Hartford Multifactor ETFs
Semi-Annual Report
March 31, 2022 (Unaudited)
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’ Semi-Annual Report that covers the period from October 1, 2021 through March 31, 2022.
Market Review
During the six months ended March 31, 2022, U.S. stocks, as measured by the S&P 500 Index,1 gained 5.92%. The positive results overshadowed an intensely volatile period as global markets grappled with the impact of higher inflation, a slowdown in corporate profits, the launch of a long-awaited series of interest-rate hikes from US Federal Reserve (Fed), and, finally, the impact of the Russian invasion in Ukraine.
The inflationary surge that began in mid-2021 showed stubborn staying power throughout the period. Chronic supply-chain shortages, tight labor markets, and soaring consumer demand pushed the Consumer Price Index (CPI),2 to levels not seen since the 1980s. As prices for gasoline, food, and housing continued to rise, the S&P 500 Index suffered a surprise first-quarter 2022 decline, losing 4.60% before staging a modest end-of-period recovery.
As the period began, major equity indices were reaching new highs as consumers and businesses continued to benefit from the billions in stimulus support provided by the U.S. Congress and the Fed to combat the economic impact of the COVID-19 pandemic. But as early as September 2021, the Fed began signaling its belief that the economy had grown strong enough to withstand a reduction of the $120 billion-per-month asset purchases that had provided critical liquidity to the economic recovery. Those asset-purchase reductions began in December 2021.
In January 2022, the Fed officially outlined its plans to raise the federal funds rate in March 2022 and forecasted additional rate hikes to come. With inflation clearly trending upward toward the end of the period—the CPI showed an 8.5% increase in the annual inflation rate in March 2022—markets sold off during the first two months of the new year.
The signature event of the period was the February 24, 2022 invasion of Ukraine by Russia’s armed forces—an event that scrambled the global economic picture on multiple fronts. The immediate impact included a spike in worldwide oil and commodity prices as Western nations joined together to impose economic sanctions against Russia. Early on, the Biden administration announced an embargo on Russian crude-oil imports, but then moved to ease the impact on domestic gasoline prices by releasing a million barrels of oil per day from the nation’s strategic petroleum reserve.
As the period ended, equity markets continued to display heightened volatility. And while the unemployment rate dropped below 4% after unexpectedly strong job gains in March 2022, the bond market also flashed signals that were interpreted to indicate that an overheated economy could lead to recession further down the road.
As 2022 moves into the spring and summer months, it seems clear that inflationary pressures and geopolitical tensions will continue to have a major impact on investments. 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 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 2
Benchmark Glossary 8
Expense Examples 9
Financial Statements:  
Schedules of Investments:  
Hartford Longevity Economy ETF 10
Hartford Multifactor Developed Markets (ex-US) ETF 14
Hartford Multifactor Diversified International ETF 20
Hartford Multifactor Emerging Markets ETF 25
Hartford Multifactor Small Cap ETF 29
Hartford Multifactor US Equity ETF 34
Glossary 39
Statements of Assets and Liabilities 40
Statements of Operations 41
Statements of Changes in Net Assets 42
Financial Highlights 45
Notes to Financial Statements 47
How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records 61
Quarterly Portfolio Holdings Information 61


Table of Contents
Hartford Longevity Economy ETF
 Fund Overview
 March 31, 2022 (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.
Average Annual Total Returns
for the Periods Ended 03/31/2022
  Six Months1 1 Year Since
Inception2
Hartford Longevity Economy ETF (NAV Return) 0.91% 7.62% 6.27%
Hartford Longevity Economy ETF (Market Price Return) 0.87% 7.53% 6.31%
Hartford Longevity Economy Index 1.13% 8.08% 6.75%
Russell 3000 Index (Gross) 3.51% 11.92% 11.06%
    
1 Not annualized.
2 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 table does 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 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 03/31/2022.
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 03/31/2022
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 11.1%
Consumer Discretionary 15.3
Consumer Staples 5.7
Financials 11.3
Health Care 21.5
Industrials 3.4
Information Technology 29.3
Real Estate 1.2
Utilities 1.1
Total 99.9%
Short-Term Investments 0.3
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.
 

2


Table of Contents
Hartford Multifactor Developed Markets (ex-US) ETF
 Fund Overview
 March 31, 2022 (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.
Average Annual Total Returns
for the Periods Ended 03/31/2022
  Six Months1 1 Year 5 Years Since
Inception2
Multifactor Developed Markets (ex-US) ETF (NAV Return) -0.65% 3.12% 5.98% 5.24%
Multifactor Developed Markets (ex-US) ETF (Market Price Return) -0.92% 2.44% 5.73% 5.12%
Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index -0.37% 3.45% 6.12% 5.42%
MSCI World ex USA Index (Net) -1.82% 3.04% 7.14% 5.11%
    
1 Not annualized.
2 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 table does 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 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 03/31/2022.
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, 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 03/31/2022
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 6.3%
Consumer Discretionary 9.1
Consumer Staples 10.2
Energy 3.2
Financials 17.7
Health Care 12.6
Industrials 15.8
Information Technology 6.7
Materials 6.1
Real Estate 5.5
Utilities 5.5
Total 98.7%
Short-Term Investments 3.0
Other Assets & Liabilities (1.7)
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.
 

