performance.
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 ended September 30, 2021, with the MSCI All Country World (ACWI) ex USA Index returning 23.92%. The rally in equities off market lows in March 2020 was sustained through the fourth quarter of 2020, and strong returns continued during the first half of 2021 on the back of robust earnings, accommodative monetary policy, and optimism around vaccination rates supporting the broad reopening of the economy. Positive forecasts of economic growth and accelerating earnings from strong demand for goods and services provided support for stock prices. Equity results moderated in the third quarter of 2021 as reopening momentum slowed on concerns over inflation, monetary policy normalization, and supply
chain disruptions. After posting a return of 27.73% through the first three quarters of the twelve-month period ended September 30, 2021, the MSCI All Country World (ACWI) ex USA Index returned -2.99% in the final quarter of the 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. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse regulatory, political and economic developments. These risks may be greater for investments in emerging markets. • Investments focused in a particular country, region, sector or industry are subject to greater volatility and risk.
Composition by Sector(1)
as of 09/30/2021
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 8.5%
Consumer Discretionary 11.3
Consumer Staples 10.2
Energy 5.6
Financials 16.5
Health Care 10.8
Industrials 11.5
Information Technology 12.0
Materials 6.4
Real Estate 3.7
Utilities 2.8
Total 99.3%
Short-Term Investments 1.8
Other Assets & Liabilities (1.1)
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.

7


Table of Contents
Hartford Multifactor Emerging Markets ETF
 Fund Overview
 September 30, 2021 (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 - 09/30/2021)
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 Ending 09/30/2021
  1 Year 5 Years Since
Inception1
Multifactor Emerging Markets ETF (NAV Return) 29.86% 5.44% 2.30%
Multifactor Emerging Markets ETF (Market Price Return) 27.96% 4.93% 2.17%
Hartford Multifactor Emerging Markets Equity Index 30.75% 5.72% 2
MSCI Emerging Markets Index (Net) 18.20% 9.23% 6.09%
    
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 reports 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 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 year ended 09/30/2021.
 

8


Table of Contents
Hartford Multifactor Emerging Markets ETF
 Fund Overview – (continued)
 September 30, 2021 (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), 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 29.86% at net asset value (“NAV”) for the fiscal year ended September 30, 2021 as compared to the Hartford Multifactor Emerging Markets Equity Index, which returned 30.75% 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 other 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 vs. cap-weighted indices and invests in companies that we believe exhibit a favorable combination of low valuation, high momentum, and high quality. The Fund outperformed its reference index, the MSCI Emerging Markets Index, for the twelve-month period, as emerging-markets value stocks meaningfully outperformed emerging-markets growth stocks as well as emerging-markets stocks overall. The Fund’s positive exposure to the value factor was a significant positive contributor to relative performance. The smaller overall market capitalization of the companies in the Fund's portfolio relative to the companies that comprise the MSCI Emerging Markets Index also contributed to performance, as large-cap emerging markets stocks lagged over the period. In addition, the Fund’s underweight to China versus the MSCI Emerging Markets Index also contributed positively to results.
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, 2021, with the MSCI Emerging Markets Index returning 18.20%. The rally in equities off market lows reached in March 2020 was sustained through the fourth quarter of 2020 and strong returns continued during the first half of 2021 on the back of robust earnings, accommodative monetary policy,
and optimism around COVID-19 vaccination rates supporting the broad reopening of the economy. Positive forecasts of economic growth and accelerating earnings from strong demand for goods and services provided support for stock prices. Equity results moderated in the third quarter of 2021 as reopening momentum slowed on concerns over inflation, monetary policy normalization, and supply chain disruptions. After posting a return of 28.61% through the first three quarters of the twelve-month period ended September 30, 2021, the MSCI Emerging Markets Index returned -8.09% in the final quarter of the 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. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse regulatory, political and economic developments. These risks may be greater for investments in emerging markets and in particular geographic regions or countries. • Investments focused in a country, region, sector, industry or group of industries may increase volatility and risk.
Composition by Sector(1)
as of 09/30/2021
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 12.1%
Consumer Discretionary 16.1
Consumer Staples 6.0
Energy 6.4
Financials 19.4
Health Care 4.2
Industrials 2.8
Information Technology 21.8
Materials 5.2
Real Estate 2.3
Utilities 3.1
Total 99.4%
Short-Term Investments 0.2
Other Assets & Liabilities 0.4
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 Small Cap ETF
 Fund Overview
 September 30, 2021 (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 - 09/30/2021)
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 Ending 09/30/2021
  1 Year 5 Years Since
Inception1
Multifactor Small Cap ETF (NAV Return) 50.39% 11.04% 9.21%
Multifactor Small Cap ETF (Market Price Return) 50.53% 10.90% 9.19%
Hartford Multifactor Small Cap Index 50.96% 17.01% 2
Russell 2000 Index (Gross) 47.68% 13.45% 10.37%
    
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 foundat 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 reports 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 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 year ended 09/30/2021.
 

