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.
 
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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.
 
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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.
12

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%, 10/15/2031(1) 257,178
      1,239,419
  Lodging - 0.0%
115,000 Las Vegas Sands Corp. 3.50%, 08/18/2026 115,647
  Machinery - Construction & Mining - 0.1%
187,000 Caterpillar, Inc. 2.60%, 04/09/2030 190,240
  Machinery-Diversified - 0.3%
  John Deere Capital Corp.  
31,000 1.20%, 04/06/2023 31,044
74,000 2.60%, 03/07/2024 75,706
640,000 Otis Worldwide Corp. 2.57%, 02/15/2030 633,042
      739,792
 
The accompanying notes are an integral part of these financial statements.
 19

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)
  Media - 1.2%
            Charter Communications Operating LLC / Charter Communications Operating Capital  
$      355,000 2.30%, 02/01/2032 $     319,598
     37,000 2.80%, 04/01/2031       35,079
     45,000 3.90%, 06/01/2052       41,300
    652,000 4.20%, 03/15/2028      691,542
    380,000 4.40%, 12/01/2061      360,159
    110,000 4.80%, 03/01/2050      113,426
    108,000 5.13%, 07/01/2049      115,109
  Comcast Corp.  
214,000 2.94%, 11/01/2056(1) 189,655
51,000 2.99%, 11/01/2063(1) 44,879
456,000 3.20%, 07/15/2036 459,994
195,000 3.75%, 04/01/2040 206,801
220,000 Cox Communications, Inc. 2.60%, 06/15/2031(1) 211,454
  Discovery Communications LLC  
95,000 3.95%, 06/15/2025 99,709
100,000 4.65%, 05/15/2050 108,425
260,000 5.20%, 09/20/2047 299,848
62,000 5.30%, 05/15/2049 72,732
196,000 ViacomCBS, Inc. 4.95%, 01/15/2031 223,061
      3,592,771
  Miscellaneous Manufacturing - 0.2%
25,000 Ingersoll-Rand Luxembourg Finance S.A. 4.50%, 03/21/2049 29,122
550,000 Siemens Financieringsmaatschappij N.V. 1.20%, 03/11/2026(1) 531,769
      560,891
  Office/Business Equipment - 0.1%
  CDW LLC / CDW Finance Corp.  
80,000 2.67%, 12/01/2026 79,112
75,000 3.28%, 12/01/2028 74,397
70,000 3.57%, 12/01/2031 69,802
      223,311
  Oil & Gas - 0.9%
95,000 BP Capital Markets America Co. 2.72%, 01/12/2032 93,960
  BP Capital Markets America, Inc.  
205,000 2.94%, 06/04/2051 183,516
115,000 3.06%, 06/17/2041 108,983
255,000 3.38%, 02/08/2061 239,056
132,000 3.63%, 04/06/2030 140,621
  Equinor ASA  
222,000 3.63%, 04/06/2040 233,199
66,000 3.70%, 04/06/2050 70,896
  Exxon Mobil Corp.  
217,000 4.23%, 03/19/2040 245,987
2,000 4.33%, 03/19/2050 2,356
141,000 Hess Corp. 7.30%, 08/15/2031 184,544
210,000 Marathon Petroleum Corp. 4.70%, 05/01/2025 225,735
215,000 Qatar Energy 2.25%, 07/12/2031(1) 206,937
200,000 Qatar Petroleum 3.30%, 07/12/2051(1) 195,690
  Shell International Finance B.V.  
190,000 3.00%, 11/26/2051 180,538
250,000 3.25%, 04/06/2050 249,541
      2,561,559
  Oil & Gas Services - 0.0%
90,000 Halliburton Co. 4.85%, 11/15/2035 102,844
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 27.4% - (continued)
  Pharmaceuticals - 1.6%
            AbbVie, Inc.  
$      359,000 3.20%, 11/21/2029 $     369,765
    424,000 4.25%, 11/21/2049      471,744
            Astrazeneca Finance LLC  
    230,000 1.20%, 05/28/2026      222,963
    410,000 1.75%, 05/28/2028      396,404
  Bristol-Myers Squibb Co.  
    190,000 0.75%, 11/13/2025      182,214
175,000 2.55%, 11/13/2050 154,143
87,000 3.40%, 07/26/2029 92,365
565,000 Cigna Corp. 1.25%, 03/15/2026 545,363
  CVS Health Corp.  
7,000 4.13%, 04/01/2040 7,561
364,000 5.13%, 07/20/2045 443,367
229,000 GlaxoSmithKline Capital, Inc. 3.63%, 05/15/2025 241,580
167,000 Johnson & Johnson 3.55%, 03/01/2036 182,677
50,000 Merck & Co., Inc. 2.75%, 12/10/2051 45,954
  Novartis Capital Corp.  
134,000 2.00%, 02/14/2027 133,565
67,000 2.20%, 08/14/2030 65,651
  Pfizer, Inc.  
277,000 1.70%, 05/28/2030 262,791
480,000 1.75%, 08/18/2031 450,703
62,000 2.63%, 04/01/2030 63,185
62,000 Shire Acquisitions Investments Ireland DAC 2.88%, 09/23/2023 63,196
200,000 Takeda Pharmaceutical Co., Ltd. 2.05%, 03/31/2030 188,003
      4,583,194
  Pipelines - 0.7%
  Energy Transfer Operating L.P.  
161,000 3.75%, 05/15/2030 165,258
432,000 5.30%, 04/01/2044 464,157
  Enterprise Products Operating LLC  
90,000 3.30%, 02/15/2053 83,328
333,000 4.80%, 02/01/2049 383,163
200,000 Galaxy Pipeline Assets Bidco Ltd. 2.94%, 09/30/2040(1) 190,225
  MPLX L.P.  
154,000 4.13%, 03/01/2027 163,875
55,000 5.20%, 03/01/2047 63,770
62,000 5.20%, 12/01/2047 71,311
  Sabine Pass Liquefaction LLC  
45,000 4.20%, 03/15/2028 48,263
42,000 4.50%, 05/15/2030 46,059
  TransCanada PipeLines Ltd.  
135,000 1.00%, 10/12/2024 132,004
185,000 2.50%, 10/12/2031 175,885
113,000 4.10%, 04/15/2030 121,763
2,000 4.75%, 05/15/2038 2,272
      2,111,333
  Real Estate Investment Trusts - 0.3%
  American Tower Corp.  
125,000 1.45%, 09/15/2026 120,152
35,000 1.50%, 01/31/2028 32,543
17,000 2.10%, 06/15/2030 15,839
182,000 2.40%, 03/15/2025 182,980
  Equinix, Inc.  
5,000 1.80%, 07/15/2027 4,796
400,000 2.00%, 05/15/2028 380,828
 
The accompanying notes are an integral part of these financial statements.
 20

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)
  Real Estate Investment Trusts - 0.3% - (continued)
            Realty Income Corp.  
$       10,000 2.20%, 06/15/2028 $       9,801
     10,000 2.85%, 12/15/2032        9,955
    100,000 3.40%, 01/15/2028     104,610
      861,504
  Retail - 0.3%
127,000 AutoZone, Inc. 3.63%, 04/15/2025 133,080
  Home Depot, Inc.  
110,000 3.30%, 04/15/2040 112,106
157,000 3.50%, 09/15/2056 163,414
37,000 Lowe's Cos., Inc. 3.70%, 04/15/2046 37,761
  McDonald's Corp.  
31,000 3.35%, 04/01/2023 31,727
332,000 3.63%, 09/01/2049 342,098
112,000 Starbucks Corp. 3.80%, 08/15/2025 118,935
      939,121
  Semiconductors - 1.2%
2,000 Broadcom Corp. / Broadcom Cayman Finance Ltd. 3.14%, 11/15/2035(1) 1,896
  Broadcom, Inc.  
20,000 2.60%, 02/15/2033(1) 18,461
318,000 3.19%, 11/15/2036(1) 302,089
545,000 3.42%, 04/15/2033(1) 542,830
92,000 3.47%, 04/15/2034(1) 91,122
285,000 4.30%, 11/15/2032 304,955
  Intel Corp.  
129,000 2.45%, 11/15/2029 128,649
125,000 2.80%, 08/12/2041 117,034
115,000 3.05%, 08/12/2051 108,637
254,000 3.25%, 11/15/2049 247,277
360,000 Marvell Technology, Inc. 2.95%, 04/15/2031 354,372
297,000 Microchip Technology, Inc. 2.67%, 09/01/2023 301,249
  NVIDIA Corp.  
165,000 1.55%, 06/15/2028 158,537
280,000 3.50%, 04/01/2040 296,639
  NXP B.V. / NXP Funding LLC  
264,000 4.30%, 06/18/2029(1) 286,867
44,000 4.88%, 03/01/2024(1) 46,574
122,000 NXP B.V. / NXP Funding LLC / NXP USA, Inc. 3.15%, 05/01/2027(1) 125,151
      3,432,339
  Software - 1.2%
  Fiserv, Inc.  
393,000 2.25%, 06/01/2027 388,842
382,000 3.20%, 07/01/2026 395,787
  Microsoft Corp.  
187,000 2.53%, 06/01/2050 169,874
52,000 2.92%, 03/17/2052 50,753
  Oracle Corp.  
265,000 2.30%, 03/25/2028 256,035
1,090,000 2.88%, 03/25/2031 1,051,960
415,000 3.60%, 04/01/2040 384,414
67,000 3.80%, 11/15/2037 65,099
75,000 3.95%, 03/25/2051 70,837
120,000 4.10%, 03/25/2061 111,966
  salesforce.com, Inc.  
515,000 1.95%, 07/15/2031 491,232
37,000 3.25%, 04/11/2023 37,904
      3,474,703
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 27.4% - (continued)
  Telecommunications - 1.2%
            AT&T, Inc.  
$      195,000 1.70%, 03/25/2026 $     190,517
    670,000 3.50%, 02/01/2061      612,236
     29,000 3.55%, 09/15/2055       27,371
    325,000 3.65%, 06/01/2051      318,355
     49,000 3.65%, 09/15/2059       46,472
    101,000 3.80%, 12/01/2057       99,068
200,000 NTT Finance Corp. 1.16%, 04/03/2026(1) 192,398
  T-Mobile USA, Inc.  
360,000 1.50%, 02/15/2026 348,722
55,000 2.05%, 02/15/2028 52,899
285,000 3.00%, 02/15/2041 258,031
134,000 3.50%, 04/15/2025 139,098
67,000 4.50%, 04/15/2050 73,336
  Verizon Communications, Inc.  
105,000 2.65%, 11/20/2040 93,807
35,000 2.85%, 09/03/2041 32,719
775,000 4.50%, 08/10/2033 876,205
167,000 Vodafone Group plc 4.38%, 02/19/2043 181,830
      3,543,064
  Transportation - 0.3%
160,000 Canadian Pacific Railway Co. 2.45%, 12/02/2031 157,010
55,000 Norfolk Southern Corp. 3.40%, 11/01/2049 54,890
  Union Pacific Corp.  
575,000 2.38%, 05/20/2031 564,294
137,000 4.10%, 09/15/2067 153,350
      929,544
  Trucking & Leasing - 0.2%
455,000 DAE Funding LLC 1.55%, 08/01/2024(1) 443,350
  Water - 0.1%
406,000 American Water Capital Corp. 3.75%, 09/01/2028 433,368
  Total Corporate Bonds
(cost $82,373,537) 		$  79,058,406
FOREIGN GOVERNMENT OBLIGATIONS - 3.0%
  Bermuda - 0.1%
400,000 Bermuda Government International Bond 2.38%, 08/20/2030(7) $  390,500
  Chile - 0.5%
  Chile Government International Bond  
200,000 2.55%, 07/27/2033 187,100
800,000 3.10%, 05/07/2041 740,768
200,000 3.50%, 01/31/2034 204,300
200,000 Republic of Chile 2.75%, 01/31/2027 202,702
      1,334,870
  Hungary - 0.1%
405,000 Hungary Government International Bond 2.13%, 09/22/2031(1) 382,923
  Mexico - 0.6%
  Mexico Government International Bond  
545,000 2.66%, 05/24/2031 512,523
400,000 4.28%, 08/14/2041 391,000
546,000 4.75%, 03/08/2044 563,079
255,000 United Mexican States 3.50%, 02/12/2034 245,948
      1,712,550
 
The accompanying notes are an integral part of these financial statements.
 21

Table of Contents
Hartford Core Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 3.0% - (continued)
  Panama - 0.5%
            Panama Government International Bond  
$      400,000 3.87%, 07/23/2060 $     368,000
    200,000 4.30%, 04/29/2053      198,990
    650,000 4.50%, 04/16/2050      667,908
    200,000 4.50%, 01/19/2063     202,700
      1,437,598
  Philippines - 0.3%
965,000 Philippine Government International Bond 3.70%, 02/02/2042 983,766
  Qatar - 0.1%
200,000 Qatar Government International Bond 4.40%, 04/16/2050(1) 237,250
  Romania - 0.3%
312,000 Romania 3.00%, 02/27/2027 312,292
466,000 Romanian Government International Bond 3.00%, 02/14/2031(7) 450,855
      763,147
  Saudi Arabia - 0.4%
  Saudi Government International Bond  
200,000 2.25%, 02/02/2033(1) 190,002
805,000 4.50%, 10/26/2046(7) 902,405
      1,092,407
  United Arab Emirates - 0.1%
390,000 Finance Department Government of Sharjah 3.63%, 03/10/2033(7) 366,444
  Total Foreign Government Obligations
(cost $9,255,570) 		  $  8,701,455
MUNICIPAL BONDS - 0.4%
  Development - 0.0%
45,000 New York Transportation Dev Corp. Rev 4.25%, 09/01/2035 $  48,513
  General - 0.1%
40,000 Chicago, IL, Transit Auth 3.91%, 12/01/2040 43,334
  County of Riverside, CA  
55,000 2.96%, 02/15/2027 57,485
55,000 3.07%, 02/15/2028 57,935
65,000 Dist of Columbia Rev 3.43%, 04/01/2042 65,302
230,000 State Board of Administration Finance Corp. 1.26%, 07/01/2025 226,317
      450,373
  General Obligation - 0.1%
130,000 California State, GO Taxable 7.30%, 10/01/2039 197,054
  Higher Education - 0.0%
  Marshall University, WV, (AGM Insured)  
10,000 2.91%, 05/01/2026 10,332
10,000 3.63%, 05/01/2034 10,759
      21,091
  Transportation - 0.2%
  Metropolitan Transportation Auth, NY, Rev  
15,000 4.75%, 11/15/2045 17,189
40,000 5.18%, 11/15/2049 51,494
Shares or Principal Amount   Market Value†
MUNICIPAL BONDS - 0.4% - (continued)
  Transportation - 0.2% - (continued)
$      115,000 6.81%, 11/15/2040 $     160,389
     55,000 New York State Thruway Auth Rev 2.90%, 01/01/2035       56,096
    205,000 Port Auth of New York & New Jersey Rev 1.09%, 07/01/2023      204,533
      489,701
  Total Municipal Bonds
(cost $1,204,363) 		  $  1,206,732
U.S. GOVERNMENT AGENCIES - 35.2%
  Mortgage-Backed Agencies - 35.2%
  FHLMC - 0.2%
229,632 0.88%, 11/25/2030(4)(5) $  15,173
1,411,681 1.12%, 06/25/2030(4)(5) 114,957
19,977 1.13%, 12/15/2027 19,834
98,782 1.13%, 01/25/2030(4)(5) 7,585
21,966 1.25%, 12/15/2027 21,880
1,544,879 1.39%, 06/25/2030(4)(5) 153,308
1,098,372 1.43%, 05/25/2030(4)(5) 112,806
1,230,276 1.57%, 05/25/2030(4)(5) 137,292
174,599 1.70%, 04/25/2030(4)(5) 20,403
26,194 2.50%, 12/15/2042 26,579
      629,817
  FNMA - 0.4%
89,883 1.25%, 02/25/2028 89,321
21,372 1.50%, 09/25/2027 21,358
282,000 3.00%, 12/25/2045 295,104
420,000 3.00%, 10/25/2046 437,300
247,908 3.00%, 03/01/2050 253,619
      1,096,702
  GNMA - 6.8%
2,300,000 2.00%, 02/22/2052(8) 2,273,855
2,950,000 2.50%, 02/22/2052(8) 2,969,820
2,925,000 2.50%, 03/21/2052(8) 2,938,597
2,350,000 3.00%, 02/22/2052(8) 2,406,759
2,350,000 3.00%, 03/21/2052(8) 2,401,252
1,675,000 3.50%, 05/20/2049(8) 1,730,157
1,700,000 3.50%, 02/22/2052(8) 1,760,363
3,000,000 4.00%, 02/22/2052(8) 3,136,758
      19,617,561
  UMBS - 27.8%
2,600,000 1.50%, 02/17/2037(8) 2,559,070
300,000 1.50%, 02/14/2052(8) 283,828
24,440,000 2.00%, 02/14/2052(8) 23,829,000
17,435,000 2.00%, 03/14/2052(8) 16,961,547
1,300,000 2.50%, 02/17/2037(8) 1,328,844
14,425,000 2.50%, 02/11/2051(8) 14,406,969
750,000 3.00%, 02/17/2037 776,622
7,675,000 3.00%, 02/14/2052(8) 7,844,484
8,000,000 3.50%, 02/14/2052(8) 8,338,750
 
The accompanying notes are an integral part of these financial statements.
 22

Table of Contents
Hartford Core Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
U.S. GOVERNMENT AGENCIES - 35.2% - (continued)
  Mortgage-Backed Agencies - 35.2% - (continued)
  UMBS - 27.8% - (continued)
$    2,350,000 4.00%, 02/11/2051(8) $   2,483,197
 1,200,000 4.50%, 06/25/2048(8)    1,280,256
      80,092,567
  Total U.S. Government Agencies
(cost $101,688,404) 		  $ 101,436,647
U.S. GOVERNMENT SECURITIES - 42.7%
  U.S. Treasury Securities - 42.7%
  U.S. Treasury Bonds - 10.6%
74,719 0.13%, 02/15/2051(9) $  80,417
178,355 0.25%, 02/15/2050(9) 197,045
869,194 0.88%, 02/15/2047(9) 1,085,779
1,570,000 1.25%, 05/15/2050 1,279,857
1,495,000 1.38%, 11/15/2040 1,312,972
1,010,000 1.38%, 08/15/2050 849,584
2,455,000 1.63%, 11/15/2050 2,195,787
1,515,000 1.75%, 08/15/2041 1,413,211
430,000 1.88%, 02/15/2041 410,532
410,000 2.00%, 11/15/2041 399,173
630,000 2.00%, 02/15/2050 615,382
528,000 2.38%, 11/15/2049(10) 557,968
7,170,000 3.00%, 02/15/2047 8,342,407
1,525,000 3.00%, 02/15/2048 1,789,790
2,095,000 3.13%, 02/15/2043 2,433,064
400,000 3.13%, 05/15/2048 480,781
1,840,000 3.63%, 02/15/2044 2,308,266
1,464,000 3.75%, 11/15/2043 1,865,628
275,000 3.88%, 08/15/2040 350,013
1,867,600 4.63%, 02/15/2040 2,592,608
      30,560,264
  U.S. Treasury Notes - 32.1%
13,555,000 0.13%, 06/30/2023 13,392,975
3,560,000 0.25%, 06/15/2023 3,526,069
4,410,000 0.38%, 04/30/2025(10) 4,263,919
20,565,000 0.38%, 11/30/2025 19,686,971
4,545,000 0.50%, 02/28/2026 4,355,566
5,260,000 0.50%, 04/30/2027 4,962,481
700,000 0.63%, 05/15/2030 639,187
1,830,000 0.63%, 08/15/2030 1,666,229
1,345,000 0.75%, 04/30/2026 1,299,554
3,725,000 0.88%, 11/15/2030 3,457,557
1,720,000 1.13%, 02/28/2025 1,706,092
2,725,000 1.13%, 08/31/2028 2,619,938
702,000 1.38%, 01/31/2025 701,835
4,482,000 1.50%, 01/31/2027 4,457,139
8,710,000 1.75%, 01/31/2029 8,717,145
Shares or Principal Amount   Market Value†
U.S. GOVERNMENT SECURITIES - 42.7% - (continued)
  U.S. Treasury Securities - 42.7% - (continued)
  U.S. Treasury Notes - 32.1% - (continued)
$    1,008,000 2.75%, 06/30/2025 $   1,051,431
14,785,000 2.88%, 05/15/2028(10)   15,803,779
      92,307,867
  Total U.S. Government Securities
(cost $127,910,345) 		  $ 122,868,131
  Total Long-Term Investments
(Cost $378,345,407) 		  $ 368,466,911
SHORT-TERM INVESTMENTS - 2.7%
  Repurchase Agreements - 2.7%
7,980,375 Fixed Income Clearing Corp. Repurchase Agreement dated 01/31/2022 at 0.020%, due on 02/01/2022 with a maturity value of $7,980,379; collateralized by U.S. Treasury Note at 1.000%, maturing 07/31/2028, with a market value of $8,140,052 $  7,980,375
  Total Short-Term Investments
(cost $7,980,375) 		$  7,980,375
  Total Investments Excluding
Purchased Options
(cost $386,325,782) 		130.6% $ 376,447,286
  Total Purchased Options
(cost $62,388) 		0.0% $  6,965
  Total Investments
(cost $386,388,170) 		130.6% $ 376,454,251
  Other Assets and Liabilities (30.6)% (88,312,318)
  Total Net Assets 100.0% $ 288,141,933
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
(1) Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2022, the aggregate value of these securities was $56,136,509, representing 19.5% of net assets.
(2) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2022. Base lending rates may be subject to a floor or cap.
 
The accompanying notes are an integral part of these financial statements.
 23

Table of Contents
Hartford Core Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
(3) Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(4) Securities disclosed are interest-only strips.
(5) Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.
(6) Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at January 31, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.
(7) Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At January 31, 2022, the aggregate value of these securities was $2,110,204, representing 0.7% of net assets.
(8) Represents or includes a TBA transaction.
(9) The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.
(10) All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of January 31, 2022, the market value of securities pledged was $978,742.
 
OTC Option Contracts Outstanding at January 31, 2022
Description   Counterparty   Exercise Price/
FX Rate/Rate 		  Expiration
Date 		  Number of
Contracts 		  Notional
Amount 		  Market
Value† 		  Premiums
Paid
(Received)
by Fund 		  Unrealized
Appreciation/
(Depreciation)
Written option contracts:
Call
CDX.NA.IG.S37.V1-5Y   BOA   60.00   USD   02/16/2022   (13,155,000)   USD (13,155,000)   $ (17,688)   $ (20,522)   $ 2,834
Put
CDX.NA.IG.S37.V1-5Y   BOA   60.00   USD   02/16/2022   (13,155,000)   USD (13,155,000)   $ (22,654)   $ (22,363)   $  (291)
Total Written Option Contracts OTC option contracts   $ (40,342)   $ (42,885)   $ 2,543
    
OTC Swaptions Outstanding at January 31, 2022
Description   Counter-
party 		  Exercise Price/
FX Rate/Rate 		  Pay/
Receive
Floating
Rate 		  Expiration
Date 		  Notional
Amount 		  Market
Value† 		  Premiums
Paid
(Received)
by Fund 		  Unrealized
Appreciation/
(Depreciation)
Purchased swaptions:
Put
3 Month USD-LIBOR-BBA-Interest Rate Swap *   CBK   2.20%   Pay   03/14/2022   USD 3,500,000   $  6,965   $  62,388   $ (55,423)
Written swaptions:
Put
3 Month USD-LIBOR-BBA-Interest Rate Swap*   CBK   1.50%   Receive   03/14/2022   USD (3,500,000)   $ (43,600)   $ (38,500)   $  (5,100)
    
* Swaptions with forward premiums.
    
Futures Contracts Outstanding at January 31, 2022
Description   Number of
Contracts 		  Expiration
Date 		  Current
Notional
Amount 		  Value and
Unrealized
Appreciation/
(Depreciation)
Short position contracts:
U.S. Treasury 2-Year Note Future   230   03/31/2022   $ 49,830,938   $ 196,298
U.S. Treasury 5-Year Note Future   64   03/31/2022   7,629,000   29,001
U.S. Treasury 10-Year Note Future   119   03/22/2022   15,228,281   87,019
U.S. Treasury 10-Year Ultra Future   40   03/22/2022   5,713,125   43,802
U.S. Treasury Long Bond Future   44   03/22/2022   6,847,500   164,490
The accompanying notes are an integral part of these financial statements.
 24

Table of Contents
Hartford Core Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Futures Contracts Outstanding at January 31, 2022 – (continued)
Description   Number of
Contracts 		  Expiration
Date 		  Current
Notional
Amount 		  Value and
Unrealized
Appreciation/
(Depreciation)
Short position contracts – (continued):
U.S. Treasury Ultra Bond Future   18   03/22/2022   $  3,400,875   $ 124,382
Total futures contracts   $ 644,992
† See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of January 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Asset & Commercial Mortgage-Backed Securities    $  55,195,540   $  —   $  55,195,540   $ —
Corporate Bonds    79,058,406   —   79,058,406   —
Foreign Government Obligations    8,701,455   —   8,701,455   —
Municipal Bonds    1,206,732   —   1,206,732   —
U.S. Government Agencies    101,436,647   —   101,436,647   —
U.S. Government Securities    122,868,131   —   122,868,131   —
Short-Term Investments    7,980,375   —   7,980,375   —
Purchased Options    6,965   —   6,965   —
Futures Contracts(2)    644,992   644,992   —   —
Total   $ 377,099,243   $ 644,992   $ 376,454,251   $ —
Liabilities                
Written Options    $  (83,942)   $  —   $  (83,942)   $ —
Total   $  (83,942)   $  —   $  (83,942)   $ —
    
(1) For the six-month period ended January 31, 2022, there were no transfers in and out of Level 3.
(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.
The accompanying notes are an integral part of these financial statements.
 25

Table of Contents
Hartford Large Cap Growth ETF
Schedule of Investments
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
COMMON STOCKS - 91.2%
  Automobiles & Components - 1.6%
   404 Tesla, Inc.* $    378,435
 8,546 Thor Industries, Inc.    808,366
      1,186,801
  Capital Goods - 3.0%
18,402 Johnson Controls International plc  1,337,273
 4,915 Middleby Corp.*    910,258
      2,247,531
  Commercial & Professional Services - 1.8%
6,649 Copart, Inc.* 859,383
6,465 CoStar Group, Inc.* 453,585
      1,312,968
  Consumer Durables & Apparel - 3.7%
9,619 Lennar Corp. Class A 924,482
3,169 Lululemon Athletica, Inc.* 1,057,686
27,310 Peloton Interactive, Inc. Class A* 746,382
      2,728,550
  Consumer Services - 6.4%
13,224 Airbnb, Inc. Class A* 2,036,099
540 Booking Holdings, Inc.* 1,326,310
39,509 DraftKings, Inc. Class A* 872,754
10,302 Penn National Gaming, Inc.* 469,874
      4,705,037
  Food, Beverage & Tobacco - 0.2%
646 Constellation Brands, Inc. Class A 153,586
  Health Care Equipment & Services - 4.1%
3,002 ABIOMED, Inc.* 888,202
2,287 DexCom, Inc.* 984,508
16,282 GoodRx Holdings, Inc. Class A* 390,931
3,410 Veeva Systems, Inc. Class A* 806,601
      3,070,242
  Materials - 1.2%
3,959 Albemarle Corp. 873,910
  Media & Entertainment - 22.6%
2,261 Alphabet, Inc. Class A* 6,118,424
6,282 Electronic Arts, Inc. 833,370
13,060 Match Group, Inc.* 1,471,862
8,949 Meta Platforms, Inc. Class A* 2,803,364
4,946 Roku, Inc.* 811,391
17,726 Snap, Inc. Class A* 576,804
8,942 Spotify Technology S.A.* 1,754,957
15,842 Twitter, Inc.* 594,234
7,524 Walt Disney Co.* 1,075,706
13,948 ZoomInfo Technologies, Inc.* 737,291
      16,777,403
  Pharmaceuticals, Biotechnology & Life Sciences - 5.5%
2,319 Ascendis Pharma A/S ADR* 282,083
3,421 Danaher Corp. 977,688
15,296 Exact Sciences Corp.* 1,168,003
4,650 Illumina, Inc.* 1,622,013
370 Reata Pharmaceuticals, Inc. Class A* 10,404
      4,060,191
  Retailing - 7.7%
979 Amazon.com, Inc.* 2,928,649
3,139 Five Below, Inc.* 514,796
6,245 Ross Stores, Inc. 610,449
4,491 Ulta Beauty, Inc.* 1,633,556
      5,687,450
Shares or Principal Amount   Market Value†
COMMON STOCKS - 91.2% - (continued)
  Semiconductors & Semiconductor Equipment - 9.0%
21,864 Advanced Micro Devices, Inc.* $  2,497,962
 5,350 MKS Instruments, Inc.     831,016
 7,978 NVIDIA Corp.  1,953,493
 3,390 SolarEdge Technologies, Inc.*     807,566
 3,887 Universal Display Corp.    596,693
      6,686,730
  Software & Services - 20.7%
8,533 Block, Inc. Class A* 1,043,501
3,293 Fair Isaac Corp.* 1,630,002
5,385 Five9, Inc.* 676,894
5,518 Guidewire Software, Inc.* 556,435
63,186 ironSource Ltd. Class A* 436,615
7,895 Mastercard, Inc. Class A 3,050,470
2,487 Palo Alto Networks, Inc.* 1,286,774
3,909 Paycom Software, Inc.* 1,310,688
7,049 RingCentral, Inc. Class A* 1,244,078
3,657 salesforce.com, Inc.* 850,728
28,391 UiPath, Inc. Class A* 1,037,123
8,782 Workday, Inc. Class A* 2,221,934
      15,345,242
  Technology Hardware & Equipment - 2.6%
15,741 Arista Networks, Inc.* 1,956,764
  Transportation - 1.1%
21,230 Uber Technologies, Inc.* 794,002
  Total Common Stocks
(cost $73,764,569) 		  $ 67,586,407
EXCHANGE-TRADED FUNDS - 6.0%
  Other Investment Pools & Funds - 6.0%
12,749 iShares Russell 1000 Growth ETF $  3,557,736
3,622 Vanguard Mega Cap Growth ETF 862,760
      4,420,496
  Total Exchange-Traded Funds
(cost $4,384,839) 		  $  4,420,496
  Total Long-Term Investments
(Cost $78,149,408) 		  $ 72,006,903
  Total Investments
(cost $78,149,408) 		97.2% $ 72,006,903
  Other Assets and Liabilities 2.8% 2,092,248
  Total Net Assets 100.0% $ 74,099,151
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
† See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
The accompanying notes are an integral part of these financial statements.
 26

Table of Contents
Hartford Large Cap Growth ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of January 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components    $  1,186,801   $  1,186,801   $ —   $ —
Capital Goods    2,247,531   2,247,531   —   —
Commercial & Professional Services    1,312,968   1,312,968   —   —
Consumer Durables & Apparel    2,728,550   2,728,550   —   —
Consumer Services    4,705,037   4,705,037   —   —
Food, Beverage & Tobacco    153,586   153,586   —   —
Health Care Equipment & Services    3,070,242   3,070,242   —   —
Materials    873,910   873,910   —   —
Media & Entertainment    16,777,403   16,777,403   —   —
Pharmaceuticals, Biotechnology & Life Sciences    4,060,191   4,060,191   —   —
Retailing    5,687,450   5,687,450   —   —
Semiconductors & Semiconductor Equipment    6,686,730   6,686,730   —   —
Software & Services    15,345,242   15,345,242   —   —
Technology Hardware & Equipment    1,956,764   1,956,764   —   —
Transportation    794,002   794,002   —   —
Exchange-Traded Funds    4,420,496   4,420,496   —   —
Total   $ 72,006,903   $ 72,006,903   $ —   $ —
    
(1) For the period ended January 31, 2022, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.
 27

Table of Contents
Hartford Municipal Opportunities ETF
Schedule of Investments
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
MUNICIPAL BONDS - 94.9%
  Alabama - 1.1%
$      100,000 Jefferson County, AL, Board of Education Special Tax 5.00%, 02/01/2042 $     118,138
     90,000 Jefferson County, AL, GO 5.00%, 04/01/2024       97,348
  1,590,000 State of Alabama Docks Department, (AGM Insured) 5.00%, 10/01/2026   1,834,474
    665,000 State of Alabama, Troy University Rev, (BAM Insured) 5.00%, 11/01/2023     710,731
      2,760,691
  Alaska - 0.2%
420,000 Northern Tobacco Securitization Corp. 4.00%, 06/01/2039 480,405
  Arizona - 0.6%
  Maricopa County, AZ, Industrial Dev Auth  
600,000 4.00%, 09/01/2037 686,325
185,000 5.00%, 09/01/2031 223,115
480,000 Tempe, AZ, Industrial Dev Auth Rev 1.13%, 12/01/2026 464,065
      1,373,505
  California - 9.7%
1,000,000 Alameda Corridor Transportation Auth. 5.00%, 10/01/2029 1,062,550
205,000 Alameda County, Oakland, CA, Unified School Dist, GO, (AGM Insured) 4.00%, 08/01/2034 230,654
795,000 Bay Area Toll Auth 0.36%, 04/01/2056(1) 795,097
205,000 California Enterprise Dev Auth 5.00%, 08/01/2045 240,757
  California Municipal Finance Auth  
180,000 4.00%, 05/15/2034 207,492
600,000 4.00%, 05/15/2037 688,077
245,000 California Public Finance Auth 2.38%, 11/15/2028(2) 245,940
835,000 California State University 0.55%, 11/01/2049(1) 800,855
1,500,000 California State, GO Taxable 0.04%, 05/01/2040(1) 1,500,000
185,000 Cathedral City, CA, Redev Agency Successor Agency 4.00%, 08/01/2032 211,170
  City of Fontana, CA, Special Tax  
500,000 4.00%, 09/01/2041 550,921
450,000 4.00%, 09/01/2046 492,370
525,000 4.00%, 09/01/2051 573,284
1,000,000 City of Los Angeles, CA, Department of Airports 4.00%, 05/15/2035 1,158,227
110,000 Foothill-Eastern Transportation Corridor Agency, CA 5.00%, 01/15/2030 132,931
150,000 Fresno, CA, Unified School Dist, GO 0.01%, 08/01/2032(3) 110,825
4,600,000 Golden State Tobacco Securitization Corp. 0.00%, 06/01/2066(3) 731,831
500,000 Golden State Tobacco Securitization Corp., CA 5.00%, 06/01/2032 605,626
  Los Angeles Department of Water & Power  
5,000,000 0.07%, 07/01/2050(1) 5,000,000
2,000,000 5.00%, 07/01/2025 2,252,276
100,000 Romoland, CA, School Dist Special Tax 5.00%, 09/01/2043 111,744
5,000,000 San Diego County Regional Transportation Commission 0.04%, 04/01/2038(1) 5,000,000
510,000 San Joaquin Hills Transportation Corridor Agcy. 4.00%, 01/15/2034 589,808
Shares or Principal Amount   Market Value†
MUNICIPAL BONDS - 94.9% - (continued)
  California - 9.7% - (continued)
            San Joaquin Hills, CA, Transportation Corridor Agency, (NATL Insured)  
$       80,000 0.00%, 01/15/2026(3) $      74,875
    215,000 0.00%, 01/15/2032(3)      167,514
     70,000 0.00%, 01/15/2035(3)       49,711
    185,000 State of California, GO 4.00%, 11/01/2041      200,796
  1,070,000 Tobacco Securitization Auth of Northern California 0.00%, 06/01/2060(3)     228,383
      24,013,714
  Colorado - 2.2%
  Colorado Health Facs Auth Rev  
105,000 4.00%, 12/01/2040 117,819
835,000 5.00%, 08/01/2044 981,901
985,000 Colorado Housing and Finance Auth, (GNMA Insured) 3.00%, 05/01/2051 1,032,083
160,000 Denver, CO, Convention Center Hotel Auth 5.00%, 12/01/2031 180,978
365,000 E-470 Public Highway, CO, Auth Rev 0.38%, 09/01/2039, 1 mo. USD SOFR + 0.350%(4) 364,659
1,030,000 Park Creek, CO, Metropolitan Dist Rev 5.00%, 12/01/2029 1,238,196
  Regional Transportation Dist  
400,000 5.00%, 07/15/2029 484,815
500,000 5.00%, 01/15/2030 611,599
100,000 5.00%, 07/15/2032 123,850
195,000 University of Colorado 2.00%, 06/01/2051(1) 198,100
      5,334,000
  Connecticut - 1.7%
100,000 City of Bridgeport, CT, GO, (BAM Insured) 5.00%, 07/15/2034 119,289
735,000 Connecticut Housing Finance Auth Rev, (GNMA/FNMA/FHLMC Insured) 4.25%, 05/15/2042 787,534
  Connecticut State Health & Educational Facs Auth  
1,060,000 1.10%, 07/01/2049(1)(5) 1,060,000
320,000 5.00%, 07/01/2026 360,091
70,000 5.00%, 07/01/2031 86,045
  State of Connecticut, GO  
845,000 3.00%, 06/01/2038 880,972
380,000 5.00%, 11/15/2025 432,906
500,000 5.00%, 04/15/2029 586,609
      4,313,446
  Delaware - 0.1%
200,000 Delaware River & Bay Auth. 5.00%, 01/01/2037 254,331
  District of Columbia - 0.3%
  Dist of Columbia Rev  
250,000 5.00%, 07/01/2037 265,558
455,000 5.00%, 07/01/2042 481,128
      746,686
  Florida - 6.0%
270,000 Broward County, FL, Airport System Rev 4.00%, 10/01/2044 294,146
185,000 Capital Projects, FL, Finance Auth 5.00%, 10/01/2027 213,503
125,000 City of Atlantic Beach, FL, Health Care Facs Auth 5.00%, 11/15/2043 139,291
400,000 City of Pompano Beach FL 2.00%, 01/01/2029 383,641
 
The accompanying notes are an integral part of these financial statements.
 28

Table of Contents
Hartford Municipal Opportunities ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
MUNICIPAL BONDS - 94.9% - (continued)
  Florida - 6.0% - (continued)
$    5,555,000 City of West Palm Beach, FL, Utility System Rev, (AGC Insured) 0.06%, 10/01/2038(1) $   5,555,000
    365,000 Escambia County, FL, Health Facs Auth Rev 4.00%, 08/15/2050      393,452
  1,000,000 Greater Orlando, FL, Aviation Auth 5.00%, 10/01/2037   1,162,194
            Orange County, FL, Convention Center/Orlando  
    680,000 5.00%, 10/01/2024      747,064
  1,005,000 5.00%, 10/01/2027   1,188,808
950,000 Orlando, FL, Utilities Commission 1.25%, 10/01/2046(1) 937,442
720,000 Palm Beach County, FL, Health Facs Auth 2.63%, 06/01/2025 723,534
  Polk County, FL, Industrial Dev Auth  
580,000 5.00%, 01/01/2029 644,683
190,000 5.00%, 01/01/2055 205,302
35,000 Putnam County, FL, Dev Auth 5.00%, 03/15/2042 40,765
500,000 Seminole County, FL, Industrial Dev Auth 3.75%, 11/15/2025 500,357
445,000 St. Louis County, MO, Industrial Dev Auth 4.00%, 12/15/2046 461,825
160,000 Village Community Dev. Dist. No. 13 2.55%, 05/01/2031 156,629
750,000 Wildwood Utility Dependent Dist. 5.00%, 10/01/2032 940,860
      14,688,496
  Georgia - 2.0%
100,000 Appling County, GA, Dev Auth Rev 1.50%, 01/01/2038(1) 100,865
  Burke County, GA, Dev Auth Rev  
400,000 1.50%, 01/01/2040(1) 402,714
1,730,000 1.55%, 12/01/2049(1) 1,739,068
200,000 3.00%, 11/01/2045(1) 204,106
200,000 Main Street, GA, Natural Gas, Inc. 5.50%, 09/15/2023 214,159
  Municipal Electric Auth, GA, (AGM Insured)  
840,000 4.00%, 01/01/2041 942,224
1,000,000 5.00%, 01/01/2028 1,145,593
215,000 5.00%, 01/01/2056 252,777
      5,001,506
  Hawaii - 0.0%
100,000 State of Hawaii Airports System Rev 5.00%, 07/01/2031 118,280
  Idaho - 0.4%
820,000 Idaho Health Facs Auth 4.00%, 03/01/2046 925,962
  Illinois - 10.1%
380,000 Chicago Board of Education GO 4.00%, 12/01/2047(5) 400,203
  Chicago, IL, Board of Education, GO, (NATL Insured)  
105,000 0.00%, 12/01/2023(3) 102,176
110,000 0.00%, 12/01/2026(3) 99,867
250,000 5.00%, 12/01/2024 273,763
500,000 5.00%, 12/01/2028 584,055
350,000 5.00%, 12/01/2032 411,956
250,000 5.00%, 04/01/2033 286,718
170,000 5.00%, 12/01/2033 199,365
420,000 5.00%, 12/01/2034 491,707
400,000 5.00%, 12/01/2046 449,588
Shares or Principal Amount   Market Value†
MUNICIPAL BONDS - 94.9% - (continued)
  Illinois - 10.1% - (continued)
            Chicago, IL, O'Hare International Airport  
$      370,000 5.00%, 01/01/2031 $     455,027
    630,000 5.00%, 01/01/2032      772,764
            Chicago, IL, Transit Auth  
    445,000 5.00%, 06/01/2024      483,348
    275,000 5.00%, 12/01/2045      329,953
  City of Chicago, IL, GO, (NATL Insured)  
    500,000 0.00%, 01/01/2026(3)      463,829
400,000 5.00%, 01/01/2024 426,891
  City of Chicago, IL, Wastewater Transmission Rev  
90,000 5.00%, 01/01/2027 96,252
90,000 5.50%, 01/01/2030 106,488
1,385,000 City of Granite, IL, Rev 1.25%, 05/01/2027 1,360,000
265,000 Cook County, IL, GO 5.00%, 11/15/2032 325,875
335,000 County of Cook, IL, Sales Tax Rev 5.00%, 11/15/2030 418,792
  Illinois Housing Dev Auth  
1,155,000 1.90%, 08/01/2023 1,166,148
25,000 4.00%, 02/01/2035 25,369
  Illinois State Finance Auth Rev  
235,000 5.00%, 08/15/2033 293,311
150,000 5.00%, 11/15/2045 167,575
305,000 5.00%, 05/15/2050(1) 331,041
320,000 Illinois State Toll Highway Auth, Taxable Rev 4.00%, 01/01/2040 368,006
935,000 Illinois State Toll Highway Auth. 4.00%, 01/01/2039 1,080,935
620,000 Kane County, IL, School Dist No. 131 Aurora East Side, GO, (AGM Insured) 5.00%, 12/01/2025 699,257
100,000 Kane McHenry Cook & DeKalb Counties, IL, Unified School Dist No. 300, GO 5.00%, 01/01/2032 116,173
  Kendall Kane & Will Counties, IL, Unified School Dist, GO, (AGM Insured)  
150,000 0.00%, 02/01/2027(3) 137,740
515,000 5.00%, 02/01/2025 569,178
  Metropolitan Pier & Exposition Auth, IL, (NATL Insured)  
205,000 0.00%, 12/15/2025(3) 189,418
595,000 4.00%, 12/15/2042(5) 643,561
150,000 Railsplitter, IL, Tobacco Settlement Auth 5.00%, 06/01/2022 152,224
  Regional Transportation, IL, Auth Rev  
150,000 5.00%, 06/01/2024 163,503
1,000,000 6.00%, 07/01/2024 1,064,625
  Sales Tax Securitization Corp., IL Rev  
240,000 5.00%, 01/01/2026 273,304
500,000 5.00%, 01/01/2029 586,840
550,000 5.00%, 01/01/2030 670,522
985,000 5.00%, 01/01/2037 1,146,640
  State of Illinois, GO  
450,000 5.00%, 12/01/2024 494,967
1,000,000 5.00%, 11/01/2025 1,121,710
300,000 5.00%, 11/01/2027 347,070
535,000 5.00%, 03/01/2029 631,156
480,000 5.00%, 10/01/2031 576,578
465,000 5.00%, 12/01/2034 531,690
325,000 5.00%, 03/01/2046 383,298
750,000 5.25%, 12/01/2030 871,791
 
The accompanying notes are an integral part of these financial statements.
 29

Table of Contents
Hartford Municipal Opportunities ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
MUNICIPAL BONDS - 94.9% - (continued)
  Illinois - 10.1% - (continued)
            State of Illinois, Sales Tax Rev  
$    1,250,000 5.00%, 06/15/2022 $   1,270,986
    115,000 5.00%, 06/15/2027      130,740
    100,000 Village of Bolingbrook, IL, GO, (AGM Insured) 5.00%, 01/01/2028     118,290
      24,862,263
  Indiana - 1.1%
275,645 City of Evansville, IN, Rev, (FNMA Insured) 3.00%, 06/01/2034 284,116
  Crown Point Multi School Building Corp.  
1,250,000 5.00%, 01/15/2028 1,491,465
195,000 5.00%, 01/15/2029 237,368
595,000 Indiana Housing & Community Dev Auth Rev, (GNMA/FNMA/FHLMC Insured) 3.00%, 07/01/2052(5) 630,688
      2,643,637
  Iowa - 1.1%
400,000 Iowa Student Loan Liquidity Corp. 5.00%, 12/01/2022 414,063
  State of Iowa, Finance Auth Rev  
830,000 5.00%, 12/01/2023 887,002
350,000 5.00%, 12/01/2025 391,968
575,000 5.00%, 02/15/2027 674,155
355,000 State of Iowa, Tobacco Settlement Auth 4.00%, 06/01/2049 386,408
      2,753,596
  Kentucky - 0.1%
110,000 Kentucky Bond Dev Corp. 5.00%, 09/01/2023 116,767
100,000 Kentucky Public Energy Auth 4.00%, 01/01/2049(1) 106,341
      223,108
  Louisiana - 0.4%
325,000 East Baton Rouge, LA, Sewerage Commission 1.30%, 02/01/2041(1) 322,238
305,000 Parish of St. John the Baptist, LA 2.38%, 06/01/2037(1) 314,769
265,000 Regional Transportation Auth, LA, Sales Tax Rev, (AGM Insured) 5.00%, 01/01/2027 311,426
      948,433
  Maine - 0.1%
275,000 Maine Health & Higher Educational Facs Auth, (AGM Insured) 4.00%, 07/01/2035 321,044
  Maryland - 0.3%
775,000 Maryland Community Dev Administration 3.00%, 09/01/2051 815,412
  Massachusetts - 3.2%
1,230,000 Massachusetts Clean Water Trust 5.00%, 02/01/2024 1,328,111
  Massachusetts Dev Finance Agency, Rev  
405,000 0.66%, 07/01/2049(1)(2) 404,779
120,000 5.00%, 07/15/2023(2) 125,793
130,000 5.00%, 07/15/2024(2) 139,544
1,000,000 5.00%, 07/01/2025 1,124,351
675,000 5.00%, 07/01/2031 790,273
675,000 5.00%, 07/01/2034 792,840
350,000 5.00%, 07/01/2044 388,762
100,000 5.00%, 07/01/2048 117,647
380,000 5.00%, 10/01/2057(2) 407,746
Shares or Principal Amount   Market Value†
MUNICIPAL BONDS - 94.9% - (continued)
  Massachusetts - 3.2% - (continued)
            Massachusetts Educational Financing Auth  
$      600,000 5.00%, 07/01/2024 $     646,532
  1,000,000 5.00%, 01/01/2025   1,090,314
    100,000 5.00%, 07/01/2026      112,844
    110,000 5.00%, 07/01/2027      126,644
    215,000 Massachusetts Housing Finance Agency 3.00%, 12/01/2050     225,346
      7,821,526
  Michigan - 1.7%
345,000 City of Detroit, MI, GO, 5.00%, 04/01/2022 347,159
  Delton Kellogg Schools, MI, GO, (Q-SBLF Insured)  
605,000 5.00%, 05/01/2029 745,345
625,000 5.00%, 05/01/2030 785,067
  Michigan State Housing Dev Auth  
880,000 4.25%, 06/01/2049 944,920
530,000 4.25%, 12/01/2049 571,179
275,000 New Haven, MI, Community Schools, GO, (Q-SBLF Insured) 5.00%, 05/01/2032 339,231
500,000 Wayne County, MI, Airport Auth Rev 5.00%, 12/01/2025 563,122
      4,296,023
  Minnesota - 1.1%
  Duluth, MN, Independent School Dist No. 709, (SCP Insured)  
750,000 5.00%, 02/01/2022 750,000
575,000 5.00%, 02/01/2025 633,173
395,629 Freddie Mac Multifamily, MN, Certificates 2.54%, 06/25/2037 394,604
750,000 Minnesota Higher Education Facs Auth 3.00%, 10/01/2038 797,341
200,000 St. Francis, MN, Independent School Dist No. 15, GO, (SCP Insured) 4.00%, 02/01/2030 205,523
      2,780,641
  Mississippi - 0.5%
1,000,000 State of Mississippi 5.00%, 10/15/2029 1,204,781
  Missouri - 2.3%
400,000 City of St. Louis, MO, Airport Rev 5.00%, 07/01/2031 480,057
510,000 Kansas City, MO, Industrial Dev Auth 5.00%, 03/01/2032 608,849
500,000 Kirkwood, MO, Industrial Dev Auth Retirement Community 5.25%, 05/15/2042 536,376
500,000 Missouri Housing Dev Commission, (GNMA/FNMA/FHLMC Insured) 3.25%, 11/01/2052 531,434
  Missouri Housing Dev Commission Rev, (GNMA/FNMA/FHLMC Insured)  
1,965,000 3.25%, 05/01/2051 2,073,714
675,000 3.50%, 11/01/2050 719,525
650,000 St. Louis County, MO, Industrial Dev Auth 5.00%, 09/01/2028 732,533
      5,682,488
  Nebraska - 1.4%
  Nebraska Investment Finance Auth Rev, (GNMA/FNMA/FHLMC Insured)  
2,095,000 3.00%, 09/01/2050 2,197,958
 
