LATTICE STRATEGIES TRUST

A MESSAGE FROM THE PRESIDENT

Dear Shareholders:

Thank you for investing in Hartford Multifactor Exchange-Traded Funds. The following is the Funds’ Annual Report covering the period from October 1, 2021 through September 30, 2022.

Market Review

During the twelve months ended September 30, 2022, U.S. stocks, as measured by the S&P 500 Index,¹ lost 15.47%. The decline was an unsettling reminder that equities have been trending toward a bear market for much of the period covered in this report. Despite the occasional rallies, stocks have been extremely volatile in the face of persistent inflation, Federal Reserve (Fed) interest rate increases, and, lately, growing fears of recession.

Many investors would prefer to remember the brief period from late-June to late-August in 2022 when stocks came off their June 2022 lows for the year and climbed to new peaks on hopes of a pause in the Fed’s interest rate increases. But Fed Chairman Jerome Powell’s hawkish Jackson Hole speech on August 26, 2022, made it clear that the Fed would not be backing off its campaign of rate hikes until it felt inflation had been brought under control. The mid-summer rally quickly faded as Powell’s words sank in and as the August 2022 Consumer Price Index (CPI)² report of 8.3% annual inflation appeared to stiffen the Fed’s resolve.

With all the volatility we’ve seen these past 12 months, it may seem hard to believe that markets at the start of the period were, in fact, on their way to setting new positive records. Even as the Fed began expressing concerns in late 2021 over the likely persistence of inflation, the S&P 500 Index was on a steady climb on its way to a record finish as of January 3, 2022.

But as the new year unfolded, it seemed as if the market finally caught on to the Fed’s twofold messaging on inflation—first, that it no longer believed higher prices were transitory and, second, that it would soon embark on a cycle of rate hikes and Treasury balance-sheet reductions designed to slow the economy and soak up the massive amounts of liquidity that had powered a post-COVID-19 economic and market recovery.

As equity and fixed-income values began to slide in early 2022, along came Russia’s February 2022 invasion of Ukraine, a signature event that continues to roil worldwide energy markets and food supplies. With the continued backdrop of geopolitical instability, the Fed kept its anti-inflationary policy stance in focus in March 2022 by enacting a quarter-percent increase in the federal funds rate.

After a surprise jump in consumer prices in May 2022, the Fed in June 2022 raised rates by three-quarters of a percent. Since then, declining gasoline prices have helped edge the headline CPI number down a bit. But core inflation, which excludes volatile food and energy prices, remained persistently high as the period came to an end. When the Fed added another three-quarter-percent rate hike in September 2022 (with similar hikes anticipated for October 2022 and beyond), markets continued trending downward.

As we approach the winter months, recession concerns are likely to grow as a result of the impact of Fed rate hikes on labor markets, currencies, and corporate profits. With market volatility likely to persist, it’s more important than ever to maintain a strong relationship with your financial professional.

Thank you again for investing in Hartford Multifactor Exchange-Traded Funds. For the most up-to-date information on our funds, please take advantage of all the resources available at hartfordfunds.com.

James Davey
President
Hartford Funds

¹	S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks. The index is unmanaged and not available for direct investment. Past performance does not guarantee future results.

²	The Consumer Price Index is defined by the Bureau of Labor Statistics as a measure of the average change over time in the prices paid by urban consumers for a market basket of consumer goods and services.

Table of Contents

Hartford Longevity Economy ETF

Fund Overview
September 30, 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.

Comparison of Change in Value of $10,000 Investment (03/16/2021 - 09/30/2022)

The chart above represents the hypothetical growth of a $10,000 investment in the Fund. The difference in returns between the Fund and the Index was primarily the result of the Fund’s operating expenses, including transaction costs, that are not reflected in the Index’s results.

Average Annual Total Returns
for the Periods Ended 09/30/2022
	1 Year	Since Inception¹
Hartford Longevity Economy ETF (NAV Return)	-17.63%	-8.66%
Hartford Longevity Economy ETF (Market Price Return)	-17.69%	-8.66%
Hartford Longevity Economy Index	-17.32%	-8.28%
Russell 3000 Index (Gross)	-17.63%	-7.44%

¹	Inception: 03/16/2021

Information regarding how often shares of the Fund traded on NYSE Arca, Inc. (“NYSE Arca”) at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.

Total returns for the report period presented in the table may differ from the return in the Financial Highlights. The total return presented in the Financial Highlights section of the report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.

where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.

The Russell 3000 Index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.44%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 09/30/2022.

Table of Contents

Hartford Longevity Economy ETF

Fund Overview – (continued)
September 30, 2022 (Unaudited)

Manager Discussion

Hartford Longevity Economy ETF (“the Fund”) seeks to provide investment results that, before fees and expenses, correspond to the total return performance of the Hartford Longevity Economy Index ("LHLGEX" or "the Index"), which is designed to generate attractive risk-adjusted returns by investing in companies that comprise industries that reflect certain themes that are expected to benefit from the growth of the aging population and the substantial buying power it represents.

The Fund seeks to generate returns by investing in index constituents that are selected and weighted through a rules-based methodology that seeks to:

1) Provide Top-Down Thematic Exposure by identifying a Longevity economy opportunity set. Starting with the full investable U.S. equity universe, we seek to identify sub-industries that may benefit from the Longevity themes and the growth of the aging population.

2) Provide Portfolio Construction and Risk Allocation through conviction-based industry and position size risk controls to help ensure significant top-down Longevity economy exposure to higher conviction sub-industries.

3) Enhance Return Potential by selecting companies in the Longevity economy opportunity set with a favorable combination of low valuation (50%), high momentum (30%), and high quality (20%) investment factors.

4) Maintain Consistency by reapplying the index methodology twice a year in March and September to maintain intended investment exposures.

For the fiscal year ended September 30, 2022, the Fund returned -17.63% at net asset value (“NAV”) as compared to the Index which returned -17.32% for the same period. The difference in returns between the Fund and the Index was primarily the result of the Fund’s transaction costs and operating expenses that are not reflected in the Index’s results.

The Fund invests in companies that comprise industries that reflect certain themes that are expected to benefit from the growth of the aging population and the substantial buying power it represents. Additionally, multifactor stock selection and a comprehensive risk framework are used to help achieve targeted characteristics, relative sector and size constraints, and positive exposures to value, momentum, and quality risk factors. The Fund performed in line with the -17.63% return of the Index’s reference index, the Russell 3000 Index, for the twelve-month period. A positive active exposure to the value factor was a significant contributor to the Fund’s performance relative to the Russell 3000 Index as value stocks meaningfully outperformed. However, the Fund’s smaller market cap relative to the Russell 3000 Index detracted from relative performance, as mid- and small-cap stocks underperformed for the period. The Fund’s sector positioning relative to the Russell 3000 Index also detracted from performance, led by the Fund’s underweight in Energy and overweights in Communication Services and Healthcare.

The Fund did not use derivatives during the period; therefore, derivatives had no impact on Fund performance.

U.S. equity markets generated negative results over the trailing twelve-month period ended September 30, 2022, with the Russell 3000 Index returning -17.63% for the period. Domestic stocks posted positive results during the fourth quarter of 2021. However, equities started to drop in early 2022 as increasing volatility due to rising geopolitical instability, tightening monetary policy, and concerns about the global economic growth outlook weighed on markets. Equities sold off further upon the Russian invasion of Ukraine in February 2022. Stocks had a brief bounce in March 2022 before the downward trend in equities accelerated in the second quarter of 2022, as a rapid rise in inflation, increasing interest rates, constrained supply chains, and risk of slowing economic growth pressured markets. Stocks rose at the beginning of the third quarter of 2022 but then deteriorated upon fears of aggressive interest rate hikes and suffered steep losses in September 2022 after a larger-than-expected rise in core consumer prices surprised investors.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • The Fund is not actively managed but rather attempts to track the performance of an index. The Fund’s returns may diverge from that of the index. • The Fund's focus on securities of issuers that are expected to benefit from providing goods and services that are needed by or attractive to the world's aging populations may affect the Fund's exposure to certain industries or types of investments. Certain investments in companies focused on longevity and aging solutions may be affected by government regulations or other factors. • Investments focused in a sector, industry or group of industries may increase volatility and risk.