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Table of Contents
Hartford Multifactor Small Cap ETF
 Fund Overview – (continued)
 September 30, 2021 (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), 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 50.39% at net asset value (“NAV”) for the fiscal year ended September 30, 2021 as compared to the Hartford Multifactor Small Cap Index which returned 50.96% 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 other 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 vs. cap-weighted indices and invests in companies that we believe exhibit a favorable combination of low valuation, high momentum, and high quality. The Fund outperformed its reference index, the Russell 2000 Index, for the twelve-month period, as small-cap value stocks meaningfully outperformed and the Fund’s positive exposure to the value factor was a significant contributor to performance relative to the Russell 2000 Index.
The Fund made limited use of derivatives during the year; therefore, derivatives had no material impact on performance.
U.S. small-cap markets generated positive results over the trailing twelve-month period ended September 30, 2021, with the Russell 2000 Index returning 47.68%. The rally in equities off market lows in March 2020 was sustained through the fourth quarter of 2020, and strong returns continued during the first half of 2021 on the back of robust earnings, accommodative monetary policy, and optimism around vaccination rates supporting the broad reopening of the economy. Positive forecasts of economic growth and accelerating earnings from strong demand for goods and services provided support for stock prices. Equity results moderated in the third quarter of 2021 as reopening momentum slowed on concerns over inflation, monetary policy normalization, and supply chain disruptions. After posting a return of 54.41% through the first three quarters of the twelve-month period ended September 30, 2021, the Russell 2000 Index returned -4.36% in the final quarter of the 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 risk and volatility than large-cap securities. • Investments focused in a particular sector or industry are subject to greater market volatility risk.
Composition by Sector(1)
as of 09/30/2021
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 5.7%
Consumer Discretionary 13.4
Consumer Staples 5.8
Energy 2.8
Financials 18.3
Health Care 19.0
Industrials 13.8
Information Technology 10.5
Materials 3.6
Real Estate 5.9
Utilities 0.7
Total 99.5%
Short-Term Investments 0.1
Other Assets & Liabilities 0.4
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 US Equity ETF
 Fund Overview
 September 30, 2021 (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 - 09/30/2021)
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 Ending 09/30/2021
  1 Year 5 Years Since
Inception1
Multifactor US Equity ETF (NAV Return) 27.83% 12.42% 9.42%
Multifactor US Equity ETF (Market Price Return) 27.92% 12.40% 9.42%
Hartford Multifactor Large Cap Index 28.12% 13.32% 2
Russell 1000 Index (Gross) 30.96% 17.11% 13.62%
    
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 reports 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 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 year ended 09/30/2021.
 

12


Table of Contents
Hartford Multifactor US Equity ETF
 Fund Overview – (continued)
 September 30, 2021 (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), 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 US 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 US 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 27.83% at net asset value (“NAV”) for the fiscal year ended September 30, 2021 as compared to the Hartford Multifactor Large Cap Index which returned 28.12% 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 other 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 and invests in companies that we believe exhibit a favorable combination of low valuation, high momentum, and high quality. The Fund underperformed its reference index, the Russell 1000 Index, for the twelve-month period, as the Fund’s lower volatility exposure relative to the Russell 1000 Index detracted from relative performance during this period of strong returns generated by equities.
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 ended September 30, 2021, with the Russell 1000 Index returning 30.96%. The rally in equities off market
lows in March 2020 was sustained through the fourth quarter of 2020, and strong returns continued during the first half of 2021 on the back of robust earnings, accommodative monetary policy, and optimism around vaccination rates supporting the broad reopening of the economy. Positive forecasts of economic growth and accelerating earnings from strong demand for goods and services provided support for stock prices. Equity results moderated in the third quarter of 2021 as reopening momentum slowed on concerns over inflation, monetary policy normalization, and supply chain disruptions. After posting a return of 30.69% through the first three quarters of the twelve-month period ended September 30, 2021, the Russell 1000 Index returned 0.21% in the final quarter of the 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 a sector, industry or group of industries may increase volatility and risk.
Composition by Sector(1)
as of 09/30/2021
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 9.0%
Consumer Discretionary 10.3
Consumer Staples 7.6
Energy 0.6
Financials 10.0
Health Care 15.4
Industrials 10.6
Information Technology 25.6
Materials 2.1
Real Estate 4.1
Utilities 4.3
Total 99.6%
Short-Term Investments 0.3
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 ETFs
Benchmark Glossary (Unaudited)

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.
Hartford Multifactor Diversified International Index seeks to enhance return potential available from investment in developed market (excluding the US) and emerging market companies 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 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 capitalized-weighted universe 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 the initial capitalization-weighted universe 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 United States by selecting equity securities exhibiting a favorable combination of factors, including value, momentum, and quality.
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 representation across developed markets (excluding the United States) 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 representation across emerging market countries.
MSCI World ex USA Index (Net) (reflects no deduction for fees, expenses or other taxes) is a free float-adjusted market capitalization index that is designed to capture large and mid cap representation across developed markets countries—excluding the United States.
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 U.S. companies based on total market capitalizations.
Russell 2000 Index (Gross) (reflects no deduction for fees, expenses or taxes) is an index comprised of 2,000 of the smallest U.S.-domiciled company common stocks based on a combination of their market capitalization and current index membership.
Russell 3000 Index (Gross) is designed to measure the performance of the 3,000 largest U.S. companies based on total market capitalization.
 