The accompanying notes are an integral part of these financial statements.
 30

Table of Contents
Hartford Municipal Opportunities ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
MUNICIPAL BONDS - 94.9% - (continued)
  Nebraska - 1.4% - (continued)
$      865,000 3.00%, 03/01/2052 $     914,463
    300,000 Washington County, NE, Rev 0.90%, 09/01/2030(1)     295,988
      3,408,409
  Nevada - 2.4%
    270,000 City of North Las Vegas, NV 4.50%, 06/01/2039      294,549
    280,000 City of Reno, NV, Sales Tax Rev, (AGM Insured) 5.00%, 06/01/2033      326,495
120,000 City of Sparks, NV 2.50%, 06/15/2024(2) 120,891
2,255,000 Clark County, NV, School Dist, GO 5.00%, 06/15/2026 2,598,362
250,000 County of Clark, NV, Passenger Facs Charge Rev 5.00%, 07/01/2028 301,145
  Las Vegas, NV, New Convention Center Auth Rev  
200,000 5.00%, 07/01/2029 215,116
500,000 5.00%, 07/01/2034 602,209
1,380,000 Nevada Housing Division, (GNMA/FNMA/FHLMC Collateral Insured) 3.00%, 04/01/2051 1,447,000
      5,905,767
  New Hampshire - 0.2%
80,000 New Hampshire Business Finance Auth 4.00%, 01/01/2041 85,531
215,000 New Hampshire Health and Education Facs Auth Act Rev 5.00%, 08/01/2059 314,507
      400,038
  New Jersey - 2.4%
  New Jersey Economic Dev Auth  
400,000 5.00%, 06/15/2022 406,299
515,000 5.00%, 06/15/2023 542,602
430,000 New Jersey Higher Education Student Assistance Auth 5.00%, 12/01/2025 484,114
  New Jersey Transportation Trust Fund Auth  
125,000 5.00%, 12/15/2023 133,734
760,000 5.00%, 06/15/2031 938,707
  New Jersey Turnpike Auth Rev  
250,000 4.00%, 01/01/2033 282,504
295,000 4.00%, 01/01/2042 338,119
325,000 Newark Board of Education 5.00%, 07/15/2027 381,218
295,000 Newark Board of Education, GO 5.00%, 07/15/2024 320,734
  State of New Jersey, GO  
340,000 5.00%, 06/01/2026 389,368
1,000,000 5.00%, 06/01/2027 1,115,139
  Tobacco Settlement Financing Corp., NJ  
340,000 5.00%, 06/01/2024 369,264
250,000 5.00%, 06/01/2029 298,513
      6,000,315
  New Mexico - 0.4%
155,000 City of Santa Fe, NM, Rev 5.00%, 05/15/2049 170,011
  New Mexico Mortgage Finance Auth, (GNMA/FNMA/FHLMC Insured)  
660,000 3.00%, 03/01/2053(5) 694,464
70,000 4.00%, 01/01/2049 74,626
      939,101
  New York - 12.8%
540,000 Brookhaven, NY, Local Dev Corp. 1.63%, 11/01/2025 534,648
Shares or Principal Amount   Market Value†
MUNICIPAL BONDS - 94.9% - (continued)
  New York - 12.8% - (continued)
            City of New York, NY, GO  
$    1,675,000 0.06%, 08/01/2044(1) $   1,675,000
    465,000 5.00%, 08/01/2026      537,167
    500,000 5.00%, 08/01/2028      601,434
            City of New York, NY, Rev  
    185,000 4.00%, 11/01/2035      213,259
    580,000 4.00%, 11/01/2036      668,167
205,000 Huntington, NY, Local Dev Corp. 3.00%, 07/01/2025 203,288
500,000 Long Island, NY, Power Auth Rev 0.85%, 09/01/2050(1) 486,428
  Metropolitan Transportation Auth, NY, Rev  
1,555,000 5.00%, 03/01/2022 1,560,655
195,000 5.00%, 11/15/2033 233,635
1,000,000 5.00%, 11/15/2045(1) 1,213,127
575,000 5.00%, 11/15/2052 659,865
670,000 New York City Industrial Dev Agency 3.00%, 01/01/2033 702,024
  New York City Transitional Finance Auth, Future Tax Secured Rev  
2,000,000 4.00%, 02/01/2038(5) 2,302,938
665,000 5.00%, 02/01/2035 832,197
2,000,000 New York City Water & Sewer System 3.00%, 06/15/2040 2,071,170
  New York City, NY, Industrial Dev Agency (AGM Insured)  
1,350,000 5.00%, 07/01/2022 1,371,498
120,000 5.00%, 03/01/2030 148,516
  New York City, NY, Transitional Finance Auth, Future Tax Secured Rev  
500,000 4.00%, 05/01/2035 576,655
465,000 5.00%, 11/01/2032 585,781
  New York Liberty Dev Corp.  
450,000 0.95%, 11/15/2027 428,582
405,000 3.00%, 02/15/2042 411,194
725,000 5.00%, 11/15/2044(2) 779,137
  New York State Dormitory Auth Rev  
2,000,000 3.00%, 03/15/2041 2,038,816
2,250,000 5.00%, 03/15/2036 2,426,767
  New York State Urban Dev Corp. Rev  
585,000 5.00%, 03/15/2023 613,227
1,000,000 5.00%, 03/15/2037 1,238,207
1,000,000 5.00%, 03/15/2038 1,235,016
  New York Transportation Dev Corp. Rev  
130,000 5.00%, 12/01/2024 142,052
195,000 5.00%, 12/01/2031 235,316
  Port Auth of New York & New Jersey Rev  
185,000 4.00%, 07/15/2040 210,755
700,000 5.00%, 11/01/2038 838,571
2,300,000 Sales Tax Asset Receivable Corp., NY 4.00%, 10/15/2032 2,479,346
390,000 Syracuse, NY, Industrial Dev Agency 5.00%, 01/01/2031 362,771
1,050,000 Westchester City, NY, Local Dev 3.20%, 07/01/2028(2) 1,043,342
      31,660,551
  North Carolina - 1.9%
  North Carolina Medical Care Commission Retirement Finance Auth Rev, First Mortgage Galloway Ridge  
545,000 2.88%, 10/01/2026 545,474
255,000 4.00%, 01/01/2025 265,024
 
The accompanying notes are an integral part of these financial statements.
 31

Table of Contents
Hartford Municipal Opportunities ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
MUNICIPAL BONDS - 94.9% - (continued)
  North Carolina - 1.9% - (continued)
$      715,000 4.00%, 09/01/2046 $     791,425
    700,000 4.00%, 09/01/2051      772,569
    395,000 North Carolina Medical Care Commission Retirement Finance Auth Rev, First Mortgage Lutheran Retirement Ministries of Alamance County 5.00%, 01/01/2038      441,237
            North Carolina Medical Care Commission Rev  
    145,000 5.00%, 01/01/2039      159,378
    210,000 5.00%, 01/01/2044      232,493
1,500,000 University of North Carolina at Chapel Hill 0.19%, 12/01/2041, 1 mo. USD LIBOR + 0.125%(4) 1,499,473
      4,707,073
  North Dakota - 0.3%
680,000 North Dakota Housing Finance Agency 3.00%, 07/01/2052 714,640
  Ohio - 1.9%
250,000 Allen County, OH, Hospital Facs Rev 5.00%, 12/01/2029 309,060
  American Municipal Power Inc  
1,000,000 4.00%, 02/15/2036 1,151,673
1,000,000 4.00%, 02/15/2037 1,150,306
1,270,000 Buckeye, OH, Tobacco Settlement Finance Auth 5.00%, 06/01/2055 1,395,970
100,000 Cleveland, OH, Department of Public Utilities, (AGM Insured) 5.00%, 11/15/2030 119,030
600,000 Southern Ohio Port Auth Rev 6.50%, 12/01/2030(2) 675,850
      4,801,889
  Oklahoma - 0.4%
  Oklahoma Dev Finance Auth  
905,000 1.63%, 07/06/2023 906,658
30,000 5.25%, 08/15/2048 35,643
30,000 5.50%, 08/15/2057 35,974
      978,275
  Oregon - 0.9%
30,000 Benton & Linn Counties, OR, Consolidated School Dist No. 509J & 509A Corvallis, GO, (School Board Guaranty Insured) 5.00%, 06/15/2038 36,081
20,000 Marion County, OR, School Dist No. 15 North Marion, GO, (School Bond Guaranty Insured) 0.00%, 06/15/2037(3) 11,739
115,000 Multnomah & Clackamas Counties, OR, School Dist No. 10 JT Gresham-Barlow, GO, (School Board Guaranty Insured) 0.00%, 06/15/2038(3) 69,317
270,000 Port of Portland, OR, Airport Rev 5.00%, 07/01/2029 325,372
  Salem Hospital Facs Auth, OR Rev  
40,000 5.00%, 05/15/2038 44,810
30,000 5.00%, 05/15/2048 33,296
150,000 Salem-Keizer, OR, School Dist No. 24J, GO, (School Bond Guaranty Insured) 5.00%, 06/15/2023 158,632
  State of Oregon Housing & Community Services Department  
75,000 4.50%, 01/01/2049 79,929
Shares or Principal Amount   Market Value†
MUNICIPAL BONDS - 94.9% - (continued)
  Oregon - 0.9% - (continued)
$    1,085,000 4.50%, 07/01/2049 $   1,161,551
    115,000 State of Oregon, GO 4.00%, 12/01/2048      121,371
    100,000 Washington Clackamas & Yamhill Counties, OR, School Dist No. 88J, GO, (School Bond Guaranty Insured) 0.00%, 06/15/2034(3)      70,057
      2,112,155
  Pennsylvania - 3.2%
    135,000 Armstrong, PA, School Dist, GO, (BAM State Aid Withholding Insured) 4.00%, 03/15/2035      154,348
565,000 City of Philadelphia, PA, GO 5.00%, 02/01/2035 690,786
100,000 Commonwealth Finance Auth, PA 5.00%, 06/01/2027 117,663
590,000 Erie, PA, City School Dist, GO, (AGM State Aid Withholding Insured) 5.00%, 04/01/2028 699,466
345,000 Lancaster Industrial, PA, Dev Auth 4.00%, 07/01/2056 358,457
  Montgomery County, PA, Industrial Dev Auth Rev  
230,000 5.00%, 12/01/2030 252,660
240,000 5.00%, 12/01/2044 269,744
100,000 5.00%, 12/01/2046 107,514
250,000 Pennsylvania Higher Educational Facilities Auth 5.00%, 05/01/2025 278,306
750,000 Pennsylvania Higher Educational Facilities Auth. 5.00%, 05/01/2037 876,890
835,000 Pennsylvania Housing Finance Agency 4.00%, 10/01/2038 865,388
  Pennsylvania Turnpike Commission Rev  
150,000 5.00%, 12/01/2030 178,240
95,000 5.00%, 12/01/2037 98,478
  Philadelphia, PA, School Dist, GO, (State Aid Withholding Insured)  
540,000 5.00%, 09/01/2032 661,981
1,410,000 5.00%, 09/01/2032 1,774,483
15,000 Pittsburgh, PA, Water & Sewer Auth, (AGM Insured) 5.00%, 09/01/2034 18,433
375,000 Wilkes-Barre Area, PA, School Dist, GO, (BAM State Aid Withholding Insured) 5.00%, 04/15/2059 445,920
      7,848,757
  Puerto Rico - 0.4%
  Puerto Rico Sales Tax Financing Corp. Sales Tax Rev  
250,000 0.00%, 07/01/2024(3) 237,705
625,000 5.00%, 07/01/2058 694,704
      932,409
  Rhode Island - 0.9%
225,000 City of Cranston RI, GO, 1.00%, 08/23/2022 225,384
445,000 Rhode Island Commerce Corp. Rev 5.00%, 05/15/2026 513,843
  Rhode Island Student Loan Auth  
400,000 5.00%, 12/01/2027 465,138
765,000 5.00%, 12/01/2028 906,257
      2,110,622
  South Carolina - 1.5%
580,000 Piedmont Municipal Power Agcy. 5.00%, 01/01/2025 642,148
390,000 SCAGO Educational Facs Corp. for Pickens School Dist, SC 5.00%, 12/01/2029 435,562
 
The accompanying notes are an integral part of these financial statements.
 32

Table of Contents
Hartford Municipal Opportunities ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
MUNICIPAL BONDS - 94.9% - (continued)
  South Carolina - 1.5% - (continued)
$    1,000,000 South Carolina Port Auth 5.00%, 07/01/2033 $   1,186,076
            South Carolina State Public Service Auth  
    500,000 4.00%, 12/01/2034      572,852
    175,000 5.00%, 12/01/2025      199,121
    500,000 5.00%, 12/01/2034      568,156
    125,000 5.00%, 12/01/2050     143,973
      3,747,888
  South Dakota - 1.7%
  South Dakota Housing Dev Auth Rev, (GNMA/FNMA/FHLMC Insured)  
1,325,000 3.00%, 11/01/2051 1,385,691
760,000 4.50%, 11/01/2048 820,832
1,785,000 South Dakota State Educational Enhancement Funding Corp. 5.00%, 06/01/2026 1,883,847
      4,090,370
  Tennessee - 1.4%
110,000 Chattanooga, TN, Health Educational & Housing Facs Board Rev 5.00%, 08/01/2044 129,352
1,175,000 Metropolitan Gov't Nashville & Davidson County Health & Educational Facs Bd 5.00%, 07/01/2031 1,460,016
  Tennessee Energy Acquisition Corp.  
500,000 5.00%, 02/01/2022 500,000
300,000 5.00%, 02/01/2023 311,860
295,000 5.00%, 02/01/2025 324,845
470,000 5.00%, 02/01/2027 537,130
110,000 Tennessee Housing Dev Agency 4.00%, 01/01/2049 117,107
      3,380,310
  Texas - 6.4%
600,000 Allen, TX, Independent School Dist, GO, (PSF-GTD Insured) 5.00%, 02/15/2029 736,893
160,000 Austin Bergstrom Landhost Ente Ausapt 5.00%, 10/01/2029 180,945
500,000 Brazos Higher Education Auth, Inc. 5.00%, 04/01/2025 544,138
505,000 Central Texas Regional Mobility Auth 4.00%, 01/01/2036 578,541
  City of Dallas TX Hotel Occupancy Tax Rev.  
425,000 4.00%, 08/15/2033 463,841
100,000 4.00%, 08/15/2034 109,003
1,135,000 City of Houston TX Combined Utility System Rev, (AGM Insured) 0.00%, 12/01/2024(3) 1,092,763
750,000 City of Houston, TX, Hotel Occupancy Tax & Special, (AGM-CR AMBAC Insured) 0.00%, 09/01/2025(3) 702,803
425,000 City of Houston, TX, Hotel Occupancy Tax & Special Rev 4.00%, 09/01/2026 472,230
555,000 City of San Antonio, TX, Electric & Gas Systems Rev 1.75%, 02/01/2049(1) 565,150
425,000 Clear Creek, TX, Independent School Dist, GO, (PSF-GTD Insured) 0.28%, 02/15/2038(1) 415,883
215,000 Dallas-Fort Worth, TX, International Airport Rev 5.00%, 11/01/2022 222,218
600,000 Harris County - Houston, TX, Sports Auth 5.00%, 11/15/2033 651,481
1,880,000 Harris County, TX, Cultural Education Facs Finance Corp. 3.00%, 10/01/2051 1,856,904
400,000 Hidalgo Cnty. Regional Mobility Auth. 5.00%, 12/01/2030(5) 482,821
Shares or Principal Amount   Market Value†
MUNICIPAL BONDS - 94.9% - (continued)
  Texas - 6.4% - (continued)
$      100,000 Kerrville, TX, Health Facs Dev Corp. 5.00%, 08/15/2024 $     108,990
            New Hope, TX, Cultural Education Facs Finance Corp.  
    250,000 4.00%, 11/01/2055      271,507
    500,000 5.00%, 11/01/2046      529,607
  2,000,000 San Antonio Water System 1.00%, 05/01/2043(1)   1,950,346
  1,000,000 Texas Municipal Gas Acquisition & Supply Corp. III Rev 5.00%, 12/15/2032   1,249,521
200,000 Texas Transportation Commission 0.00%, 08/01/2038(3) 106,542
2,000,000 Texas Transportation Commission State Highway Fund 0.43%, 04/01/2025 1,923,919
  Uptown Dev Auth  
220,000 4.00%, 09/01/2032 251,000
250,000 4.00%, 09/01/2035 284,085
      15,751,131
  Utah - 2.1%
  Salt Lake City, UT, Corp. Airport Rev  
1,500,000 4.00%, 07/01/2038 1,689,582
1,000,000 5.00%, 07/01/2029 1,181,799
590,000 Salt Lake County, UT, Rev, (AMBAC Insured) 5.13%, 02/15/2033 651,569
1,250,000 Utah Transit Auth, (AGM Insured) 5.25%, 06/15/2029 1,541,122
      5,064,072
  Virginia - 0.9%
  Virginia Small Business Financing Auth.  
1,000,000 4.00%, 01/01/2033(5) 1,098,528
1,100,000 4.00%, 07/01/2034(5) 1,200,102
      2,298,630
  Washington - 1.4%
  Port of Seattle, WA, Rev  
1,500,000 4.00%, 08/01/2040 1,705,613
1,000,000 5.00%, 05/01/2033 1,152,589
500,000 Washington State Housing Finance Commission 5.00%, 01/01/2031(2) 532,362
      3,390,564
  West Virginia - 0.4%
500,000 West Virginia Parkways Auth 5.00%, 06/01/2030 628,157
390,000 West Virginia State Economic Dev Auth 2.55%, 03/01/2040(1) 401,388
      1,029,545
  Wisconsin - 3.3%
  Public Finance Auth, WI, (AGM Insured)  
170,000 4.00%, 07/01/2050 184,862
90,000 5.00%, 09/01/2025(2) 95,092
1,000,000 5.00%, 07/01/2036 1,173,116
225,000 5.00%, 07/01/2036 277,364
100,000 5.00%, 07/01/2037 123,187
485,000 5.00%, 07/01/2038 596,319
750,000 5.00%, 10/01/2043(2) 811,406
465,000 5.00%, 10/01/2044 549,158
505,000 Public Finance Auth. 4.00%, 10/01/2041 555,811
  Univ. of Wisconsin Hospitals & Clinics  
310,000 4.00%, 04/01/2035 363,543
220,000 4.00%, 04/01/2039 255,844
120,000 Wisconsin Center Dist, WI, (AGM Insured) 0.00%, 12/15/2029(3) 98,766
 
The accompanying notes are an integral part of these financial statements.
 33

Table of Contents
Hartford Municipal Opportunities ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
MUNICIPAL BONDS - 94.9% - (continued)
  Wisconsin - 3.3% - (continued)
            Wisconsin Health & Educational Facs Auth Rev  
$      845,000 0.24%, 08/15/2054(1) $     845,000
    595,000 4.00%, 08/15/2046      658,589
    500,000 4.00%, 01/01/2057      513,307
    840,000 5.00%, 11/01/2039      921,455
    200,000 Wisconsin Housing & Economic Dev Auth 0.50%, 11/01/2050(1)      195,777
      8,218,596
  Total Municipal Bonds
(cost $233,765,408) 		  $ 233,855,081
SHORT-TERM INVESTMENTS - 6.1%
  Repurchase Agreements - 6.1%
15,134,560 Fixed Income Clearing Corp. Repurchase Agreement dated 01/31/2022 at 0.020%, due on 02/01/2022 with a maturity value of $15,134,568; collateralized by U.S. Treasury Note at 1.000%, maturing 07/31/2028, with a market value of $15,437,252 $  15,134,560
  Total Short-Term Investments
(cost $15,134,560) 		$  15,134,560
  Total Investments
(cost $248,899,968) 		101.0% $ 248,989,641
  Other Assets and Liabilities (1.0)% (2,417,474)
  Total Net Assets 100.0% $ 246,572,167
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
(1) Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.
(2) Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2022, the aggregate value of these securities was $5,381,882, representing 2.2% of net assets.
(3) Security is a zero-coupon bond.
(4) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2022. Base lending rates may be subject to a floor or cap.
(5) This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $8,703,164 at January 31, 2022.
† See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
 
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of January 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Municipal Bonds    $ 233,855,081   $ —   $ 233,855,081   $ —
Short-Term Investments    15,134,560   —   15,134,560   —
Total   $ 248,989,641   $ —   $ 248,989,641   $ —
    
(1) For the six-month period ended January 31, 2022, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.
 34

Table of Contents
Hartford Schroders Commodity Strategy ETF (Consolidated)
Schedule of Investments
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
COMMON STOCKS - 0.5%
  Energy - 0.5%
    9,000 BP plc $     46,223
    1,800 Coterra Energy, Inc.      39,420
    1,200 Helmerich & Payne, Inc.      34,440
    3,300 Repsol S.A.      41,587
    2,104 Shell plc     53,256
      214,926
  Materials - 0.0%
878 Aclara Resources, Inc.* 863
  Total Common Stocks
(cost $207,278) 		  $  215,789
SHORT-TERM INVESTMENTS - 89.5%
  Other Investment Pools & Funds - 8.3%
6,936,615 Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.01%(1) $  3,842,948
  U.S. Treasury Securities - 81.2%
  U.S. Treasury Bills – 81.2%  
$   1,000,000 0.03%, 02/03/2022(2) 999,998
3,010,000 0.03%, 02/03/2022(2) 3,009,993
3,010,000 0.03%, 02/17/2022(2) 3,009,953
1,000,000 0.04%, 02/17/2022(2) 999,982
3,450,000 0.04%, 02/24/2022(2) 3,449,912
3,880,000 0.04%, 03/03/2022(2) 3,879,863
1,000,000 0.04%, 03/10/2022(2) 999,959
500,000 0.04%, 03/17/2022(2) 499,974
3,010,000 0.05%, 03/10/2022(2) 3,009,852
3,010,000 0.05%, 03/17/2022(2) 3,009,831
440,000 0.05%, 03/17/2022(2) 439,972
190,000 0.05%, 03/24/2022(2) 189,987
3,020,000 0.05%, 03/24/2022(2) 3,019,778
1,000,000 0.05%, 03/31/2022(2) 999,923
450,000 0.06%, 03/24/2022(2) 449,960
3,020,000 0.07%, 03/31/2022(2) 3,019,676
3,880,000 0.09%, 04/07/2022(2) 3,879,046
2,600,000 0.14%, 04/14/2022(2) 2,599,285
      37,466,944
  Total Short-Term Investments
(cost $41,310,201) 		$ 41,309,892
  Total Investments
(cost $41,517,479) 		90.0% $ 41,525,681
  Other Assets and Liabilities 10.0% 4,600,863
  Total Net Assets 100.0% $ 46,126,544
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
  The Consolidated Schedule of Investments includes investments held by Hartford Schroders Cayman Commodity Strategy Fund, Ltd. (the “Subsidiary”), a wholly owned subsidiary of the Fund, which primarily invests in commodity-related instruments. The Fund may invest up to 25% of its total assets in the Subsidiary. As of January 31, 2022, the Fund invested 16.7% of its total assets in the Subsidiary.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) Current yield as of period end.
(2) The rate shown represents current yield to maturity.
 
Futures Contracts Outstanding at January 31, 2022
Description   Number of
Contracts 		  Expiration
Date 		  Current
Notional
Amount 		  Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
Brent Crude Oil Future   46   03/31/2022   $ 4,041,100   $  203,714
Brent Crude Oil Future   5   10/31/2022   408,100   3,190
Coffee 'C' Future   13   03/21/2022   1,146,113   27,313
Copper Future   11   03/29/2022   1,189,237   (10,808)
Corn Future   76   03/14/2022   2,378,800   105,805
Cotton No. 2 Future   12   03/09/2022   765,420   85,085
Gasoline RBOB Future   12   02/28/2022   1,287,418   146,608
The accompanying notes are an integral part of these financial statements.
 35

Table of Contents
Hartford Schroders Commodity Strategy ETF (Consolidated)
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Futures Contracts Outstanding at January 31, 2022 – (continued)
Description   Number of
Contracts 		  Expiration
Date 		  Current
Notional
Amount 		  Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts – (continued):
Gold 100oz Future   19   04/27/2022   $ 3,413,160   $  (51,869)
KC Hard Red Winter Wheat Future   18   03/14/2022   703,125   814
Lean Hogs Future   6   04/14/2022   229,680   24,747
Live Cattle Future   3   04/29/2022   173,430   4,589
LME Copper Future   4   03/14/2022   953,400   (27,181)
LME Nickel Future   15   03/14/2022   2,032,920   58,702
LME Primary Aluminum Future   40   03/14/2022   3,029,000   148,919
LME Zinc Future   26   03/14/2022   2,344,225   59,375
Low Sulphur Gas Oil Future   18   03/10/2022   1,408,950   172,633
Natural Gas Future   94   02/24/2022   4,581,560   1,130,135
NY Harbor ULSD Future   11   02/28/2022   1,254,653   150,890
Silver Future   14   03/29/2022   1,567,510   (374)
Soybean Future   35   03/14/2022   2,608,375   213,163
Soybean Meal Future   12   03/14/2022   502,680   10,519
Soybean Oil Future   70   03/14/2022   2,722,440   243,166
Sugar No. 11 Future   102   02/28/2022   2,081,453   (42,149)
Wheat Future   44   03/14/2022   1,674,750   30,317
WTI Crude Future   40   02/22/2022   3,526,000   397,521
WTI Crude Future   6   11/21/2022   469,800   5,785
Total               $ 3,090,609
Short position contracts:
LME Copper Future   1   03/14/2022   $  238,350   $  (1,786)
LME Primary Aluminum Future   3   03/14/2022   227,175   (2,595)
LME Zinc Future   3   03/14/2022   270,488   (5,578)
Total               $  (9,959)
Total futures contracts   $ 3,080,650
† See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of January 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Energy    $  214,926   $  214,926   $  —   $ —
Materials    863   863   —   —
Short-Term Investments    41,309,892   3,842,948   37,466,944   —
Futures Contracts(2)    3,222,990   3,222,990   —   —
Total   $ 44,748,671   $ 7,281,727   $ 37,466,944   $ —
Liabilities                
Futures Contracts(2)    $  (142,340)   $  (142,340)   $  —   $ —
Total   $  (142,340)   $  (142,340)   $  —   $ —
    
(1) For the period ended January 31, 2022, there were no transfers in and out of Level 3.
(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.
The accompanying notes are an integral part of these financial statements.
 36

Table of Contents
Hartford Schroders ESG US Equity ETF
Schedule of Investments
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.7%
  Automobiles & Components - 0.7%
    76 Tesla, Inc.* $     71,191
  Banks - 0.1%
    34 JP Morgan Chase & Co.      5,052
  Capital Goods - 4.1%
   684 3M Co.     113,558
 1,078 Emerson Electric Co.      99,122
299 Lennox International, Inc. 84,802
1,216 Otis Worldwide Corp. 103,883
112 Toro Co. 10,817
      412,182
  Commercial & Professional Services - 1.0%
810 Republic Services, Inc. 103,405
  Consumer Services - 3.7%
178 Domino's Pizza, Inc. 80,928
316 McDonald's Corp. 81,986
1,075 Starbucks Corp. 105,694
826 Yum! Brands, Inc. 103,390
      371,998
  Diversified Financials - 5.7%
677 American Express Co. 121,738
123 Berkshire Hathaway, Inc. Class B* 38,501
885 Discover Financial Services 102,439
801 Evercore, Inc. Class A 99,981
268 Moody's Corp. 91,924
289 S&P Global, Inc. 119,999
      574,582
  Energy - 2.8%
2,271 Exxon Mobil Corp. 172,505
2,785 Schlumberger N.V. 108,810
      281,315
  Food & Staples Retailing - 4.0%
3,516 Albertsons Cos., Inc. Class A 98,975
303 Costco Wholesale Corp. 153,054
1,039 Walmart, Inc. 145,263
      397,292
  Food, Beverage & Tobacco - 4.8%
960 Archer-Daniels-Midland Co. 72,000
2,499 Coca-Cola Co. 152,464
524 Hershey Co. 103,265
878 PepsiCo., Inc. 152,350
      480,079
  Health Care Equipment & Services - 4.6%
1,079 Abbott Laboratories 137,530
168 Align Technology, Inc.* 83,153
49 Becton Dickinson and Co. 12,453
1,120 Cerner Corp. 102,144
304 CVS Health Corp. 32,379
161 IDEXX Laboratories, Inc.* 81,675
16 UnitedHealth Group, Inc. 7,561
      456,895
  Household & Personal Products - 0.2%
146 Clorox Co. 24,508
  Insurance - 3.6%
721 American Financial Group, Inc. 93,932
52 Aon plc Class A 14,375
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.7% - (continued)
  Insurance - 3.6% - (continued)
   687 Marsh & McLennan Cos., Inc. $    105,550
 1,030 Progressive Corp.     111,920
   313 Reinsurance Group of America, Inc.     35,942
      361,719
  Materials - 2.2%
    50 Avery Dennison Corp.      10,271
1,546 Louisiana-Pacific Corp. 102,716
387 Sherwin-Williams Co. 110,880
      223,867
  Media & Entertainment - 9.5%
160 Alphabet, Inc. Class A* 432,971
6,021 Altice USA, Inc. Class A* 86,823
201 Charter Communications, Inc. Class A* 119,261
2,515 Comcast Corp. Class A 125,725
2,775 Interpublic Group of Cos., Inc. 98,623
283 Meta Platforms, Inc. Class A* 88,653
      952,056
  Pharmaceuticals, Biotechnology & Life Sciences - 12.0%
883 AbbVie, Inc. 120,874
530 Amgen, Inc. 120,384
1,866 Bristol-Myers Squibb Co. 121,085
477 CureVac N.V.* 9,211
415 Eli Lilly & Co. 101,837
1,600 Gilead Sciences, Inc. 109,888
1,182 Johnson & Johnson 203,647
1,613 Merck & Co., Inc. 131,427
719 Moderna, Inc.* 121,748
2,971 Pfizer, Inc. 156,542
      1,196,643
  Real Estate - 1.3%
145 American Tower Corp. REIT 36,467
124 Brixmor Property Group, Inc. REIT 3,145
50 Crown Castle International Corp. REIT 9,125
9 Digital Realty Trust, Inc. REIT 1,343
7 Equinix, Inc. REIT 5,074
77 Jones Lang LaSalle, Inc.* 19,311
108 Prologis, Inc. REIT 16,936
7 Public Storage REIT 2,510
54 SBA Communications Corp. REIT 17,574
143 Simon Property Group, Inc. REIT 21,050
      132,535
  Retailing - 8.0%
69 Amazon.com, Inc.* 206,412
11 AutoZone, Inc.* 21,850
777 Bath & Body Works, Inc. 43,566
481 Home Depot, Inc. 176,517
1,371 Kohl's Corp. 81,862
96 O'Reilly Automotive, Inc.* 62,568
878 Ross Stores, Inc. 85,825
1,624 TJX Cos., Inc. 116,879
      795,479
  Semiconductors & Semiconductor Equipment - 5.3%
188 Advanced Micro Devices, Inc.* 21,479
260 Broadcom, Inc. 152,329
2,504 Intel Corp. 122,245
131 NVIDIA Corp. 32,076
 
The accompanying notes are an integral part of these financial statements.
 37

Table of Contents
Hartford Schroders ESG US Equity ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.7% - (continued)
  Semiconductors & Semiconductor Equipment - 5.3% - (continued)
   780 QUALCOMM, Inc. $    137,093
   357 Texas Instruments, Inc.     64,078
      529,300
  Software & Services - 13.0%
   439 Accenture plc Class A     155,222
   333 Atlassian Corp. plc Class A*     108,005
1,287 Cognizant Technology Solutions Corp. Class A 109,935
544 Concentrix Corp. 109,339
155 EPAM Systems, Inc.* 73,802
933 International Business Machines Corp. 124,621
1,994 Microsoft Corp. 620,094
      1,301,018
  Technology Hardware & Equipment - 9.9%
4,238 Apple, Inc. 740,718
2,743 Cisco Systems, Inc. 152,703
413 Motorola Solutions, Inc. 95,791
      989,212
  Transportation - 2.1%
1,121 Ryder System, Inc. 82,046
649 United Parcel Service, Inc. Class B 131,234
      213,280
  Utilities - 1.1%
651 American Water Works Co., Inc. 104,681
  Total Common Stocks
(cost $9,993,313) 		  $  9,978,289
Shares or Principal Amount   Market Value†
SHORT-TERM INVESTMENTS - 0.3%
  Other Investment Pools & Funds - 0.3%
31,927 Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.01%(1) $     31,927
  Total Short-Term Investments
(cost $31,927) 		$  31,927
  Total Investments
(cost $10,025,240) 		100.0% $ 10,010,216
  Other Assets and Liabilities 0.0% 639
  Total Net Assets 100.0% $ 10,010,855
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) Current yield as of period end.
 
Futures Contracts Outstanding at January 31, 2022
Description   Number of
Contracts 		  Expiration
Date 		  Current
Notional
Amount 		  Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
S&P 500 (E-Mini) Future   1   03/18/2022   $ 22,521   $ (938)
Total futures contracts   $ (938)
† See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
The accompanying notes are an integral part of these financial statements.
 38

Table of Contents
Hartford Schroders ESG US Equity ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of January 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components    $  71,191   $  71,191   $ —   $ —
Banks    5,052   5,052   —   —
Capital Goods    412,182   412,182   —   —
Commercial & Professional Services    103,405   103,405   —   —
Consumer Services    371,998   371,998   —   —
Diversified Financials    574,582   574,582   —   —
Energy    281,315   281,315   —   —
Food & Staples Retailing    397,292   397,292   —   —
Food, Beverage & Tobacco    480,079   480,079   —   —
Health Care Equipment & Services    456,895   456,895   —   —
Household & Personal Products    24,508   24,508   —   —
Insurance    361,719   361,719   —   —
Materials    223,867   223,867   —   —
Media & Entertainment    952,056   952,056   —   —
Pharmaceuticals, Biotechnology & Life Sciences    1,196,643   1,196,643   —   —
Real Estate    132,535   132,535   —   —
Retailing    795,479   795,479   —   —
Semiconductors & Semiconductor Equipment    529,300   529,300   —   —
Software & Services    1,301,018   1,301,018   —   —
Technology Hardware & Equipment    989,212   989,212   —   —
Transportation    213,280   213,280   —   —
Utilities    104,681   104,681   —   —
Short-Term Investments    31,927   31,927   —   —
Total   $ 10,010,216   $ 10,010,216   $ —   $ —
Liabilities                
Futures Contracts(2)    $  (938)   $  (938)   $ —   $ —
Total   $  (938)   $  (938)   $ —   $ —
    
(1) For the period ended January 31, 2022, there were no transfers in and out of Level 3.
(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.
The accompanying notes are an integral part of these financial statements.
 39

Table of Contents
Hartford Schroders Tax-Aware Bond ETF
Schedule of Investments
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 35.9%
  Aerospace/Defense - 0.5%
$     460,000 Boeing Co. 1.43%, 02/04/2024 $    455,374
  Agriculture - 1.6%
1,478,000 BAT Capital Corp. 3.56%, 08/15/2027  1,511,291
  Auto Manufacturers - 4.1%
   745,000 BMW U.S. Capital LLC 0.58%, 04/01/2024, 3 mo. USD SOFR + 0.530%(1)(2)     748,250
           General Motors Financial Co., Inc.  
   377,000 1.20%, 10/15/2024     368,665
1,188,000 2.35%, 02/26/2027  1,166,341
418,000 Genuine Parts Co. 1.75%, 02/01/2025 415,522
  Hyundai Capital America  
1,021,000 0.88%, 06/14/2024(1) 994,895
119,000 1.80%, 10/15/2025(1) 116,377
      3,810,050
  Chemicals - 0.2%
158,000 Westlake Chemical Corp. 0.88%, 08/15/2024(3) 153,875
  Commercial Banks - 14.7%
  Banco Santander S.A.  
1,200,000 0.70%, 06/30/2024, 12 mo. USD CMT + 0.450%(4) 1,186,536
600,000 1.72%, 09/14/2027, 12 mo. USD CMT + 0.900%(4) 575,065
  Barclays plc  
1,145,000 1.01%, 12/10/2024, 12 mo. USD CMT + 0.800%(4) 1,125,535
598,000 2.28%, 11/24/2027, 12 mo. USD CMT + 1.050%(4) 585,134
519,000 Deutsche Bank AG 0.96%, 11/08/2023 513,429
  Goldman Sachs Group, Inc.  
571,000 0.55%, 09/10/2024, 3 mo. USD SOFR + 0.500%(2) 569,755
1,786,000 0.63%, 03/08/2024, 3 mo. USD SOFR + 0.580%(2) 1,785,244
  HSBC Holdings plc  
609,000 3.97%, 05/22/2030, 3 mo. USD LIBOR + 1.610%(4) 641,509
200,000 4.38%, 11/23/2026 213,384
  JP Morgan Chase & Co.  
1,153,000 0.63%, 03/16/2024, 3 mo. USD SOFR + 0.580%(2) 1,155,291
1,055,000 0.93%, 04/22/2027, 3 mo. USD SOFR + 0.885%(2) 1,064,505
1,502,000 Macquarie Group Ltd. 0.96%, 09/23/2027, 3 mo. USD SOFR + 0.920%(1)(2) 1,499,329
422,000 NatWest Markets plc 0.80%, 08/12/2024(1) 409,928
931,000 Standard Chartered plc 1.82%, 11/23/2025, 12 mo. USD CMT + 0.950%(1)(4) 913,740
640,000 Truist Financial Corp. 2.20%, 03/16/2023 646,284
957,000 UniCredit S.p.A. 1.98%, 06/03/2027, 12 mo. USD CMT + 1.200%(1)(4) 909,540
      13,794,208
  Diversified Financial Services - 2.2%
1,649,000 AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45%, 10/29/2026 1,618,072
495,000 Ally Financial, Inc. 2.20%, 11/02/2028 471,844
      2,089,916
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 35.9% - (continued)
  Gas - 0.4%
$     407,000 CenterPoint Energy Resources Corp. 0.70%, 03/02/2023 $    404,141
  Healthcare - Services - 1.6%
   670,000 CommonSpirit Health 3.35%, 10/01/2029     691,362
   774,000 Humana, Inc. 0.65%, 08/03/2023    764,164
      1,455,526
  IT Services - 1.0%
1,002,000 Kyndryl Holdings, Inc. 2.05%, 10/15/2026(1) 957,755
  Oil & Gas Services - 0.2%
225,000 Baker Hughes Holdings LLC / Baker Hughes Co-Obligor, Inc. 1.23%, 12/15/2023 224,040
  Packaging & Containers - 0.8%
773,000 Sealed Air Corp. 1.57%, 10/15/2026(1) 737,442
  Pharmaceuticals - 0.3%
249,000 CVS Health Corp. 3.75%, 04/01/2030 264,790
  Pipelines - 0.4%
328,000 Enbridge, Inc. 0.45%, 02/17/2023, 3 mo. USD SOFR + 0.400%(2) 327,819
  Real Estate Investment Trusts - 2.3%
536,000 Boston Properties L.P. 3.40%, 06/21/2029 554,379
  Crown Castle International Corp.  
715,000 1.05%, 07/15/2026 674,436
687,000 1.35%, 07/15/2025 666,480
275,000 Ventas Realty L.P. 2.65%, 01/15/2025 279,862
      2,175,157
  Semiconductors - 1.7%
615,000 Broadcom, Inc. 1.95%, 02/15/2028(1) 586,107
  Qorvo, Inc.  
315,000 1.75%, 12/15/2024(1) 309,081
687,000 4.38%, 10/15/2029 709,880
      1,605,068
  Software - 0.9%
887,000 VMware, Inc. 1.00%, 08/15/2024 865,865
  Telecommunications - 3.0%
1,231,000 AT&T, Inc. 0.69%, 03/25/2024, 3 mo. USD SOFR + 0.640%(2) 1,231,346
  T-Mobile USA, Inc.  
213,000 2.40%, 03/15/2029(1) 206,103
119,000 3.75%, 04/15/2027 125,041
1,227,000 Verizon Communications, Inc. 0.55%, 03/22/2024, 3 mo. USD SOFR + 0.500%(2) 1,230,435
      2,792,925
  Total Corporate Bonds
(cost $34,148,466) 		$ 33,625,242
MUNICIPAL BONDS - 58.9%
  Alabama - 2.6%
  Black Belt Energy Gas Dist, AL  
920,000 4.00%, 10/01/2049(5) $  1,012,464
1,205,000 4.00%, 06/01/2051(5) 1,386,209
      2,398,673
  California - 2.7%
20,000 California County, CA, Tobacco Securitization Agency 4.00%, 06/01/2022 20,215
 
The accompanying notes are an integral part of these financial statements.
 40

Table of Contents
Hartford Schroders Tax-Aware Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
MUNICIPAL BONDS - 58.9% - (continued)
  California - 2.7% - (continued)
$     695,000 California State Health Facs Finance Auth Rev 5.00%, 04/01/2033 $    862,388
           City of El Cajon, CA  
    50,000 0.93%, 04/01/2024      49,142
    70,000 1.18%, 04/01/2025      68,310
           City of Los Angeles, CA, Department of Airports  
   110,000 0.85%, 05/15/2026     104,672
   130,000 1.25%, 05/15/2028     122,067
  City of Pomona, CA  
35,000 4.00%, 08/01/2023 36,368
55,000 4.00%, 08/01/2024 58,103
  City of Riverside, CA  
35,000 1.90%, 06/01/2023 35,252
65,000 2.11%, 06/01/2024 65,559
  County of Sacramento, CA, Airport System Rev  
195,000 5.00%, 12/01/2022 202,205
95,000 5.00%, 07/01/2032 117,985
170,000 5.00%, 07/01/2033 210,737
105,000 5.00%, 07/01/2034 129,396
190,000 Golden State, CA, Tobacco Securitization Corp. 3.00%, 06/01/2046 193,106
50,000 MSR Public Power Agency, CA, (NATL Insured) 6.00%, 07/01/2022 51,143
  San Francisco, CA, Community College Dist, GO  
80,000 1.33%, 06/15/2026 78,056
105,000 2.02%, 06/15/2029 103,446
      2,508,150
  Colorado - 1.8%
690,000 Adams County, CO, School Dist, GO, (State Aid Withholding Insured) 5.00%, 12/01/2029 862,737
225,000 City & County of Denver, CO, Airport System Rev 5.00%, 11/15/2032 281,807
500,000 Colorado Housing and Finance Auth, (GNMA/FNMA/FHLMC Insured) 3.50%, 05/01/2050 531,351
      1,675,895
  Connecticut - 0.2%
205,000 Connecticut Housing Finance Auth Rev, (GNMA/FNMA/FHLMC Insured) 4.25%, 05/15/2042 219,652
  Delaware - 0.4%
  Delaware Transportation Auth  
150,000 5.00%, 09/01/2029 185,304
50,000 5.00%, 07/01/2032 63,163
135,000 5.00%, 09/01/2033 168,898
      417,365
  District of Columbia - 2.2%
895,000 Dist of Columbia Water & Sewer Auth Rev 5.00%, 10/01/2052 1,032,747
505,000 Dist of Columbia, GO 5.00%, 06/01/2036 593,630
340,000 Metropolitan Washington, DC, Airports Auth Dulles Toll Road Rev 5.00%, 10/01/2034 409,903
      2,036,280
  Florida - 0.7%
  County of Miami-Dade FL  
120,000 1.00%, 10/01/2024 117,546
Shares or Principal Amount   Market Value†
MUNICIPAL BONDS - 58.9% - (continued)
  Florida - 0.7% - (continued)
$     115,000 1.15%, 10/01/2025 $    111,679
   140,000 County of Miami-Dade FL Aviation Rev 1.23%, 10/01/2025     137,105
           Florida Housing Finance Corp. Rev, (GNMA/FNMA/FHLMC Insured)  
    80,000 3.00%, 07/01/2051      83,759
   125,000 3.50%, 07/01/2051     132,892
    70,000 4.00%, 07/01/2049     74,138
      657,119
  Georgia - 3.2%
220,000 Georgia Municipal Association, Inc. 5.00%, 12/01/2029 262,325
  Main Street, GA, Natural Gas, Inc.  
435,000 4.00%, 08/01/2048(5) 456,212
1,565,000 4.00%, 03/01/2050(5) 1,709,507
485,000 4.00%, 05/01/2052(5) 541,016
      2,969,060
  Hawaii - 0.2%
170,000 State of Hawaii Airports System Rev 5.00%, 01/01/2030 208,398
  Illinois - 6.6%
  Chicago Transit Auth Capital Grant Receipts Rev  
120,000 5.00%, 06/01/2022 121,739
75,000 5.00%, 06/01/2023 78,971
65,000 Chicago, IL, Metropolitan Water Reclamation Dist, GO 5.25%, 12/01/2032 85,995
1,870,000 Chicago, IL, O'Hare International Airport, 5.00%, 01/01/2033 2,292,354
  Illinois Housing Dev Auth, (GNMA/FNMA/FHLMC Insured)  
2,665,000 3.75%, 04/01/2050 2,850,729
100,000 4.50%, 10/01/2048 108,152
175,000 Railsplitter, IL, Tobacco Settlement Auth 5.00%, 06/01/2027 199,119
  Rock Island County, IL, School Dist No. 41, GO, (BAM Insured)  
25,000 4.00%, 12/01/2023 26,187
25,000 5.00%, 12/01/2024 27,493
55,000 Southwestern Illinois Dev Auth 6.38%, 11/01/2023 58,628
  State of Illinois, GO  
155,000 4.00%, 03/01/2024 163,635
130,000 5.00%, 03/01/2024 139,933
      6,152,935
  Indiana - 1.5%
  Indiana Housing & Community Dev Auth Rev, (GNMA/FNMA/FHLMC Insured)  
1,230,000 3.25%, 07/01/2049 1,289,689
110,000 4.00%, 07/01/2048 116,948
      1,406,637
  Iowa - 3.2%
  Iowa Finance Auth, (GNMA/FNMA/FHLMC Insured)  
1,245,000 3.00%, 01/01/2047 1,303,284
1,495,000 3.00%, 07/01/2051 1,572,075
 
The accompanying notes are an integral part of these financial statements.
 41

Table of Contents
Hartford Schroders Tax-Aware Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
MUNICIPAL BONDS - 58.9% - (continued)
  Iowa - 3.2% - (continued)
$     105,000 3.25%, 07/01/2050 $    110,895
    55,000 4.00%, 07/01/2048     58,443
      3,044,697
  Kentucky - 2.5%
           Kentucky Public Energy Auth  
   600,000 4.00%, 12/01/2049(5)     645,176
1,555,000 4.00%, 02/01/2050(5)  1,732,680
      2,377,856
  Louisiana - 2.9%
25,000 Louisiana Housing Corp. Rev 4.50%, 12/01/2047 26,965
2,735,000 Louisiana State Local Gov't Environmental Facs & Community Dev Auth Rev 2.50%, 04/01/2036 2,736,401
      2,763,366
  Maine - 0.6%
  Maine Municipal Bond Bank  
80,000 5.00%, 09/01/2029 98,893
135,000 5.00%, 09/01/2031 168,843
105,000 5.00%, 09/01/2032 131,141
130,000 Maine State Housing Auth 4.00%, 11/15/2048 137,753
      536,630
  Massachusetts - 0.2%
  Massachusetts Educational Financing Auth  
60,000 3.17%, 07/01/2025 62,464
45,000 3.27%, 07/01/2026 47,083
50,000 3.38%, 07/01/2027 52,600
      162,147
  Michigan - 0.1%
80,000 Michigan State Housing Dev Auth 3.75%, 06/01/2050 85,279
  Mississippi - 2.0%
  Mississippi Home Corp., (GNMA/FNMA/FHLMC Insured)  
1,280,000 3.00%, 12/01/2050 1,338,683
260,000 3.25%, 12/01/2050 274,238
180,000 State of Mississippi, GO 5.00%, 06/01/2031 225,789
      1,838,710
  Missouri - 1.4%
  Missouri Housing Dev Commission Rev, (GNMA/FNMA/FHLMC Insured)  
455,000 3.25%, 05/01/2051 480,173
190,000 3.50%, 11/01/2050 202,533
320,000 3.88%, 05/01/2050 343,074
130,000 4.25%, 05/01/2049 139,754
115,000 4.75%, 05/01/2049 125,273
      1,290,807
  Nebraska - 0.9%
  Nebraska Investment Finance Auth Rev, (GNMA/FNMA/FHLMC Insured)  
670,000 3.00%, 09/01/2050 701,299
100,000 4.00%, 09/01/2048 106,300
      807,599
  Nevada - 0.1%
135,000 Nevada Housing Division, (GNMA/FNMA/FHLMC/COLL Insured) 4.00%, 10/01/2049 144,462
Shares or Principal Amount   Market Value†
MUNICIPAL BONDS - 58.9% - (continued)
  New Jersey - 0.9%
$      20,000 Garden State, NJ, Preservation Trust, (AGM Insured) 5.75%, 11/01/2028 $     23,696
           New Jersey Economic Dev Auth  
    40,000 5.00%, 06/15/2024      43,461
   160,000 5.00%, 03/01/2026     166,583
    90,000 5.00%, 11/01/2026     103,881
           New Jersey Transportation Trust Fund Auth  
    25,000 4.00%, 06/15/2035      28,002
   410,000 5.00%, 12/15/2028    491,507
      857,130
  New Mexico - 2.7%
  New Mexico Mortgage Finance Auth, (GNMA/FNMA/FHLMC Insured)  
1,000,000 3.00%, 01/01/2051 1,045,846
1,310,000 3.00%, 07/01/2052 1,376,865
65,000 4.00%, 01/01/2049 69,367
      2,492,078
  New York - 3.7%
1,010,000 City of New York, NY, GO 5.00%, 08/01/2033 1,258,689
580,000 New York City Transitional Finance Auth, Future Tax Secured Rev 5.00%, 05/01/2033 729,413
  New York Transportation Dev Corp.  
120,000 1.61%, 12/01/2022 120,224
125,000 5.00%, 12/01/2028 146,777
  Port Auth of New York & New Jersey Rev  
185,000 5.00%, 07/15/2031 224,111
805,000 5.00%, 07/15/2033 1,002,266
      3,481,480
  North Carolina - 1.0%
900,000 North Carolina Housing Finance Agency, (GNMA/FNMA/FHLMC Insured) 4.00%, 07/01/2050 968,812
  Ohio - 2.1%
  Ohio Housing Finance Agency  
145,000 3.00%, 03/01/2052 151,865
1,305,000 3.25%, 03/01/2050 1,376,540
125,000 4.50%, 09/01/2048 134,696
295,000 Ohio Turnpike & Infrastructure Commission Rev 0.00%, 02/15/2041(6) 168,667
95,000 State of Ohio, GO 5.00%, 05/01/2032 119,472
      1,951,240
  Oklahoma - 0.2%
165,000 Oklahoma Housing Finance Agency, (GNMA/FNMA/FHLMC Insured) 4.00%, 03/01/2050 178,133
  Pennsylvania - 1.0%
110,000 Geisinger, PA, Health System Auth Rev 5.00%, 02/15/2032 127,980
  Pennsylvania Turnpike Commission Rev  
75,000 5.00%, 12/01/2032 94,719
75,000 5.00%, 12/01/2033 94,676
  Philadelphia, PA, Gas Works Co., (AGM Insured)  
105,000 5.00%, 08/01/2029 128,348
220,000 5.00%, 08/01/2030 273,704
195,000 5.00%, 08/01/2033 242,494
      961,921
 
The accompanying notes are an integral part of these financial statements.
 42

Table of Contents
Hartford Schroders Tax-Aware Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
MUNICIPAL BONDS - 58.9% - (continued)
  South Carolina - 1.0%
$     605,000 Patriots Energy Group Financing Agency, SC 4.00%, 10/01/2048(5) $    636,829
   190,000 South Carolina Jobs-Economic Dev Auth 3.75%, 01/01/2050     203,969
    45,000 Tobacco Settlement Rev Mgmt Auth, SC 6.38%, 05/15/2030     59,478
      900,276
  South Dakota - 0.1%
           South Dakota Conservancy Dist  
    45,000 5.00%, 08/01/2029      55,969
    45,000 5.00%, 08/01/2030     56,994
      112,963
  Tennessee - 0.1%
15,000 Metropolitan Gov't Nashville & Davidson County, TN, Health & Educational Facs Bd, (NATL Insured) 4.88%, 11/01/2028 16,935
110,000 Tennessee Housing Dev Agency 4.50%, 07/01/2049 119,165
      136,100
  Texas - 7.5%
680,000 Arlington, TX, Higher Education Finance Corp., (PSF-GTD Insured) 5.00%, 08/15/2033 835,660
70,000 Bexar County, TX, Hospital Dist, GO 5.00%, 02/15/2030 83,993
  City of Houston, TX, Airport System Rev  
585,000 5.00%, 07/01/2029 718,536
325,000 5.00%, 07/01/2030 406,624
305,000 Cypress-Fairbanks, TX, Independent School Dist, GO, (PSF-GTD Insured) 4.00%, 02/15/2033 356,688
110,000 Dallas-Fort Worth, TX, International Airport Rev 2.04%, 11/01/2024 111,002
505,000 Harris County, TX, GO 5.00%, 10/01/2038 596,461
  Lower Colorado River, TX, Auth Rev  
440,000 5.00%, 05/15/2029 536,069
940,000 5.00%, 05/15/2030 1,165,994
55,000 Northside, TX, Independent School Dist, GO, (PSF-GTD Insured) 5.00%, 02/15/2030 68,666
  Texas Department of Housing & Community Affairs Rev, (GNMA Insured)  
575,000 3.00%, 01/01/2052 604,205
340,000 3.50%, 03/01/2051 364,026
115,000 4.00%, 03/01/2050 124,777
75,000 4.75%, 03/01/2049 80,931
330,000 Texas Municipal Gas Acquisition & Supply Corp. 5.00%, 12/15/2028 387,713
495,000 University of Texas, Permanent University Fund Rev 5.00%, 07/01/2027 572,884
      7,014,229
  Utah - 0.7%
520,000 University of Utah Rev 5.00%, 08/01/2030 644,508
  Virginia - 0.6%
490,000 Fairfax County, VA, Water Auth Rev 5.00%, 04/01/2029 579,455
Shares or Principal Amount   Market Value†
MUNICIPAL BONDS - 58.9% - (continued)
  Washington - 1.2%
$     730,000 State of Washington, GO 5.00%, 08/01/2030 $    905,955
   215,000 Washington State Housing Finance Commission Rev, (GNMA/FNMA/FHLMC Insured) 4.00%, 12/01/2048    228,971
      1,134,926
  Wyoming - 0.1%
   100,000 Wyoming Community Dev Auth 4.00%, 06/01/2043    106,288
  Total Municipal Bonds
(cost $55,681,050) 		  $ 55,221,256
U.S. GOVERNMENT SECURITIES - 4.5%
  U.S. Treasury Securities - 4.5%
  U.S. Treasury Notes - 4.5%
4,211,000 1.13%, 01/15/2025 $ 4,181,392
47,000 1.50%, 01/31/2027 46,739
  Total U.S. Government Securities
(cost $4,226,745) 		  $  4,228,131
  Total Long-Term Investments
(Cost $94,056,261) 		  $ 93,074,629
SHORT-TERM INVESTMENTS - 0.2%
  Other Investment Pools & Funds - 0.1%
97,603 Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.01%(7) $  97,603
  Securities Lending Collateral - 0.1%
3,128 Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class 0.01%(7) 3,128
84,249 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class 0.03%(7) 84,249
4,773 Invesco Government & Agency Portfolio, Institutional Class 0.03%(7) 4,773
      92,150
  Total Short-Term Investments
(cost $189,753) 		$  189,753
  Total Investments
(cost $94,246,014) 		99.5% $ 93,264,382
  Other Assets and Liabilities 0.5% 444,746
  Total Net Assets 100.0% $ 93,709,128
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
 
The accompanying notes are an integral part of these financial statements.
 43

Table of Contents
Hartford Schroders Tax-Aware Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
(1) Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2022, the aggregate value of these securities was $8,388,547, representing 9.0% of net assets.
(2) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2022. Base lending rates may be subject to a floor or cap.
(3) Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.
(4) Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at January 31, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.
(5) Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.
(6) Security is a zero-coupon bond.
(7) Current yield as of period end.
 