3


Table of Contents
Hartford Multifactor Diversified International ETF
 Fund Overview
 March 31, 2022 (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.
Average Annual Total Returns
for the Periods Ended 03/31/2022
  Six Months1 1 Year Since
Inception2
Multifactor Diversified International ETF (NAV Return) 3.46% 8.43% 6.06%
Multifactor Diversified International ETF (Market Price Return) 5.37% 9.52% 6.40%
Hartford Multifactor Diversified International Index 3.62% 8.89% 5.95% 3
MSCI All Country World (ACWI) ex USA Index (Net) -3.72% -1.48% 6.09%
    
1 Not annualized.
2 Inception: 05/10/2017
3 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 table does 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 MSCI All Country World (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 the position with exposure to Russia that are 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 03/31/2022.
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, sector or industry are subject to greater volatility and risk.
Composition by Sector(1)
as of 03/31/2022
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 8.1%
Consumer Discretionary 9.6
Consumer Staples 10.4
Energy 5.8
Financials 18.0
Health Care 10.7
Industrials 10.3
Information Technology 12.4
Materials 5.9
Real Estate 5.0
Utilities 3.0
Total 99.2%
Short-Term Investments 1.0
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.
 

4


Table of Contents
Hartford Multifactor Emerging Markets ETF
 Fund Overview
 March 31, 2022 (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.
Average Annual Total Returns
for the Periods Ended 03/31/2022
  Six Months1 1 Year 5 Years Since
Inception2
Multifactor Emerging Markets ETF (NAV Return) -1.93% 1.65% 4.05% 1.85%
Multifactor Emerging Markets ETF (Market Price Return) -2.27% -0.14% 3.65% 1.69%
Hartford Multifactor Emerging Markets Equity Index -1.51% 2.47% 4.08% 3
MSCI Emerging Markets Index (Net) -8.20% -11.37% 5.98% 4.38%
    
1 Not annualized.
2 Inception: 02/25/2015
3 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 table does 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 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 03/31/2022.
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, sector, industry or group of industries may increase volatility and risk.
Composition by Sector(1)
as of 03/31/2022
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 11.4%
Consumer Discretionary 11.8
Consumer Staples 7.1
Energy 8.2
Financials 18.5
Health Care 5.0
Industrials 3.3
Information Technology 21.8
Materials 6.2
Real Estate 2.0
Utilities 4.1
Total 99.4%
Other Assets & Liabilities 0.6
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 Small Cap ETF
 Fund Overview
 March 31, 2022 (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.
Average Annual Total Returns
for the Periods Ended 03/31/2022
  Six Months1 1 Year 5 Years Since
Inception2
Multifactor Small Cap ETF (NAV Return) 2.31% 3.89% 9.53% 8.88%
Multifactor Small Cap ETF (Market Price Return) 2.50% 4.06% 9.48% 8.90%
Hartford Multifactor Small Cap Index 2.52% 4.28% 14.74% 3
Russell 2000 Index (Gross) -5.55% -5.79% 9.74% 8.71%
    
1 Not annualized.
2 Inception: 03/23/2015
3 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 table does 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 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 03/31/2022.
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 sector or industry are subject to greater market volatility risk.
Composition by Sector(1)
as of 03/31/2022
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 4.7%
Consumer Discretionary 13.7
Consumer Staples 6.8
Energy 2.6
Financials 16.8
Health Care 18.0
Industrials 16.2
Information Technology 10.7
Materials 3.6
Real Estate 5.6
Utilities 0.6
Total 99.3%
Short-Term Investments 0.1
Other Assets & Liabilities 0.6
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.
 

6


Table of Contents
Hartford Multifactor US Equity ETF
 Fund Overview
 March 31, 2022 (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.
Average Annual Total Returns
for the Periods Ended 03/31/2022
  Six Months1 1 Year 5 Years Since
Inception2
Multifactor US Equity ETF (NAV Return) 6.45% 13.29% 11.53% 9.69%
Multifactor US Equity ETF (Market Price Return) 6.48% 13.14% 11.53% 9.69%
Hartford Multifactor Large Cap Index 6.52% 13.48% 13.34% 3
Russell 1000 Index (Gross) 4.15% 13.27% 15.82% 13.25%
    
1 Not annualized.
2 Inception: 02/25/2015
3 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 table does 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 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 03/31/2022.
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 03/31/2022
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 7.3%
Consumer Discretionary 10.6
Consumer Staples 7.8
Energy 1.5
Financials 9.5
Health Care 14.9
Industrials 10.4
Information Technology 26.4
Materials 2.9
Real Estate 3.8
Utilities 4.7
Total 99.8%
Short-Term Investments 0.0 *
Other Assets & Liabilities 0.2
Total 100.0%
    
* Percentage rounds to zero.
    
(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 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 capitalization-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 US 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 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.
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 capitalizations.
Russell 2000 Index (Gross) (reflects no deduction for fees, expenses or taxes) is an index comprised 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.
 

