Hartford Active ETFs
Semi-Annual Report
January 31, 2024 (Unaudited)
Hartford Core Bond ETF
Hartford Large Cap Growth ETF
Hartford Municipal Opportunities ETF
Hartford Schroders Commodity Strategy ETF
Hartford Schroders Tax-Aware Bond ETF
Hartford Short Duration ETF*
Hartford Sustainable Income ETF
Hartford Total Return Bond ETF
* Effective February 12, 2024, the fund changed its name to Hartford AAA CLO ETF.


A MESSAGE FROM THE PRESIDENT
Dear Shareholders
Thank you for investing in Hartford Exchange-Traded Funds. The following is the Funds’ Semi-Annual Report for the period from August 1, 2023 to January 31, 2024.
Market Review
During the six months ended January 31, 2024, U.S. stocks, as measured by the S&P 500 Index,1 gained 6.43%. The period covered by this report began with a disappointing series of equity losses followed by a remarkable upward reversal in sentiment—attributable in large measure to strong signals from the U.S. Federal Reserve (Fed) that its nearly two-year-long inflation-fighting campaign of interest-rate hikes would give way to cuts in the federal funds rate sometime  in 2024.
In early August 2023, markets were coming off a string of strong performances, fueled by the steady drumbeat of encouraging progress against inflation and by excitement generated by a handful of growth stocks tied to artificial-intelligence technology. But the summer rally fizzled as markets reacted negatively to both a late-summer surge in U.S. Treasury yields and to repeated reaffirmations by Fed policymakers that interest rates would remain “higher for longer.”
Equities began to recover in November 2023 as a stream of strong economic data—shrinking inflation, low unemployment, relatively steady wage growth, strong labor-force participation—eased fears that the Fed might engineer an unwanted recession in its efforts to slow the economy. In December 2023, investor optimism surged as the Fed held its federal funds rate steady while publicly hinting at the possibility of rate cuts sometime in 2024.
A year-end equity rally continued into early 2024, helping the S&P 500 Index close at a new all-time record high of 4,927.93 on January 29, 2024. But even as markets were setting new performance benchmarks, Fed Chair Powell sought to dampen expectations for immediate rate cuts by emphasizing the Fed’s need for evidence of progress toward achieving its 2% inflation target.
During the period, markets showed resilience in the face of several geopolitical challenges—notably, the outbreak of war between Israel and Hamas in Gaza following the Hamas attacks of October 7, 2023. The war gave rise to a number of related impacts, including mounting threats to regional stability from attacks on commercial ships and U.S. troops in the region by Iranian-backed proxy fighters, which could negatively affect global supply chains.
In the weeks and months ahead, markets will likely be focused on whether the Fed is truly prepared to begin cutting interest rates and on whether policymakers can achieve the soft-landing scenario of low inflation minus a recession. With market volatility likely to persist, it’s more important than ever to maintain a strong relationship with your financial professional.
Thank you again for investing in Hartford 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.  Indices are unmanaged and not available
for direct investment. Past performance does not guarantee future results.


Hartford Active ETFs
Table of Contents
Fund Overview 2
Benchmark Glossary 11
Expense Examples 12
Financial Statements:  
Schedule of Investments:  
Hartford Core Bond ETF 13
Hartford Large Cap Growth ETF 26
Hartford Municipal Opportunities ETF 28
Hartford Schroders Commodity Strategy ETF (Consolidated) 36
Hartford Schroders Tax-Aware Bond ETF 38
Hartford Short Duration ETF 44
Hartford Sustainable Income ETF 51
Hartford Total Return Bond ETF 61
Glossary 80
Statements of Assets and Liabilities 81
Statements of Operations 83
Statements of Changes in Net Assets 85
Financial Highlights 89
Notes to Financial Statements 92
How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records  113
Quarterly Portfolio Holdings Information 113
Approval of Investment Management and Investment Sub-Advisory Agreements   114
Supplemental Proxy Information 120


Table of Contents
Hartford Core Bond ETF
 Fund Overview
 January 31, 2024 (Unaudited) 

Inception 02/19/2020
Sub-advised by Wellington Management Company LLP
Investment objective – The Fund seeks to provide long-term total return.
Average Annual Total Returns
for the Periods Ended 01/31/2024
  Six Months1 1 Year Since
Inception2
Core Bond ETF (NAV Return) 3.87% 3.22% -1.04%
Core Bond ETF (Market Price Return) 3.78% 2.99% -1.02%
Bloomberg US Aggregate Bond Index 3.15% 2.10% -1.29%
    
1 Not annualized.
2 Inception: 02/19/2020
Information regarding how often shares of the Fund traded on 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 report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.
ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.
The 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 01/31/2024.
Important Risks
Investing involves risk, including the possible loss of principal. The net asset value (NAV) of the Fund's shares may fluctuate due to changes in the market value of the Fund's holdings which may in-turn fluctuate due to market and economic conditions. The Fund's share price may fluctuate due to changes in the relative supply of and demand for the shares on an exchange. The Fund is actively managed and does not seek to replicate the performance of a specified index. The Fund may allocate a portion of its assets to specialist portfolio managers, which may not work as intended. • Fixed income security risks include credit, liquidity, call, duration, event, and interest-rate risk. As interest rates rise, bond prices generally fall. • Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, regulatory, and counterparty risk. • 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. • The risks associated with mortgage-related and asset-backed securities as well as collateralized loan obligations (CLOs) include credit, interest-rate, prepayment, liquidity, default and extension risk. • The purchase of securities in the To-Be-Announced (TBA) market can result in higher portfolio turnover and related expenses as well as price and counterparty risk. • Restricted securities may be more difficult to sell and price than other securities. • Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. • In certain instances, unlike other ETFs, the Fund may effect creations and redemptions partly or wholly for cash, rather than in-kind, which may make the Fund less tax-efficient and incur more fees than an ETF that primarily or wholly effects creations and redemptions in-kind.
Composition by Security Type(1)
as of 01/31/2024
Category Percentage of
Net Assets
Fixed Income Securities  
Asset & Commercial Mortgage-Backed Securities 26.7%
Corporate Bonds 30.1
Foreign Government Obligations 1.8
Municipal Bonds 0.8
U.S. Government Agencies(2) 36.4
U.S. Government Securities 22.1
Total 117.9%
Short-Term Investments 1.1
Other Assets & Liabilities (19.0)
Total 100.0%
    
(1) For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
(2) All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of January 31, 2024.
 

2


Table of Contents
Hartford Large Cap Growth ETF
 Fund Overview
 January 31, 2024 (Unaudited) 

Inception 11/09/2021
Sub-advised by Wellington Management Company LLP
Investment objective – The Fund seeks capital appreciation.
Average Annual Total Returns
for the Periods Ended 01/31/2024
  Six Months1 1 Year Since
Inception2
Large Cap Growth ETF (NAV Return) 8.05% 32.92% -6.25%
Large Cap Growth ETF (Market Price Return) 8.24% 32.87% -6.21%
Russell 1000 Growth Index3 9.65% 34.99% 1.92%
Russell 1000 Index3 6.30% 20.23% 2.05%
    
1 Not annualized.
2 Inception: 11/09/2021
3 The Russell 1000 Growth Index serves as the Fund's performance index because the Fund's investment manager believes it is more representative of the Fund's investment strategy. The Russell 1000 Index serves as the Fund's regulatory index and provides a broad measure of market performance. 
Information regarding how often shares of the Fund traded on 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 report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.
ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.
The 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 0.60%. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 01/31/2024.
Important Risks
Investing involves risk, including the possible loss of principal. The net asset value (NAV) of the Fund's shares may fluctuate due to changes in the market value of the Fund's holdings which may in-turn fluctuate due to market and economic conditions. The Fund's share price may fluctuate due to changes in the relative supply of and demand for the shares on an exchange. The Fund is actively managed and does not seek to replicate the performance of a specified index. • Different investment styles may go in and out of favor, which may cause the Fund to underperform the broader stock market. • 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. • To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur. • Because the Fund is non-diversified, it may invest in a smaller number of issuers, and may be more exposed to risks and volatility than a more broadly diversified fund. • In certain instances, unlike other ETFs, the Fund may effect creations and redemptions partly or wholly for cash, rather than in-kind, which may make the Fund less tax-efficient and incur more fees than an ETF that primarily or wholly effects creations and redemptions in-kind. • The Fund may have high portfolio turnover, which could increase its transaction costs and an investor's tax liability. 
Composition by Sector(1)
as of 01/31/2024
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 18.2%
Consumer Discretionary 12.3
Consumer Staples 0.9
Energy 0.6
Financials 5.3
Health Care 11.0
Industrials 3.5
Information Technology 45.3
Materials 0.9
Total 98.0%
Short-Term Investments 1.7
Other Assets & Liabilities 0.3
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 Municipal Opportunities ETF
 Fund Overview
 January 31, 2024 (Unaudited) 

Inception 12/13/2017
Sub-advised by Wellington Management Company LLP
Investment objective – The Fund seeks to provide current income that is generally exempt from federal income taxes and long-term total return.
Average Annual Total Returns
for the Periods Ended 01/31/2024
  Six Months1 1 Year 5 Years Since
Inception2
Municipal Opportunities ETF (NAV Return) 3.69% 4.02% 2.36% 2.37%
Municipal Opportunities ETF (Market Price Return) 3.75% 4.00% 2.39% 2.38%
Bloomberg Municipal Bond 1-15 Year Blend (1-17) Index3 2.54% 2.54% 1.91% 1.97%
Bloomberg Municipal Bond Index3 2.70% 2.90% 2.00% 1.99%
    