Futures Contracts Outstanding at January 31, 2022
Description   Number of
Contracts 		  Expiration
Date 		  Current
Notional
Amount 		  Value and
Unrealized
Appreciation/
(Depreciation)
Short position contracts:
U.S. Treasury 5-Year Note Future   35   03/31/2022   $ (4,172,109)   $ 44,502
Total futures contracts   $ 44,502
† See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of January 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Corporate Bonds    $ 33,625,242   $  —   $ 33,625,242   $ —
Municipal Bonds    55,221,256   —   55,221,256   —
U.S. Government Securities    4,228,131   —   4,228,131   —
Short-Term Investments    189,753   189,753   —   —
Futures Contracts(2)    44,502   44,502   —   —
Total   $ 93,308,884   $ 234,255   $ 93,074,629   $ —
    
(1) For the six-month period ended January 31, 2022, there were no transfers in and out of Level 3.
(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.
The accompanying notes are an integral part of these financial statements.
 44

Table of Contents
Hartford Short Duration ETF
Schedule of Investments
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 25.5%
  Asset-Backed - Automobile - 0.8%
$     105,000 Avid Automobile Receivables Trust 1.18%, 08/15/2025(1) $    103,691
   175,000 Hertz Vehicle Financing LLC 1.21%, 12/26/2025(1)     171,415
   422,414 Lendbuzz Securitization Trust 1.46%, 06/15/2026(1)    419,700
      694,806
  Asset-Backed - Credit Card - 0.3%
   240,000 Mercury Financial Credit Card Master Trust 1.54%, 03/20/2026(1)    239,167
  Asset-Backed - Finance & Insurance - 3.9%
285,000 Apidos CLO 1.26%, 04/20/2031, 3 mo. USD LIBOR + 1.010%(1)(2) 285,150
267,029 Aqua Finance Trust 1.54%, 07/17/2046(1) 262,340
250,000 Carbone CLO Ltd. 1.39%, 01/20/2031, 3 mo. USD LIBOR + 1.140%(1)(2) 250,063
  CIFC Funding Ltd.  
250,000 1.29%, 04/20/2031, 3 mo. USD LIBOR + 1.040%(1)(2) 250,005
250,000 1.37%, 01/22/2031, 3 mo. USD LIBOR + 1.110%(1)(2) 250,190
375,000 Cologix Data Centers US Issuer LLC 3.30%, 12/26/2051(1) 373,681
22,578 Conn's Receivables Funding LLC 1.71%, 06/16/2025(1) 22,594
460,000 DB Master Finance LLC 2.05%, 11/20/2051(1) 449,580
106,269 FCI Funding LLC 1.13%, 04/15/2033(1) 105,366
500,000 KKR Financial Ltd. 1.38%, 10/15/2030(1)(2) 500,158
250,000 Octagon Investment Partners Ltd. 1.25%, 03/17/2030, 3 mo. USD LIBOR + 1.000%(1)(2) 250,164
290,250 Planet Fitness Master Issuer LLC 4.26%, 09/05/2048(1) 290,244
      3,289,535
  Commercial Mortgage-Backed Securities - 2.5%
395,000 CityLine Commercial Mortgage Trust 2.78%, 11/10/2031(1)(3) 399,331
225,000 FREMF Mortgage Trust 3.85%, 01/25/2048(1)(3) 235,110
  GS Mortgage Securities Trust  
240,000 2.75%, 02/10/2037(1) 242,525
312,329 2.78%, 10/10/2049 318,978
380,000 3.12%, 11/10/2045 383,834
575,000 SG Commercial Mortgage Securities Trust 2.63%, 03/15/2037(1) 580,378
      2,160,156
  Other Asset-Backed Securities - 7.7%
143,705 Affirm Asset Securitization Trust 1.07%, 08/15/2025(1) 142,782
150,000 Avant Loans Funding Trust 1.21%, 07/15/2030(1) 147,978
325,000 Benefit Street Partners CLO Ltd. 1.19%, 10/15/2030, 3 mo. USD LIBOR + 0.950%(1)(2) 325,069
175,000 BSPRT Issuer Ltd. 1.55%, 02/15/2037 175,000
360,000 Carlyle Global Market Strategies CLO Ltd. 1.23%, 07/20/2031, 3 mo. USD LIBOR + 0.980%(1)(2) 360,000
300,000 CIFC Funding Ltd. 1.39%, 07/15/2036, 3 mo. USD LIBOR + 1.150%(1)(2) 300,305
400,000 KKR CLO Ltd. 1.42%, 01/15/2031, 3 mo. USD LIBOR + 1.180%(1)(2) 400,139
390,000 LCM XXIV Ltd. 1.23%, 03/20/2030, 3 mo. USD LIBOR + 0.980%(1)(2) 389,999
Shares or Principal Amount   Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 25.5% - (continued)
  Other Asset-Backed Securities - 7.7% - (continued)
$     450,000 Madison Park Funding Ltd. 1.26%, 07/21/2030, 3 mo. USD LIBOR + 1.000%(1)(2) $    450,079
           Mill City Mortgage Loan Trust  
    32,801 3.25%, 05/25/2062(1)(3)      33,196
   221,262 3.50%, 08/25/2058(1)(3)     225,177
   305,000 Neuberger Berman Loan Advisers CLO Ltd. 1.27%, 04/19/2030, 3 mo. USD LIBOR + 1.020%(1)(2)     305,066
   134,880 Progress Residential Trust 1.05%, 04/17/2038(1)     128,477
203,894 Sapphire Aviation Finance Ltd. 3.23%, 03/15/2040(1) 196,989
  SoFi Consumer Loan Program Trust  
100,000 1.30%, 09/25/2030(1) 98,105
23,937 2.02%, 01/25/2029(1) 24,009
95,000 Stack Infrastructure Issuer LLC 1.88%, 03/26/2046(1) 93,064
  Towd Point Mortgage Trust  
163,540 1.75%, 10/25/2060(1) 161,997
137,672 3.25%, 07/25/2058(1)(3) 139,348
45,835 3.75%, 05/25/2058(1)(3) 47,110
  Vantage Data Centers Issuer LLC  
300,000 1.65%, 09/15/2045(1) 289,648
295,000 2.17%, 10/15/2046(1) 293,131
329,233 4.20%, 11/16/2043(1) 335,438
325,000 Venture CLO Ltd. 1.42%, 07/15/2032, 3 mo. USD LIBOR + 1.180%(1)(2) 324,554
  Voya CLO Ltd.  
375,000 1.23%, 04/25/2031, 3 mo. USD LIBOR + 0.970%(1)(2) 374,906
397,495 1.26%, 04/17/2030, 3 mo. USD LIBOR + 1.020%(1)(2) 397,681
325,000 1.30%, 04/15/2031, 3 mo. USD LIBOR + 1.060%(1)(2) 325,000
      6,484,247
  Whole Loan Collateral CMO - 10.3%
  Angel Oak Mortgage Trust  
148,699 1.04%, 01/20/2065(1)(3) 146,348
272,717 1.46%, 09/25/2066(1)(3) 268,240
35,131 2.47%, 12/25/2059(1)(3) 35,070
137,166 2.53%, 01/26/2065(1)(3) 137,787
55,259 2.59%, 10/25/2049(1)(3) 55,175
56,687 Angel Oak Mortgage Trust LLC 2.99%, 07/26/2049(1)(3) 56,836
226,119 Arroyo Mortgage Trust 2.96%, 10/25/2048(1)(3) 226,049
  Bravo Residential Funding Trust  
97,087 2.75%, 11/25/2059(1)(3) 96,663
80,213 3.50%, 03/25/2058(1) 81,047
  COLT Mortgage Loan Trust  
66,788 0.91%, 06/25/2066(1)(3) 65,197
323,758 0.96%, 09/27/2066(1)(3) 316,046
425,792 1.11%, 10/25/2066(1)(3) 410,902
67,801 1.26%, 09/25/2065(1)(3) 67,262
350,484 1.39%, 01/25/2065(1)(3) 341,579
290,656 1.40%, 10/25/2066(1)(3) 287,793
69,705 2.49%, 02/25/2050(1)(3) 69,629
  CSMC Trust  
347,821 1.02%, 04/25/2066(1)(3) 342,141
251,124 1.17%, 07/25/2066(1)(3) 246,144
96,059 2.24%, 02/25/2050(1)(3) 95,776
  Deephaven Residential Mortgage Trust  
80,077 0.72%, 05/25/2065(1)(3) 79,073
86,844 2.34%, 01/25/2060(1)(3) 86,710
 
The accompanying notes are an integral part of these financial statements.
 45

Table of Contents
Hartford Short Duration ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 25.5% - (continued)
  Whole Loan Collateral CMO - 10.3% - (continued)
           Ellington Financial Mortgage Trust  
$      54,440 0.80%, 02/25/2066(1)(3) $     53,449
    42,302 1.18%, 10/25/2065(1)(3)      42,157
   232,521 Fannie Mae Connecticut Avenue Securities 6.01%, 10/25/2028, 1 mo. USD LIBOR + 5.900%(2)     242,372
   249,289 FirstKey Homes Trust 1.27%, 10/19/2037(1)     240,620
           GCAT Trust  
   301,917 1.09%, 08/25/2066(1)(3)     295,299
   418,931 1.26%, 07/25/2066(1)(3)     414,160
203,524 1.47%, 04/25/2065(1)(3) 201,555
76,482 2.25%, 01/25/2060(1)(4) 76,565
59,187 Home Re Ltd. 1.71%, 10/25/2028, 1 mo. USD LIBOR + 1.600%(1)(2) 59,187
  Imperial Fund Mortgage Trust  
182,871 1.07%, 06/25/2056(1)(3) 179,030
196,196 1.07%, 09/25/2056(1)(3) 191,950
196,467 1.60%, 11/25/2056(1)(3) 194,704
200,000 IMS Ecuadorian Mortgage Trust 3.40%, 08/18/2043(1) 210,325
  MFA Trust  
77,986 1.01%, 01/26/2065(1)(3) 77,353
147,822 1.91%, 11/25/2056(1)(3) 144,942
160,675 MFRA Trust 0.85%, 01/25/2056(1)(3) 158,870
27,202 Mill City Mortgage Loan Trust 3.50%, 05/25/2058(1)(3) 27,529
  New Residential Mortgage Loan Trust  
169,091 0.86%, 01/25/2048, 1 mo. USD LIBOR + 0.750%(1)(2) 168,673
73,485 0.94%, 10/25/2058(1)(3) 72,129
79,359 3.98%, 09/25/2057(1)(3) 81,281
216,929 4.00%, 02/25/2057(1)(3) 226,209
147,272 OBX Trust 1.05%, 07/25/2061(1)(3) 143,871
  Onslow Bay Mortgage Loan Trust  
309,791 1.96%, 10/25/2061(1)(3) 308,613
66,709 3.50%, 12/25/2049(1)(3) 66,990
94,875 Preston Ridge Partners Mortgage Trust LLC 1.32%, 07/25/2051(1)(3) 92,126
6,053 Sequoia Mortgage Trust 4.50%, 08/25/2048(1)(3) 6,097
287,969 SG Residential Mortgage Trust 1.16%, 07/25/2061(1)(3) 283,393
  Starwood Mortgage Residential Trust  
163,282 1.13%, 06/25/2056(1)(3) 160,098
80,636 2.28%, 02/25/2050(1)(3) 80,593
141,424 Toorak Mortgage Corp. Ltd. 1.15%, 07/25/2056(1)(3) 138,462
  Verus Securitization Trust  
266,946 1.01%, 09/25/2066(1)(3) 263,220
29,868 2.42%, 01/25/2060(1)(4) 29,880
62,241 2.69%, 11/25/2059(1)(3) 62,808
168,964 Visio Trust 1.28%, 05/25/2056(1) 166,169
      8,672,146
  Total Asset & Commercial Mortgage-Backed Securities
(cost $21,774,266) 		$ 21,540,057
CORPORATE BONDS - 40.7%
  Aerospace/Defense - 0.5%
401,000 Boeing Co. 2.20%, 02/04/2026 $  394,333
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 40.7% - (continued)
  Agriculture - 0.5%
$     100,000 Altria Group, Inc. 3.80%, 02/14/2024 $    103,971
   200,000 BAT Capital Corp. 2.79%, 09/06/2024     203,429
   100,000 BAT International Finance plc 3.95%, 06/15/2025(1)    105,323
      412,723
  Auto Manufacturers - 2.1%
           Ford Motor Credit Co. LLC  
   310,000 2.70%, 08/10/2026     300,313
   200,000 3.37%, 11/17/2023     200,461
  General Motors Financial Co., Inc.  
200,000 1.25%, 01/08/2026 191,251
305,000 2.90%, 02/26/2025 310,840
157,000 4.00%, 10/06/2026 165,582
400,000 Stellantis Finance U.S., Inc. 1.71%, 01/29/2027(1) 384,886
200,000 Volkswagen Group of America Finance LLC 4.63%, 11/13/2025(1) 216,361
      1,769,694
  Beverages - 0.6%
200,000 Bacardi Ltd. 4.45%, 05/15/2025(1) 213,439
325,000 JDE Peet's N.V. 1.38%, 01/15/2027(1) 307,371
      520,810
  Biotechnology - 0.4%
325,000 Royalty Pharma plc 1.20%, 09/02/2025 312,221
  Chemicals - 0.4%
339,000 LYB International Finance LLC 1.25%, 10/01/2025 329,066
  Commercial Banks - 9.3%
  Bank of America Corp.  
275,000 0.98%, 09/25/2025, (0.98% fixed rate until 09/25/2024; 3 mo. USD SOFR + 0.910% thereafter)(5) 267,852
300,000 1.20%, 10/24/2026, (1.20% fixed rate until 10/24/2025; 3 mo. USD SOFR + 1.010% thereafter)(5) 288,487
350,000 2.02%, 02/13/2026, (2.02% fixed rate until 02/13/2025; 3 mo. USD LIBOR + 0.640% thereafter)(5) 348,711
275,000 3.88%, 08/01/2025 292,900
250,000 Barclays plc 2.28%, 11/24/2027, (2.28% fixed rate until 11/24/2026; 12 mo. USD CMT + 1.050% thereafter)(5) 244,621
200,000 BNP Paribas S.A. 1.32%, 01/13/2027, (1.32% fixed rate until 01/13/2026; 3 mo. USD SOFR + 1.004% thereafter)(1)(5) 190,865
250,000 BPCE S.A. 1.65%, 10/06/2026, (1.65% fixed rate until 10/06/2025; 3 mo. USD SOFR + 1.520% thereafter)(1)(5) 242,214
140,000 CIT Group, Inc. 5.00%, 08/01/2023 147,011
250,000 Cooperatieve Rabobank UA 1.00%, 09/24/2026, (1.00% fixed rate until 09/24/2025; 12 mo. USD CMT + 0.730% thereafter)(1)(5) 239,297
275,000 Credit Agricole S.A. 1.25%, 01/26/2027, (1.25% fixed rate until 01/26/2026; 3 mo. USD SOFR + 0.892% thereafter)(1)(5) 262,290
  Credit Suisse Group AG  
325,000 1.25%, 08/07/2026 309,556
 
The accompanying notes are an integral part of these financial statements.
 46

Table of Contents
Hartford Short Duration ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 40.7% - (continued)
  Commercial Banks - 9.3% - (continued)
$     250,000 1.31%, 02/02/2027, (1.31% fixed rate until 02/02/2026; 3 mo. USD SOFR + 0.980% thereafter)(1)(5) $    236,097
   305,000 2.59%, 09/11/2025, (2.59% fixed rate until 09/11/2024; 3 mo. USD SOFR + 1.560% thereafter)(1)(5)     306,721
           Danske Bank A/S  
   295,000 1.55%, 09/10/2027, (1.55% fixed rate until 09/10/2026; 12 mo. USD CMT + 0.730% thereafter)(1)(5)     282,665
   200,000 3.88%, 09/12/2023(1)     205,807
           Deutsche Bank AG  
   150,000 1.45%, 04/01/2025, (1.45% fixed rate until 04/01/2024; 3 mo. USD SOFR + 1.131% thereafter)(5)     147,555
   240,000 2.55%, 01/07/2028     235,045
495,000 HSBC Holdings plc 1.59%, 05/24/2027, (1.59% fixed rate until 05/24/2026; 3 mo. USD SOFR + 1.290% thereafter)(5) 474,360
  JP Morgan Chase & Co.  
350,000 1.04%, 02/04/2027, (1.04% fixed rate until 02/04/2026; 3 mo. USD SOFR + 0.695% thereafter)(5) 332,530
250,000 3.90%, 07/15/2025 265,353
200,000 4.13%, 12/15/2026 215,574
315,000 KeyBank NA 3.40%, 05/20/2026 328,806
155,000 Macquarie Group Ltd. 1.34%, 01/12/2027, (1.34% fixed rate until 01/12/2026; 3 mo. USD SOFR + 1.069% thereafter)(1)(5) 148,212
  Morgan Stanley  
250,000 0.99%, 12/10/2026, (0.99% fixed rate until 12/10/2025; 3 mo. USD SOFR + 0.720% thereafter)(5) 237,510
200,000 4.00%, 07/23/2025 212,567
200,000 NatWest Group plc 4.80%, 04/05/2026 217,739
200,000 NatWest Markets plc 0.80%, 08/12/2024(1) 194,279
475,000 Santander Holdings USA, Inc. 3.50%, 06/07/2024 489,216
355,000 UBS Group AG 1.49%, 08/10/2027, (1.49% fixed rate until 08/10/2026; 12 mo. USD CMT + 0.850% thereafter)(1)(5) 338,262
150,000 Wells Fargo & Co. 2.16%, 02/11/2026, (2.16% fixed rate until 02/11/2025; 3 mo. USD LIBOR + 0.750% thereafter)(5) 149,989
      7,852,091
  Commercial Services - 1.1%
200,000 Ashtead Capital, Inc. 1.50%, 08/12/2026(1) 192,670
  Global Payments, Inc.  
400,000 1.20%, 03/01/2026 380,901
305,000 2.65%, 02/15/2025 308,221
60,000 IHS Markit Ltd. 4.13%, 08/01/2023 60,281
      942,073
  Diversified Financial Services - 3.9%
  AerCap Ireland Capital DAC / AerCap Global Aviation Trust  
250,000 1.75%, 10/29/2024 246,102
150,000 1.75%, 01/30/2026 144,123
205,000 2.45%, 10/29/2026 201,155
150,000 4.13%, 07/03/2023 154,566
230,000 AIG Global Funding 0.90%, 09/22/2025(1) 220,694
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 40.7% - (continued)
  Diversified Financial Services - 3.9% - (continued)
$     100,000 Aircastle Ltd. 4.25%, 06/15/2026 $    104,952
   325,000 Ally Financial, Inc. 3.88%, 05/21/2024     337,735
           Aviation Capital Group LLC  
   200,000 3.88%, 05/01/2023(1)     204,517
   250,000 4.88%, 10/01/2025(1)     265,907
           Avolon Holdings Funding Ltd.  
   375,000 2.88%, 02/15/2025(1)     376,753
   250,000 5.13%, 10/01/2023(1)     260,667
200,000 BOC Aviation USA Corp. 1.63%, 04/29/2024(1) 197,875
275,000 LeasePlan Corp. N.V. 2.88%, 10/24/2024(1) 279,487
295,000 Synchrony Financial 4.38%, 03/19/2024 308,531
      3,303,064
  Electric - 1.8%
112,000 Cleco Corporate Holdings LLC 3.74%, 05/01/2026 117,568
450,000 Dominion Energy, Inc. 3.07%, 08/15/2024(2)(4) 461,394
100,000 Duke Energy Corp. 0.90%, 09/15/2025 95,726
250,000 Edison International 2.95%, 03/15/2023 252,644
150,000 FirstEnergy Corp. 3.35%, 07/15/2022 149,824
305,000 Pacific Gas and Electric Co. 1.70%, 11/15/2023 302,493
125,000 Public Service Enterprise Group, Inc. 0.80%, 08/15/2025 119,035
      1,498,684
  Electronics - 0.3%
259,000 Jabil, Inc. 1.70%, 04/15/2026 252,753
  Food - 0.8%
371,000 Conagra Brands, Inc. 4.60%, 11/01/2025 400,296
275,000 Kraft Heinz Foods Co. 3.00%, 06/01/2026 277,767
      678,063
  Gas - 0.4%
387,000 NiSource, Inc. 0.95%, 08/15/2025 370,354
  Healthcare - Services - 1.0%
500,000 HCA, Inc. 5.00%, 03/15/2024 529,851
325,000 Humana, Inc. 1.35%, 02/03/2027 307,482
      837,333
  Insurance - 1.0%
200,000 Athene Global Funding 1.73%, 10/02/2026(1) 192,902
200,000 Equitable Financial Life Global Funding 1.00%, 01/09/2026(1) 190,930
250,000 Principal Life Global Funding II 1.25%, 08/16/2026(1) 239,823
175,000 Radian Group, Inc. 6.63%, 03/15/2025 188,650
      812,305
  Internet - 0.7%
  Expedia Group, Inc.  
100,000 4.63%, 08/01/2027 108,851
100,000 6.25%, 05/01/2025(1) 111,601
  Netflix, Inc.  
300,000 3.63%, 06/15/2025(1) 310,669
75,000 5.50%, 02/15/2022 75,105
      606,226
  Investment Company Security - 1.0%
  FS KKR Capital Corp.  
400,000 1.65%, 10/12/2024 388,115
 
The accompanying notes are an integral part of these financial statements.
 47

Table of Contents
Hartford Short Duration ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 40.7% - (continued)
  Investment Company Security - 1.0% - (continued)
$     100,000 3.25%, 07/15/2027 $     98,410
   325,000 Owl Rock Capital Corp. 2.63%, 01/15/2027    311,216
      797,741
  IT Services - 0.5%
   275,000 DXC Technology Co. 1.80%, 09/15/2026     265,955
   150,000 Seagate HDD Cayman 4.75%, 06/01/2023    154,482
      420,437
  Lodging - 1.3%
235,000 Genting New York LLC 3.30%, 02/15/2026(1) 228,805
160,000 Hyatt Hotels Corp. 1.80%, 10/01/2024 158,916
450,000 Las Vegas Sands Corp. 3.20%, 08/08/2024 455,481
250,000 MGM Resorts International 6.00%, 03/15/2023 258,125
      1,101,327
  Media - 0.2%
175,000 Discovery Communications LLC 3.45%, 03/15/2025 180,873
  Miscellaneous Manufacturing - 0.4%
300,000 Trane Technologies Luxembourg Finance S.A. 3.50%, 03/21/2026 315,012
  Office/Business Equipment - 0.5%
  CDW LLC / CDW Finance Corp.  
235,000 2.67%, 12/01/2026 232,392
105,000 4.13%, 05/01/2025 106,166
100,000 Xerox Corp. 4.07%, 03/17/2022 100,125
      438,683
  Oil & Gas - 1.1%
535,000 Aker BP ASA 3.00%, 01/15/2025(1) 546,745
374,000 Hess Corp. 3.50%, 07/15/2024 386,570
      933,315
  Packaging & Containers - 0.7%
300,000 Berry Global, Inc. 1.57%, 01/15/2026 289,182
350,000 Silgan Holdings, Inc. 1.40%, 04/01/2026(1) 334,250
      623,432
  Pharmaceuticals - 1.1%
250,000 CVS Health Corp. 2.88%, 06/01/2026 256,214
105,000 Elanco Animal Health, Inc. 5.27%, 08/28/2023 108,951
200,000 McKesson Corp. 1.30%, 08/15/2026 191,262
400,000 Teva Pharmaceutical Finance Netherlands III B.V. 4.75%, 05/09/2027 388,080
      944,507
  Pipelines - 1.4%
  Energy Transfer L.P.  
280,000 2.90%, 05/15/2025 283,895
120,000 4.20%, 09/15/2023 124,369
93,000 EQM Midstream Partners L.P. 4.75%, 07/15/2023 94,163
400,000 Plains All American Pipeline L.P. / PAA Finance Corp. 3.60%, 11/01/2024 413,714
300,000 Western Midstream Operating L.P. 4.00%, 07/01/2022 299,250
      1,215,391
  Real Estate Investment Trusts - 1.8%
250,000 Boston Properties L.P. 3.20%, 01/15/2025 259,029
265,000 Brandywine Operating Partnership L.P. 4.10%, 10/01/2024 276,707
290,000 Equinix, Inc. 1.45%, 05/15/2026 279,575
180,000 Mid-America Apartments L.P. 1.10%, 09/15/2026 170,384
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 40.7% - (continued)
  Real Estate Investment Trusts - 1.8% - (continued)
           SBA Tower Trust  
$      80,000 1.63%, 05/15/2051(1) $     77,585
   155,000 2.84%, 01/15/2025(1)     157,923
   300,000 VICI Properties L.P. / VICI Note Co., Inc. 4.25%, 12/01/2026(1)    303,072
      1,524,275
  Retail - 0.2%
185,000 Nordstrom, Inc. 2.30%, 04/08/2024 181,824
  Semiconductors - 2.6%
  Broadcom, Inc.  
350,000 4.25%, 04/15/2026 373,837
395,000 4.70%, 04/15/2025 424,381
200,000 KLA Corp. 4.65%, 11/01/2024 213,666
394,000 Marvell Technology, Inc. 1.65%, 04/15/2026 381,192
250,000 Microchip Technology, Inc. 0.98%, 09/01/2024(1) 243,201
365,000 Qorvo, Inc. 1.75%, 12/15/2024(1) 358,142
200,000 Skyworks Solutions, Inc. 1.80%, 06/01/2026 193,973
      2,188,392
  Software - 0.5%
235,000 Fidelity National Information Services, Inc. 1.15%, 03/01/2026 224,821
150,000 PTC, Inc. 3.63%, 02/15/2025(1) 150,420
      375,241
  Telecommunications - 2.0%
150,000 AT&T, Inc. 4.13%, 02/17/2026 160,656
300,000 Sprint Communications, Inc. 6.00%, 11/15/2022 309,120
450,000 Telecom Italia S.p.A. 5.30%, 05/30/2024(1) 464,438
100,000 T-Mobile USA, Inc. 3.50%, 04/15/2025 103,805
  Verizon Communications, Inc.  
385,000 0.85%, 11/20/2025 369,096
250,000 1.45%, 03/20/2026 243,598
      1,650,713
  Trucking & Leasing - 0.6%
385,000 DAE Funding LLC 1.55%, 08/01/2024(1) 375,142
150,000 Penske Truck Leasing Co. L.P. / PTL Finance Corp. 1.20%, 11/15/2025(1) 144,071
      519,213
  Total Corporate Bonds
(cost $34,962,772) 		$ 34,302,169
MUNICIPAL BONDS - 0.1%
  General - 0.1%
100,000 Chicago, IL, Transit Auth 2.21%, 12/01/2025 $  100,290
  Total Municipal Bonds
(cost $100,000) 		  $  100,290
SENIOR FLOATING RATE INTERESTS - 20.3%(6)
  Advertising - 0.1%
  ABG Intermediate Holdings 2 LLC  
101,268 0.00%, 12/08/2028(7) 100,952
13,732 0.00%, 12/21/2028(7) $  13,689
      114,641
  Aerospace/Defense - 0.2%
190,846 TransDigm, Inc. 2.36%, 12/09/2025, 1 mo. USD LIBOR + 2.250% 188,736
  Airlines - 0.5%
100,000 AAdvantage Loyalty IP Ltd. 5.50%, 04/20/2028, 1 mo. USD LIBOR + 4.750% 103,653
 
The accompanying notes are an integral part of these financial statements.
 48

Table of Contents
Hartford Short Duration ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
SENIOR FLOATING RATE INTERESTS - 20.3%(6) - (continued)
  Airlines - 0.5% - (continued)
$     100,000 Air Canada 4.25%, 08/11/2028, 1 mo. USD LIBOR + 3.500% $    100,208
   120,000 SkyMiles IP Ltd. 4.75%, 10/20/2027, 3 mo. USD LIBOR + 3.750%     126,615
   104,213 United Airlines, Inc. 4.50%, 04/21/2028, 1 mo. USD LIBOR + 3.750%    104,169
      434,645
  Chemicals - 0.2%
   200,000 Diamond (BC) B.V. 3.50%, 09/29/2028, 1 mo. USD LIBOR + 3.000%    199,306
  Commercial Services - 2.0%
217,600 AlixPartners LLP 3.25%, 02/04/2028, 1 mo. USD LIBOR + 2.750% 216,754
124,687 APX Group, Inc. 4.00%, 07/09/2028, 1 mo. USD LIBOR + 3.500% 124,376
EUR  155,000 Boels Topholding B.V. 3.25%, 02/05/2027, 3 mo. EURIBOR + 3.250% 172,379
$  121,231 BrightView Landscapes LLC 2.63%, 08/15/2025, 3 mo. USD LIBOR + 2.500% 120,322
100,000 PECF USS Intermediate Holding III Corp. 0.00%, 12/17/2028, 1 mo. USD LIBOR + 4.250%(7) 100,036
191,786 Trans Union LLC 0.01%, 11/15/2026, 1 mo. USD LIBOR + 1.750% 189,653
209,350 United Rentals, Inc. 1.86%, 10/31/2025, 3 mo. USD LIBOR + 1.750% 209,559
EUR  205,000 Verisure Holding AB 3.25%, 03/25/2028, 3 mo. EURIBOR + 3.250% 227,838
$  99,500 Verscend Holding Corp. 4.11%, 08/27/2025, 1 mo. USD LIBOR + 4.000% 99,400
108,425 WEX, Inc. 2.36%, 04/01/2028, 1 mo. USD LIBOR + 2.250% 107,680
108,675 WW International, Inc. 4.00%, 04/13/2028, 1 mo. USD LIBOR + 3.500% 104,871
      1,672,868
  Construction Materials - 1.1%
169,150 ACProducts, Inc. 4.75%, 05/17/2028, 1 mo. USD LIBOR + 4.250% 168,062
125,000 Chamberlain Group, Inc. 4.00%, 11/03/2028, 1 mo. USD LIBOR + 3.350% 124,688
176,850 Ingersoll-Rand Services Co. 1.86%, 02/28/2027, 1 mo. USD LIBOR + 1.750% 175,016
196,000 Quikrete Holdings, Inc. 2.61%, 01/31/2027, 1 mo. USD LIBOR + 2.500% 194,040
140,000 Rexnord LLC 2.75%, 10/04/2028, 1 mo. USD LIBOR + 2.250% 139,759
121,647 Standard Industries, Inc. 3.00%, 09/22/2028, 1 mo. USD LIBOR + 2.500% 121,665
      923,230
  Distribution/Wholesale - 0.4%
217,005 American Builders & Contractors Supply Co., Inc. 2.11%, 01/15/2027, 1 mo. USD LIBOR + 2.000% 215,842
147,850 Core & Main L.P. 2.61%, 07/27/2028, 1 mo. USD LIBOR + 2.500% 146,925
      362,767
Shares or Principal Amount   Market Value†
SENIOR FLOATING RATE INTERESTS - 20.3%(6) - (continued)
  Diversified Financial Services - 0.8%
$     216,700 Deerfield Dakota Holding LLC 4.75%, 04/09/2027, 1 mo. USD LIBOR + 3.750% $    217,207
   164,037 Fleetcor Technologies Operating Co. LLC 1.86%, 04/30/2028, 1 mo. USD LIBOR + 1.750%     162,561
   200,000 Russell Investments U.S. Inst'l Holdco, Inc. 4.50%, 05/30/2025, 1 mo. USD LIBOR + 3.500%     199,666
   130,000 Setanta Aircraft Leasing Designated Activity Company 2.14%, 11/05/2028, 1 mo. USD LIBOR + 2.000%    129,757
      709,191
  Electric - 0.1%
97,750 ExGen Renewables LLC 3.50%, 12/15/2027, 1 mo. USD LIBOR + 2.500% 97,567
  Electrical Components & Equipment - 0.1%
99,000 Energizer Holdings, Inc. 2.75%, 12/22/2027, 1 mo. USD LIBOR + 2.250% 98,660
  Electronics - 0.1%
100,000 II-VI, Inc. 0.00%, 12/08/2028, 1 mo. USD LIBOR + 3.750%(7) 99,750
  Engineering & Construction - 0.2%
124,465 Brown Group Holding LLC 3.00%, 06/07/2028, 1 mo. USD LIBOR + 2.500% 123,713
  Entertainment - 0.9%
7,001 Crown Finance U.S., Inc. 9.25%, 05/23/2024, 1 mo. USD LIBOR + 8.250% 7,412
225,000 Delta (LUX) S.a.r.l. 3.50%, 02/01/2024, 3 mo. USD LIBOR + 2.500% 223,970
217,029 Penn National Gaming, Inc. 3.00%, 10/15/2025, 3 mo. USD LIBOR + 2.250% 216,667
98,718 Scientific Games International, Inc. 2.86%, 08/14/2024, 1 mo. USD LIBOR + 2.750% 98,391
202,211 UFC Holdings LLC 3.50%, 04/29/2026, 1 mo. USD LIBOR + 2.750% 200,413
      746,853
  Environmental Control - 0.4%
237,626 Clean Harbors, Inc. 1.86%, 06/28/2024, 3 mo. USD LIBOR + 1.750% 237,329
100,000 Covanta Holding Corp. 3.00%, 11/17/2028, 1 mo. USD LIBOR + 2.500% 99,938
      337,267
  Food - 0.7%
182,583 B&G Foods, Inc. 2.61%, 10/10/2026, 1 mo. USD LIBOR + 2.500% 182,355
  Froneri International Ltd.  
98,500 2.36%, 01/31/2027, 1 mo. USD LIBOR + 2.250% 97,146
EUR  120,000 2.38%, 01/31/2027, 3 mo. EURIBOR + 2.375% 131,477
$  130,000 U.S. Foods, Inc. 0.00%, 11/17/2028, 1 mo. USD LIBOR + 1.750%(7) 129,635
      540,613
 
The accompanying notes are an integral part of these financial statements.
 49

Table of Contents
Hartford Short Duration ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
SENIOR FLOATING RATE INTERESTS - 20.3%(6) - (continued)
  Healthcare - Products - 0.8%
           Avantor Funding, Inc.  
$     110,939 2.50%, 11/21/2024, 1 mo. USD LIBOR + 2.000% $    110,496
EUR     99,500 2.50%, 06/10/2028, 1 mo. EURIBOR + 2.500%     110,951
$    205,000 Medline Borrower LP 0.03%, 10/21/2028, 1 mo. USD LIBOR + 3.250%     204,071
   211,254 Sunshine Luxembourg S.a.r.l. 4.50%, 10/02/2026, 1 mo. USD LIBOR + 3.750%    210,964
      636,482
  Healthcare - Services - 0.8%
109,175 ADMI Corp. 3.88%, 12/23/2027, 1 mo. USD LIBOR + 3.375% 108,339
EUR  200,000 Biogroup-LCD 3.00%, 02/09/2028, 3 mo. EURIBOR + 3.000% 220,556
100,000 Elsan S.A.S. 3.50%, 06/16/2028, 3 mo. EURIBOR + 3.500% 111,551
$  119,400 Heartland Dental LLC 4.10%, 04/30/2025, 1 mo. USD LIBOR + 4.000% 119,326
EUR  135,000 LGC Group Holdings Ltd. 3.00%, 04/20/2027, 3 mo. EURIBOR + 3.000% 148,081
      707,853
  Insurance - 1.3%
$  156,267 Acrisure LLC 3.72%, 02/15/2027, 1 mo. USD LIBOR + 3.500% 154,184
  Asurion LLC  
226,775 3.11%, 11/03/2024, 1 mo. USD LIBOR + 3.000% 225,519
105,000 5.36%, 02/03/2028, 1 mo. USD LIBOR + 5.250% 105,087
110,000 5.36%, 01/15/2029, 1 mo. USD LIBOR + 5.250% 110,069
141,854 Hub International Ltd. 3.02%, 04/25/2025, 1 mo. USD LIBOR + 2.750% 140,185
200,400 Sedgwick Claims Management Services, Inc. 3.36%, 12/31/2025, 3 mo. USD LIBOR + 3.250% 198,981
116,520 USI, Inc. 3.22%, 05/16/2024, 3 mo. USD LIBOR + 3.000% 115,792
      1,049,817
  Internet - 0.7%
184,075 Endure Digital, Inc. 4.25%, 02/10/2028, 1 mo. USD LIBOR + 3.500% 182,196
145,069 Go Daddy Operating Co. LLC 0.02%, 02/15/2024, 1 mo. USD LIBOR + 1.750% 144,022
99,747 MH Sub LLC 4.75%, 09/15/2024, 1 mo. USD LIBOR + 3.750% 99,186
200,000 NortonLifeLock, Inc. 0.00%, 01/28/2029(7) 199,000
      624,404
  IT Services - 0.2%
124,063 Peraton Corp. 4.50%, 02/01/2028, 1 mo. USD LIBOR + 3.750% 123,855
  Leisure Time - 0.7%
243,546 Carnival Corp. 3.75%, 06/30/2025, 1 mo. USD LIBOR + 3.000% 240,850
Shares or Principal Amount   Market Value†
SENIOR FLOATING RATE INTERESTS - 20.3%(6) - (continued)
  Leisure Time - 0.7% - (continued)
$     164,175 Hayward Industries, Inc. 3.00%, 05/28/2028, 1 mo. USD LIBOR + 2.500% $    163,500
    99,500 MajorDrive Holdings LLC 4.50%, 06/01/2028, 1 mo. USD LIBOR + 4.000%      99,314
    93,053 SRAM LLC 3.25%, 05/18/2028, 1 mo. USD LIBOR + 2.750%     92,820
      596,484
  Lodging - 0.5%
   195,131 Boyd Gaming Corp. 2.35%, 09/15/2023, 3 mo. USD LIBOR + 2.250%     194,998
241,329 Caesars Resort Collection LLC 2.86%, 12/22/2024, 3 mo. USD LIBOR + 2.750% 239,895
      434,893
  Machinery-Diversified - 0.2%
192,575 Vertical U.S. Newco, Inc. 4.00%, 07/31/2027, 1 mo. USD LIBOR + 3.500% 192,575
  Media - 1.0%
98,750 Banijay Entertainment S.A.S 3.85%, 03/01/2025, 1 mo. USD LIBOR + 3.750% 98,215
208,950 Cable One, Inc. 2.11%, 05/03/2028, 1 mo. USD LIBOR + 2.000% 207,592
208,201 CSC Holdings LLC 2.36%, 01/15/2026, 3 mo. USD LIBOR + 2.250% 204,818
180,000 UPC Financing Partnership 3.11%, 01/31/2029, 1 mo. USD LIBOR + 3.000% 178,875
115,000 Virgin Media Bristol LLC 3.36%, 01/31/2029, 1 mo. USD LIBOR + 3.250% 114,766
      804,266
  Oil & Gas - 0.1%
100,000 Southwestern Energy Co. 3.00%, 06/22/2027, 1 mo. USD SOFR + 2.500% 100,063
  Packaging & Containers - 0.6%
189,525 Berlin Packaging LLC 4.25%, 03/11/2028, 1 mo. USD LIBOR + 3.750% 189,408
129,409 Flex Acquisition Co., Inc. 3.21%, 06/29/2025, 3 mo. USD LIBOR + 3.000% 128,645
184,131 TricorBraun Holdings, Inc. 3.75%, 03/03/2028, 1 mo. USD LIBOR + 3.250% 182,836
      500,889
  Pharmaceuticals - 1.2%
178,575 Bausch Health Cos., Inc. 2.86%, 11/27/2025, 3 mo. USD LIBOR + 2.750% 178,209
244,595 Elanco Animal Health, Inc. 1.85%, 08/01/2027, 1 mo. USD LIBOR + 1.750% 240,620
198,248 Gainwell Acquisition Corp. 4.75%, 10/01/2027, 1 mo. USD LIBOR + 4.000% 198,310
133,988 Horizon Therapeutics USA, Inc. 2.25%, 03/15/2028, 1 mo. USD LIBOR + 2.000% 132,949
114,425 Jazz Financing Lux S.a.r.l. 4.00%, 05/05/2028, 1 mo. USD LIBOR + 3.500% 114,411
120,521 Organon & Co. 3.50%, 06/02/2028, 1 mo. USD LIBOR + 3.000% 120,310
      984,809
 
The accompanying notes are an integral part of these financial statements.
 50

Table of Contents
Hartford Short Duration ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
SENIOR FLOATING RATE INTERESTS - 20.3%(6) - (continued)
  Pipelines - 0.1%
$     100,000 Oryx Midstream Services Permian Basin LLC 3.75%, 10/05/2028, 1 mo. USD LIBOR + 3.250% $     99,708
  Retail - 1.7%
   245,229 B.C. Unlimited Liability Co. 1.86%, 11/19/2026, 1 mo. USD LIBOR + 1.750%     241,435
   167,305 Great Outdoors Group LLC 4.50%, 03/05/2028, 1 mo. USD LIBOR + 3.750%     167,131
   103,950 IRB Holding Corp. 4.25%, 12/15/2027, 1 mo. USD LIBOR + 3.250%     103,950
   119,495 LBM Acquisition LLC 0.05%, 12/18/2027, 1 mo. USD LIBOR + 3.750%     118,698
144,275 Michaels Cos., Inc. 5.00%, 04/15/2028, 1 mo. USD LIBOR + 4.250% 142,111
99,250 Petco Health and Wellness Co., Inc. 4.00%, 03/03/2028, 1 mo. USD LIBOR + 3.250% 99,103
109,450 PetSmart, Inc. 4.50%, 02/12/2028, 1 mo. USD LIBOR + 3.750% 109,210
124,250 Pilot Travel Centers LLC 2.11%, 08/04/2028, 1 mo. USD LIBOR + 2.000% 123,494
194,025 SRS Distribution, Inc. 4.27%, 06/04/2028, 1 mo. USD LIBOR + 3.750% 193,728
103,687 White Cap Buyer LLC 6.25%, 10/19/2027, 1 mo. USD LIBOR + 4.000% 103,593
      1,402,453
  Semiconductors - 0.2%
140,000 MKS Instruments, Inc. 0.00%, 10/21/2028(7) 139,693
  Software - 1.9%
270,930 DCert Buyer, Inc. 4.11%, 10/16/2026, 3 mo. USD LIBOR + 4.000% 270,762
268,830 Dun & Bradstreet Corp. 3.36%, 02/08/2026, 1 mo. USD LIBOR + 3.250% 267,631
187,577 Hyland Software, Inc. 4.25%, 07/01/2024, 1 mo. USD LIBOR + 3.500% 187,483
119,100 Playtika Holding Corp. 2.86%, 03/13/2028, 1 mo. USD LIBOR + 2.750% 118,641
149,625 Polaris Newco LLC 4.50%, 06/04/2028, 1 mo. USD LIBOR + 4.000% 149,505
144,637 RealPage, Inc. 3.75%, 04/22/2028, 1 mo. USD LIBOR + 3.250% 143,839
252,987 SS&C Technologies, Inc. 1.86%, 04/16/2025, 1 mo. USD LIBOR + 1.750% 250,114
193,653 Zelis Healthcare Corp. 0.03%, 09/30/2026, 1 mo. USD LIBOR + 3.500% 192,785
      1,580,760
  Telecommunications - 0.1%
99,250 Frontier Communications Corp. 4.50%, 10/08/2027, 1 mo. USD LIBOR + 3.750% 98,977
  Textiles - 0.2%
200,000 Crocs, Inc. 0.00%, 01/26/2029(7) 198,650
Shares or Principal Amount   Market Value†
SENIOR FLOATING RATE INTERESTS - 20.3%(6) - (continued)
  Transportation - 0.2%
$     149,250 Savage Enterprises LLC 3.75%, 09/17/2028, 1 mo. USD LIBOR + 3.250% $    148,947
  Total Senior Floating Rate Interests
(cost $17,134,997) 		$ 17,075,385
U.S. GOVERNMENT AGENCIES - 4.5%
  Mortgage-Backed Agencies - 4.5%
  FHLMC - 2.5%
    35,670 0.86%, 10/25/2048, 1 mo. USD LIBOR + 0.750%(1)(2) $     35,670
   211,715 1.00%, 05/25/2033     208,337
   584,822 1.00%, 01/15/2041     572,768
701,861 1.00%, 06/15/2044 692,626
94,552 1.50%, 01/15/2027 95,099
64,406 3.50%, 09/15/2043 65,846
63,262 3.75%, 05/15/2039(4) 64,061
333,268 4.81%, 04/25/2028, 1 mo. USD LIBOR + 4.700%(2) 344,127
      2,078,534
  FNMA - 1.2%
5,002 2.00%, 07/25/2039 4,999
107,803 2.00%, 12/25/2042 105,935
62,898 2.55%, 07/25/2044 63,716
49,454 3.00%, 04/25/2043 50,183
117,828 3.00%, 05/25/2047 119,620
308,653 3.50%, 10/25/2035 322,678
249,491 3.50%, 07/25/2045 256,002
101,337 3.50%, 07/25/2054 104,151
      1,027,284
  GNMA - 0.8%
175,622 2.00%, 05/20/2046 173,003
435,465 2.50%, 10/20/2041 442,224
99,700 2.50%, 07/20/2042 102,151
      717,378
  Total U.S. Government Agencies
(cost $3,813,436) 		  $  3,823,196
U.S. GOVERNMENT SECURITIES - 2.4%
  U.S. Treasury Securities - 2.4%
  U.S. Treasury Notes - 2.4%
500,000 0.25%, 06/15/2024 $ 488,242
1,555,000 0.38%, 07/15/2024 1,521,410
  Total U.S. Government Securities
(cost $2,052,295) 		  $  2,009,652
  Total Long-Term Investments
(Cost $79,837,766) 		  $ 78,850,749
 
The accompanying notes are an integral part of these financial statements.
 51

Table of Contents
Hartford Short Duration ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
SHORT-TERM INVESTMENTS - 3.2%
  Repurchase Agreements - 3.2%
$   2,707,488 Fixed Income Clearing Corp. Repurchase Agreement dated 01/31/2022 at 0.020%, due on 02/01/2022 with a maturity value of $2,707,490; collateralized by U.S. Treasury Note at 1.000%, maturing 07/31/2028, with a market value of $2,761,650 $  2,707,488
  Total Short-Term Investments
(cost $2,707,488) 		$  2,707,488
  Total Investments
(cost $82,545,254) 		96.7% $ 81,558,237
  Other Assets and Liabilities 3.3% 2,783,639
  Total Net Assets 100.0% $ 84,341,876
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
(1) Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2022, the aggregate value of these securities was $30,757,921, representing 36.5% of net assets.
(2) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2022. Base lending rates may be subject to a floor or cap.
(3) Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.
(4) Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(5) Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at January 31, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.
(6) Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the "Prime Rate") and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of January 31, 2022.
(7) Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
 
