Hartford Multifactor ETFs
Annual Report
September 30, 2022
Hartford Longevity Economy ETF
Hartford Multifactor Developed Markets (ex-US) ETF
Hartford Multifactor Diversified International ETF
Hartford Multifactor Emerging Markets ETF
Hartford Multifactor Small Cap ETF
Hartford Multifactor US Equity ETF


A MESSAGE FROM THE PRESIDENT
Dear Shareholders:
Thank you for investing in Hartford Multifactor Exchange-Traded Funds. The following is the Funds’ Annual Report covering the period from October 1, 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.


Hartford Multifactor ETFs
Table of Contents
Fund Overview (Unaudited) 2
Benchmark Glossary (Unaudited) 14
Expense Examples (Unaudited) 15
Financial Statements:  
Schedules of Investments:  
Hartford Longevity Economy ETF 16
Hartford Multifactor Developed Markets (ex-US) ETF 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
The views expressed in each Fund’s Manager Discussion contained in the Fund Overview section are views of that Fund’s sub-adviser and portfolio management team through the end of the period and are subject to change based on market and other conditions. Each Fund’s Manager Discussion is for informational purposes only and does not represent an offer, recommendation or solicitation to buy, hold or sell any security. The specific securities identified and described, if any, do not represent all of the securities purchased or sold and you should not assume that investments in the securities identified and discussed will be profitable.


Table of Contents
Hartford Longevity Economy ETF
 Fund Overview
 September 30, 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.
ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange
where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.
The Russell 3000 Index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.44%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 09/30/2022.
 

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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.

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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)
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 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
Information regarding how often shares of the Fund traded on NYSE Arca, Inc. (“NYSE Arca”) at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns for the report period presented in the table may differ from the return in the Financial Highlights. The total return presented in the Financial Highlights section of the report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.
ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange
where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.
The MSCI World ex USA Index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.29%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 09/30/2022.
 

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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.

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Table of Contents
Hartford Multifactor Diversified International ETF
 Fund Overview
 September 30, 2022 (Unaudited) 

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

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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.

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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)
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 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.
Information regarding how often shares of the Fund traded on NYSE Arca, Inc. (“NYSE Arca”) at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns for the report period presented in the table may differ from the return in the Financial Highlights. The total return presented in the Financial Highlights section of the report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.
ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.
The MSCI Emerging Markets Index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.
As a result of the sanctions imposed upon various Russian entities and persons as a result of the Russian invasion of Ukraine, Russian securities were removed from the Hartford Multifactor Emerging Markets Equity Index effective March 9, 2022. Because of the direct and indirect effect of the sanctions and counter sanctions by Russia, which have collectively led to a lack of liquidity for Russian securities, the Fund’s investments in Russia, which were in the form of depositary receipts, could not be sold. For this reason, the Fund continues to hold positions with exposure to Russia that are not included within the Hartford Multifactor Emerging Markets Equity Index, which may affect the performance of the Fund relative to the index.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.44%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 09/30/2022.
 

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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.

9


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)
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 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.
Information regarding how often shares of the Fund traded on NYSE Arca, Inc. (“NYSE Arca”) at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns for the report period presented in the table may differ from the return in the Financial Highlights. The total return presented in the Financial Highlights section of the report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.
ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.
The Russell 2000 Index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.34%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 09/30/2022.
 

10


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
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • The Fund is not actively managed but rather attempts to track the performance of an index. The Fund’s returns may diverge from that of the index. • Small cap securities can have greater risks, including liquidity risk, and volatility than large-cap securities. • Investments focused in a particular sector or industry are subject to greater market volatility risk.
Composition by Sector(1)
as of 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.

11


Table of Contents
Hartford Multifactor US Equity 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 exchange traded U.S. equity securities.
Comparison of Change in Value of $10,000 Investment (02/25/2015 - 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 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.
Information regarding how often shares of the Fund traded on NYSE Arca, Inc. (“NYSE Arca”) at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns for the report period presented in the table may differ from the return in the Financial Highlights. The total return presented in the Financial Highlights section of the report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.
ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.
The Russell 1000 Index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.19%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 09/30/2022.
 

12


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
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • The Fund is not actively managed but rather attempts to track the performance of an index. The Fund’s returns may diverge from that of the index. • Investments focused in a sector, industry or group of industries may increase volatility and risk.
Composition by Sector(1)
as of 09/30/2022
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.
  

13


Table of Contents
Hartford Multifactor ETFs
Benchmark Glossary (Unaudited)

Hartford Longevity Economy Index seeks to generate attractive risk-adjusted returns by investing in companies that comprise industries that reflect certain themes that are expected to benefit from the growth of the aging population and the substantial buying power it represents.
Hartford Multifactor Diversified International Index seeks to enhance return potential available from investment in developed market (excluding the US) and emerging market companies while reducing volatility by up to fifteen-percent over a complete market cycle.
Hartford Multifactor Emerging Markets Equity Index seeks to enhance return potential available from investment in emerging market companies while reducing volatility by up to fifteen-percent over a complete market cycle.
Hartford Multifactor Large Cap Index seeks to enhance return potential available from investment in the initial 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.
 

14


Table of Contents
Hartford Multifactor ETFs
Expense Examples (Unaudited)

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

15


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.

16


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.

17


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.

18


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.

19


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