8


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 October 1, 2021 through March 31, 2022. 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 (including 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 182/365 (to reflect the one-half year period).
  Actual Return   Hypothetical (5% return before expenses)
  Beginning
Account Value
October 1, 2021
  Ending
Account Value
March 31, 2022
  Expenses Paid
During the Period
October 1, 2021
through
March 31, 2022
  Beginning
Account Value
October 1, 2021
  Ending
Account Value
March 31, 2022
  Expenses Paid
During the Period
October 1, 2021
through
March 31, 2022
  Annualized
expense
ratio
Hartford Longevity Economy ETF $ 1,000.00   $ 1,009.10   $ 2.20   $ 1,000.00   $ 1,022.74   $ 2.22   0.44%
Hartford Multifactor Developed Markets (ex-US) ETF $ 1,000.00   $  993.50   $ 1.44   $ 1,000.00   $ 1,023.49   $ 1.46   0.29%
Hartford Multifactor Diversified International ETF $ 1,000.00   $ 1,034.60   $ 1.47   $ 1,000.00   $ 1,023.49   $ 1.46   0.29%
Hartford Multifactor Emerging Markets ETF $ 1,000.00   $  980.70   $ 2.17   $ 1,000.00   $ 1,022.74   $ 2.22   0.44%
Hartford Multifactor Small Cap ETF $ 1,000.00   $ 1,023.10   $ 1.71   $ 1,000.00   $ 1,023.24   $ 1.72   0.34%
Hartford Multifactor US Equity ETF $ 1,000.00   $ 1,064.50   $ 0.98   $ 1,000.00   $ 1,023.98   $ 0.96   0.19%

9


Table of Contents
Hartford Longevity Economy ETF
Schedule of Investments
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
COMMON STOCKS - 99.9%
  Automobiles & Components - 2.0%
 5,407 Ford Motor Co. $     91,432
 2,072 General Motors Co.*      90,629
 2,464 Standard Motor Products, Inc.     106,297
 1,202 Thor Industries, Inc.      94,598
 2,210 Winnebago Industries, Inc.    119,406
      502,362
  Banks - 4.1%
1,973 Bank of America Corp. 81,327
341 Banner Corp. 19,959
2,593 Citigroup, Inc. 138,466
1,206 Citizens Financial Group, Inc. 54,668
2,225 Fifth Third Bancorp 95,764
422 First Interstate BancSystem, Inc. Class A 15,517
717 Fulton Financial Corp. 11,917
496 Hilltop Holdings, Inc. 14,582
1,183 JP Morgan Chase & Co. 161,267
3,181 KeyCorp. 71,191
125 NBT Bancorp, Inc. 4,516
2,290 Northwest Bancshares, Inc. 30,938
205 OceanFirst Financial Corp. 4,120
291 PNC Financial Services Group, Inc. 53,675
1,989 Regions Financial Corp. 44,275
601 S&T Bancorp, Inc. 17,778
1,308 U.S. Bancorp 69,520
1,366 Univest Financial Corp. 36,554
1,992 Wells Fargo & Co. 96,532
280 Zions Bancorp NA 18,357
      1,040,923
  Capital Goods - 2.2%
452 3M Co. 67,294
125 Curtiss-Wright Corp. 18,770
485 General Dynamics Corp. 116,972
245 Huntington Ingalls Industries, Inc. 48,863
171 L3Harris Technologies, Inc. 42,488
194 Lockheed Martin Corp. 85,632
307 Northrop Grumman Corp. 137,296
253 Raytheon Technologies Corp. 25,065
      542,380
  Consumer Durables & Apparel - 2.5%
247 Acushnet Holdings Corp. 9,944
200 Carter's, Inc. 18,398
625 Century Communities, Inc. 33,481
1,500 D.R. Horton, Inc. 111,765
145 La-Z-Boy, Inc. 3,824
734 Lennar Corp. Class A 59,579
2,514 Levi Strauss & Co. Class A 49,677
569 MDC Holdings, Inc. 21,531
832 Newell Brands, Inc. 17,813
170 NIKE, Inc. Class B 22,875
13 NVR, Inc.* 58,075
42 Oxford Industries, Inc. 3,801
256 PulteGroup, Inc. 10,726
117 Ralph Lauren Corp. Class A 13,272
1,272 Sturm Ruger & Co., Inc. 88,557
764 Tempur Sealy International, Inc. 21,331
504 Whirlpool Corp. 87,081
      631,730
  Consumer Services - 2.7%
19 Booking Holdings, Inc.* 44,621
137 Boyd Gaming Corp. 9,012
681 Choice Hotels International, Inc. 96,539
98 Domino's Pizza, Inc. 39,887
Shares or Principal Amount   Market Value
COMMON STOCKS - 99.9% - (continued)
  Consumer Services - 2.7% - (continued)
   587 Golden Entertainment, Inc.* $     34,087
    56 Graham Holdings Co. Class B      34,242
 4,324 H&R Block, Inc.     112,597
   117 Hilton Worldwide Holdings, Inc.*      17,754
    51 Marriott International, Inc. Class A*       8,963
   220 McDonald's Corp.      54,402
158 Monarch Casino & Resort, Inc.* 13,782
583 Red Rock Resorts, Inc. Class A 28,310
301 SeaWorld Entertainment, Inc.* 22,406
303 Travel + Leisure Co. 17,556
29 Vail Resorts, Inc. 7,548
658 Wyndham Hotels & Resorts, Inc. 55,726
740 Yum! Brands, Inc. 87,712
      685,144
  Diversified Financials - 3.7%
199 Ally Financial, Inc. 8,653
157 Ameriprise Financial, Inc. 47,157
352 B. Riley Financial, Inc. 24,626
1,960 Bank of New York Mellon Corp. 97,275
150 Berkshire Hathaway, Inc. Class B* 52,936
6 BlackRock, Inc. 4,585
443 Capital One Financial Corp. 58,161
52 CME Group, Inc. 12,369
103 Discover Financial Services 11,350
315 Encore Capital Group, Inc.* 19,760
58 Evercore, Inc. Class A 6,457
209 Goldman Sachs Group, Inc. 68,991
262 Intercontinental Exchange, Inc. 34,615
862 Janus Henderson Group plc 30,187
2,313 Jefferies Financial Group, Inc. 75,982
70 Moelis & Co. Class A 3,286
279 Morgan Stanley 24,385
175 Nasdaq, Inc. 31,185
358 Nelnet, Inc. Class A 30,426
211 Northern Trust Corp. 24,571
31 Piper Sandler Cos. 4,069
1,023 Raymond James Financial, Inc. 112,438
557 State Street Corp. 48,526
1,924 Synchrony Financial 66,974
404 Voya Financial, Inc. 26,805
      925,769
  Food & Staples Retailing - 2.7%
309 Costco Wholesale Corp. 177,937
982 Ingles Markets, Inc. Class A 87,447
268 Kroger Co. 15,375
3,214 SpartanNash Co. 106,030
848 Walgreens Boots Alliance, Inc. 37,965
1,227 Walmart, Inc. 182,725
838 Weis Markets, Inc. 59,850
      667,329
  Food, Beverage & Tobacco - 1.1%
293 Flowers Foods, Inc. 7,533
138 General Mills, Inc. 9,346
264 Hershey Co. 57,190
326 Sanderson Farms, Inc. 61,122
1,459 Tyson Foods, Inc. Class A 130,770
      265,961
  Health Care Equipment & Services - 11.9%
1,271 Abbott Laboratories 150,436
1,244 AmerisourceBergen Corp. Class A 192,459
413 Anthem, Inc. 202,874
1,672 Baxter International, Inc. 129,647
 