14


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, 2021 through September 30, 2021. 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, 2021
  Ending
Account Value
September 30, 2021
  Expenses paid
during the period
April 1, 2021
through
September 30, 2021
  Beginning
Account Value
April 1, 2021
  Ending
Account Value
September 30, 2021
  Expenses paid
during the period
April 1, 2021
through
September 30, 2021
  Annualized
expense
ratio
Hartford Longevity Economy ETF $ 1,000.00   $ 1,066.50   $ 2.28   $ 1,000.00   $ 1,022.86   $ 2.23   0.44%
Hartford Multifactor Developed Markets (ex-US) ETF $ 1,000.00   $ 1,037.90   $ 1.48   $ 1,000.00   $ 1,023.61   $ 1.47   0.29%
Hartford Multifactor Diversified International ETF $ 1,000.00   $ 1,048.10   $ 1.49   $ 1,000.00   $ 1,023.61   $ 1.47   0.29%
Hartford Multifactor Emerging Markets ETF $ 1,000.00   $ 1,036.60   $ 2.25   $ 1,000.00   $ 1,022.86   $ 2.23   0.44%
Hartford Multifactor Small Cap ETF $ 1,000.00   $ 1,015.40   $ 1.72   $ 1,000.00   $ 1,023.36   $ 1.72   0.34%
Hartford Multifactor US Equity ETF $ 1,000.00   $ 1,064.20   $ 0.98   $ 1,000.00   $ 1,024.12   $ 0.96   0.19%

15


Table of Contents
Hartford Longevity Economy ETF
Schedule of Investments
September 30, 2021   

Shares or Principal Amount   Market Value
COMMON STOCKS - 99.9%
  Automobiles & Components - 1.1%
  6,215 Ford Motor Co.* $     88,004
  2,917 General Motors Co.*     153,755
    561 Gentex Corp.      18,502
    119 Thor Industries, Inc.      14,609
    185 Winnebago Industries, Inc.     13,403
      288,273
  Banks - 4.5%
2,780 Bank of America Corp. 118,011
223 CIT Group, Inc. 11,585
2,642 Citigroup, Inc. 185,415
1,371 Citizens Financial Group, Inc. 64,410
179 Eagle Bancorp, Inc. 10,292
2,481 Fifth Third Bancorp 105,294
131 First Horizon National Corp. 2,134
350 First Interstate BancSystem, Inc. Class A 14,091
1,087 JP Morgan Chase & Co. 177,931
1,610 KeyCorp. 34,808
84 M&T Bank Corp. 12,545
361 OceanFirst Financial Corp. 7,729
385 PNC Financial Services Group, Inc. 75,321
436 Popular, Inc. 33,864
367 Preferred Bank 24,472
738 Regions Financial Corp. 15,727
1,266 Towne Bank 39,385
632 Trustmark Corp. 20,363
1,373 U.S. Bancorp 81,611
932 Umpqua Holdings Corp. 18,873
1,327 Wells Fargo & Co. 61,586
      1,115,447
  Capital Goods - 1.9%
467 General Dynamics Corp. 91,546
527 Huntington Ingalls Industries, Inc. 101,743
224 L3Harris Technologies, Inc. 49,334
345 Lockheed Martin Corp. 119,059
335 Northrop Grumman Corp. 120,650
      482,332
  Consumer Durables & Apparel - 2.6%
511 Carter's, Inc. 49,690
570 D.R. Horton, Inc. 47,863
732 Garmin Ltd. 113,797
1,010 Kontoor Brands, Inc. 50,450
24 La-Z-Boy, Inc. 774
543 Leggett & Platt, Inc. 24,348