1 Not annualized.
2 Inception: 12/13/2017
3 The Bloomberg Municipal Bond 1-15 Year Blend (1-17) Index serves as the Fund's performance index because the Fund's investment manager believes it is more representative of the Fund's investment strategy. The Bloomberg Municipal Bond Index serves as the Fund's regulatory index and provides a broad measure of market performance. 
Information regarding how often shares of the Fund traded on 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 report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.
ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.
The 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 01/31/2024.
Important Risks
Investing involves risk, including the possible loss of principal. The net asset value (NAV) of the Fund's shares may fluctuate due to changes in the market value of the Fund's holdings which may in-turn fluctuate due to market and economic conditions. The Fund's share price may fluctuate due to changes in the relative supply of and demand for the shares on an exchange. The Fund is actively managed and does not seek to replicate the performance of a specified index. Municipal
securities may be adversely impacted by state/local, political, economic, or market conditions. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. Investments in high-yield ("junk") bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. In certain instances, unlike other ETFs, the Fund may effect creations and redemptions partly or wholly for cash, rather than in-kind, which may make the Fund less tax-efficient and incur more fees than an ETF that primarily or wholly effects creations and redemptions in-kind. • Integration of environmental, social, and/or governance (ESG) characteristics into the investment process may not work as intended.
Composition by Security Type(1)
as of 01/31/2024
Municipal Bonds Percentage of
Net Assets
Airport 8.9%
Development 4.1
Education 1.0
Facilities 0.3
General Obligation 7.8
Higher Education 5.1
Housing 1.2
Medical 11.3
Multifamily Housing 0.7
Nursing Homes 3.9
Other (2) 20.0
Pollution 0.3
Power 7.7
School District 7.0
Single Family Housing 3.3
Student Loan 0.8
Tobacco 1.2
Transportation 6.6
Utilities 1.0
Water 3.2
Total 95.4%
U.S. Government Agencies(3) 0.2
Short-Term Investments 0.8
Other Assets & Liabilities 3.6
Total 100.0%
    
(1) For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
(2) Other refers to Special Tax District Bonds, Tax Increment Bonds and certain Community Development District bonds.
(3) All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of January 31, 2024.
 

4


Table of Contents
Hartford Schroders Commodity Strategy ETF (Consolidated)
 Fund Overview
 January 31, 2024 (Unaudited) 

Inception 09/14/2021
Sub-advised by Schroder Investment Management North America Inc. and its sub-sub-adviser, Schroder Investment Management North America Limited
Investment objective – The Fund seeks to provide long-term total return.
Average Annual Total Returns
for the Periods Ended 01/31/2024
  Six Months1 1 Year Since
Inception2
Commodity Strategy ETF (NAV Return) -6.14% -7.88% 1.58%
Commodity Strategy ETF (Market Price Return) -6.16% -8.13% 1.51%
Bloomberg Commodity Index Total Return3 -5.64% -7.09% 3.60%
S&P 500 Index3 6.43% 20.82% 5.36%
    
1 Not annualized.
2 Inception: 09/14/2021
3 The Bloomberg Commodity Index Total Return serves as the Fund's performance index because the Fund's investment manager believes it is more representative of the Fund's investment strategy. The S&P 500 Index serves as the Fund's regulatory index and provides a broad measure of market performance. 
Information regarding how often shares of the Fund traded on 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 report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.
ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.
The 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 after Fee Waiver as shown in the Fund’s most recent prospectus was 0.60% and total annual fund operating expense ratio was 0.71%. Expenses shown include expenses of the Cayman Islands subsidiary. Expenses shown also include acquired fund fees and expenses. Gross expenses do not reflect contractual fee waiver arrangements with respect to the Fund’s investment in its Cayman Islands subsidiary. Net expenses reflect such arrangements in instances when they reduce gross expenses. The fee waiver remains in effect for as long as the Fund is invested in the Cayman Islands subsidiary. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 01/31/2024.
Important Risks
Investing involves risk, including the possible loss of principal. The net asset value (NAV) of the Fund's shares may fluctuate due to changes in the market value of the Fund's holdings which may in-turn fluctuate due to market and economic conditions. The Fund's share price may
fluctuate due to changes in the relative supply of and demand for the shares on an exchange. The Fund is actively managed and does not seek to replicate the performance of a specified index. • Investments in the commodities market may increase the Fund's liquidity risk, volatility and risk of loss if adverse developments occur. • Investments linked to prices of commodities may be considered speculative. Significant exposure to commodities may subject the Fund to greater volatility than traditional investments. The value of such instruments may be volatile and fluctuate widely based on a variety of factors. • Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, regulatory, and counterparty risk. • By investing in a Cayman subsidiary, the Fund is indirectly exposed to the risks associated with a non-U.S. subsidiary and its investments. • To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur. • Investments may also be subject to interest-rate and credit risks. • In certain instances, unlike other ETFs, the Fund may effect creations and redemptions partly or wholly for cash, rather than in-kind, which may make the Fund less tax-efficient and incur more fees than an ETF that primarily or wholly effects creations and redemptions in-kind. • The Fund may have high portfolio turnover, which could increase its transaction costs and an investor’s tax liability. • Integration of environmental, social, and/or governance (ESG) characteristics into the investment process may not work as intended.
Composition by Sector(1)
as of 01/31/2024
Sector Percentage
of Net Assets
Equity Securities  
Materials 2.5%
Short-Term Investments 88.8
Other Assets & Liabilities 8.7
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 Schroders Tax-Aware Bond ETF
 Fund Overview
 January 31, 2024 (Unaudited) 

Inception 04/18/2018
Sub-advised by Schroder Investment Management North America Inc.
and its sub-sub-adviser, Schroder Investment Management North America Limited
Investment objective – The Fund seeks total return on an after-tax basis.
Average Annual Total Returns
for the Periods Ended 01/31/2024
  Six Months1 1 Year 5 Years Since
Inception2
Tax-Aware Bond ETF (NAV Return) 2.96% 2.78% 1.83% 2.07%
Tax-Aware Bond ETF (Market Price Return) 3.38% 3.14% 1.98% 2.15%
Bloomberg Municipal Bond Index 2.70% 2.90% 2.00% 2.25%
    
1 Not annualized.
2 Inception: 04/18/2018
Information regarding how often shares of the Fund traded on 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 report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.
ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.
The 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 0.40%. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 01/31/2024.
Important Risks
Investing involves risk, including the possible loss of principal. The net asset value (NAV) of the Fund's shares may fluctuate due to changes in the market value of the Fund's holdings which may in-turn fluctuate due to market and economic conditions. The Fund's share price may fluctuate due to changes in the relative supply of and demand for the shares on an exchange. The Fund is actively managed and does not seek to replicate the performance of a specified index. Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. The risks associated with mortgage-related and asset-backed securities include credit, interest-rate, prepayment, liquidity, default and extension risk. The purchase of securities in the To-Be-Announced (TBA) market
can result in higher portfolio turnover and related expenses as well as price and counterparty risk. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Municipal securities may be adversely impacted by state/local, political, economic, or market conditions; these risks may be magnified if the Fund focuses its assets in municipal securities of issuers in a few select states. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, regulatory, and counterparty risk. 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. In certain instances, unlike other ETFs, the Fund may effect creations and redemptions partly or wholly for cash, rather than in-kind, which may make the Fund less tax-efficient and incur more fees than an ETF that primarily or wholly effects creations and redemptions in-kind. The Fund may have high portfolio turnover, which could increase its transaction costs and an investor’s tax liability. • Integration of environmental, social, and/or governance (ESG) characteristics into the investment process may not work as intended.
Composition by Security Type(1)
as of 01/31/2024
Category Percentage of
Net Assets
Fixed Income Securities  
Corporate Bonds 2.3%
Municipal Bonds 80.1
U.S. Government Securities(2) 8.6
Total 91.0%
Short-Term Investments 8.1
Other Assets & Liabilities 0.9
Total 100.0%
    
(1) For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
(2) All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of January 31, 2024.
 

6


Table of Contents
Hartford Short Duration ETF*
 Fund Overview
 January 31, 2024 (Unaudited) 

* Effective February 12, 2024, Short Duration ETF changed its name, investment objective, principal investment strategy, portfolio management team, and performance benchmark as well as reduced its management fee rate. The Fund's new name is Hartford AAA CLO ETF. Please see the Short Duration ETF's prospectus supplement for additional information.
    