The accompanying notes are an integral part of these financial statements.

10


Table of Contents
Hartford Longevity Economy ETF
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
COMMON STOCKS - 99.9% - (continued)
  Health Care Equipment & Services - 11.9% - (continued)
   307 Becton Dickinson and Co. $     81,662
   180 Boston Scientific Corp.*       7,972
   719 Cardinal Health, Inc.      40,767
   332 Centene Corp.*      27,951
 1,305 Change Healthcare, Inc.*      28,449
   338 Cigna Corp.      80,988
197 Cooper Cos., Inc. 82,265
1,771 CVS Health Corp. 179,243
557 Edwards Lifesciences Corp.* 65,570
778 HCA Healthcare, Inc. 194,982
863 Henry Schein, Inc.* 75,245
2,064 Hologic, Inc.* 158,556
168 Humana, Inc. 73,109
26 IDEXX Laboratories, Inc.* 14,224
465 Laboratory Corp. of America Holdings* 122,602
394 McKesson Corp. 120,615
276 Medtronic plc 30,622
277 Molina Healthcare, Inc.* 92,404
320 Omnicell, Inc.* 41,437
3,254 Patterson Cos., Inc. 105,332
2,147 Premier, Inc. Class A 76,412
1,836 Quest Diagnostics, Inc. 251,275
210 ResMed, Inc. 50,927
110 STERIS plc 26,595
273 Stryker Corp. 72,986
381 UnitedHealth Group, Inc. 194,299
87 Universal Health Services, Inc. Class B 12,611
      2,984,516
  Household & Personal Products - 1.9%
692 Church & Dwight Co., Inc. 68,771
35 Clorox Co. 4,866
1,467 Colgate-Palmolive Co. 111,243
112 Estee Lauder Cos., Inc. Class A 30,500
845 Kimberly-Clark Corp. 104,070
418 Nu Skin Enterprises, Inc. Class A 20,014
664 Procter & Gamble Co. 101,459
309 USANA Health Sciences, Inc.* 24,550
      465,473
  Insurance - 3.5%
599 Aflac, Inc. 38,570
439 Allstate Corp. 60,806
1,488 American International Group, Inc. 93,402
491 American National Group, Inc. 92,843
150 Arch Capital Group Ltd.* 7,263
127 Chubb Ltd. 27,165
48 Cincinnati Financial Corp. 6,526
1,142 Fidelity National Financial, Inc. 55,775
698 First American Financial Corp. 45,245
12 Markel Corp.* 17,703
1,421 MetLife, Inc. 99,868
1,382 Old Republic International Corp. 35,752
703 Principal Financial Group, Inc. 51,607
1,505 Prudential Financial, Inc. 177,846
233 Safety Insurance Group, Inc. 21,168
546 Stewart Information Services Corp. 33,093
111 Travelers Cos., Inc. 20,283
      884,915
  Media & Entertainment - 10.5%
91 Alphabet, Inc. Class A* 253,103
4,138 Cargurus, Inc.* 175,700
13,150 Cars.com, Inc.* 189,755
98 Charter Communications, Inc. Class A* 53,461
Shares or Principal Amount   Market Value
COMMON STOCKS - 99.9% - (continued)
  Media & Entertainment - 10.5% - (continued)
 2,596 Comcast Corp. Class A $    121,545
   598 Electronic Arts, Inc.      75,653
 1,889 Fox Corp. Class A      74,521
 1,655 IAC/InterActiveCorp *     165,963
 1,000 John Wiley & Sons, Inc. Class A      53,030
 1,049 Liberty Media Corp-Liberty Formula One Class C*      73,262
273 Liberty Media Corp-Liberty SiriusXM Class C* 12,484
155 Live Nation Entertainment, Inc.* 18,234
1,177 Match Group, Inc.* 127,987
1,171 Meta Platforms, Inc. Class A* 260,384
138 Netflix, Inc.* 51,693
3,149 Pinterest, Inc. Class A* 77,497
788 Scholastic Corp. 31,741
11,816 Sirius XM Holdings, Inc.(1) 78,222
485 Snap, Inc. Class A* 17,455
145 Take-Two Interactive Software, Inc.* 22,292
2,872 Twitter, Inc.* 111,118
410 Walt Disney Co.* 56,236
3,060 World Wrestling Entertainment, Inc. Class A 191,066
5,377 Yelp, Inc.* 183,409
1,582 Ziff Davis, Inc.* 153,106
      2,628,917
  Pharmaceuticals, Biotechnology & Life Sciences - 9.6%
1,142 AbbVie, Inc. 185,130
499 Agilent Technologies, Inc. 66,033
510 Amgen, Inc. 123,328
1,630 Bristol-Myers Squibb Co. 119,039
185 Danaher Corp. 54,266
411 Eli Lilly & Co. 117,698
3,976 Gilead Sciences, Inc. 236,373
91 Horizon Therapeutics plc* 9,574
4,038 Innoviva, Inc.* 78,135
183 IQVIA Holdings, Inc.* 42,312
1,245 Johnson & Johnson 220,651
1,181 Merck & Co., Inc. 96,901
70 Mettler-Toledo International, Inc.* 96,123
3,336 Organon & Co. 116,527
402 PerkinElmer, Inc. 70,133
3,128 Pfizer, Inc. 161,937
162 Prestige Consumer Healthcare, Inc.* 8,576
203 Regeneron Pharmaceuticals, Inc.* 141,779
191 Thermo Fisher Scientific, Inc. 112,814
171 Vertex Pharmaceuticals, Inc.* 44,626
2,364 Viatris, Inc. 25,720
262 Waters Corp.* 81,322
112 West Pharmaceutical Services, Inc. 46,000
782 Zoetis, Inc. 147,477
      2,402,474
  Real Estate - 1.2%
2,161 Apple Hospitality, Inc. REIT 38,833
34 Extra Space Storage, Inc. REIT 6,990
1,872 Global Medical REIT, Inc. 30,551
1,281 Healthpeak Properties, Inc. REIT 43,977
678 Medical Properties Trust, Inc. REIT 14,333
782 PotlatchDeltic Corp. REIT 41,235
30 Public Storage REIT 11,708
973 VICI Properties, Inc. REIT 27,692
221 Welltower, Inc. REIT 21,247
1,774 Weyerhaeuser Co., REIT 67,235
      303,801
  Retailing - 8.1%
80 Amazon.com, Inc.* 260,796
 
The accompanying notes are an integral part of these financial statements.