8 Mohawk Industries, Inc.* 1,419
1,345 Newell Brands, Inc. 29,778
6 NVR, Inc.* 28,764
176 Polaris, Inc. 21,060
635 PulteGroup, Inc. 29,159
1,749 Sturm Ruger & Co., Inc. 129,041
583 Whirlpool Corp. 118,850
      644,993
  Consumer Services - 2.7%
24 Booking Holdings, Inc.* 56,973
124 Boyd Gaming Corp.* 7,844
715 Choice Hotels International, Inc. 90,355
39 Churchill Downs, Inc. 9,363
6 Domino's Pizza, Inc. 2,862
956 Everi Holdings, Inc.* 23,116
146 Graham Holdings Co. Class B 86,017
1,993 H&R Block, Inc. 49,825
128 Hilton Worldwide Holdings, Inc.* 16,910
286 McDonald's Corp. 68,958
Shares or Principal Amount   Market Value
COMMON STOCKS - 99.9% - (continued)
  Consumer Services - 2.7% - (continued)
    186 Monarch Casino & Resort, Inc.* $     12,460
    733 Red Rock Resorts, Inc. Class A*      37,544
    152 Starbucks Corp.      16,767
    531 Travel + Leisure Co.      28,955
    104 Vail Resorts, Inc.*      34,741
    429 Wyndham Hotels & Resorts, Inc.      33,115
744 Yum! Brands, Inc. 90,999
      666,804
  Diversified Financials - 3.8%
1,489 Ally Financial, Inc. 76,013
82 American Express Co. 13,737
2,633 Bank of New York Mellon Corp. 136,495
142 Berkshire Hathaway, Inc. Class B* 38,758
9 BlackRock, Inc. 7,548
554 Capital One Financial Corp. 89,731
268 Charles Schwab Corp. 19,521
118 Discover Financial Services 14,496
197 Goldman Sachs Group, Inc. 74,472
230 Houlihan Lokey, Inc. 21,183
35 Intercontinental Exchange, Inc. 4,019
170 Janus Henderson Group plc 7,026
697 Jefferies Financial Group, Inc. 25,880
68 Moody's Corp. 24,147
484 Morgan Stanley 47,098
236 Nasdaq, Inc. 45,553
493 Northern Trust Corp. 53,150
1,326 Raymond James Financial, Inc. 122,363
10 S&P Global, Inc. 4,249
125 State Street Corp. 10,590
970 Synchrony Financial 47,414
175 T Rowe Price Group, Inc. 34,423
401 Voya Financial, Inc. 24,617
      942,483
  Food & Staples Retailing - 0.9%
43 Costco Wholesale Corp. 19,322
2,090 Kroger Co. 84,499
809 Walgreens Boots Alliance, Inc. 38,063
324 Walmart, Inc. 45,159
650 Weis Markets, Inc. 34,158
      221,201
  Food, Beverage & Tobacco - 1.1%
1,756 Flowers Foods, Inc. 41,494
111 General Mills, Inc. 6,640
391 Hershey Co. 66,177
390 Kellogg Co. 24,929
1,625 Tyson Foods, Inc. Class A 128,277
      267,517
  Health Care Equipment & Services - 13.1%
505 Abbott Laboratories 59,656
625 Anthem, Inc. 233,000
2,159 Baxter International, Inc. 173,648
325 Becton Dickinson and Co. 79,892
594 Boston Scientific Corp.* 25,774
3,235 Cardinal Health, Inc. 160,003
766 Centene Corp.* 47,730
2,421 Cerner Corp. 170,729
1,479 Change Healthcare, Inc.* 30,970
646 Cigna Corp. 129,303
68 CONMED Corp. 8,896
193 Cooper Cos., Inc. 79,769
2,422 CVS Health Corp. 205,531
105 Danaher Corp. 31,966
 
