Hartford Active ETFs
Semi-Annual Report
January 31, 2022 (Unaudited)
Hartford Core Bond ETF
Hartford Large Cap Growth ETF
Hartford Municipal Opportunities ETF
Hartford Schroders Commodity Strategy ETF
Hartford Schroders ESG US Equity ETF
Hartford Schroders Tax-Aware Bond ETF
Hartford Short Duration ETF
Hartford Sustainable Income ETF
Hartford Total Return Bond ETF


A MESSAGE FROM THE PRESIDENT
Dear Shareholders:
Thank you for investing in Hartford Exchange-Traded Funds. The following is the Funds’ Semi-Annual Report for the period from August 1, 2021 to January 31, 2022.
Market Review
During the six months ended January 31, 2022, U.S. stocks, as measured by the S&P 500 Index,1 gained 3.44%. The performance reflected a somewhat muted end-of-year finish for stocks during a period that saw a slowdown in corporate profits, an unexpected burst of inflation, and a gradual shift away from the fiscal-stimulus and low interest-rate policies that had sustained the recovery since the pandemic-driven economic crisis that began in March 2020.
Indeed, the end-of-period results seemed to be driven by a change in sentiment for many investors as the inflationary surge that began in mid-2021 consistently defied the earlier “transitory” predictions of U.S. central-bank policymakers. The period demonstrated the volatility and uncertainty that chronic supply-chain and labor shortages and soaring consumer demand inflicted upon consumer prices, monetary policy, and stock performance.
As the period began, major equity indices were reaching new highs as consumers and businesses continued to feed off of the powerful fiscal stimulus that the U.S. Congress and U.S. Federal Reserve (Fed) had provided in efforts to overcome the March 2020 economic collapse. Congressional approval of the Biden administration’s $1 trillion package of infrastructure spending in August 2021 seemed to add an exclamation point to more than a year of market-friendly fiscal rescue efforts.
In September 2021, however, the Fed was already beginning to signal a policy shift in response to steadily worsening inflation numbers. During that month, Fed chairman Jerome Powell announced that the central bank would begin discussing moves to pull back on the $120 billion-per-month asset purchases that had been providing critical liquidity to the economic recovery effort. Powell’s announcement helped trigger a brief but sharp market sell-off.
By late November 2021, as millions were celebrating Thanksgiving, the new, highly transmissible COVID-19 Omicron variant unleashed yet another wave of global infections, clouding prospects for a smooth economic rebound. By the end of the period, global infection rates had begun to subside as experts saw evidence that Omicron appeared to be less lethal than previous variants.
With inflation clearly trending upward toward the end of the period—the Consumer Price Index2 showed a 7.0% increase in the annual inflation rate in December 2021—markets reacted neutrally when Powell announced on December 15, 2021 the long-awaited implementation of the Fed’s plan to speed up its previously announced decision to taper its asset purchases. In January 2022, the Fed officially outlined its widely anticipated plans for raising short-term interest rates beginning in March 2022.
As the new year unfolds, persistent inflationary pressures and rising geopolitical tensions abroad have increased market volatility. Nowadays, it’s more important than ever to maintain a strong relationship with your financial professional.
Thank you again for investing in Hartford Exchange-Traded Funds. For the most up-to-date information on our funds, please take advantage of all the resources available at hartfordfunds.com.
James Davey
President
Hartford Funds
1 S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks. 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 Active ETFs
Table of Contents
Fund Overview (Unaudited) 2
Benchmark Glossary (Unaudited) 11
Expense Examples (Unaudited) 12
Financial Statements:  
Schedules of Investments:  
Hartford Core Bond ETF 14
Hartford Large Cap Growth ETF 26
Hartford Municipal Opportunities ETF 28
Hartford Schroders Commodity Strategy ETF (Consolidated) 35
Hartford Schroders ESG US Equity ETF 37
Hartford Schroders Tax-Aware Bond ETF 40
Hartford Short Duration ETF 45
Hartford Sustainable Income ETF 54
Hartford Total Return Bond ETF 63
Glossary 87
Statements of Assets and Liabilities 88
Statements of Operations 90
Statements of Changes in Net Assets 92
Financial Highlights 97
Notes to Financial Statements 100
How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records (Unaudited) 123
Quarterly Portfolio Holdings Information (Unaudited) 123
Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) 124


Table of Contents
Hartford Core Bond ETF
 Fund Overview
 January 31, 2022 (Unaudited)  

Inception 02/19/2020
Sub-advised by Wellington Management Company LLP
Investment objective – The Fund seeks to provide long-term total return.
Average Annual Total Returns
for the Periods Ended 01/31/2022
  Six Months1 1 Year Since
Inception2
Core Bond ETF (NAV Return) -3.28% -3.11% 1.42%
Core Bond ETF (Market Price Return) -3.40% -3.20% 1.42%
Bloomberg US Aggregate Bond Index -3.17% -2.97% 0.79%
    
1 Not annualized.
2 Inception: 02/19/2020
Information regarding how often shares of the Fund traded on Cboe BZX at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns for the report period presented in the table may differ from the return in the Financial Highlights. The total return presented in the Financial Highlights section of the report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.
ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.
The index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.29%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 01/31/2022.
Important Risks
Investing involves risk, including the possible loss of principal. The net asset value (NAV) of the Fund's shares may fluctuate due to changes in the market value of the Fund's holdings, which may in-turn fluctuate due to market and economic conditions. The Fund's share price may fluctuate due to changes in the relative supply of and demand for the shares on an exchange. The Fund may allocate a portion of its assets to specialist portfolio managers, which may not work as intended. • Fixed income security risks include credit, liquidity, call, duration, event, and interest-rate risk. As interest rates rise, bond prices generally fall. • Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. • The risks associated with mortgage-related and asset-backed securities as
well as collateralized loan obligations (CLOs) include credit, interest-rate, prepayment, liquidity, default and extension risk. • The purchase of securities in the To-Be-Announced (TBA) market can result in higher portfolio turnover and related expenses as well as price and counterparty risk. • Restricted securities may be more difficult to sell and price than other securities. • Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. • In certain instances, unlike other ETFs, the Fund may effect creations and redemptions partly or wholly for cash, rather than in-kind, which may make the Fund less tax-efficient and incur more fees than an ETF that primarily or wholly effects creations and redemptions in-kind.
Composition by Security Type(1)
as of 01/31/2022
Category Percentage of
Net Assets
Fixed Income Securities  
Asset & Commercial Mortgage-Backed Securities 19.2%
Corporate Bonds 27.4
Foreign Government Obligations 3.0
Municipal Bonds 0.4
U.S. Government Agencies(2) 35.2
U.S. Government Securities 42.7
Total 127.9%
Short-Term Investments 2.7
Purchased Options 0.0 *
Other Assets & Liabilities (30.6)
Total 100.0%
    
* Percentage rounds to zero.
    
(1) For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
(2) All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of January 31, 2022.
 

2


Table of Contents
Hartford Large Cap Growth ETF
 Fund Overview
 January 31, 2022 (Unaudited)  

Inception 11/09/2021
Sub-advised by Wellington Management Company LLP
Investment objective – The Fund seeks capital appreciation.
Cumulative Total Returns
for the Period Ended 01/31/2022
  Since
Inception1
Large Cap Growth ETF (NAV Return) -17.20%
Large Cap Growth ETF (Market Price Return) -17.15%
Russell 1000 Growth Index -7.97%
    
1 Inception: 11/09/2021
Information regarding how often shares of the Fund traded on Cboe BZX at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns for the report period presented in the table may differ from the return in the Financial Highlights. The total return presented in the Financial Highlights section of the report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.
ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.
The index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.59%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 01/31/2022.
Important Risks
The Fund is new and has a limited operating history. Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. The net asset value (NAV) of the Fund's shares may fluctuate due to changes in the market value of the Fund's holdings. The Fund's share price may fluctuate due to changes in the relative supply of and demand for the shares on an exchange. • Different investment styles may go in and out of favor, which may cause the Fund to underperform the broader stock market. • To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur. • The Fund may have high portfolio turnover, which could increase its transaction costs and an investor's tax liability. • In certain instances, unlike other ETFs, the Fund may effect creations and redemptions partly or wholly for cash, rather than in-kind, which may make the Fund less tax-efficient and incur more fees than an ETF that primarily or wholly effects creations and
redemptions in-kind. • 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.
Composition by Security Type(1)
as of 01/31/2022
Category Percentage of
Net Assets
Equity Securities  
Common Stocks 91.2%
Exchange-Traded Funds 6.0
Total 97.2%
Other Assets & Liabilities 2.8
Total 100.0%
    
(1) For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
 

3


Table of Contents
Hartford Municipal Opportunities ETF
 Fund Overview
 January 31, 2022 (Unaudited)  

Inception 12/13/2017
Sub-advised by Wellington Management Company LLP
Investment objective – The Fund seeks to provide current income that is generally exempt from federal income taxes and long-term total return.
Average Annual Total Returns
for the Periods Ended 01/31/2022
  Six Months1 1 Year Since
Inception2
Municipal Opportunities ETF (NAV Return) -2.94% -1.47% 3.47%
Municipal Opportunities ETF (Market Price Return) -2.89% -1.44% 3.48%
Bloomberg Municipal Bond 1-15 Year Blend (1-17) Index -2.87% -2.07% 2.66%
    