Composition by Sector⁽¹⁾
as of 09/30/2022
Sector	Percentage of Net Assets
Equity Securities
Communication Services	10.3%
Consumer Discretionary	14.8
Consumer Staples	6.1
Financials	13.0
Health Care	23.8
Industrials	2.7
Information Technology	26.6
Real Estate	1.3
Utilities	1.3
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.

Table of Contents

Hartford Multifactor Developed Markets (ex-US) ETF

Fund Overview
September 30, 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.

Comparison of Change in Value of $10,000 Investment (02/25/2015 - 09/30/2022)

Average Annual Total Returns
for the Periods Ended 09/30/2022
	1 Year	5 Years	Since Inception¹
Multifactor Developed Markets (ex-US) ETF (NAV Return)	-23.89%	-1.90%	1.27%
Multifactor Developed Markets (ex-US) ETF (Market Price Return)	-23.89%	-2.10%	1.20%
Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index	-23.70%	-1.78%	1.43%
MSCI World ex USA Index (Net)	-23.91%	-0.39%	1.30%

¹	Inception: 02/25/2015

where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.

The MSCI World ex USA Index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.29%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 09/30/2022.

Table of Contents

Hartford Multifactor Developed Markets (ex-US) ETF

Fund Overview – (continued)
September 30, 2022 (Unaudited)

Manager Discussion

Hartford Multifactor Developed Markets (ex-US) ETF (“the Fund”) seeks to provide investment results that, before fees and expenses, correspond to the total return performance of Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index ("LRODMX" or "the Index"), which tracks the performance of companies located in major developed markets of Europe, Canada, and the Pacific Region.

The Fund seeks to generate returns by investing in index constituents that are selected and weighted through a rules-based methodology that seeks to:

1) Deliberately Allocate Risks by providing exposure to the growth potential of international companies while explicitly seeking to reduce volatility and drawdown risk.

2) Improve Diversification by diversifying exposure across developed-market economies and potentially reducing individual country, currency, and individual company risks.

3) Enhance Return Potential by selecting companies with a favorable combination of low valuation (50%), high momentum (30%), and high quality (20%) investment factors.

4) Maintain Consistency by reapplying the index methodology twice a year in March and September to maintain intended investment exposures.

The Fund returned -23.89% at net asset value (“NAV”) for the fiscal year ended September 30, 2022, compared to the Index, which returned -23.70% for the same period. The difference in returns between the Fund and the Index was primarily the result of the Fund’s transaction costs and operating expenses that are not reflected in the Index’s results.

The Fund seeks exposures to return-enhancing factors along with less volatility and reduced concentration at the country, sector, and market cap levels versus cap-weighted indices. In doing so, the Fund invests in companies that we believe exhibit a favorable combination of low valuation, high momentum, and high-quality investment factors. The Fund outperformed the -23.91% return of the Index’s reference index, the MSCI World ex USA Index, for the twelve-month period. A positive active exposure to the value factor was a meaningful contributor to the Fund’s performance relative to the MSCI World ex USA Index, as developed international value stocks outperformed overall developed international stocks for the period. The Fund’s lower volatility exposure relative to the MSCI World ex USA Index also contributed to relative performance during the period, as international equities in general generated negative returns.

The Fund made limited use of derivatives during the year; therefore, derivatives had no material impact on performance.

International developed equity markets generated negative results over the trailing twelve-month period ended September 30, 2022, with the MSCI World ex USA Index returning -23.91% for the period. Developed ex-U.S. equity markets posted positive returns for the fourth quarter of 2021. However, equities started to drop in early 2022

as increasing volatility due to rising geopolitical instability, tightening monetary policy, and concerns about the global economic growth outlook weighed on markets. Equities sold off further upon the Russian invasion of Ukraine in February 2022. Stocks had a brief bounce in March 2022 before the downward trend in equities accelerated in the second quarter of 2022, as a rapid rise in inflation, increasing interest rates, constrained supply chains, and risk of slowing economic growth pressured markets. Stocks rose at the beginning of the third quarter of 2022 but then deteriorated upon fears of aggressive interest rate hikes and suffered steep losses in September 2022 after a larger-than-expected rise in core consumer prices surprised investors.

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 09/30/2022
Sector	Percentage of Net Assets
Equity Securities
Communication Services	5.8%
Consumer Discretionary	8.7
Consumer Staples	11.6
Energy	4.0
Financials	17.0
Health Care	13.8
Industrials	15.0
Information Technology	6.3
Materials	6.1
Real Estate	4.7
Utilities	5.6
Total	98.6%
Short-Term Investments	3.3
Other Assets & Liabilities	(1.9)
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.

Table of Contents

Hartford Multifactor Diversified International ETF

Fund Overview
September 30, 2022 (Unaudited)

Inception 05/10/2017
Sub-advised by Mellon Investments Corporation

Comparison of Change in Value of $10,000 Investment (05/10/2017 - 09/30/2022)

Average Annual Total Returns
for the Periods Ended 09/30/2022
	1 Year	5 Years	Since Inception¹
Multifactor Diversified International ETF (NAV Return)	-20.34%	-0.80%	0.48%
Multifactor Diversified International ETF (Market Price Return)	-20.90%	-1.21%	0.31%
Hartford Multifactor Diversified International Index	-20.21%	—	-3.08% ²
MSCI All Country World (ACWI) ex USA Index (Net)	-25.17%	-0.81%	0.69%

¹	Inception: 05/10/2017
²	The Hartford Multifactor Diversified International Index commenced operations on 06/28/2019. Reflects annualized returns starting on 06/28/2019.

Performance information prior to 11/06/2019 reflects the Fund’s performance when it tracked its prior index.

Information regarding how often shares of the Fund traded on Cboe BZX Exchange, Inc. (“Cboe BZX”) at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.

ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.

The MSCI ACWI ex USA Index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.

As a result of the sanctions imposed upon various Russian entities and persons as a result of the Russian invasion of Ukraine, a Russian security was removed from the Hartford Multifactor Diversified International Index effective March 9, 2022. Because of the direct and indirect effect of the sanctions and counter sanctions by Russia, which have collectively led to a lack of liquidity for Russian securities, the Fund’s investment in Russia, which was in the form of a depositary receipt, could not be sold. For this reason, the Fund continues to hold a position with exposure to Russia that is not included within the Hartford Multifactor Diversified International Index, which may affect the performance of the Fund relative to the index.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

Table of Contents

Hartford Multifactor Diversified International ETF

Fund Overview – (continued)
September 30, 2022 (Unaudited)

Manager Discussion

Hartford Multifactor Diversified International ETF (“the Fund”) seeks to provide investment results that, before fees and expenses, correspond to the total return performance of Hartford Multifactor Diversified International Index (“LRODEX” or “the Index”), which tracks the performance of companies located in both developed (ex-U.S.) and emerging markets.

The Fund seeks to generate returns by investing in index constituents that are selected and weighted through a rules-based methodology that seeks to:

1) Deliberately Allocate Risks by providing exposure to the growth potential of international companies while explicitly seeking to reduce volatility and drawdown risk.

2) Improve Diversification by diversifying exposure across developed (excluding the U.S.) and emerging economies while balancing risk across sectors.

3) Enhance Return Potential by selecting companies with a favorable combination of low valuation (50%), high momentum (30%), and high quality (20%) investment factors.

4) Maintain Consistency by reapplying the index methodology twice a year in March and September to maintain intended investment exposures.