The accompanying notes are an integral part of these financial statements.

16


Table of Contents
Hartford Longevity Economy ETF
Schedule of Investments – (continued)
September 30, 2021   

Shares or Principal Amount   Market Value
COMMON STOCKS - 99.9% - (continued)
  Health Care Equipment & Services - 13.1% - (continued)
    668 Edwards Lifesciences Corp.* $     75,624
    532 Encompass Health Corp.      39,921
    738 Globus Medical, Inc. Class A*      56,546
    335 HCA Healthcare, Inc.      81,311
    740 Hill-Rom Holdings, Inc.     111,000
    275 Hologic, Inc.*      20,298
571 Humana, Inc. 222,205
82 IDEXX Laboratories, Inc.* 50,996
461 Laboratory Corp. of America Holdings* 129,744
395 Magellan Health, Inc.* 37,347
801 Medtronic plc 100,405
307 Molina Healthcare, Inc.* 83,292
176 National HealthCare Corp. 12,317
197 NuVasive, Inc.* 11,790
2,267 Premier, Inc. Class A 87,869
1,178 Quest Diagnostics, Inc. 171,175
124 ResMed, Inc. 32,680
349 STERIS plc 71,294
400 Stryker Corp. 105,488
527 UnitedHealth Group, Inc. 205,920
174 Universal Health Services, Inc. Class B 24,076
85 West Pharmaceutical Services, Inc. 36,086
473 Zimmer Biomet Holdings, Inc. 69,228
      3,273,479
  Household & Personal Products - 1.9%
293 Church & Dwight Co., Inc. 24,193
140 Clorox Co. 23,185
1,321 Colgate-Palmolive Co. 99,841
144 Estee Lauder Cos., Inc. Class A 43,190
674 Kimberly-Clark Corp. 89,265
315 Nu Skin Enterprises, Inc. Class A 12,748
450 Procter & Gamble Co. 62,910
764 Reynolds Consumer Products, Inc. 20,888
910 Spectrum Brands Holdings, Inc. 87,060
126 USANA Health Sciences, Inc.* 11,617
      474,897
  Insurance - 3.6%
2,051 Aflac, Inc. 106,919
814 Allstate Corp. 103,630
421 American Financial Group, Inc. 52,974
185 American National Group, Inc. 34,971
279 Arch Capital Group Ltd.* 10,652
439 Athene Holding Ltd. Class A* 30,234
445 Cincinnati Financial Corp. 50,828
794 Employers Holdings, Inc. 31,355
140 Fidelity National Financial, Inc. 6,348
59 First American Financial Corp. 3,956
108 Hanover Insurance Group, Inc. 13,999
4 Markel Corp.* 4,780
1,462 Mercury General Corp. 81,390
205 MetLife, Inc. 12,655
4,695 Old Republic International Corp. 108,595
859 Principal Financial Group, Inc. 55,320
1,360 Prudential Financial, Inc. 143,072
63 Safety Insurance Group, Inc. 4,993
203 Travelers Cos., Inc. 30,858
308 Unum Group 7,718
      895,247
  Media & Entertainment - 12.3%
585 Activision Blizzard, Inc. 45,273
89 Alphabet, Inc. Class A* 237,943
Shares or Principal Amount   Market Value
COMMON STOCKS - 99.9% - (continued)
  Media & Entertainment - 12.3% - (continued)
    727 Altice USA, Inc.* $     15,063
  1,565 Bumble, Inc.*      78,219
  3,986 Cargurus, Inc.*     125,200
    132 Charter Communications, Inc. Class A*      96,038
  3,046 Comcast Corp. Class A     170,363
    269 DISH Network Corp. Class A*      11,691
470 Electronic Arts, Inc. 66,857
683 Facebook, Inc. Class A* 231,803
1,635 Fox Corp. 65,580
1,760 IAC/InterActiveCorp * 229,310
22 John Wiley & Sons, Inc. Class A 1,149
48 Liberty Broadband Corp. Class C* 8,290
811 Liberty Media Corp-Liberty Formula One* 41,694
3,089 Lions Gate Entertainment Corp.* 43,833
170 Madison Square Garden Sports Corp.* 31,611
1,403 Match Group, Inc.* 220,257
216 Netflix, Inc.* 131,833
1,160 News Corp. Class A 27,295
137 Nexstar Media Group, Inc. 20,819
2,222 Pinterest, Inc. Class A* 113,211
9,923 QuinStreet, Inc.* 174,248
6,849 Sirius XM Holdings, Inc.(1) 41,779
1,255 Snap, Inc. Class A* 92,707
4,004 TEGNA, Inc. 78,959
281 TripAdvisor, Inc.* 9,512
2,147 Twitter, Inc.* 129,657
647 Walt Disney Co.* 109,453
2,678 World Wrestling Entertainment, Inc. 150,664
5,623 Yelp, Inc.* 209,401
581 Zillow Group, Inc.* 51,209
353 ZoomInfo Technologies, Inc.* 21,600
      3,082,521
  Pharmaceuticals, Biotechnology & Life Sciences - 8.7%
1,811 AbbVie, Inc. 195,353
675 Agilent Technologies, Inc. 106,333
1,044 Amgen, Inc. 222,007
10 Bio-Rad Laboratories, Inc. Class A* 7,460
2,467 Bristol-Myers Squibb Co. 145,972
346 Bruker Corp. 27,023
75 Charles River Laboratories International, Inc.* 30,950
240 Eli Lilly & Co. 55,452
2,610 Gilead Sciences, Inc. 182,308
151 Incyte Corp.* 10,386
239 IQVIA Holdings, Inc.* 57,250
386 Jazz Pharmaceuticals plc* 50,261
1,249 Johnson & Johnson 201,713
2,728 Merck & Co., Inc. 204,900
53 Mettler-Toledo International, Inc.* 73,000
74 PerkinElmer, Inc. 12,823
3,835 Pfizer, Inc. 164,943
1,225 Prestige Consumer Healthcare, Inc.* 68,735
152 Regeneron Pharmaceuticals, Inc.* 91,987
63 Thermo Fisher Scientific, Inc. 35,994
338 Vertex Pharmaceuticals, Inc.* 61,310
216 Waters Corp.* 77,177
534 Zoetis, Inc. 103,671
      2,187,008
  Real Estate - 1.2%
2,713 Apple Hospitality, Inc. REIT 42,676
192 Extra Space Storage, Inc. REIT 32,254
596 Healthpeak Properties, Inc. REIT 19,954
160 Public Storage REIT 47,536
 
The accompanying notes are an integral part of these financial statements.