11


Table of Contents
Hartford Longevity Economy ETF
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
COMMON STOCKS - 99.9% - (continued)
  Retailing - 8.1% - (continued)
 1,205 Best Buy Co., Inc. $    109,534
   144 Buckle, Inc.       4,758
   490 Dick's Sporting Goods, Inc.      49,010
   401 Dollar General Corp.      89,275
 4,534 eBay, Inc.     259,617
   804 Etsy, Inc.*      99,921
657 Home Depot, Inc. 196,660
876 Lowe's Cos., Inc. 177,118
42 MarineMax, Inc.* 1,691
1,574 Overstock.com, Inc.* 69,264
10,589 Qurate Retail, Inc. 50,404
1,599 Revolve Group, Inc.* 85,850
2,164 Shutterstock, Inc. 201,425
471 Signet Jewelers Ltd. 34,242
603 Target Corp. 127,969
478 TJX Cos., Inc. 28,957
557 Tractor Supply Co. 129,987
24 Ulta Beauty, Inc.* 9,557
81 Wayfair, Inc. Class A* 8,973
195 Williams-Sonoma, Inc. 28,275
      2,023,283
  Semiconductors & Semiconductor Equipment - 5.8%
454 Advanced Micro Devices, Inc.* 49,640
687 Alpha & Omega Semiconductor Ltd.* 37,545
501 Analog Devices, Inc. 82,755
257 Broadcom, Inc. 161,828
256 Cirrus Logic, Inc.* 21,706
718 Diodes, Inc.* 62,459
4,768 Intel Corp. 236,302
724 Microchip Technology, Inc. 54,401
1,679 Micron Technology, Inc. 130,777
78 Monolithic Power Systems, Inc. 37,883
121 NVIDIA Corp. 33,016
405 NXP Semiconductors N.V. 74,958
1,084 ON Semiconductor Corp.* 67,869
713 QUALCOMM, Inc. 108,961
716 Skyworks Solutions, Inc. 95,429
1,115 Texas Instruments, Inc. 204,580
      1,460,109
  Software & Services - 13.8%
6,051 A10 Networks, Inc. 84,411
80 Adobe, Inc.* 36,450
105 Akamai Technologies, Inc.* 12,536
165 ANSYS, Inc.* 52,412
431 Automatic Data Processing, Inc. 98,070
617 Broadridge Financial Solutions, Inc. 96,073
696 Cadence Design Systems, Inc.* 114,464
1,075 CDK Global, Inc. 52,331
205 Concentrix Corp. 34,145
2,634 CSG Systems International, Inc. 167,443
2,753 Dolby Laboratories, Inc. Class A 215,340
1,098 Evertec, Inc. 44,941
390 ExlService Holdings, Inc.* 55,875
290 Fortinet, Inc.* 99,105
579 InterDigital, Inc. 36,940
270 Intuit, Inc. 129,827
46 Jack Henry & Associates, Inc. 9,064
55 Manhattan Associates, Inc.* 7,629
581 MAXIMUS, Inc. 43,546
694 Microsoft Corp. 213,967
339 Mimecast Ltd.* 26,971
6,524 Nortonlifelock, Inc. 173,016
2,604 Oracle Corp. 215,429
Shares or Principal Amount   Market Value
COMMON STOCKS - 99.9% - (continued)
  Software & Services - 13.8% - (continued)
    94 Palo Alto Networks, Inc.* $     58,516
 1,327 Paychex, Inc.     181,096
 2,483 Progress Software Corp.     116,924
   115 Qualys, Inc.*      16,377
    86 ServiceNow, Inc.*      47,893
 2,512 SS&C Technologies Holdings, Inc.     188,450
279 Synopsys, Inc.* 92,982
1,357 Teradata Corp.* 66,887
69 Tyler Technologies, Inc.* 30,697
2,147 Verint Systems, Inc.* 111,000
312 VeriSign, Inc.* 69,407
1,217 VMware, Inc. Class A 138,580
2,051 Western Union Co. 38,436
243 Workday, Inc. Class A* 58,189
11,940 Xperi Holding Corp. 206,801
60 Zscaler, Inc.* 14,477
      3,456,697
  Technology Hardware & Equipment - 9.7%
1,266 Apple, Inc. 221,056
525 Arrow Electronics, Inc.* 62,281
1,206 Avid Technology, Inc.* 42,053
1,924 Avnet, Inc. 78,095
559 CDW Corp. 100,000
4,057 Dell Technologies, Inc. Class C* 203,621
13,034 Hewlett Packard Enterprise Co. 217,798
5,950 HP, Inc. 215,985
323 Insight Enterprises, Inc.* 34,664
1,434 Jabil, Inc. 88,521
844 Methode Electronics, Inc. 36,503
2,605 NetApp, Inc. 216,215
2,488 Pure Storage, Inc. Class A* 87,851
569 Sanmina Corp.* 22,999
1,967 Seagate Technology Holdings plc 176,833
3,800 Super Micro Computer, Inc.* 144,666
626 TE Connectivity Ltd. 81,994
2,856 TTM Technologies, Inc.* 42,326
2,965 Western Digital Corp.* 147,212
10,409 Xerox Holdings Corp. 209,950
      2,430,623
  Telecommunication Services - 0.6%
1,436 Telephone & Data Systems, Inc. 27,112
2,461 Verizon Communications, Inc. 125,363
      152,475
  Transportation - 1.2%
184 J.B. Hunt Transport Services, Inc. 36,945
204 Landstar System, Inc. 30,769
76 Old Dominion Freight Line, Inc. 22,700
901 Ryder System, Inc. 71,476
4,199 Schneider National, Inc. Class B 107,075
559 Werner Enterprises, Inc. 22,919
      291,884
  Utilities - 1.1%
782 Edison International 54,818
186 Entergy Corp. 21,716
1,867 Exelon Corp. 88,925
799 FirstEnergy Corp. 36,642
1,036 NRG Energy, Inc. 39,741
209 PPL Corp. 5,969
 
The accompanying notes are an integral part of these financial statements.

12


Table of Contents
Hartford Longevity Economy ETF
Schedule of Investments – (continued)
March 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value
COMMON STOCKS - 99.9% - (continued)
  Utilities - 1.1% - (continued)
   138 Southern Co. $     10,006
   582 UGI Corp.      21,080
      278,897
  Total Common Stocks
(cost $24,700,648)
  $ 25,025,662
SHORT-TERM INVESTMENTS - 0.3%
  Securities Lending Collateral - 0.3%
67,138 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.25%(2) $     67,138
 8,025 Invesco Government & Agency Portfolio, Institutional Class, 0.26%(2)      8,025
  Total Short-Term Investments
(cost $75,163)
$  75,163
  Total Investments
(cost $24,775,811)
100.2% $ 25,100,825
  Other Assets and Liabilities (0.2)% (56,154)
  Total Net Assets 100.0% $ 25,044,671
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.
 