1 Not annualized.
2 Inception: 12/13/2017
Information regarding how often shares of the Fund traded on NYSE Arca at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns for the report period presented in the table may differ from the return in the Financial Highlights. The total return presented in the Financial Highlights section of the report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.
ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.
The index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.29%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 01/31/2022.
Important Risks
Investing involves risk, including the possible loss of principal. The net asset value (NAV) of the Fund’s shares may fluctuate due to changes in the market value of the Fund’s holdings which may in-turn fluctuate due to market and economic conditions. The Fund’s share price may fluctuate due to changes in the relative supply of and demand for the shares on an exchange. • Municipal securities may be adversely impacted by state/local, political, economic, or market conditions. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable. • Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. • High-yield ("junk") bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. • In certain instances, unlike other ETFs, the Fund may effect creations and
redemptions partly or wholly for cash, rather than in-kind, which may make the Fund less tax-efficient and incur more fees than an ETF that primarily or wholly effects creations and redemptions in-kind. • Integration of environmental, social, and/or governance (ESG) factors into the investment process may not work as intended.
Composition of Municipal Bonds(1)
as of 01/31/2022
Municipal Bonds Percentage of
Net Assets
Airport 4.2%
Development 3.9
Education 1.2
General Obligation 6.5
Higher Education 2.9
Housing 1.2
Medical 6.6
Mello-Roos District 0.7
Multifamily Housing 0.4
Nursing Homes 6.9
Other (2) 19.5
Pollution 0.6
Power 6.5
School District 6.4
Single Family Housing 8.3
Student Loan 2.5
Tobacco 2.6
Transportation 7.8
Utilities 3.1
Water 3.1
Total 94.9%
Short-Term Investments 6.1
Other Assets & Liabilities (1.0)
Total 100.0%
    
(1) For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
(2) Other refers to Special Tax District Bonds, Tax Increment Bonds and certain Community Development District bonds.
 

4


Table of Contents
Hartford Schroders Commodity Strategy ETF (Consolidated)
 Fund Overview
 January 31, 2022 (Unaudited)  

Inception 09/14/2021
Sub-advised by Schroder Investment Management North America Inc. and its sub-sub-adviser, Schroder Investment Management North America Limited
Investment objective – The Fund seeks to provide long-term total return.
Cumulative Total Returns
for the Period Ended 01/31/2022
  Since
Inception1
Commodity Strategy ETF (NAV Return) 8.55%
Commodity Strategy ETF (Market Price Return) 8.60%
Bloomberg Commodity Index Total Return 10.25%
    
1 Inception: 09/14/2021
Information regarding how often shares of the Fund traded on NYSE Arca at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns for the report period presented in the table may differ from the return in the Financial Highlights. The total return presented in the Financial Highlights section of the report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.
ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.
The index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
The total annual fund operating expense ratio after Fee Waiver as shown in the Fund’s most recent prospectus was 0.89% and total annual fund operating expense ratio was 1.12%. Gross expenses do not reflect contractual fee waiver arrangements with respect to the Fund’s investment in its Cayman Islands subsidiary. Net expenses reflect such arrangements in instances when they reduce gross expenses. The fee waiver remains in effect for as long as the Fund is invested in the Cayman Islands subsidiary. Expenses shown include expenses of the Cayman Islands subsidiary. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 01/31/2022.
Important Risks
The Fund is new and has a limited operating history. Investing involves risk, including the possible loss of principal. The net asset value (NAV) of the Fund's shares may fluctuate due to changes in the market value of the Fund's holdings. The Fund's share price may fluctuate due to changes in the relative supply of and demand for the shares on an exchange. • Investments in the commodities market may increase the Fund's liquidity risk, volatility and risk of loss if adverse developments occur. • Investments linked to prices of commodities may be considered speculative. Significant exposure to commodities may subject the Fund to greater volatility than traditional investments. The value of such instruments may be volatile and fluctuate widely
based on a variety of factors. • Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, regulatory and counterparty risk. • By investing in a Cayman Subsidiary, the Fund is indirectly exposed to the risks associated with a non-U.S. subsidiary and its investments. • To the extent the Fund focuses on one or more sectors, the Fund may be subject to increased volatility and risk of loss if adverse developments occur. • In certain instances, unlike other ETFs, the Fund may effect creations and redemptions partly or wholly for cash, rather than in-kind, which may make the Fund less tax-efficient and incur more fees than an ETF that primarily or wholly effects creations and redemptions in-kind. • Integration of environmental, social, and/or governance (ESG) factors into the investment process may not work as intended.
Composition by Security Type(1)
as of 01/31/2022
Category Percentage of
Net Assets
Equity Securities  
Common Stocks 0.5%
Short-Term Investments 89.5
Other Assets & Liabilities 10.0
Total 100.0%
    
(1) For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
 

5


Table of Contents
Hartford Schroders ESG US Equity ETF
 Fund Overview
 January 31, 2022 (Unaudited)  

Inception 08/10/2021
Sub-advised by Schroder Investment Management North America Inc. and Schroder Investment Management North America Limited
Investment objective – The Fund seeks long-term capital appreciation.
Cumulative Total Returns
for the Period Ended 01/31/2022
  Since
Inception1
ESG US Equity ETF (NAV Return) 0.78%
ESG US Equity ETF (Market Price Return) 0.78%
Russell 1000 Index 0.79%
    
1 Inception: 08/10/2021
Information regarding how often shares of the Fund traded on Cboe BZX at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns for the report period presented in the table may differ from the return in the Financial Highlights. The total return presented in the Financial Highlights section of the report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.
ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.
The index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.39%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 01/31/2022.
Important Risks
The Fund is new and has a limited operating history. Investing involves risk, including the possible loss of principal. The net asset value (NAV) of the Fund's shares may fluctuate due to changes in the market value of the Fund's holdings. The Fund's share price may fluctuate due to changes in the relative supply of and demand for the shares on an exchange. • The Fund’s environmental, social, and/or governance (ESG) investment strategy limits the types and number of investment opportunities available to the Fund and, as a result, the Fund may underperform other funds that do not have an ESG focus. • In certain instances, unlike other ETFs, the Fund may effect creations and redemptions partly or wholly for cash, rather than in-kind, which may make the Fund less tax-efficient and incur more fees than an ETF that primarily or wholly effects creations and redemptions in-kind.
Composition by Security Type(1)
as of 01/31/2022
Category Percentage of
Net Assets
Equity Securities  
Common Stocks 99.7%
Short-Term Investments 0.3
Other Assets & Liabilities 0.0 *
Total 100.0%
    
* Percentage rounds to zero.
    
(1) For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
 

6


Table of Contents
Hartford Schroders Tax-Aware Bond ETF
 Fund Overview
 January 31, 2022 (Unaudited)  

Inception 04/18/2018
Sub-advised by Schroder Investment Management North America Inc.
and its sub-sub-adviser, Schroder Investment Management North America Limited
Investment objective – The Fund seeks total return on an after-tax basis.
Average Annual Total Returns
for the Periods Ended 01/31/2022
  Six Months1 1 Year Since
Inception2
Tax-Aware Bond ETF (NAV Return) -2.94% -2.52% 3.31%
Tax-Aware Bond ETF (Market Price Return) -2.98% -2.47% 3.31%
Bloomberg Municipal Bond Index -3.10% -1.89% 3.58%
    
1 Not annualized.
2 Inception: 04/18/2018
Information regarding how often shares of the Fund traded on NYSE Arca at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns for the report period presented in the table may differ from the return in the Financial Highlights. The total return presented in the Financial Highlights section of the report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.
ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.
The index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.39%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 01/31/2022.
Important Risks
Investing involves risk, including the possible loss of principal. The net asset value (NAV) of the Fund’s shares may fluctuate due to changes in the market value of the Fund’s holdings which may in-turn fluctuate due to market and economic conditions. The Fund’s share price may fluctuate due to changes in the relative supply of and demand for the shares on an exchange. • Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. • Municipal securities may be adversely impacted by state/local, political, economic, or market conditions; these risks may be magnified if the Fund focuses its assets in municipal securities of issuers in a few select states. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable. • The risks associated with mortgage-related and asset-backed securities include credit, interest-rate, prepayment, and extension risk. • Obligations of
U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. • The purchase of securities in the To-Be-Announced (TBA) market can result in higher portfolio turnover and related expenses as well as price and counterparty risk. • Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. • The Fund may have high portfolio turnover, which could increase its transaction costs and an investor’s tax liability. • In certain instances, unlike other ETFs, the Fund may effect creations and redemptions partly or wholly for cash, rather than in-kind, which may make the Fund less tax-efficient and incur more fees than an ETF that primarily or wholly effects creations and redemptions in-kind. • Integration of environmental, social, and/or governance (ESG) factors into the investment process may not work as intended.
Composition by Security Type(1)
as of 01/31/2022
Category Percentage of
Net Assets
Fixed Income Securities  
Corporate Bonds 35.9%
Municipal Bonds 58.9
U.S. Government Securities 4.5
Total 99.3%
Short-Term Investments 0.2
Other Assets & Liabilities 0.5
Total 100.0%
    
(1) For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
 

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Table of Contents
Hartford Short Duration ETF
 Fund Overview
 January 31, 2022 (Unaudited)  