17


Table of Contents
Hartford Longevity Economy ETF
Schedule of Investments – (continued)
September 30, 2021   

Shares or Principal Amount   Market Value
COMMON STOCKS - 99.9% - (continued)
  Real Estate - 1.2% - (continued)
    738 Ventas, Inc. REIT $     40,745
  2,515 VICI Properties, Inc. REIT      71,451
    728 Welltower, Inc. REIT     59,987
      314,603
  Retailing - 9.0%
  1,171 Aaron's Co., Inc.      32,249
75 Amazon.com, Inc.* 246,378
399 BATH + BODY WORKS, Inc. 25,149
1,152 Best Buy Co., Inc. 121,778
998 Big Lots, Inc. 43,273
4 Chewy, Inc. Class A* 272
411 Dick's Sporting Goods, Inc. 49,225
432 Dollar General Corp. 91,644
611 Dollar Tree, Inc.* 58,485
3,537 eBay, Inc. 246,423
199 Etsy, Inc.* 41,384
2,201 Groupon, Inc.* 50,205
614 Home Depot, Inc. 201,552
917 Lowe's Cos., Inc. 186,023
234 Overstock.com, Inc.* 18,233
17,349 Qurate Retail, Inc. Series A 176,786
702 Rent-A-Center, Inc. 39,459
1,563 Revolve Group, Inc.* 96,547
1,100 Shutterstock, Inc. 124,652
767 Target Corp. 175,467
585 Tractor Supply Co. 118,527
376 Wayfair, Inc. Class A* 96,072
      2,239,783
  Semiconductors & Semiconductor Equipment - 4.9%
198 Advanced Micro Devices, Inc.* 20,374
712 Analog Devices, Inc. 119,246
231 Broadcom, Inc. 112,019
248 Diodes, Inc.* 22,466
4,961 Intel Corp. 264,322
67 Microchip Technology, Inc. 10,284
1,019 Micron Technology, Inc.* 72,329
215 NVIDIA Corp. 44,539
260 NXP Semiconductors N.V. 50,926
558 ON Semiconductor Corp.* 25,540
318 Qorvo, Inc.* 53,166
856 QUALCOMM, Inc. 110,407
451 Skyworks Solutions, Inc. 74,316
187 Synaptics, Inc.* 33,610
1,025 Texas Instruments, Inc. 197,015
89 Xilinx, Inc. 13,438
      1,223,997
  Software & Services - 15.3%
1,192 ACI Worldwide, Inc.* 36,630
212 Adobe, Inc.* 122,053
99 Akamai Technologies, Inc.* 10,354
53 Aspen Technology, Inc.* 6,508
170 Autodesk, Inc.* 48,479
382 Automatic Data Processing, Inc. 76,369
211 Bentley Systems, Inc. Class B 12,795
194 Blackbaud, Inc.* 13,648
651 Broadridge Financial Solutions, Inc. 108,483
66 Cadence Design Systems, Inc.* 9,995
2,465 CDK Global, Inc. 104,886
36 Citrix Systems, Inc. 3,865
696 CommVault Systems, Inc.* 52,416
188 Concentrix Corp.* 33,276
3,230 CSG Systems International, Inc. 155,686
Shares or Principal Amount   Market Value
COMMON STOCKS - 99.9% - (continued)
  Software & Services - 15.3% - (continued)
  2,087 Dolby Laboratories, Inc. Class A $    183,656
  1,292 Dropbox, Inc. Class A*      37,752
    606 Evertec, Inc.      27,706
    569 ExlService Holdings, Inc.*      70,055
    200 Fair Isaac Corp.*      79,586
    429 Fortinet, Inc.*     125,285
550 InterDigital, Inc. 37,301
252 Intuit, Inc. 135,957
1,343 j2 Global, Inc.* 183,481
118 Jack Henry & Associates, Inc. 19,359
1,497 MAXIMUS, Inc. 124,550
1,481 McAfee Corp. 32,745
769 Microsoft Corp. 216,797
1,684 NCR Corp.* 65,272
5,228 Nortonlifelock, Inc. 132,268
2,512 Oracle Corp. 218,871
127 Palo Alto Networks, Inc.* 60,833
1,192 Paychex, Inc. 134,040
4,060 Progress Software Corp. 199,711
246 salesforce.com, Inc.* 66,720
2,267 SS&C Technologies Holdings, Inc. 157,330
122 Synopsys, Inc.* 36,528
75 TTEC Holdings, Inc. 7,015
1,875 Verint Systems, Inc.* 83,981
430 VeriSign, Inc.* 88,154
178 Visa, Inc. Class A 39,650
1,438 VMware, Inc. Class A*(1) 213,831
5,876 Western Union Co. 118,813
7,163 Xperi Holding Corp. 134,951
      3,827,641
  Technology Hardware & Equipment - 8.3%
1,301 Apple, Inc. 184,092
186 Arrow Electronics, Inc.* 20,886
613 Avnet, Inc. 22,663
428 Benchmark Electronics, Inc. 11,432
444 CDW Corp. 80,817
2,255 Dell Technologies, Inc.* 234,610
13,822 Hewlett Packard Enterprise Co. 196,963
7,676 HP, Inc. 210,015
527 Insight Enterprises, Inc.* 47,472
1,365 Jabil, Inc. 79,675
1,471 Methode Electronics, Inc. 61,856
2,294 NetApp, Inc. 205,909
121 Plexus Corp.* 10,819
1,944 Sanmina Corp.* 74,922
2,242 Seagate Technology Holdings plc 185,010
2,795 Super Micro Computer, Inc.* 102,213
723 SYNNEX Corp. 75,264
164 TE Connectivity Ltd. 22,504
1,829 TTM Technologies, Inc.* 22,991
900 Western Digital Corp.* 50,796
8,707 Xerox Holdings Corp. 175,620
      2,076,529
  Telecommunication Services - 1.3%
2,089 AT&T, Inc. 56,424
3,688 Telephone & Data Systems, Inc. 71,916
388 T-Mobile U.S., Inc.* 49,571
2,925 Verizon Communications, Inc. 157,979
      335,890
  Transportation - 0.7%
376 Landstar System, Inc. 59,340
59 Old Dominion Freight Line, Inc. 16,873
 