Inception 05/30/2018
Sub-advised by Wellington Management Company LLP
Investment objective – The Fund seeks to provide current income and long-term total return.
Average Annual Total Returns
for the Periods Ended 01/31/2024
  Six Months1 1 Year 5 Years Since
Inception2
Short Duration ETF (NAV Return) 4.60% 6.05% 2.61% 2.63%
Short Duration ETF (Market Price Return) 4.21% 6.10% 2.59% 2.64%
Bloomberg 1-3 Year US Government/Credit Index3 3.41% 4.18% 1.51% 1.67%
Bloomberg US Aggregate Bond Index3 3.15% 2.10% 0.83% 1.21%
    
1 Not annualized.
2 Inception: 05/30/2018
3 The Bloomberg 1-3 Year US Government/Credit Index serves as the Fund's performance index because the Fund's investment manager believes it is more representative of the Fund's investment strategy. The Bloomberg US Aggregate Bond Index serves as the Fund's regulatory index and provides a broad measure of market performance. 
Information regarding how often shares of the Fund traded on 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 report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.
ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.
The 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%. Effective as of February 12, 2024, the management fee rate for the Fund, which changed its name to Hartford AAA CLO ETF as of that same date, was 0.24%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 01/31/2024.
Important Risks
Investing involves risk, including the possible loss of principal. The net asset value (NAV) of the Fund's shares may fluctuate due to changes in the market value of the Fund's holdings which may in-turn fluctuate due to market and economic conditions. The Fund's share price may fluctuate due to changes in the relative supply of and demand for the shares on an exchange. The Fund is actively managed and does not seek to replicate the performance of a specific index. The Fund may allocate a portion of its assets to specialist portfolio managers which may not work as intended. • Fixed income security risks include credit, liquidity, call, duration, event, and interest-rate risk. As interest rates rise, bond prices generally fall. • Loans can be difficult to value and less liquid than other types of debt instrument; they are also subject to nonpayment, collateral, bankruptcy, default, extension, prepayment and insolvency risks. • The risks associated with mortgage-related and asset-backed securities as well as collateralized loan obligations (CLOs) include credit, interest-rate, prepayment, liquidity, default and extension risk. • Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. • Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, regulatory, and counterparty risk. • 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. • Restricted securities may be more difficult to sell and price than other securities. • Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. • In certain instances, unlike other ETFs, the Fund may effect creations and redemptions partly or wholly for cash, rather than in-kind, which may make the Fund less tax-efficient and incur more fees than an ETF that primarily or wholly effects creations and redemptions in-kind.
 

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Table of Contents
Hartford Short Duration ETF*
 Fund Overview – (continued)
 January 31, 2024 (Unaudited) 

Composition by Security Type(1)
as of 01/31/2024
Category Percentage of
Net Assets
Fixed Income Securities  
Asset & Commercial Mortgage-Backed Securities 25.9%
Corporate Bonds 40.9
Senior Floating Rate Interests 0.1
U.S. Government Agencies(2) 4.9
U.S. Government Securities 10.4
Total 82.2%
Short-Term Investments 3.1
Other Assets & Liabilities 14.7
Total 100.0%
    
(1) For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
(2) All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of January 31, 2024.

8


Table of Contents
Hartford Sustainable Income ETF
 Fund Overview
 January 31, 2024 (Unaudited) 

Inception 09/21/2021
Sub-advised by Wellington Management Company LLP
Investment objective – The Fund seeks to provide current income and long-term total return, within a sustainability framework.
Average Annual Total Returns
for the Periods Ended 01/31/2024
  Six Months1 1 Year Since
Inception2
Sustainable Income ETF (NAV Return) 5.43% 6.52% -2.12%
Sustainable Income ETF (Market Price Return) 5.34% 6.53% -1.95%
Bloomberg US Aggregate Bond Index 3.15% 2.10% -4.09%
    
1 Not annualized.
2 Inception: 09/21/2021
Information regarding how often shares of the Fund traded on 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 report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.
ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.
The 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 0.54%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 01/31/2024.
Important Risks
Investing involves risk, including the possible loss of principal. The net asset value (NAV) of the Fund's shares may fluctuate due to changes in the market value of the Fund's holdings which may in-turn fluctuate due to market and economic conditions. The Fund's share price may fluctuate due to changes in the relative supply of and demand for the shares on an exchange. The Fund is actively managed and does not seek to replicate the performance of a specified index. • Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. • Investments in high-yield ("junk") bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. • 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. • Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, regulatory, and counterparty risk. • The risks associated with mortgage-related and asset-backed securities include credit, interest-rate, prepayment, liquidity, default and extension risk. • The purchase of securities in the To-Be-Announced (TBA) market can result in higher portfolio turnover and related expenses as well as price and counterparty risk. • Restricted securities may be more difficult to sell and price than other securities. • Loans can be difficult to value and less liquid than other types of debt instruments; they are also subject to nonpayment, collateral, bankruptcy, default, extension, prepayment and insolvency risks. • Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. • Applying sustainability framework to the investment process may result in foregoing certain investments and underperformance comparative to funds that do not have a similar focus. There is a risk that the securities identified by the sub-adviser as meeting its sustainable investing framework do not operate as anticipated. • In certain instances, unlike other ETFs, the Fund may effect creations and redemptions partly or wholly for cash, rather than in-kind, which may make the Fund less tax-efficient and incur more fees than an ETF that primarily or wholly effects creations and redemptions in-kind. • The Fund may have high portfolio turnover, which could increase its transaction costs and an investor's tax liability.
Composition by Security Type(1)
as of 01/31/2024
Category Percentage of
Net Assets
Equity Securities  
Common Stocks 0.0% *
Preferred Stocks 0.1
Total 0.1%
Fixed Income Securities  
Asset & Commercial Mortgage-Backed Securities 8.6%
Convertible Bonds 3.1
Corporate Bonds 42.5
Foreign Government Obligations 6.2
Senior Floating Rate Interests 10.2
U.S. Government Agencies(2) 12.3
U.S. Government Securities 24.0
Total 106.9%
Short-Term Investments 1.0
Other Assets & Liabilities (8.0)
Total 100.0%
    
* Percentage rounds to zero.
    
(1) For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
(2) All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of January 31, 2024.
 

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Table of Contents
Hartford Total Return Bond ETF
 Fund Overview
 January 31, 2024 (Unaudited) 

Inception 09/27/2017
Sub-advised by Wellington Management Company LLP
Investment objective – The Fund seeks a competitive total return, with income as a secondary objective.
Average Annual Total Returns
for the Periods Ended 01/31/2024
  Six Months1 1 Year 5 Years Since
Inception2
Total Return Bond ETF (NAV Return) 4.09% 3.45% 1.48% 1.40%
Total Return Bond ETF (Market Price Return) 3.99% 3.14% 1.53% 1.41%
Bloomberg US Aggregate Bond Index 3.15% 2.10% 0.83% 0.90%
    
1 Not annualized.
2 Inception: 09/27/2017
Information regarding how often shares of the Fund traded on 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 report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.
ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.
The 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 01/31/2024.
Important Risks
Investing involves risk, including the possible loss of principal. The net asset value (NAV) of the Fund's shares may fluctuate due to changes in the market value of the Fund's holdings which may in-turn fluctuate due to market and economic conditions. The Fund's share price may fluctuate due to changes in the relative supply of and demand for the shares on an exchange. The Fund is actively managed and does not seek to replicate the performance of a specified index. The Fund may allocate a portion of its assets to specialist portfolio managers, which
may not work as intended. Fixed income security risks include credit, liquidity, call, duration, event, and interest-rate risk. As interest rates rise, bond prices generally fall. The risks associated with mortgage-related and asset-backed securities as well as collateralized loan obligations (CLOs) include credit, interest-rate, prepayment, liquidity, default and extension risk. The purchase of securities in the To-Be-Announced (TBA) market can result in higher portfolio turnover and related expenses as well as price and counterparty risk. Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, regulatory, and counterparty risk. 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 for investments in emerging markets. Investments in high-yield ("junk") bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. Restricted securities may be more difficult to sell and price than other securities. The Fund may have high portfolio turnover, which could increase its transaction costs and an investor’s tax liability. In certain instances, unlike other ETFs, the Fund may effect creations and redemptions partly or wholly for cash, rather than in-kind, which may make the Fund less tax-efficient and incur more fees than an ETF that primarily or wholly effects creations and redemptions in-kind.
Composition by Security Type(1)
as of 01/31/2024
Category Percentage of
Net Assets
Fixed Income Securities  
Asset & Commercial Mortgage-Backed Securities 21.5%
Corporate Bonds 27.8
Foreign Government Obligations 3.0
Municipal Bonds 0.8
U.S. Government Agencies(2) 49.0
U.S. Government Securities 22.1
Total 124.2%
Short-Term Investments 0.3
Other Assets & Liabilities (24.5)
Total 100.0%
    
(1) For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
(2) All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of January 31, 2024.
  
 

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Table of Contents
Hartford Active ETFs
Benchmark Glossary (Unaudited)