The Fund returned -20.34% at net asset value (“NAV”) for the fiscal year ended September 30, 2022, as compared to the Index, which returned -20.21% for the same period. The difference in returns between the Fund and the Index was primarily the result of the Fund’s transaction costs and operating expenses that are not reflected in the Index’s results.

The Fund seeks exposures to return-enhancing factors along with less volatility and reduced concentration at the country, sector, and market cap levels versus cap-weighted indices. In doing so, the Fund invests in companies that we believe exhibit a favorable combination of low valuation, high momentum, and high-quality investment factors. The Fund outperformed the -25.17% return of the Index’s reference index, the MSCI ACWI ex USA Index, for the twelve-month period. A positive active exposure to the value factor was a meaningful contributor to the Fund’s performance relative to the MSCI ACWI ex USA Index, as developed international and emerging market value stocks meaningfully outperformed overall developed international and emerging market stocks. The Fund’s lower volatility exposure relative to the MSCI All Country World (ACWI) ex USA Index also contributed to relative performance during the period, as negative returns were generated by the broader developed- and emerging-market equity markets.

The Fund made limited use of derivatives during the year; therefore, derivatives had no material impact on performance.

International equity markets declined over the trailing twelve-month period ended September 30, 2022, with the MSCI ACWI ex USA Index returning -25.17% for the period. International equity markets had

positive results for the fourth quarter of 2021. However, international equities started to drop in early 2022 as increasing volatility due to rising geopolitical instability, tightening monetary policy, and concerns about the global economic growth outlook weighed on markets. Equities sold off further upon the Russian invasion of Ukraine in February 2022. Stocks had a brief bounce in March 2022 before the downward trend in equities accelerated in the second quarter of 2022, as a rapid rise in inflation, increasing interest rates, constrained supply chains, and risk of slowing economic growth pressured markets. Stocks rose at the beginning of the third quarter of 2022, but then deteriorated upon fears of aggressive interest-rate hikes and suffered steep losses in September 2022 after a larger-than-expected rise in core consumer prices surprised investors.

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 09/30/2022
Sector	Percentage of Net Assets
Equity Securities
Communication Services	7.7%
Consumer Discretionary	9.2
Consumer Staples	10.3
Energy	5.1
Financials	17.6
Health Care	11.9
Industrials	10.8
Information Technology	12.4
Materials	6.6
Real Estate	3.8
Utilities	3.8
Total	99.2%
Short-Term Investments	0.5
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.

Table of Contents

Hartford Multifactor Emerging Markets ETF

Fund Overview
September 30, 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.

Comparison of Change in Value of $10,000 Investment (02/25/2015 - 09/30/2022)

Average Annual Total Returns
for the Periods Ended 09/30/2022
	1 Year	5 Years	Since Inception¹
Multifactor Emerging Markets ETF (NAV Return)	-22.68%	-2.54%	-1.40%
Multifactor Emerging Markets ETF (Market Price Return)	-22.85%	-2.90%	-1.53%
Hartford Multifactor Emerging Markets Equity Index	-22.03%	—	-3.71% ²
MSCI Emerging Markets Index (Net)	-28.11%	-1.81%	0.79%

¹	Inception: 02/25/2015
²	The Hartford Multifactor Emerging Markets Equity Index commenced operations on 06/28/2019. Reflects annualized returns starting on 06/28/2019.

Performance information prior to 09/11/2019 reflects the Fund’s performance when it tracked its prior index.

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.

Table of Contents

Hartford Multifactor Emerging Markets ETF

Fund Overview – (continued)
September 30, 2022 (Unaudited)

Manager Discussion

Hartford Multifactor Emerging Markets ETF (“the Fund”) seeks to provide investment results that, before fees and expenses, correspond to the total return performance of the Hartford Multifactor Emerging Markets Equity Index (“LROEMX” or “the Index”), which tracks the performance of companies located in the emerging markets of the world.

The Fund seeks to generate returns and reduce volatility by investing in index constituents that are selected and weighted through a rules-based methodology that seeks to:

1) Deliberately Allocate Risks by expanding the investment opportunity and seeking to harness emerging markets’ growth potential and allocating risk across countries while explicitly seeking to reduce volatility and drawdown risk.

2) Improve Diversification by improving exposure to countries earlier in their growth cycle (beyond the largest emerging countries) as well as to companies tied more closely to local emerging economies.

3) Enhance Return Potential by selecting companies with a favorable combination of low valuation (50%), high momentum (30%), and high quality (20%) investment factors.

4) Maintain Consistency by reapplying the index methodology twice a year in March and September to maintain intended investment exposures.

The Fund returned -22.68% based on net asset value (“NAV”) for the fiscal year ended September 30, 2022, as compared to the Index, which returned -22.03% for the same period. The difference in returns between the Fund and the Index was primarily the result of the Fund’s transaction costs and operating expenses that are not reflected in the Index’s results.

The Fund seeks exposures to return-enhancing factors along with less volatility and reduced concentration at the country, sector, and market cap levels versus cap-weighted indices. In doing so, the Fund invests in companies that we believe exhibit a favorable combination of low valuation, high momentum, and high-quality investment factors. The Fund outperformed the -28.11% return of the Index’s reference index, the MSCI Emerging Markets Index, for the twelve-month period as emerging-markets value stocks meaningfully outperformed overall emerging-markets stocks. A positive active exposure to the value factor was a significant positive contributor to the Fund’s performance relative to the MSCI Emerging Markets Index. The Fund’s lower volatility exposure relative to the MSCI Emerging Markets Index was also a significant contributor to the Fund’s relative performance during the period, as emerging-markets equities in general posted negative returns. In addition, the Fund’s underweight to China and overweights to Indonesia, Mexico, and Turkey versus the MSCI Emerging Markets Index also contributed positively to results.

The Fund made limited use of derivatives during the year; therefore, derivatives had no material impact on performance.

Emerging-markets equities generated negative results over the trailing twelve-month period ended September 30, 2022, with the MSCI Emerging Markets Index returning -28.11% for the period. The decline in the MSCI Emerging Markets Index off its peak in early 2021 continued during the fourth quarter of 2021 and into 2022, as the index posted negative returns for five consecutive quarters. Emerging markets broadly experienced a negative impact from decelerating global economic conditions amid elevated geopolitical tensions, ongoing supply chain disruptions, and surging food and energy prices. Tighter global monetary policy also weighed on investor sentiment. Volatility was widespread across regions and countries. The Russian invasion of Ukraine roiled markets and heavily impacted parts of Central and Eastern Europe. Higher prices in energy, grains, and metals benefited economies that rely heavily on commodity exports; however, inflationary pressures had a negative impact on energy-intensive sectors and manufacturing-led economies. Higher prices in goods and services also weighed on domestic consumption. Fears of manufacturing disruptions in China and the impairment to supply chains also contributed to volatility and lower investor sentiment that drove the risk-off drawdown in emerging markets.

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 09/30/2022
Sector	Percentage of Net Assets
Equity Securities
Communication Services	10.9%
Consumer Discretionary	12.4
Consumer Staples	7.4
Energy	7.2
Financials	18.8
Health Care	5.9
Industrials	5.1
Information Technology	19.4
Materials	6.2
Real Estate	1.9
Utilities	4.0
Total	99.2%
Other Assets & Liabilities	0.8
Total	100.0%

⁽¹⁾	A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

Table of Contents

Hartford Multifactor Small Cap ETF

Fund Overview
September 30, 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.

Comparison of Change in Value of $10,000 Investment (03/23/2015 - 09/30/2022)

Average Annual Total Returns
for the Periods Ended 09/30/2022
	1 Year	5 Years	Since Inception¹
Multifactor Small Cap ETF (NAV Return)	-13.38%	3.80%	5.90%
Multifactor Small Cap ETF (Market Price Return)	-13.24%	3.73%	5.91%
Hartford Multifactor Small Cap Index	-13.12%	—	6.79% ²
Russell 2000 Index (Gross)	-23.50%	3.55%	5.12%

¹	Inception: 03/23/2015
²	The Hartford Multifactor Small Cap Index commenced operations on 06/28/2019. Reflects annualized returns starting on 06/28/2019.