Futures Contracts Outstanding at January 31, 2022
Description   Number of
Contracts 		  Expiration
Date 		  Current
Notional
Amount 		  Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
U.S. Treasury 2-Year Note Future   81   03/31/2022   $ 17,549,156   $ (131,773)
Short position contracts:
U.S. Treasury 5-Year Note Future   69   03/31/2022   $  8,225,016   $  88,897
U.S. Treasury 10-Year Note Future   10   03/22/2022   1,279,687   9,735
Total               $  98,632
Total futures contracts   $  (33,141)
    
The accompanying notes are an integral part of these financial statements.
 52

Table of Contents
Hartford Short Duration ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Foreign Currency Contracts Outstanding at January 31, 2022
Amount and Description of
Currency to be Purchased 		  Amount and Description of
Currency to be Sold 		  Counterparty   Settlement
Date 		  Appreciation/
(Depreciation)
222,000 EUR   247,241 USD   TDB   02/04/2022   $ 1,640
97,000 EUR   108,137 USD   WEST   02/28/2022   661
251,040 USD   222,000 EUR   TDB   02/04/2022   2,158
2,375,193 USD   2,096,843 EUR   TDB   02/28/2022   23,318
247,381 USD   222,000 EUR   TDB   03/04/2022   (1,648)
Total foreign currency contracts   $ 26,129
† See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of January 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Asset & Commercial Mortgage-Backed Securities    $ 21,540,057   $  —   $ 21,540,057   $ —
Corporate Bonds    34,302,169   —   34,302,169   —
Municipal Bonds    100,290   —   100,290   —
Senior Floating Rate Interests    17,075,385   —   17,075,385   —
U.S. Government Agencies    3,823,196   —   3,823,196   —
U.S. Government Securities    2,009,652   —   2,009,652   —
Short-Term Investments    2,707,488   —   2,707,488   —
Foreign Currency Contracts(2)    27,777   —   27,777   —
Futures Contracts(2)    98,632   98,632   —   —
Total   $ 81,684,646   $  98,632   $ 81,586,014   $ —
Liabilities                
Foreign Currency Contracts(2)    $  (1,648)   $  —   $  (1,648)   $ —
Futures Contracts(2)    (131,773)   (131,773)   —   —
Total   $  (133,421)   $ (131,773)   $  (1,648)   $ —
    
(1) For the six-month period ended January 31, 2022, investments valued at $207,500 were transferred out of Level 3 due to the initiation of a vendor providing prices that are based on market activity which has been determined to be significant observable input. There were no transfers into Level 3.
(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.
The accompanying notes are an integral part of these financial statements.
 53

Table of Contents
Hartford Sustainable Income ETF
Schedule of Investments
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 4.4%
  Asset-Backed - Finance & Insurance - 1.8%
$         549,000 AMMC CLO 6.01%, 04/25/2031, 3 mo. USD LIBOR + 5.750%(1)(2) $    522,803
       105,000 PRET LLC 5.07%, 07/25/2051(1)     104,339
       200,000 VCAT LLC 3.97%, 09/25/2051(1)    197,061
      824,203
  Other Asset-Backed Securities - 0.2%
       100,000 Pretium Mortgage Credit Partners LLC 5.44%, 01/25/2052(1)     99,756
  Whole Loan Collateral CMO - 2.4%
  Connecticut Avenue Securities Trust  
200,000 4.21%, 07/25/2039, 1 mo. USD LIBOR + 4.100%(1)(2) 202,620
200,000 4.46%, 07/25/2031, 1 mo. USD LIBOR + 4.350%(1)(2) 205,008
153,803 Fannie Mae Connecticut Avenue Securities 3.11%, 07/25/2024, 1 mo. USD LIBOR + 3.000%(2) 156,298
200,000 Preston Ridge Partners Mortgage Trust LLC 3.60%, 09/25/2026(1)(3) 195,714
200,000 Pretium Mortgage Credit Partners LLC 3.97%, 09/25/2051(1) 197,356
200,000 RCO VII Mortgage LLC 3.84%, 09/25/2026(1) 193,734
      1,150,730
  Total Asset & Commercial Mortgage-Backed Securities
(cost $2,105,153) 		$  2,074,689
CONVERTIBLE BONDS - 4.7%
  Airlines - 0.2%
75,000 JetBlue Airways Corp. 0.50%, 04/01/2026(1) $  71,754
  Auto Manufacturers - 0.1%
105,000 Arrival S.A. 3.50%, 12/01/2026(1) 66,780
  Commercial Services - 0.5%
120,000 Block, Inc. 0.25%, 11/01/2027 111,757
EUR  100,000 Nexi S.p.A. 1.75%, 04/24/2027(4) 122,551
      234,308
  Diversified Financial Services - 0.2%
$  90,000 Hannon Armstrong Sustainable Infrastructure Capital, Inc. 0.00%, 08/15/2023(5) 92,880
  Electric - 0.2%
70,000 Atlantica Sustainable Infrastructure Jersey Ltd. 4.00%, 07/15/2025 79,460
  Energy-Alternate Sources - 0.6%
115,000 Enphase Energy, Inc. 0.00%, 03/01/2028(1)(5) 104,951
Shares or Principal Amount   Market Value†
CONVERTIBLE BONDS - 4.7% - (continued)
  Energy-Alternate Sources - 0.6% - (continued)
$          80,000 Maxeon Solar Technologies Ltd. 6.50%, 07/15/2025 $     76,010
       100,000 NextEra Energy Partners L.P. 0.00%, 11/15/2025(1)(5)    103,604
      284,565
  Entertainment - 0.1%
        55,000 DraftKings, Inc. 0.00%, 03/15/2028(1)(5)     41,854
  Healthcare - Products - 0.9%
120,000 Insulet Corp. 0.38%, 09/01/2026 152,460
305,000 NuVasive, Inc. 0.38%, 03/15/2025 286,018
      438,478
  Internet - 0.7%
  ETSY, Inc.  
50,000 0.13%, 10/01/2026 96,420
50,000 0.25%, 06/15/2028(1) 49,375
30,000 MercadoLibre, Inc. 2.00%, 08/15/2028 74,963
85,000 Shopify, Inc. 0.13%, 11/01/2025 90,483
      311,241
  IT Services - 0.2%
60,000 Rapid7, Inc. 2.25%, 05/01/2025 100,775
  Machinery-Diversified - 0.3%
80,000 Middleby Corp. 1.00%, 09/01/2025 121,684
  Retail - 0.1%
85,000 Shake Shack, Inc. 0.00%, 03/01/2028(1)(5) 70,302
  Software - 0.6%
60,000 Health Catalyst, Inc. 2.50%, 04/15/2025 72,993
115,000 Splunk, Inc. 1.13%, 06/15/2027 104,425
70,000 Workday, Inc. 0.25%, 10/01/2022 121,142
      298,560
  Total Convertible Bonds
(cost $2,507,334) 		$  2,212,641
CORPORATE BONDS - 38.8%
  Advertising - 0.4%
  Lamar Media Corp.  
100,000 3.63%, 01/15/2031 $  93,000
120,000 3.75%, 02/15/2028 117,113
      210,113
  Agriculture - 0.4%
200,000 Kernel Holding S.A. 6.75%, 10/27/2027(4) 174,000
  Auto Manufacturers - 0.5%
50,000 Ford Motor Co. 3.25%, 02/12/2032 47,776
200,000 Ford Motor Credit Co. LLC 4.54%, 08/01/2026 208,000
      255,776
  Auto Parts & Equipment - 0.2%
EUR  100,000 Faurecia SE 3.75%, 06/15/2028(4) 114,411
 
The accompanying notes are an integral part of these financial statements.
 54

Table of Contents
Hartford Sustainable Income ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 38.8% - (continued)
  Beverages - 0.3%
$         150,000 Central American Bottling Corp. / CBC Bottling Holdco SL / Beliv Holdco SL 5.25%, 04/27/2029 $    152,166
  Chemicals - 0.4%
       200,000 Diamond (BC) B.V. 4.63%, 10/01/2029(1)    187,894
  Commercial Banks - 1.4%
       200,000 Banco do Brasil S.A. 4.75%, 03/20/2024(4)     208,000
EUR        200,000 Cooperatieve Rabobank UA 4.38%, 06/29/2027, (4.38% fixed rate until 06/29/2027; 5 year EUR Swap + 4.679% thereafter)(4)(6)(7)     238,375
$  200,000 Itau Unibanco Holding S.A. 6.13%, 12/12/2022, (6.12% fixed rate until 12/12/2022; 5 year USD CMT + 3.981% thereafter)(4)(6)(7) 197,494
      643,869
  Commercial Services - 2.3%
EUR  100,000 Loxam SAS 3.25%, 01/14/2025(4) 109,297
$  150,000 Nielsen Finance LLC / Nielsen Finance Co. 4.50%, 07/15/2029(1) 139,875
250,000 StoneCo Ltd. 3.95%, 06/16/2028(4) 212,500
EUR  255,000 Techem Verwaltungsgesellschaft 675 mbH 2.00%, 07/15/2025(4) 276,908
  United Rentals North America, Inc.  
$  20,000 3.75%, 01/15/2032 19,150
50,000 4.88%, 01/15/2028 51,378
EUR  255,000 Verisure Holding AB 3.25%, 02/15/2027(4) 276,922
      1,086,030
  Construction Materials - 0.2%
$  70,000 Standard Industries, Inc. 4.75%, 01/15/2028(1) 69,038
  Distribution/Wholesale - 0.4%
50,000 American Builders & Contractors Supply Co., Inc. 4.00%, 01/15/2028(1) 48,940
EUR  120,000 Parts Europe S.A. 6.50%, 07/16/2025(4) 138,702
      187,642
  Diversified Financial Services - 1.3%
  Credit Acceptance Corp.  
$  50,000 5.13%, 12/31/2024(1) 50,500
45,000 6.63%, 03/15/2026 46,362
  OneMain Finance Corp.  
70,000 5.38%, 11/15/2029 71,074
110,000 6.88%, 03/15/2025 119,535
250,000 Unifin Financiera S.A.B. de C.V. 9.88%, 01/28/2029(4) 149,679
200,000 United Wholesale Mortgage LLC 5.50%, 04/15/2029(1) 183,180
      620,330
  Electric - 2.5%
  Clearway Energy Operating LLC  
15,000 3.75%, 01/15/2032(1) 14,231
50,000 4.75%, 03/15/2028(1) 51,368
200,000 Greenko Power II Ltd. 4.30%, 12/13/2028(1) 193,000
200,000 Instituto Costarricense de Electricidad 6.75%, 10/07/2031(1) 199,800
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 38.8% - (continued)
  Electric - 2.5% - (continued)
$         167,740 Star Energy Geothermal Wayang Windu Ltd. 6.75%, 04/24/2033(4) $    178,433
       200,000 Vena Energy Capital Pte Ltd. 3.13%, 02/26/2025(4)     201,473
       400,000 Zorlu Yenilenebilir Enerji AS 9.00%, 06/01/2026(4)    361,248
      1,199,553
  Electrical Components & Equipment - 0.4%
EUR        100,000 Energizer Gamma Acquisition B.V. 3.50%, 06/30/2029(4)     104,504
$  100,000 Energizer Holdings, Inc. 4.38%, 03/31/2029(1) 94,520
      199,024
  Energy-Alternate Sources - 3.5%
200,000 Adani Green Energy UP Ltd. / Prayatna Developers Pvt Ltd. / Parampujya Solar Energ 6.25%, 12/10/2024(4) 212,100
200,000 Azure Power Solar Energy Pvt Ltd. 5.65%, 12/24/2024(4) 207,000
  Continuum Energy Levanter Pte Ltd.  
198,500 4.50%, 02/09/2027(1) 196,267
198,500 4.50%, 02/09/2027(4) 196,267
215,000 Energo-Pro AS 8.50%, 02/04/2027 217,836
200,000 FS Luxembourg S.a.r.l. 10.00%, 12/15/2025(4) 213,000
200,000 Greenko Mauritius Ltd. 6.25%, 02/21/2023(4) 201,500
200,000 Investment Energy Resources Ltd. 6.25%, 04/26/2029(4) 211,685
      1,655,655
  Engineering & Construction - 0.4%
200,000 IHS Holding Ltd. 6.25%, 11/29/2028(1) 202,160
  Entertainment - 0.7%
  Caesars Entertainment, Inc.  
95,000 6.25%, 07/01/2025(1) 98,087
45,000 8.13%, 07/01/2027(1) 48,431
  Cinemark USA, Inc.  
105,000 5.25%, 07/15/2028(1) 99,511
75,000 5.88%, 03/15/2026(1) 73,838
      319,867
  Environmental Control - 0.2%
100,000 Stericycle, Inc. 3.88%, 01/15/2029(1) 95,000
  Forest Products & Paper - 0.5%
200,000 Suzano Austria GmbH 7.00%, 03/16/2047(4) 242,002
  Healthcare - Products - 0.2%
EUR  100,000 Avantor Funding, Inc. 3.88%, 07/15/2028(4) 113,079
  Healthcare - Services - 2.2%
100,000 Catalent Pharma Solutions, Inc. 2.38%, 03/01/2028(4) 107,650
145,000 Chrome Bidco SASU 3.50%, 05/31/2028(4) 158,699
  HCA, Inc.  
$  30,000 5.38%, 02/01/2025 32,100
70,000 5.38%, 09/01/2026 75,950
20,000 5.63%, 09/01/2028 22,278
 
The accompanying notes are an integral part of these financial statements.
 55

Table of Contents
Hartford Sustainable Income ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 38.8% - (continued)
  Healthcare - Services - 2.2% - (continued)
$          10,000 7.50%, 11/15/2095 $     12,847
               IQVIA, Inc.  
       250,000 1.97%, 06/11/2025, 1 mo. USD LIBOR + 3.750%     248,827
       200,000 5.00%, 05/15/2027(1)     204,540
       200,000 Rede D'or Finance S.a.r.l. 4.50%, 01/22/2030(4)    189,579
      1,052,470
  Household Products/Wares - 0.3%
120,000 Prestige Brands, Inc. 5.13%, 01/15/2028(1) 120,900
  Insurance - 0.2%
90,000 MGIC Investment Corp. 5.25%, 08/15/2028 93,052
  Internet - 0.6%
  Arches Buyer, Inc.  
75,000 4.25%, 06/01/2028(1) 70,560
70,000 6.13%, 12/01/2028(1) 67,900
175,000 Go Daddy Operating Co. LLC 3.50%, 03/01/2029(1) 162,531
      300,991
  Investment Company Security - 0.8%
  Huarong Finance Co., Ltd.  
200,000 3.75%, 04/27/2022(4) 199,500
200,000 4.50%, 05/29/2029(4) 198,000
      397,500
  Leisure Time - 0.7%
230,000 Carnival Corp. 6.00%, 05/01/2029(1) 221,260
105,000 MajorDrive Holdings LLC 6.38%, 06/01/2029(1) 99,750
      321,010
  Media - 2.2%
200,000 Cable Onda S.A. 4.50%, 01/30/2030(4) 203,100
100,000 Cable One, Inc. 4.00%, 11/15/2030(1) 94,250
200,000 Globo Comunicacao e Participacoes S.A. 4.88%, 01/22/2030(4) 185,502
CAD  170,000 Videotron Ltd. 5.63%, 06/15/2025 142,090
$  200,000 VTR Finance N.V. 6.38%, 07/15/2028(4) 204,000
EUR  210,000 Ziggo B.V. 2.88%, 01/15/2030(4) 223,216
      1,052,158
  Metal Fabricate/Hardware - 0.3%
$  120,000 Advanced Drainage Systems, Inc. 5.00%, 09/30/2027(1) 120,718
  Mining - 0.6%
300,000 Constellium SE 3.75%, 04/15/2029(1) 283,455
  Multi-National - 0.3%
EGP  2,000,000 European Investment Bank 10.00%, 12/06/2023(4) 125,486
  Office/Business Equipment - 0.3%
  Xerox Holdings Corp.  
$  95,000 5.00%, 08/15/2025(1) 96,244
50,000 5.50%, 08/15/2028(1) 50,279
      146,523
  Packaging & Containers - 1.6%
EUR  245,000 ARD Finance S.A. (5.00% Cash, 5.75% PIK) 5.00%, 06/30/2027(4)(8) 277,117
  Ball Corp.  
100,000 1.50%, 03/15/2027 111,399
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 38.8% - (continued)
  Packaging & Containers - 1.6% - (continued)
$          90,000 5.25%, 07/01/2025 $     96,750
       100,000 Flex Acquisition Co., Inc. 6.88%, 01/15/2025(1)     100,000
       200,000 SAN Miguel Industrias Pet S.A. / NG PET R&P Latin America S.A. 3.50%, 08/02/2028(4)    192,452
      777,718
  Pharmaceuticals - 1.3%
               Bausch Health Cos., Inc.  
       210,000 5.00%, 01/30/2028(1)     176,925
        70,000 6.13%, 02/01/2027(1)      70,262
EUR  100,000 Teva Pharmaceutical Finance Netherlands II B.V. 3.75%, 05/09/2027 108,430
$  260,000 Teva Pharmaceutical Finance Netherlands III B.V. 3.15%, 10/01/2026 238,644
      594,261
  Real Estate - 2.9%
  CIFI Holdings Group Co., Ltd.  
450,000 4.38%, 04/12/2027(4) 373,500
200,000 4.45%, 08/17/2026(4) 168,000
  Country Garden Holdings Co., Ltd.  
400,000 3.88%, 10/22/2030(4) 308,000
200,000 5.13%, 01/14/2027(4) 164,500
400,000 KWG Group Holdings Ltd. 6.00%, 08/14/2026(4) 215,200
200,000 Times China Holdings Ltd. 6.20%, 03/22/2026(4) 90,000
250,000 Yuzhou Group Holdings Co., Ltd. 6.35%, 01/13/2027(4) 55,000
      1,374,200
  Real Estate Investment Trusts - 1.1%
298,450 Iron Mountain, Inc. 1.86%, 01/02/2026, 3 mo. USD LIBOR + 1.750% 293,725
200,000 Trust Fibra Uno 6.39%, 01/15/2050(4) 224,170
      517,895
  Retail - 1.3%
200,000 Jollibee Worldwide Pte Ltd. 3.90%, 01/23/2025, (3.90% fixed rate until 01/23/2025; 5 year USD CMT + 4.784% thereafter)(4)(6)(7) 197,660
78,000 LBM Acquisition LLC 6.25%, 01/15/2029(1) 74,338
110,000 Michaels Cos., Inc. 5.25%, 05/01/2028(1) 105,922
95,000 Specialty Building Products Holdings LLC / SBP Finance Corp. 6.38%, 09/30/2026(1) 97,634
  Yum! Brands, Inc.  
70,000 3.63%, 03/15/2031 66,160
70,000 7.75%, 04/01/2025(1) 73,339
      615,053
  Software - 0.5%
70,000 CDK Global, Inc. 5.25%, 05/15/2029(1) 72,835
  Open Text Corp.  
145,000 3.88%, 02/15/2028(1) 142,093
15,000 3.88%, 12/01/2029(1) 14,406
20,000 Open Text Holdings, Inc. 4.13%, 12/01/2031(1) 19,300
      248,634
  Telecommunications - 3.2%
  Frontier Communications Corp.  
70,000 5.00%, 05/01/2028(1) 69,300
70,000 5.88%, 10/15/2027(1) 72,079
 
The accompanying notes are an integral part of these financial statements.
 56

Table of Contents
Hartford Sustainable Income ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 38.8% - (continued)
  Telecommunications - 3.2% - (continued)
$          50,000 5.88%, 11/01/2029 $     48,140
        25,000 6.75%, 05/01/2029(1)      25,063
       200,000 Liquid Telecommunications Financing plc 5.50%, 09/04/2026(4)     201,600
       180,000 Millicom International Cellular S.A. 6.25%, 03/25/2029(4)     189,000
       200,000 MTN Mauritius Investments Ltd. 6.50%, 10/13/2026(4)     219,844
       225,000 Network i2i Ltd. 5.65%, 01/15/2025, (5.65% fixed rate until 01/15/2025; 5 year USD CMT + 4.274% thereafter)(4)(6)(7)     232,875
90,000 Nokia Oyj 4.38%, 06/12/2027 93,150
155,000 Telecom Argentina S.A. 8.00%, 07/18/2026(4) 145,312
230,000 VTR Comunicaciones S.p.A. 5.13%, 01/15/2028(4) 226,005
      1,522,368
  Toys/Games/Hobbies - 0.1%
  Mattel, Inc.  
30,000 3.38%, 04/01/2026(1) 29,873
20,000 5.88%, 12/15/2027(1) 21,250
      51,123
  Transportation - 1.7%
150,000 First Student Bidco, Inc. 4.00%, 07/31/2029(1) 142,125
430,000 Rumo Luxembourg S.a.r.l. 5.25%, 01/10/2028(4) 440,324
200,000 Shriram Transport Finance Co., Ltd. 4.40%, 03/13/2024(4) 197,000
      779,449
  Water - 0.4%
200,000 Aegea Finance S.a.r.l. 5.75%, 10/10/2024(1) 204,062
  Total Corporate Bonds
(cost $19,766,680) 		$ 18,426,635
FOREIGN GOVERNMENT OBLIGATIONS - 23.5%
  Benin - 0.5%
EUR  200,000 Benin Government International Bond 4.88%, 01/19/2032(4) $  215,748
  Brazil - 0.4%
$  200,000 Brazilian Government International Bond 5.00%, 01/27/2045 178,622
  Bulgaria - 0.1%
EUR  65,000 Bulgaria Government International Bond 1.38%, 09/23/2050(4) 65,963
  Chile - 0.3%
CLP  135,000,000 Bonos de la Tesoreria de la Republica en pesos 4.70%, 09/01/2030(1)(4) 158,413
  Colombia - 1.5%
  Colombia Government International Bond  
$  255,000 3.00%, 01/30/2030 222,324
440,000 5.00%, 06/15/2045 374,198
COP  581,200,000 Colombian TES 7.00%, 06/30/2032 127,387
      723,909
Shares or Principal Amount   Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 23.5% - (continued)
  Croatia - 0.4%
EUR        161,000 Croatia Government International Bond 1.50%, 06/17/2031(4) $    181,131
  Denmark - 5.1%
DKK     16,000,000 Denmark Treasury Bill 0.00%, 03/01/2022(1)(4)(5)  2,411,758
  Dominican Republic - 0.7%
               Dominican Republic International Bond  
$        150,000 4.50%, 01/30/2030(4)     147,152
       181,000 6.40%, 06/05/2049(4)    180,348
      327,500
  Ghana - 0.3%
200,000 Ghana Government International Bond 6.38%, 02/11/2027(4) 160,000
  Hungary - 0.2%
  Hungary Government International Bond  
EUR  45,000 1.50%, 11/17/2050(4) 44,891
40,000 1.63%, 04/28/2032(4) 45,849
      90,740
  Indonesia - 0.5%
$  230,000 Indonesia Government International Bond 4.63%, 04/15/2043(4) 252,188
  Ivory Coast - 0.5%
EUR  200,000 Ivory Coast Government International Bond 5.88%, 10/17/2031(4) 225,657
  Jordan - 0.5%
$  220,000 Jordan Government International Bond 6.13%, 01/29/2026(4) 231,568
  Macedonia - 0.3%
EUR  100,000 North Macedonia Government International Bond 3.68%, 06/03/2026(1) 117,474
  Mexico - 1.2%
  Mexico Government International Bond  
150,000 1.13%, 01/17/2030 158,811
$  406,000 5.00%, 04/27/2051 431,310
      590,121
  Morocco - 0.2%
EUR  100,000 Morocco Government International Bond 1.50%, 11/27/2031(4) 100,323
  Panama - 0.4%
$  200,000 Panama Government International Bond 4.50%, 04/01/2056 203,986
  Philippines - 0.2%
EUR  100,000 Philippine Government International Bond 1.75%, 04/28/2041 107,358
  Romania - 0.9%
  Romanian Government International Bond  
80,000 2.12%, 07/16/2031(4) 81,849
131,000 2.75%, 04/14/2041(1) 122,709
219,000 2.88%, 04/13/2042(4) 205,901
      410,459
 
The accompanying notes are an integral part of these financial statements.
 57

Table of Contents
Hartford Sustainable Income ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 23.5% - (continued)
  Senegal - 0.5%
               Senegal Government International Bond  
EUR        100,000 4.75%, 03/13/2028(4) $    111,724
       100,000 5.38%, 06/08/2037(1)    103,094
      214,818
  Serbia - 0.3%
       127,000 Serbia International Bond 1.50%, 06/26/2029(4)    134,793
  South Africa - 0.5%
ZAR  2,310,000 Republic of South Africa Government Bond 8.00%, 01/31/2030 137,809
$  100,000 Republic of South Africa Government International Bond 6.25%, 03/08/2041 101,756
      239,565
  Supranational - 1.8%
INR  8,800,000 Asian Development Bank 6.20%, 10/06/2026 117,927
  Asian Infrastructure Investment Bank  
TRY  550,000 17.70%, 09/21/2023(4) 34,388
200,000 19.50%, 08/16/2023(4) 13,169
CNY  810,000 European Bank for Reconstruction & Development 2.00%, 01/21/2025 124,754
  European Investment Bank  
IDR  1,670,000,000 5.75%, 01/24/2025(4) 118,022
MXN  2,435,000 7.50%, 07/30/2023 116,768
TRY  1,130,000 International Bank for Reconstruction & Development 11.00%, 08/25/2022 78,483
  International Finance Corp.  
RUB  11,000,000 4.50%, 02/23/2026 122,501
BRL  710,000 6.20%, 07/27/2022 130,591
      856,603
  Switzerland - 5.7%
CHF  2,500,000 Swiss Confederation Government Bond 2.00%, 05/25/2022(4) 2,708,448
  Ukraine - 0.5%
  Ukraine Government International Bond  
$  200,000 7.25%, 03/15/2033(4) 167,551
100,000 7.75%, 09/01/2027(4) 87,740
      255,291
  Total Foreign Government Obligations
(cost $11,996,786) 		  $ 11,162,436
SENIOR FLOATING RATE INTERESTS - 25.5%(9)
  Auto Parts & Equipment - 0.7%
325,561 Clarios Global L.P. 3.36%, 04/30/2026, 1 mo. USD LIBOR + 3.250% $  323,689
  Chemicals - 1.3%
323,075 Axalta Coating Systems U.S. Holdings, Inc. 0.01%, 06/01/2024, 3 mo. USD LIBOR + 1.750%(10) 321,937
300,000 Diamond (BC) B.V. 3.50%, 09/29/2028, 1 mo. USD LIBOR + 3.000% 298,959
      620,896
  Commercial Services - 3.9%
523,688 APX Group, Inc. 4.00%, 07/09/2028, 1 mo. USD LIBOR + 3.500% 522,378
Shares or Principal Amount   Market Value†
SENIOR FLOATING RATE INTERESTS - 25.5%(9) - (continued)
  Commercial Services - 3.9% - (continued)
$         349,125 MPH Acquisition Holdings LLC 4.75%, 09/01/2028, 3 mo. USD LIBOR + 4.250% $    338,697
EUR        250,000 Techem Verwaltungsgesellschaft 675 mbH 2.38%, 07/15/2025, 3 mo. EURIBOR + 2.375%     276,427
$        372,834 Trans Union LLC 0.01%, 11/15/2026, 1 mo. USD LIBOR + 1.750%(10)     368,689
EUR        300,000 Verisure Holding AB 3.25%, 03/25/2028, 3 mo. EURIBOR + 3.250%    333,421
      1,839,612
  Construction Materials - 0.7%
$  349,091 Summit Materials LLC 2.11%, 11/21/2024, 3 mo. USD LIBOR + 2.000% 348,944
  Distribution/Wholesale - 0.5%
248,728 American Builders & Contractors Supply Co., Inc. 2.11%, 01/15/2027, 1 mo. USD LIBOR + 2.000% 247,395
  Electronics - 0.6%
EUR  250,000 Zephyr German BidCo GmbH 3.65%, 03/10/2028, 3 mo. EURIBOR + 3.750% 280,006
  Environmental Control - 1.1%
$  360,000 Clean Harbors, Inc. 2.11%, 10/08/2028, 1 mo. USD LIBOR + 2.000% 359,550
145,000 Covanta Holding Corp. 3.00%, 11/17/2028, 1 mo. USD LIBOR + 2.500% 144,910
      504,460
  Food - 0.3%
130,000 U.S. Foods, Inc. 0.00%, 11/17/2028, 1 mo. USD LIBOR + 1.750%(10) 129,635
  Healthcare - Products - 2.1%
299,231 Agiliti Health, Inc. 2.88%, 01/04/2026, 3 mo. USD LIBOR + 2.875% 297,734
259,350 Avantor Funding, Inc. 2.75%, 11/06/2027, 1 mo. USD LIBOR + 2.250% 258,904
455,000 Medline Borrower LP 0.03%, 10/21/2028, 1 mo. USD LIBOR + 3.250%(10) 452,939
      1,009,577
  Healthcare - Services - 0.8%
149,248 Catalent Pharma Solutions, Inc. 2.50%, 02/22/2028, 1 mo. USD LIBOR + 2.000% 149,174
248,711 Sound Inpatient Physicians 2.86%, 06/27/2025, 3 mo. USD LIBOR + 2.750% 247,955
      397,129
  Holding Companies-Diversified - 0.7%
EUR  290,000 IVC Acquisition Ltd. 0.00%, 02/13/2026, 3 mo. EURIBOR + 4.000%(10) 325,038
  Home Builders - 0.2%
$  115,000 Installed Building Products, Inc. 2.75%, 12/14/2028, 1 mo. USD LIBOR + 2.250% 115,048
 
The accompanying notes are an integral part of these financial statements.
 58

Table of Contents
Hartford Sustainable Income ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
SENIOR FLOATING RATE INTERESTS - 25.5%(9) - (continued)
  Insurance - 0.4%
$         100,000 Acrisure LLC 4.75%, 02/15/2027, 1 mo. USD LIBOR + 4.250% $     99,958
        99,748 Hub International Ltd. 4.00%, 04/25/2025, 1 mo. USD LIBOR + 3.250%     99,516
      199,474
  Internet - 1.6%
       372,391 Go Daddy Operating Co. LLC 0.02%, 02/15/2024, 1 mo. USD LIBOR + 1.750%(10)     369,702
       375,000 Proofpoint, Inc. 3.75%, 08/31/2028, 1 mo. USD LIBOR + 3.250%    372,915
      742,617
  IT Services - 0.8%
373,107 Surf Holdings LLC 3.69%, 03/05/2027, 1 mo. USD LIBOR + 3.500% 371,055
  Leisure Time - 1.1%
190,000 Carnival Corp. 4.00%, 10/18/2028, 1 mo. USD LIBOR + 3.250% 188,100
348,250 Hayward Industries, Inc. 3.00%, 05/28/2028, 1 mo. USD LIBOR + 2.500% 346,819
      534,919
  Machinery-Diversified - 0.8%
373,101 Gardner Denver, Inc. 1.86%, 03/01/2027, 1 mo. USD LIBOR + 1.750% 369,232
  Packaging & Containers - 2.6%
350,000 Berry Global, Inc. 1.85%, 07/01/2026, 1 mo. USD LIBOR + 1.750% 345,688
  Flex Acquisition Co., Inc.  
247,810 3.21%, 06/29/2025, 3 mo. USD LIBOR + 3.000% 246,345
247,507 4.00%, 03/02/2028, 1 mo. USD LIBOR + 3.500% 246,983
100,000 Pretium PKG Holdings, Inc. 4.50%, 10/01/2028, 1 mo. USD LIBOR + 4.500% 99,917
299,250 Proampac PG Borrower LLC 4.50%, 11/03/2025, 1 mo. USD LIBOR + 3.750% 299,325
      1,238,258
  Pharmaceuticals - 1.6%
337,767 Change Healthcare Holdings LLC 3.50%, 03/01/2024, 1 mo. USD LIBOR + 2.500% 337,345
EUR  234,875 Grifols S.A. 2.25%, 11/15/2027, 3 mo. EURIBOR + 2.250% 260,480
$  139,648 Packaging Coordinators Midco, Inc. 4.50%, 11/30/2027, 1 mo. USD LIBOR + 3.500% 139,503
      737,328
  Retail - 0.5%
248,749 LBM Acquisition LLC 0.05%, 12/18/2027, 1 mo. USD LIBOR + 3.750%(10) 247,090
  Semiconductors - 0.6%
280,000 MKS Instruments, Inc. 0.00%, 10/21/2028(10) 279,387
Shares or Principal Amount   Market Value†
SENIOR FLOATING RATE INTERESTS - 25.5%(9) - (continued)
  Software - 1.3%
$         200,000 DCert Buyer, Inc. 7.11%, 02/19/2029, 1 mo. USD LIBOR + 7.105% $    200,900
               Zelis Healthcare Corp.  
       298,493 0.03%, 09/30/2026, 1 mo. USD LIBOR + 3.500%(10)     297,155
        22,000 3.50%, 09/30/2026(11)      21,835
       120,695 3.60%, 09/30/2026    119,790
      639,680
  Telecommunications - 0.5%
244,388 Xplornet Communications, Inc. 4.50%, 10/02/2028, 1 mo. USD LIBOR + 4.000% 243,816
  Transportation - 0.8%
375,000 First Student Bidco, Inc. 3.50%, 07/21/2028, 1 mo. USD LIBOR + 3.000% 372,761
  Total Senior Floating Rate Interests
(cost $12,213,946) 		$ 12,117,046
U.S. GOVERNMENT AGENCIES - 9.9%
  Mortgage-Backed Agencies - 9.9%
  FHLMC - 0.8%
160,001 4.36%, 11/25/2023, 1 mo. USD LIBOR + 4.250%(2) $  165,168
199,238 4.61%, 02/25/2024, 1 mo. USD LIBOR + 4.500%(2) 205,852
      371,020
  UMBS - 9.1%
2,970,000 2.00%, 02/14/2052(12) 2,895,750
1,455,000 2.00%, 03/14/2052(12) 1,415,489
      4,311,239
  Total U.S. Government Agencies
(cost $4,691,676) 		  $  4,682,259
U.S. GOVERNMENT SECURITIES - 1.5%
  U.S. Treasury Securities - 1.5%
  U.S. Treasury Bonds - 0.6%
230,250 0.88%, 02/15/2047(13) $  287,623
      287,623
  U.S. Treasury Notes - 0.9%
379,368 0.13%, 07/15/2030(13)(14) 411,872
      411,872
  Total U.S. Government Securities
(cost $736,949) 		  $  699,495
CONVERTIBLE PREFERRED STOCKS - 0.8%
  Automobiles & Components - 0.2%
670 Aptiv plc, 5.50% $  104,373
  Health Care Equipment & Services - 0.3%
2,900 Becton Dickinson and Co. Series B, 6.00% 152,714
 
The accompanying notes are an integral part of these financial statements.
 59

Table of Contents
Hartford Sustainable Income ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
CONVERTIBLE PREFERRED STOCKS - 0.8% - (continued)
  Pharmaceuticals, Biotechnology & Life Sciences - 0.3%
           69 Danaher Corp., 5.00%(15) $    106,550
  Total Convertible Preferred Stocks
(cost $384,795) 		  $  363,637
ESCROWS - 0.4%(16)
  Media & Entertainment - 0.4%
      190,000 Scripps Escrow, Inc. Expires 07/15/2027(1) $    193,800
  Total Escrows
(cost $195,205) 		  $  193,800
  Total Long-Term Investments
(Cost $54,598,524) 		  $ 51,932,638
SHORT-TERM INVESTMENTS - 4.4%
  Securities Lending Collateral - 0.2%
3,370 Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(17) $  3,370
90,763 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(17) 90,763
5,141 Invesco Government & Agency Portfolio, Institutional Class, 0.03%(17) 5,141
      99,274
  U.S. Treasury Securities - 4.2%
$   1,995,000 U.S. Treasury Bill 0.07%, 04/14/2022(18) 1,994,451
  Total Short-Term Investments
(cost $2,093,985) 		$  2,093,725
  Total Investments
(cost $56,692,509) 		113.9% $ 54,026,363
  Other Assets and Liabilities (13.9)% (6,599,502)
  Total Net Assets 100.0% $ 47,426,861
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
(1) Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2022, the aggregate value of these securities was $10,683,092, representing 22.5% of net assets.
(2) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2022. Base lending rates may be subject to a floor or cap.
(3) Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.
(4) Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At January 31, 2022, the aggregate value of these securities was $18,657,995, representing 39.3% of net assets.
(5) Security is a zero-coupon bond.
(6) Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at January 31, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.
(7) Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.
(8) Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.
(9) Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the "Prime Rate") and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of January 31, 2022.
(10) Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(11) This security, or a portion of this security, has unfunded loan commitments. As of January 31, 2022, the aggregate value of the unfunded commitment was $21,835, which represents 0.0% of total net assets.
(12) Represents or includes a TBA transaction.
(13) The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.
(14) All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of January 31, 2022, the market value of securities pledged was $379,987.
(15) Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.
(16) Share amount represents shares of the issuer previously held that resulted in receipt of the escrow.
(17) Current yield as of period end.
(18) The rate shown represents current yield to maturity.
 
The accompanying notes are an integral part of these financial statements.
 60

Table of Contents
Hartford Sustainable Income ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
OTC Option Contracts Outstanding at January 31, 2022
Description   Counterparty   Exercise Price/
FX Rate/Rate 		  Expiration
Date 		  Number of
Contracts 		  Notional
Amount 		  Market
Value† 		  Premiums
Paid
(Received)
by Fund 		  Unrealized
Appreciation/
(Depreciation)
Written option contracts:
Call
CDX.NA.HY.S37.V1.5Y   GSC   107.00   USD   02/16/2022   (2,385,000)   USD (2,385,000)   $ (11,602)   $ (16,457)   $  4,855
Put
CDX.NA.HY.S37.V1.5Y   GSC   107.00   USD   02/16/2022   (2,385,000)   USD (2,385,000)   $ (23,604)   $ (18,841)   $ (4,763)
Total Written Option Contracts OTC option contracts   $ (35,206)   $ (35,298)   $  92
    
Futures Contracts Outstanding at January 31, 2022
Description   Number of
Contracts 		  Expiration
Date 		  Current
Notional
Amount 		  Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
U.S. Treasury 5-Year Note Future   24   03/31/2022   $ 2,860,875   $  (3,661)
U.S. Treasury 10-Year Note Future   52   03/22/2022   6,654,375   (93,905)
U.S. Treasury 10-Year Ultra Future   20   03/22/2022   2,856,562   (1,005)
U.S. Treasury Long Bond Future   3   03/22/2022   466,875   (22,006)
U.S. Treasury Ultra Bond Future   7   03/22/2022   1,322,563   (22,511)
Total               $ (143,088)
Short position contracts:
Euro-BUND Future   15   03/08/2022   $ 2,843,584   $  40,789
Euro-BUXL 30-Year Bond Future   2   03/08/2022   455,798   28,672
U.S. Treasury 2-Year Note Future   63   03/31/2022   13,649,344   41,955
Total               $  111,416
Total futures contracts   $  (31,672)
    
Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2022
Reference Entity   Notional
Amount 		  (Pay)/Receive
Fixed Rate 		  Expiration
Date 		  Periodic
Payment
Frequency 		  Cost Basis   Value †   Unrealized
Appreciation/
(Depreciation)
Credit default swaps on indices:
Buy protection:
CDX.EM.36.V1   USD 720,000   (1.00%)   12/20/2026   Quarterly   $  26,812   $  35,712   $  8,900
Sell protection:
CDX.NA.HY.37.V1   USD 2,355,000   5.00%   12/20/2026   Quarterly   $ 166,780   $ 173,047   $  6,267
Total centrally cleared credit default swap contracts   $ 193,592   $ 208,759   $ 15,167
    
Foreign Currency Contracts Outstanding at January 31, 2022
Amount and Description of
Currency to be Purchased 		  Amount and Description of
Currency to be Sold 		  Counterparty   Settlement
Date 		  Appreciation/
(Depreciation)
27,000 EUR   30,283 USD   UBS   02/28/2022   $ 1
21,000 EUR   23,716 USD   GSC   02/28/2022   (162)
143,052 USD   200,000 AUD   MSC   03/16/2022   2,111
150,632 USD   191,000 CAD   GSC   02/28/2022   453
145,763 USD   185,000 CAD   MSC   03/16/2022   309
2,752,495 USD   2,500,000 CHF   UBS   05/25/2022   57,123
2,502,552 USD   16,000,000 DKK   DEUT   03/01/2022   90,460
4,106,208 USD   3,625,000 EUR   TDB   02/28/2022   40,311
2,487,026 USD   2,193,000 EUR   DEUT   03/16/2022   26,164
The accompanying notes are an integral part of these financial statements.
 61

Table of Contents
Hartford Sustainable Income ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Foreign Currency Contracts Outstanding at January 31, 2022 – (continued)
Amount and Description of
Currency to be Purchased 		  Amount and Description of
Currency to be Sold 		  Counterparty   Settlement
Date 		  Appreciation/
(Depreciation)
284,195 USD   215,000 GBP   BNP   03/16/2022   $ (4,180)
297,117 USD   33,800,000 JPY   MSC   03/16/2022   3,646
Total foreign currency contracts   $ 216,236
† See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of January 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Asset & Commercial Mortgage-Backed Securities    $  2,074,689   $  —   $  2,074,689   $ —
Convertible Bonds    2,212,641   —   2,212,641   —
Corporate Bonds    18,426,635   —   18,426,635   —
Foreign Government Obligations    11,162,436   —   11,162,436   —
Senior Floating Rate Interests    12,117,046   —   12,117,046   —
U.S. Government Agencies    4,682,259   —   4,682,259   —
U.S. Government Securities    699,495   —   699,495   —
Convertible Preferred Stocks   363,637   363,637   —   —
Escrows   193,800   —   193,800   —
Short-Term Investments    2,093,725   99,274   1,994,451   —
Foreign Currency Contracts(2)    220,578   —   220,578   —
Futures Contracts(2)    111,416   111,416   —   —
Swaps - Credit Default(2)    15,167   —   15,167   —
Total   $ 54,373,524   $  574,327   $ 53,799,197   $ —
Liabilities                
Foreign Currency Contracts(2)    $  (4,342)   $  —   $  (4,342)   $ —
Futures Contracts(2)    (143,088)   (143,088)   —   —
Written Options    (35,206)   —   (35,206)   —
Total   $  (182,636)   $ (143,088)   $  (39,548)   $ —
    
(1) For the period ended January 31, 2022, there were no transfers in and out of Level 3.
(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.
The accompanying notes are an integral part of these financial statements.
 62

Table of Contents
Hartford Total Return Bond ETF
Schedule of Investments
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 21.2%
  Asset-Backed - Automobile - 0.3%
$       588,998 Chesapeake Funding LLC 1.95%, 09/15/2031(1) $       591,911
     645,000 Credit Acceptance Auto Loan Trust 1.00%, 05/15/2030(1)        636,494
     220,000 Santander Drive Auto Receivables Trust 1.48%, 01/15/2027        219,845
   1,010,000 Tricolor Auto Securitization Trust 1.00%, 06/17/2024(1)      1,005,025
     610,000 Westlake Automobile Receivables Trust 1.65%, 02/17/2026(1)       606,556
      3,059,831
  Asset-Backed - Credit Card - 0.2%
1,170,000 Evergreen Credit Card Trust 1.90%, 09/15/2024(1) 1,178,648
865,000 Mercury Financial Credit Card Master Trust 1.54%, 03/20/2026(1) 861,999
      2,040,647
  Asset-Backed - Finance & Insurance - 2.8%
239,911 Aaset Trust 3.35%, 01/16/2040(1) 223,659
43,875 Bayview Koitere Fund Trust 3.50%, 07/28/2057(1)(2) 44,338
30,827 Bayview Opportunity Master Fund Trust 3.50%, 10/28/2057(1)(2) 30,681
442,667 BHG Securitization Trust 0.90%, 10/17/2034(1) 438,203
  BlueMountain CLO Ltd.  
1,440,000 1.35%, 04/20/2034, 3 mo. USD LIBOR + 1.100%(1)(3) 1,437,693
2,850,000 1.40%, 04/19/2034, 3 mo. USD LIBOR + 1.150%(1)(3) 2,852,539
3,300,000 Buckhorn Park CLO Ltd. 1.36%, 07/18/2034, 3 mo. USD LIBOR + 1.120%(1)(3) 3,301,914
936,202 Carlyle Global Market Strategies CLO Ltd. 1.24%, 01/15/2031, 3 mo. USD LIBOR + 1.000%(1)(3) 936,220
  Carlyle U.S. CLO Ltd.  
2,047,000 1.30%, 04/15/2034, 3 mo. USD LIBOR + 1.060%(1)(3) 2,041,573
1,010,000 1.33%, 04/20/2034, 3 mo. USD LIBOR + 1.080%(1)(3) 1,008,933
352,718 CF Hippolyta LLC 1.99%, 07/15/2060(1) 340,986
322,880 CIFC Funding Ltd. 1.12%, 04/19/2029, 3 mo. USD LIBOR + 0.870%(1)(3) 322,705
375,000 Cirrus Funding Ltd. 4.80%, 01/25/2037(1) 385,107
1,488,919 Dryden Senior Loan Fund 1.24%, 04/15/2029, 3 mo. USD LIBOR + 1.000%(1)(3) 1,489,367
3,607,643 Galaxy XXIII CLO Ltd. 1.13%, 04/24/2029, 3 mo. USD LIBOR + 0.870%(1)(3) 3,606,738
280,000 GMF Floorplan Owner Revolving Trust 0.68%, 08/15/2025(1) 277,445
237,522 Magnetite Ltd. 1.04%, 01/15/2028, 3 mo. USD LIBOR + 0.800%(1)(3) 237,829
217,131 NRZ Excess Spread-Collateralized Notes 3.84%, 12/25/2025(1) 217,042
1,211,298 Pretium Mortgage Credit Partners LLC 1.74%, 07/25/2051(1)(4) 1,196,249
2,065,000 Regatta Funding Ltd. 1.41%, 04/20/2034, 3 mo. USD LIBOR + 1.160%(1)(3) 2,065,750
Shares or Principal Amount   Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 21.2% - (continued)
  Asset-Backed - Finance & Insurance - 2.8% - (continued)
$     2,025,000 RR Ltd. 1.35%, 07/15/2036, 3 mo. USD LIBOR + 1.110%(1)(3) $     2,024,996
             Sound Point CLO Ltd.  
   2,270,000 1.33%, 04/25/2034, 3 mo. USD LIBOR + 1.070%(1)(3)      2,269,430
     250,000 1.34%, 01/26/2031, 3 mo. USD LIBOR + 1.070%(1)(3)        250,062
     950,000 1.39%, 04/18/2031, 3 mo. USD LIBOR + 1.150%(1)(3)        949,502
   2,590,000 Symphony CLO Ltd. 1.23%, 04/19/2034, 3 mo. USD LIBOR + 0.980%(1)(3)      2,583,105
2,280,000 Thompson Park CLO Ltd. 1.24%, 04/15/2034, 3 mo. USD LIBOR + 1.000%(1)(3) 2,279,428
375,792 Treman Park CLO Ltd. 1.32%, 10/20/2028, 3 mo. USD LIBOR + 1.070%(1)(3) 375,614
739,315 Voya CLO Ltd. 1.14%, 01/18/2029, 3 mo. USD LIBOR + 0.900%(1)(3) 738,781
      33,925,889
  Commercial Mortgage-Backed Securities - 3.9%
965,000 BAMLL Commercial Mortgage Securities Trust 3.11%, 11/05/2032(1) 970,372
  Benchmark Mortgage Trust  
11,329,246 0.50%, 01/15/2051(2)(5) 274,955
20,391,298 0.51%, 07/15/2051(2)(5) 478,926
8,924,107 1.23%, 03/15/2062(2)(5) 600,998
3,653,262 1.52%, 01/15/2054(2)(5) 409,821
1,866,276 1.79%, 07/15/2053(2)(5) 192,219
2,200,000 3.88%, 02/15/2051(2) 2,370,153
  BX Commercial Mortgage Trust  
1,781,097 1.03%, 10/15/2036, 1 mo. USD LIBOR + 0.920%(1)(3) 1,780,029
580,000 1.88%, 05/15/2035, 1 mo. USD LIBOR + 1.770%(1)(3) 576,405
785,000 CAMB Commercial Mortgage Trust 2.66%, 12/15/2037, 1 mo. USD LIBOR + 2.550%(1)(3) 782,002
1,527,000 CD Mortgage Trust 3.63%, 02/10/2050 1,613,881
  Citigroup Commercial Mortgage Trust  
1,300,000 3.62%, 07/10/2047 1,348,561
766,000 4.10%, 11/15/2049(2) 767,717
107,009 Citigroup Mortgage Loan Trust 3.25%, 03/25/2061(1)(2) 108,590
  Commercial Mortgage Trust  
10,288,426 0.55%, 02/10/2047(2)(5) 97,938
389,000 2.82%, 01/10/2039 398,576
979,373 2.94%, 01/10/2046 987,065
700,000 3.18%, 02/10/2035(1) 721,358
1,470,000 3.61%, 08/10/2049(1)(2) 1,518,096
1,120,000 3.69%, 08/10/2047 1,164,712
900,000 3.80%, 08/10/2047 937,359
395,000 3.90%, 01/10/2039 404,794
1,095,125 3.96%, 03/10/2047 1,136,469
360,000 4.24%, 02/10/2047(2) 375,150
1,000,000 4.25%, 07/10/2045(2) 1,030,949
13,149,967 CSAIL Commercial Mortgage Trust 0.74%, 06/15/2057(2)(5) 256,589
  DBJPM Mortgage Trust  
3,956,560 1.71%, 09/15/2053(2)(5) 361,533
2,660,000 2.89%, 08/10/2049 2,725,988
  GS Mortgage Securities Trust  
6,618,693 0.67%, 02/13/2053(2)(5) 287,311
 