Bloomberg 1-3 Year US Government/Credit Index (reflects no deduction for fees, expenses or taxes) is comprised of the US Government/Credit component of the Bloomberg US Aggregate Bond Index. The 1-3 Year Government/Credit Index includes securities in the 1-3 year maturity range in the Government/Credit Index.
Bloomberg Municipal Bond 1-15 Year Blend (1-17) Index (reflects no deduction for fees, expenses or taxes) is a sub-index of the Bloomberg Municipal Bond Index. It is a rules-based market value-weighted index of bonds with maturities of 1 year to 17 years engineered for the tax-exempt bond market.
Bloomberg Municipal Bond Index (reflects no deduction for fees, expenses or taxes) is designed to cover the USD-denominated long-term tax-exempt bond market.
Bloomberg US Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is composed of securities that cover the US investment grade fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities.
Bloomberg Commodity Index Total Return (reflects no deduction for fees, expenses or taxes) is composed of futures contracts and reflects the returns on a fully collateralized investment in the Bloomberg Commodity Index ("BCOM"). This combines the returns of the BCOM with the returns on cash collateral invested in 13 week (3 Month) US Treasury Bills.
Russell 1000 Growth Index (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of those Russell 1000 Index companies with higher price-to-book ratios and higher forecasted growth values. The Russell 1000 Index is designed to measure the performance of the 1,000 largest companies in the Russell 3000 Index based on their market capitalization and current index membership.
Russell 1000 Index (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.
S&P 500 Index (reflects no deduction for fees, expenses or taxes) is a float-adjusted market capitalization-weighted index composed of 500 widely held common stocks.
Additional Information Regarding Bloomberg Index(es). “Bloomberg®” and the above referenced Bloomberg index(es) are service marks of Bloomberg Finance L.P. and its affiliates, including Bloomberg Index Services Limited (“BISL”), the administrator of the index (collectively, “Bloomberg”), and have been licensed for use for certain purposes by Hartford Funds Management Company, LLC ("HFMC"). The Funds are not sponsored, endorsed, sold or promoted by Bloomberg. Bloomberg does not make any representation or warranty, express or implied, to the owners of or counterparties to the Funds or any member of the public regarding the advisability of investing in securities generally or in the Funds particularly. The only relationship of Bloomberg to HFMC is the licensing of certain
trademarks, trade names and service marks and of the above referenced Bloomberg index(es), which is determined, composed and calculated by BISL without regard to HFMC or the Funds. Bloomberg has no obligation to take the needs of HFMC or the owners of the Funds into consideration in determining, composing or calculating the above referenced Bloomberg index(es). Bloomberg is not responsible for and has not participated in the determination of the timing of, prices at, or quantities of the Funds to be issued. Bloomberg shall not have any obligation or liability, including, without limitation, to the Funds' customers, in connection with the administration, marketing or trading of the Funds.
BLOOMBERG DOES NOT GUARANTEE THE ACCURACY AND/OR THE COMPLETENESS OF THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA RELATED THERETO AND SHALL HAVE NO LIABILITY FOR ANY ERRORS, OMISSIONS OR INTERRUPTIONS THEREIN. BLOOMBERG DOES NOT MAKE ANY WARRANTY, EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY HFMC, OWNERS OF THE FUNDS OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA RELATED THERETO. BLOOMBERG DOES NOT MAKE ANY EXPRESS OR IMPLIED WARRANTIES AND EXPRESSLY DISCLAIMS ALL WARRANTIES OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE WITH RESPECT TO THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA RELATED THERETO. WITHOUT LIMITING ANY OF THE FOREGOING, TO THE MAXIMUM EXTENT ALLOWED BY LAW, BLOOMBERG, ITS LICENSORS, AND ITS AND THEIR RESPECTIVE EMPLOYEES, CONTRACTORS, AGENTS, SUPPLIERS, AND VENDORS SHALL HAVE NO LIABILITY OR RESPONSIBILITY WHATSOEVER FOR ANY INJURY OR DAMAGES --WHETHER DIRECT, INDIRECT, CONSEQUENTIAL, INCIDENTAL, PUNITIVE OR OTHERWISE --ARISING IN CONNECTION WITH THE ABOVE REFERENCED BLOOMBERG INDEX(ES) OR ANY DATA OR VALUES RELATING THERETO --WHETHER ARISING FROM THEIR NEGLIGENCE OR OTHERWISE, EVEN IF NOTIFIED OF THE POSSIBILITY THEREOF.
 

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Table of Contents
Hartford Active 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 August 1, 2023 through January 31, 2024. 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 expenses of the independent trustees and their counsel, 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 184/366 (to reflect the one-half year period).
  Actual Return   Hypothetical (5% return before expenses)
  Beginning
Account Value
August 1, 2023
  Ending
Account Value
January 31, 2024
  Expenses Paid
During the Period
August 1, 2023
through
January 31, 2024
  Beginning
Account Value
August 1, 2023
  Ending
Account Value
January 31, 2024
  Expenses Paid
During the Period
August 1, 2023
through
January 31, 2024
  Annualized
expense
ratio
Hartford Core Bond ETF $ 1,000.00   $ 1,038.70   $ 1.49   $ 1,000.00   $ 1,023.68   $ 1.48   0.29%
Hartford Large Cap Growth ETF $ 1,000.00   $ 1,080.50   $ 3.09   $ 1,000.00   $ 1,022.17   $ 3.00   0.59%
Hartford Municipal Opportunities ETF $ 1,000.00   $ 1,036.90   $ 1.48   $ 1,000.00   $ 1,023.68   $ 1.48   0.29%
Hartford Schroders Commodity Strategy ETF (Consolidated) $ 1,000.00   $  938.60   $ 2.88   $ 1,000.00   $ 1,022.17   $ 3.00   0.59%
Hartford Schroders Tax-Aware Bond ETF $ 1,000.00   $ 1,029.60   $ 1.99   $ 1,000.00   $ 1,023.18   $ 1.98   0.39%
Hartford Short Duration ETF $ 1,000.00   $ 1,046.00   $ 1.49   $ 1,000.00   $ 1,023.68   $ 1.48   0.29%
Hartford Sustainable Income ETF $ 1,000.00   $ 1,054.30   $ 2.79   $ 1,000.00   $ 1,022.42   $ 2.75   0.54%
Hartford Total Return Bond ETF $ 1,000.00   $ 1,040.90   $ 1.49   $ 1,000.00   $ 1,023.68   $ 1.48   0.29%

12


Table of Contents
Hartford Core Bond ETF
Schedule of Investments
January 31, 2024 (Unaudited) 

Shares or Principal Amount   Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 26.7%
  Asset-Backed - Automobile - 3.4%
            American Credit Acceptance Receivables Trust  
$       11,111 4.55%, 10/13/2026(1) $      11,103
    185,000 6.09%, 11/12/2027(1)      186,106
    393,787 ARI Fleet Lease Trust 5.41%, 02/17/2032(1)      393,541
            Avis Budget Rental Car Funding AESOP LLC  
    185,000 5.36%, 06/20/2030(1)      187,198
    220,000 5.90%, 08/21/2028(1)      225,463
305,014 Chesapeake Funding II LLC 5.65%, 05/15/2035(1) 305,915
367,953 CPS Auto Receivables Trust 5.91%, 08/16/2027(1) 368,626
  DT Auto Owner Trust  
140,000 5.19%, 10/16/2028(1) 139,410
155,000 5.41%, 02/15/2029(1) 154,360
  Enterprise Fleet Financing LLC  
95,000 5.16%, 09/20/2030(1) 95,374
215,000 5.42%, 10/22/2029(1) 217,251
  Exeter Automobile Receivables Trust  
45,636 2.18%, 06/15/2026 45,532
155,000 4.57%, 01/15/2027 154,357
210,000 5.72%, 04/15/2027 209,957
87,000 6.03%, 08/16/2027 87,140
90,000 6.11%, 09/15/2027 90,339
  Flagship Credit Auto Trust  
259,000 4.69%, 07/17/2028(1) 255,434
77,000 5.05%, 01/18/2028(1) 76,543
195,000 5.21%, 05/15/2028(1) 194,616
45,000 GLS Auto Receivables Issuer Trust 4.92%, 01/15/2027(1) 44,684
560,000 Hertz Vehicle Financing III LLC 5.94%, 02/25/2028(1) 570,808
445,000 OneMain Direct Auto Receivables Trust 5.41%, 11/14/2029(1) 449,447
87,266 Prestige Auto Receivables Trust 1.62%, 11/16/2026(1) 86,304
  Santander Drive Auto Receivables Trust  
380,000 4.42%, 11/15/2027 374,880
120,000 4.43%, 03/15/2027 118,985
85,000 4.72%, 06/15/2027 84,522
160,000 4.98%, 02/15/2028 159,399
280,000 5.61%, 07/17/2028 282,653
350,000 5.95%, 01/17/2028 351,986
110,000 SBNA Auto Lease Trust 5.24%, 01/22/2029(1) 110,430
235,000 SFS Auto Receivables Securitization Trust 5.47%, 12/20/2029(1) 239,102
  Tricolor Auto Securitization Trust  
70,137 6.48%, 08/17/2026(1) 70,129
235,000 6.61%, 10/15/2027(1) 235,224
  Westlake Automobile Receivables Trust  
96,386 1.65%, 02/17/2026(1) 95,078
280,000 4.31%, 09/15/2027(1) 277,089
90,000 5.41%, 01/18/2028(1) 89,668
400,000 6.14%, 03/15/2028(1) 403,597
145,000 World Omni Auto Receivables Trust 5.03%, 05/15/2029 145,054
      7,587,304
  Asset-Backed - Finance & Insurance - 0.3%
31,484 BHG Securitization Trust 0.90%, 10/17/2034(1) 30,651
Shares or Principal Amount   Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 26.7% - (continued)
  Asset-Backed - Finance & Insurance - 0.3% - (continued)
$      250,000 BlueMountain CLO XXIV Ltd. 6.68%, 04/20/2034, 3 mo. USD Term SOFR + 1.36%(1)(2) $     247,988
    470,000 BlueMountain CLO XXXI Ltd. 6.72%, 04/19/2034, 3 mo. USD Term SOFR + 1.41%(1)(2)     468,517
      747,156
  Asset-Backed - Student Loan - 0.3%
            Navient Private Education Refi Loan Trust  
    146,494 0.97%, 12/16/2069(1)      127,134
    247,846 1.11%, 02/18/2070(1)      211,470
    310,917 5.51%, 10/15/2071(1)     311,739
      650,343
  Commercial Mortgage-Backed Securities - 5.2%
235,000 245 Park Avenue Trust 3.51%, 06/05/2037(1) 218,051
  BBCMS Mortgage Trust  
1,010,000 1.63%, 02/15/2057(3)(4) 112,301
125,000 3.66%, 04/15/2055(4) 113,764
120,000 4.60%, 06/15/2055(4) 118,043
190,000 5.42%, 02/15/2057 198,236
175,000 5.44%, 12/15/2055(4) 182,322
55,000 5.71%, 12/15/2055(4) 58,367
  Benchmark Mortgage Trust  
2,784,467 0.72%, 07/15/2056(3)(4) 112,443
999,867 1.41%, 12/15/2056(1)(3)(4) 66,891
560,257 1.63%, 01/15/2054(3)(4) 44,213
603,502 1.91%, 07/15/2053(3)(4) 38,495
480,000 BX Commercial Mortgage Trust 6.15%, 09/15/2036, 1 mo. USD Term SOFR + 0.81%(1)(2) 473,550
630,000 BX Trust 6.35%, 10/15/2036, 1 mo. USD Term SOFR + 1.01%(1)(2) 621,337
31,629 Citigroup Commercial Mortgage Trust 3.61%, 11/10/2048 31,160
  Commercial Mortgage Trust  
100,000 2.82%, 01/10/2039(1) 89,494
35,000 3.18%, 02/10/2048 34,219
150,000 3.31%, 03/10/2048 145,908
110,000 3.38%, 01/10/2039(1) 94,685
210,000 3.73%, 08/10/2049(1)(4) 199,500
28,155 CSAIL Commercial Mortgage Trust 4.36%, 11/15/2051(4) 27,709
95,815 CSMC Trust 2.26%, 08/15/2037(1) 88,855
280,000 DBGS Mortgage Trust 4.47%, 10/15/2051 264,551
  DBJPM Mortgage Trust  
466,599 1.82%, 09/15/2053(3)(4) 25,781
21,828 3.04%, 05/10/2049 21,292
  FREMF Mortgage Trust  
295,000 3.72%, 04/25/2048(1)(4) 288,472
90,000 3.80%, 11/25/2049(1)(4) 88,292
230,000 3.89%, 07/25/2026(1)(4) 221,241
225,000 4.09%, 06/25/2049(1)(4) 217,712
315,000 4.24%, 08/25/2047(1)(4) 311,091
375,000 GS Mortgage Securities Trust 3.44%, 11/10/2049(4) 357,334
200,000 Hawaii Hotel Trust 6.53%, 05/15/2038, 1 mo. USD Term SOFR + 1.20%(1)(2) 199,250
1,097,000 JP Morgan Chase Commercial Mortgage Securities Trust 2.82%, 08/15/2049 1,026,546
  JPMBB Commercial Mortgage Securities Trust  
35,610 3.56%, 12/15/2048 34,964
635,000 3.58%, 03/17/2049 611,294
 