Performance information prior to 11/06/2019 reflects the Fund’s performance when it tracked its prior index.

The Russell 2000 Index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.34%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 09/30/2022.

Table of Contents

Hartford Multifactor Small Cap ETF

Fund Overview – (continued)
September 30, 2022 (Unaudited)

Manager Discussion

Hartford Multifactor Small Cap ETF (“the Fund”) seeks to provide investment results that, before fees and expenses, correspond to the total return performance of Hartford Multifactor Small Cap Index (“LROSCX” or “the Index”), which tracks the performance of small cap exchange-traded equity securities.

The Fund seeks to generate returns by investing in index constituents that are selected and weighted through a rules-based methodology that seeks to:

1) Deliberately Allocate Risks by providing exposure to the growth potential of small companies while explicitly seeking to reduce volatility and drawdown risk.

2) Improve Diversification by diversifying exposure across sectors and potentially reducing individual company risks.

3) Enhance Return Potential by selecting companies with a favorable combination of low valuation (50%), high momentum (30%), and high quality (20%) investment factors.

4) Maintain Consistency by reapplying the index methodology twice a year in March and September to maintain intended investment exposures.

The Fund returned -13.38% based on net asset value (“NAV”) for the fiscal year ended September 30, 2022, as compared to the Index which returned -13.12% for the same period. The difference in returns between the Fund and the Index was primarily the result of the Fund’s transaction costs and operating expenses that are not reflected in the Index’s results.

The Fund seeks exposures to return-enhancing factors along with less volatility and reduced concentration at the sector level versus cap-weighted indices. In doing so, the Fund invests in companies that we believe exhibit a favorable combination of low valuation, high momentum, and high-quality investment factors. The Fund outperformed the -23.50% return of the Index’s reference index, the Russell 2000 Index, for the twelve-month period. A positive active exposure to the value factor was a significant contributor to the Fund’s performance relative to the Russell 2000 Index as small-cap value stocks meaningfully outperformed overall small-cap stocks. The Fund’s lower volatility exposure relative to the Russell 2000 Index also contributed to the Fund’s relative performance during the period, as small-cap equities in general had negative returns.

The Fund made limited use of derivatives during the year; therefore, derivatives had no material impact on performance.

U.S. small-cap equity markets generated negative results over the trailing twelve-month period ended September 30, 2022, with the Russell 2000 Index returning -23.50% for the period. Domestic small-cap stocks had positive results for the fourth quarter of 2021. However, equities started to drop in early 2022 as increasing volatility due to rising geopolitical instability, tightening monetary policy, and concerns about the global economic growth outlook weighed on markets. Equities sold off further upon the Russian invasion of

Ukraine in February 2022. Stocks had a brief bounce in March before the downward trend in equities accelerated in the second quarter of 2022, as a rapid rise in inflation, increasing interest rates, constrained supply chains, and risk of slowing economic growth pressured markets. Stocks rose the beginning of the third quarter of 2022 but then deteriorated upon fears of aggressive interest rate hikes and suffered steep losses in September 2022 after a larger-than-expected rise in core consumer prices surprised investors.

Important Risks

Composition by Sector⁽¹⁾
as of 09/30/2022
Sector	Percentage of Net Assets
Equity Securities
Communication Services	3.7%
Consumer Discretionary	14.5
Consumer Staples	6.1
Energy	2.8
Financials	15.5
Health Care	18.3
Industrials	16.7
Information Technology	11.5
Materials	5.2
Real Estate	4.9
Utilities	0.5
Total	99.7%
Short-Term Investments	1.0
Other Assets & Liabilities	(0.7)
Total	100.0%

⁽¹⁾	A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.

Table of Contents

Hartford Multifactor US Equity ETF

Fund Overview
September 30, 2022 (Unaudited)

Inception 02/25/2015
Sub-advised by Mellon Investments Corporation

Comparison of Change in Value of $10,000 Investment (02/25/2015 - 09/30/2022)

Average Annual Total Returns
for the Periods Ended 09/30/2022
	1 Year	5 Years	Since Inception¹
Multifactor US Equity ETF (NAV Return)	-9.89%	6.18%	6.66%
Multifactor US Equity ETF (Market Price Return)	-9.82%	6.21%	6.67%
Hartford Multifactor Large Cap Index	-9.75%	—	5.67% ²
Russell 1000 Index (Gross)	-17.22%	9.00%	8.98%

¹	Inception: 02/25/2015
²	The Hartford Multifactor Large Cap Index commenced operations on 06/28/2019. Reflects annualized returns starting on 06/28/2019.

Performance information prior to 09/11/2019 reflects the Fund’s performance when it tracked its prior index.

The Russell 1000 Index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.

You cannot invest directly in an index.

See “Benchmark Glossary” for benchmark descriptions.

The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.19%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 09/30/2022.

Table of Contents

Hartford Multifactor US Equity ETF

Fund Overview – (continued)
September 30, 2022 (Unaudited)

Manager Discussion

Hartford Multifactor US Equity ETF (“the Fund”) seeks to provide investment results that, before fees and expenses, correspond to the total return performance of Hartford Multifactor Large Cap Index (“LROLCX” or “the Index”), which tracks the performance of large-cap exchange-traded U.S. equity securities.

The Fund seeks to generate returns by investing in index constituents that are selected and weighted through a rules-based methodology that seeks to:

1) Deliberately Allocate Risks by allocating capital deeper in the U.S. Large Cap Universe toward companies with more favorable risk/reward potential while explicitly seeking to reduce volatility and drawdown risk.

2) Improve Diversification by providing diversified exposure across the U.S. Large Cap Universe, beyond mega-caps.

3) Enhance Return Potential by selecting companies with a favorable combination of low valuation (50%), high momentum (30%), and high quality (20%) investment factors.

4) Maintain Consistency by reapplying the index methodology twice a year in March and September to maintain intended investment exposures.

The Fund returned -9.89% based on net asset value (“NAV”) for the fiscal year ended September 30, 2022, as compared to the Index, which returned -9.75% for the same period. The difference in returns between the Fund and the Index was primarily the result of the Fund’s transaction costs and operating expenses that are not reflected in the Index’s results.

The Fund seeks exposures to return-enhancing factors along with less volatility and reduced concentration at the sector and market cap levels versus cap-weighted indices. In doing so, the Fund invests in companies that we believe exhibit a favorable combination of low valuation, high momentum, and high-quality investment factors. The Fund outperformed the -17.22% return of the Index’s reference index, the Russell 1000 Index, for the twelve-month period. The Fund’s positive active exposure to the value factor was a significant contributor to performance relative to the Russell 1000 Index, as large-cap value stocks meaningfully outperformed overall large-cap stocks. The Fund’s lower volatility exposure relative to the Russell 1000 Index also contributed to relative performance during the period, as large-cap equities generated negative returns.

The Fund made limited use of derivatives during the year; therefore, derivatives had no material impact on performance.

U.S. large-cap equity markets generated negative results over the trailing twelve-month period ended September 30, 2022, with the Russell 1000 Index returning -17.22% for the period. Domestic large-cap stocks posted positive returns for the fourth quarter of 2021.

However, equities started to drop in early 2022 as increasing volatility due to rising geopolitical instability, tightening monetary policy, and concerns about the global economic growth outlook weighed on markets. Equities sold off further upon the Russian invasion of Ukraine in February 2022. Stocks had a brief bounce in March 2022 before the downward trend in equities accelerated in the second quarter of 2022, as a rapid rise in inflation, increasing interest rates, constrained supply chains, and the risk of slowing economic growth pressured markets. Stocks rose at the beginning of the third quarter of 2022 but then deteriorated upon fears of aggressive interest-rate hikes. In September 2022, U.S. large-cap stocks suffered steep losses after a larger-than-expected rise in core consumer prices surprised investors.