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of March 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components    $  502,362   $  502,362   $ —   $ —
Banks    1,040,923   1,040,923    
Capital Goods    542,380   542,380    
Consumer Durables & Apparel    631,730   631,730    
Consumer Services    685,144   685,144    
Diversified Financials    925,769   925,769    
Food & Staples Retailing    667,329   667,329    
Food, Beverage & Tobacco    265,961   265,961    
Health Care Equipment & Services    2,984,516   2,984,516    
Household & Personal Products    465,473   465,473    
Insurance    884,915   884,915    
Media & Entertainment    2,628,917   2,628,917    
Pharmaceuticals, Biotechnology & Life Sciences    2,402,474   2,402,474    
Real Estate    303,801   303,801    
Retailing    2,023,283   2,023,283    
Semiconductors & Semiconductor Equipment    1,460,109   1,460,109    
Software & Services    3,456,697   3,456,697    
Technology Hardware & Equipment    2,430,623   2,430,623    
Telecommunication Services    152,475   152,475    
Transportation    291,884   291,884    
Utilities    278,897   278,897    
Short-Term Investments    75,163   75,163    
Total   $ 25,100,825   $ 25,100,825   $ —   $ —
    
(1) For the six-month period ended March 31, 2022, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

13


Table of Contents
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments
March 31, 2022 (Unaudited) 

Shares or Principal Amount   Market Value
COMMON STOCKS - 98.6%
  Australia - 9.5%
   185,274 Ampol Ltd. $     4,262,988
   310,893 Ansell Ltd.      6,016,394
    11,101 ASX Ltd.        681,909
 1,226,846 Aurizon Holdings Ltd.      3,399,596
   372,616 Australia & New Zealand Banking Group Ltd.      7,722,919
   499,853 Bendigo & Adelaide Bank Ltd.      3,862,500
150,699 BHP Group Ltd. 5,856,412
457,616 BlueScope Steel Ltd. 7,168,469
253,757 Brambles Ltd. 1,888,437
784,102 Coles Group Ltd. 10,545,788
242,662 Computershare Ltd. 4,501,006
17,035 CSL Ltd. 3,430,290
974,350 Dexus REIT 8,011,982
734,147 Fortescue Metals Group Ltd. 11,390,013
1,780,284 GPT Group REIT 6,925,162
987,582 Harvey Norman Holdings Ltd.(1) 3,967,691
159,477 JB Hi-Fi Ltd.(1) 6,493,345
833,023 Medibank Pvt Ltd. 1,926,720
1,252,256 Metcash Ltd. 4,269,331
249,707 Mineral Resources Ltd. 9,884,043
2,484,776 Mirvac Group REIT 4,646,195
76,749 Premier Investments Ltd. 1,584,953
68,089 Ramsay Health Care Ltd. 3,331,212
169,037 Reece Ltd. 2,419,444
447,577 Sonic Healthcare Ltd. 11,925,106
2,487,030 Telstra Corp. Ltd. 7,395,833
44,682 Washington H Soul Pattinson & Co., Ltd. 960,314
267,154 Wesfarmers Ltd. 10,113,215
295,136 Woolworths Group Ltd. 8,258,020
      162,839,287
  Austria - 0.2%
51,345 Andritz AG 2,398,277
76,562 Raiffeisen Bank International AG 1,103,168
      3,501,445
  Belgium - 1.3%
7,577 Ackermans & van Haaren N.V. 1,426,449
49,080 Ageas S.A. 2,503,271
5,078 Cofinimmo S.A. REIT 745,805
84,421 Etablissements Franz Colruyt N.V. 3,522,414
1,422 Groupe Bruxelles Lambert S.A. 148,916
214,981 Proximus S.A. 4,030,498