Inception 05/30/2018
Sub-advised by Wellington Management Company LLP
Investment objective – The Fund seeks to provide current income and long-term total return.
Average Annual Total Returns
for the Periods Ended 01/31/2022
  Six Months1 1 Year Since
Inception2
Short Duration ETF (NAV Return) -0.92% -0.42% 2.99%
Short Duration ETF (Market Price Return) -0.89% -0.39% 2.99%
Bloomberg 1-3 Year US Government/Credit Index -1.35% -1.22% 2.08%
    
1 Not annualized.
2 Inception: 05/30/2018
Information regarding how often shares of the Fund traded on Cboe BZX at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns for the report period presented in the table may differ from the return in the Financial Highlights. The total return presented in the Financial Highlights section of the report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.
ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.
The index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.29%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 01/31/2022.
Important Risks
Investing involves risk, including the possible loss of principal. The net asset value (NAV) of the Fund’s shares may fluctuate due to changes in the market value of the Fund’s holdings which may in-turn fluctuate due to market and economic conditions. The Fund’s share price may fluctuate due to changes in the relative supply of and demand for the shares on an exchange. The Fund may allocate a portion of its assets to specialist portfolio managers which may not work as intended. • Fixed income security risks include credit, liquidity, call, duration, event, and interest-rate risk. As interest rates rise, bond prices generally fall. • Loans can be difficult to value and less liquid than other types of debt instrument; they are also subject to nonpayment, collateral, bankruptcy, default, extension, prepayment and insolvency risks. • The risks associated with mortgage-related and asset-backed securities include credit, interest-rate, prepayment, liquidity, default and extension risk. • High-yield (“junk”) bonds involve greater risk of
price volatility, illiquidity, and default than higher-rated debt securities. • Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. • Restricted securities may be more difficult to sell and price than other securities. • Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. • In certain instances, unlike other ETFs, the Fund may effect creations and redemptions partly or wholly for cash, rather than in-kind, which may make the Fund less tax-efficient and incur more fees than an ETF that primarily or wholly effects creations and redemptions in-kind.
Composition by Security Type(1)
as of 01/31/2022
Category Percentage of
Net Assets
Fixed Income Securities  
Asset & Commercial Mortgage-Backed Securities 25.5%
Corporate Bonds 40.7
Municipal Bonds 0.1
Senior Floating Rate Interests 20.3
U.S. Government Agencies(2) 4.5
U.S. Government Securities 2.4
Total 93.5%
Short-Term Investments 3.2
Other Assets & Liabilities 3.3
Total 100.0%
    
(1) For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
(2) All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of January 31, 2022.
 

8


Table of Contents
Hartford Sustainable Income ETF
 Fund Overview
 January 31, 2022 (Unaudited)  

Inception 09/21/2021
Sub-advised by Wellington Management Company LLP
Investment objective – The Fund seeks to provide current income and long-term total return, within a sustainability framework.
Cumulative Total Returns
for the Period Ended 01/31/2022
  Since
Inception1
Sustainable Income ETF (NAV Return) -4.25%
Sustainable Income ETF (Market Price Return) -3.88%
Bloomberg US Aggregate Bond Index -3.17%
    
1 Inception: 09/21/2021
Information regarding how often shares of the Fund traded on Cboe BZX at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns for the report period presented in the table may differ from the return in the Financial Highlights. The total return presented in the Financial Highlights section of the report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.
ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.
The index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.54%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 01/31/2022.
Important Risks
The Fund is new and has a limited operating history. Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. The net asset value (NAV) of the Fund's shares may fluctuate due to changes in the market value of the Fund's holdings. The Fund's share price may fluctuate due to changes in the relative supply of and demand for the shares on an exchange. • Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. • Investments in high-yield ("junk") bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political, economic and regulatory developments. These risks may be greater, and include additional risks, for investments in emerging markets. • Derivatives are generally more volatile and sensitive to changes in market or economic
conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, regulatory and counterparty risk. • The risks associated with mortgage-related and asset-backed securities include credit, interest-rate, prepayment, liquidity, default and extension risk. • The purchase of securities in the To-Be-Announced (TBA) market can result in higher portfolio turnover and related expenses as well as price and counterparty risk. • Restricted securities may be more difficult to sell and price than other securities. • Loans can be difficult to value and less liquid than other types of debt instruments; they are also subject to nonpayment, collateral, bankruptcy, default, extension, prepayment and insolvency risks. • Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. • Applying sustainability criteria to the investment process may result in foregoing certain investments and underperformance comparative to funds that do not have a similar focus. There is a risk that the securities identified by the sub-adviser as meeting its sustainable investing criteria do not operate as anticipated. • The Fund may have high portfolio turnover, which could increase its transaction costs and an investor's tax liability. • In certain instances, unlike other ETFs, the Fund may effect creations and redemptions partly or wholly for cash, rather than in-kind, which may make the Fund less tax-efficient and incur more fees than an ETF that primarily or wholly effects creations and redemptions in-kind.
Composition by Security Type(1)
as of 01/31/2022
Category Percentage of
Net Assets
Equity Securities  
Convertible Preferred Stocks 0.8%
Escrows 0.4
Total 1.2%
Fixed Income Securities  
Asset & Commercial Mortgage-Backed Securities 4.4%
Convertible Bonds 4.7
Corporate Bonds 38.8
Foreign Government Obligations 23.5
Senior Floating Rate Interests 25.5
U.S. Government Agencies(2) 9.9
U.S. Government Securities 1.5
Total 108.3%
Short-Term Investments 4.4
Other Assets & Liabilities (13.9)
Total 100.0%
    
(1) For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
(2) All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of January 31, 2022.
 

9


Table of Contents
Hartford Total Return Bond ETF
 Fund Overview
 January 31, 2022 (Unaudited)  

Inception 09/27/2017
Sub-advised by Wellington Management Company LLP
Investment objective – The Fund seeks a competitive total return, with income as a secondary objective.
Average Annual Total Returns
for the Periods Ended 01/31/2022
  Six Months1 1 Year Since
Inception2
Total Return Bond ETF (NAV Return) -3.00% -2.51% 3.55%
Total Return Bond ETF (Market Price Return) -3.19% -2.65% 3.54%
Bloomberg US Aggregate Bond Index -3.17% -2.97% 2.88%
    
1 Not annualized.
2 Inception: 09/27/2017
Information regarding how often shares of the Fund traded on NYSE Arca at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The table does not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website hartfordfunds.com.
Total returns for the report period presented in the table may differ from the return in the Financial Highlights. The total return presented in the Financial Highlights section of the report is calculated in the same manner, but also takes into account certain adjustments that are necessary under generally accepted accounting principles.
ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time NAV. Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.
The index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.
You cannot invest directly in an index.
See “Benchmark Glossary” for benchmark descriptions.
The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.29%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 01/31/2022.
Important Risks
Investing involves risk, including the possible loss of principal. The net asset value (NAV) of the Fund’s shares may fluctuate due to changes in the market value of the Fund’s holdings which may in-turn fluctuate due to market and economic conditions. The Fund’s share price may fluctuate due to changes in the relative supply of and demand for the shares on an exchange. The Fund may allocate a portion of its assets to specialist portfolio managers, which may not work as intended. • Fixed income security risks include credit, liquidity, call, duration, event, and interest-rate risk. As interest rates rise, bond prices
generally fall. • The risks associated with mortgage-related and asset-backed securities include credit, interest-rate, prepayment, liquidity, default and extension risk. • The purchase of securities in the To-Be-Announced (TBA) market can result in higher portfolio turnover and related expenses as well as price and counterparty risk. • Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. • High-yield ("junk") bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. • Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. • Restricted securities may be more difficult to sell and price than other securities. • The Fund may have high portfolio turnover, which could increase its transaction costs and an investor’s tax liability. • In certain instances, unlike other ETFs, the Fund may effect creations and redemptions partly or wholly for cash, rather than in-kind, which may make the Fund less tax-efficient and incur more fees than an ETF that primarily or wholly effects creations and redemptions in-kind.
Composition by Security Type(1)
as of 01/31/2022
Category Percentage of
Net Assets
Equity Securities  
Common Stocks 0.0% *
Fixed Income Securities  
Asset & Commercial Mortgage-Backed Securities 21.2%
Corporate Bonds 28.5
Foreign Government Obligations 6.1
Municipal Bonds 1.4
Senior Floating Rate Interests 5.6
U.S. Government Agencies(2) 37.4
U.S. Government Securities 27.6
Total 127.8%
Short-Term Investments 1.0
Other Assets & Liabilities (28.8)
Total 100.0%
    
* Percentage rounds to zero.
    
(1) For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
(2) All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities as of January 31, 2022.
 