Important Risks

Composition by Sector⁽¹⁾
as of 09/30/2022
Sector	Percentage of Net Assets
Equity Securities
Communication Services	6.5%
Consumer Discretionary	9.9
Consumer Staples	8.3
Energy	2.5
Financials	10.4
Health Care	17.0
Industrials	10.6
Information Technology	24.3
Materials	3.9
Real Estate	1.5
Utilities	4.7
Total	99.6%
Short-Term Investments	0.2
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.

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 capitalization.

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.

Table of Contents

Hartford Multifactor ETFs

Expense Examples (Unaudited)

Your Fund's Expenses

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including brokerage commissions paid on purchases and sales of Fund shares and (2) ongoing costs, including investment management fees and certain other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other exchange-traded funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of April 1, 2022 through September 30, 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 183/365 (to reflect the one-half year period).

	Actual Return			Hypothetical (5% return before expenses)
	Beginning Account Value April 1, 2022	Ending Account Value September 30, 2022	Expenses Paid During the Period April 1, 2022 through September 30, 2022	Beginning Account Value April 1, 2022	Ending Account Value September 30, 2022	Expenses Paid During the Period April 1, 2022 through September 30, 2022	Annualized expense ratio
Hartford Longevity Economy ETF	$ 1,000.00	$ 816.30	$ 2.00	$ 1,000.00	$ 1,022.86	$ 2.23	0.44%
Hartford Multifactor Developed Markets (ex-US) ETF	$ 1,000.00	$ 766.00	$ 1.28	$ 1,000.00	$ 1,023.61	$ 1.47	0.29%
Hartford Multifactor Diversified International ETF	$ 1,000.00	$ 769.90	$ 1.29	$ 1,000.00	$ 1,023.61	$ 1.47	0.29%
Hartford Multifactor Emerging Markets ETF	$ 1,000.00	$ 788.50	$ 1.97	$ 1,000.00	$ 1,022.86	$ 2.23	0.44%
Hartford Multifactor Small Cap ETF	$ 1,000.00	$ 846.60	$ 1.57	$ 1,000.00	$ 1,023.36	$ 1.72	0.34%
Hartford Multifactor US Equity ETF	$ 1,000.00	$ 846.50	$ 0.88	$ 1,000.00	$ 1,024.12	$ 0.96	0.19%

Table of Contents

Hartford Longevity Economy ETF

Schedule of Investments
September 30, 2022

Shares or Principal Amount		Market Value†
COMMON STOCKS - 99.9%
	Automobiles & Components - 1.9%
7,221	Ford Motor Co.	$ 80,875
1,120	General Motors Co.	35,941
955	Standard Motor Products, Inc.	31,037
1,906	Thor Industries, Inc.	133,382
2,114	Winnebago Industries, Inc.	112,486
		393,721
	Banks - 4.2%
1,498	Bank of America Corp.	45,240
595	Banner Corp.	35,153
3,080	Citigroup, Inc.	128,344
849	Citizens Financial Group, Inc.	29,172
2,058	Fifth Third Bancorp	65,774
977	FNB Corp.	11,333
831	Heritage Financial Corp.	21,997
533	Huntington Bancshares, Inc.	7,025
993	International Bancshares Corp.	42,202
548	JP Morgan Chase & Co.	57,266
752	KeyCorp.	12,047
95	M&T Bank Corp.	16,750
477	NBT Bancorp, Inc.	18,102
1,714	Northwest Bancshares, Inc.	23,156
167	PNC Financial Services Group, Inc.	24,953
2,634	Regions Financial Corp.	52,864
865	S&T Bancorp, Inc.	25,353
68	SouthState Corp.	5,380
439	Truist Financial Corp.	19,114
493	Trustmark Corp.	15,101
1,356	U.S. Bancorp	54,674
2,332	Wells Fargo & Co.	93,793
1,162	WesBanco, Inc.	38,776
		843,569
	Capital Goods - 2.2%
149	3M Co.	16,464
334	General Dynamics Corp.	70,865
84	Huntington Ingalls Industries, Inc.	18,606
248	L3Harris Technologies, Inc.	51,542
287	Lockheed Martin Corp.	110,865
256	Moog, Inc. Class A	18,010
260	Northrop Grumman Corp.	122,283
488	Raytheon Technologies Corp.	39,948
		448,583
	Consumer Durables & Apparel - 1.8%
715	D.R. Horton, Inc.	48,155
903	La-Z-Boy, Inc.	20,381
527	Lennar Corp. Class A	39,288
1,932	Levi Strauss & Co. Class A	27,956
968	Newell Brands, Inc.	13,446
752	Oxford Industries, Inc.	67,515
408	Ralph Lauren Corp. Class A	34,651
2,009	Sturm Ruger & Co., Inc.	102,037
124	Whirlpool Corp.	16,716
		370,145
	Consumer Services - 2.5%
16	Booking Holdings, Inc.^*	26,291
137	Boyd Gaming Corp.	6,528
317	Choice Hotels International, Inc.	34,718
465	Expedia Group, Inc.^*	43,566
531	Golden Entertainment, Inc.^*	18,527
40	Graham Holdings Co. Class B	21,519
1,328	H&R Block, Inc.	56,493
134	Hilton Worldwide Holdings, Inc.	16,163
315	Marriott International, Inc. Class A	44,144

Shares or Principal Amount		Market Value†
COMMON STOCKS - 99.9% - (continued)
	Consumer Services - 2.5% - (continued)
170	McDonald's Corp.	$ 39,226
117	Monarch Casino & Resort, Inc.^*	6,568
6,909	Perdoceo Education Corp.^*	71,163
732	Red Rock Resorts, Inc. Class A	25,078
531	SeaWorld Entertainment, Inc.^*	24,166
453	Travel + Leisure Co.	15,456
446	Yum! Brands, Inc.	47,428
		497,034
	Diversified Financials - 3.9%
118	Ameriprise Financial, Inc.	29,730
2,112	Bank of New York Mellon Corp.	81,354
213	Berkshire Hathaway, Inc. Class B^*	56,875
744	Capital One Financial Corp.	68,574
764	Charles Schwab Corp.	54,909
256	CME Group, Inc.	45,345
404	Discover Financial Services	36,732
292	Goldman Sachs Group, Inc.	85,571
232	Intercontinental Exchange, Inc.	20,961
829	Jackson Financial, Inc.	23,005
92	LPL Financial Holdings, Inc.	20,100
453	Morgan Stanley	35,791
279	Nasdaq, Inc.	15,814
315	Northern Trust Corp.	26,951
31	Piper Sandler Cos.	3,247
297	Raymond James Financial, Inc.	29,350
516	State Street Corp.	31,378
519	StoneX Group, Inc.^*	43,046
1,648	Synchrony Financial	46,457
976	TPG, Inc.	27,172
		782,362
	Food & Staples Retailing - 3.1%
422	BJ's Wholesale Club Holdings, Inc.^*	30,726
191	Costco Wholesale Corp.	90,204
1,031	Ingles Markets, Inc. Class A	81,666
2,410	Kroger Co.	105,437
884	PriceSmart, Inc.	50,910
842	SpartanNash Co.	24,435
378	Sysco Corp.	26,728
1,866	Walgreens Boots Alliance, Inc.	58,592
1,015	Walmart, Inc.	131,645
425	Weis Markets, Inc.	30,277
		630,620
	Food, Beverage & Tobacco - 1.2%
360	General Mills, Inc.	27,579
155	Hershey Co.	34,173
839	Kellogg Co.	58,445
1,903	Tyson Foods, Inc. Class A	125,465
		245,662
	Health Care Equipment & Services - 12.4%
1,134	Abbott Laboratories	109,726
598	Allscripts Healthcare Solutions, Inc.^*	9,108
1,071	AmerisourceBergen Corp. Class A	144,938
357	AMN Healthcare Services, Inc.^*	37,828
773	Baxter International, Inc.	41,634
290	Becton Dickinson and Co.	64,621
49	Boston Scientific Corp.^*	1,898
688	Cardinal Health, Inc.	45,876
712	Centene Corp.^*	55,401
716	Change Healthcare, Inc.^*	19,683
523	Cigna Corp.	145,117
1,316	Cross Country Healthcare, Inc.^*	37,335
1,369	CVS Health Corp.	130,561

The accompanying notes are an integral part of these financial statements.