7,202 Sofina S.A. 2,645,994
36,540 Telenet Group Holding N.V. 1,187,975
48,096 UCB S.A. 5,803,596
4,040 VGP N.V. 1,047,360
      23,062,278
  Canada - 10.9%
137,723 Alimentation Couche-Tard, Inc. Class B 6,209,967
37,922 Atco Ltd. Class I 1,303,384
392,205 B2Gold Corp. 1,802,375
73,606 Bank of Montreal 8,669,132
55,662 Bank of Nova Scotia 3,992,887
138,547 BCE, Inc. 7,686,888
115,894 Canadian Apartment Properties REIT 4,977,954
12,963 Canadian Imperial Bank of Commerce 1,574,905
29,697 Canadian Tire Corp. Ltd. Class A 4,487,895
27,011 CGI, Inc.* 2,153,657
1,070 Constellation Software, Inc. 1,830,663
66,297 Emera, Inc. 3,289,240
143,863 Empire Co., Ltd. Class A 5,106,990
47,573 Enbridge, Inc. 2,191,927
18,367 Fairfax Financial Holdings Ltd. 10,029,098
Shares or Principal Amount   Market Value
COMMON STOCKS - 98.6% - (continued)
  Canada - 10.9% - (continued)
    95,413 Finning International, Inc. $     2,875,262
    55,740 Fortis, Inc.(1)      2,759,220
    62,922 George Weston Ltd.      7,755,368
    36,308 Granite Real Estate Investment Trust      2,801,621
   284,376 Great-West Lifeco, Inc.      8,387,504
   164,380 Hydro One Ltd.(2)      4,432,423
55,315 iA Financial Corp., Inc. 3,366,153
23,474 IGM Financial, Inc. 830,108
399,497 Kinross Gold Corp. 2,347,631
46,364 Linamar Corp. 2,062,726
152,148 Loblaw Cos., Ltd. 13,664,755
15,739 Magna International, Inc. 1,011,338
180,432 Manulife Financial Corp. 3,851,181
131,704 Metro, Inc. 7,587,703
24,449 Onex Corp. 1,639,916
34,198 Open Text Corp. 1,451,372
297,031 Power Corp. of Canada 9,203,074
157,377 Quebecor, Inc. Class B 3,754,721
30,572 Rogers Communications, Inc. Class B 1,731,936
49,074 Royal Bank of Canada 5,407,746
25,838 Saputo, Inc. 612,516
64,018 Shaw Communications, Inc. Class B 1,988,630
76,404 Stantec, Inc. 3,835,951
62,168 Sun Life Financial, Inc. 3,474,102
128,585 TELUS Corp. 3,362,224
13,433 Thomson Reuters Corp. 1,459,718
39,958 Toromont Industries Ltd. 3,791,219
80,897 Toronto-Dominion Bank 6,424,221
132,153 Tourmaline Oil Corp. 6,094,242
48,785 West Fraser Timber Co., Ltd. 4,017,473
      187,289,016
  China - 0.5%
8,041,500 Yangzijiang Shipbuilding Holdings Ltd. 9,091,140
  Denmark - 2.4%
3,805 AP Moller - Maersk A/S Class B 11,593,686
3,032 Carlsberg A/S Class B 376,429
42,745 Coloplast A/S Class B 6,550,480
137,234 H. Lundbeck A/S 3,195,117
119,889 Novo Nordisk A/S Class B 13,430,093
25,838 Novozymes AS Class B 1,789,434
6,791 SimCorp A/S 504,854
26,026 Topdanmark A/S 1,465,321
92,280 Tryg A/S 2,267,195
      41,172,609
  Finland - 1.2%
13,219 Elisa Oyj 803,358
184,954 Kesko Oyj Class B 5,146,786
118,132 Kojamo Oyj 2,862,754
54,968 Kone Oyj Class B 2,910,612
58,992 Metsa Board Oyj Class B 602,552
93,217 Nordea Bank Abp 973,240
80,896 Orion Oyj Class B 3,703,869
108,967 TietoEVRY Oyj 2,926,786
      19,929,957
  France - 5.9%
3,496 Air Liquide S.A. 618,171
17,839 Arkema S.A. 2,158,532
124,041 AXA S.A. 3,666,349
47,752 BioMerieux 5,139,920
52,276 BNP Paribas S.A. 3,020,504
294,058 Bouygues S.A. 10,348,821
3,628 Capgemini SE 817,431
 