The accompanying notes are an integral part of these financial statements.
 63

Table of Contents
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 21.2% - (continued)
  Commercial Mortgage-Backed Securities - 3.9% - (continued)
$     2,000,000 3.05%, 05/10/2049 $     2,061,620
   2,440,000 3.43%, 08/10/2050      2,571,871
     890,000 3.63%, 11/10/2047        927,104
     100,000 4.07%, 01/10/2047        103,702
     415,000 JP Morgan Chase Commercial Mortgage Securities Trust 2.81%, 01/16/2037(1)        418,154
             JPMBB Commercial Mortgage Securities Trust  
     841,381 3.36%, 07/15/2045        852,113
     100,000 3.93%, 09/15/2047        104,706
100,000 4.00%, 04/15/2047 103,581
2,050,000 JPMCC Commercial Mortgage Securities Trust 3.72%, 03/15/2050 2,169,541
365,000 Life Mortgage Trust 1.51%, 03/15/2038, 1 mo. USD LIBOR + 1.400%(1)(3) 351,974
1,410,000 Morgan Stanley 3.53%, 12/15/2047 1,463,612
4,085,278 Morgan Stanley Capital Trust 1.34%, 06/15/2050(2)(5) 207,209
670,000 MTRO Commercial Mortgage Trust 1.91%, 12/15/2033, 1 mo. USD LIBOR + 1.800%(1)(3) 652,539
1,005,120 UBS-Barclays Commercial Mortgage Trust 3.24%, 04/10/2046 1,018,899
784,994 Wells Fargo Commercial Mortgage Trust 2.92%, 10/15/2045 789,334
  Wells Fargo N.A.  
5,757,289 0.60%, 11/15/2062(2)(5) 234,949
14,119,415 0.64%, 11/15/2062(2)(5) 636,698
15,902,676 0.70%, 02/15/2061(2)(5) 587,707
6,970,454 0.73%, 11/15/2050(2)(5) 248,932
4,300,999 0.77%, 11/15/2054(2)(5) 159,722
11,057,289 0.88%, 01/15/2063(2)(5) 658,302
3,476,942 0.90%, 05/15/2062(2)(5) 191,754
7,327,490 1.78%, 03/15/2063(2)(5) 924,978
1,790,000 3.44%, 09/15/2060 1,890,653
  WF-RBS Commercial Mortgage Trust  
1,170,000 2.88%, 12/15/2045 1,179,001
1,025,000 3.61%, 11/15/2047 1,066,672
100,000 4.00%, 05/15/2047 103,777
100,000 4.05%, 03/15/2047 103,901
      46,461,521
  Other Asset-Backed Securities - 4.0%
  Affirm Asset Securitization Trust  
451,530 1.90%, 01/15/2025(1) 451,261
196,033 3.46%, 10/15/2024(1) 198,712
593,488 Ajax Mortgage Loan Trust 2.12%, 01/25/2061(1)(4) 590,572
375,000 Arbor Realty Commercial Real Estate Notes Ltd. 1.20%, 05/15/2036, 1 mo. USD LIBOR + 1.100%(1)(3) 374,095
122,331 Atlas Senior Loan Fund Ltd. 1.12%, 04/20/2028, 3 mo. USD LIBOR + 0.870%(1)(3) 122,331
820,000 Avant Loans Funding Trust 1.21%, 07/15/2030(1) 808,948
2,400,000 Bain Capital Credit CLO Ltd. 1.44%, 07/25/2034, 3 mo. USD LIBOR + 1.180%(1)(3) 2,402,827
197,724 CF Hippolyta LLC 1.98%, 03/15/2061(1) 191,591
970,000 CIFC Funding Ltd. 1.24%, 04/18/2031, 3 mo. USD LIBOR + 1.000%(1)(3) 970,019
Shares or Principal Amount   Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 21.2% - (continued)
  Other Asset-Backed Securities - 4.0% - (continued)
             Domino's Pizza Master Issuer LLC  
$       937,912 2.66%, 04/25/2051(1) $       927,936
     411,600 3.67%, 10/25/2049(1)        424,699
      48,375 4.12%, 07/25/2048(1)         49,277
             Madison Park Funding Ltd.  
     244,929 1.20%, 04/19/2030, 3 mo. USD LIBOR + 0.950%(1)(3)        244,992
   2,310,000 1.36%, 07/17/2034, 3 mo. USD LIBOR + 1.120%(1)(3)      2,310,330
440,000 Marlette Funding Trust 1.06%, 09/15/2031(1) 434,314
1,300,000 MF1 Multifamily Housing Mortgage 1.80%, 02/19/2037 1,296,781
28,307 Mill City Mortgage Loan Trust 2.75%, 01/25/2061(1)(2) 28,592
2,490,000 Nassau LLC 1.49%, 08/26/2034, 3 mo. USD LIBOR + 1.250%(1)(3) 2,494,216
793,272 Navient Private Education Refi Loan Trust 0.97%, 12/16/2069(1) 769,277
2,205,000 NRZ Advance Receivables Trust 1.48%, 09/15/2053(1) 2,191,828
662,594 OCP CLO Ltd. 1.36%, 10/18/2028, 3 mo. USD LIBOR + 1.120%(1)(3) 662,610
550,000 OZLM Ltd. 1.35%, 10/20/2031, 3 mo. USD LIBOR + 1.100%(1)(3) 550,277
  Pretium Mortgage Credit Partners LLC  
903,331 1.87%, 07/25/2051(1)(4) 890,216
1,137,641 1.99%, 06/27/2060(1)(2)(4) 1,073,337
2,365,000 RR LLC 1.39%, 07/15/2035, 3 mo. USD LIBOR + 1.150%(1)(3) 2,366,369
203,894 Sapphire Aviation Finance Ltd. 3.23%, 03/15/2040(1) 196,989
310,000 Stack Infrastructure Issuer LLC 1.89%, 08/25/2045(1) 301,430
490,000 Summit Issuer LLC 2.29%, 12/20/2050(1) 479,719
638,595 TICP CLO Ltd. 1.09%, 04/20/2028, 3 mo. USD LIBOR + 0.840%(1)(3) 636,805
  Towd Point Mortgage Trust  
991,679 1.75%, 10/25/2060(1) 982,319
361,008 2.75%, 10/25/2056(1)(2) 363,593
781,860 2.75%, 06/25/2057(1)(2) 787,272
1,055,052 2.75%, 10/25/2057(1)(2) 1,065,602
1,124,287 2.90%, 10/25/2059(1)(2) 1,141,253
1,080,895 3.25%, 03/25/2058(1)(2) 1,099,698
120,463 3.25%, 07/25/2058(1)(2) 121,930
64,169 3.75%, 05/25/2058(1)(2) 65,954
542,334 Upstart Securitization Trust 0.83%, 07/20/2031(1) 538,807
  Vantage Data Centers Issuer LLC  
1,640,000 1.65%, 09/15/2045(1) 1,583,411
978,017 4.20%, 11/16/2043(1) 996,447
  Venture CLO Ltd.  
2,270,000 1.37%, 04/15/2034, 3 mo. USD LIBOR + 1.130%(1)(3) 2,270,545
915,000 1.48%, 04/15/2034, 3 mo. USD LIBOR + 1.240%(1)(3) 916,325
1,953,041 Vericrest Opportunity Loan Transferee 1.87%, 08/25/2051(1)(4) 1,949,403
792,352 VOLT C LLC 1.99%, 05/25/2051(1)(4) 787,091
1,255,630 VOLT XCIX LLC 2.12%, 04/25/2051(1)(4) 1,248,765
705,000 Voya CLO Ltd. 1.43%, 10/18/2031, 3 mo. USD LIBOR + 1.190%(1)(3) 704,822
 
The accompanying notes are an integral part of these financial statements.
 64

Table of Contents
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 21.2% - (continued)
  Other Asset-Backed Securities - 4.0% - (continued)
$     1,830,000 Wellfleet CLO Ltd. 1.42%, 07/20/2032, 3 mo. USD LIBOR + 1.170%(1)(3) $     1,830,280
             Wendy's Funding LLC  
   2,149,200 2.37%, 06/15/2051(1)      2,064,719
     590,400 3.88%, 03/15/2048(1)        608,917
   2,365,000 Wind River CLO Ltd. 1.68%, 10/20/2033      2,371,222
     243,775 Wingstop Funding LLC 2.84%, 12/05/2050(1)       240,906
      48,179,631
  Whole Loan Collateral CMO - 10.0%
2,054,299 510 Asset Backed Trust 2.24%, 06/25/2061(1)(4) 2,019,053
  Angel Oak Mortgage Trust  
873,616 0.91%, 01/25/2066(1)(2) 869,958
1,844,084 0.95%, 07/25/2066(1)(2) 1,819,253
753,593 0.99%, 04/25/2053(1)(2) 749,671
731,955 0.99%, 04/25/2066(1)(2) 722,518
1,458,946 1.07%, 05/25/2066(1)(2) 1,437,105
747,410 1.24%, 01/20/2065(1)(2) 736,454
1,219,382 1.82%, 11/25/2066(1)(2) 1,210,529
55,337 Bear Stearns Adjustable Rate Mortgage Trust 2.32%, 08/25/2035(2) 55,235
844,017 BINOM Securitization Trust 2.03%, 06/25/2056(1)(2) 838,321
  BRAVO Residential Funding Trust  
545,554 0.94%, 02/25/2049(1)(2) 539,269
763,151 0.97%, 03/25/2060(1)(2) 748,231
1,880,257 1.62%, 03/01/2061(1)(4) 1,841,255
574,005 Cascade MH Asset Trust 1.75%, 02/25/2046(1) 576,785
20,545 CIM Trust 3.00%, 04/25/2057(1)(2) 20,702
  COLT Mortgage Loan Trust  
430,876 0.80%, 07/27/2054(1)(2) 429,012
1,106,184 0.91%, 06/25/2066(1)(2) 1,079,819
1,937,856 0.96%, 09/27/2066(1)(2) 1,891,699
1,160,756 1.34%, 08/25/2066(1)(2) 1,135,152
2,980,000 2.28%, 12/27/2066 2,979,970
  Connecticut Avenue Securities Trust  
45,899 2.21%, 06/25/2039, 1 mo. USD LIBOR + 2.100%(1)(3) 45,927
313,515 2.26%, 11/25/2039, 1 mo. USD LIBOR + 2.150%(1)(3) 312,974
132,428 2.41%, 08/25/2031, 1 mo. USD LIBOR + 2.300%(1)(3) 132,974
986,467 Credit Suisse Mortgage Capital Certificates 0.94%, 05/25/2066(1)(2) 962,529
3,040,000 Credit Suisse Mortgage Trust 2.27%, 11/25/2066 3,029,408
  CSMC Trust  
357,597 0.81%, 05/25/2065(1)(2) 352,848
722,042 0.83%, 03/25/2056(1)(2) 718,048
1,767,715 1.10%, 05/25/2066(1)(2) 1,741,987
1,535,899 1.18%, 02/25/2066(1)(2) 1,528,026
601,608 1.80%, 12/27/2060(1)(2) 594,530
1,157,095 1.84%, 10/25/2066(1)(2) 1,149,813
  Deephaven Residential Mortgage Trust  
513,878 0.90%, 04/25/2066(1)(2) 504,593
675,934 2.34%, 01/25/2060(1)(2) 674,895
149,008 Eagle RE Ltd. 1.81%, 11/25/2028, 1 mo. USD LIBOR + 1.700%(1)(3) 149,008
  Ellington Financial Mortgage Trust  
206,872 0.80%, 02/25/2066(1)(2) 203,107
Shares or Principal Amount   Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 21.2% - (continued)
  Whole Loan Collateral CMO - 10.0% - (continued)
$       437,710 0.93%, 06/25/2066(1)(2) $       429,346
   1,270,000 2.21%, 02/25/2026      1,269,260
             Fannie Mae Connecticut Avenue Securities  
     126,377 2.31%, 08/25/2030, 1 mo. USD LIBOR + 2.200%(3)        127,520
     140,430 2.36%, 07/25/2030, 1 mo. USD LIBOR + 2.250%(3)        142,191
     152,267 2.46%, 01/25/2031, 1 mo. USD LIBOR + 2.350%(3)        153,896
      88,270 2.71%, 05/25/2024, 1 mo. USD LIBOR + 2.600%(3)         89,651
     555,399 3.11%, 07/25/2024, 1 mo. USD LIBOR + 3.000%(3)        564,409
594,166 3.66%, 07/25/2029, 1 mo. USD LIBOR + 3.550%(3) 609,687
461,107 4.46%, 05/25/2029, 1 mo. USD LIBOR + 4.350%(3) 477,852
572,163 4.51%, 01/25/2024, 1 mo. USD LIBOR + 4.400%(3) 595,357
284,447 5.01%, 11/25/2024, 1 mo. USD LIBOR + 4.900%(3) 296,567
310,978 5.11%, 11/25/2024, 1 mo. USD LIBOR + 5.000%(3) 314,900
261,308 5.11%, 07/25/2025, 1 mo. USD LIBOR + 5.000%(3) 268,374
1,073,343 5.66%, 04/25/2028, 1 mo. USD LIBOR + 5.550%(3) 1,118,859
794,173 5.81%, 04/25/2028, 1 mo. USD LIBOR + 5.700%(3) 836,443
209,139 6.11%, 09/25/2028, 1 mo. USD LIBOR + 6.000%(3) 215,191
  GCAT Trust  
1,116,915 0.87%, 01/25/2066(1)(2) 1,111,793
990,027 1.04%, 05/25/2066(1)(2) 981,957
1,351,871 1.09%, 05/25/2066(1)(2) 1,326,161
1,802,490 1.09%, 08/25/2066(1)(2) 1,762,977
1,057,710 1.92%, 08/25/2066(1)(2) 1,051,002
288,537 Home Re Ltd. 1.71%, 10/25/2028, 1 mo. USD LIBOR + 1.600%(1)(3) 288,537
985,650 Imperial Fund Mortgage Trust 1.07%, 09/25/2056(1)(2) 964,320
  Legacy Mortgage Asset Trust  
443,519 1.65%, 11/25/2060(1)(4) 438,025
598,831 1.75%, 04/25/2061(1)(4) 594,498
794,817 1.75%, 07/25/2061(1)(4) 784,420
  LSTAR Securities Investment Ltd.  
1,556,882 1.80%, 03/02/2026, 1 mo. USD LIBOR + 1.700%(1)(3) 1,556,891
948,516 1.91%, 02/01/2026, 1 mo. USD LIBOR + 1.800%(1)(3) 948,281
687,493 MetLife Securitization Trust 3.75%, 03/25/2057(1)(2) 705,884
  MFA Trust  
147,308 1.01%, 01/26/2065(1)(2) 146,110
875,030 1.03%, 11/25/2064(1)(2) 861,368
751,872 1.15%, 04/25/2065(1)(2) 746,952
  New Residential Mortgage Loan Trust  
220,623 0.86%, 01/25/2048, 1 mo. USD LIBOR + 0.750%(1)(3) 220,078
680,082 0.94%, 07/25/2055(1)(2) 671,247
579,059 0.94%, 10/25/2058(1)(2) 568,377
2,980,000 2.28%, 01/25/2026 2,980,000
682,187 3.50%, 12/25/2057(1)(2) 691,498
 
The accompanying notes are an integral part of these financial statements.
 65

Table of Contents
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 21.2% - (continued)
  Whole Loan Collateral CMO - 10.0% - (continued)
$       539,058 3.98%, 09/25/2057(1)(2) $       552,118
     404,971 4.00%, 04/25/2057(1)(2)        419,847
     446,556 4.00%, 08/27/2057(1)(2)        463,566
   1,841,245 NMLT Trust 1.19%, 05/25/2056(1)(2)      1,811,358
             OBX Trust  
   1,191,568 1.05%, 07/25/2061(1)(2)      1,164,049
   1,392,089 1.07%, 02/25/2066(1)(2)      1,369,227
2,722,000 Onslow Bay Financial LLC 2.31%, 11/25/2061 2,717,558
  OZLM Ltd.  
214,201 1.25%, 07/17/2029, 3 mo. USD LIBOR + 1.010%(1)(3) 214,301
122,645 1.35%, 04/30/2027, 3 mo. USD LIBOR + 1.050%(1)(3) 122,691
  PMT Credit Risk Transfer Trust  
283,593 2.11%, 03/27/2024, 1 mo. USD LIBOR + 2.000%(1)(3) 283,660
535,234 3.01%, 02/27/2024, 1 mo. USD LIBOR + 2.900%(1)(3) 543,608
  Preston Ridge Partners Mortgage Trust LLC  
482,999 1.32%, 07/25/2051(1)(2) 469,004
1,145,912 1.79%, 06/25/2026(1)(4) 1,142,302
1,228,282 1.79%, 07/25/2026(1)(4) 1,223,508
2,034,412 1.87%, 04/25/2026(1)(4) 2,019,543
500,070 2.12%, 03/25/2026(1)(2) 493,132
272,260 2.36%, 11/25/2025(1)(4) 270,156
2,218,331 2.36%, 10/25/2026(1)(2) 2,197,215
2,226,858 Pretium Mortgage Credit Partners LLC 1.99%, 02/25/2061(1)(4) 2,184,860
1,017,948 PRPM LLC 2.49%, 10/25/2026(1)(4) 1,008,713
853,411 RCO VII Mortgage LLC 1.87%, 05/26/2026(1)(4) 851,124
575,074 Residential Mortgage Loan Trust 0.86%, 01/25/2065(1)(2) 569,642
  Seasoned Credit Risk Transfer Trust  
762,117 2.50%, 08/25/2059 769,182
414,536 3.50%, 08/25/2057(2) 425,287
539,550 3.50%, 11/25/2057 570,408
1,428,302 3.50%, 07/25/2058 1,514,584
621,444 3.50%, 08/25/2058 649,768
2,068,025 3.50%, 10/25/2058 2,168,579
1,699,185 SG Residential Mortgage Trust 1.16%, 07/25/2061(1)(2) 1,672,183
  Starwood Mortgage Residential Trust  
457,316 0.94%, 05/25/2065(1)(2) 451,803
1,643,176 1.13%, 06/25/2056(1)(2) 1,611,136
  Starwood Residential Mortgage Trust  
1,202,663 1.22%, 05/25/2065(1)(2) 1,197,867
1,804,692 1.92%, 11/25/2066(1)(2) 1,792,922
  Structured Agency Credit Risk Trust  
3,755 0.86%, 09/25/2048, 1 mo. USD LIBOR + 0.750%(1)(3) 3,755
580,993 1.76%, 04/25/2043, 1 mo. USD LIBOR + 1.650%(1)(3) 581,381
55,000 2.21%, 09/25/2048, 1 mo. USD LIBOR + 2.100%(1)(3) 55,658
  Toorak Mortgage Corp. Ltd.  
835,452 1.15%, 07/25/2056(1)(2) 817,951
1,210,000 2.24%, 06/25/2024(1)(4) 1,199,789
Shares or Principal Amount   Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 21.2% - (continued)
  Whole Loan Collateral CMO - 10.0% - (continued)
$     2,215,307 Towd Point Mortgage Trust 2.92%, 11/30/2060(1)(2) $     2,199,859
             Triangle Re Ltd.  
   1,065,000 1.95%, 02/25/2034, 3 mo USD SOFR + 1.900%(1)(3)      1,064,368
     920,000 2.16%, 10/25/2033, 1 mo. USD LIBOR + 2.050%(1)(3)        920,000
             VCAT LLC  
   1,117,269 1.74%, 05/25/2051(1)(4)      1,115,752
     352,936 2.12%, 03/27/2051(1)(4)        350,742
  Verus Securitization Trust  
337,921 0.82%, 10/25/2063(1)(2) 336,185
718,876 0.92%, 02/25/2064(1)(2) 713,678
2,695,364 0.94%, 07/25/2066(1)(2) 2,660,882
2,219,865 1.01%, 09/25/2066(1)(2) 2,188,885
633,522 1.03%, 02/25/2066(1)(2) 624,602
1,300,645 1.82%, 11/25/2066(1)(2) 1,292,989
2,522,790 1.83%, 10/25/2066(1)(2) 2,506,012
1,330,888 VOLT XCIII LLC 1.89%, 02/27/2051(1)(4) 1,312,128
1,046,135 VOLT XCIV LLC 2.24%, 02/27/2051(1)(4) 1,035,925
1,086,290 VOLT XCV LLC 2.24%, 03/27/2051(1)(4) 1,085,200
1,071,356 VOLT XCVII LLC 2.24%, 04/25/2051(1)(4) 1,070,262
      118,761,441
  Total Asset & Commercial Mortgage-Backed Securities
(cost $254,413,200) 		$  252,428,960
CORPORATE BONDS - 28.5%
  Advertising - 0.0%
  Lamar Media Corp.  
155,000 3.75%, 02/15/2028 $  151,271
80,000 4.88%, 01/15/2029 81,270
      232,541
  Aerospace/Defense - 0.4%
  Boeing Co.  
826,000 5.04%, 05/01/2027 913,558
636,000 5.15%, 05/01/2030 715,514
290,000 BWX Technologies, Inc. 4.13%, 04/15/2029(1) 285,650
  L3Harris Technologies, Inc.  
105,000 2.90%, 12/15/2029 105,982
755,000 3.85%, 06/15/2023 777,385
255,000 Northrop Grumman Corp. 5.15%, 05/01/2040 315,177
  Raytheon Technologies Corp.  
1,040,000 3.95%, 08/16/2025 1,108,398
680,000 4.45%, 11/16/2038 775,613
      4,997,277
  Agriculture - 0.3%
  BAT Capital Corp.  
545,000 2.26%, 03/25/2028 517,277
1,189,000 2.79%, 09/06/2024 1,209,384
873,000 BAT International Finance plc 1.67%, 03/25/2026 840,647
1,045,000 Kernel Holding S.A. 6.50%, 10/17/2024(6) 951,159
      3,518,467
 
The accompanying notes are an integral part of these financial statements.
 66

Table of Contents
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 28.5% - (continued)
  Airlines - 0.0%
$       190,000 United Airlines, Inc. 4.63%, 04/15/2029(1) $       187,999
  Apparel - 0.3%
     480,000 Hanesbrands, Inc. 4.88%, 05/15/2026(1)        497,400
   2,409,000 William Carter Co. 5.63%, 03/15/2027(1)     2,466,214
      2,963,614
  Auto Manufacturers - 0.3%
320,000 Ford Motor Co. 3.25%, 02/12/2032 305,763
  General Motors Financial Co., Inc.  
595,000 1.25%, 01/08/2026 568,972
3,035,000 1.50%, 06/10/2026 2,907,024
      3,781,759
  Beverages - 0.3%
254,000 Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc. 4.70%, 02/01/2036 291,836
  Anheuser-Busch InBev Worldwide, Inc.  
201,000 3.75%, 07/15/2042 207,310
558,000 4.60%, 04/15/2048 639,673
1,153,000 5.45%, 01/23/2039 1,417,683
  Constellation Brands, Inc.  
170,000 2.88%, 05/01/2030 169,740
60,000 3.15%, 08/01/2029 61,186
160,000 4.65%, 11/15/2028 177,959
      2,965,387
  Biotechnology - 0.2%
165,000 Baxalta, Inc. 3.60%, 06/23/2022 165,992
  Royalty Pharma plc  
1,299,000 2.15%, 09/02/2031 1,187,466
387,000 2.20%, 09/02/2030 358,368
      1,711,826
  Chemicals - 0.1%
200,000 Chemours Co. 5.38%, 05/15/2027 205,588
383,000 LYB International Finance LLC 1.25%, 10/01/2025 371,777
      577,365
  Commercial Banks - 5.4%
1,580,000 Bangkok Bank PCL 3.47%, 09/23/2036, (3.47% fixed rate until 09/23/2031; 5 year USD CMT + 2.150% thereafter)(1)(3)(7) 1,533,728
  Bank of America Corp.  
680,000 2.46%, 10/22/2025, (2.46% fixed rate until 10/22/2024; 3 mo. USD LIBOR + 0.870% thereafter)(7) 686,159
1,880,000 2.50%, 02/13/2031, (2.50% fixed rate until 02/13/2030; 3 mo. USD LIBOR + 0.990% thereafter)(7) 1,827,012
800,000 2.57%, 10/20/2032, (2.57% fixed rate until 10/20/2031; 3 mo. USD SOFR + 1.210% thereafter)(7) 775,232
955,000 3.19%, 07/23/2030, (3.19% fixed rate until 07/23/2029; 3 mo. USD LIBOR + 1.180% thereafter)(7) 976,395
1,475,000 3.31%, 04/22/2042, (3.31% fixed rate until 04/22/2041; 3 mo. USD SOFR + 1.580% thereafter)(7) 1,457,300
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 28.5% - (continued)
  Commercial Banks - 5.4% - (continued)
$     4,720,000 3.71%, 04/24/2028, (3.71% fixed rate until 04/24/2027; 3 mo. USD LIBOR + 1.512% thereafter)(7) $     4,965,830
     705,000 4.08%, 03/20/2051, (4.08% fixed rate until 03/20/2050; 3 mo. USD LIBOR + 3.150% thereafter)(7)        793,897
   1,810,000 Bank of NY Mellon Corp. 2.05%, 01/26/2027      1,806,479
             BNP Paribas S.A.  
     455,000 1.32%, 01/13/2027, (1.32% fixed rate until 01/13/2026; 3 mo. USD SOFR + 1.004% thereafter)(1)(7)        434,217
     200,000 2.16%, 09/15/2029, (2.16% fixed rate until 09/15/2028; 3 mo. USD SOFR + 1.218% thereafter)(1)(7)        190,126
   1,050,000 2.22%, 06/09/2026, (2.22% fixed rate until 06/09/2025; 3 mo. USD SOFR + 2.074% thereafter)(1)(7)      1,040,953
   1,010,000 2.59%, 01/20/2028      1,002,274
  Citigroup, Inc.  
795,000 2.52%, 11/03/2032, (2.52% fixed rate until 11/03/2031; 3 mo. USD SOFR + 1.177% thereafter)(7) 765,874
174,000 2.56%, 05/01/2032, (2.56% fixed rate until 05/01/2031; 3 mo. USD SOFR + 1.167% thereafter)(7) 168,517
639,000 2.88%, 07/24/2023, (2.88% fixed rate until 07/24/2022; 3 mo. USD LIBOR + 0.950% thereafter)(7) 644,229
2,525,000 3.20%, 10/21/2026 2,616,353
1,350,000 3.70%, 01/12/2026 1,429,829
291,000 3.98%, 03/20/2030, (3.98% fixed rate until 03/20/2029; 3 mo. USD LIBOR + 1.338% thereafter)(7) 311,335
751,000 4.41%, 03/31/2031, (4.41% fixed rate until 03/31/2030; 3 mo. USD SOFR + 3.914% thereafter)(7) 826,481
  Credit Suisse Group AG  
250,000 0.50%, 02/04/2022, 3 mo. USD SOFR + 0.450%(3) 250,004
350,000 3.09%, 05/14/2032, (3.09% fixed rate until 05/14/2031; 3 mo. USD SOFR + 1.730% thereafter)(1)(7) 339,969
530,000 Danske Bank A/S 5.38%, 01/12/2024(1) 563,820
700,000 Deutsche Bank AG 2.31%, 11/16/2027, (2.31% fixed rate until 11/16/2026; 3 mo. USD SOFR + 1.219% thereafter)(7) 679,765
  Goldman Sachs Group, Inc.  
665,000 0.93%, 10/21/2024, (0.93% fixed rate until 10/21/2023; 3 mo. USD SOFR + 0.486% thereafter)(7) 655,227
2,000 1.99%, 01/27/2032, (1.99% fixed rate until 01/27/2031; 3 mo. USD SOFR + 1.090% thereafter)(7) 1,838
1,205,000 2.38%, 07/21/2032, (2.38% fixed rate until 07/21/2031; 3 mo. USD SOFR + 1.248% thereafter)(7) 1,142,663
1,645,000 2.62%, 04/22/2032, (2.62% fixed rate until 04/22/2031; 3 mo. USD SOFR + 1.281% thereafter)(7) 1,593,935
 
The accompanying notes are an integral part of these financial statements.
 67

Table of Contents
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 28.5% - (continued)
  Commercial Banks - 5.4% - (continued)
$       140,000 2.65%, 10/21/2032, (2.65% fixed rate until 10/21/2031; 3 mo. USD SOFR + 1.264% thereafter)(7) $       136,242
     100,000 2.91%, 07/24/2023, (2.91% fixed rate until 07/24/2022; 3 mo. USD LIBOR + 0.990% thereafter)(7)        100,791
     235,000 3.10%, 02/24/2033, (3.10% fixed rate until 02/24/2032; 3 mo. USD LIBOR + 0.910% thereafter)(7)        236,357
   2,567,000 3.50%, 11/16/2026      2,671,704
     230,000 3.81%, 04/23/2029, (3.81% fixed rate until 04/23/2028; 3 mo. USD LIBOR + 1.158% thereafter)(7)        242,574
   2,036,000 4.22%, 05/01/2029, (4.22% fixed rate until 05/01/2028; 3 mo. USD LIBOR + 1.301% thereafter)(7)      2,192,957
     175,000 6.75%, 10/01/2037        236,685
  HSBC Holdings plc  
1,405,000 0.98%, 05/24/2025, (0.98% fixed rate until 05/24/2024; 3 mo. USD SOFR + 0.708% thereafter)(7) 1,372,362
235,000 1.59%, 05/24/2027, (1.59% fixed rate until 05/24/2026; 3 mo. USD SOFR + 1.290% thereafter)(7) 225,201
1,555,000 4.58%, 06/19/2029, (4.58% fixed rate until 06/19/2028; 3 mo. USD LIBOR + 1.535% thereafter)(7) 1,694,405
  JP Morgan Chase & Co.  
430,000 1.47%, 09/22/2027, (1.47% fixed rate until 09/22/2026; 3 mo. USD SOFR + 0.765% thereafter)(7) 411,886
1,000,000 2.55%, 11/08/2032, (2.55% fixed rate until 11/08/2031; 3 mo. USD SOFR + 1.180% thereafter)(7) 968,990
1,591,000 2.96%, 05/13/2031, (2.96% fixed rate until 05/13/2030; 3 mo. USD SOFR + 2.515% thereafter)(7) 1,580,873
575,000 3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 3 mo. USD SOFR + 2.460% thereafter)(7) 560,144
210,000 3.11%, 04/22/2051, (3.11% fixed rate until 04/22/2050; 3 mo. USD SOFR + 2.440% thereafter)(7) 202,708
1,830,000 3.16%, 04/22/2042, (3.16% fixed rate until 04/22/2041; 3 mo. USD SOFR + 1.460% thereafter)(7) 1,794,777
230,000 3.22%, 03/01/2025, (3.22% fixed rate until 03/01/2024; 3 mo. USD LIBOR + 1.155% thereafter)(7) 236,163
1,382,000 3.70%, 05/06/2030, (3.70% fixed rate until 05/06/2029; 3 mo. USD LIBOR + 1.160% thereafter)(7) 1,461,042
1,675,000 3.80%, 07/23/2024, (3.80% fixed rate until 07/23/2023; 3 mo. USD LIBOR + 0.890% thereafter)(7) 1,727,354
876,000 3.96%, 01/29/2027, (3.96% fixed rate until 01/29/2026; 3 mo. USD LIBOR + 1.245% thereafter)(7) 930,099
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 28.5% - (continued)
  Commercial Banks - 5.4% - (continued)
$       780,000 4.01%, 04/23/2029, (4.01% fixed rate until 04/23/2028; 3 mo. USD LIBOR + 1.120% thereafter)(7) $       836,276
   1,060,000 JPMorgan Chase & Co. 1.56%, 12/10/2025, (1.56% fixed rate until 12/10/2024; 3 mo. USD SOFR + 0.605% thereafter)(7)      1,044,294
             Morgan Stanley  
     879,000 1.59%, 05/04/2027, (1.59% fixed rate until 05/04/2026; 3 mo. USD SOFR + 0.879% thereafter)(7)        848,454
   1,485,000 1.79%, 02/13/2032, (1.79% fixed rate until 02/13/2031; 3 mo. USD SOFR + 1.034% thereafter)(7)      1,357,734
     805,000 2.24%, 07/21/2032, (2.24% fixed rate until 07/21/2031; 3 mo. USD SOFR + 1.178% thereafter)(7)        758,995
   1,015,000 2.48%, 01/21/2028, (2.48% fixed rate until 01/21/2027; 3 mo. USD SOFR + 1.100% thereafter)(7)      1,013,090
     100,000 2.51%, 10/20/2032, (2.51% fixed rate until 10/20/2031; 3 mo. USD SOFR + 1.200% thereafter)(7)         96,465
645,000 2.70%, 01/22/2031, (2.70% fixed rate until 01/22/2030; 3 mo. USD SOFR + 1.143% thereafter)(7) 639,679
4,195,000 3.13%, 07/27/2026 4,339,783
39,000 4.00%, 07/23/2025 41,451
1,530,000 5.00%, 11/24/2025 1,677,254
470,000 Santander Holdings USA, Inc. 3.70%, 03/28/2022 471,143
680,000 UBS Group AG 2.65%, 02/01/2022(1) 680,000
  Wells Fargo & Co.  
1,040,000 3.00%, 04/22/2026 1,068,152
54,000 3.00%, 10/23/2026 55,465
437,000 3.75%, 01/24/2024 454,434
505,000 4.75%, 12/07/2046 591,522
285,000 5.01%, 04/04/2051, (5.01% fixed rate until 04/04/2050; 3 mo. USD SOFR + 4.502% thereafter)(7) 365,769
      64,802,715
  Commercial Services - 1.2%
  Ashtead Capital, Inc.  
425,000 4.00%, 05/01/2028(1) 440,027
1,400,000 4.38%, 08/15/2027(1) 1,436,582
  Gartner, Inc.  
285,000 3.63%, 06/15/2029(1) 276,806
900,000 3.75%, 10/01/2030(1) 874,125
2,574,000 4.50%, 07/01/2028(1) 2,623,472
  Global Payments, Inc.  
215,000 2.15%, 01/15/2027 210,626
895,000 3.20%, 08/15/2029 903,290
  Howard University  
100,000 2.39%, 10/01/2027 97,997
100,000 2.70%, 10/01/2029 98,985
325,000 2.80%, 10/01/2030 325,194
  Howard University (AGM Insured)  
105,000 2.90%, 10/01/2031 105,431
265,000 3.48%, 10/01/2041 257,182
 
The accompanying notes are an integral part of these financial statements.
 68

Table of Contents
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 28.5% - (continued)
  Commercial Services - 1.2% - (continued)
$       850,000 IHS Markit Ltd. 4.13%, 08/01/2023 $       853,984
     589,000 Nielsen Finance LLC / Nielsen Finance Co. 4.50%, 07/15/2029(1)        549,243
             Service Corp. International  
   1,985,000 3.38%, 08/15/2030      1,853,107
   2,781,000 5.13%, 06/01/2029      2,913,098
             United Rentals North America, Inc.  
     270,000 3.75%, 01/15/2032        258,525
      80,000 4.88%, 01/15/2028        82,205
      14,159,879
  Construction Materials - 0.5%
2,080,000 Builders FirstSource, Inc. 5.00%, 03/01/2030(1) 2,130,097
  Standard Industries, Inc.  
1,499,000 3.38%, 01/15/2031(1) 1,364,090
2,710,000 4.38%, 07/15/2030(1) 2,594,418
155,000 4.75%, 01/15/2028(1) 152,869
      6,241,474
  Diversified Financial Services - 0.6%
1,255,000 AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.30%, 01/30/2032 1,225,374
2,405,000 BOC Aviation USA Corp. 1.63%, 04/29/2024(1) 2,379,442
945,000 Capital One Financial Corp. 3.90%, 01/29/2024 982,966
185,000 Mastercard, Inc. 2.95%, 03/15/2051 180,727
80,000 Navient Corp. 6.13%, 03/25/2024 83,320
  Power Finance Corp. Ltd.  
1,585,000 3.95%, 04/23/2030(1) 1,595,049
820,000 3.95%, 04/23/2030(6) 825,199
      7,272,077
  Electric - 2.4%
652,000 AES Corp. 3.30%, 07/15/2025(1) 664,453
  Alabama Power Co.  
420,000 3.45%, 10/01/2049 424,780
335,000 4.15%, 08/15/2044 369,710
40,000 Appalachian Power Co. 6.38%, 04/01/2036 52,723
175,000 Berkshire Hathaway Energy Co. 1.65%, 05/15/2031 161,308
760,000 Cleco Corporate Holdings LLC 3.38%, 09/15/2029 757,751
442,000 Commonwealth Edison Co. 3.65%, 06/15/2046 458,685
115,000 Connecticut Light & Power Co. 4.00%, 04/01/2048 131,325
680,000 Consolidated Edison, Inc. 3.20%, 12/01/2051 644,147
815,000 Dominion Energy, Inc. 3.38%, 04/01/2030 844,173
710,000 Duke Energy Carolinas LLC 4.25%, 12/15/2041 795,566
  Duke Energy Corp.  
1,397,000 2.55%, 06/15/2031 1,351,006
326,000 2.65%, 09/01/2026 332,161
  Duke Energy Indiana LLC  
440,000 2.75%, 04/01/2050 394,191
831,000 3.25%, 10/01/2049 798,888
630,000 Duquesne Light Holdings, Inc. 2.78%, 01/07/2032(1) 600,620
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 28.5% - (continued)
  Electric - 2.4% - (continued)
$       830,000 Enel Finance International N.V. 1.38%, 07/12/2026(1) $       794,995
     182,000 Evergy Metro, Inc. 2.25%, 06/01/2030        176,594
             Evergy, Inc.  
     640,000 2.45%, 09/15/2024        648,707
     420,000 2.90%, 09/15/2029        420,073
   2,404,000 Exelon Corp. 3.95%, 06/15/2025      2,541,214
  FirstEnergy Corp.  
     252,000 2.25%, 09/01/2030        231,537
1,145,000 3.40%, 03/01/2050 1,037,543
710,000 5.10%, 07/15/2047 773,221
1,271,000 Georgia Power Co. 4.30%, 03/15/2042 1,383,308
688,000 IPALCO Enterprises, Inc. 3.70%, 09/01/2024 715,205
  ITC Holdings Corp.  
791,000 2.95%, 05/14/2030(1) 789,435
30,000 3.25%, 06/30/2026 31,139
180,000 Jersey Central Power & Light Co. 2.75%, 03/01/2032(1) 177,414
  MidAmerican Energy Co.  
135,000 3.15%, 04/15/2050 134,024
45,000 3.65%, 08/01/2048 48,234
200,000 National Rural Utilities Cooperative Finance Corp. 3.40%, 02/07/2028 210,025
835,000 NRG Energy, Inc. 2.45%, 12/02/2027(1) 801,497
  Pacific Gas and Electric Co.  
866,000 2.50%, 02/01/2031 784,294
475,000 4.50%, 07/01/2040 465,358
1,620,000 4.95%, 07/01/2050 1,647,110
  PacifiCorp  
566,000 4.13%, 01/15/2049 629,448
110,000 4.15%, 02/15/2050 124,276
  Puget Energy, Inc.  
625,000 3.65%, 05/15/2025 652,614
630,000 4.10%, 06/15/2030 667,796
  Sempra Energy  
795,000 3.40%, 02/01/2028 829,923
163,000 3.80%, 02/01/2038 170,268
70,000 4.00%, 02/01/2048 74,073
  Southern California Edison Co.  
1,490,000 2.75%, 02/01/2032 1,473,592
140,000 2.85%, 08/01/2029 141,118
179,000 4.00%, 04/01/2047 186,702
96,000 4.13%, 03/01/2048 102,017
963,000 Southern Co. 3.25%, 07/01/2026 1,004,318
120,000 Union Electric Co. 4.00%, 04/01/2048 135,911
      28,784,470
  Electronics - 0.0%
460,000 Imola Merger Corp. 4.75%, 05/15/2029(1) 447,511
  Energy-Alternate Sources - 0.2%
1,430,000 Energo-Pro AS 8.50%, 02/04/2027 1,448,862
470,000 FS Luxembourg S.a.r.l. 10.00%, 12/15/2025(1) 500,550
545,000 Investment Energy Resources Ltd. 6.25%, 04/26/2029(1)(8) 576,841
      2,526,253
 
The accompanying notes are an integral part of these financial statements.
 69

Table of Contents
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 28.5% - (continued)
  Engineering & Construction - 0.2%
$       735,000 IHS Holding Ltd. 6.25%, 11/29/2028(1) $       742,938
   1,136,667 International Airport Finance S.A. 12.00%, 03/15/2033(1)     1,221,917
      1,964,855
  Entertainment - 0.3%
   3,730,000 WMG Acquisition Corp. 3.88%, 07/15/2030(1)     3,549,804
  Environmental Control - 0.3%
  Clean Harbors, Inc.  
   3,550,000 4.88%, 07/15/2027(1)      3,638,750
45,000 5.13%, 07/15/2029(1) 46,922
      3,685,672
  Food - 0.3%
  Conagra Brands, Inc.  
240,000 4.30%, 05/01/2024 252,679
210,000 4.60%, 11/01/2025 226,583
357,000 4.85%, 11/01/2028 399,245
50,000 5.40%, 11/01/2048 62,799
775,000 JBS Finance Luxembourg S.a.r.l 2.50%, 01/15/2027(1) 751,758
350,000 Kellogg Co. 3.40%, 11/15/2027 368,171
  NBM U.S. Holdings, Inc.  
835,000 7.00%, 05/14/2026(1) 871,347
575,000 7.00%, 05/14/2026(6) 600,030
50,000 TreeHouse Foods, Inc. 4.00%, 09/01/2028(8) 46,750
      3,579,362
  Food Service - 0.0%
170,000 Aramark Services, Inc. 5.00%, 02/01/2028(1) 168,725
  Gas - 0.1%
853,000 NiSource, Inc. 3.60%, 05/01/2030 895,764
  Healthcare - Products - 0.9%
  Alcon Finance Corp.  
806,000 2.75%, 09/23/2026(1) 815,711
435,000 3.00%, 09/23/2029(1) 440,421
1,031,000 Avantor Funding, Inc. 4.63%, 07/15/2028(1) 1,028,423
3,155,000 Baxter International, Inc. 2.54%, 02/01/2032(1) 3,057,209
  Boston Scientific Corp.  
1,040,000 1.90%, 06/01/2025 1,033,718
1,080,000 3.75%, 03/01/2026 1,141,375
2,995,000 Hologic, Inc. 4.63%, 02/01/2028(1) 3,096,081
185,000 Teleflex, Inc. 4.25%, 06/01/2028(1) 183,563
      10,796,501
  Healthcare - Services - 0.6%
  Centene Corp.  
1,365,000 4.25%, 12/15/2027 1,399,794
2,415,000 4.63%, 12/15/2029 2,511,165
105,000 CommonSpirit Health 3.35%, 10/01/2029 108,348
560,000 Humana, Inc. 2.15%, 02/03/2032 520,847
530,000 IQVIA, Inc. 5.00%, 05/15/2027(1) 542,031
  Kaiser Foundation Hospitals  
170,000 2.81%, 06/01/2041 161,698
1,035,000 3.00%, 06/01/2051 1,003,203
582,000 Sutter Health 3.36%, 08/15/2050 583,552
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 28.5% - (continued)
  Healthcare - Services - 0.6% - (continued)
             UnitedHealth Group, Inc.  
$       590,000 2.75%, 05/15/2040 $       559,264
      82,000 3.75%, 10/15/2047        87,022
      7,476,924
  Home Builders - 0.1%
     870,000 PulteGroup, Inc. 5.50%, 03/01/2026        970,485
  Taylor Morrison Communities, Inc.  
     170,000 5.13%, 08/01/2030(1)        176,800
279,000 5.75%, 01/15/2028(1) 297,135
155,000 Taylor Morrison Communities, Inc. / Taylor Morrison Holdings II, Inc. 5.63%, 03/01/2024(1) 162,022
      1,606,442
  Insurance - 0.8%
1,962,000 American International Group, Inc. 2.50%, 06/30/2025 1,993,896
715,000 Aon Corp. 2.20%, 11/15/2022 722,315
  Athene Global Funding  
850,000 2.65%, 10/04/2031(1) 807,033
1,740,000 2.72%, 01/07/2029(1) 1,698,615
1,039,000 Brighthouse Financial, Inc. 5.63%, 05/15/2030 1,204,121
1,654,000 Equitable Financial Life Global Funding 1.80%, 03/08/2028(1) 1,579,473
  Marsh & McLennan Cos., Inc.  
420,000 3.88%, 03/15/2024 439,367
119,000 4.38%, 03/15/2029 132,645
260,000 4.75%, 03/15/2039 310,704
155,000 MGIC Investment Corp. 5.25%, 08/15/2028 160,256
860,000 New York Life Global Funding 2.00%, 01/22/2025(1) 865,913
75,000 New York Life Insurance Co. 3.75%, 05/15/2050(1) 80,802
      9,995,140
  Internet - 0.7%
245,000 Alibaba Group Holding Ltd. 4.20%, 12/06/2047 254,342
916,000 Amazon.com, Inc. 3.88%, 08/22/2037 1,023,253
  Go Daddy Operating Co. LLC  
1,490,000 3.50%, 03/01/2029(1) 1,383,838
2,442,000 5.25%, 12/01/2027(1) 2,503,050
3,604,000 NortonLifeLock, Inc. 5.00%, 04/15/2025(1) 3,614,343
      8,778,826
  Iron/Steel - 0.2%
  Metinvest B.V.  
EUR  440,000 5.63%, 06/17/2025(1) 435,550
$  200,000 7.75%, 10/17/2029(1) 171,370
  Vale Overseas Ltd.  
817,000 3.75%, 07/08/2030 828,438
250,000 6.25%, 08/10/2026 286,003
      1,721,361
  IT Services - 0.7%
  Apple, Inc.  
727,000 2.20%, 09/11/2029 721,874
1,027,000 2.65%, 02/08/2051 936,958
1,283,000 3.35%, 02/09/2027 1,357,420
591,000 3.45%, 02/09/2045 615,045
3,453,000 Booz Allen Hamilton, Inc. 3.88%, 09/01/2028(1) 3,388,878
 
The accompanying notes are an integral part of these financial statements.
 70

Table of Contents
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 28.5% - (continued)
  IT Services - 0.7% - (continued)
$       670,000 Kyndryl Holdings, Inc. 3.15%, 10/15/2031(1) $       626,580
   1,030,000 Leidos, Inc. 3.63%, 05/15/2025     1,075,423
      8,722,178
  Leisure Time - 0.0%
     375,000 Carnival Corp. 4.00%, 08/01/2028(1)       356,730
  Lodging - 0.1%
635,000 Las Vegas Sands Corp. 3.50%, 08/18/2026 638,573
  Machinery-Diversified - 0.1%
741,000 Otis Worldwide Corp. 2.57%, 02/15/2030 732,944
200,000 TK Elevator U.S. Newco, Inc. 5.25%, 07/15/2027(1) 202,500
      935,444
  Media - 1.7%
  CCO Holdings LLC / CCO Holdings Capital Corp.  
25,000 4.75%, 03/01/2030(1) 24,750
80,000 5.00%, 02/01/2028(1) 80,800
475,000 5.13%, 05/01/2027(1) 486,899
  Charter Communications Operating LLC / Charter Communications Operating Capital  
2,000 4.80%, 03/01/2050 2,054
1,800,000 5.05%, 03/30/2029 1,983,691
780,000 5.38%, 05/01/2047 863,732
475,000 5.75%, 04/01/2048 546,501
1,595,000 6.48%, 10/23/2045 2,008,364
  Comcast Corp.  
2,000 2.89%, 11/01/2051(1) 1,811
211,000 2.94%, 11/01/2056(1) 186,996
184,000 2.99%, 11/01/2063(1) 161,917
470,000 3.20%, 07/15/2036 474,117
1,640,000 3.75%, 04/01/2040 1,739,251
  Cox Communications, Inc.  
850,000 2.60%, 06/15/2031(1) 816,980
179,000 3.15%, 08/15/2024(1) 184,154
  CSC Holdings LLC  
2,905,000 3.38%, 02/15/2031(1) 2,534,612
1,640,000 4.13%, 12/01/2030(1) 1,500,912
  Discovery Communications LLC  
52,000 3.95%, 06/15/2025 54,577
112,000 5.30%, 05/15/2049 131,386
1,695,000 6.35%, 06/01/2040 2,204,554
230,000 DISH DBS Corp. 5.88%, 07/15/2022 232,897
  Sirius XM Radio, Inc.  
2,605,000 3.13%, 09/01/2026(1) 2,497,674
75,000 4.00%, 07/15/2028(1) 72,562
420,000 4.13%, 07/01/2030(1) 400,147
160,000 TEGNA, Inc. 4.63%, 03/15/2028 156,925
185,000 Time Warner Cable LLC 6.55%, 05/01/2037 229,265
  Videotron Ltd.  
80,000 5.13%, 04/15/2027(1) 81,770
200,000 5.38%, 06/15/2024(1) 208,792
      19,868,090
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 28.5% - (continued)
  Miscellaneous Manufacturing - 0.0%
$       266,000 GE Capital International Funding Co. 4.42%, 11/15/2035 $       302,547
     120,000 Ingersoll-Rand Luxembourg Finance S.A. 4.50%, 03/21/2049       139,786
      442,333
  Office/Business Equipment - 0.3%
             CDW LLC / CDW Finance Corp.  
     225,000 2.67%, 12/01/2026        222,503
   2,898,000 3.25%, 02/15/2029      2,748,840
     210,000 3.28%, 12/01/2028        208,310
195,000 3.57%, 12/01/2031 194,448
275,000 Xerox Holdings Corp. 5.50%, 08/15/2028(1) 276,535
      3,650,636
  Oil & Gas - 1.5%
  Apache Corp.  
25,000 4.25%, 01/15/2030 25,300
130,000 4.88%, 11/15/2027 134,876
  BP Capital Markets America, Inc.  
490,000 2.94%, 06/04/2051 438,649
245,000 3.00%, 02/24/2050 222,837
5,000 3.06%, 06/17/2041 4,738
560,000 3.38%, 02/08/2061 524,986
1,157,000 3.63%, 04/06/2030 1,232,562
465,000 Continental Resources, Inc. 4.38%, 01/15/2028 490,322
820,000 Ecopetrol S.A. 4.63%, 11/02/2031 755,466
  Energean Israel Finance Ltd.  
495,000 4.50%, 03/30/2024(1)(6) 495,866
350,000 4.88%, 03/30/2026(1)(6) 343,438
710,000 5.88%, 03/30/2031(1)(6) 687,848
  Equinor ASA  
620,000 1.75%, 01/22/2026 613,427
814,000 3.63%, 04/06/2040 855,062
200,000 3.70%, 04/06/2050 214,836
825,000 Exxon Mobil Corp. 4.23%, 03/19/2040 935,202
  Hess Corp.  
185,000 7.13%, 03/15/2033 241,731
789,000 7.30%, 08/15/2031 1,032,662
1,075,000 Leviathan Bond Ltd. 6.50%, 06/30/2027(1)(6) 1,143,574
1,065,000 Lundin Energy Finance B.V. 3.10%, 07/15/2031(1) 1,040,189
885,000 Marathon Petroleum Corp. 4.70%, 05/01/2025 951,312
  Occidental Petroleum Corp.  
10,000 3.40%, 04/15/2026 9,875
20,000 3.50%, 08/15/2029 19,700
335,000 4.10%, 02/15/2047 306,291
17,000 6.13%, 01/01/2031 19,622
5,000 6.38%, 09/01/2028 5,688
1,850,000 Qatar Energy 2.25%, 07/12/2031(1) 1,780,625
355,000 Saudi Arabian Oil Co. 2.88%, 04/16/2024(1) 362,647
  Shell International Finance B.V.  
250,000 2.88%, 11/26/2041 236,018
470,000 3.00%, 11/26/2051 446,595
265,000 3.25%, 04/06/2050 264,513
390,000 Sunoco L.P. / Sunoco Finance Corp. 5.88%, 03/15/2028 404,356
 