Table of Contents

Hartford Longevity Economy ETF

Schedule of Investments – (continued)
September 30, 2022

Shares or Principal Amount		Market Value†
COMMON STOCKS - 99.9% - (continued)
	Health Care Equipment & Services - 12.4% - (continued)
287	Edwards Lifesciences Corp.^*	$ 23,715
366	Elevance Health, Inc.	166,252
194	Encompass Health Corp.	8,775
262	HCA Healthcare, Inc.	48,153
613	Henry Schein, Inc.^*	40,317
2,676	Hologic, Inc.^*	172,655
347	Humana, Inc.	168,361
388	Laboratory Corp. of America Holdings	79,466
367	McKesson Corp.	124,732
915	Medtronic plc	73,886
1,882	Meridian Bioscience, Inc.^*	59,339
226	Molina Healthcare, Inc.^*	74,544
200	National HealthCare Corp.	12,668
1,450	NextGen Healthcare, Inc.^*	25,665
4,708	Patterson Cos., Inc.	113,086
698	Premier, Inc. Class A	23,690
1,523	Quest Diagnostics, Inc.	186,857
557	QuidelOrtho Corp.^*	39,814
200	ResMed, Inc.	43,660
220	STERIS plc	36,582
110	Stryker Corp.	22,279
226	UnitedHealth Group, Inc.	114,139
197	Zimmer Biomet Holdings, Inc.	20,596
		2,522,957
	Household & Personal Products - 1.8%
522	Church & Dwight Co., Inc.	37,292
124	Clorox Co.	15,920
1,314	Colgate-Palmolive Co.	92,309
834	Kimberly-Clark Corp.	93,859
156	Medifast, Inc.	16,904
1,209	Nu Skin Enterprises, Inc. Class A	40,344
517	Procter & Gamble Co.	65,271
		361,899
	Insurance - 4.9%
629	Aflac, Inc.	35,350
705	Allstate Corp.	87,794
2,305	American International Group, Inc.	109,441
503	Arch Capital Group Ltd.^*	22,907
1,336	Axis Capital Holdings Ltd.	65,664
212	Chubb Ltd.	38,559
683	Cincinnati Financial Corp.	61,176
36	Markel Corp.^*	39,032
2,282	MetLife, Inc.	138,700
1,599	Old Republic International Corp.	33,467
872	Principal Financial Group, Inc.	62,915
1,571	Prudential Financial, Inc.	134,760
491	Travelers Cos., Inc.	75,221
2,319	Unum Group	89,977
		994,963
	Media & Entertainment - 8.3%
885	Activision Blizzard, Inc.	65,791
2,004	Alphabet, Inc. Class A^*	191,683
4,623	Cargurus, Inc.^*	65,508
9	Charter Communications, Inc. Class A^*	2,730
2,940	Comcast Corp. Class A	86,230
281	Electronic Arts, Inc.	32,515
936	Fox Corp. Class A	28,716
536	IAC, Inc.^*	29,684
151	John Wiley & Sons, Inc. Class A	5,672
990	Liberty Media Corp-Liberty Braves^*	27,225
227	Live Nation Entertainment, Inc.^*	17,261
1,914	Match Group, Inc.^*	91,393

Shares or Principal Amount		Market Value†
COMMON STOCKS - 99.9% - (continued)
	Media & Entertainment - 8.3% - (continued)
1,328	Meta Platforms, Inc. Class A^*	$ 180,183
1,645	Pinterest, Inc. Class A^*	38,328
458	Scholastic Corp.	14,088
12,227	Sirius XM Holdings, Inc.⁽¹⁾	69,816
1,250	TEGNA, Inc.	25,850
558	TripAdvisor, Inc.^*	12,321
3,685	Twitter, Inc.^*	161,550
78	Walt Disney Co.^*	7,358
1,219	Warner Bros Discovery, Inc.^*	14,019
3,060	World Wrestling Entertainment, Inc. Class A	214,720
4,355	XPERI Holding Corp.	61,580
4,539	Yelp, Inc.^*	153,917
1,384	Ziff Davis, Inc.^*	94,776
		1,692,914
	Pharmaceuticals, Biotechnology & Life Sciences - 11.4%
1,142	AbbVie, Inc.	153,268
533	Agilent Technologies, Inc.	64,786
569	Amgen, Inc.	128,253
965	Avantor, Inc.^*	18,914
57	Biogen, Inc.^*	15,219
90	Bio-Techne Corp.	25,560
3,175	Bristol-Myers Squibb Co.	225,711
219	Danaher Corp.	56,566
407	Eli Lilly & Co.	131,603
608	Exelixis, Inc.^*	9,533
2,522	Gilead Sciences, Inc.	155,582
294	Innoviva, Inc.^*	3,413
162	IQVIA Holdings, Inc.^*	29,345
975	Johnson & Johnson	159,276
2,377	Merck & Co., Inc.	204,707
38	Mettler-Toledo International, Inc.^*	41,197
209	Moderna, Inc.^*	24,714
4,861	Organon & Co.	113,747
309	PerkinElmer, Inc.	37,182
4,492	Pfizer, Inc.	196,570
251	Regeneron Pharmaceuticals, Inc.^*	172,906
579	Royalty Pharma plc Class A	23,264
149	Thermo Fisher Scientific, Inc.	75,571
36	United Therapeutics Corp.^*	7,538
310	Vertex Pharmaceuticals, Inc.^*	89,757
400	Waters Corp.^*	107,812
119	West Pharmaceutical Services, Inc.	29,284
147	Zoetis, Inc.	21,799
		2,323,077
	Real Estate - 1.3%
2,414	Apple Hospitality, Inc. REIT	33,941
199	LTC Properties, Inc. REIT	7,452
672	PotlatchDeltic Corp. REIT	27,579
782	Ventas, Inc. REIT	31,413
1,409	VICI Properties, Inc. REIT	42,059
651	Welltower, Inc. REIT	41,872
2,920	Weyerhaeuser Co., REIT	83,395
		267,711
	Retailing - 9.3%
501	Academy Sports & Outdoors, Inc.	21,132
1,332	Amazon.com, Inc.^*	150,516
1,602	Best Buy Co., Inc.	101,471
804	Buckle, Inc.	25,455
3,277	Caleres, Inc.	79,369
1,876	Chewy, Inc. Class A^*	57,631
2,437	Designer Brands, Inc.	37,310
54	Dick's Sporting Goods, Inc.	5,651

The accompanying notes are an integral part of these financial statements.