The accompanying notes are an integral part of these financial statements.

13


Table of Contents
Hartford Core Bond ETF
Schedule of Investments – (continued)
January 31, 2024 (Unaudited) 

Shares or Principal Amount   Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 26.7% - (continued)
  Commercial Mortgage-Backed Securities - 5.2% - (continued)
            JPMDB Commercial Mortgage Securities Trust  
$       68,020 2.95%, 06/15/2049 $      66,044
    632,000 3.14%, 12/15/2049      586,805
    111,706 3.24%, 10/15/2050      107,843
    722,483 Life Mortgage Trust 6.15%, 03/15/2038, 1 mo. USD Term SOFR + 0.81%(1)(2)      715,796
    210,000 Morgan Stanley Bank of America Merrill Lynch Trust 3.53%, 12/15/2047      206,207
383,435 MSWF Commercial Mortgage Trust 1.14%, 12/15/2056(3)(4) 25,275
285,000 NJ Trust 6.70%, 01/06/2029(1)(4) 299,389
50,000 SG Commercial Mortgage Securities Trust 2.63%, 03/15/2037(1) 45,212
525,000 TYSN Mortgage Trust 6.80%, 12/10/2033(1)(4) 552,454
  Wells Fargo Commercial Mortgage Trust  
360,000 3.15%, 05/15/2048 348,897
719,000 3.43%, 03/15/2059 690,143
34,089 3.52%, 12/15/2048 33,507
420,000 3.64%, 03/15/2050 396,689
235,000 3.81%, 12/15/2048 227,841
  Wells Fargo NA  
3,977,628 0.75%, 11/15/2062(3)(4) 125,273
946,886 1.10%, 02/15/2052(3)(4) 33,603
996,287 1.20%, 02/15/2056(3)(4) 62,940
1,000,000 1.20%, 12/15/2056(3)(4) 39,842
1,469,969 1.43%, 11/15/2053(3)(4) 97,222
1,246,012 1.88%, 03/15/2063(3)(4) 109,444
145,000 4.41%, 11/15/2061(4) 141,916
      11,649,705
  Other Asset-Backed Securities - 9.7%
210,000 Affirm Asset Securitization Trust 6.61%, 01/18/2028(1) 211,552
305,000 Aligned Data Centers Issuer LLC 6.00%, 08/17/2048(1) 304,134
91,442 Amur Equipment Finance Receivables XI LLC 5.30%, 06/21/2028(1) 91,295
31,333 Avant Loans Funding Trust 1.21%, 07/15/2030(1) 31,180
400,000 Barings CLO Ltd. 2.10%, 01/20/2037, 3 mo. USD Term SOFR + 2.10%(1)(2) 400,040
495,000 Battalion CLO 18 Ltd. 7.37%, 03/13/2037, 3 mo. USD Term SOFR + 2.20%(1)(2) 495,000
315,000 Benefit Street Partners CLO XXXI Ltd. 7.67%, 04/25/2036, 3 mo. USD Term SOFR + 2.35%(1)(2) 316,916
460,000 BlueMountain CLO XXXIII Ltd. 6.82%, 11/20/2034, 3 mo. USD Term SOFR + 1.45%(1)(2) 460,036
229,347 Carlyle Global Market Strategies CLO Ltd. 6.69%, 05/15/2031, 3 mo. USD Term SOFR + 1.31%(1)(2) 229,226
227,790 Carlyle U.S. CLO Ltd. 6.60%, 04/20/2031, 3 mo. USD Term SOFR + 1.28%(1)(2) 228,178
179,913 CCG Receivables Trust 5.82%, 09/16/2030(1) 181,153
  CF Hippolyta Issuer LLC  
94,245 1.53%, 03/15/2061(1) 84,809
126,765 1.69%, 07/15/2060(1) 118,199
97,713 5.97%, 08/15/2062(1) 96,110
95,000 CNH Equipment Trust 4.77%, 10/15/2030 95,057
  DB Master Finance LLC  
147,000 2.79%, 11/20/2051(1) 122,624
703,762 4.35%, 05/20/2049(1) 683,805
160,000 DLLAA LLC 5.64%, 02/22/2028(1) 163,249
Shares or Principal Amount   Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 26.7% - (continued)
  Other Asset-Backed Securities - 9.7% - (continued)
            Domino's Pizza Master Issuer LLC  
$      441,515 2.66%, 04/25/2051(1) $     395,277
    432,000 3.67%, 10/25/2049(1)      396,571
    206,800 4.12%, 07/25/2047(1)      200,390
    403,463 4.47%, 10/25/2045(1)      395,582
    252,824 Dryden 55 CLO Ltd. 6.60%, 04/15/2031, 3 mo. USD Term SOFR + 1.28%(1)(2)      252,721
  Elmwood CLO Ltd.  
    295,000 7.56%, 04/16/2036, 3 mo. USD Term SOFR + 2.25%(1)(2)      295,305
435,000 7.72%, 10/17/2036, 3 mo. USD Term SOFR + 2.40%(1)(2) 439,450
  FirstKey Homes Trust  
153,967 4.15%, 05/19/2039(1) 150,015
586,682 4.25%, 07/17/2039(1) 570,952
627,348 Galaxy XXIV CLO Ltd. 6.70%, 01/15/2031, 3 mo. USD Term SOFR + 1.38%(1)(2) 627,960
250,000 Invesco U.S. CLO Ltd. 7.62%, 04/21/2036, 3 mo. USD Term SOFR + 2.30%(1)(2) 250,758
250,003 KKR CLO 21 Ltd. 6.58%, 04/15/2031, 3 mo. USD Term SOFR + 1.26%(1)(2) 250,010
244,747 Magnetite XVII Ltd. 6.68%, 07/20/2031, 3 mo. USD Term SOFR + 1.36%(1)(2) 244,899
330,000 MF1 Ltd. 7.09%, 02/19/2037, 1 mo. USD Term SOFR + 1.75%(1)(2) 323,292
510,000 New Economy Assets Phase 1 Sponsor LLC 1.91%, 10/20/2061(1) 448,580
410,000 Octagon 61 Ltd. 7.67%, 04/20/2036, 3 mo. USD Term SOFR + 2.35%(1)(2) 412,080
785,000 Octagon Investment Partners XXI Ltd. 6.64%, 02/14/2031, 3 mo. USD Term SOFR + 1.26%(1)(2) 786,134
  PRET LLC  
160,920 1.74%, 07/25/2051(1)(5) 154,312
464,113 1.84%, 09/25/2051(1)(5) 438,899
109,717 1.87%, 07/25/2051(1)(5) 105,702
461,106 2.49%, 10/25/2051(1)(5) 448,373
356,824 Pretium Mortgage Credit Partners I LLC 2.36%, 10/27/2060(1)(5) 348,900
198,179 Pretium Mortgage Credit Partners LLC 1.99%, 02/25/2061(1)(5) 192,628
  Progress Residential Trust  
401,967 1.51%, 10/17/2038(1) 365,916
143,210 3.20%, 04/17/2039(1) 135,589
398,711 4.44%, 05/17/2041(1) 387,796
106,568 4.45%, 06/17/2039(1) 104,406
178,743 4.75%, 10/27/2039(1) 176,680
64,999 Regional Management Issuance Trust 2.34%, 10/15/2030(1) 63,550
495,000 Retained Vantage Data Centers Issuer LLC 5.00%, 09/15/2048(1) 470,748
635,000 RR 23 Ltd. 7.96%, 10/15/2035, 3 mo. USD Term SOFR + 2.65%(1)(2) 640,594
340,000 SCF Equipment Leasing LLC 6.56%, 01/22/2030(1) 342,663
653,235 Sound Point CLO XIX Ltd. 6.58%, 04/15/2031, 3 mo. USD Term SOFR + 1.26%(1)(2) 653,352
390,000 Sound Point CLO XXIX Ltd. 6.66%, 04/25/2034, 3 mo. USD Term SOFR + 1.33%(1)(2) 387,230
  Stack Infrastructure Issuer LLC  
60,000 1.89%, 08/25/2045(1) 55,974
285,000 5.90%, 07/25/2048(1) 283,665
75,000 Summit Issuer LLC 2.29%, 12/20/2050(1) 69,599
 
The accompanying notes are an integral part of these financial statements.