10


Table of Contents
Hartford Active ETFs
Benchmark Glossary (Unaudited)

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

11


Table of Contents
Hartford Active ETFs
Expense Examples (Unaudited)

Your Fund's Expenses
As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including brokerage commissions paid on purchases and sales of Fund shares and (2) ongoing costs, including investment management fees and certain other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other exchange-traded funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of August 1, 2021 through January 31, 2022, except as noted below. To the extent a Fund was subject to acquired fund fees and expenses during the period, acquired fund fees and expenses are not included in the annualized expense ratio below.
Actual Expenses
The first set of columns of the table below provides information about actual account values and actual expenses. You may use this information, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the line under the heading entitled “Expenses Paid During the Period” to estimate the expenses you paid on your account during this period.
Hypothetical Example for Comparison Purposes
The second set of columns of the table below provides information about hypothetical account values and hypothetical expenses based on a Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in a Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.
Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as brokerage commissions paid on purchases and sales of shares of the Funds. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different exchange-traded funds. In addition, if these transactional costs were included, your costs would be higher. Expense ratios may vary period to period because of various factors, such as an increase in expenses not covered by the management fee (including expenses of the independent trustees and their counsel, extraordinary expenses and interest expense). Expenses are equal to a Fund's annualized expense ratio multiplied by average account value over the period, multiplied by 184/365 (to reflect the one-half year period).
  Actual Return   Hypothetical (5% return before expenses)
  Beginning
Account Value
August 1, 2021
  Ending
Account Value
January 31, 2022
  Expenses paid
during the period
August 1, 2021
through
January 31, 2022
  Beginning
Account Value
August 1, 2021
  Ending
Account Value
January 31, 2022
  Expenses paid
during the period
August 1, 2021
through
January 31, 2022
  Annualized
expense
ratio
Hartford Core Bond ETF $ 1,000.00   $  966.90   $ 1.44   $ 1,000.00   $ 1,023.74   $ 1.48   0.29%
Hartford Large Cap Growth ETF(1) $ 1,000.00   $  828.00   $ 1.23(2)   $ 1,000.00   $ 1,022.23   $ 3.01(3)   0.59%
Hartford Municipal Opportunities ETF $ 1,000.00   $  970.60   $ 1.44   $ 1,000.00   $ 1,023.74   $ 1.48   0.29%
Hartford Schroders Commodity Strategy ETF (Consolidated)(4) $ 1,000.00   $ 1,085.50   $ 3.53(5)   $ 1,000.00   $ 1,020.72   $ 4.53(6)   0.89%
Hartford Schroders ESG US Equity ETF(7) $ 1,000.00   $ 1,007.80   $ 1.87(8)   $ 1,000.00   $ 1,023.24   $ 1.99(9)   0.39%
Hartford Schroders Tax-Aware Bond ETF $ 1,000.00   $  970.60   $ 1.94   $ 1,000.00   $ 1,023.24   $ 1.99   0.39%
Hartford Short Duration ETF $ 1,000.00   $  990.80   $ 1.46   $ 1,000.00   $ 1,023.74   $ 1.48   0.29%
Hartford Sustainable Income ETF(10) $ 1,000.00   $  957.50   $ 1.91(11)   $ 1,000.00   $ 1,022.48   $ 2.75(12)   0.54%
Hartford Total Return Bond ETF $ 1,000.00   $  970.00   $ 1.44   $ 1,000.00   $ 1,023.74   $ 1.48   0.29%
    
(1) Hartford Large Cap Growth ETF commenced operations on November 9, 2021.
(2) Expenses paid during the period from November 9, 2021 (commencement of operations) through January 31, 2022.
(3) Please note that while the Fund commenced operations on November 9, 2021, the hypothetical expenses paid during the period reflect projected activity for the full six-month period for purposes of comparability. This projection assumes that annualized expense ratio were in effect during the period August 1, 2021 to January 31, 2022.
(4) Hartford Schroders Commodity Strategy ETF (Consolidated) commenced operations on September 14, 2021.
(5) Expenses paid during the period from September 14, 2021 (commencement of operations) through January 31, 2022.

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Table of Contents
Hartford Active ETFs
Expense Examples (Unaudited) – (continued)

(6) Please note that while the Fund commenced operations on September 14, 2021, the hypothetical expenses paid during the period reflect projected activity for the full six-month period for purposes of comparability. This projection assumes that annualized expense ratio were in effect during the period August 1, 2021 to January 31, 2022.
(7) Hartford Schroders ESG US Equity ETF commenced operations on August 10, 2021.
(8) Expenses paid during the period from August 10, 2021 (commencement of operations) through January 31, 2022.
(9) Please note that while the Fund commenced operations on August 10, 2021, the hypothetical expenses paid during the period reflect projected activity for the full six-month period for purposes of comparability. This projection assumes that annualized expense ratio were in effect during the period August 1, 2021 to January 31, 2022.
(10) Hartford Sustainable Income ETF commenced operations on September 21, 2021.
(11) Expenses paid during the period from September 21, 2021 (commencement of operations) through January 31, 2022.
(12) Please note that while the Fund commenced operations on September 21, 2021, the hypothetical expenses paid during the period reflect projected activity for the full six-month period for purposes of comparability. This projection assumes that annualized expense ratio were in effect during the period August 1, 2021 to January 31, 2022.

13


Table of Contents
Hartford Core Bond ETF
Schedule of Investments
January 31, 2022 (Unaudited) 

Shares or Principal Amount   Market Value
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.2%
  Asset-Backed - Automobile - 0.1%
$      105,000 Prestige Auto Receivables Trust 1.62%, 11/16/2026(1) $     104,963
    105,000 Westlake Automobile Receivables Trust 1.65%, 02/17/2026(1)     104,407
      209,370
  Asset-Backed - Credit Card - 0.0%
    110,000 Mercury Financial Credit Card Master Trust 1.54%, 03/20/2026(1)     109,618
  Asset-Backed - Finance & Insurance - 3.4%
580,000 Barings CLO Ltd. 1.44%, 10/20/2030, 3 mo. USD LIBOR + 1.190%(1)(2) 580,329
108,497 BHG Securitization Trust 0.90%, 10/17/2034(1) 107,403
  BlueMountain CLO Ltd.  
460,000 1.27%, 11/20/2034, 3 mo. USD LIBOR + 1.190%(1)(2) 460,575
250,000 1.35%, 04/20/2034, 3 mo. USD LIBOR + 1.100%(1)(2) 249,600
470,000 1.40%, 04/19/2034, 3 mo. USD LIBOR + 1.150%(1)(2) 470,419
  Carlyle U.S. CLO Ltd.  
270,000 1.27%, 04/20/2031, 3 mo. USD LIBOR + 1.020%(1)(2) 270,218
250,000 1.33%, 04/20/2034, 3 mo. USD LIBOR + 1.080%(1)(2) 249,736
300,000 CIFC Funding Ltd. 1.42%, 10/20/2034, 3 mo. USD LIBOR + 1.170%(1)(2) 300,258
270,000 Dryden CLO Ltd. 1.26%, 04/15/2031, 3 mo. USD LIBOR + 1.020%(1)(2) 270,183
89,649 FREED ABS Trust 0.62%, 11/20/2028(1) 89,484
640,000 FS Rialto 1.36%, 11/16/2036, 1 mo. USD LIBOR + 1.250%(1)(2) 639,046
785,000 Galaxy XXIV CLO Ltd. 1.36%, 01/15/2031, 3 mo. USD LIBOR + 1.120%(1)(2) 785,208
270,000 Madison Park Funding Ltd. 1.50%, 01/15/2033, 3 mo. USD LIBOR + 1.260%(1)(2) 270,382
179,467 Marlette Funding Trust 0.65%, 12/15/2031(1) 178,527
785,000 Octagon Investment Partners XXI Ltd. 1.16%, 02/14/2031, 3 mo. USD LIBOR + 1.000%(1)(2) 785,515
  Pretium Mortgage Credit Partners LLC  
300,440 1.74%, 07/25/2051(1)(3) 296,707
622,558 2.36%, 10/27/2060(1)(3) 614,357
643,700 2.49%, 10/25/2051(1)(3) 638,681
345,000 Regatta Funding Ltd. 1.41%, 04/20/2034, 3 mo. USD LIBOR + 1.160%(1)(2) 345,125
340,000 RR Ltd. 1.35%, 07/15/2036, 3 mo. USD LIBOR + 1.110%(1)(2) 339,999
84,992 SoFi Consumer Loan Program Trust 0.49%, 09/25/2030(1) 84,379
390,000 Sound Point CLO Ltd. 1.33%, 04/25/2034, 3 mo. USD LIBOR + 1.070%(1)(2) 389,902
785,000 Sound Point CLO XIX Ltd. 1.24%, 04/15/2031, 3 mo. USD LIBOR + 1.000%(1)(2) 784,377
324,855 Upstart Securitization Trust 0.84%, 09/20/2031(1) 320,952
371,798 VOLT CIII LLC 1.99%, 08/25/2051(1)(3) 366,856
      9,888,218
Shares or Principal Amount   Market Value
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.2% - (continued)
  Commercial Mortgage-Backed Securities - 2.4%
            Benchmark Mortgage Trust  
$      562,808 1.52%, 01/15/2054(4)(5) $      63,135
    618,765 1.79%, 07/15/2053(4)(5)       63,730
            BX Commercial Mortgage Trust  
    291,860 0.91%, 12/15/2036, 1 mo. USD LIBOR + 0.800%(1)(2)      291,684
    200,217 1.03%, 10/15/2036, 1 mo. USD LIBOR + 0.920%(1)(2)      200,097
80,608 Citigroup Commercial Mortgage Trust 3.61%, 11/10/2048 83,062
110,000 COMM Mortgage Trust 3.38%, 01/10/2039 112,719
  Commercial Mortgage Trust  
100,000 2.82%, 01/10/2039 102,462
35,000 3.18%, 02/10/2048 36,169
150,000 3.31%, 03/10/2048 155,500
210,000 3.61%, 08/10/2049(1)(5) 216,871
30,000 CSAIL Commercial Mortgage Trust 4.36%, 11/15/2051(5) 32,272
98,109 CSMC Trust 2.26%, 08/15/2037(1) 97,913
  DBJPM Mortgage Trust  
469,000 1.71%, 09/15/2053(4)(5) 42,855
42,172 3.04%, 05/10/2049 43,110
  FREMF Mortgage Trust  
295,000 3.59%, 04/25/2048(1)(5) 305,695
90,000 3.67%, 11/25/2049(1)(5) 93,073
230,000 3.76%, 07/25/2026(1)(5) 239,865
225,000 3.94%, 06/25/2049(1)(5) 237,398
315,000 4.15%, 08/25/2047(1)(5) 330,497
375,000 GS Mortgage Securities Trust 3.44%, 11/10/2049(5) 393,979
200,000 Hawaii Hotel Trust 1.26%, 05/15/2038, 1 mo. USD LIBOR + 1.150%(1)(2) 199,878
  JPMBB Commercial Mortgage Securities Trust  
129,323 2.95%, 06/15/2049 132,400
150,000 3.24%, 10/15/2050 155,811
76,807 3.56%, 12/15/2048 79,491
635,000 3.58%, 03/15/2049 666,929
210,000 Morgan Stanley 3.53%, 12/15/2047 217,985
100,000 Morgan Stanley Bank of America Merrill Lynch Trust 2.92%, 02/15/2046 101,006
150,000 One Market Plaza Trust 3.61%, 02/10/2032(1) 150,786
50,000 SG Commercial Mortgage Securities Trust 2.63%, 03/15/2037(1) 50,468
100,000 VNDO Mortgage Trust 3.00%, 11/15/2030(1) 101,231
  Wells Fargo Commercial Mortgage Trust  
360,000 3.15%, 05/15/2048 371,168
76,816 3.52%, 12/15/2048 79,234
420,000 3.64%, 03/15/2050 446,832
235,000 3.81%, 12/15/2048 248,767
  Wells Fargo N.A.  
4,024,902 0.64%, 11/15/2062(4)(5) 181,498
1,496,820 1.35%, 11/15/2053(4)(5) 143,578
1,278,456 1.78%, 03/15/2063(4)(5) 161,385
170,000 2.04%, 02/15/2054 162,957
145,000 4.41%, 11/15/2061(5) 161,860
35,444 WFRBS Commercial Mortgage Trust 2.98%, 06/15/2046 35,841
      6,991,191
 