Table of Contents

Hartford Longevity Economy ETF

Schedule of Investments – (continued)
September 30, 2022

Shares or Principal Amount		Market Value†
COMMON STOCKS - 99.9% - (continued)
	Retailing - 9.3% - (continued)
217	Dillard's, Inc. Class A	$ 59,189
231	Dollar General Corp.	55,408
424	Dollar Tree, Inc.^*	57,706
1,196	DoorDash Inc.^*	59,142
3,639	eBay, Inc.	133,952
85	Etsy, Inc.^*	8,511
487	Home Depot, Inc.	134,383
548	Kohl's Corp.	13,782
885	Lowe's Cos., Inc.	166,212
5,828	Macy's, Inc.	91,325
6,435	Overstock.com, Inc.^*	156,692
36,989	Qurate Retail, Inc.	74,348
6,290	Revolve Group, Inc.^*	136,430
2,723	Shutterstock, Inc.	136,613
68	Signet Jewelers Ltd.	3,889
115	Target Corp.	17,065
188	Tractor Supply Co.	34,945
123	Ulta Beauty, Inc.^*	49,346
257	Wayfair, Inc. Class A^*	8,365
154	Williams-Sonoma, Inc.	18,149
		1,893,987
	Semiconductors & Semiconductor Equipment - 5.4%
1,448	Alpha & Omega Semiconductor Ltd.^*	44,541
231	Analog Devices, Inc.	32,188
247	Broadcom, Inc.	109,670
558	Cirrus Logic, Inc.^*	38,390
6,875	Intel Corp.	177,169
684	Microchip Technology, Inc.	41,745
2,709	Micron Technology, Inc.	135,721
101	Monolithic Power Systems, Inc.	36,703
329	NXP Semiconductors N.V.	48,531
1,339	ON Semiconductor Corp.^*	83,460
1,032	QUALCOMM, Inc.	116,595
907	Skyworks Solutions, Inc.	77,340
645	SMART Global Holdings, Inc.^*	10,236
854	Texas Instruments, Inc.	132,182
		1,084,471
	Software & Services - 12.5%
12,199	A10 Networks, Inc.	161,881
195	ACI Worldwide, Inc.^*	4,076
114	Adobe, Inc.^*	31,373
31	ANSYS, Inc.^*	6,873
26	Autodesk, Inc.^*	4,857
207	Automatic Data Processing, Inc.	46,821
1,667	Box, Inc. Class A^*	40,658
310	Broadridge Financial Solutions, Inc.	44,739
799	Cadence Design Systems, Inc.^*	130,581
1,053	CommVault Systems, Inc.^*	55,851
7,169	Conduent, Inc.^*	23,945
723	Consensus Cloud Solutions, Inc.^*	34,198
96	Crowdstrike Holdings, Inc.^*	15,822
1,659	CSG Systems International, Inc.	87,728
1,354	Dolby Laboratories, Inc. Class A	88,213
2,233	Dropbox, Inc. Class A^*	46,268
19	ExlService Holdings, Inc.^*	2,800
11	Fair Isaac Corp.^*	4,532
2,339	Fortinet, Inc.^*	114,915
2,026	InterDigital, Inc.	81,891
100	Intuit, Inc.	38,732
671	Jack Henry & Associates, Inc.	122,303
33	Mastercard, Inc. Class A	9,383
181	MAXIMUS, Inc.	10,475
596	Microsoft Corp.	138,808

Shares or Principal Amount		Market Value†
COMMON STOCKS - 99.9% - (continued)
	Software & Services - 12.5% - (continued)
4,194	Nortonlifelock, Inc.	$ 84,467
2,033	Oracle Corp.	124,155
519	Palo Alto Networks, Inc.^*	85,007
825	Paychex, Inc.	92,573
3,322	Progress Software Corp.	141,351
355	Qualys, Inc.^*	49,483
211	Roper Technologies, Inc.	75,884
107	ServiceNow, Inc.^*	40,404
49	SPS Commerce, Inc.^*	6,087
367	Synopsys, Inc.^*	112,122
2,424	Teradata Corp.^*	75,289
366	Verint Systems, Inc.^*	12,290
120	Visa, Inc. Class A	21,318
1,208	VMware, Inc. Class A	128,604
8,613	Western Union Co.	116,276
395	Zoom Video Communications, Inc. Class A^*	29,068
		2,542,101
	Technology Hardware & Equipment - 8.7%
1,154	Apple, Inc.	159,483
143	Arrow Electronics, Inc.^*	13,183
2,998	Avid Technology, Inc.^*	69,733
2,972	Avnet, Inc.	107,349
72	CDW Corp.	11,238
4,943	Dell Technologies, Inc. Class C	168,902
1,308	ePlus, Inc.^*	54,334
13,831	Hewlett Packard Enterprise Co.	165,695
6,607	HP, Inc.	164,646
315	Jabil, Inc.	18,179
2,540	NetApp, Inc.	157,099
4,250	Pure Storage, Inc. Class A^*	116,323
658	Sanmina Corp.^*	30,321
1,072	ScanSource, Inc.^*	28,312
2,805	Seagate Technology Holdings plc	149,310
2,684	Super Micro Computer, Inc.^*	147,808
96	TE Connectivity Ltd.	10,595
4,404	Western Digital Corp.^*	143,350
3,005	Xerox Holdings Corp.	39,305
		1,755,165
	Telecommunication Services - 1.3%
8,156	AT&T, Inc.	125,113
1,677	Lumen Technologies, Inc.	12,209
911	Telephone & Data Systems, Inc.	12,663
2,853	Verizon Communications, Inc.	108,328
		258,313
	Transportation - 0.5%
753	Ryder System, Inc.	56,844
2,571	Schneider National, Inc. Class B	52,191
		109,035
	Utilities - 1.3%
252	American Electric Power Co., Inc.	21,785
243	CenterPoint Energy, Inc.	6,848
162	Consolidated Edison, Inc.	13,893
79	Duke Energy Corp.	7,349
410	Edison International	23,198
167	Entergy Corp.	16,805
227	Evergy, Inc.	13,484
1,556	Exelon Corp.	58,288

The accompanying notes are an integral part of these financial statements.

Table of Contents

Hartford Longevity Economy ETF

Schedule of Investments – (continued)
September 30, 2022

Shares or Principal Amount			Market Value†
COMMON STOCKS - 99.9% - (continued)
	Utilities - 1.3% - (continued)
282	FirstEnergy Corp.		$ 10,434
2,590	NRG Energy, Inc.		99,119
			271,203
	Total Common Stocks (cost $23,577,998)		$ 20,289,492
SHORT-TERM INVESTMENTS - 0.3%
	Securities Lending Collateral - 0.3%
10,655	Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 2.91%⁽²⁾		$ 10,655
35,515	HSBC US Government Money Market Fund, 2.91%⁽²⁾		35,515
10,655	Invesco Government & Agency Portfolio, Institutional Class, 2.95%⁽²⁾		10,655
10,655	Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.81%⁽²⁾		10,655
	Total Short-Term Investments (cost $67,480)		$ 67,480
	Total Investments (cost $23,645,478)	100.2%	$ 20,356,972
	Other Assets and Liabilities	(0.2)%	(49,950)
	Total Net Assets	100.0%	$ 20,307,022

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 September 30, 2022 in valuing the Fund’s investments.

Description	Total	Level 1	Level 2	Level 3⁽¹⁾
Assets
Common Stocks
Automobiles & Components	$ 393,721	$ 393,721	$ —	$ —
Banks	843,569	843,569	—	—
Capital Goods	448,583	448,583	—	—
Consumer Durables & Apparel	370,145	370,145	—	—
Consumer Services	497,034	497,034	—	—
Diversified Financials	782,362	782,362	—	—
Food & Staples Retailing	630,620	630,620	—	—
Food, Beverage & Tobacco	245,662	245,662	—	—
Health Care Equipment & Services	2,522,957	2,522,957	—	—
Household & Personal Products	361,899	361,899	—	—
Insurance	994,963	994,963	—	—
Media & Entertainment	1,692,914	1,692,914	—	—
Pharmaceuticals, Biotechnology & Life Sciences	2,323,077	2,323,077	—	—
Real Estate	267,711	267,711	—	—
Retailing	1,893,987	1,893,987	—	—
Semiconductors & Semiconductor Equipment	1,084,471	1,084,471	—	—
Software & Services	2,542,101	2,542,101	—	—
Technology Hardware & Equipment	1,755,165	1,755,165	—	—
Telecommunication Services	258,313	258,313	—	—
Transportation	109,035	109,035	—	—
Utilities	271,203	271,203	—	—
Short-Term Investments	67,480	67,480	—	—
Total	$ 20,356,972	$ 20,356,972	$ —	$ —

⁽¹⁾	For the year ended September 30, 2022, there were no transfers in and out of Level 3.