14


Table of Contents
Hartford Core Bond ETF
Schedule of Investments – (continued)
January 31, 2024 (Unaudited) 

Shares or Principal Amount   Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 26.7% - (continued)
  Other Asset-Backed Securities - 9.7% - (continued)
$      350,000 Texas Debt Capital CLO Ltd. 7.62%, 04/20/2036, 3 mo. USD Term SOFR + 2.30%(1)(2) $     351,309
    654,530 Tricon Residential Trust 3.86%, 04/17/2039(1)      630,227
    515,000 Vantage Data Centers Issuer LLC 1.65%, 09/15/2045(1)      479,035
            VCAT LLC  
    104,326 1.74%, 05/25/2051(1)(5)      100,455
    565,259 1.87%, 08/25/2051(1)(5)      544,759
    431,217 1.92%, 09/25/2051(1)(5)      416,261
     38,801 2.12%, 03/27/2051(1)(5)       38,557
660,000 Venture 37 CLO Ltd. 6.73%, 07/15/2032, 3 mo. USD Term SOFR + 1.41%(1)(2) 659,967
390,000 Venture 42 CLO Ltd. 6.71%, 04/15/2034, 3 mo. USD Term SOFR + 1.39%(1)(2) 387,107
219,620 VOLT CIII LLC 1.99%, 08/25/2051(1)(5) 209,843
146,584 VOLT XCIII LLC 4.89%, 02/27/2051(1)(5) 142,220
108,437 VOLT XCIV LLC 5.24%, 02/27/2051(1)(5) 106,005
133,441 VOLT XCIX LLC 2.12%, 04/25/2051(1)(5) 129,438
79,032 VOLT XCV LLC 2.24%, 03/27/2051(1)(5) 77,233
239,396 Voya CLO Ltd. 6.75%, 10/18/2031, 3 mo. USD Term SOFR + 1.45%(1)(2) 239,422
299,548 Wellfleet CLO X Ltd. 6.75%, 07/20/2032, 3 mo. USD Term SOFR + 1.43%(1)(2) 299,340
199,856 Wendy's Funding LLC 2.37%, 06/15/2051(1) 174,183
423,550 Wingstop Funding LLC 2.84%, 12/05/2050(1) 383,446
      21,947,922
  Whole Loan Collateral CMO - 7.8%
233,193 510 Asset-Backed Trust 2.12%, 06/25/2061(1)(5) 226,512
  Angel Oak Mortgage Trust  
83,334 0.91%, 01/25/2066(1)(4) 69,653
293,795 0.95%, 07/25/2066(1)(4) 236,363
46,902 0.99%, 04/25/2053(1)(4) 42,821
73,921 0.99%, 04/25/2066(1)(4) 61,090
195,032 1.04%, 01/20/2065(1)(4) 157,660
139,730 1.07%, 05/25/2066(1)(4) 118,015
441,299 1.46%, 09/25/2066(1)(4) 363,100
23,634 1.47%, 06/25/2065(1)(4) 22,012
41,792 1.69%, 04/25/2065(1)(4) 38,836
216,054 1.82%, 11/25/2066(1)(4) 183,630
579,990 2.88%, 12/25/2066(1)(5) 523,920
24,333 Arroyo Mortgage Trust 3.81%, 01/25/2049(1)(4) 23,103
142,966 BINOM Securitization Trust 2.03%, 06/25/2056(1)(4) 124,343
  BRAVO Residential Funding Trust  
48,781 0.94%, 02/25/2049(1)(4) 42,582
64,403 0.97%, 03/25/2060(1)(4) 60,305
366,794 1.62%, 03/01/2061(1)(5) 342,222
  Bunker Hill Loan Depositary Trust  
40,749 1.72%, 02/25/2055(1)(4) 38,839
22,469 2.88%, 07/25/2049(1)(5) 21,262
67,130 Cascade MH Asset Trust 1.75%, 02/25/2046(1) 55,031
375,664 CIM Trust 1.43%, 07/25/2061(1)(4) 329,061
  COLT Mortgage Loan Trust  
34,676 0.80%, 07/27/2054(1) 30,302
123,074 0.91%, 06/25/2066(1)(4) 101,116
198,684 0.92%, 08/25/2066(1)(4) 159,189
360,259 0.96%, 09/27/2066(1)(4) 289,916
454,081 1.11%, 10/25/2066(1)(4) 379,472
49,106 1.33%, 10/26/2065(1)(4) 44,126
25,697 1.51%, 04/27/2065(1)(4) 24,034
513,336 2.28%, 12/27/2066(1)(4) 448,870
88,499 4.30%, 03/25/2067(1)(4) 85,902
Shares or Principal Amount   Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 26.7% - (continued)
  Whole Loan Collateral CMO - 7.8% - (continued)
$      234,559 COLT Trust 1.39%, 01/25/2065(1)(4) $     196,582
            CSMC Trust  
     89,331 0.83%, 03/25/2056(1)(4)       70,959
    179,619 0.94%, 05/25/2066(1)(4)      144,173
    439,583 1.17%, 07/25/2066(1)(4)      356,137
    158,532 1.18%, 02/25/2066(1)(4)      137,229
     73,371 1.21%, 05/25/2065(1)(5)       67,094
     74,852 1.80%, 12/27/2060(1)(4)       68,272
225,627 1.84%, 10/25/2066(1)(4) 195,714
151,858 2.00%, 01/25/2060(1)(4) 134,840
565,360 2.27%, 11/25/2066(1)(4) 492,721
  Deephaven Residential Mortgage Trust  
22,570 0.72%, 05/25/2065(1)(4) 20,901
49,690 0.90%, 04/25/2066(1)(4) 43,176
  Ellington Financial Mortgage Trust  
28,482 0.80%, 02/25/2066(1)(4) 24,027
57,625 0.93%, 06/25/2066(1)(4) 46,800
22,357 1.18%, 10/25/2065(1)(4) 20,083
322,082 1.24%, 09/25/2066(1)(4) 254,533
259,423 2.21%, 01/25/2067(1)(4) 222,987
  Federal National Mortgage Association Connecticut Avenue Securities  
283,626 7.24%, 06/25/2043, 30 day USD SOFR Average + 1.90%(1)(2) 287,163
97,600 7.64%, 05/25/2043, 30 day USD SOFR Average + 2.30%(1)(2) 100,109
141,647 7.84%, 04/25/2043, 30 day USD SOFR Average + 2.50%(1)(2) 144,748
58,890 7.89%, 07/25/2042, 30 day USD SOFR Average + 2.55%(1)(2) 60,546
  GCAT Trust  
96,290 0.87%, 01/25/2066(1)(4) 78,335
106,286 1.04%, 05/25/2066(1)(4) 86,816
308,753 1.09%, 08/25/2066(1)(4) 250,394
444,187 1.26%, 07/25/2066(1)(4) 362,656
20,656 1.56%, 04/25/2065(1)(5) 18,990
157,804 1.92%, 08/25/2066(1)(4) 138,286
9,504 2.25%, 01/25/2060(1)(5) 9,038
  Imperial Fund Mortgage Trust  
173,095 1.07%, 09/25/2056(1)(4) 142,124
537,526 2.09%, 01/25/2057(1)(4) 454,805
618,224 3.64%, 03/25/2067(1)(5) 575,587
  Legacy Mortgage Asset Trust  
85,750 1.65%, 11/25/2060(1)(5) 77,619
75,259 1.75%, 04/25/2061(1)(5) 70,243
102,070 1.75%, 07/25/2061(1)(5) 94,747
  MetLife Securitization Trust  
36,789 3.75%, 03/25/2057(1)(4) 35,148
30,216 3.75%, 04/25/2058(1)(4) 29,382
  MFA Trust  
19,963 1.01%, 01/26/2065(1)(4) 17,871
127,699 1.03%, 11/25/2064(1)(4) 109,054
55,597 1.15%, 04/25/2065(1)(4) 50,049
17,286 Mill City Mortgage Loan Trust 3.50%, 05/25/2058(1)(4) 17,029
  New Residential Mortgage Loan Trust  
72,169 0.94%, 07/25/2055(1)(4) 62,392
44,629 0.94%, 10/25/2058(1)(4) 41,415
355,216 1.16%, 11/27/2056(1)(4) 301,561
16,165 1.65%, 05/24/2060(1)(4) 15,234
511,758 2.28%, 04/25/2061(1)(4) 441,930
84,643 3.50%, 12/25/2057(1)(4) 80,941
13,656 3.75%, 03/25/2056(1)(4) 12,798
37,630 3.75%, 11/25/2058(1)(4) 35,187
 
The accompanying notes are an integral part of these financial statements.