The accompanying notes are an integral part of these financial statements.

14


Table of Contents
Hartford Core Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 

Shares or Principal Amount   Market Value
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.2% - (continued)
  Other Asset-Backed Securities - 2.8%
            Affirm Asset Securitization Trust  
$       76,942 1.90%, 01/15/2025(1) $      76,896
     31,365 3.46%, 10/15/2024(1)       31,794
    100,000 Arbor Realty Commercial Real Estate Notes Ltd. 1.20%, 05/15/2036, 1 mo. USD LIBOR + 1.100%(1)(2)       99,759
    150,000 Avant Loans Funding Trust 1.21%, 07/15/2030(1)      147,978
    380,000 Bain Capital Credit CLO Ltd. 1.44%, 07/25/2034, 3 mo. USD LIBOR + 1.180%(1)(2)      380,448
109,389 Bayview Mortgage Fund Trust 3.50%, 01/28/2058(1)(5) 109,249
  Bayview Opportunity Master Fund Trust  
85,465 3.50%, 06/28/2057(1)(5) 86,274
137,992 4.00%, 10/28/2064(1)(5) 138,944
246,409 Carlyle Global Market Strategies CLO Ltd. 1.21%, 05/15/2031, 3 mo. USD LIBOR + 1.050%(1)(2) 246,416
153,838 Domino's Pizza Master Issuer LLC 2.66%, 04/25/2051(1) 152,201
270,000 KKR CLO Ltd. 1.24%, 04/15/2031, 3 mo. USD LIBOR + 1.000%(1)(2) 270,005
385,000 Madison Park Funding Ltd. 1.36%, 07/17/2034, 3 mo. USD LIBOR + 1.120%(1)(2) 385,055
250,000 Magnetite Ltd. 1.35%, 07/20/2031, 3 mo. USD LIBOR + 1.100%(1)(2) 250,230
0 Marlette Funding Trust 2.39%, 12/17/2029(1) 0
330,000 MF1 Multifamily Housing Mortgage 1.80%, 02/19/2037 329,183
209,459 Navient Private Education Refi Loan Trust 0.97%, 12/16/2069(1) 203,124
330,000 New Residential Advance Receivables Trust 1.43%, 08/15/2053(1) 328,012
305,000 NRZ Advance Receivables Trust 1.48%, 09/15/2053(1) 303,178
270,000 Octagon Investment Partners Ltd. 1.57%, 10/15/2032, 3 mo. USD LIBOR + 1.330%(1)(2) 270,360
144,149 Pretium Mortgage Credit Partners LLC 1.87%, 07/25/2051(1)(3) 142,056
100,000 Regional Management Issuance Trust 2.34%, 10/15/2030(1) 99,894
395,000 RR LLC 1.39%, 07/15/2035, 3 mo. USD LIBOR + 1.150%(1)(2) 395,229
150,000 SCF Equipment Leasing 1.19%, 10/20/2027(1) 149,991
60,000 Stack Infrastructure Issuer LLC 1.89%, 08/25/2045(1) 58,341
75,000 Summit Issuer LLC 2.29%, 12/20/2050(1) 73,426
  Towd Point Mortgage Trust  
146,142 1.75%, 10/25/2060(1) 144,763
14,107 2.75%, 08/25/2055(1)(5) 14,124
164,266 2.75%, 10/25/2056(1)(5) 165,442
236,215 2.75%, 06/25/2057(1)(5) 237,850
161,283 2.75%, 07/25/2057(1)(5) 162,617
222,244 2.75%, 10/25/2057(1)(5) 224,467
62,147 2.90%, 10/25/2059(1)(5) 63,084
55,228 3.25%, 03/25/2058(1)(5) 56,189
246,151 3.67%, 03/25/2058(1)(5) 253,308
138,468 Upstart Securitization Trust 0.83%, 07/20/2031(1) 137,568
235,000 Vantage Data Centers Issuer LLC 1.65%, 09/15/2045(1) 226,891
Shares or Principal Amount   Market Value
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.2% - (continued)
  Other Asset-Backed Securities - 2.8% - (continued)
            Venture CLO Ltd.  
$      390,000 1.37%, 04/15/2034, 3 mo. USD LIBOR + 1.130%(1)(2) $     390,094
    150,000 1.48%, 04/15/2034, 3 mo. USD LIBOR + 1.240%(1)(2)      150,217
    213,077 VOLT XCIX LLC 2.12%, 04/25/2051(1)(3)      211,912
    250,000 Voya CLO Ltd. 1.43%, 10/18/2031, 3 mo. USD LIBOR + 1.190%(1)(2)      249,937
    300,000 Wellfleet CLO Ltd. 1.42%, 07/20/2032, 3 mo. USD LIBOR + 1.170%(1)(2)      300,046
203,975 Wendy's Funding LLC 2.37%, 06/15/2051(1) 195,957
99,500 Wingstop Funding LLC 2.84%, 12/05/2050(1) 98,329
      8,010,838
  Packaging & Containers - 0.4%
235,000 245 Park Avenue Trust 3.51%, 06/05/2037(1) 243,356
141,556 Tricolor Auto Securitization Trust 0.74%, 04/15/2024(1) 141,423
660,000 Venture CLO Ltd. 1.39%, 07/15/2032, 3 mo. USD LIBOR + 1.150%(1)(2) 660,270
      1,045,049
  Trucking & Leasing - 0.2%
410,000 Dryden CLO Ltd. 1.34%, 07/17/2034, 3 mo. USD LIBOR + 1.100%(1)(2) 409,774
  Whole Loan Collateral CMO - 9.9%
463,920 510 Asset Backed Trust 2.12%, 06/25/2061(1)(3) 455,370
  Angel Oak Mortgage Trust  
150,907 0.91%, 01/25/2066(1)(5) 150,275
454,981 0.95%, 07/25/2066(1)(5) 448,855
116,818 0.99%, 04/25/2053(1)(5) 116,210
120,932 0.99%, 04/25/2066(1)(5) 119,373
301,312 1.04%, 01/20/2065(1)(5) 296,548
228,999 1.07%, 05/25/2066(1)(5) 225,571
595,432 1.46%, 09/25/2066(1)(5) 585,658
54,806 1.47%, 06/25/2065(1)(5) 54,504
84,493 1.69%, 04/25/2065(1)(5) 84,482
301,011 1.82%, 11/25/2066(1)(5) 298,826
32,679 Angel Oak Mortgage Trust LLC 3.65%, 09/25/2048(1)(5) 32,677
47,290 Arroyo Mortgage Trust 3.81%, 01/25/2049(1)(5) 47,128
208,633 BINOM Securitization Trust 2.03%, 06/25/2056(1)(5) 207,225
  BRAVO Residential Funding Trust  
88,203 0.94%, 02/25/2049(1)(5) 87,187
191,130 0.97%, 03/25/2060(1)(5) 187,394
461,518 1.62%, 03/01/2061(1)(3) 451,945
  Bunker Hill Loan Depositary Trust  
100,879 1.72%, 02/25/2055(1)(5) 100,883
40,530 2.88%, 07/25/2049(1)(3) 40,585
88,993 Cascade MH Asset Trust 1.75%, 02/25/2046(1) 89,424
584,432 CIM Trust 1.43%, 07/25/2061(1)(5) 569,862
  COLT Mortgage Loan Trust  
74,057 0.80%, 07/27/2054(1) 73,736
175,320 0.91%, 06/25/2066(1)(5) 171,141
250,431 0.92%, 08/25/2066(1)(5) 244,450
478,599 0.96%, 09/27/2066(1)(5) 467,199
629,226 1.11%, 10/25/2066(1)(5) 607,223
31,536 1.26%, 09/25/2065(1)(5) 31,285
72,823 1.33%, 10/26/2065(1)(5) 72,799
295,965 1.39%, 01/25/2065(1)(5) 288,445
65,294 1.51%, 04/27/2065(1)(5) 65,224
 
The accompanying notes are an integral part of these financial statements.