The accompanying notes are an integral part of these financial statements.

Table of Contents

Hartford Multifactor Developed Markets (ex-US) ETF

Schedule of Investments
September 30, 2022

Shares or Principal Amount		Market Value†
COMMON STOCKS - 98.5%
	Australia - 9.7%
1,290,361	AGL Energy Ltd.	$ 5,674,721
179,943	Ampol Ltd.	3,326,212
169,000	Ansell Ltd.	2,737,109
8,795	ASX Ltd.	405,784
1,643,249	Aurizon Holdings Ltd.	3,645,018
253,769	Australia & New Zealand Banking Group Ltd.	3,720,065
602,748	Bendigo & Adelaide Bank Ltd.	3,018,912
196,118	BHP Group Ltd.	4,857,143
432,969	BlueScope Steel Ltd.	4,228,553
296,642	Brambles Ltd.	2,176,183
4,721	Cochlear Ltd.	590,500
780,443	Coles Group Ltd.	8,244,341
226,475	Computershare Ltd.	3,605,355
15,432	CSL Ltd.	2,827,969
1,053,727	Dexus REIT	5,230,252
899,711	Endeavour Group Ltd.	4,049,284
744,192	Fortescue Metals Group Ltd.	8,048,003
1,647,683	GPT Group REIT	4,057,417
971,821	Harvey Norman Holdings Ltd.⁽¹⁾	2,524,322
747,904	Incitec Pivot Ltd.	1,687,836
192,373	JB Hi-Fi Ltd.⁽¹⁾	4,695,129
685,088	Medibank Pvt Ltd.	1,528,456
1,073,534	Metcash Ltd.	2,671,185
29,215	Mineral Resources Ltd.	1,235,034
2,090,773	Mirvac Group REIT	2,614,590
72,757	Premier Investments Ltd.	1,054,869
63,893	Ramsay Health Care Ltd.	2,353,062
367,649	Sonic Healthcare Ltd.	7,228,498
778,970	South32 Ltd.	1,818,045
1,100,860	Stockland REIT	2,314,499
2,263,150	Telstra Corp. Ltd.	5,602,105
853,374	Viva Energy Group Ltd.⁽²⁾	1,432,046
164,748	Wesfarmers Ltd.	4,525,104
26,529	Woodside Energy Group Ltd.	540,019
296,291	Woolworths Group Ltd.	6,467,485
		120,735,105
	Austria - 0.2%
48,003	Andritz AG	2,052,220
8,518	Vienna Insurance Group AG Wiener Versicherung Gruppe	174,403
		2,226,623
	Belgium - 1.0%
8,459	Ackermans & van Haaren N.V.	1,078,120
43,035	Ageas S.A.	1,578,441
5,832	Cofinimmo S.A. REIT	484,489
124,598	Etablissements Franz Colruyt N.V.	2,746,404
327,073	Proximus S.A.	3,394,818
44,948	UCB S.A.	3,131,648
2,075	VGP N.V.	199,009
		12,612,929
	Canada - 10.4%
114,662	Alimentation Couche-Tard, Inc.	4,640,554
43,880	Atco Ltd. Class I	1,355,632
404,195	B2Gold Corp.	1,306,085
71,194	Bank of Montreal	6,273,031
54,222	Bank of Nova Scotia⁽¹⁾	2,592,617
97,975	BCE, Inc.⁽¹⁾	4,129,917
97,440	Canadian Apartment Properties REIT	2,985,498
25,266	Canadian Imperial Bank of Commerce	1,111,737
25,793	Canadian Tire Corp. Ltd. Class A	2,760,351
26,321	CGI, Inc.^*	1,992,010
117,529	Choice Properties Real Estate Investment Trust	1,076,882
997	Constellation Software, Inc.	1,394,654
32,506	Dollarama, Inc.	1,876,006
64,551	Emera, Inc.	2,625,636

Shares or Principal Amount		Market Value†
COMMON STOCKS - 98.5% - (continued)
	Canada - 10.4% - (continued)
120,020	Empire Co., Ltd. Class A	$ 3,001,264
52,417	Enbridge, Inc.	1,953,931
13,903	Fairfax Financial Holdings Ltd.	6,383,511
40,298	Finning International, Inc.	712,081
54,264	Fortis, Inc.	2,072,541
46,925	George Weston Ltd.	4,939,240
37,021	Granite Real Estate Investment Trust	1,796,288
285,335	Great-West Lifeco, Inc.	6,192,416
160,180	Hydro One Ltd.⁽²⁾	3,937,907
52,388	iA Financial Corp., Inc.	2,676,114
25,872	IGM Financial, Inc.	648,095
15,126	Intact Financial Corp.	2,152,019
111,867	Loblaw Cos., Ltd.	8,905,071
216,671	Manulife Financial Corp.	3,418,673
128,314	Metro, Inc.	6,459,357
7,138	Nutrien Ltd.	598,448
43,886	Open Text Corp.	1,166,099
284,070	Power Corp. of Canada	6,435,791
145,168	Quebecor, Inc. Class B	2,690,898
28,179	Rogers Communications, Inc. Class B	1,091,230
45,685	Royal Bank of Canada	4,135,107
25,178	Saputo, Inc.	603,407
59,757	Stantec, Inc.	2,634,605
62,650	Sun Life Financial, Inc.	2,504,541
94,212	TELUS Corp.	1,880,743
13,103	Thomson Reuters Corp.	1,352,211
26,126	TMX Group Ltd.	2,415,902
38,938	Toromont Industries Ltd.	2,724,994
58,589	Toronto-Dominion Bank	3,612,430
37,243	Tourmaline Oil Corp.	1,945,835
36,497	West Fraser Timber Co., Ltd.	2,654,303
		129,815,662
	China - 0.5%
8,415,200	Yangzijiang Shipbuilding Holdings Ltd.	6,040,599
	Denmark - 2.0%
3,842	AP Moller - Maersk A/S Class B	7,018,450
1,170	Carlsberg A/S Class B	137,781
39,995	Coloplast A/S Class B	4,088,080
93,666	Novo Nordisk A/S Class B	9,396,342
20,780	Novozymes A/S Class B	1,049,144
7,862	SimCorp A/S	445,312
16,674	Topdanmark A/S	780,766
101,355	Tryg A/S	2,095,232
		25,011,107
	Finland - 1.4%
33,801	Elisa Oyj	1,534,794
117,233	Kesko Oyj Class B	2,198,751
105,043	Kojamo Oyj	1,350,118
88,043	Kone Oyj Class B	3,416,414
99,221	Metsa Board Oyj Class B	726,097
90,817	Nordea Bank Abp	782,921
96,542	Orion Oyj Class B	4,074,392
43,663	Sampo Oyj Class A	1,871,810
78,375	TietoEVRY Oyj⁽¹⁾	1,785,904
		17,741,201
	France - 6.5%
9,337	Air Liquide S.A.	1,075,320


Fund Overview (Unaudited)	2
Benchmark Glossary (Unaudited)	14
Expense Examples (Unaudited)	15
Financial Statements:
Schedules of Investments:
Hartford Longevity Economy ETF	16
Hartford Multifactor Developed Markets (ex-US) ETF	20
Hartford Multifactor Diversified International ETF	26
Hartford Multifactor Emerging Markets ETF	31
Hartford Multifactor Small Cap ETF	35
Hartford Multifactor US Equity ETF	40
Glossary	45
Statements of Assets and Liabilities	46
Statements of Operations	47
Statements of Changes in Net Assets	48
Financial Highlights	51
Notes to Financial Statements	53
Report of Independent Registered Public Accounting Firm	68
Operation of the Liquidity Risk Management Program (Unaudited)	69
Trustees and Officers of the Trust (Unaudited)	70
How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records (Unaudited)	73
Quarterly Portfolio Holdings Information (Unaudited)	73
Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited)	74