The accompanying notes are an integral part of these financial statements.

18


Table of Contents
Hartford Longevity Economy ETF
Schedule of Investments – (continued)
September 30, 2021   

Shares or Principal Amount   Market Value
COMMON STOCKS - 99.9% - (continued)
  Transportation - 0.7% - (continued)
  2,261 Schneider National, Inc. Class B $     51,415
    913 Werner Enterprises, Inc.     40,419
      168,047
  Utilities - 1.0%
    167 Alliant Energy Corp.       9,349
    171 American Electric Power Co., Inc.      13,882
46 Edison International 2,552
231 Entergy Corp. 22,941
144 Evergy, Inc. 8,957
963 Exelon Corp. 46,551
1,642 FirstEnergy Corp. 58,488
426 MDU Resources Group, Inc. 12,639
413 Otter Tail Corp. 23,116
29 PPL Corp. 808
280 Southern Co. 17,351
655 UGI Corp. 27,916
      244,550
  Total Common Stocks
(cost $25,253,706)
  $ 24,973,242
SHORT-TERM INVESTMENTS - 0.9%
  Securities Lending Collateral - 0.9%
15,205 Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(2) $  15,205
201,580 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(2) 201,580
11,009 Invesco Government & Agency Portfolio, Institutional Class, 0.03%(2) 11,009
  Total Short-Term Investments
(cost $227,794)
$  227,794
  Total Investments
(cost $25,481,500)
100.8% $ 25,201,036
  Other Assets and Liabilities (0.8)% (200,093)
  Total Net Assets 100.0% $ 25,000,943
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.
(1) Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.
(2) Current yield as of period end.
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.

19


Table of Contents
Hartford Longevity Economy ETF
Schedule of Investments – (continued)
September 30, 2021   

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of September 30, 2021 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components    $  288,273   $  288,273   $ —   $ —
Banks    1,115,447   1,115,447    
Capital Goods    482,332   482,332    
Consumer Durables & Apparel    644,993   644,993    
Consumer Services    666,804   666,804    
Diversified Financials    942,483   942,483    
Food & Staples Retailing    221,201   221,201    
Food, Beverage & Tobacco    267,517   267,517    
Health Care Equipment & Services    3,273,479   3,273,479    
Household & Personal Products    474,897   474,897    
Insurance    895,247   895,247    
Media & Entertainment    3,082,521   3,082,521    
Pharmaceuticals, Biotechnology & Life Sciences    2,187,008   2,187,008    
Real Estate    314,603   314,603    
Retailing    2,239,783   2,239,783    
Semiconductors & Semiconductor Equipment    1,223,997   1,223,997    
Software & Services    3,827,641   3,827,641    
Technology Hardware & Equipment    2,076,529   2,076,529    
Telecommunication Services    335,890   335,890    
Transportation    168,047   168,047    
Utilities    244,550   244,550    
Short-Term Investments    227,794   227,794    
Total   $ 25,201,036   $ 25,201,036   $ —   $ —
    
(1) For the period ended September 30, 2021, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

20


Table of Contents
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments
September 30, 2021  