15


Table of Contents
Hartford Core Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 

Shares or Principal Amount   Market Value
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.2% - (continued)
  Whole Loan Collateral CMO - 9.9% - (continued)
$      655,000 2.28%, 12/27/2066 $     654,994
    253,164 Credit Suisse Mortgage Capital Certificates 0.94%, 05/25/2066(1)(5)      247,021
    660,000 Credit Suisse Mortgage Trust 2.27%, 11/25/2066      657,700
            CSMC Trust  
    122,822 0.83%, 03/25/2056(1)(5)      122,142
    607,264 1.17%, 07/25/2066(1)(5)      595,220
    265,044 1.18%, 02/25/2066(1)(5)      263,686
    142,401 1.21%, 05/25/2065(1)(3)      141,453
95,214 1.80%, 12/27/2060(1)(5) 94,094
286,843 1.84%, 10/25/2066(1)(5) 285,038
208,317 2.00%, 01/25/2060(1)(5) 207,914
  Deephaven Residential Mortgage Trust  
51,662 0.72%, 05/25/2065(1)(5) 51,015
83,011 0.90%, 04/25/2066(1)(5) 81,511
42,713 1.69%, 05/25/2065(1) 42,735
  Ellington Financial Mortgage Trust  
54,440 0.80%, 02/25/2066(1)(5) 53,449
77,884 0.93%, 06/25/2066(1)(5) 76,396
47,378 1.18%, 10/25/2065(1)(5) 47,216
407,988 1.24%, 09/25/2066(1)(5) 393,709
315,000 2.21%, 02/25/2026 314,816
  GCAT Trust  
194,775 0.87%, 01/25/2066(1)(5) 193,882
159,040 1.04%, 05/25/2066(1)(5) 157,744
446,116 1.09%, 08/25/2066(1)(5) 436,337
614,432 1.26%, 07/25/2066(1)(5) 607,434
35,579 1.56%, 04/25/2065(1)(3) 35,380
260,870 1.92%, 08/25/2066(1)(5) 259,216
19,120 2.25%, 01/25/2060(1)(3) 19,141
  Imperial Fund Mortgage Trust  
242,909 1.07%, 09/25/2056(1)(5) 237,652
645,757 2.09%, 01/25/2057(1)(5) 640,793
  Legacy Mortgage Asset Trust  
110,880 1.65%, 11/25/2060(1)(3) 109,506
99,055 1.75%, 04/25/2061(1)(3) 98,338
127,902 1.75%, 07/25/2061(1)(3) 126,229
  MetLife Securitization Trust  
49,848 3.75%, 03/25/2057(1)(5) 51,182
59,148 3.75%, 04/25/2058(1)(5) 60,283
  MFA Trust  
43,326 1.01%, 01/26/2065(1)(5) 42,974
216,787 1.03%, 11/25/2064(1)(5) 213,402
126,227 1.15%, 04/25/2065(1)(5) 125,401
  Mill City Mortgage Loan Trust  
121,944 3.25%, 10/25/2069(1)(5) 124,696
58,483 3.50%, 05/25/2058(1)(5) 59,187
  New Residential Mortgage Loan Trust  
116,957 0.94%, 07/25/2055(1)(5) 115,437
97,000 0.94%, 10/25/2058(1)(5) 95,210
555,906 1.16%, 11/27/2056(1)(5) 546,652
34,221 1.65%, 05/24/2060(1)(5) 34,057
655,000 2.28%, 01/25/2026 655,000
133,645 3.50%, 12/25/2057(1)(5) 135,469
20,969 3.75%, 03/25/2056(1)(5) 21,662
55,862 3.75%, 11/25/2058(1)(5) 57,707
244,960 4.00%, 03/25/2057(1)(5) 254,464
262,917 4.00%, 12/25/2057(1)(5) 274,108
289,784 NMLT Trust 1.19%, 05/25/2056(1)(5) 285,081
  OBX Trust  
299,008 1.05%, 07/25/2061(1)(5) 292,102
241,124 1.07%, 02/25/2066(1)(5) 237,164
Shares or Principal Amount   Market Value
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.2% - (continued)
  Whole Loan Collateral CMO - 9.9% - (continued)
$      591,000 Onslow Bay Financial LLC 2.31%, 11/25/2061 $     590,036
            Preston Ridge Partners Mortgage Trust LLC  
    120,750 1.32%, 07/25/2051(1)(5)      117,251
    305,453 1.74%, 09/25/2026(1)(5)      299,733
    180,933 1.79%, 06/25/2026(1)(3)      180,363
    312,654 1.79%, 07/25/2026(1)(3)      311,438
338,344 1.87%, 04/25/2026(1)(3) 335,872
    460,734 1.87%, 08/25/2026(1)(3)      458,812
86,078 2.12%, 03/25/2026(1)(5) 84,883
68,065 2.36%, 11/25/2025(1)(3) 67,539
593,064 2.36%, 10/25/2026(1)(5) 587,419
  Pretium Mortgage Credit Partners LLC  
640,932 1.84%, 09/25/2051(1)(3) 633,521
351,515 1.99%, 02/25/2061(1)(3) 344,886
136,390 RCO VII Mortgage LLC 1.87%, 05/26/2026(1)(3) 136,024
100,761 Residential Mortgage Loan Trust 0.86%, 01/25/2065(1)(5) 99,809
24,302 Seasoned Credit Risk Transfer Trust 2.50%, 08/25/2059 24,322
  Starwood Mortgage Residential Trust  
77,172 0.94%, 05/25/2065(1)(5) 76,242
552,320 1.16%, 08/25/2056(1)(5) 543,159
37,149 1.49%, 04/25/2065(1)(5) 37,026
  Starwood Residential Mortgage Trust  
207,539 1.22%, 05/25/2065(1)(5) 206,712
444,491 1.92%, 11/25/2066(1)(5) 441,592
  Toorak Mortgage Corp. Ltd.  
220,866 1.15%, 07/25/2056(1)(5) 216,240
190,000 2.24%, 06/25/2024(1)(3) 188,397
373,256 Towd Point Mortgage Trust 2.92%, 11/30/2060(1)(5) 370,653
  VCAT LLC  
174,700 1.74%, 05/25/2051(1)(3) 174,463
961,023 1.87%, 08/25/2051(1)(3) 958,743
638,000 1.92%, 09/25/2051(1)(3) 629,127
75,093 2.12%, 03/27/2051(1)(3) 74,626
  Verus Securitization Trust  
123,471 0.92%, 02/25/2064(1)(5) 122,578
209,365 0.94%, 07/25/2066(1)(5) 206,687
547,941 1.01%, 09/25/2066(1)(5) 540,294
103,755 1.03%, 02/25/2066(1)(5) 102,294
81,867 1.22%, 05/25/2065(1)(3) 81,234
61,758 1.50%, 05/25/2065(1)(3) 61,336
321,981 1.82%, 11/25/2066(1)(5) 320,085
633,114 1.83%, 10/25/2066(1)(5) 628,903
65,087 2.69%, 11/25/2059(1)(5) 65,680
234,862 VOLT XCIII LLC 1.89%, 02/27/2051(1)(3) 231,552
178,066 VOLT XCIV LLC 2.24%, 02/27/2051(1)(3) 176,328
148,268 VOLT XCV LLC 2.24%, 03/27/2051(1)(3) 148,119
967,852 Wells Fargo N.A. 0.94%, 02/15/2052(4)(5) 53,021
      28,531,482
  Total Asset & Commercial Mortgage-Backed Securities
(cost $55,913,188)
$  55,195,540
CORPORATE BONDS - 27.4%
  Aerospace/Defense - 0.6%
416,000 Boeing Co. 5.04%, 05/01/2027 $  460,097
  L3Harris Technologies, Inc.  
72,000 3.85%, 06/15/2023 74,135
100,000 4.40%, 06/15/2028 109,900
102,000 Lockheed Martin Corp. 3.80%, 03/01/2045 110,944
 
The accompanying notes are an integral part of these financial statements.