The accompanying notes are an integral part of these financial statements.
 71

Table of Contents
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 28.5% - (continued)
  Oil & Gas - 1.5% - (continued)
$       600,000 Tullow Oil plc 7.00%, 03/01/2025(1) $       503,280
   1,405,000 Viper Energy Partners L.P. 5.38%, 11/01/2027(1)     1,450,662
      18,194,755
  Packaging & Containers - 0.4%
     400,000 Ardagh Packaging Finance plc / Ardagh Holdings USA, Inc. 4.13%, 08/15/2026(1)        396,880
   3,115,000 Ball Corp. 4.00%, 11/15/2023      3,213,465
250,000 Graphic Packaging International LLC 3.50%, 03/01/2029(1) 237,500
  Owens-Brockway Glass Container, Inc.  
80,000 5.38%, 01/15/2025(1) 82,914
430,000 5.88%, 08/15/2023(1) 443,494
      4,374,253
  Pharmaceuticals - 0.7%
  AbbVie, Inc.  
150,000 4.25%, 11/21/2049 166,890
230,000 4.63%, 10/01/2042 261,338
1,160,000 Astrazeneca Finance LLC 1.75%, 05/28/2028 1,121,533
  Bausch Health Cos., Inc.  
370,000 5.75%, 08/15/2027(1) 370,733
35,000 7.00%, 01/15/2028(1) 31,369
505,000 Bayer U.S. Finance LLC 4.25%, 12/15/2025(1) 538,660
  Bristol-Myers Squibb Co.  
1,250,000 0.75%, 11/13/2025 1,198,780
415,000 2.55%, 11/13/2050 365,538
1,558,000 Cigna Corp. 1.25%, 03/15/2026 1,503,851
  CVS Health Corp.  
800,000 4.13%, 04/01/2040 864,076
107,000 5.05%, 03/25/2048 131,273
145,000 Merck & Co., Inc. 2.75%, 12/10/2051 133,267
200,000 Organon & Co. 4.13%, 04/30/2028(1) 197,560
  Teva Pharmaceutical Finance Netherlands III B.V.  
900,000 3.15%, 10/01/2026 826,074
710,000 4.75%, 05/09/2027 688,842
      8,399,784
  Pipelines - 0.8%
180,000 DCP Midstream Operating L.P. 3.88%, 03/15/2023 181,800
  Energy Transfer Operating L.P.  
515,000 5.15%, 02/01/2043 540,913
1,400,000 6.13%, 12/15/2045 1,649,718
  Enterprise Products Operating LLC  
90,000 3.30%, 02/15/2053 83,328
224,000 4.25%, 02/15/2048 238,508
245,000 4.95%, 10/15/2054 287,241
  EQM Midstream Partners L.P.  
60,000 5.50%, 07/15/2028 60,726
55,000 6.50%, 07/01/2027(1) 57,790
  Galaxy Pipeline Assets Bidco Ltd.  
1,188,000 2.16%, 03/31/2034(1) 1,138,873
2,235,000 2.63%, 03/31/2036(1) 2,103,741
1,000,000 2.63%, 03/31/2036(6) 941,271
831,000 2.94%, 09/30/2040(1) 790,387
519,000 MPLX L.P. 1.75%, 03/01/2026 505,834
479,000 NGPL PipeCo LLC 3.25%, 07/15/2031(1) 474,296
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 28.5% - (continued)
  Pipelines - 0.8% - (continued)
$       140,000 Targa Resources Partners L.P. / Targa Resources Partners Finance Corp. 4.88%, 02/01/2031 $       146,300
             Venture Global Calcasieu Pass LLC  
     260,000 3.88%, 08/15/2029(1)        259,350
     105,000 4.13%, 08/15/2031(1)        105,681
             Western Midstream Operating L.P.  
      40,000 4.75%, 08/15/2028         42,500
     300,000 5.30%, 02/01/2030       314,358
      9,922,615
  Real Estate Investment Trusts - 0.5%
  American Tower Corp.  
620,000 1.45%, 09/15/2026 595,953
640,000 2.40%, 03/15/2025 643,446
  EPR Properties  
540,000 3.60%, 11/15/2031 516,722
460,000 3.75%, 08/15/2029 449,883
830,000 4.95%, 04/15/2028 872,842
410,000 Equinix, Inc. 2.00%, 05/15/2028 390,349
  GLP Capital L.P. / GLP Financing II, Inc.  
615,000 3.25%, 01/15/2032 594,078
600,000 4.00%, 01/15/2031 616,920
360,000 5.30%, 01/15/2029 396,004
308,000 5.75%, 06/01/2028 345,567
  Realty Income Corp.  
40,000 2.20%, 06/15/2028 39,204
50,000 2.85%, 12/15/2032 49,775
150,000 3.40%, 01/15/2028 156,916
675,000 SBA Tower Trust 2.84%, 01/15/2025(1) 687,728
      6,355,387
  Retail - 0.9%
  1011778 BC ULC / New Red Finance, Inc.  
140,000 3.50%, 02/15/2029(1) 132,551
165,000 3.88%, 01/15/2028(1) 161,651
175,000 Asbury Automotive Group, Inc. 4.50%, 03/01/2028 173,688
  FirstCash, Inc.  
2,699,000 4.63%, 09/01/2028(1) 2,574,252
810,000 5.63%, 01/01/2030(1) 809,579
  Gap, Inc.  
2,324,000 3.63%, 10/01/2029(1) 2,161,785
1,726,000 3.88%, 10/01/2031(1) 1,599,605
900,000 Home Depot, Inc. 3.30%, 04/15/2040 917,230
160,000 KFC Holding Co. / Pizza Hut Holdings LLC / Taco Bell of America LLC 4.75%, 06/01/2027(1) 163,166
490,000 Lithia Motors, Inc. 4.63%, 12/15/2027(1) 502,250
  McDonald's Corp.  
50,000 3.63%, 09/01/2049 51,521
607,000 4.20%, 04/01/2050 681,170
185,000 Suburban Propane Partners L.P. / Suburban Energy Finance Corp. 5.88%, 03/01/2027 189,625
100,000 Yum! Brands, Inc. 3.63%, 03/15/2031 94,514
      10,212,587
  Semiconductors - 0.7%
1,138,000 Broadcom, Inc. 3.42%, 04/15/2033(1) 1,133,470
155,000 Entegris, Inc. 4.38%, 04/15/2028(1) 153,837
  Intel Corp.  
605,000 3.05%, 08/12/2051 571,525
 
The accompanying notes are an integral part of these financial statements.
 72

Table of Contents
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 28.5% - (continued)
  Semiconductors - 0.7% - (continued)
$        99,000 3.10%, 02/15/2060 $        89,947
             Marvell Technology, Inc.  
   1,015,000 2.45%, 04/15/2028        997,101
     505,000 2.95%, 04/15/2031        497,105
   1,393,000 Microchip Technology, Inc. 2.67%, 09/01/2023      1,412,930
     815,000 NVIDIA Corp. 3.50%, 04/01/2040        863,432
  NXP B.V. / NXP Funding LLC  
     101,000 4.30%, 06/18/2029(1)        109,748
287,000 4.63%, 06/01/2023(1) 298,016
1,383,000 4.88%, 03/01/2024(1) 1,463,913
549,000 5.35%, 03/01/2026(1) 607,380
80,000 5.55%, 12/01/2028(1) 93,210
285,000 NXP B.V. / NXP Funding LLC / NXP USA, Inc. 3.15%, 05/01/2027(1) 292,361
      8,583,975
  Software - 1.6%
3,555,000 Black Knight InfoServ LLC 3.63%, 09/01/2028(1) 3,409,885
2,752,000 CDK Global, Inc. 5.25%, 05/15/2029(1) 2,863,483
2,210,000 Fair Isaac Corp. 4.00%, 06/15/2028(1) 2,187,900
  Microsoft Corp.  
320,000 2.92%, 03/17/2052 312,327
679,000 3.04%, 03/17/2062 666,945
2,395,000 Open Text Corp. 3.88%, 12/01/2029(1) 2,300,110
380,000 Open Text Holdings, Inc. 4.13%, 12/01/2031(1) 366,700
  Oracle Corp.  
1,861,000 2.88%, 03/25/2031 1,796,053
1,290,000 3.85%, 04/01/2060 1,147,232
535,000 3.95%, 03/25/2051 505,306
2,740,000 SS&C Technologies, Inc. 5.50%, 09/30/2027(1) 2,829,653
      18,385,594
  Telecommunications - 1.4%
  AT&T, Inc.  
1,570,000 3.50%, 02/01/2061 1,434,642
452,000 3.55%, 09/15/2055 426,609
45,000 3.65%, 06/01/2051 44,080
626,000 3.65%, 09/15/2059 593,698
1,898,000 3.80%, 12/01/2057 1,861,687
200,000 Lumen Technologies, Inc. 4.00%, 02/15/2027(1) 192,500
  Nokia Oyj  
1,720,000 4.38%, 06/12/2027 1,780,200
60,000 6.63%, 05/15/2039 75,600
1,345,000 NTT Finance Corp. 1.16%, 04/03/2026(1) 1,293,878
300,000 Sprint Corp. 7.13%, 06/15/2024 327,000
160,000 Telecom Italia Capital S.A. 6.00%, 09/30/2034 157,600
900,000 Telefonica Celular del Paraguay S.A. 5.88%, 04/15/2027(1) 929,889
  T-Mobile USA, Inc.  
1,002,000 2.05%, 02/15/2028 963,723
960,000 2.70%, 03/15/2032(1) 919,363
1,535,000 3.50%, 04/15/2025 1,593,402
479,000 3.88%, 04/15/2030 503,167
82,000 4.50%, 04/15/2050 89,755
1,385,000 VEON Holdings B.V. 3.38%, 11/25/2027(1) 1,260,682
Shares or Principal Amount   Market Value†
CORPORATE BONDS - 28.5% - (continued)
  Telecommunications - 1.4% - (continued)
             Verizon Communications, Inc.  
$       495,000 2.65%, 11/20/2040 $       442,231
     350,000 2.85%, 09/03/2041        327,194
   1,124,000 4.50%, 08/10/2033      1,270,780
     270,000 Vmed UK Financing plc 4.25%, 01/31/2031(1)       250,425
      16,738,105
  Transportation - 0.1%
  Union Pacific Corp.  
1,135,000 2.38%, 05/20/2031 1,113,867
92,000 2.97%, 09/16/2062 83,172
      1,197,039
  Trucking & Leasing - 0.3%
1,615,000 DAE Funding LLC 1.55%, 08/01/2024(1) 1,573,647
  Penske Truck Leasing Co. L.P. / PTL Finance Corp.  
795,000 2.70%, 11/01/2024(1) 809,377
955,000 4.00%, 07/15/2025(1) 1,008,064
      3,391,088
  Water - 0.0%
185,000 American Water Capital Corp. 4.15%, 06/01/2049 205,926
  Total Corporate Bonds
(cost $344,703,373) 		$  339,965,082
FOREIGN GOVERNMENT OBLIGATIONS - 6.1%
  Angola - 0.1%
  Angolan Government International Bond  
580,000 8.00%, 11/26/2029(6) $  574,461
510,000 8.25%, 05/09/2028(6) 513,774
      1,088,235
  Argentina - 0.0%
  Argentine Republic Government International Bond  
16,465 1.00%, 07/09/2029 5,845
1,027,995 1.13%, 07/09/2035(3)(4) 316,119
      321,964
  Benin - 0.1%
  Benin Government International Bond  
EUR  1,130,000 4.95%, 01/22/2035(1) 1,178,428
560,000 4.95%, 01/22/2035(6) 584,000
      1,762,428
  Bermuda - 0.0%
$  255,000 Bermuda Government International Bond 2.38%, 08/20/2030(1) 248,944
  Brazil - 0.4%
BRL  26,278,000 Brazil Notas do Tesouro Nacional 10.00%, 01/01/2031 4,597,120
  Chile - 0.4%
  Chile Government International Bond  
EUR  2,430,000 1.25%, 01/22/2051 2,303,166
$  1,035,000 3.10%, 05/07/2041 958,369
200,000 3.25%, 09/21/2071 172,200
200,000 3.50%, 01/31/2034 204,300
 
The accompanying notes are an integral part of these financial statements.
 73

Table of Contents
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 6.1% - (continued)
  Chile - 0.4% - (continued)
             Republic of Chile  
$       530,000 2.75%, 01/31/2027 $       537,160
     385,000 4.00%, 01/31/2052       395,588
      4,570,783
  Colombia - 0.5%
             Colombia Government International Bond  
   3,585,000 3.88%, 04/25/2027      3,516,419
   1,175,000 5.00%, 06/15/2045        999,279
200,000 5.20%, 05/15/2049 172,538
1,410,000 5.63%, 02/26/2044 1,288,740
      5,976,976
  Croatia - 0.2%
EUR  2,210,000 Croatia Government International Bond 1.50%, 06/17/2031(6) 2,486,328
  Dominican Republic - 0.2%
  Dominican Republic International Bond  
$  850,000 6.40%, 06/05/2049(6) 846,940
1,615,000 6.40%, 06/05/2049(1) 1,609,186
      2,456,126
  Egypt - 0.1%
  Egypt Government International Bond  
500,000 7.30%, 09/30/2033(1) 436,250
210,000 7.63%, 05/29/2032(1) 188,525
400,000 7.63%, 05/29/2032(6) 359,096
200,000 8.50%, 01/31/2047(6) 166,819
200,000 8.88%, 05/29/2050(1) 170,808
      1,321,498
  Ghana - 0.0%
204,000 Ghana Government International Bond 6.38%, 02/11/2027(1) 163,200
  Hungary - 0.3%
EUR  2,980,000 Hungary Government International Bond 1.63%, 04/28/2032(6) 3,415,742
  Indonesia - 0.3%
  Indonesia Government International Bond  
2,600,000 1.10%, 03/12/2033 2,725,616
100,000 2.15%, 07/18/2024(6) 116,781
145,000 2.63%, 06/14/2023(6) 167,697
      3,010,094
  Ivory Coast - 0.1%
845,000 Ivory Coast Government International Bond 4.88%, 01/30/2032(6) 887,909
  Jordan - 0.1%
$  1,090,000 Jordan Government International Bond 5.85%, 07/07/2030(6) 1,075,488
  Macedonia - 0.2%
  North Macedonia Government International Bond  
EUR  770,000 2.75%, 01/18/2025(6) 878,500
985,000 3.68%, 06/03/2026(1) 1,157,119
500,000 3.68%, 06/03/2026(6) 587,370
      2,622,989
  Mexico - 1.1%
MXN  151,383,400 Mexican Bonos 7.75%, 05/29/2031 7,358,249
Shares or Principal Amount   Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 6.1% - (continued)
  Mexico - 1.1% - (continued)
             Mexico Government International Bond  
EUR      200,000 1.13%, 01/17/2030 $       211,748
   3,000,000 1.45%, 10/25/2033      3,005,747
$      305,000 3.75%, 04/19/2071        254,413
     530,000 3.77%, 05/24/2061        454,284
     665,000 4.28%, 08/14/2041        650,038
1,260,000 United Mexican States 3.50%, 02/12/2034 1,215,270
      13,149,749
  Morocco - 0.1%
EUR  1,435,000 Morocco Government International Bond 2.00%, 09/30/2030(6) 1,520,159
  Oman - 0.1%
$  1,520,000 Oman Government International Bond 6.75%, 01/17/2048(1) 1,486,256
  Panama - 0.3%
  Panama Government International Bond  
2,445,000 3.87%, 07/23/2060 2,249,400
465,000 4.30%, 04/29/2053 462,652
200,000 4.50%, 04/16/2050 205,510
605,000 4.50%, 01/19/2063 613,167
      3,530,729
  Philippines - 0.2%
  Philippine Government International Bond  
EUR  2,045,000 1.20%, 04/28/2033 2,235,821
620,000 1.75%, 04/28/2041 665,620
      2,901,441
  Romania - 0.4%
  Romanian Government International Bond  
1,265,000 2.63%, 12/02/2040(1) 1,177,022
750,000 2.75%, 04/14/2041(6) 702,534
750,000 3.38%, 02/08/2038(6) 792,991
1,589,000 4.63%, 04/03/2049(6) 1,870,332
      4,542,879
  Russia - 0.3%
RUB  326,570,000 Russian Federal Bond - OFZ 5.90%, 03/12/2031 3,353,799
  Saudi Arabia - 0.2%
EUR  1,665,000 Saudi Government International Bond 2.00%, 07/09/2039(6) 1,920,592
  Senegal - 0.1%
  Senegal Government International Bond  
440,000 4.75%, 03/13/2028(6) 491,587
$  1,015,000 6.25%, 05/23/2033(6) 1,021,090
      1,512,677
  Serbia - 0.2%
  Serbia International Bond  
EUR  1,200,000 1.65%, 03/03/2033(1) 1,205,487
580,000 1.65%, 03/03/2033(6) 582,652
      1,788,139
 
The accompanying notes are an integral part of these financial statements.
 74

Table of Contents
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 6.1% - (continued)
  United Arab Emirates - 0.1%
$     1,460,000 Finance Department Government of Sharjah 3.63%, 03/10/2033(1) $     1,371,816
  Total Foreign Government Obligations
(cost $80,968,247) 		  $  73,084,060
MUNICIPAL BONDS - 1.4%
  Development - 0.2%
   1,895,000 New York Transportation Dev Corp. Rev 4.25%, 09/01/2035 $     2,042,941
  Education - 0.2%
  Chicago, IL, Board of Education, GO  
     270,000 6.04%, 12/01/2029        300,231
220,000 6.14%, 12/01/2039 263,282
1,335,000 6.32%, 11/01/2029 1,535,883
      2,099,396
  General - 0.6%
250,000 Chicago, IL, Transit Auth 3.91%, 12/01/2040 270,835
  County of Riverside, CA  
1,625,000 2.86%, 02/15/2026 1,685,002
1,630,000 3.07%, 02/15/2028 1,716,994
1,530,000 Philadelphia, PA, Auth Industrial Dev, (NATL Insured) 6.55%, 10/15/2028 1,886,645
1,430,000 State Board of Administration Finance Corp. 1.26%, 07/01/2025 1,407,098
      6,966,574
  General Obligation - 0.1%
  California State, GO Taxable  
335,000 7.30%, 10/01/2039 507,793
10,000 7.55%, 04/01/2039 16,019
  State of Illinois, GO  
516,727 4.95%, 06/01/2023 533,086
120,000 5.00%, 01/01/2023 123,835
250,000 6.88%, 07/01/2025 272,950
      1,453,683
  Transportation - 0.3%
  Metropolitan Transportation Auth, NY, Rev  
700,000 5.00%, 11/15/2050 813,153
1,940,000 5.18%, 11/15/2049 2,497,440
      3,310,593
  Utility - Electric - 0.0%
371,000 Municipal Electric Auth, GA 6.64%, 04/01/2057 539,532
  Total Municipal Bonds
(cost $15,219,401) 		  $  16,412,719
SENIOR FLOATING RATE INTERESTS - 5.6%(9)
  Advertising - 0.1%
  ABG Intermediate Holdings 2 LLC  
198,135 0.00%, 12/08/2028(10) 197,516
26,866 0.00%, 12/21/2028(10) $ 26,782
Shares or Principal Amount   Market Value†
SENIOR FLOATING RATE INTERESTS - 5.6%(9) - (continued)
  Advertising - 0.1% - (continued)
$       278,587 Clear Channel Outdoor Holdings, Inc. 3.80%, 08/21/2026, 1 mo. USD LIBOR + 3.500% $       274,479
     240,124 CMG Media Corp. 3.61%, 12/17/2026, 1 mo. USD LIBOR + 3.500%       238,256
      737,033
  Aerospace/Defense - 0.1%
     214,364 Dynasty Acquisition Co., Inc. 3.72%, 04/06/2026, 1 mo. USD LIBOR + 3.500%       209,520
             TransDigm, Inc.  
     313,710 2.36%, 05/30/2025, 1 mo. USD LIBOR + 2.250%        310,391
     145,519 2.36%, 12/09/2025, 1 mo. USD LIBOR + 2.250%       143,909
      663,820
  Airlines - 0.1%
175,000 AAdvantage Loyalty IP Ltd. 5.50%, 04/20/2028, 1 mo. USD LIBOR + 4.750% 181,393
115,000 Air Canada 4.25%, 08/11/2028, 1 mo. USD LIBOR + 3.500% 115,239
147,000 Kestrel Bidco, Inc. 4.00%, 12/11/2026, 3 mo. USD LIBOR + 3.000% 143,325
115,000 Mileage Plus Holdings LLC 6.25%, 06/20/2027, 1 mo. USD LIBOR + 5.250% 121,267
160,000 SkyMiles IP Ltd. 4.75%, 10/20/2027, 3 mo. USD LIBOR + 3.750% 168,821
213,387 United Airlines, Inc. 4.50%, 04/21/2028, 1 mo. USD LIBOR + 3.750% 213,298
      943,343
  Apparel - 0.0%
174,125 Birkenstock GmbH & Co. KG 3.75%, 04/28/2028, 1 mo. USD LIBOR + 3.250% 173,690
  Auto Parts & Equipment - 0.1%
164,175 Adient U.S. LLC 3.61%, 04/08/2028, 1 mo. USD LIBOR + 3.500% 164,073
351,166 Clarios Global L.P. 3.36%, 04/30/2026, 1 mo. USD LIBOR + 3.250% 349,147
  First Brands Group LLC  
68,885 6.00%, 03/30/2027, 1 mo. USD LIBOR + 5.000% 68,950
125,000 9.50%, 03/30/2028, 1 mo. USD LIBOR + 8.500% 125,391
      707,561
  Chemicals - 0.2%
242,500 ASP Unifrax Holdings, Inc. 3.97%, 12/12/2025, 3 mo. USD LIBOR + 3.750% 239,772
1,227,939 Axalta Coating Systems U.S. Holdings, Inc. 0.01%, 06/01/2024, 3 mo. USD LIBOR + 1.750% 1,223,617
600,000 Diamond (BC) B.V. 3.50%, 09/29/2028, 1 mo. USD LIBOR + 3.000% 597,918
 
The accompanying notes are an integral part of these financial statements.
 75

Table of Contents
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
SENIOR FLOATING RATE INTERESTS - 5.6%(9) - (continued)
  Chemicals - 0.2% - (continued)
$       179,481 Element Solutions, Inc. 2.11%, 01/31/2026, 1 mo. USD LIBOR + 2.000% $       179,167
     168,134 Starfruit Finco B.V. 3.11%, 10/01/2025, 1 mo. USD LIBOR + 2.750%       166,914
      2,407,388
  Commercial Services - 0.6%
     317,600 AlixPartners LLP 3.25%, 02/04/2028, 1 mo. USD LIBOR + 2.750%        316,365
     211,685 Allied Universal Holdco LLC 4.25%, 05/14/2028, 1 mo. USD LIBOR + 3.750%        211,014
  Amentum Government Services Holdings LLC  
      98,500 3.61%, 01/29/2027, 1 mo. USD LIBOR + 3.500%         98,500
99,250 5.50%, 01/29/2027, 1 mo. USD LIBOR + 4.750% 99,064
244,387 APX Group, Inc. 4.00%, 07/09/2028, 1 mo. USD LIBOR + 3.500% 243,776
145,109 AVSC Holding Corp. 4.25%, 03/01/2025, 3 mo. USD LIBOR + 3.250% 134,136
194,000 Belron Finance U.S. LLC 2.44%, 11/13/2025, 3 mo. USD LIBOR + 2.250% 193,395
EUR  225,000 Boels Topholding B.V. 3.25%, 02/05/2027, 3 mo. EURIBOR + 3.250% 250,227
$  387,940 BrightView Landscapes LLC 2.63%, 08/15/2025, 3 mo. USD LIBOR + 2.500% 385,030
148,481 Ensemble RCM LLC 4.05%, 08/01/2026, 3 mo. USD LIBOR + 3.750% 148,450
399,000 MPH Acquisition Holdings LLC 4.75%, 09/01/2028, 3 mo. USD LIBOR + 4.250% 387,082
285,000 Parexel International Corp. 0.00%, 11/15/2028, 1 mo. USD LIBOR + 3.500%(10) 284,866
170,000 PECF USS Intermediate Holding III Corp. 0.00%, 12/17/2028, 1 mo. USD LIBOR + 4.250%(10) 170,061
368,150 Signal Parent, Inc. 4.25%, 04/03/2028, 1 mo. USD LIBOR + 3.500% 358,026
1,597,478 Trans Union LLC 0.01%, 11/15/2026, 1 mo. USD LIBOR + 1.750% 1,579,714
  Verisure Holding AB  
EUR  285,000 3.25%, 07/14/2026, 3 mo. EURIBOR + 3.250% 316,833
410,000 3.25%, 03/25/2028, 3 mo. EURIBOR + 3.250% 455,676
$  99,500 Verscend Holding Corp. 4.11%, 08/27/2025, 1 mo. USD LIBOR + 4.000% 99,400
1,458,975 WEX, Inc. 2.36%, 04/01/2028, 1 mo. USD LIBOR + 2.250% 1,448,952
179,550 WW International, Inc. 4.00%, 04/13/2028, 1 mo. USD LIBOR + 3.500% 173,266
      7,353,833
Shares or Principal Amount   Market Value†
SENIOR FLOATING RATE INTERESTS - 5.6%(9) - (continued)
  Construction Materials - 0.3%
$       303,475 ACProducts, Inc. 4.75%, 05/17/2028, 1 mo. USD LIBOR + 4.250% $       301,524
     290,000 Chamberlain Group, Inc. 4.00%, 11/03/2028, 1 mo. USD LIBOR + 3.350%        289,275
     457,271 Cornerstone Building Brands, Inc. 3.75%, 04/12/2028, 1 mo. USD LIBOR + 3.250%        455,698
     198,513 CP Atlas Buyer, Inc. 4.25%, 11/23/2027, 1 mo. USD LIBOR + 3.750%        197,620
   1,619,031 Ingersoll-Rand Services Co. 1.86%, 02/28/2027, 1 mo. USD LIBOR + 1.750%      1,602,241
     245,000 Quikrete Holdings, Inc. 2.61%, 01/31/2027, 1 mo. USD LIBOR + 2.500%        242,550
211,283 Standard Industries, Inc. 3.00%, 09/22/2028, 1 mo. USD LIBOR + 2.500% 211,312
      3,300,220
  Distribution/Wholesale - 0.1%
1,708,948 American Builders & Contractors Supply Co., Inc. 2.11%, 01/15/2027, 1 mo. USD LIBOR + 2.000% 1,699,788
  Diversified Financial Services - 0.2%
339,447 Blackhawk Network Holdings, Inc. 3.11%, 06/15/2025, 3 mo. USD LIBOR + 3.000% 337,448
280,725 Deerfield Dakota Holding LLC 4.75%, 04/09/2027, 1 mo. USD LIBOR + 3.750% 281,382
1,114,652 Fleetcor Technologies Operating Co. LLC 1.86%, 04/30/2028, 1 mo. USD LIBOR + 1.750% 1,104,620
189,525 HighTower Holdings LLC 4.75%, 04/21/2028, 1 mo. USD LIBOR + 4.000% 189,012
325,000 Russell Investments U.S. Inst'l Holdco, Inc. 4.50%, 05/30/2025, 1 mo. USD LIBOR + 3.500% 324,457
210,000 Setanta Aircraft Leasing Designated Activity Company 2.14%, 11/05/2028, 1 mo. USD LIBOR + 2.000% 209,607
      2,446,526
  Electrical Components & Equipment - 0.0%
100,000 Anticimex International AB 0.00%, 11/16/2028(10) 99,906
  Electronics - 0.0%
205,000 II-VI, Inc. 0.00%, 12/08/2028, 1 mo. USD LIBOR + 3.750%(10) 204,487
189,050 Ingram Micro, Inc. 4.00%, 07/02/2028, 1 mo. USD LIBOR + 3.500% 188,657
      393,144
  Engineering & Construction - 0.1%
169,150 Artera Services LLC 4.50%, 03/06/2025, 1 mo. USD LIBOR + 3.500% 165,429
 
The accompanying notes are an integral part of these financial statements.
 76

Table of Contents
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
SENIOR FLOATING RATE INTERESTS - 5.6%(9) - (continued)
  Engineering & Construction - 0.1% - (continued)
$       244,779 Brand Energy & Infrastructure Services, Inc. 5.25%, 06/21/2024, 3 mo. USD LIBOR + 4.250% $       239,629
     351,838 Brown Group Holding LLC 3.00%, 06/07/2028, 1 mo. USD LIBOR + 2.500%       349,713
      754,771
  Entertainment - 0.2%
             Crown Finance U.S., Inc.  
     283,363 3.50%, 02/28/2025, 1 mo. USD LIBOR + 2.500%        214,421
      12,296 9.25%, 05/23/2024, 1 mo. USD LIBOR + 8.250%         13,018
425,000 Delta (LUX) S.a.r.l. 3.50%, 02/01/2024, 3 mo. USD LIBOR + 2.500% 423,053
100,000 Great Canadian Gaming Corp. 4.75%, 11/01/2026, 1 mo. USD LIBOR + 4.000% 100,050
204,488 J&J Ventures Gaming LLC 4.11%, 04/26/2028, 1 mo. USD LIBOR + 4.000% 205,128
217,029 Penn National Gaming, Inc. 3.00%, 10/15/2025, 3 mo. USD LIBOR + 2.250% 216,667
436,981 UFC Holdings LLC 3.50%, 04/29/2026, 1 mo. USD LIBOR + 2.750% 433,096
196,820 William Morris Endeavor Entertainment LLC 2.86%, 05/18/2025, 3 mo. USD LIBOR + 2.750% 193,102
      1,798,535
  Environmental Control - 0.0%
100,000 Covanta Holding Corp. 3.00%, 11/17/2028, 1 mo. USD LIBOR + 2.500% 99,938
  Food - 0.1%
  Froneri International Ltd.  
157,600 2.36%, 01/31/2027, 1 mo. USD LIBOR + 2.250% 155,433
EUR  120,000 2.38%, 01/31/2027, 3 mo. EURIBOR + 2.375% 131,477
$  171,491 Hostess Brands LLC 3.00%, 08/03/2025, 1 mo. USD LIBOR + 2.250% 170,828
122,188 U.S. Foods, Inc. 2.11%, 09/13/2026, 3 mo. USD LIBOR + 2.000% 120,868
      578,606
  Food Service - 0.0%
275,000 Aramark Services, Inc. 1.86%, 03/11/2025, 1 mo. USD LIBOR + 1.750% 270,790
  Hand/Machine Tools - 0.0%
122,411 Alliance Laundry Systems LLC 4.25%, 10/08/2027, 1 mo. USD LIBOR + 3.500% 122,411
  Healthcare - Products - 0.1%
317,604 Avantor Funding, Inc. 2.75%, 11/06/2027, 1 mo. USD LIBOR + 2.250% 317,058
Shares or Principal Amount   Market Value†
SENIOR FLOATING RATE INTERESTS - 5.6%(9) - (continued)
  Healthcare - Products - 0.1% - (continued)
$       104,475 Insulet Corp. 3.75%, 05/04/2028, 1 mo. USD LIBOR + 3.250% $       104,388
     320,000 Medline Borrower LP 0.03%, 10/21/2028, 1 mo. USD LIBOR + 3.250%        318,550
     324,250 Sunshine Luxembourg S.a.r.l. 4.50%, 10/02/2026, 1 mo. USD LIBOR + 3.750%       323,806
      1,063,802
  Healthcare - Services - 0.3%
             ADMI Corp.  
     203,462 3.88%, 12/23/2027, 1 mo. USD LIBOR + 3.375%        201,904
     129,675 4.00%, 12/23/2027, 1 mo. USD LIBOR + 3.500%        129,216
EUR  425,000 Biogroup-LCD 3.00%, 02/09/2028, 3 mo. EURIBOR + 3.000% 468,683
135,000 Elsan S.A.S. 3.50%, 06/16/2028, 3 mo. EURIBOR + 3.500% 150,593
$  291,000 Envision Healthcare Corp. 3.86%, 10/10/2025, 3 mo. USD LIBOR + 3.750% 224,771
  EyeCare Partners LLC  
30,000 0.00%, 11/15/2028, 1 mo. USD LIBOR + 3.750%(10)(11) 29,903
120,000 4.25%, 11/15/2028, 1 mo. USD LIBOR + 3.750% 119,610
164,175 Heartland Dental LLC 4.10%, 04/30/2025, 1 mo. USD LIBOR + 4.000% 164,073
72,596 ICON Luxembourg S.a r.l. 2.75%, 07/01/2028, 1 mo. USD LIBOR + 2.250% 72,397
1,371,673 IQVIA, Inc. 1.86%, 03/07/2024, 1 mo. USD LIBOR + 1.750% 1,368,244
EUR  115,000 LGC Group Holdings Ltd. 3.00%, 04/20/2027, 3 mo. EURIBOR + 3.000% 126,143
$  112,105 MED ParentCo L.P. 4.36%, 08/31/2026, 1 mo. USD LIBOR + 4.250% 111,877
397,000 Surgery Center Holdings, Inc. 4.50%, 08/31/2026, 1 mo. USD LIBOR + 3.750% 396,281
      3,563,695
  Home Builders - 0.0%
283,575 Tecta America Corp. 5.00%, 04/10/2028, 1 mo. USD LIBOR + 4.250% 283,929
  Home Furnishings - 0.0%
214,462 Mattress Firm, Inc. 5.00%, 09/25/2028, 1 mo. USD LIBOR + 4.250% 214,033
126,158 Weber-Stephen Products LLC 4.00%, 10/30/2027, 1 mo. USD LIBOR + 3.250% 126,158
      340,191
  Insurance - 0.3%
  Acrisure LLC  
242,531 3.72%, 02/15/2027, 1 mo. USD LIBOR + 3.500% 239,299
100,000 4.75%, 02/15/2027, 1 mo. USD LIBOR + 4.250% 99,958
 
The accompanying notes are an integral part of these financial statements.
 77

Table of Contents
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
SENIOR FLOATING RATE INTERESTS - 5.6%(9) - (continued)
  Insurance - 0.3% - (continued)
$       100,000 AssuredPartners, Inc. 0.00%, 02/12/2027, 1 mo. USD LIBOR + 3.500%(10) $        99,750
             Asurion LLC  
     390,200 3.36%, 12/23/2026, 1 mo. USD LIBOR + 3.250%        387,273
     240,000 5.36%, 02/03/2028, 1 mo. USD LIBOR + 5.250%        240,199
     215,000 5.36%, 01/15/2029, 1 mo. USD LIBOR + 5.250%        215,135
             Hub International Ltd.  
     362,782 3.02%, 04/25/2025, 1 mo. USD LIBOR + 2.750%        358,512
      99,748 4.00%, 04/25/2025, 1 mo. USD LIBOR + 3.250%         99,516
197,747 Ryan Specialty Group LLC 3.75%, 09/01/2027, 1 mo. USD LIBOR + 3.000% 197,170
  Sedgwick Claims Management Services, Inc.  
417,100 3.36%, 12/31/2025, 3 mo. USD LIBOR + 3.250% 414,147
293,985 3.86%, 09/03/2026, 1 mo. USD LIBOR + 3.750% 293,323
290,398 USI, Inc. 3.22%, 05/16/2024, 3 mo. USD LIBOR + 3.000% 288,583
      2,932,865
  Internet - 0.2%
EUR  130,000 Adevinta ASA 3.00%, 11/04/2027, 3 mo. EURIBOR + 3.000% 145,183
$  263,675 Endure Digital, Inc. 4.25%, 02/10/2028, 1 mo. USD LIBOR + 3.500% 260,983
1,653,219 Go Daddy Operating Co. LLC 0.02%, 02/15/2024, 1 mo. USD LIBOR + 1.750% 1,641,283
218,541 MH Sub LLC 4.75%, 09/15/2024, 1 mo. USD LIBOR + 3.750% 217,313
170,000 Proofpoint, Inc. 3.75%, 08/31/2028, 1 mo. USD LIBOR + 3.250% 169,055
113,850 Shutterfly, Inc. 5.75%, 09/25/2026, 1 mo. USD LIBOR + 5.000% 110,434
      2,544,251
  IT Services - 0.2%
199,000 Panther Commercial Holdings L.P. 5.00%, 01/07/2028, 1 mo. USD LIBOR + 5.000% 198,702
228,275 Peraton Corp. 4.50%, 02/01/2028, 1 mo. USD LIBOR + 3.750% 227,894
1,388,003 Science Applications International Corp. 1.98%, 10/31/2025, 1 mo. USD LIBOR + 1.875% 1,385,754
237,094 Surf Holdings LLC 3.69%, 03/05/2027, 1 mo. USD LIBOR + 3.500% 235,790
149,625 Tempo Acquisition LLC 3.50%, 08/31/2028, 1 mo. USD LIBOR + 3.000% 149,812
      2,197,952
  Leisure Time - 0.1%
  Carnival Corp.  
137,900 3.75%, 06/30/2025, 1 mo. USD LIBOR + 3.000%(3) 136,373
Shares or Principal Amount   Market Value†
SENIOR FLOATING RATE INTERESTS - 5.6%(9) - (continued)
  Leisure Time - 0.1% - (continued)
$       190,000 4.00%, 10/18/2028, 1 mo. USD LIBOR + 3.250% $       188,100
     213,925 Hayward Industries, Inc. 3.00%, 05/28/2028, 1 mo. USD LIBOR + 2.500%        213,046
     179,100 MajorDrive Holdings LLC 4.50%, 06/01/2028, 1 mo. USD LIBOR + 4.000%        178,765
      91,364 SRAM LLC 3.25%, 05/18/2028, 1 mo. USD LIBOR + 2.750%        91,135
      807,419
  Lodging - 0.1%
230,905 Boyd Gaming Corp. 2.35%, 09/15/2023, 3 mo. USD LIBOR + 2.250% 230,748
  Caesars Resort Collection LLC  
270,515 2.86%, 12/22/2024, 3 mo. USD LIBOR + 2.750% 268,908
108,625 3.61%, 07/20/2025, 1 mo. USD LIBOR + 3.500% 108,489
171,919 Station Casinos LLC 2.50%, 02/08/2027, 1 mo. USD LIBOR + 2.250% 170,376
      778,521
  Machinery - Construction & Mining - 0.0%
302,742 Brookfield WEC Holdings, Inc. 3.25%, 08/01/2025, 1 mo. USD LIBOR + 2.750% 301,041
  Machinery-Diversified - 0.1%
100,000 Fluidra S.A. 0.00%, 01/19/2029(10) 99,792
345,647 Vertical U.S. Newco, Inc. 4.00%, 07/31/2027, 1 mo. USD LIBOR + 3.500% 345,647
200,000 Welbilt, Inc. 2.61%, 10/23/2025, 3 mo. USD LIBOR + 2.500% 199,416
      644,855
  Media - 0.2%
98,750 Banijay Entertainment S.A.S 3.85%, 03/01/2025, 1 mo. USD LIBOR + 3.750% 98,215
243,775 Cable One, Inc. 2.11%, 05/03/2028, 1 mo. USD LIBOR + 2.000% 242,191
376,436 Charter Communications Operating LLC 1.86%, 02/01/2027, 1 mo. USD LIBOR + 1.750% 372,513
340,415 CSC Holdings LLC 2.61%, 04/15/2027, 1 mo. USD LIBOR + 2.500% 336,585
  E.W. Scripps Co.  
147,362 3.31%, 05/01/2026, 1 mo. USD LIBOR + 2.563% 146,756
83,375 3.75%, 01/07/2028, 1 mo. USD LIBOR + 3.000% 83,271
237,900 Gray Television, Inc. 2.60%, 01/02/2026, 3 mo. USD LIBOR + 2.500% 236,741
6,345 Houghton Mifflin Harcourt Publishing Co. 7.25%, 11/22/2024, 1 mo. USD LIBOR + 6.250% 6,330
170,000 Telenet Financing USD LLC 2.11%, 04/30/2028, 6 mo. USD LIBOR + 2.000% 167,176
 
The accompanying notes are an integral part of these financial statements.
 78

Table of Contents
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
SENIOR FLOATING RATE INTERESTS - 5.6%(9) - (continued)
  Media - 0.2% - (continued)
$       260,000 UPC Financing Partnership 3.11%, 01/31/2029, 1 mo. USD LIBOR + 3.000% $       258,375
EUR      155,000 Virgin Media Bristol LLC 3.25%, 01/31/2029, 3 mo. EURIBOR + 3.250%        172,832
$      150,000 Ziggo Financing Partnership 2.61%, 04/30/2028, 1 mo. USD LIBOR + 2.500%       148,055
      2,269,040
  Miscellaneous Manufacturing - 0.0%
EUR      260,022 CeramTec AcquiCo GmbH 0.03%, 03/08/2025, 3 mo. EURIBOR + 2.500%(10)        290,027
$  96,750 LTI Holdings, Inc. 3.61%, 09/06/2025, 3 mo. USD LIBOR + 3.500% 95,648
147,355 Momentive Performance Materials USA LLC 3.36%, 05/15/2024, 3 mo. USD LIBOR + 3.250% 147,233
      532,908
  Packaging & Containers - 0.1%
374,063 Berlin Packaging LLC 4.25%, 03/11/2028, 1 mo. USD LIBOR + 3.750% 373,831
433,289 Flex Acquisition Co., Inc. 4.00%, 03/02/2028, 1 mo. USD LIBOR + 3.500% 432,370
100,000 Pretium PKG Holdings, Inc. 4.50%, 10/01/2028, 1 mo. USD LIBOR + 4.500% 99,917
253,091 Proampac PG Borrower LLC 4.50%, 11/03/2025, 1 mo. USD LIBOR + 3.750% 253,154
298,590 TricorBraun Holdings, Inc. 3.75%, 03/03/2028, 1 mo. USD LIBOR + 3.250% 296,491
      1,455,763
  Pharmaceuticals - 0.3%
  Bausch Health Cos., Inc.  
380,000 0.00%, 01/27/2027(10) 376,793
152,120 2.86%, 11/27/2025, 3 mo. USD LIBOR + 2.750% 151,808
82,417 3.11%, 06/01/2025, 3 mo. USD LIBOR + 3.000% 81,730
197,397 Change Healthcare Holdings LLC 3.50%, 03/01/2024, 1 mo. USD LIBOR + 2.500% 197,150
1,813,933 Elanco Animal Health, Inc. 1.85%, 08/01/2027, 1 mo. USD LIBOR + 1.750% 1,784,457
242,862 Endo Luxembourg Finance Co. S.a r.l. 5.75%, 03/25/2028, 1 mo. USD LIBOR + 5.000% 236,115
247,810 Gainwell Acquisition Corp. 4.75%, 10/01/2027, 1 mo. USD LIBOR + 4.000% 247,887
203,463 Horizon Therapeutics USA, Inc. 2.25%, 03/15/2028, 1 mo. USD LIBOR + 2.000% 201,886
Shares or Principal Amount   Market Value†
SENIOR FLOATING RATE INTERESTS - 5.6%(9) - (continued)
  Pharmaceuticals - 0.3% - (continued)
$        18,087 ICON Luxembourg S.a r.l. 2.75%, 07/01/2028, 1 mo. USD LIBOR + 2.250% $        18,038
     228,850 Jazz Financing Lux S.a.r.l. 4.00%, 05/05/2028, 1 mo. USD LIBOR + 3.500%        228,823
     255,504 Organon & Co. 3.50%, 06/02/2028, 1 mo. USD LIBOR + 3.000%        255,057
     222,355 Pathway Vet Alliance LLC 3.86%, 03/31/2027, 1 mo. USD LIBOR + 3.750%       221,839
      4,001,583
  Pipelines - 0.0%
262,283 BCP Renaissance Parent LLC 4.50%, 11/01/2024, 3 mo. USD LIBOR + 3.500% 261,793
171,891 NorthRiver Midstream Finance L.P. 3.46%, 10/01/2025, 3 mo. USD LIBOR + 3.250% 171,413
      433,206
  Real Estate - 0.0%
EUR  130,000 Blitz GmbH 3.50%, 03/01/2028, 3 mo. EURIBOR + 3.500% 144,902
  Retail - 0.6%
$  134,663 At Home Group, Inc. 4.75%, 07/24/2028, 1 mo. USD LIBOR + 4.250% 134,284
2,374,181 B.C. Unlimited Liability Co. 1.86%, 11/19/2026, 1 mo. USD LIBOR + 1.750% 2,337,452
299,505 Beacon Roofing Supply, Inc. 2.36%, 05/19/2028, 1 mo. USD LIBOR + 2.250% 297,822
  EG Group Ltd.  
144,280 4.75%, 03/12/2026, 1 mo. USD LIBOR + 4.250% 144,316
EUR  150,000 7.00%, 04/12/2027, 3 mo. EURIBOR + 7.000% 168,540
$  139,300 Foundation Building Materials Holding Co. LLC 3.75%, 01/29/2028, 1 mo. USD LIBOR + 3.250% 138,455
420,758 Great Outdoors Group LLC 4.50%, 03/05/2028, 1 mo. USD LIBOR + 3.750% 420,320
289,190 Harbor Freight Tools USA, Inc. 3.25%, 10/19/2027, 1 mo. USD LIBOR + 2.750% 287,938
  IRB Holding Corp.  
125,754 3.75%, 02/05/2025, 1 mo. USD LIBOR + 2.750% 125,401
99,000 4.25%, 12/15/2027, 1 mo. USD LIBOR + 3.250% 99,000
667,279 KFC Holding Co. 1.86%, 03/15/2028, 1 mo. USD LIBOR + 1.750% 665,504
341,065 LBM Acquisition LLC 0.05%, 12/18/2027, 1 mo. USD LIBOR + 3.750% 338,790
198,000 Les Schwab Tire Centers 4.00%, 11/02/2027, 1 mo. USD LIBOR + 3.250% 197,319
 
The accompanying notes are an integral part of these financial statements.
 79

Table of Contents
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
SENIOR FLOATING RATE INTERESTS - 5.6%(9) - (continued)
  Retail - 0.6% - (continued)
$       243,775 Michaels Cos., Inc. 5.00%, 04/15/2028, 1 mo. USD LIBOR + 4.250% $       240,118
     183,613 Petco Health and Wellness Co., Inc. 4.00%, 03/03/2028, 1 mo. USD LIBOR + 3.250%        183,341
     268,650 PetSmart, Inc. 4.50%, 02/12/2028, 1 mo. USD LIBOR + 3.750%        268,062
             SRS Distribution, Inc.  
     160,000 0.00%, 06/02/2028(10)        159,901
     373,125 4.27%, 06/04/2028, 1 mo. USD LIBOR + 3.750%        372,554
223,611 Staples, Inc. 5.13%, 04/12/2026, 3 mo. USD LIBOR + 5.000% 213,131
172,813 White Cap Buyer LLC 6.25%, 10/19/2027, 1 mo. USD LIBOR + 4.000% 172,655
      6,964,903
  Semiconductors - 0.0%
225,000 MKS Instruments, Inc. 0.00%, 10/21/2028(10) 224,507
  Software - 0.6%
365,000 Athenahealth, Inc. 0.00%, 01/26/2029(10) 363,252
130,000 CCC Intelligent Solutions, Inc. 3.00%, 09/21/2028, 3 mo. USD LIBOR + 2.500% 129,390
EUR  185,000 Concorde Midco Ltd. 4.00%, 03/01/2028, 3 mo. EURIBOR + 4.000% 207,429
$  389,610 DCert Buyer, Inc. 4.11%, 10/16/2026, 3 mo. USD LIBOR + 4.000% 389,368
889,515 Dun & Bradstreet Corp. 3.36%, 02/08/2026, 1 mo. USD LIBOR + 3.250% 885,548
97,750 Emerald TopCo, Inc. 3.80%, 07/24/2026, 1 mo. USD LIBOR + 3.500% 97,188
118,189 Epicor Software Corp. 4.00%, 07/31/2027, 1 mo. USD LIBOR + 3.250% 117,840
466,664 Hyland Software, Inc. 4.25%, 07/01/2024, 1 mo. USD LIBOR + 3.500% 466,431
275,000 Mitchell International, Inc. 4.25%, 10/15/2028, 1 mo. USD LIBOR + 3.750% 272,594
98,745 Navicure, Inc. 4.11%, 10/23/2026, 1 mo. USD LIBOR + 4.000% 98,560
324,187 Polaris Newco LLC 4.50%, 06/04/2028, 1 mo. USD LIBOR + 4.000% 323,928
418,950 RealPage, Inc. 3.75%, 04/22/2028, 1 mo. USD LIBOR + 3.250% 416,637
155,724 Seattle Spinco, Inc. 2.86%, 06/21/2024, 3 mo. USD LIBOR + 2.750% 153,681
378,189 SS&C European Holdings S.a.r.l. 1.86%, 04/16/2025, 1 mo. USD LIBOR + 1.750% 373,461
  SS&C Technologies, Inc.  
1,517,190 1.86%, 04/16/2025, 1 mo. USD LIBOR + 1.750% 1,499,955
465,880 1.86%, 04/16/2025, 1 mo. USD LIBOR + 1.750% 460,057
Shares or Principal Amount   Market Value†
SENIOR FLOATING RATE INTERESTS - 5.6%(9) - (continued)
  Software - 0.6% - (continued)
             Ultimate Software Group, Inc.  
$       143,553 3.75%, 05/03/2026, 1 mo. USD LIBOR + 3.250% $       143,079
     195,991 3.86%, 05/03/2026, 3 mo. USD LIBOR + 3.750%        195,589
     639,540 Zelis Healthcare Corp. 0.03%, 09/30/2026, 1 mo. USD LIBOR + 3.500%       636,675
      7,230,662
  Telecommunications - 0.1%
145,076 Altice France S.A. 3.93%, 01/31/2026, 3 mo. USD LIBOR + 3.688% 144,060
205,800 CenturyLink, Inc. 2.36%, 03/15/2027, 1 mo. USD LIBOR + 2.250% 202,277
143,912 Frontier Communications Corp. 4.50%, 10/08/2027, 1 mo. USD LIBOR + 3.750% 143,517
  Lorca Finco plc  
EUR  245,000 0.00%, 09/18/2027, 3 mo. EURIBOR + 3.750%(10) 273,357
270,000 4.25%, 09/18/2027, 3 mo. EURIBOR + 4.250% 302,576
$  124,688 Xplornet Communications, Inc. 4.50%, 10/02/2028, 1 mo. USD LIBOR + 4.000% 124,396
  Zayo Group Holdings, Inc.  
376,980 3.11%, 03/09/2027, 1 mo. USD LIBOR + 3.000% 371,386
EUR  98,250 3.25%, 03/09/2027, 3 mo. EURIBOR + 3.250% 109,197
      1,670,766
  Textiles - 0.1%
$  865,000 Crocs, Inc. 0.00%, 01/26/2029(10) 859,161
  Transportation - 0.0%
260,000 First Student Bidco, Inc. 3.50%, 07/21/2028, 1 mo. USD LIBOR + 3.000% 258,448
283,575 Savage Enterprises LLC 3.75%, 09/17/2028, 1 mo. USD LIBOR + 3.250% 282,999
      541,447
  Total Senior Floating Rate Interests
(cost $66,691,940) 		$  66,338,672
U.S. GOVERNMENT AGENCIES - 37.4%
  Mortgage-Backed Agencies - 37.4%
  FHLMC - 1.9%
3,114,205 0.48%, 01/25/2034(2)(5) $  144,159
1,577,279 0.64%, 10/25/2026(2)(5) 40,193
6,581,262 0.72%, 12/25/2030(2)(5) 368,789
3,344,296 0.75%, 06/25/2027(2)(5) 118,020
1,477,635 0.88%, 11/25/2030(2)(5) 97,636
2,595,238 1.03%, 10/25/2030(2)(5) 193,256
4,274,949 1.12%, 06/25/2030(2)(5) 348,119
3,447,488 1.13%, 01/25/2030(2)(5) 264,716
3,325,071 1.43%, 05/25/2030(2)(5) 341,495
2,079,333 1.57%, 05/25/2030(2)(5) 232,043
 