Shares or Principal Amount   Market Value
COMMON STOCKS - 98.9%
  Australia - 8.9%
   199,627 Ansell Ltd. $     4,931,661
     9,981 ASX Ltd.        583,992
 1,487,798 Aurizon Holdings Ltd.      4,073,156
 1,484,279 AusNet Services      2,701,867
   398,231 Australia & New Zealand Banking Group Ltd.      8,097,693
   564,195 Bendigo & Adelaide Bank Ltd.      3,851,313
265,544 BHP Group Ltd. 7,214,191
543,020 BlueScope Steel Ltd. 8,041,138
269,890 Brambles Ltd. 2,099,667
768,089 Coles Group Ltd. 9,426,549
9,667 Commonwealth Bank of Australia 728,532
546,456 Computershare Ltd. 7,192,028
29,951 CSL Ltd. 6,347,742
1,226,709 Dexus REIT 9,570,026
404,521 Evolution Mining Ltd. 1,019,798
852,534 Fortescue Metals Group Ltd. 9,212,789
115,202 GPT Group REIT 421,906
1,313,269 Harvey Norman Holdings Ltd. 4,771,660
261,558 JB Hi-Fi Ltd. 8,600,389
926,573 Medibank Pvt Ltd. 2,402,824
1,417,454 Metcash Ltd. 4,023,920
287,654 Mineral Resources Ltd. 9,310,933
2,809,331 Mirvac Group REIT 6,067,670
5,487 National Australia Bank Ltd. 110,305
90,245 Premier Investments Ltd. 1,979,123
18,439 Pro Medicus Ltd. 727,373
318,495 Reece Ltd. 4,401,142
352,629 Sonic Healthcare Ltd. 10,356,982
86,529 Suncorp Group Ltd. 785,053
3,224,920 Telstra Corp. Ltd. 9,155,020
100,055 Washington H Soul Pattinson & Co., Ltd.(1) 2,820,161
308,308 Wesfarmers Ltd. 12,415,879
30,291 Westpac Banking Corp. 568,899
350,389 Woolworths Group Ltd. 9,959,626
      173,971,007
  Austria - 0.3%
62,442 Andritz AG 3,421,519
34,690 Oesterreichische Post AG 1,471,465
28,662 Vienna Insurance Group AG Wiener Versicherung Gruppe 827,124
      5,720,108
  Belgium - 1.5%
8,857 Ackermans & van Haaren N.V. 1,528,432
161,286 Ageas S.A. 8,004,018
6,740 Cofinimmo S.A. REIT 1,023,283
67,341 Etablissements Franz Colruyt N.V.(1) 3,433,973
22,947 Groupe Bruxelles Lambert S.A. 2,528,598
374,427 Proximus S.A. 7,437,769
6,012 Sofina S.A. 2,391,283
21,362 UCB S.A. 2,396,525
4,067 VGP N.V. 936,091
      29,679,972
  Canada - 10.7%
213,847 Alimentation Couche-Tard, Inc. Class B 8,180,152
42,439 Atco Ltd. Class I 1,361,090
325,951 B2Gold Corp. 1,114,077
83,436 Bank of Montreal 8,328,123
61,230 Bank of Nova Scotia 3,768,000
171,853 BCE, Inc. 8,607,233
138,275 Canadian Apartment Properties REIT 6,451,778
14,239 Canadian Imperial Bank of Commerce(1) 1,584,796
Shares or Principal Amount   Market Value
COMMON STOCKS - 98.9% - (continued)
  Canada - 10.7% - (continued)
    32,906 Canadian Tire Corp. Ltd. Class A $     4,603,749
    52,583 Capital Power Corp.      1,772,759
    69,989 CGI, Inc.*      5,943,969
     1,239 Constellation Software, Inc.      2,029,403
    78,505 Emera, Inc.      3,554,522
   200,891 Empire Co., Ltd. Class A      6,121,003
62,476 Enbridge, Inc. 2,488,486
19,736 Fairfax Financial Holdings Ltd. 7,965,595
100,157 Finning International, Inc. 2,470,621
65,525 Fortis, Inc. 2,906,303
57,864 George Weston Ltd. 6,240,186
329,420 Great-West Lifeco, Inc. 10,021,586
181,436 Hydro One Ltd.(2) 4,287,953
94,602 iA Financial Corp., Inc. 5,366,144
25,794 IGM Financial, Inc. 921,323
509,079 Kinross Gold Corp. 2,728,536
61,968 Linamar Corp. 3,217,141
189,572 Loblaw Cos., Ltd. 13,006,748
17,247 Magna International, Inc. 1,297,694
185,012 Manulife Financial Corp. 3,560,479
179,402 Metro, Inc. 8,764,408
27,404 Onex Corp. 1,936,894
45,112 Open Text Corp. 2,201,384
91,860 Parkland Corp.(1) 2,580,651
314,836 Power Corp. of Canada 10,375,659
155,796 Quebecor, Inc. Class B 3,764,389
106,042 Rogers Communications, Inc. Class B 4,951,166
87,984 Royal Bank of Canada 8,752,910
71,639 Saputo, Inc. 1,821,441
99,011 Shaw Communications, Inc. Class B 2,877,677
83,848 Stantec, Inc. 3,938,080
68,316 Sun Life Financial, Inc. 3,515,967
40,595 TC Energy Corp. 1,953,405
189,655 TELUS Corp. 4,167,814
50,535 Toromont Industries Ltd. 4,217,599
101,663 Toronto-Dominion Bank 6,728,849
150,071 Tourmaline Oil Corp. 5,241,853
      207,689,595
  China - 0.5%
9,885,100 Yangzijiang Shipbuilding Holdings Ltd. 10,048,201
  Denmark - 2.0%
2,358 AP Moller - Maersk A/S Class B 6,389,213
5,327 Carlsberg A/S Class B 871,353
44,569 Coloplast A/S Class B 6,991,584
151,786 H. Lundbeck A/S 4,126,972
148,303 Novo Nordisk A/S Class B 14,363,162
8,010 SimCorp A/S 948,551
24,880 Topdanmark A/S 1,287,411
169,724 Tryg A/S 3,859,468
&