16


Table of Contents
Hartford Core Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 

Shares or Principal Amount   Market Value
CORPORATE BONDS - 27.4% - (continued)
  Aerospace/Defense - 0.6% - (continued)
$      280,000 Northrop Grumman Corp. 5.15%, 05/01/2040 $     346,077
            Raytheon Technologies Corp.  
    260,000 2.38%, 03/15/2032      249,401
    252,000 4.45%, 11/16/2038     287,433
      1,637,987
  Agriculture - 0.4%
64,000 Altria Group, Inc. 3.88%, 09/16/2046 57,336
112,000 Archer-Daniels-Midland Co. 3.25%, 03/27/2030 118,381
  BAT Capital Corp.  
270,000 2.26%, 03/25/2028 256,266
370,000 3.56%, 08/15/2027 378,334
95,000 BAT International Finance plc 1.67%, 03/25/2026 91,479
255,000 Cargill, Inc. 2.13%, 11/10/2031(1) 243,115
      1,144,911
  Beverages - 0.6%
  Anheuser-Busch InBev Worldwide, Inc.  
682,000 3.75%, 07/15/2042 703,410
31,000 4.35%, 06/01/2040 34,293
  Coca-Cola Co.  
330,000 2.25%, 01/05/2032 323,346
145,000 3.00%, 03/05/2051 142,565
104,000 Constellation Brands, Inc. 3.60%, 02/15/2028 109,655
400,000 Diageo Capital plc 2.00%, 04/29/2030 383,331
5,000 PepsiCo, Inc. 2.63%, 03/19/2027 5,142
      1,701,742
  Biotechnology - 0.5%
  Amgen, Inc.  
640,000 2.00%, 01/15/2032 593,319
2,000 2.45%, 02/21/2030 1,968
  Gilead Sciences, Inc.  
375,000 1.65%, 10/01/2030 347,199
5,000 3.65%, 03/01/2026 5,275
  Royalty Pharma plc  
325,000 1.75%, 09/02/2027 309,323
285,000 2.20%, 09/02/2030 263,915
      1,520,999
  Chemicals - 0.1%
  Air Products and Chemicals, Inc.  
5,000 1.50%, 10/15/2025 4,934
15,000 1.85%, 05/15/2027 14,826
209,000 DuPont de Nemours, Inc. 4.21%, 11/15/2023 218,519
45,000 LYB International Finance LLC 1.25%, 10/01/2025 43,681
  Sherwin-Williams Co.  
67,000 2.30%, 05/15/2030 65,148
2,000 2.95%, 08/15/2029 2,041
      349,149
  Commercial Banks - 7.1%
  Bank of America Corp.  
315,000 1.66%, 03/11/2027, (1.66% fixed rate until 03/11/2026; 3 mo. USD SOFR + 0.910% thereafter)(6) 305,742
435,000 1.92%, 10/24/2031, (1.92% fixed rate until 10/24/2030; 3 mo. USD SOFR + 0.825% thereafter)(6) 403,079
Shares or Principal Amount   Market Value
CORPORATE BONDS - 27.4% - (continued)
  Commercial Banks - 7.1% - (continued)
$      432,000 2.46%, 10/22/2025, (2.46% fixed rate until 10/22/2024; 3 mo. USD LIBOR + 0.870% thereafter)(6) $     435,913
    155,000 2.57%, 10/20/2032, (2.57% fixed rate until 10/20/2031; 3 mo. USD SOFR + 1.210% thereafter)(6)      150,201
  1,105,000 2.69%, 04/22/2032, (2.69% fixed rate until 04/22/2031; 3 mo. USD SOFR + 1.320% thereafter)(6)   1,081,403
    485,000 3.00%, 12/20/2023, (3.00% fixed rate until 12/20/2022; 3 mo. USD LIBOR + 0.790% thereafter)(6)      492,437
    155,000 3.31%, 04/22/2042, (3.31% fixed rate until 04/22/2041; 3 mo. USD SOFR + 1.580% thereafter)(6)      153,140
    671,000 3.97%, 02/07/2030, (3.97% fixed rate until 02/07/2029; 3 mo. USD LIBOR + 1.210% thereafter)(6)      718,367
    503,000 4.08%, 03/20/2051, (4.08% fixed rate until 03/20/2050; 3 mo. USD LIBOR + 3.150% thereafter)(6)      566,426
460,000 Bank of Nova Scotia 1.95%, 02/02/2027 451,561
600,000 Bank of NY Mellon Corp. 2.05%, 01/26/2027 598,833
400,000 BNP Paribas S.A. 2.22%, 06/09/2026, (2.22% fixed rate until 06/09/2025; 3 mo. USD SOFR + 2.074% thereafter)(1)(6) 396,553
250,000 BPCE S.A. 2.05%, 10/19/2027, (2.05% fixed rate until 10/19/2026; 3 mo. USD SOFR + 1.087% thereafter)(1)(6) 242,395
  Citigroup, Inc.  
270,000 1.46%, 06/09/2027, (1.46% fixed rate until 06/09/2026; 3 mo. USD SOFR + 0.770% thereafter)(6) 258,855
125,000 2.52%, 11/03/2032, (2.52% fixed rate until 11/03/2031; 3 mo. USD SOFR + 1.177% thereafter)(6) 120,420
1,146,000 3.20%, 10/21/2026 1,187,461
800,000 3.70%, 01/12/2026 847,306
  Goldman Sachs Group, Inc.  
250,000 0.93%, 10/21/2024, (0.93% fixed rate until 10/21/2023; 3 mo. USD SOFR + 0.486% thereafter)(6) 246,326
55,000 1.99%, 01/27/2032, (1.99% fixed rate until 01/27/2031; 3 mo. USD SOFR + 1.090% thereafter)(6) 50,544
190,000 2.38%, 07/21/2032, (2.38% fixed rate until 07/21/2031; 3 mo. USD SOFR + 1.248% thereafter)(6) 180,171
1,121,000 2.60%, 02/07/2030 1,098,658
460,000 2.62%, 04/22/2032, (2.61% fixed rate until 04/22/2031; 3 mo. USD SOFR + 1.281% thereafter)(6) 445,721
55,000 2.65%, 10/21/2032, (2.65% fixed rate until 10/21/2031; 3 mo. USD SOFR + 1.264% thereafter)(6) 53,524
70,000 3.10%, 02/24/2033, (3.10% fixed rate until 02/24/2032; 3 mo. USD LIBOR + 0.910% thereafter) 70,404
 
The accompanying notes are an integral part of these financial statements.

17


Table of Contents
Hartford Core Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 