The accompanying notes are an integral part of these financial statements.

14


Table of Contents
Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
March 31, 2022 (Unaudited) 

Shares or Principal Amount   Market Value
COMMON STOCKS - 98.6% - (continued)
  France - 5.9% - (continued)
   476,810 Carrefour S.A. $    10,422,120
    38,423 Cie de Saint-Gobain      2,320,116
    51,743 Cie Generale des Etablissements Michelin SCA      7,078,461
    51,991 Danone S.A.      2,894,125
    37,628 Eiffage S.A.      3,903,661
   416,798 Electricite de France S.A.(1)      3,957,646
24,902 Eurazeo SE 2,116,831
292 Hermes International 419,600
25,725 Ipsen S.A. 3,242,978
4,524 L'Oreal S.A. 1,831,486
633,561 Orange S.A. 7,545,590
89,346 Rubis SCA 2,651,287
104,195 Sanofi 10,724,924
3,031 Sartorius Stedim Biotech 1,256,235
12,899 SEB S.A. 1,816,973
34,114 Verallia S.A.(2) 817,593
910,376 Vivendi S.A. 11,993,093
      100,762,447
  Germany - 4.2%
16,068 Allianz SE 3,871,495
33,029 Aurubis AG 3,985,508
17,897 Bayerische Motoren Werke AG 1,565,170
37,188 Brenntag SE 3,034,607
63,984 Covestro AG(2) 3,263,433
20,330 Dermapharm Holding SE 1,305,184
102,340 Deutsche Post AG 4,958,979
506,179 E.ON SE 5,937,257
106,332 Fresenius Medical Care AG & Co. KGaA 7,188,536
110,699 Fresenius SE & Co. KGaA 4,107,079
19,442 Hochtief AG 1,323,887
29,079 LEG Immobilien SE 3,340,629
60,711 Merck KGaA 12,824,389
11,769 Rheinmetall AG 2,515,507
2,411 SAP SE 271,264
42,284 Siemens Healthineers AG(2) 2,645,940
125,261 TAG Immobilien AG 2,864,088
1,174,383 Telefonica Deutschland Holding AG 3,226,187
100,688 Uniper SE 2,621,514
30,737 Vonovia SE 1,446,982
      72,297,635
  Hong Kong - 4.3%
918,200 Bank of East Asia Ltd. 1,442,125
2,079,500 BOC Hong Kong Holdings Ltd. 7,886,348
1,907,920 Chow Tai Fook Jewellery Group Ltd. 3,474,084
926,500 CK Asset Holdings Ltd. 6,353,021
775,000 CK Hutchison Holdings Ltd.