15


Table of Contents
Hartford Core Bond ETF
Schedule of Investments – (continued)
January 31, 2024 (Unaudited) 

Shares or Principal Amount   Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 26.7% - (continued)
  Whole Loan Collateral CMO - 7.8% - (continued)
$      162,446 4.00%, 03/25/2057(1)(4) $     153,582
    174,552 4.00%, 12/25/2057(1)(4)      165,778
    216,937 NMLT Trust 1.19%, 05/25/2056(1)(4)      177,506
            OBX Trust  
    227,050 1.05%, 07/25/2061(1)(4)      179,088
    147,098 1.07%, 02/25/2066(1)(4)      125,031
    456,657 2.31%, 11/25/2061(1)(4)      394,555
  Preston Ridge Partners Mortgage LLC  
206,901 1.74%, 09/25/2026(1)(4) 200,623
138,790 1.79%, 06/25/2026(1)(5) 134,974
194,019 1.79%, 07/25/2026(1)(5) 187,746
220,510 1.87%, 04/25/2026(1)(5) 214,670
307,313 1.87%, 08/25/2026(1)(5) 296,412
49,959 2.12%, 03/25/2026(1)(4) 49,347
398,731 2.36%, 10/25/2026(1)(5) 385,146
45,018 5.36%, 11/25/2025(1)(5) 44,972
79,818 PRPM LLC 1.32%, 07/25/2051(1)(5) 71,707
45,266 Residential Mortgage Loan Trust 0.86%, 01/25/2065(1)(4) 41,529
17,344 Seasoned Credit Risk Transfer Trust 2.50%, 08/25/2059 15,700
109,580 STAR Trust 1.22%, 05/25/2065(1)(4) 96,600
  Starwood Mortgage Residential Trust  
38,126 0.94%, 05/25/2065(1)(4) 35,117
370,261 1.16%, 08/25/2056(1)(4) 310,093
16,972 1.49%, 04/25/2065(1)(4) 15,763
350,438 1.92%, 11/25/2066(1)(4) 294,457
96,676 Toorak Mortgage Corp. Ltd. 3.24%, 06/25/2024(1)(5) 94,694
  Towd Point Mortgage Trust  
103,904 1.75%, 10/25/2060(1) 92,099
4,060 2.16%, 01/25/2052(1)(4) 4,043
118,659 2.75%, 10/25/2057(1)(4) 113,729
42,264 2.90%, 10/25/2059(1)(4) 39,837
343,336 2.92%, 11/30/2060(1)(4) 287,022
27,834 3.25%, 03/25/2058(1)(4) 26,951
166,760 3.75%, 03/25/2058(1)(4) 159,536
140,320 TRK Trust 1.15%, 07/25/2056(1)(4) 121,578
  Verus Securitization Trust  
68,681 0.92%, 02/25/2064(1)(4) 60,207
157,162 0.94%, 07/25/2066(1)(4) 130,598
648,552 1.01%, 09/25/2066(1)(4) 536,957
58,165 1.03%, 02/25/2066(1)(4) 50,556
40,942 1.22%, 05/25/2065(1)(5) 38,008
28,284 1.50%, 05/25/2065(1)(5) 26,555
243,556 1.82%, 11/25/2066(1)(4) 211,017
483,934 1.83%, 10/25/2066(1)(4) 419,907
349,602 2.72%, 01/25/2067(1)(5) 315,640
26,300 3.69%, 11/25/2059(1)(4) 25,545
      17,686,587
  Total Asset & Commercial Mortgage-Backed Securities
(cost $63,640,283)
$  60,269,017
CORPORATE BONDS - 30.1%
  Aerospace/Defense - 0.4%
  Boeing Co.  
161,000 5.04%, 05/01/2027 $  161,146
60,000 5.15%, 05/01/2030 60,064
160,000 5.81%, 05/01/2050 160,145
195,000 Northrop Grumman Corp. 5.15%, 05/01/2040 194,551
225,000 RTX Corp. 5.75%, 11/08/2026 230,797
      806,703
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 30.1% - (continued)
  Agriculture - 0.5%
            Archer-Daniels-Midland Co.  
$       90,000 2.90%, 03/01/2032 $      78,438
     36,000 4.50%, 08/15/2033       35,176
            Cargill, Inc.  
    255,000 2.13%, 11/10/2031(1)      211,447
    110,000 4.00%, 06/22/2032(1)      103,626
     60,000 4.75%, 04/24/2033(1)       59,545
  Philip Morris International, Inc.  
375,000 5.13%, 02/15/2030 381,099
85,000 5.38%, 02/15/2033 86,662
60,000 5.63%, 11/17/2029 62,559
200,000 5.63%, 09/07/2033 207,523
      1,226,075
  Apparel - 0.1%
  Tapestry, Inc.  
80,000 7.05%, 11/27/2025 81,836
20,000 7.70%, 11/27/2030 21,179
      103,015
  Auto Manufacturers - 0.2%
245,000 Hyundai Capital America 5.50%, 03/30/2026(1) 246,473
250,000 Mercedes-Benz Finance North America LLC 4.95%, 03/30/2025(1) 250,091
      496,564
  Beverages - 0.1%
155,000 Bacardi Ltd./Bacardi-Martini BV 5.40%, 06/15/2033(1) 155,601
  Biotechnology - 0.5%
  Amgen, Inc.  
60,000 5.25%, 03/02/2030 61,432
120,000 5.25%, 03/02/2033 122,300
125,000 5.75%, 03/02/2063 128,794
170,000 CSL Finance PLC 4.25%, 04/27/2032(1) 164,466
  Gilead Sciences, Inc.  
250,000 1.65%, 10/01/2030 208,641
180,000 5.25%, 10/15/2033 186,549
425,000 Royalty Pharma PLC 2.20%, 09/02/2030 356,266
      1,228,448
  Chemicals - 0.5%
  Celanese U.S. Holdings LLC  
386,000 6.17%, 07/15/2027 395,277
125,000 6.35%, 11/15/2028 130,163
50,000 6.55%, 11/15/2030 52,845
75,000 6.70%, 11/15/2033 80,586
320,000 Nutrien Ltd. 4.90%, 03/27/2028 321,422
  Sherwin-Williams Co.  
237,000 2.30%, 05/15/2030 205,752
2,000 2.95%, 08/15/2029 1,828
      1,187,873
  Commercial Banks - 9.4%
  Bank of America Corp.  
775,000 1.92%, 10/24/2031, (1.92% fixed rate until 10/24/2030; 6 mo. USD SOFR + 1.37% thereafter)(6) 633,757
55,000 2.57%, 10/20/2032, (2.57% fixed rate until 10/20/2031; 6 mo. USD SOFR + 1.21% thereafter)(6) 45,803
60,000 2.59%, 04/29/2031, (2.59% fixed rate until 04/29/2030; 6 mo. USD SOFR + 2.15% thereafter)(6) 51,917
 
The accompanying notes are an integral part of these financial statements.

16


Table of Contents
Hartford Core Bond ETF
Schedule of Investments – (continued)
January 31, 2024 (Unaudited) 