Shares or Principal Amount   Market Value
CORPORATE BONDS - 27.4% - (continued)
  Commercial Banks - 7.1% - (continued)
$       67,000 4.02%, 10/31/2038, (4.02% fixed rate until 10/31/2037; 3 mo. USD LIBOR + 1.373% thereafter)(6) $      72,409
            HSBC Holdings plc  
    815,000 0.98%, 05/24/2025, (0.98% fixed rate until 05/24/2024; 3 mo. USD SOFR + 0.708% thereafter)(6)      796,067
    200,000 1.59%, 05/24/2027, (1.59% fixed rate until 05/24/2026; 3 mo. USD SOFR + 1.290% thereafter)(6)      191,661
    405,000 4.58%, 06/19/2029, (4.58% fixed rate until 06/19/2028; 3 mo. USD LIBOR + 1.535% thereafter)(6)      441,308
            JP Morgan Chase & Co.  
  1,643,000 2.30%, 10/15/2025, (2.30% fixed rate until 10/15/2024; 3 mo. USD SOFR + 1.160% thereafter)(6)   1,653,609
    365,000 2.55%, 11/08/2032, (2.55% fixed rate until 11/08/2031; 3 mo. USD SOFR + 1.180% thereafter)(6)      353,681
825,000 2.58%, 04/22/2032, (2.58% fixed rate until 04/22/2031; 3 mo. USD SOFR + 1.250% thereafter)(6) 802,163
85,000 3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 3 mo. USD SOFR + 2.460% thereafter)(6) 82,804
320,000 3.16%, 04/22/2042, (3.16% fixed rate until 04/22/2041; 3 mo. USD SOFR + 1.460% thereafter)(6) 313,841
95,000 3.80%, 07/23/2024, (3.80% fixed rate until 07/23/2023; 3 mo. USD LIBOR + 0.890% thereafter)(6) 97,969
77,000 4.49%, 03/24/2031, (4.49% fixed rate until 03/24/2030; 3 mo. USD SOFR + 3.790% thereafter)(6) 85,990
218,000 KeyCorp. 2.55%, 10/01/2029 217,541
  Morgan Stanley  
120,000 1.16%, 10/21/2025, (1.16% fixed rate until 10/21/2024; 3 mo. USD SOFR + 0.560% thereafter)(6) 117,012
160,000 1.59%, 05/04/2027, (1.59% fixed rate until 05/04/2026; 3 mo. USD SOFR + 0.879% thereafter)(6) 154,440
235,000 1.79%, 02/13/2032, (1.79% fixed rate until 02/13/2031; 3 mo. USD SOFR + 1.034% thereafter)(6) 214,860
95,000 1.93%, 04/28/2032, (1.93% fixed rate until 04/28/2031; 3 mo. USD SOFR + 1.020% thereafter)(6) 87,386
465,000 2.48%, 01/21/2028, (2.48% fixed rate until 01/21/2027; 3 mo. USD SOFR + 1.100% thereafter) 464,125
40,000 2.51%, 10/20/2032, (2.51% fixed rate until 10/20/2031; 3 mo. USD SOFR + 1.200% thereafter)(6) 38,586
317,000 2.70%, 01/22/2031, (2.70% fixed rate until 01/22/2030; 3 mo. USD SOFR + 1.143% thereafter)(6) 314,385
700,000 3.88%, 01/27/2026 742,594
91,000 3.97%, 07/22/2038, (3.97% fixed rate until 07/22/2037; 3 mo. USD LIBOR + 1.455% thereafter)(6) 98,810
Shares or Principal Amount   Market Value
CORPORATE BONDS - 27.4% - (continued)
  Commercial Banks - 7.1% - (continued)
$      400,000 4.30%, 01/27/2045 $     459,941
    164,000 Santander Holdings USA, Inc. 3.40%, 01/18/2023      166,893
    500,000 Truist Bank 2.25%, 03/11/2030      482,301
    160,000 Truist Financial Corp. 1.89%, 06/07/2029, (1.89% fixed rate until 06/07/2028; 3 mo. USD SOFR + 0.862% thereafter)(6)      153,457
            Wells Fargo & Co.  
    958,000 2.41%, 10/30/2025, (2.41% fixed rate until 10/30/2024; 3 mo. USD SOFR + 1.087% thereafter)(6)      963,875
    181,000 5.01%, 04/04/2051, (5.01% fixed rate until 04/04/2050; 3 mo. USD SOFR + 4.502% thereafter)(6)     232,295
      20,355,443
  Commercial Services - 0.2%
  Global Payments, Inc.  
75,000 2.15%, 01/15/2027 73,474
202,000 2.90%, 05/15/2030 198,620
202,000 3.20%, 08/15/2029 203,871
  Howard University (AGM Insured)  
100,000 2.90%, 10/01/2031 100,411
70,000 3.48%, 10/01/2041 67,935
      644,311
  Construction Materials - 0.1%
159,000 Carrier Global Corp. 2.24%, 02/15/2025 160,736
  Diversified Financial Services - 0.5%
380,000 AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.30%, 01/30/2032 371,030
444,000 BlackRock, Inc. 1.90%, 01/28/2031 422,782
400,000 BOC Aviation USA Corp. 1.63%, 04/29/2024(1) 395,749
150,000 Mastercard, Inc. 2.95%, 03/15/2051 146,535
      1,336,096
  Electric - 3.9%
  Alabama Power Co.  
100,000 3.45%, 10/01/2049 101,138
42,000 4.15%, 08/15/2044 46,352
447,000 Berkshire Hathaway Energy Co. 3.25%, 04/15/2028 469,607
154,000 Commonwealth Edison Co. 2.55%, 06/15/2026 157,644
195,000 Consolidated Edison, Inc. 3.20%, 12/01/2051 184,719
1,273,000 Dominion Energy, Inc. 2.85%, 08/15/2026 1,307,681
  Duke Energy Corp.  
1,180,000 2.55%, 06/15/2031 1,141,151
615,000 2.65%, 09/01/2026 626,623
162,000 Duke Energy Indiana LLC 3.25%, 10/01/2049 155,740
200,000 Enel Finance International N.V. 1.38%, 07/12/2026(1) 191,565
349,000 Evergy, Inc. 2.90%, 09/15/2029 349,060
  Exelon Corp.  
100,000 3.95%, 06/15/2025 105,708
105,000 4.70%, 04/15/2050 124,678
  Georgia Power Co.  
99,000 2.10%, 07/30/2023 99,792
356,000 4.30%, 03/15/2042 387,457
297,000 ITC Holdings Corp. 2.95%, 05/14/2030(1) 296,412
494,000 NextEra Energy Capital Holdings, Inc. 2.25%, 06/01/2030 475,117
249,000 Oglethorpe Power Corp. 5.05%, 10/01/2048 301,359
 
The accompanying notes are an integral part of these financial statements.

18


Table of Contents
Hartford Core Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 

Shares or Principal Amount   Market Value
CORPORATE BONDS - 27.4% - (continued)
  Electric - 3.9% - (continued)
            Oncor Electric Delivery Co. LLC  
$      355,000 2.75%, 05/15/2030(1) $     358,688
    112,000 2.95%, 04/01/2025      115,242
            Pacific Gas and Electric Co.  
    750,000 2.50%, 02/01/2031      679,238
    175,000 3.25%, 06/01/2031      168,036
    190,000 4.95%, 07/01/2050      193,179
700,000 Public Service Enterprise Group, Inc. 1.60%, 08/15/2030 631,692
  Puget Energy, Inc.  
324,000 3.65%, 05/15/2025 338,315
102,000 4.10%, 06/15/2030 108,119
  Sempra Energy  
47,000 3.40%, 02/01/2028 49,065
162,000 4.00%, 02/01/2048 171,426
464,000 Sierra Pacific Power Co. 2.60%, 05/01/2026 473,569
  Southern California Edison Co.  
232,000 2.25%, 06/01/2030 221,733
285,000 2.75%, 02/01/2032 281,862
72,000 2.85%, 08/01/2029 72,575
206,000 3.65%, 02/01/2050 205,713
132,000 4.00%, 04/01/2047 137,680
  Southern Co.  
4,000 3.25%, 07/01/2026 4,172
387,000 3.70%, 04/30/2030 408,429
      11,140,536
  Food - 0.3%
287,000 Conagra Brands, Inc. 4.85%, 11/01/2028 320,962
20,000 Hormel Foods Corp. 1.70%, 06/03/2028 19,460
280,000 JBS Finance Luxembourg S.a.r.l 2.50%, 01/15/2027(1) 271,603
265,000 Mondelez International, Inc. 1.50%, 02/04/2031 238,285
      850,310
  Gas - 0.3%
62,000 Dominion Energy Gas Holdings LLC 2.50%, 11/15/2024 63,134
  NiSource, Inc.  
647,000 3.49%, 05/15/2027 679,757
132,000 3.60%, 05/01/2030 138,618
      881,509
  Healthcare - Products - 0.5%
400,000 Alcon Finance Corp. 3.00%, 09/23/2029(1) 404,985
385,000 Baxter International, Inc. 2.27%, 12/01/2028(1) 376,522
  Boston Scientific Corp.  
417,000 1.90%, 06/01/2025 414,481
324,000 3.75%, 03/01/2026 342,413
      1,538,401
  Healthcare - Services - 0.5%
  Anthem, Inc.  
25,000 2.25%, 05/15/2030 23,946
107,000 2.88%, 09/15/2029 108,440
71,000 4.38%, 12/01/2047 80,853
117,000 CommonSpirit Health 2.76%, 10/01/2024 119,176
130,000 Humana, Inc. 2.15%, 02/03/2032 120,911
  Kaiser Foundation Hospitals  
225,000 2.81%, 06/01/2041 214,013
95,000 3.00%, 06/01/2051 92,082
142,000 Quest Diagnostics, Inc. 2.80%, 06/30/2031 141,180
Shares or Principal Amount   Market Value
CORPORATE BONDS - 27.4% - (continued)
  Healthcare - Services - 0.5% - (continued)
$      105,000 Sutter Health 3.36%, 08/15/2050 $     105,280
            UnitedHealth Group, Inc.  
    295,000 2.30%, 05/15/2031      286,464
     87,000 4.75%, 07/15/2045     106,013
      1,398,358
  Household Products - 0.0%
102,000 Estee Lauder Cos., Inc. 2.60%, 04/15/2030 102,883
  Insurance - 1.1%
611,000 American International Group, Inc. 2.50%, 06/30/2025 620,933
350,000 Athene Global Funding 2.65%, 10/04/2031(1) 332,307
197,000 Berkshire Hathaway Finance Corp. 4.20%, 08/15/2048 225,328
290,000 Brighthouse Financial Global Funding 1.75%, 01/13/2025 286,972
515,000 Equitable Financial Life Global Funding 1.80%, 03/08/2028(1) 491,795
  Marsh & McLennan Cos., Inc.  
86,000 3.88%, 03/15/2024 89,965
180,000 4.75%, 03/15/2039 215,103
470,000 Metropolitan Life Global Funding I 2.40%, 01/11/2032 459,968
5,000 New York Life Insurance Co. 3.75%, 05/15/2050(1) 5,387
172,000 Progressive Corp. 3.20%, 03/26/2030 181,717
309,000 Willis North America, Inc. 2.95%, 09/15/2029 306,902
      3,216,377
  Internet - 0.1%
306,000 Amazon.com, Inc. 3.15%, 08/22/2027 321,873
  Investment Company Security - 0.2%
525,000 Bain Capital Specialty Finance, Inc. 2.55%, 10/13/2026 501,341
  Iron/Steel - 0.1%
175,000 Vale Overseas Ltd. 3.75%, 07/08/2030 177,450
  IT Services - 0.4%
  Apple, Inc.  
211,000 1.13%, 05/11/2025 207,087
211,000 2.20%, 09/11/2029 209,512
620,000 2.65%, 02/08/2051 565,642
275,000 Kyndryl Holdings, Inc. 3.15%, 10/1