The accompanying notes are an integral part of these financial statements.
 80

Table of Contents
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
U.S. GOVERNMENT AGENCIES - 37.4% - (continued)
  Mortgage-Backed Agencies - 37.4% - (continued)
  FHLMC - 1.9% - (continued)
$       293,590 1.75%, 10/15/2042 $       288,750
     440,096 1.91%, 07/25/2030, 1 mo. USD LIBOR + 1.800%(3)        442,829
     460,997 1.96%, 09/25/2049, 1 mo. USD LIBOR + 1.850%(1)(3)        462,967
   1,104,715 2.00%, 02/01/2051      1,078,223
   2,505,038 2.00%, 03/01/2051     2,445,669
     573,350 2.16%, 07/25/2049, 1 mo. USD LIBOR + 2.050%(1)(3)        578,128
   1,140,174 2.46%, 02/25/2049, 1 mo. USD LIBOR + 2.350%(1)(3)      1,151,268
635,532 2.50%, 05/01/2050 637,079
181,141 2.56%, 03/25/2049, 1 mo. USD LIBOR + 2.450%(1)(3) 183,102
1,818,062 3.00%, 10/01/2032 1,893,870
5,372 3.00%, 05/15/2041 5,550
113,231 3.00%, 07/01/2047 117,240
163,842 3.00%, 01/01/2048 168,333
1,075,208 3.00%, 08/01/2050 1,102,030
1,768,768 3.50%, 01/15/2033(5) 196,938
816,371 3.50%, 05/15/2034(5) 68,979
961,914 3.50%, 10/15/2042 979,665
787,527 3.50%, 12/01/2046 830,022
607,590 3.50%, 01/01/2047 647,430
236,805 3.50%, 03/15/2047 247,618
162,818 3.50%, 06/01/2047 171,390
196,277 3.50%, 12/01/2047 206,761
237,416 3.50%, 01/01/2048 249,860
322,305 3.50%, 12/01/2048 337,439
478,540 4.00%, 05/01/2038 510,561
583,723 4.00%, 05/25/2040(5) 72,080
12,445 4.00%, 01/01/2042 13,456
213,035 4.00%, 03/01/2042 231,029
5,579 4.00%, 04/01/2042 6,033
15,102 4.00%, 06/01/2042 16,050
281,009 4.00%, 11/01/2047 299,534
566,142 4.00%, 12/01/2047 612,905
612,003 4.36%, 11/25/2023, 1 mo. USD LIBOR + 4.250%(3) 631,766
440,947 5.00%, 09/01/2031 481,318
263,558 5.00%, 07/01/2035 295,836
128,115 5.00%, 09/01/2035 143,905
14,568 5.00%, 10/01/2035 16,348
13,755 5.00%, 11/01/2035 15,450
115,249 5.00%, 12/01/2035 129,342
5,979 5.00%, 06/01/2036 6,709
422,889 5.00%, 09/15/2036(5) 72,626
123,306 5.00%, 11/01/2036 138,334
97,797 5.00%, 12/01/2036 109,730
108,558 5.00%, 02/01/2037 121,790
57,739 5.00%, 02/01/2038 64,785
82,225 5.00%, 02/01/2039 92,259
1,393,930 5.00%, 03/15/2045(5) 285,874
196,349 5.00%, 02/15/2048(5) 39,217
76,152 5.00%, 09/01/2048 83,232
43,109 5.00%, 02/01/2049 46,988
316,815 5.26%, 11/25/2028, 1 mo. USD LIBOR + 5.150%(3) 327,928
15,357 5.50%, 02/01/2029 16,774
14,265 5.50%, 03/01/2035 16,097
17,312 5.50%, 12/01/2038 18,914
586,657 5.50%, 05/15/2040(5) 126,074
Shares or Principal Amount   Market Value†
U.S. GOVERNMENT AGENCIES - 37.4% - (continued)
  Mortgage-Backed Agencies - 37.4% - (continued)
  FHLMC - 1.9% - (continued)
$       538,466 5.50%, 06/15/2046(5) $       103,026
     491,599 5.50%, 10/15/2046(5)         91,736
     502,372 5.50%, 02/01/2049        549,467
      59,167 5.50%, 03/01/2049         64,643
     409,363 5.66%, 07/25/2028, 1 mo. USD LIBOR + 5.550%(3)       427,952
      22,919,334
  FNMA - 4.7%
184,824 0.00%, 06/25/2041(12)(13) 165,794
2,545,095 0.33%, 01/25/2030(2)(5) 48,991
6,701,690 1.20%, 06/25/2034(2)(5) 622,909
3,318,741 1.44%, 05/25/2029(2)(5) 294,077
3,796 2.00%, 09/25/2041 3,807
6,461 2.00%, 12/25/2041 6,477
464,975 2.00%, 03/25/2044 466,338
471,770 2.00%, 05/25/2044 472,684
2,698,947 2.00%, 10/01/2050 2,638,924
2,978,389 2.00%, 02/01/2051 2,910,109
6,900,250 2.00%, 03/01/2051 6,741,692
5,601 2.50%, 12/25/2041 5,655
11,099 2.50%, 03/25/2046 11,310
3,448,540 2.50%, 11/01/2051 3,463,621
1,868,750 2.50%, 12/01/2051 1,870,080
5,000,000 2.50%, 02/01/2052 5,007,556
370,000 2.88%, 11/01/2027 388,216
1,103,464 3.00%, 04/25/2033(5) 72,335
271,747 3.00%, 08/01/2033 282,868
1,678,679 3.00%, 06/01/2038 1,744,403
472,769 3.00%, 08/25/2042 481,689
632,041 3.00%, 11/25/2042 644,669
9,389 3.00%, 02/25/2043 9,613
96,922 3.00%, 01/25/2046 100,788
1,313,145 3.00%, 02/25/2047 1,342,217
67,633 3.00%, 05/25/2047 68,662
499,571 3.00%, 08/25/2049 511,468
1,814,644 3.00%, 07/01/2051 1,867,058
747,005 3.00%, 10/01/2051 764,398
1,900,000 3.00%, 02/01/2052 1,944,288
29,976 3.00%, 12/25/2054 30,741
345,000 3.16%, 08/01/2027 366,224
2,202,592 3.50%, 07/25/2033(5) 196,551
779,054 3.50%, 08/25/2033(5) 86,758
613,879 3.50%, 04/25/2034(5) 35,360
1,265,424 3.50%, 05/01/2037 1,326,527
990,777 3.50%, 11/25/2039(5) 109,624
5,296 3.50%, 05/25/2042 5,534
173,377 3.50%, 07/25/2044 177,914
289,887 3.50%, 12/01/2045 307,442
262,576 3.50%, 01/01/2046 277,401
200,800 3.50%, 03/01/2046 212,169
981,652 3.50%, 12/01/2046 1,043,533
361,292 3.50%, 05/01/2047 380,957
564,149 3.50%, 09/01/2047 592,319
348,515 3.50%, 01/01/2048 363,484
384,584 3.50%, 02/01/2048 403,332
49,429 3.50%, 02/25/2048 50,686
96,736 3.50%, 06/01/2048 101,226
537,413 3.50%, 07/01/2048 567,577
112,540 3.50%, 11/01/2048 117,881
369,452 3.50%, 03/25/2049 384,270
856,435 3.50%, 04/25/2049 906,373
882,754 3.50%, 05/01/2056 946,600
 
The accompanying notes are an integral part of these financial statements.
 81

Table of Contents
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
U.S. GOVERNMENT AGENCIES - 37.4% - (continued)
  Mortgage-Backed Agencies - 37.4% - (continued)
  FNMA - 4.7% - (continued)
$       358,505 3.50%, 05/25/2056 $       368,443
     815,666 3.50%, 11/25/2057        853,768
   1,380,811 3.50%, 05/01/2058      1,474,138
      80,760 4.00%, 08/01/2038         87,787
       3,104 4.00%, 11/01/2040          3,364
      34,879 4.00%, 02/01/2041        37,528
     506,351 4.00%, 06/01/2041        547,349
6,405 4.00%, 09/01/2041 6,927
9,380 4.00%, 10/01/2041 10,166
219,700 4.00%, 01/01/2042 237,731
292,234 4.00%, 02/01/2042 316,669
75,206 4.00%, 05/01/2042 81,528
3,190 4.00%, 09/01/2042 3,502
1,228,970 4.00%, 01/01/2043 1,328,941
23,843 4.00%, 10/01/2043 25,777
687,634 4.00%, 10/01/2047 731,781
360,073 4.00%, 11/01/2047 383,397
619,629 4.00%, 01/01/2049 656,140
820,291 4.00%, 09/01/2049 868,170
613,485 4.50%, 04/01/2048 654,370
506,022 4.50%, 09/25/2048(5) 72,260
283,358 4.50%, 04/01/2049 302,689
1,026,612 4.50%, 01/01/2051 1,135,557
14,512 5.00%, 02/01/2036 16,288
5,445 5.00%, 03/01/2036 6,108
425,917 5.00%, 06/25/2048(5) 69,030
459,702 5.50%, 04/25/2044(5) 83,956
355,469 6.50%, 03/25/2045(5) 86,544
1,735,000 GNMA
4.50%, 02/22/2052(14) 		1,825,553
      56,218,640
  GNMA - 6.7%
143,624 1.75%, 09/20/2043 143,473
247,835 2.00%, 01/20/2042 250,095
195,621 2.00%, 06/16/2042 195,261
175,000 2.00%, 02/22/2052(14) 173,011
97,047 2.50%, 05/20/2040 97,851
1,164,370 2.50%, 09/20/2051 1,173,730
3,835,076 2.50%, 10/20/2051 3,865,905
1,780,000 2.50%, 02/22/2052(14) 1,791,959
1,750,000 2.50%, 03/21/2052(14) 1,758,135
806,567 3.00%, 02/20/2047 834,145
191,204 3.00%, 10/20/2047 195,742
587,083 3.00%, 10/20/2051 602,237
3,911,019 3.00%, 12/20/2051 4,010,951
19,664,000 3.00%, 02/22/2052(14) 20,138,943
19,625,000 3.00%, 03/21/2052(14) 20,053,005
322,081 3.50%, 11/20/2042 339,713
699,367 3.50%, 06/20/2046 733,098
152,155 3.50%, 07/20/2046 159,427
159,192 3.50%, 10/20/2046 166,927
695,571 3.50%, 02/20/2047 728,210
188,059 3.50%, 05/20/2047 196,540
194,287 3.50%, 07/20/2047 203,035
142,833 3.50%, 11/20/2047 149,424
177,257 3.50%, 03/20/2048 185,724
6,475,000 3.50%, 05/20/2049(14) 6,688,220
6,483,000 3.50%, 02/22/2052(14) 6,713,197
446,210 3.88%, 08/15/2042 486,678
1,142,030 4.00%, 09/16/2042(5) 236,260
468,677 4.00%, 09/20/2042(5) 56,039
Shares or Principal Amount   Market Value†
U.S. GOVERNMENT AGENCIES - 37.4% - (continued)
  Mortgage-Backed Agencies - 37.4% - (continued)
  GNMA - 6.7% - (continued)
$       288,603 4.00%, 12/20/2044(5) $        47,864
     656,665 4.00%, 08/20/2045        705,752
      98,335 4.00%, 09/20/2047        104,044
      26,545 4.00%, 04/20/2048         28,015
   1,365,637 4.00%, 07/20/2048      1,436,347
   1,239,018 4.50%, 02/20/2040      1,353,804
     945,587 4.50%, 06/16/2043(5)        154,271
457,502 4.50%, 05/20/2045(5) 69,479
657,895 4.50%, 08/20/2045(5) 108,332
757,692 4.50%, 12/16/2046(5) 121,295
471,440 4.50%, 05/20/2048(5) 69,137
320,220 4.50%, 06/20/2048(5) 49,916
387,066 5.00%, 12/20/2043(5) 71,957
1,083,641 5.00%, 07/16/2044(5) 175,768
368,917 5.00%, 11/16/2046(5) 64,246
358,170 5.00%, 06/16/2047(5) 65,574
457,616 5.00%, 11/16/2047(5) 89,172
1,492,350 5.00%, 11/20/2049 1,593,926
324,054 5.50%, 02/20/2044(5) 45,482
259,273 5.50%, 09/15/2045 298,254
356,522 5.50%, 09/20/2045(5) 74,278
      79,053,848
  UMBS - 24.1%
910,000 1.50%, 02/14/2052(14) 860,945
8,250,000 2.00%, 02/17/2037(14) 8,290,283
104,474,000 2.00%, 02/14/2052(14) 101,862,150
55,020,000 2.00%, 03/14/2052(14) 53,525,914
10,090,000 2.50%, 02/17/2037(14) 10,313,872
76,217,000 2.50%, 02/11/2051(14) 76,121,729
2,026,000 3.00%, 02/17/2037 2,097,915
18,266,000 3.00%, 02/14/2052(14) 18,669,360
8,011,000 3.50%, 02/14/2052(14) 8,350,216
1,190,000 4.00%, 02/11/2051(14) 1,257,449
5,069,000 4.50%, 06/25/2048(14) 5,408,013
      286,757,846
  Total U.S. Government Agencies
(cost $446,560,764) 		  $  444,949,668
U.S. GOVERNMENT SECURITIES - 27.6%
  U.S. Treasury Securities - 27.6%
  U.S. Treasury Bonds - 12.1%
6,396,219 0.88%, 02/15/2047(15) $  7,990,026
23,740,000 1.25%, 05/15/2050 19,352,737
13,000,000 1.63%, 11/15/2050 11,627,383
9,740,000 1.75%, 08/15/2041 9,085,594
7,460,000 2.00%, 11/15/2041 7,263,009
3,145,000 2.88%, 08/15/2045 3,552,007
2,525,000 3.00%, 11/15/2045 2,916,276
11,845,000 3.00%, 02/15/2047 13,781,842
1,395,000 3.00%, 02/15/2048 1,637,218
8,365,000 3.13%, 02/15/2043 9,714,836
2,645,000 3.13%, 08/15/2044 3,091,757
1,390,000 3.13%, 05/15/2048 1,670,715
6,010,000 3.38%, 05/15/2044 7,287,360
7,574,900 3.63%, 08/15/2043 9,469,513
21,075,000 3.63%, 02/15/2044(16) 26,438,423
7,618,100 3.75%, 11/15/2043 9,708,019
      144,586,715
  U.S. Treasury Notes - 15.5%
32,900,000 0.63%, 08/15/2030 29,955,707
 
The accompanying notes are an integral part of these financial statements.
 82

Table of Contents
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Shares or Principal Amount   Market Value†
U.S. GOVERNMENT SECURITIES - 27.6% - (continued)
  U.S. Treasury Securities - 27.6% - (continued)
  U.S. Treasury Notes - 15.5% - (continued)
$    37,360,000 0.75%, 05/31/2026 $    36,062,616
  10,000,000 0.88%, 06/30/2026      9,697,656
   1,000,000 0.88%, 09/30/2026        967,266
   3,186,237 0.88%, 01/15/2029(15)      3,596,299
  11,120,000 0.88%, 11/15/2030     10,321,619
   6,000,000 1.25%, 09/30/2028      5,811,797
   3,250,000 1.25%, 08/15/2031      3,100,703
975,000 1.38%, 10/31/2028 951,767
49,075,000 1.38%, 11/15/2031 47,296,031
3,650,000 1.50%, 11/30/2028 3,591,258
22,485,000 1.63%, 05/15/2031 22,210,964
9,830,000 2.88%, 08/15/2028 10,524,244
      184,087,927
  Total U.S. Government Securities
(cost $330,303,857) 		  $  328,674,642
COMMON STOCKS - 0.0%
  Energy - 0.0%
934 Foresight Energy LLC* $  13,077
  Total Common Stocks
(cost $8,444) 		  $  13,077
  Total Long-Term Investments
(Cost $1,538,869,226) 		  $ 1,521,866,880
SHORT-TERM INVESTMENTS - 1.0%
  Repurchase Agreements - 1.0%
11,781,171 Fixed Income Clearing Corp. Repurchase Agreement dated 01/31/2022 at 0.020%, due on 02/01/2022 with a maturity value of $11,781,178; collateralized by U.S. Treasury Note at 1.750%, maturing 01/31/2029, with a market value of $12,016,800 $  11,781,171
  Securities Lending Collateral - 0.0%
8,487 Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(17) 8,487
228,570 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(17) 228,570
12,947 Invesco Government & Agency Portfolio, Institutional Class, 0.03%(17) 12,947
      250,004
  Total Short-Term Investments
(cost $12,031,175) 		$  12,031,175
  Total Investments
(cost $1,550,900,401) 		128.8% $ 1,533,898,055
  Other Assets and Liabilities (28.8)% (343,023,713)
  Total Net Assets 100.0% $ 1,190,874,342
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined
by Fund management. Industry classifications may not be identical across all security types.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.
* Non-income producing.
(1) Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At January 31, 2022, the aggregate value of these securities was $325,978,050, representing 27.4% of net assets.
(2) Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.
(3) Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2022. Base lending rates may be subject to a floor or cap.
(4) Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.
(5) Securities disclosed are interest-only strips.
(6) Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At January 31, 2022, the aggregate value of these securities was $27,551,227, representing 2.3% of net assets.
(7) Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at January 31, 2022. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.
(8) Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.
(9) Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the "Prime Rate") and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Base lending rates may be subject to a floor or cap. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of January 31, 2022.
(10) Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.
(11) This security, or a portion of this security, has unfunded loan commitments. As of January 31, 2022, the aggregate value of the unfunded commitment was $29,903, which represents 0.0% of total net assets.
(12) Security disclosed is principal-only strips.
(13) Security is a zero-coupon bond.
(14) Represents or includes a TBA transaction.
 
The accompanying notes are an integral part of these financial statements.
 83

Table of Contents
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
(15) The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.
(16) All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of January 31, 2022, the market value of securities pledged was $4,265,273.
(17) Current yield as of period end.
 
OTC Option Contracts Outstanding at January 31, 2022
Description   Counterparty   Exercise Price/
FX Rate/Rate 		  Expiration
Date 		  Number of
Contracts 		  Notional
Amount 		  Market
Value† 		  Premiums
Paid
(Received)
by Fund 		  Unrealized
Appreciation/
(Depreciation)
Written option contracts:
Call
CDX.NA.IG.S37.V1-5Y   BOA   60.00   USD   02/16/2022   (89,635,000)   USD (89,635,000)   $ (120,520)   $ (139,831)   $ 19,311
Put
CDX.NA.IG.S37.V1-5Y   BOA   60.00   USD   02/16/2022   (89,635,000)   USD (89,635,000)   $ (154,362)   $ (152,379)   $  (1,983)
Total Written Option Contracts OTC option contracts   $ (274,882)   $ (292,210)   $ 17,328
    
Futures Contracts Outstanding at January 31, 2022
Description   Number of
Contracts 		  Expiration
Date 		  Current
Notional
Amount 		  Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
U.S. Treasury 5-Year Note Future   467   03/31/2022   $ 55,667,859   $  (127,128)
U.S. Treasury 10-Year Note Future   60   03/22/2022   7,678,125   4,015
Total               $  (123,113)
Short position contracts:
Euro-BUND Future   252   03/08/2022   $ 47,772,204   $  522,009
Euro-BUXL 30-Year Bond Future   33   03/08/2022   7,520,674   386,349
U.S. Treasury 2-Year Note Future   1,187   03/31/2022   257,170,969   755,124
U.S. Treasury 10-Year Ultra Future   448   03/22/2022   63,987,000   337,821
U.S. Treasury Long Bond Future   239   03/22/2022   37,194,375   919,578
U.S. Treasury Ultra Bond Future   31   03/22/2022   5,857,062   309,287
Total               $ 3,230,168
Total futures contracts   $ 3,107,055
    
TBA Sale Commitments Outstanding at January 31, 2022
Description   Principal
Amount 		  Maturity
Date 		  Market
Value† 		  Unrealized
Appreciation/
(Depreciation)
FNMA, 1.50%   $ 5,795,000   02/17/2037   $ (5,703,774)   $ 29,346
GNMA, 2.00%   2,785,000   02/22/2052   (2,754,757)   —
Total TBA sale commitments (proceeds receivable $8,487,877)   $ (8,458,531)   $ 29,346
At January 31, 2022, the aggregate market value of TBA Sale Commitments represents (0.7)% of total net assets.
    
The accompanying notes are an integral part of these financial statements.
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Table of Contents
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
OTC Credit Default Swap Contracts Outstanding at January 31, 2022
Reference Entity   Counter-
party 		  Notional
Amount(1) 		  (Pay)/Receive
Fixed Rate 		  Expiration
Date 		  Periodic
Payment
Frequency 		  Upfront
Premiums
Paid 		  Upfront
Premiums
Received 		  Market
Value† 		  Unrealized
Appreciation/
(Depreciation)
Credit default swaps on indices:
Sell protection:
CMBX.NA.BB.8   GSC   USD 579,789   5.00%   10/17/2057   Monthly   $ —   $  (99,973)   $ (221,785)   $ (121,812)
CMBX.NA.BBB.6   MLI   USD 59,841   3.00%   05/11/2063   Monthly   —   (3,562)   (14,887)   (11,325)
Total OTC credit default swap contracts   $ —   $ (103,535)   $ (236,672)   $ (133,137)
    
(1) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.
    
Centrally Cleared Credit Default Swap Contracts Outstanding at January 31, 2022
Reference Entity   Notional
Amount(1) 		  (Pay)/Receive
Fixed Rate 		  Expiration
Date 		  Periodic
Payment
Frequency 		  Cost Basis   Value †   Unrealized
Appreciation/
(Depreciation)
Credit default swaps on indices:
Buy protection:
CDX.EM.35.V1   USD 7,645,000   (1.00%)   06/20/2026   Quarterly   $ 196,962   $ 320,960   $ 123,998
Total   $ 196,962   $ 320,960   $ 123,998
Credit default swaps on single-name issues:
Sell protection:
Panama Republic (BBB)   USD 985,000   1.00%   06/20/2026   Quarterly   $  7,738   $  7,526   $  (212)
Total   $  7,738   $  7,526   $  (212)
Total centrally cleared credit default swap contracts   $ 204,700   $ 328,486   $ 123,786
    
(1) The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.
    
Foreign Currency Contracts Outstanding at January 31, 2022
Amount and Description of
Currency to be Purchased 		  Amount and Description of
Currency to be Sold 		  Counterparty   Settlement
Date 		  Appreciation/
(Depreciation)
685,405 USD   3,865,000 BRL   MSC   03/16/2022   $ (33,958)
1,567,905 USD   8,930,000 BRL   DEUT   03/16/2022   (94,168)
3,513,781 USD   3,102,000 EUR   TDB   02/28/2022   34,495
292,910 USD   259,000 EUR   JPM   02/28/2022   2,408
29,793,284 USD   26,271,000 EUR   DEUT   03/16/2022   313,433
5,401,966 USD   4,712,000 EUR   CBA   03/16/2022   114,423
507,868 USD   10,459,000 MXN   JPM   03/16/2022   5,261
4,039,884 USD   86,300,000 MXN   BNP   03/16/2022   (107,263)
1,933,933 USD   145,630,000 RUB   MSC   03/16/2022   74,424
320,822 USD   24,244,000 RUB   DEUT   03/16/2022   11,257
Total foreign currency contracts   $ 320,312
† See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
The accompanying notes are an integral part of these financial statements.
 85

Table of Contents
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
January 31, 2022 (Unaudited) 
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of January 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Asset & Commercial Mortgage-Backed Securities    $  252,428,960   $  —   $  252,428,960   $ —
Corporate Bonds    339,965,082   —   339,965,082   —
Foreign Government Obligations    73,084,060   —   73,084,060   —
Municipal Bonds    16,412,719   —   16,412,719   —
Senior Floating Rate Interests    66,338,672   —   66,338,672   —
U.S. Government Agencies    444,949,668   —   444,949,668   —
U.S. Government Securities    328,674,642   —   328,674,642   —
Common Stocks                
Energy    13,077   —   13,077   —
Short-Term Investments    12,031,175   250,004   11,781,171   —
Foreign Currency Contracts(2)    555,701   —   555,701   —
Futures Contracts(2)    3,234,183   3,234,183   —   —
Swaps - Credit Default(2)    123,998   —   123,998   —
Total   $ 1,537,811,937   $ 3,484,187   $ 1,534,327,750   $ —
Liabilities                
Foreign Currency Contracts(2)    $  (235,389)   $  —   $  (235,389)   $ —
Futures Contracts(2)    (127,128)   (127,128)   —   —
Swaps - Credit Default(2)    (133,349)   —   (133,349)   —
TBA Sale Commitments    (8,458,531)   —   (8,458,531)   —
Written Options    (274,882)   —   (274,882)   —
Total   $  (9,229,279)   $  (127,128)   $  (9,102,151)   $ —
    
(1) For the six-month period ended January 31, 2022, there were no transfers in and out of Level 3.
(2) Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.
The accompanying notes are an integral part of these financial statements.
 86

Table of Contents
Hartford Active ETFs
GLOSSARY: (abbreviations used in preceding Schedule of Investments) (unaudited)
Counterparty Abbreviations:
BNP BNP Paribas Securities Services
BOA Bank of America Securities LLC
CBK Citibank NA
GSC Goldman Sachs & Co.
MLI Merrill Lynch International
TDB Toronto-Dominion Bank
UBS UBS AG
WEST Westpac International
MSC Morgan Stanley
DEUT Deutsche Bank Securities, Inc.
JPM JP Morgan Chase & Co.
CBA Commonwealth Bank of Australia
Currency Abbreviations:
AUD Australia Dollar
BRL Brazil Real
CAD Canadian Dollar
CHF Switzerland Franc
CLP Chile Peso
CNY China Yuan Renminbi
COP Colombia Peso
DKK Denmark Krone
EGP Egypt Pound
EUR Euro Member Countries
GBP British Pound
IDR Indonesia Rupiah
INR Indian Rupee
JPY Japan Yen
MXN Mexican Peso
RUB Russia Ruble
TRY Turkish Currency
USD United States Dollar
ZAR South Africa Rand
Index Abbreviations:
CMBX.NA Markit Commercial Mortgage-Backed North American
CMT Constant Maturity Treasury Index
Municipal Abbreviations:
Auth Authority
Dev Development
Dist District
Facs Facilities
GO General Obligation
PA Port Authority
Redev Redevelopment
Rev Revenue
VA Veterans Administration
Other Abbreviations:
AGC Assured Guarantee Corp.
AGM Assured Guaranty Municipal
AMBAC American Municipal Bond Assurance Co.
BAM Build America Mutual Assurance Corp.
CD Certificate of Deposit
CLO Collateralized Loan Obligation
CMO Collateralized Mortgage Obligation
CR Custodial Receipts
EURIBOR Euro Interbank Offered Rate
FHLMC Federal Home Loan Mortgage Corp.
FNMA Federal National Mortgage Association
GNMA Government National Mortgage Association
LIBOR London Interbank Offered Rate
NATL National Public Finance Guarantee Corp.
PSF-GTD Permanent School Fund Guaranteed
Q-SBLF Qualified School Bond Loan Fund
SCP State Credit Enhancement Program
SOFR Secured Overnight Financing Rate
TBA To Be Announced
UMBS Uniform Mortgage-Backed Securities
 
87

Table of Contents
Hartford Active ETFs
 Statements of Assets and Liabilities
January 31, 2022 (Unaudited) 
  Hartford Core
Bond ETF 		  Hartford
Large Cap
Growth ETF 		  Hartford
Municipal
Opportunities
ETF 		  Hartford Schroders
Commodity Strategy ETF
(Consolidated) 		  Hartford Schroders
ESG US Equity ETF
Assets:                  
Investments in securities, at market value(1)  $ 368,473,876   $ 72,006,903   $ 233,855,081   $ 41,525,681   $ 10,010,216
Repurchase agreements 7,980,375   —   15,134,560   —   —
Cash 2,001,237   2,249,138   3,734,710   —   —
Cash collateral due from broker on futures contracts —   —   —   4,122,386   1,080
Cash collateral held for securities on loan —   —   —   —   —
Foreign currency —   —   —   5,873   —
Receivables:                  
From affiliates —   —   —   4,197   —
Investment securities sold 19,452,507   1,086,017   —   —   112,707
Fund shares sold 25,834,333   —   2,037,786   —   —
Dividends and interest 1,267,841   4,688   1,757,134   18   6,384
Securities lending income —   41   —   —   —
Variation margin on futures contracts 7,356   —   —   501,025   409
Total assets 425,017,525   75,346,787   256,519,271   46,159,180   10,130,796
Liabilities:                  
Payables:                  
Investment securities purchased 136,472,800   1,217,920   9,620,375   —   116,576
Investment management fees 64,506   29,716   58,853   30,038   3,365
Accounting services fees —   —   —   120   —
Distributions payable 254,344   —   267,876   —   —
Written options 83,942   —   —   —   —
Accrued expenses —   —   —   2,478   —
Total liabilities 136,875,592   1,247,636   9,947,104   32,636   119,941
Net assets $ 288,141,933   $ 74,099,151   $ 246,572,167   $ 46,126,544   $ 10,010,855
Summary of Net Assets:                  
Paid-in-capital $ 299,005,287   $ 82,243,733   $ 246,891,753   $ 42,946,141   $ 10,005,823
Distributable earnings (loss) (10,863,354)   (8,144,582)   (319,586)   3,180,403   5,032
Net assets 288,141,933   74,099,151   246,572,167   46,126,544   10,010,855
Net asset value per share 39.74   16.56   40.76   21.71   25.03
Shares issued and outstanding 7,250,000   4,475,000   6,050,000   2,125,000   400,000
Cost of investments $ 386,388,170   $ 78,149,408   $ 248,899,968   $ 41,517,479   $ 10,025,240
Cost of foreign currency $  —   $  —   $  —   $  5,967   $  —
Written option contracts premiums received $  81,385   $  —   $  —   $  —   $  —
(1) Includes Investment in securities on loan, at market value $  —   $  —   $  —   $  —   $ —
The accompanying notes are an integral part of these financial statements.
 88

Table of Contents
Hartford Active ETFs
 Statements of Assets and Liabilities – (continued)
January 31, 2022 (Unaudited) 
  Hartford
Schroders
Tax-Aware
Bond ETF 		  Hartford
Short
Duration
ETF 		  Hartford
Sustainable
Income ETF 		  Hartford Total
Return Bond
ETF
Assets:              
Investments in securities, at market value(1)  $ 93,264,382   $ 78,850,749   $ 54,026,363   $ 1,522,116,884
Repurchase agreements —   2,707,488   —   11,781,171
Cash —   963,096   —   4,668,743
Cash collateral due from broker on futures contracts 32,375   —   —   —
Cash collateral held for securities on loan 4,850   —   5,225   13,158
Foreign currency —   47,553   337,937   497,669
Unrealized appreciation on foreign currency contracts —   27,777   220,578   555,701
Receivables:              
Investment securities sold —   2,636,196   1,898,689   154,302,472
Fund shares sold 1,041,211   —   —   —
Dividends and interest 638,980   371,172   373,284   7,017,782
Securities lending income 8   —   —   10
Variation margin on futures contracts —   76,715   18,087   429,655
Variation margin on centrally cleared swap contracts —   —   3,422   —
Tax reclaims 794   679   13,545   —
Total assets 94,982,600   85,681,425   56,897,130   1,701,383,245
Liabilities:              
Due to custodian —   —   323,843   —
Unrealized depreciation on foreign currency contracts —   1,648   4,342   235,389
Obligation to return securities lending collateral 97,000   —   104,499   263,162
Unrealized depreciation on OTC swap contracts —   —   —   133,137
TBA sale commitments, at market value —   —   —   8,458,531
Unfunded loan commitments —   —   22,000   30,000
Payables:              
Investment securities purchased 1,042,016   1,176,927   8,849,090   498,763,831
Investment management fees 33,169   24,967   22,001   280,483
Variation margin on futures contracts 1,411   —   —   —
Variation margin on centrally cleared swap contracts —   —   —   6,472
Distributions payable 99,876   136,007   109,288   1,959,482
Written options —   —   35,206   274,882
OTC swap contracts premiums received —   —   —   103,534
Total liabilities 1,273,472   1,339,549   9,470,269   510,508,903
Net assets $ 93,709,128   $ 84,341,876   $ 47,426,861   $ 1,190,874,342
Summary of Net Assets:              
Paid-in-capital $ 94,758,568   $ 85,271,239   $ 50,112,501   $ 1,221,257,434
Distributable earnings (loss) (1,049,440)   (929,363)   (2,685,640)   (30,383,092)
Net assets 93,709,128   84,341,876   47,426,861   1,190,874,342
Net asset value per share 20.82   40.16   37.94   38.73
Shares issued and outstanding 4,500,000   2,100,000   1,250,000   30,750,000
Cost of investments $ 94,246,014   $ 82,545,254   $ 56,692,509   $ 1,550,900,401
Cost of foreign currency $  —   $  47,553   $  337,768   $  496,736
Proceeds of TBA sale commitments $  —   $  —   $  —   $  8,487,877
Written option contracts premiums received $  —   $  —   $  35,298   $  292,210
(1) Includes Investment in securities on loan, at market value $  94,468   $  —   $  105,006   $ 257,500
The accompanying notes are an integral part of these financial statements.
 89

Table of Contents
Hartford Active ETFs
 Statements of Operations
For the Six-Month Ended January 31, 2022 (Unaudited) 
  Hartford Core
Bond ETF 		  Hartford
Large Cap
Growth ETF(1) 		  Hartford
Municipal
Opportunities
ETF 		  Hartford Schroders
Commodity Strategy ETF
(Consolidated)(2) 		  Hartford Schroders
ESG US Equity ETF(3)
Investment Income:                  
Dividends $  —   $  9,760   $  —   $  7,627   $ 78,401
Interest 1,927,958   126   2,005,022   2,398   —
Securities lending 220   41   —   —   —
Less: Foreign tax withheld 117   —   —   (307)   —
Total investment income, net 1,928,295   9,927   2,005,022   9,718   78,401
Expenses:                  
Investment management fees 384,044   49,523   317,110   61,199   18,713
Custodian fees —   —   —   584   —
Accounting services fees —   —   —   120   —
Professional fees —   —   —   1,444   —
Total expenses (before waivers, reimbursements and fees paid indirectly) 384,044   49,523   317,110   63,347   18,713
Expense waivers —   —   —   (2,148)   —
Management fee waivers —   —   —   (7,409)   —
Total waivers, reimbursements and fees paid indirectly —   —   —   (9,557)   —
Total expenses 384,044   49,523   317,110   53,790   18,713
Net Investment Income (Loss) 1,544,251   (39,596)   1,687,912   (44,072)   59,688
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on:                  
Investments (1,831,535)   (1,962,481)   (233,006)   (19,766)   27,962
Futures contracts 900,679   —   —   156,010   1,301
Written options contracts (65,830)   —   —   —   —
Swap contracts 22,398   —   —   —   —
Other foreign currency transactions —   —   —   (527)   —
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions (974,288)   (1,962,481)   (233,006)   135,717   29,263
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of:                  
Investments (10,712,799)   (6,142,505)   (8,380,130)   8,202   (15,024)
Purchased options contracts 43,664   —   —   —   —
Futures contracts 1,412,174   —   —   3,080,650   (938)
Written options contracts (55,470)   —   —   —   —
Swap contracts (5,877)   —   —   —   —
Translation of other assets and liabilities in foreign currencies —   —   —   (94)   —
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions (9,318,308)   (6,142,505)   (8,380,130)   3,088,758   (15,962)
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions (10,292,596)   (8,104,986)   (8,613,136)   3,224,475   13,301
Net Increase (Decrease) in Net Assets Resulting from Operations $ (8,748,345)   $ (8,144,582)   $ (6,925,224)   $ 3,180,403   $ 72,989
    
(1)  Commenced operations on November 9, 2021.
(2)  Commenced operations on September 14, 2021.
(3)  Commenced operations on August 10, 2021.
The accompanying notes are an integral part of these financial statements.
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Table of Contents
Hartford Active ETFs
 Statements of Operations – (continued)
For the Six-Month Ended January 31, 2022 (Unaudited) 
  Hartford
Schroders
Tax-Aware
Bond ETF 		  Hartford
Short
Duration
ETF 		  Hartford
Sustainable
Income ETF(4) 		  Hartford Total
Return Bond
ETF
Investment Income:              
Dividends $  —   $  —   $  3,740   $  —
Interest 854,400   1,289,543   486,312   12,972,340
Securities lending 156   —   —   795
Less: Foreign tax withheld 163   —   (392)   329
Total investment income, net 854,719   1,289,543   489,660   12,973,464
Expenses:              
Investment management fees 210,484   183,152   95,538   1,545,283
Total expenses 210,484   183,152   95,538   1,545,283
Net Investment Income (Loss) 644,235   1,106,391   394,122   11,428,181
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on:              
Investments (266,945)   81,058   (147,547)   (3,111,677)
Futures contracts 143,958   94,979   (281,314)   (2,400,095)
Written options contracts —   —   —   (896,461)
Swap contracts —   —   14,656   (750,181)
Foreign currency contracts —   130,663   270,197   2,680,266
Other foreign currency transactions —   (12,405)   (22,310)   (65,511)
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions (122,987)   294,295   (166,318)   (4,543,659)
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions of:              
Investments (3,637,627)   (2,476,836)   (2,666,146)   (49,247,856)
Purchased options contracts —   —   —   672,781
Futures contracts 151,337   50,476   (31,672)   9,365,002
Written options contracts —   —   92   (320,126)
Swap contracts —   —   15,167   766,596
Foreign currency contracts —   40,402   216,236   (395,855)
Translation of other assets and liabilities in foreign currencies —   (18,076)   10,513   (6,080)
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions (3,486,290)   (2,404,034)   (2,455,810)   (39,165,538)
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions (3,609,277)   (2,109,739)   (2,622,128)   (43,709,197)
Net Increase (Decrease) in Net Assets Resulting from Operations $ (2,965,042)   $ (1,003,348)   $ (2,228,006)   $ (32,281,016)
    
(4)  Commenced operations on September 21, 2021.
The accompanying notes are an integral part of these financial statements.
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Table of Contents
Hartford Active ETFs
 Statements of Changes in Net Assets
For the Six-Month Ended January 31, 2022 (Unaudited) 
  Hartford Core
Bond ETF 		  Hartford
Large Cap
Growth ETF
  For the
Six-Month
Period Ended
January 31, 2022
(Unaudited) 		  For the
Year Ended
July 31,
2021 		  For the
Period Ended
January 31, 2022
(Unaudited)(1)
Operations:          
Net investment income (loss) $  1,544,251   $  1,576,735   $  (39,596)
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions (974,288)   903,091   (1,962,481)
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions (9,318,308)   (2,719,355)   (6,142,505)
Net Increase (Decrease) in Net Assets Resulting from Operations (8,748,345)   (239,529)   (8,144,582)
Distributions to Shareholders (2,480,405)   (2,622,517)   —
Fund Share Transactions:          
Sold 33,863,253   144,816,846   83,649,847
Redeemed —   (14,733,496)   (1,409,757)
Other Capital 4,817   94,078   3,643
Net increase (decrease) from capital share transactions 33,868,070   130,177,428   82,243,733
Net Increase (Decrease) in Net Assets 22,639,320   127,315,382   74,099,151
Net Assets:          
Beginning of period 265,502,613   138,187,231   —
End of period $ 288,141,933   $ 265,502,613   $ 74,099,151
    
(1)  Commenced operations on November 9, 2021.
The accompanying notes are an integral part of these financial statements.
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Table of Contents
Hartford Active ETFs
 Statements of Changes in Net Assets – (continued)
For the Six-Month Ended January 31, 2022 (Unaudited) 
  Hartford Municipal
Opportunities ETF 		  Hartford Schroders
Commodity Strategy ETF
(Consolidated)
  For the
Six-Month
Period Ended
January 31, 2022
(Unaudited) 		  For the
Year Ended
July 31,
2021 		  For the
Period Ended
January 31, 2022
(Unaudited)(2)
Operations:          
Net investment income (loss) $  1,687,912   $  2,800,503   $  (44,072)
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions (233,006)   (209,482)   135,717
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions (8,380,130)   4,054,093   3,088,758
Net Increase (Decrease) in Net Assets Resulting from Operations (6,925,224)   6,645,114   3,180,403
Distributions to Shareholders (1,697,764)   (5,961,085)   —
Fund Share Transactions:          
Sold 54,139,557   94,043,807   42,928,990
Redeemed —   —   (21)
Other Capital 13,025   23,511   17,172
Net increase (decrease) from capital share transactions 54,152,582   94,067,318   42,946,141
Net Increase (Decrease) in Net Assets 45,529,594   94,751,347   46,126,544
Net Assets:          
Beginning of period 201,042,573   106,291,226   —
End of period $ 246,572,167   $ 201,042,573   $ 46,126,544
    
(2)  Commenced operations on September 14, 2021.
The accompanying notes are an integral part of these financial statements.
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Table of Contents
Hartford Active ETFs
 Statements of Changes in Net Assets – (continued)
For the Six-Month Ended January 31, 2022 (Unaudited) 
  Hartford Schroders
ESG US Equity ETF 		  Hartford Schroders Tax-Aware
Bond ETF
  For the
Period Ended
January 31, 2022
(Unaudited)(3) 		  For the
Six-Month
Period Ended
January 31, 2022
(Unaudited) 		  For the
Year Ended
July 31,
2021
Operations:          
Net investment income (loss) $  59,688   $  644,235   $  1,297,746
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions 29,263   (122,987)   1,579,636
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions (15,962)   (3,486,290)   (880,445)
Net Increase (Decrease) in Net Assets Resulting from Operations 72,989   (2,965,042)   1,996,937
Distributions to Shareholders (67,957)   (1,742,596)   (1,644,315)
Fund Share Transactions:          
Sold 10,005,848   12,874,901   73,651,787
Redeemed (25)   (20,183,529)   (44,543,164)
Other Capital —   17,695   78,883
Net increase (decrease) from capital share transactions 10,005,823   (7,290,933)   29,187,506
Net Increase (Decrease) in Net Assets 10,010,855   (11,998,571)   29,540,128
Net Assets:          
Beginning of period —   105,707,699   76,167,571
End of period $ 10,010,855   $ 93,709,128   $ 105,707,699
    
(3)  Commenced operations on August 10, 2021.
The accompanying notes are an integral part of these financial statements.
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Table of Contents
Hartford Active ETFs
 Statements of Changes in Net Assets – (continued)
For the Six-Month Ended January 31, 2022 (Unaudited) 
  Hartford Short
Duration ETF 		  Hartford Sustainable
Income ETF
  For the
Six-Month
Period Ended
January 31, 2022
(Unaudited) 		  For the
Year Ended
July 31,
2021 		  For the
Period Ended
January 31, 2022
(Unaudited)(4)
Operations:          
Net investment income (loss) $  1,106,391   $  2,359,881   $  394,122
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions 294,295   827,462   (166,318)
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions (2,404,034)   (545,606)   (2,455,810)
Net Increase (Decrease) in Net Assets Resulting from Operations (1,003,348)   2,641,737   (2,228,006)
Distributions to Shareholders (1,517,967)   (2,445,966)   (457,634)
Fund Share Transactions:          
Sold 14,217,956   61,613,986   50,000,040
Redeemed (56,619,019)   (20,509,616)   (39)
Other Capital 22,872   59,666   112,500
Net increase (decrease) from capital share transactions (42,378,191)   41,164,036   50,112,501
Net Increase (Decrease) in Net Assets (44,899,506)   41,359,807   47,426,861
Net Assets:          
Beginning of period 129,241,382   87,881,575   —
End of period $ 84,341,876   $ 129,241,382   $ 47,426,861
    
(4)  Commenced operations on September 21, 2021.
The accompanying notes are an integral part of these financial statements.
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Table of Contents
Hartford Active ETFs
 Statements of Changes in Net Assets – (continued)
For the Six-Month Ended January 31, 2022 (Unaudited) 
  Hartford Total Return
Bond ETF
  For the
Six-Month
Period Ended
January 31, 2022
(Unaudited) 		  For the
Year Ended
July 31,
2021
Operations:      
Net investment income (loss) $  11,428,181   $  17,912,363
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions (4,543,659)   13,867,891
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions (39,165,538)   (18,928,165)
Net Increase (Decrease) in Net Assets Resulting from Operations (32,281,016)   12,852,089
Distributions to Shareholders (32,146,297)   (36,110,981)
Fund Share Transactions:      
Sold 301,618,006   410,130,689
Redeemed (106,368,423)   (24,491,561)
Other Capital 80,915   281,657
Net increase (decrease) from capital share transactions 195,330,498   385,920,785
Net Increase (Decrease) in Net Assets 130,903,185   362,661,893
Net Assets:      
Beginning of period 1,059,971,157   697,309,264
End of period $ 1,190,874,342   $ 1,059,971,157
The accompanying notes are an integral part of these financial statements.
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Table of Contents
Hartford Active ETFs
Financial Highlights
  —Selected Per-Share Data(1)—   —Ratios and Supplemental Data —
  Net Asset
Value at
Beginning
of Period 		  Net
Investment
Income
(Loss) 		  Net
Realized
and
Unrealized
Gain (Loss)
on
Investments 		  Total
from
Investment
Operations 		  Other
Capital 		  Dividends
from Net
Investment
Income 		  Distributions
from
Capital
Gains 		  Total
Dividends
and
Distributions 		  Net
Asset
Value at
End of
Period 		  Total
Return(2) 		  Net
Assets at
End of
Period
(000s) 		  Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3) 		  Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments 		  Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets 		  Portfolio
Turnover(4)
Hartford Core Bond ETF
For the Six-Month Period Ended January 31, 2022 (Unaudited)
  $ 41.48   $  0.24   $ (1.60)   $ (1.36)   $  —   $ (0.24)   $ (0.14)   $ (0.38)   $ 39.74   (3.31)% (5)   $  288,142   0.29% (6)   0.29% (6)   1.17% (6)   15% (7)
For the Year Ended July 31, 2021
  $ 42.52   $  0.44   $ (0.73)   $ (0.29)   $ 0.03   $ (0.45)   $ (0.33)   $ (0.78)   $ 41.48   (0.59)%   $  265,503   0.29%   0.29%   1.06%   30% (7)
For the Period Ended July 31, 2020(8)
  $ 40.00   $  0.21   $  2.50   $  2.71   $ 0.05   $ (0.24)   $  —   $ (0.24)   $ 42.52   6.91% (5)   $  138,187   0.29% (6)   0.29% (6)   1.19% (6)   26% (7)
Hartford Large Cap Growth ETF
For the Period Ended January 31, 2022(9) (Unaudited)
  $ 20.00   $ (0.02)   $ (3.42)   $ (3.44)   $  —   $  —   $  —   $  —   $ 16.56   (17.20)% (5)   $  74,099   0.59% (6)   0.59% (6)   (0.47)% (6)   45% (10)
Hartford Municipal Opportunities ETF
For the Six-Month Period Ended January 31, 2022 (Unaudited)
  $ 42.32   $  0.32   $ (1.56)   $ (1.24)   $  —   $ (0.32)   $  —   $ (0.32)   $ 40.76   (2.94)% (5)   $  246,572   0.29% (6)   0.29% (6)   1.54% (6)   9%
For the Year Ended July 31, 2021
  $ 42.52   $  0.80   $  0.98   $  1.78   $ 0.01   $ (0.79)   $ (1.20)   $ (1.99)   $ 42.32   4.40%   $  201,043   0.29%   0.29%   1.92%   17%
For the Year Ended July 31, 2020
  $ 41.72   $  1.04(11)   $  0.95(11)   $  1.99   $ 0.02   $ (1.06)   $ (0.15)   $ (1.21)   $ 42.52   4.90%   $  106,291   0.29%   0.29%   2.49% (11)   67%
For the Year Ended July 31, 2019
  $ 39.72   $  1.07   $  1.92   $  2.99   $ 0.02   $ (1.01)   $  —   $ (1.01)   $ 41.72   7.68%   $  139,773   0.29%   0.29%   2.65%   32%
For the Period Ended July 31, 2018(12)
  $ 40.00   $  0.54   $ (0.37)   $  0.17   $ 0.07   $ (0.52)   $  —   $ (0.52)   $ 39.72   0.60% (5)   $  11,916   0.34% (6)   0.34% (6)   2.18% (6)   37%
Hartford Schroders Commodity Strategy ETF (Consolidated)
For the Period Ended January 31, 2022(13) (Unaudited)
  $ 20.00   $ (0.06)   $  1.75   $  1.69   $ 0.02   $  —   $  —   $  —   $ 21.71   8.55% (5)   $  46,127   1.05% (6)   0.89% (6)   (0.73)% (6)   137% (14)
Hartford Schroders ESG US Equity ETF
For the Period Ended January 31, 2022(15) (Unaudited)
  $ 25.00   $  0.15   $  0.05   $  0.20   $  —   $ (0.17)   $  —   $ (0.17)   $ 25.03   0.78% (5)   $  10,011   0.39% (6)   0.39% (6)   1.24% (6)   27% (16)
Hartford Schroders Tax-Aware Bond ETF
For the Six-Month Period Ended January 31, 2022 (Unaudited)
  $ 21.80   $  0.13   $ (0.77)   $ (0.64)   $  —   $ (0.13)   $ (0.21)   $ (0.34)   $ 20.82   (2.94)% (5)   $  93,709   0.39% (6)   0.39% (6)   1.19% (6)   40%
For the Year Ended July 31, 2021
  $ 21.76   $  0.25   $  0.08   $  0.33   $ 0.02   $ (0.25)   $ (0.06)   $ (0.31)   $ 21.80   1.64%   $  105,708   0.39%   0.39%   1.14%   199%
For the Year Ended July 31, 2020
  $ 20.95   $  0.35   $  0.91   $  1.26   $ 0.02   $ (0.37)   $ (0.10)   $ (0.47)   $ 21.76   6.18%   $  76,168   0.39%   0.39%   1.67%   165%
For the Year Ended July 31, 2019
  $ 19.98   $  0.51   $  0.99   $  1.50   $  —   $ (0.53)   $  —   $ (0.53)   $ 20.95   7.62%   $  27,230   0.39%   0.39%   2.55%   165%
For the Period Ended July 31, 2018(17)
  $ 20.00   $  0.11   $ (0.06)   $  0.05   $ 0.02   $ (0.09)   $  —   $ (0.09)   $ 19.98   0.37% (5)   $  20,983   0.39% (6)   0.39% (6)   1.93% (6)   60%
Hartford Short Duration ETF
For the Six-Month Period Ended January 31, 2022 (Unaudited)
  $ 41.03   $  0.36   $ (0.75)   $ (0.39)   $ 0.01   $ (0.44)   $ (0.05)   $ (0.49)   $ 40.16   (0.92)% (5)   $  84,342   0.29% (6)   0.29% (6)   1.75% (6)   23% (18)
The accompanying notes are an integral part of these financial statements.
 97

Table of Contents
Hartford Active ETFs
Financial Highlights – (continued)
  —Selected Per-Share Data(1)—   —Ratios and Supplemental Data —
  Net Asset
Value at
Beginning
of Period 		  Net
Investment
Income
(Loss) 		  Net
Realized
and
Unrealized
Gain (Loss)
on
Investments 		  Total
from
Investment
Operations 		  Other
Capital 		  Dividends
from Net
Investment
Income 		  Distributions
from
Capital
Gains 		  Total
Dividends
and
Distributions 		  Net
Asset
Value at
End of
Period 		  Total
Return(2) 		  Net
Assets at
End of
Period
(000s) 		  Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3) 		  Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments 		  Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets 		  Portfolio
Turnover(4)
Hartford Short Duration ETF – (continued)
For the Year Ended July 31, 2021
  $ 40.88   $  0.90   $  0.17   $  1.07   $ 0.02   $ (0.94)   $  —   $ (0.94)   $ 41.03   2.69%   $  129,241   0.29%   0.29%   2.20%   41% (18)
For the Year Ended July 31, 2020
  $ 40.70   $  1.29(11)   $  0.20(11)   $  1.49   $ 0.02   $ (1.33)   $  —   $ (1.33)   $ 40.88   3.78%   $  87,882   0.29%   0.29%   3.19% (11)   29% (18)
For the Year Ended July 31, 2019
  $ 39.97   $  1.38   $  0.64   $  2.02   $ 0.02   $ (1.31)   $  —   $ (1.31)   $ 40.70   5.20%   $  109,889   0.29%   0.29%   3.45%   28%
For the Period Ended July 31, 2018(19)
  $ 40.00   $  0.19   $ (0.09)   $  0.10   $ 0.02   $ (0.15)   $  —   $ (0.15)   $ 39.97   0.31% (5)   $  19,983   0.29% (6)   0.29% (6)   2.75% (6)   1%
Hartford Sustainable Income ETF
For the Period Ended January 31, 2022(20) (Unaudited)
  $ 40.00   $  0.32   $ (2.10)   $ (1.78)   $ 0.09   $ (0.37)   $  —   $ (0.37)   $ 37.94   (4.25)% (5)   $  47,427   0.54% (6)   0.54% (6)   2.23% (6)   4% (21)
Hartford Total Return Bond ETF
For the Six-Month Period Ended January 31, 2022 (Unaudited)
  $ 41.16   $  0.44   $ (1.64)   $ (1.20)   $  —   $ (0.52)   $ (0.71)   $ (1.23)   $ 38.73   (3.00)% (5)   $ 1,190,874   0.29% (6)   0.29% (6)   2.14% (6)   27% (22)
For the Year Ended July 31, 2021
  $ 42.52   $  0.85   $ (0.35)   $  0.50   $ 0.01   $ (0.91)   $ (0.96)   $ (1.87)   $ 41.16   1.26%   $ 1,059,971   0.29%   0.29%   2.07%   49% (22)
For the Year Ended July 31, 2020
  $ 40.87   $  1.13(23)   $  2.90(23)   $  4.03   $ 0.02   $ (1.35)   $ (1.05)   $ (2.40)   $ 42.52   10.34%   $  697,309   0.29%   0.29%   2.76% (23)   79% (22)
For the Year Ended July 31, 2019
  $ 38.99   $  1.30   $  1.77   $  3.07   $ 0.05   $ (1.24)   $  —   $ (1.24)   $ 40.87   8.14%   $  590,521   0.29%   0.29%   3.30%   54%
For the Period Ended July 31, 2018(24)
  $ 40.00   $  0.77   $ (1.14)   $ (0.37)   $ 0.08   $ (0.72)   $  —   $ (0.72)   $ 38.99   (0.71)% (5)   $  44,835   0.38% (6)   0.38% (6)   2.35% (6)   46%
    
FINANCIAL HIGHLIGHTS FOOTNOTES
(1) Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.
(2) Total return is calculated assuming a hypothetical purchase of beneficial shares on the opening of the first day at the net asset value and a sale on the closing of the last day at the net asset value of each period reported. Dividends and distributions, if any, are assumed for purposes of this calculation, to be reinvested at net asset value at the end of the distribution day.
(3) There were no waivers or reimbursements for the periods shown.
(4) Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions.
(5) Not annualized.
(6) Annualized.
(7) Excluding TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 169%, 362% and 177% for the period ended January 31,2022, year ended July 31, 2021 and the period ended July 31, 2020, respectively.
(8) Commenced operations on February 19, 2020.
(9) Commenced operations on November 9, 2021.
(10) Reflects the Fund’s portfolio turnover for the period November 09, 2021 through January 31, 2022.
(11) FASB issued ASU 2017-08 to amend the amortization period to the earliest call date for purchased callable debt securities held at a premium. Effective August 1, 2019, the Fund amended its amortization policy and the effect of this change for the year ended July 31, 2020 was an increase to net investment income per share for less than $0.005, decrease to net realized and unrealized gain (loss) on investments for less than $(0.005) and an increase to ratio of net investment income to average net assets of less than 0.005%. Per share data and ratios for periods prior to July 31, 2020 have not been restated to reflect this change in presentation.
(12) Commenced operations on December 13, 2017.
(13) Commenced operations on September 14, 2021.
(14) Reflects the Fund’s portfolio turnover for the period September 14, 2021 through January 31, 2022.
(15) Commenced operations on August 10, 2021.
(16) Reflects the Fund’s portfolio turnover for the period August 10, 2021 through January 31, 2022.
(17) Commenced operations on April 18, 2018.
The accompanying notes are an integral part of these financial statements.
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(18) Excluding TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 28% for the period ended January 31, 2022, 53% and 41% for the year ended July 31, 2021 for the year ended July 31, 2020, respectively.
(19) Commenced operations on May 30, 2018.
(20) Commenced operations on September 21, 2021.
(21) Reflects the Fund’s portfolio turnover for the period September 21, 2021 through January 31, 2022.
(22) Excluding TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 222% for the period ended January 31, 2022, 499% and 659% for the years ended July 31, 2021 and July 31, 2020, respectively.
(23) FASB issued ASU 2017-08 to amend the amortization period to the earliest call date for purchased callable debt securities held at a premium. Effective August 1, 2019, the Fund amended its amortization policy and the effect of this change for the year ended July 31, 2020 was a decrease to net investment income per share for less than $(0.005), increase to net realized and unrealized gain (loss) on investments for less than $0.005 and a decrease to ratio of net investment income to average net assets of (0.01)%. Per share data and ratios for periods prior to July 31, 2020 have not been restated to reflect a change in accounting standard.
(24) Commenced operations on September 27, 2017.
The accompanying notes are an integral part of these financial statements.
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 Notes to Financial Statements
 January 31, 2022  (Unaudited)
1. Organization:
  Hartford Funds Exchange-Traded Trust (the "Trust") is an open-end registered management investment company comprised of nine operational series as of January 31, 2022. Financial statements for the series of the Trust listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.
   