Shares or Principal Amount   Market Value†
CORPORATE BONDS - 30.1% - (continued)
  Commercial Banks - 9.4% - (continued)
$    1,435,000 2.69%, 04/22/2032, (2.69% fixed rate until 04/22/2031; 6 mo. USD SOFR + 1.32% thereafter)(6) $   1,216,903
     70,000 2.97%, 02/04/2033, (2.97% fixed rate until 02/04/2032; 6 mo. USD SOFR + 1.33% thereafter)(6)       59,680
     35,000 3.42%, 12/20/2028, (3.42% fixed rate until 12/20/2027; 3 mo. USD Term SOFR + 1.30% thereafter)(6)       33,054
    671,000 3.97%, 02/07/2030, (3.97% fixed rate until 02/07/2029; 3 mo. USD Term SOFR + 1.47% thereafter)(6)      639,814
    165,000 5.20%, 04/25/2029, (5.20% fixed rate until 04/25/2028; 6 mo. USD SOFR + 1.63% thereafter)(6)      166,257
    120,000 5.47%, 01/23/2035, (5.47% fixed rate until 01/23/2034; 6 mo. USD SOFR + 1.65% thereafter)(6)      122,158
     90,000 5.93%, 09/15/2027, (5.93% fixed rate until 09/15/2026; 6 mo. USD SOFR + 1.34% thereafter)(6)       92,001
260,000 Bank of New York Mellon Corp. 6.32%, 10/25/2029, (6.32% fixed rate until 10/25/2028; 6 mo. USD SOFR + 1.60% thereafter)(6) 275,976
200,000 Barclays PLC 6.22%, 05/09/2034, (6.22% fixed rate until 05/09/2033; 6 mo. USD SOFR + 2.98% thereafter)(6) 205,604
  BNP Paribas SA  
410,000 5.34%, 06/12/2029, (5.34% fixed rate until 06/12/2028; 1 yr. USD CMT + 1.50% thereafter)(1)(6) 415,664
315,000 5.89%, 12/05/2034, (5.89% fixed rate until 12/05/2033; 6 mo. USD SOFR + 1.87% thereafter)(1)(6) 329,082
  BPCE SA  
250,000 2.05%, 10/19/2027, (2.05% fixed rate until 10/19/2026; 6 mo. USD SOFR + 1.09% thereafter)(1)(6) 228,300
880,000 6.71%, 10/19/2029, (6.71% fixed rate until 10/19/2028; 6 mo. USD SOFR + 2.27% thereafter)(1)(6) 924,979
425,000 7.00%, 10/19/2034, (7.00% fixed rate until 10/19/2033; 6 mo. USD SOFR + 2.59% thereafter)(1)(6) 463,599
250,000 CaixaBank SA 6.68%, 09/13/2027, (6.68% fixed rate until 09/13/2026; 6 mo. USD SOFR + 2.08% thereafter)(1)(6) 256,859
120,000 Citizens Financial Group, Inc. 5.84%, 01/23/2030, (5.84% fixed rate until 01/23/2029; 6 mo. USD SOFR + 2.01% thereafter)(6) 120,824
  Credit Agricole SA  
405,000 5.34%, 01/10/2030, (5.34% fixed rate until 01/10/2029; 6 mo. USD SOFR + 1.69% thereafter)(1)(6) 406,479
250,000 6.32%, 10/03/2029, (6.32% fixed rate until 10/03/2028; 6 mo. USD SOFR + 1.86% thereafter)(1)(6) 260,580
200,000 Danske Bank AS 6.26%, 09/22/2026, (6.26% fixed rate until 09/22/2025; 1 yr. USD CMT + 1.18% thereafter)(1)(6) 203,458
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 30.1% - (continued)
  Commercial Banks - 9.4% - (continued)
            Deutsche Bank AG  
$      150,000 2.13%, 11/24/2026, (2.13% fixed rate until 11/24/2025; 6 mo. USD SOFR + 1.87% thereafter)(6) $     141,213
    150,000 6.72%, 01/18/2029, (6.72% fixed rate until 01/18/2028; 6 mo. USD SOFR + 3.18% thereafter)(6)      156,140
            Fifth Third Bancorp  
     40,000 5.63%, 01/29/2032, (5.63% fixed rate until 01/29/2031; 6 mo. USD SOFR + 1.84% thereafter)(6)       40,348
     35,000 6.34%, 07/27/2029, (6.34% fixed rate until 07/27/2028; 6 mo. USD SOFR + 2.34% thereafter)(6)       36,417
  Goldman Sachs Group, Inc.  
     75,000 1.99%, 01/27/2032, (1.99% fixed rate until 01/27/2031; 6 mo. USD SOFR + 1.09% thereafter)(6)       60,986
305,000 2.38%, 07/21/2032, (2.38% fixed rate until 07/21/2031; 6 mo. USD SOFR + 1.25% thereafter)(6) 251,231
196,000 2.60%, 02/07/2030 172,353
650,000 2.62%, 04/22/2032, (2.62% fixed rate until 04/22/2031; 6 mo. USD SOFR + 1.28% thereafter)(6) 547,962
  HSBC Holdings PLC  
200,000 1.59%, 05/24/2027, (1.59% fixed rate until 05/24/2026; 6 mo. USD SOFR + 1.29% thereafter)(6) 183,971
230,000 2.21%, 08/17/2029, (2.21% fixed rate until 08/17/2028; 6 mo. USD SOFR + 1.29% thereafter)(6) 201,166
200,000 2.80%, 05/24/2032, (2.80% fixed rate until 05/24/2031; 6 mo. USD SOFR + 1.19% thereafter)(6) 167,941
205,000 4.58%, 06/19/2029, (4.58% fixed rate until 06/19/2028; 3 mo. USD Term SOFR + 1.80% thereafter)(6) 199,115
245,000 5.21%, 08/11/2028, (5.21% fixed rate until 08/11/2027; 6 mo. USD SOFR + 2.61% thereafter)(6) 244,968
610,000 5.40%, 08/11/2033, (5.40% fixed rate until 08/11/2032; 6 mo. USD SOFR + 2.87% thereafter)(6) 611,470
275,000 7.40%, 11/13/2034, (7.40% fixed rate until 11/13/2033; 6 mo. USD SOFR + 3.02% thereafter)(6) 300,347
250,000 Huntington National Bank 5.65%, 01/10/2030 253,720
410,000 Intesa Sanpaolo SpA 7.80%, 11/28/2053(1) 449,118
  JP Morgan Chase & Co.  
135,000 1.95%, 02/04/2032, (1.95% fixed rate until 02/04/2031; 6 mo. USD SOFR + 1.07% thereafter)(6) 110,120
408,000 2.30%, 10/15/2025, (2.30% fixed rate until 10/15/2024; 6 mo. USD SOFR + 1.16% thereafter)(6) 399,013
345,000 2.55%, 11/08/2032, (2.55% fixed rate until 11/08/2031; 6 mo. USD SOFR + 1.18% thereafter)(6) 288,998
200,000 4.91%, 07/25/2033, (4.91% fixed rate until 07/25/2032; 6 mo. USD SOFR + 2.08% thereafter)(6) 197,232
 
The accompanying notes are an integral part of these financial statements.

17


Table of Contents
Hartford Core Bond ETF
Schedule of Investments – (continued)
January 31, 2024 (Unaudited) 

Shares or Principal Amount   Market Value†
CORPORATE BONDS - 30.1% - (continued)
  Commercial Banks - 9.4% - (continued)
$      370,000 5.34%, 01/23/2035, (5.34% fixed rate until 01/23/2034; 6 mo. USD SOFR + 1.62% thereafter)(6) $     375,861
    180,000 6.07%, 10/22/2027, (6.07% fixed rate until 10/22/2026; 6 mo. USD SOFR + 1.33% thereafter)(6)      185,256
     65,000 6.09%, 10/23/2029, (6.09% fixed rate until 10/23/2028; 6 mo. USD SOFR + 1.57% thereafter)(6)       68,220
    270,000 Lloyds Banking Group PLC 5.68%, 01/05/2035, (5.68% fixed rate until 01/05/2034; 1 yr. USD CMT + 1.75% thereafter)(6)      273,282
            M&T Bank Corp.  
    245,000 5.05%, 01/27/2034, (5.05% fixed rate until 01/27/2033; 6 mo. USD SOFR + 1.85% thereafter)(6)      230,844
    120,000 7.41%, 10/30/2029, (7.41% fixed rate until 10/30/2028; 6 mo. USD SOFR + 2.80% thereafter)(6)      129,297
500,000 Manufacturers & Traders Trust Co. 4.70%, 01/27/2028 490,663
  Morgan Stanley  
562,000 1.79%, 02/13/2032, (1.79% fixed rate until 02/13/2031; 6 mo. USD SOFR + 1.03% thereafter)(6) 450,934
95,000 1.93%, 04/28/2032, (1.93% fixed rate until 04/28/2031; 6 mo. USD SOFR + 1.02% thereafter)(6) 76,527
337,000 2.70%, 01/22/2031, (2.70% fixed rate until 01/22/2030; 6 mo. USD SOFR + 1.14% thereafter)(6) 295,443
141,000 3.97%, 07/22/2038(4) 123,487
160,000 5.12%, 02/01/2029, (5.12% fixed rate until 02/01/2028; 6 mo. USD SOFR + 1.73% thereafter)(6) 160,499
115,000 5.45%, 07/20/2029, (5.45% fixed rate until 07/20/2028; 6 mo. USD SOFR + 1.63% thereafter)(6) 117,072
35,000 5.47%, 01/18/2035, (5.47% fixed rate until 01/18/2034; 6 mo. USD SOFR + 1.73% thereafter)(6) 35,690
630,000 6.41%, 11/01/2029, (6.41% fixed rate until 11/01/2028; 6 mo. USD SOFR + 1.83% thereafter)(6) 667,275
245,000 NatWest Group PLC 5.85%, 03/02/2027, (5.85% fixed rate until 03/02/2026; 1 yr. USD CMT + 1.35% thereafter)(6) 247,871
245,000 Norinchukin Bank 5.43%, 03/09/2028(1)(7) 250,004
  PNC Financial Services Group, Inc.  
110,000 5.07%, 01/24/2034, (5.07% fixed rate until 01/24/2033; 6 mo. USD SOFR + 1.93% thereafter)(6) 108,164
115,000 5.68%, 01/22/2035, (5.68% fixed rate until 01/22/2034; 6 mo. USD SOFR + 1.90% thereafter)(6) 117,874
90,000 6.88%, 10/20/2034, (6.88% fixed rate until 10/20/2033; 6 mo. USD SOFR + 2.28% thereafter)(6) 100,105
  Societe Generale SA  
440,000 6.07%, 01/19/2035, (6.07% fixed rate until 01/19/2034; 1 yr. USD CMT + 2.10% thereafter)(1)(6) 441,299
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 30.1% - (continued)
  Commercial Banks - 9.4% - (continued)
$      610,000 6.22%, 06/15/2033, (6.22% fixed rate until 06/15/2032; 1 yr. USD CMT + 3.20% thereafter)(1)(6) $     609,444
    200,000 Standard Chartered PLC 7.77%, 11/16/2028, (7.77% fixed rate until 11/16/2027; 1 yr. USD CMT + 3.45% thereafter)(1)(6)      215,471
    120,000 Truist Financial Corp. 5.44%, 01/24/2030, (5.44% fixed rate until 01/24/2029; 6 mo. USD SOFR + 1.62% thereafter)(6)      120,906
            UBS Group AG  
    325,000 5.43%, 02/08/2030, (5.43% fixed rate until 02/08/2029; 1 yr. USD CMT + 1.52% thereafter)(1)(6)<