Hartford Funds Exchange-Traded Trust:
Hartford Core Bond ETF (the "Core Bond ETF")
Hartford Large Cap Growth ETF (the "Large Cap Growth ETF")
Hartford Municipal Opportunities ETF (the "Municipal Opportunities ETF")
Hartford Schroders Commodity Strategy ETF (the "Commodity Strategy ETF") (Consolidated)
Hartford Schroders ESG US Equity ETF (the "ESG US Equity ETF")
Hartford Schroders Tax-Aware Bond ETF (the "Tax-Aware Bond ETF")
Hartford Short Duration ETF (the "Short Duration ETF")
Hartford Sustainable Income ETF (the "Sustainable Income ETF")
Hartford Total Return Bond ETF (the "Total Return Bond ETF")
Core Bond ETF commenced operations on February 19, 2020. Large Cap Growth ETF commenced operations on November 9, 2021. Municipal Opportunities ETF commenced operations on December 13, 2017. Commodity Strategy ETF commenced operations on September 14, 2021. ESG US Equity ETF commenced operations on August 10, 2021. Short Duration ETF commenced operations on May 30, 2018. Tax-Aware Bond ETF commenced operations on April 18, 2018. Sustainable Income ETF commenced operations on September 21, 2021. Total Return Bond ETF commenced operations on September 27, 2017. Each Fund is an actively managed, exchange-traded fund (‘‘ETF’’) that trades on an exchange like other publicly traded securities. Shares of Municipal Opportunities ETF, Commodity Strategy ETF, Tax-Aware Bond ETF and Total Return Bond ETF are listed and traded on NYSE Arca, Inc. ("NYSE Arca"). Shares of Core Bond ETF, Large Cap Growth ETF, ESG US Equity ETF, Sustainable Income ETF and Short Duration ETF are listed and traded on Cboe BZX Exchange, Inc. ("Cboe BZX"). Each share of a Fund represents a partial ownership in securities held by the Fund. Shares of a Fund may be purchased or redeemed directly from the Fund in Creation Units at net asset value ("NAV") only by certain large institutional investors (‘‘Authorized Participants’’) who have entered into agreements with ALPS Distributors, Inc. (‘‘ALPS’’ or the ‘‘Distributor’’), the Funds’ Distributor.
The assets of each Fund are separate, and a shareholder's interest is limited to the Fund in which shares are held. The Trust was organized as a Delaware statutory trust on September 20, 2010 and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). The shares of the Funds are registered under the Securities Act of 1933, as amended (the ‘‘Securities Act’’). Each Fund is a diversified open-end management investment company. Each Fund applies specialized accounting and reporting standards under Financial Accounting Standards Board ("FASB") Accounting Standards Codification Topic 946 "Financial Services – Investment Companies."
2. Significant Accounting Policies:
  The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.
a) Determination of Net Asset Value – The net asset value ("NAV") of each Fund's shares is determined as of the close of regular trading on the New York Stock Exchange (the “Exchange”) (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the Exchange is open (“Valuation Date”). If the Exchange is closed due to weather or other extraordinary circumstances on a day it would typically be open for business, each Fund may treat such day as a typical business day and accept creation and redemption orders and calculate each Fund’s NAV in accordance with applicable law. The NAV for the shares of each Fund is determined by dividing the value of the Fund’s net assets attributable to the shares by the number of shares outstanding. Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.
b) Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV per share of each Fund, portfolio securities and other assets held in a Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions.
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 January 31, 2022  (Unaudited)
  If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Trustees (the "Board") of the Trust (“Valuation Procedures”). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade do not open for trading for the entire day and no other market prices are available. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.
  Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase, sell or redeem shares of the Fund.
  Fixed income investments (other than short-term obligations) and non-exchange traded derivatives held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost, which approximates fair value.
  Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange. If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the close of the relevant exchange. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the close of the relevant exchange. Over-the-counter derivatives and other instruments that do not trade on an exchange are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures.
  Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, redeem or sell shares of a Fund.
  Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.
  Investments in investment companies that are not listed or traded on an exchange ("Non-Traded Funds"), if any, are valued at the respective NAV of each Non-Traded Fund on the Valuation Date. Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Such Non-Traded Funds and listed investment companies may use fair value pricing as disclosed in their prospectuses.
  Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures.
  U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:
• Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange-traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange-traded funds, rights and warrants.
• Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.
• Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market
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 January 31, 2022  (Unaudited)
  quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.
The Board has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board.
Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.
For additional information, refer to the Fair Value Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.
c) Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost.
  The trade date for senior floating rate interests purchased in the primary loan market is considered the date on which the loan allocations are determined. The trade date for senior floating rate interests purchased in the secondary loan market is the date on which the transaction is entered into.
  Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available.
  Interest income, including amortization of premium, accretion of discounts, inflation adjustments and additional principal received in-kind in lieu of cash, is accrued on a daily basis. Paydown gains and losses on mortgage-related and other asset-backed securities are included in interest income in the Statements of Operations, as applicable.
Please refer to Note 8 for Securities Lending information.
d) Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. A Fund may also be subject to taxes withheld on foreign dividends and interest from securities in which a Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net investment income or net realized or unrealized gain (loss) on investments in these securities, if applicable.
e) Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.
  A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.
  Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.
f) Dividend Distributions to Shareholders – Dividends are declared pursuant to a policy adopted by the Board. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of Core Bond ETF, Municipal Opportunities ETF, Tax-Aware Bond ETF, Short Duration ETF, Sustainable Income ETF and Total Return Bond ETF is to pay dividends from net investment income, if any, monthly and realized gains, if any, at least once a year. The policy of Large Cap Growth ETF and Commodity Strategy ETF is to pay dividends from net investment income, if any, annually, and realized gains, if any, at least once a year. The policy of ESG US Equity ETF is to pay dividends from net investment income, if any, quarterly, and realized gains, if any, at least once a year. Dividends may be declared and paid more frequently or at any other times to comply with the distribution requirements of the Internal Revenue Code.
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 January 31, 2022  (Unaudited)
Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing.
g) Basis for Consolidations – The Commodity Strategy ETF may invest up to 25% of its total assets in a wholly-owned subsidiary of the Commodity Strategy ETF (the "Subsidiary"). The Subsidiary is organized under the laws of the Cayman Islands and is consolidated in the Commodity Strategy ETF's financial statements. All intercompany balances, revenues, and expenses have been eliminated in consolidation. The Subsidiary acts as an investment vehicle in order to enter into certain investments (primarily commodities) for the Commodity Strategy ETF consistent with the investment objectives and policies specified in the Prospectus and Statement of Additional Information.
3. Securities and Other Investments:
a) Restricted Securities – Each Fund may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities, if applicable, is included at the end of each Fund's Schedule of Investments.
b) Investments Purchased on a When-Issued or Delayed-Delivery Basis – Delivery and payment for investments that have been purchased by a Fund on a forward commitment, or when-issued or delayed-delivery basis, take place beyond the customary settlement period. A Fund may dispose of or renegotiate a delayed-delivery transaction after it is entered into, and may sell delayed-delivery investments before they are delivered, which may result in a realized gain or loss. During this period, such investments are subject to market fluctuations, and a Fund identifies investments segregated in its records with a value at least equal to the amount of the commitment. See each Fund’s Schedule of Investments, if applicable, for when-issued or delayed-delivery investments as of January 31, 2022.
  In connection with a Fund's ability to purchase investments on a when-issued or forward commitment basis, the Fund may enter into to-be announced (“TBA”) commitments. TBA commitments are forward agreements for the purchase or sale of mortgage-backed securities for a fixed price, with payment and delivery on an agreed-upon future settlement date. The specific securities to be delivered are not identified at the trade date; however, delivered securities must meet specified terms, including issuer, rate and mortgage terms. Although a Fund may enter into TBA commitments with the intention of acquiring or delivering securities for its portfolio, the Fund can extend the settlement date, roll the transaction, or dispose of a commitment prior to settlement if deemed appropriate to do so. If the TBA commitment is closed through the acquisition of an offsetting TBA commitment, a Fund realizes a gain or loss. In a TBA roll transaction, a Fund generally purchases or sells the initial TBA commitment prior to the agreed upon settlement date and enters into a new TBA commitment for future delivery or receipt of the mortgage-backed securities. TBA commitments involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date. These transactions are excluded from a Fund's portfolio turnover rate. See each Fund's Schedule of Investments, if applicable, for TBA commitments as of January 31, 2022.
c) Senior Floating Rate Interests – Certain Funds may invest in senior floating rate interests. Senior floating rate interests generally hold the most senior position in the capital structure of a business entity (the “Borrower”), are typically secured by specific collateral and have a claim on the assets and/or stock of the Borrower that is senior to that held by subordinated debt holders and stockholders of the Borrower. Senior floating rate interests are typically structured and administered by a financial institution that acts as the agent of the lenders participating in the senior floating rate interest. A Fund may invest in multiple series or tranches of a senior floating rate interest, which may have varying terms and carry different associated risks. A Fund may also enter into unfunded loan commitments, which are contractual obligations for future funding. Unfunded loan commitments may include revolving credit facilities, which may obligate the Fund to supply additional cash to the Borrower on demand. Unfunded loan commitments represent a future obligation in full. A Fund may receive a commitment fee based on the undrawn portion of the underlying line of credit portion of a senior floating rate interest. In certain circumstances, a Fund may receive various fees upon the restructure of a senior floating rate interest by a borrower. Fees earned/paid may be recorded as a component of income or realized gain/loss in the Statements of Operations.
  Senior floating rate interests are typically rated below-investment-grade, which suggests they are more likely to default and generally pay higher interest rates than investment-grade loans. A default could lead to non-payment of income, which would result in a reduction of income to a Fund, and there can be no assurance that the liquidation of any collateral would satisfy the Borrower’s obligation in the event of non-payment of scheduled interest or principal payments, or that such collateral could be readily liquidated. See each Fund's Schedule of Investments, if applicable, for outstanding senior floating rate interests as of January 31, 2022.
d) Mortgage-Related and Other Asset-Backed Securities – A Fund may invest in mortgage-related and other asset-backed securities. These securities include mortgage pass-through securities, collateralized mortgage obligations, commercial mortgage-backed securities, stripped mortgage-backed securities, asset-backed securities, collateralized debt obligations and other securities that directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property. Mortgage-related securities are created from pools of residential or commercial mortgage loans, including mortgage loans made by savings and loan institutions, mortgage bankers, commercial banks and others. Asset-backed securities are created from many types of assets, including auto loans, credit card receivables,
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 January 31, 2022  (Unaudited)
  home equity loans, and student loans. These securities provide a monthly payment that consists of both interest and principal payments. Interest payments may be determined by fixed or adjustable rates. The rate of prepayments on underlying mortgages will affect the price and volatility of a mortgage-related security, and may have the effect of shortening or extending the effective duration of the security relative to what was anticipated at the time of purchase. The timely payment of principal and interest of certain mortgage-related securities is guaranteed by the full faith and credit of the United States Government. Mortgage-related and other asset-backed securities created and guaranteed by non-governmental issuers, including government-sponsored corporations, may be supported by various forms of insurance or guarantees, but there can be no assurance that the private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. See each Fund's Schedule of Investments, if applicable, for mortgage-related and other asset-backed securities as of January 31, 2022.
e) Repurchase Agreements – A repurchase agreement is an agreement between two parties whereby one party sells the other a security at a specified price with a commitment to repurchase the security later at an agreed-upon price, date and interest payment. Each Fund is permitted to enter into fully collateralized repurchase agreements. The Trust has delegated to the sub-adviser(s), as applicable, the responsibility of evaluating the creditworthiness of the banks and securities dealers with which the Funds will engage in repurchase agreements. The sub-adviser(s) will monitor such transactions to ensure that the value of underlying collateral will be at least equal to the total amount of the repurchase obligation as required by the valuation provision of the repurchase agreement, including the accrued interest. Repurchase agreements carry the risk that the market value of the securities declines below the repurchase price. A Fund could also lose money if it is unable to recover the securities and the value of any collateral held or assets segregated by the Fund to cover the transaction is less than the value of the securities. In the event the borrower commences bankruptcy proceedings, a court may characterize the transaction as a loan. If a Fund has not perfected a security interest in the underlying collateral, the Fund may be required to return the underlying collateral to the borrower’s estate and be treated as an unsecured creditor. As an unsecured creditor, the Fund could lose some or all of the principal and interest involved in the transaction. See each Fund's Schedule of Investments, if applicable, for repurchase agreements as of January 31, 2022.
4. Financial Derivative Instruments:
  The following disclosures contain information on how and why a Fund may use derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.
a) Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund may use futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant (“FCM”) an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value (“variation margin”) is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.
  During the period ended January 31, 2022, each of Core Bond ETF, Commodity Strategy ETF, ESG US Equity ETF, Tax-Aware Bond ETF, Short Duration ETF, Sustainable Income ETF and Total Return Bond ETF had used Futures Contracts.
b) Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.
  Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.
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 Notes to Financial Statements – (continued)
 January 31, 2022  (Unaudited)
During the period ended January 31, 2022, each of Short Duration ETF, Sustainable Income ETF and Total Return Bond ETF had used Foreign Currency Contracts.
c) Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or on a specific date. Option contracts are either over-the-counter ("OTC") options or executed in a registered exchange (“exchange-traded options”). A Fund may write (sell) covered call and put options on futures, swaps (“swaptions”), securities, commodities or currencies. “Covered” means that so long as a Fund is obligated as the writer of an option, it will own either the underlying investments or currency or an option to purchase the same underlying investments or currency having an expiration date of the covered option and an exercise price equal to or less than the exercise price of the covered option, or will segregate or earmark cash or other liquid investments having, for written call options, a value equal to the greater of the exercise price or the market value of the underlying instrument and, for written put options, a value equal to the exercise price. Writing put options may increase a Fund’s exposure to the underlying instrument. Writing call options may decrease a Fund’s exposure to the underlying instrument. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options that are exercised or closed are added to the proceeds or offset amounts paid on the underlying futures, swaps, investments or currency transactions to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing call options may increase a Fund’s exposure to the underlying instrument. Purchasing put options may decrease a Fund’s exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund’s Statements of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into OTC options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements.
  During the period ended January 31, 2022, each of Core Bond ETF, Sustainable Income ETF and Total Return Bond ETF had used Options Contracts.
d) Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified future intervals. Swap contracts are either privately negotiated in the over-the-counter market (“OTC swaps”) or cleared through a central counterparty or derivatives clearing organization (“centrally cleared swaps”). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency.
  Swaps are valued in accordance with the Valuation Procedures. Changes in market value, if any, are reflected as a component of net changes in unrealized appreciation or depreciation on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable for the change in value (“variation margin”) on the Statements of Assets and Liabilities. Realized gains or losses on centrally cleared swaps are recorded upon the termination of the swaps. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap contract to compensate for differences between the stated terms of the swap contract and prevailing market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). These upfront premiums are recorded as realized gains or losses on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations.
  Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors).
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Hartford Active ETFs
 Notes to Financial Statements – (continued)
 January 31, 2022  (Unaudited)
  A Fund’s maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract’s remaining life, and current market value, to the extent that amount is positive. The risk is mitigated by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances.
  Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy.
  Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A “buyer” of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the occurrence of certain events. The “seller” of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A “seller’s” exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract.
  Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract.
  During the period ended January 31, 2022, each of Sustainable Income ETF and Total Return Bond ETF had entered into Credit Default Swap Contracts.
e) Additional Derivative Instrument Information:
  Core Bond ETF
   
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of January 31, 2022:
  Risk Exposure Category
  Interest Rate
Contracts 		  Foreign
Currency
Contracts 		  Credit
Contracts 		  Equity
Contracts 		  Commodity
Contracts 		  Total
Assets:                      
Investments in securities, at value (purchased options), market value $  6,965   $ —   $ —   $ —   $ —   $  6,965
Unrealized appreciation on futures contracts(1) 644,992   —   —   —   —   644,992
Total $ 651,957   $ —   $ —   $ —   $ —   $ 651,957
Liabilities:                      
Written options, market value $  83,942   $ —   $ —   $ —   $ —   $  83,942
Total $  83,942   $ —   $ —   $ —   $ —   $  83,942
    
(1) Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.
    
 106

Table of Contents
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 January 31, 2022  (Unaudited)
Core Bond ETF – (continued)

 
The Effect of Derivative Instruments on the Statement of Operations for the period ended January 31, 2022:
  Risk Exposure Category
  Interest Rate
Contracts 		  Foreign
Currency
Contracts 		  Credit
Contracts 		  Equity
Contracts 		  Commodity
Contracts 		  Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:                      
Net realized gain (loss) on futures contracts $  900,679   $ —   $  —   $ —   $ —   $  900,679
Net realized gain (loss) on written options contracts —   —   (65,830)   —   —   (65,830)
Net realized gain (loss) on swap contracts —   —   22,398   —   —   22,398
Total $  900,679   $ —   $ (43,432)   $ —   $ —   $  857,247
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:                      
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts $  43,664   $ —   $  —   $ —   $ —   $  43,664
Net change in unrealized appreciation (depreciation) of futures contracts 1,412,174   —   —   —   —   1,412,174
Net change in unrealized appreciation (depreciation) of written options contracts (55,470)   —   —   —   —   (55,470)
Net change in unrealized appreciation (depreciation) of swap contracts —   —   (5,877)   —   —   (5,877)
Total $ 1,400,368   $ —   $  (5,877)   $ —   $ —   $ 1,394,491
For the period ended January 31, 2022, the average monthly amount or number per contract outstanding for each derivative type was as follows:
Derivative Description   Average Notional
Par, Contracts
or Face Amount
Purchased Options at Notional Amount   $  6,533,333
Futures Contracts Number of Long Contracts   1
Futures Contracts Number of Short Contracts   (474)
Written Options at Notional Amount   $ (10,918,333)
Swap Contracts at Notional Amount   $ 3,016,667
Commodity Strategy ETF (Consolidated)
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of January 31, 2022:
  Risk Exposure Category
  Interest Rate
Contracts 		  Foreign
Currency
Contracts 		  Credit
Contracts 		  Equity
Contracts 		  Commodity
Contracts 		  Total
Assets:                      
Unrealized appreciation on futures contracts(1) $ —   $ —   $ —   $ —   $ 3,222,990   $ 3,222,990
Total $ —   $ —   $ —   $ —   $ 3,222,990   $ 3,222,990
Liabilities:                      
Unrealized depreciation on futures contracts(1) $ —   $ —   $ —   $ —   $  142,340   $  142,340
Total $ —   $ —   $ —   $ —   $  142,340   $  142,340
    
(1) Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.
    
 107

Table of Contents
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 January 31, 2022  (Unaudited)
Commodity Strategy ETF (Consolidated) – (continued)

 
The Effect of Derivative Instruments on the Statement of Operations for the period ended January 31, 2022:
  Risk Exposure Category
  Interest Rate
Contracts 		  Foreign
Currency
Contracts 		  Credit
Contracts 		  Equity
Contracts 		  Commodity
Contracts 		  Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:                      
Net realized gain (loss) on futures contracts $ —   $ —   $ —   $ —   $  156,010   $  156,010
Total $ —   $ —   $ —   $ —   $  156,010   $  156,010
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:                      
Net change in unrealized appreciation (depreciation) of futures contracts $ —   $ —   $ —   $ —   $ 3,080,650   $ 3,080,650
Total $ —   $ —   $ —   $ —   $ 3,080,650   $ 3,080,650
For the period ended January 31, 2022, the average monthly amount or number per contract outstanding for each derivative type was as follows:
Derivative Description   Average Notional
Par, Contracts
or Face Amount
Futures Contracts Number of Long Contracts   248
Futures Contracts Number of Short Contracts   (10)
ESG US Equity ETF
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of January 31, 2022:
  Risk Exposure Category
  Interest Rate
Contracts 		  Foreign
Currency
Contracts 		  Credit
Contracts 		  Equity
Contracts 		  Commodity
Contracts 		  Total
Liabilities:                      
Unrealized depreciation on futures contracts(1) $ 938   $ —   $ —   $ —   $ —   $ 938
Total $ 938   $ —   $ —   $ —   $ —   $ 938
    
(1) Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.
    
The Effect of Derivative Instruments on the Statement of Operations for the period ended January 31, 2022:
  Risk Exposure Category
  Interest Rate
Contracts 		  Foreign
Currency
Contracts 		  Credit
Contracts 		  Equity
Contracts 		  Commodity
Contracts 		  Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:                      
Net realized gain (loss) on futures contracts $  —   $ —   $ —   $ 1,301   $ —   $ 1,301
Total $  —   $ —   $ —   $ 1,301   $ —   $ 1,301
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:                      
Net change in unrealized appreciation (depreciation) of futures contracts $ (938)   $ —   $ —   $  —   $ —   $  (938)
Total $ (938)   $ —   $ —   $  —   $ —   $  (938)
For the period ended January 31, 2022, the average monthly amount or number per contract outstanding for each derivative type was as follows:
Derivative Description   Average Notional
Par, Contracts
or Face Amount
Futures Contracts Number of Long Contracts   1
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Table of Contents
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 January 31, 2022  (Unaudited)
Tax-Aware Bond ETF
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of January 31, 2022:
  Risk Exposure Category
  Interest Rate
Contracts 		  Foreign
Currency
Contracts 		  Credit
Contracts 		  Equity
Contracts 		  Commodity
Contracts 		  Total
Assets:                      
Unrealized appreciation on futures contracts(1) $ 44,502   $ —   $ —   $ —   $ —   $ 44,502
Total $ 44,502   $ —   $ —   $ —   $ —   $ 44,502
    
(1) Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.
    
The Effect of Derivative Instruments on the Statement of Operations for the period ended January 31, 2022:
  Risk Exposure Category
  Interest Rate
Contracts 		  Foreign
Currency
Contracts 		  Credit
Contracts 		  Equity
Contracts 		  Commodity
Contracts 		  Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:                      
Net realized gain (loss) on futures contracts $ 143,958   $ —   $ —   $ —   $ —   $ 143,958
Total $ 143,958   $ —   $ —   $ —   $ —   $ 143,958
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:                      
Net change in unrealized appreciation (depreciation) of futures contracts $ 151,337   $ —   $ —   $ —   $ —   $ 151,337
Total $ 151,337   $ —   $ —   $ —   $ —   $ 151,337
For the period ended January 31, 2022, the average monthly amount or number per contract outstanding for each derivative type was as follows:
Derivative Description   Average Notional
Par, Contracts
or Face Amount
Futures Contracts Number of Short Contracts   (66)
Short Duration ETF
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of January 31, 2022:
  Risk Exposure Category
  Interest Rate
Contracts 		  Foreign
Currency
Contracts 		  Credit
Contracts 		  Equity
Contracts 		  Commodity
Contracts 		  Total
Assets:                      
Unrealized appreciation on futures contracts(1) $  98,632   $  —   $ —   $ —   $ —   $  98,632
Unrealized appreciation on foreign currency contracts —   27,777   —   —   —   27,777
Total $  98,632   $ 27,777   $ —   $ —   $ —   $ 126,409
Liabilities:                      
Unrealized depreciation on futures contracts(1) $ 131,773   $  —   $ —   $ —   $ —   $ 131,773
Unrealized depreciation on foreign currency contracts —   1,648   —   —   —   1,648
Total $ 131,773   $  1,648   $ —   $ —   $ —   $ 133,421
    
(1) Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.
    
 109

Table of Contents
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 January 31, 2022  (Unaudited)
Short Duration ETF – (continued)

 
The Effect of Derivative Instruments on the Statement of Operations for the period ended January 31, 2022:
  Risk Exposure Category
  Interest Rate
Contracts 		  Foreign
Currency
Contracts 		  Credit
Contracts 		  Equity
Contracts 		  Commodity
Contracts 		  Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:                      
Net realized gain (loss) on futures contracts $ 94,979   $  —   $ —   $ —   $ —   $  94,979
Net realized gain (loss) on foreign currency contracts —   130,663   —   —   —   130,663
Total $ 94,979   $ 130,663   $ —   $ —   $ —   $ 225,642
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:                      
Net change in unrealized appreciation (depreciation) of futures contracts $ 50,476   $  —   $ —   $ —   $ —   $  50,476
Net change in unrealized appreciation (depreciation) of foreign currency contracts —   40,402   —   —   —   40,402
Total $ 50,476   $  40,402   $ —   $ —   $ —   $  90,878
For the period ended January 31, 2022, the average monthly amount or number per contract outstanding for each derivative type was as follows:
Derivative Description   Average Notional
Par, Contracts
or Face Amount
Futures Contracts Number of Long Contracts   91
Futures Contracts Number of Short Contracts   (95)
Foreign Currency Contracts Purchased at Contract Amount   $  260,158
Foreign Currency Contracts Sold at Contract Amount   $ 3,027,373
Sustainable Income ETF
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of January 31, 2022:
  Risk Exposure Category
  Interest Rate
Contracts 		  Foreign
Currency
Contracts 		  Credit
Contracts 		  Equity
Contracts 		  Commodity
Contracts 		  Total
Assets:                      
Unrealized appreciation on futures contracts(1) $ 111,416   $  —   $  —   $ —   $ —   $ 111,416
Unrealized appreciation on foreign currency contracts —   220,578   —   —   —   220,578
Unrealized appreciation on swap contracts(2) —   —   15,167   —   —   15,167
Total $ 111,416   $ 220,578   $ 15,167   $ —   $ —   $ 347,161
Liabilities:                      
Unrealized depreciation on futures contracts(1) $ 143,088   $  —   $  —   $ —   $ —   $ 143,088
Unrealized depreciation on foreign currency contracts —   4,342   —   —   —   4,342
Written options, market value 35,206   —   —   —   —   35,206
Total $ 178,294   $  4,342   $  —   $ —   $ —   $ 182,636
    
(1) Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.
(2) Amount represents the cumulative appreciation and depreciation on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation and depreciation on OTC swap contracts, if applicable.
    
 110

Table of Contents
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 January 31, 2022  (Unaudited)
Sustainable Income ETF – (continued)

 
The Effect of Derivative Instruments on the Statement of Operations for the period ended January 31, 2022:
  Risk Exposure Category
  Interest Rate
Contracts 		  Foreign
Currency
Contracts 		  Credit
Contracts 		  Equity
Contracts 		  Commodity
Contracts 		  Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:                      
Net realized gain (loss) on futures contracts $ (281,314)   $  —   $  —   $ —   $ —   $ (281,314)
Net realized gain (loss) on swap contracts 50,110   —   (35,454)   —   —   14,656
Net realized gain (loss) on foreign currency contracts —   270,197   —   —   —   270,197
Total $ (231,204)   $ 270,197   $ (35,454)   $ —   $ —   $  3,539
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:                      
Net change in unrealized appreciation (depreciation) of futures contracts $  (31,672)   $  —   $  —   $ —   $ —   $  (31,672)
Net change in unrealized appreciation (depreciation) of written options contracts 92   —   —   —   —   92
Net change in unrealized appreciation (depreciation) of swap contracts —   —   15,167   —   —   15,167
Net change in unrealized appreciation (depreciation) of foreign currency contracts —   216,236   —   —   —   216,236
Total $  (31,580)   $ 216,236   $  15,167   $ —   $ —   $  199,823
For the period ended January 31, 2022, the average monthly amount or number per contract outstanding for each derivative type was as follows:
Derivative Description   Average Notional
Par, Contracts
or Face Amount
Futures Contracts Number of Long Contracts   89
Futures Contracts Number of Short Contracts   (38)
Written Options at Notional Amount   $  (795,000)
Swap Contracts at Notional Amount   $ 5,600,833
Foreign Currency Contracts Purchased at Contract Amount   $  22,454
Foreign Currency Contracts Sold at Contract Amount   $ 8,899,936
Total Return Bond ETF
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of January 31, 2022:
  Risk Exposure Category
  Interest Rate
Contracts 		  Foreign
Currency
Contracts 		  Credit
Contracts 		  Equity
Contracts 		  Commodity
Contracts 		  Total
Assets:                      
Unrealized appreciation on futures contracts(1) $ 3,234,183   $  —   $  —   $ —   $ —   $ 3,234,183
Unrealized appreciation on foreign currency contracts —   555,701   —   —   —   555,701
Unrealized appreciation on swap contracts(2) —   —   123,998   —   —   123,998
Total $ 3,234,183   $ 555,701   $ 123,998   $ —   $ —   $ 3,913,882
Liabilities:                      
Unrealized depreciation on futures contracts(1) $  127,128   $  —   $  —   $ —   $ —   $  127,128
Unrealized depreciation on foreign currency contracts —   235,389   —   —   —   235,389
Written options, market value 274,882   —   —   —   —   274,882
Unrealized depreciation on swap contracts(2) —   —   133,349   —   —   133,349
Total $  402,010   $ 235,389   $ 133,349   $ —   $ —   $  770,748
    
(1) Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.
(2) Amount represents the cumulative appreciation and depreciation on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statements of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation and depreciation on OTC swap contracts, if applicable.
    
 111

Table of Contents
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 January 31, 2022  (Unaudited)
Total Return Bond ETF – (continued)

 
The Effect of Derivative Instruments on the Statement of Operations for the period ended January 31, 2022:
  Risk Exposure Category
  Interest Rate
Contracts 		  Foreign
Currency
Contracts 		  Credit
Contracts 		  Equity
Contracts 		  Commodity
Contracts 		  Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:                      
Net realized gain (loss) on futures contracts $ (2,400,095)   $  —   $  —   $ —   $ —   $  (2,400,095)
Net realized gain (loss) on written options contracts (896,461)   —   —   —   —   (896,461)
Net realized gain (loss) on swap contracts —   —   (750,181)   —   —   (750,181)
Net realized gain (loss) on foreign currency contracts —   2,680,266   —   —   —   2,680,266
Total $ (3,296,556)   $ 2,680,266   $ (750,181)   $ —   $ —   $  (1,366,471)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:                      
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts $  672,781   $  —   $  —   $ —   $ —   $  672,781
Net change in unrealized appreciation (depreciation) of futures contracts 9,365,002   —   —   —   —   9,365,002
Net change in unrealized appreciation (depreciation) of written options contracts (320,126)   —   —   —   —   (320,126)
Net change in unrealized appreciation (depreciation) of swap contracts —   —   766,596   —   —   766,596
Net change in unrealized appreciation (depreciation) of foreign currency contracts —   (395,855)   —   —   —   (395,855)
Total $  9,717,657   $  (395,855)   $  766,596   $ —   $ —   $ 10,088,398
For the period ended January 31, 2022, the average monthly amount or number per contract outstanding for each derivative type was as follows:
Derivative Description   Average Notional
Par, Contracts
or Face Amount
Purchased Options at Notional Amount   $  40,633,333
Futures Contracts Number of Long Contracts   465
Futures Contracts Number of Short Contracts   (1,428)
Written Options at Notional Amount   $ (70,511,667)
Swap Contracts at Notional Amount   $  15,836,785
Foreign Currency Contracts Purchased at Contract Amount   $  1,115,539
Foreign Currency Contracts Sold at Contract Amount   $ 45,245,570
f) Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund's custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to a Fund, against any liabilities or payment obligations of a Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund's custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.
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  The following tables present a Fund's derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement ("MNA") and net of the related collateral received/pledged by a Fund as of January 31, 2022:
   
Core Bond ETF        
Derivative Financial Instruments:   Assets   Liabilities
Futures contracts   $ 644,992   $  —
Purchased options   6,965   —
Written options   —   (83,942)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities   651,957   (83,942)
Derivatives not subject to a MNA   (644,992)   —
Total gross amount of assets and liabilities subject to MNA or similar agreements   $  6,965   $ (83,942)
    
Counterparty   Gross Amount
of Assets 		  Financial
Instruments
and Derivatives
Available
for Offset 		  Non-cash
Collateral
Received 		  Cash
Collateral
Received 		  Net Amount
of Assets
Citibank NA   $ 6,965   $ (6,965)   $ —   $ —   $ —
Total   $ 6,965   $ (6,965)   $ —   $ —   $ —
                     
                     
    
Counterparty   Gross Amount
of Liabilities 		  Financial
Instruments
and Derivatives
Available
for Offset 		  Non-cash
Collateral
Pledged 		  Cash
Collateral
Pledged 		  Net Amount
of Liabilities
Bank of America Securities LLC   $ (40,342)   $  —   $ —   $ —   $ (40,342)
Citibank NA   (43,600)   6,965   —   —   (36,635)
Total   $ (83,942)   $ 6,965   $ —   $ —   $ (76,977)
    
Commodity Strategy ETF (Consolidated)        
Derivative Financial Instruments:   Assets   Liabilities
Futures contracts   $ 3,222,990   $ (142,340)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities   3,222,990   (142,340)
Derivatives not subject to a MNA   (3,222,990)   142,340
Total gross amount of assets and liabilities subject to MNA or similar agreements   $  —   $  —
    
ESG US Equity ETF        
Derivative Financial Instruments:   Assets   Liabilities
Futures contracts   $ —   $ (938)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities   —   (938)
Derivatives not subject to a MNA   —   938
Total gross amount of assets and liabilities subject to MNA or similar agreements   $ —   $  —
    
Tax-Aware Bond ETF        
Derivative Financial Instruments:   Assets   Liabilities
Futures contracts   $ 44,502   $ —
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities   44,502   —
Derivatives not subject to a MNA   (44,502)   —
Total gross amount of assets and liabilities subject to MNA or similar agreements   $  —   $ —
    
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Short Duration ETF        
Derivative Financial Instruments:   Assets   Liabilities
Foreign currency contracts   $ 27,777   $  (1,648)
Futures contracts   98,632   (131,773)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities   126,409   (133,421)
Derivatives not subject to a MNA   (98,632)   131,773
Total gross amount of assets and liabilities subject to MNA or similar agreements   $ 27,777   $  (1,648)
    
Counterparty   Gross Amount
of Assets 		  Financial
Instruments
and Derivatives
Available
for Offset 		  Non-cash
Collateral
Received 		  Cash
Collateral
Received 		  Net Amount
of Assets
Toronto-Dominion Bank   $ 27,116   $ (1,648)   $ —   $ —   $ 25,468
Westpac International   661   —   —   —   661
Total   $ 27,777   $ (1,648)   $ —   $ —   $ 26,129
                     
                     
    
Counterparty   Gross Amount
of Liabilities 		  Financial
Instruments
and Derivatives
Available
for Offset 		  Non-cash
Collateral
Pledged 		  Cash
Collateral
Pledged 		  Net Amount
of Liabilities
Toronto-Dominion Bank   $ (1,648)   $ 1,648   $ —   $ —   $ —
Total   $ (1,648)   $ 1,648   $ —   $ —   $ —
    
Sustainable Income ETF        
Derivative Financial Instruments:   Assets   Liabilities
Foreign currency contracts   $ 220,578   $  (4,342)
Futures contracts   111,416   (143,088)
Swap contracts   15,167   —
Written options   —   (35,206)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities   347,161   (182,636)
Derivatives not subject to a MNA   (126,583)   143,088
Total gross amount of assets and liabilities subject to MNA or similar agreements   $ 220,578   $ (39,548)
    
Counterparty   Gross Amount
of Assets 		  Financial
Instruments
and Derivatives
Available
for Offset 		  Non-cash
Collateral
Received 		  Cash
Collateral
Received 		  Net Amount
of Assets
Deutsche Bank Securities, Inc.   $ 116,624   $  —   $ —   $ —   $ 116,624
Goldman Sachs & Co.   453   (453)   —   —   —
Morgan Stanley   6,066   —   —   —   6,066
Toronto-Dominion Bank   40,311   —   —   —   40,311
UBS AG   57,124   —   —   —   57,124
Total   $ 220,578   $ (453)   $ —   $ —   $ 220,125
                     
                     
    
Counterparty   Gross Amount
of Liabilities 		  Financial
Instruments
and Derivatives
Available
for Offset 		  Non-cash
Collateral
Pledged 		  Cash
Collateral
Pledged 		  Net Amount
of Liabilities
BNP Paribas Securities Services   $  (4,180)   $  —   $ —   $ —   $  (4,180)
Goldman Sachs & Co.   (35,368)   453   —   —   (34,915)
Total   $ (39,548)   $ 453   $ —   $ —   $ (39,095)
    
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Total Return Bond ETF        
Derivative Financial Instruments:   Assets   Liabilities
Foreign currency contracts   $  555,701   $ (235,389)
Futures contracts   3,234,183   (127,128)
Swap contracts   123,998   (133,349)
Written options   —   (274,882)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities   3,913,882   (770,748)
Derivatives not subject to a MNA   (3,358,181)   127,340
Total gross amount of assets and liabilities subject to MNA or similar agreements   $  555,701   $ (643,408)
    
Counterparty   Gross Amount
of Assets 		  Financial
Instruments
and Derivatives
Available
for Offset 		  Non-cash
Collateral
Received 		  Cash
Collateral
Received 		  Net Amount
of Assets
Commonwealth Bank of Australia   $ 114,423   $  —   $ —   $ —   $ 114,423
Deutsche Bank Securities, Inc.   324,690   (94,168)   —   —   230,522
JP Morgan Chase & Co.   7,669   —   —   —   7,669
Morgan Stanley   74,424   (33,958)   —   —   40,466
Toronto-Dominion Bank   34,495   —   —   —   34,495
Total   $ 555,701   $ (128,126)   $ —   $ —   $ 427,575
                     
                     
    
Counterparty   Gross Amount
of Liabilities 		  Financial
Instruments
and Derivatives
Available
for Offset 		  Non-cash
Collateral
Pledged 		  Cash
Collateral
Pledged 		  Net Amount
of Liabilities
Bank of America Securities LLC   $ (274,882)   $  —   $ —   $ —   $ (274,882)
BNP Paribas Securities Services   (107,263)   —   —   —   (107,263)
Deutsche Bank Securities, Inc.   (94,168)   94,168   —   —   —
Goldman Sachs & Co.   (121,812)   —   —   —   (121,812)
Merrill Lynch International   (11,325)   —   —   —   (11,325)
Morgan Stanley   (33,958)   33,958   —   —   —
Total   $ (643,408)   $ 128,126   $ —   $ —   $ (515,282)
5. Principal Risks:
  A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund's prospectus provides details of its principal risks.
  The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s Schedule of Investments.
  A widespread health crisis, such as a global pandemic, could cause substantial market volatility, exchange trading suspensions or restrictions and closures of securities exchanges and businesses, impact the ability to complete redemptions, and adversely impact Fund performance. The current ongoing outbreak of COVID-19, a respiratory disease caused by a novel coronavirus, has negatively affected the worldwide economy, created supply chain disruptions and labor shortages, and impacted the financial health of individual companies and the market in significant and unforeseen ways. The future impact of the ongoing COVID-19 pandemic remains unclear. The effects to public health, business and market conditions resulting from COVID-19 pandemic may have a significant negative impact on the performance of a Fund’s investments, including exacerbating other pre-existing political, social and economic risks.
  Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to
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 January 31, 2022  (Unaudited)
  changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage-backed securities, senior floating rate interests and certain asset-backed securities. For certain asset-backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.
  Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. Non-U.S. issuers may also be affected by political, social, economic or diplomatic developments in a foreign country or region or the U.S. (including the imposition of sanctions, tariffs, or other governmental restrictions). These risks are heightened for investments in issuers from countries with less developed markets.
  Securities lending involves the risk that a Fund may lose money because the borrower of the loaned securities fails to return the securities in a timely manner or at all. A Fund could also lose money in the event of a decline in the value of the collateral provided for the loaned securities or a decline in the value of any investments made with cash collateral. These events could also trigger adverse tax consequences for a Fund that lends its holdings.
  The use of certain London Interbank Offered Rates (collectively, “LIBOR”) was generally phased out by the end of 2021, and some regulated entities (such as banks) have ceased to enter into new LIBOR-based contracts beginning January 1, 2022. However, it is expected that the most widely used tenors of U.S. LIBOR may continue to be provided on a representative basis until mid-2023. There remains uncertainty regarding the future use of LIBOR and the nature of any replacement rate. As such, the potential effect of a transition away from LIBOR on a Fund or the LIBOR-based instruments in which the Fund invests cannot yet be determined. The transition process away from LIBOR may involve, among other things, increased volatility or illiquidity in markets for instruments that currently rely on LIBOR. The transition process may also result in a reduction in the value of certain instruments held by a Fund or reduce the effectiveness of related Fund transactions, such as hedges. Volatility, the potential reduction in value, and/or the hedge effectiveness of financial instruments may be heightened for financial instruments that do not include fallback provisions that address the cessation of LIBOR. Any potential effects of the transition away from LIBOR on the Fund or on financial instruments in which a Fund invests, as well as other unforeseen effects, could result in losses to the Fund. Since the usefulness of LIBOR as a benchmark or reference rate could deteriorate during the transition period, these effects could occur prior to and/or subsequent to mid-2023.
  Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.
6. Federal Income Taxes:
a) Each Fund intends to continue to qualify as a Regulated Investment Company ("RIC") under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2022. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.
b) Capital Loss Carryforward – Under the Regulated Investment Company Modernization Act of 2010, funds are permitted to carry forward capital losses for an unlimited period.
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 January 31, 2022  (Unaudited)
  At July 31, 2021 (tax year end), each Fund's capital loss carryforwards for U.S. federal income tax purposes were as follows:
   
Fund   Short-Term
Capital Loss
Carryforward with
No Expiration 		  Long-Term
Capital Loss
Carryforward with
No Expiration
Municipal Opportunities ETF   $ 167,218   $ 42,379
Short Duration ETF   10,903   —
Core Bond ETF, Tax-Aware Bond ETF and Total Return Bond ETF had no capital loss carryforwards for U.S. federal income tax purposes as of July 31, 2021. Large Cap Growth ETF, Commodity Strategy ETF, ESG US Equity ETF, and Sustainable Income ETF had not commenced operations as of July 31, 2021. During the year ended July 31, 2021, Short Duration ETF utilized $650,771 of prior capital loss carryforwards.
c) Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at January 31, 2022 was substantially the same for book purposes. The net unrealized appreciation/(depreciation) on investments, which consists of gross unrealized appreciation and depreciation, is disclosed below:
   
Fund   Tax Cost   Gross Unrealized
Appreciation 		  Gross Unrealized
(Depreciation) 		  Net Unrealized
Appreciation
(Depreciation)
Core Bond ETF   $ 386,388,170   $  909,459   $ (10,256,366)   $ (9,346,907)
Large Cap Growth ETF   78,149,408   509,157   (6,651,662)   (6,142,505)
Municipal Opportunities ETF   248,899,968   3,826,561   (3,736,888)   89,673
Commodity Strategy ETF (Consolidated)   41,517,479   3,232,419   (143,567)   3,088,852
ESG US Equity ETF   10,025,240   572,505   (588,467)   (15,962)
Tax-Aware Bond ETF   94,246,014   531,498   (1,468,629)   (937,131)
Short Duration ETF   82,545,254   378,508   (1,372,537)   (994,029)
Sustainable Income ETF   56,692,509   412,422   (2,878,745)   (2,466,323)
Total Return Bond ETF   1,550,900,401   17,816,793   (31,354,449)   (13,537,656)
7. Expenses:
a) Investment Management Agreement – HFMC serves as each Fund’s investment manager pursuant to an Investment Management Agreement with the Trust. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement pursuant to which Wellington Management performs the daily investment of the assets of each of Core Bond ETF, Large Cap Growth ETF, Municipal Opportunities ETF, Short Duration ETF, Sustainable Income ETF and Total Return Bond ETF in accordance with each Fund’s investment objective and policies. HFMC has contracted with Schroder Investment Management North America Inc. (“SIMNA”) under a sub-advisory agreement with respect to Commodity Strategy ETF, ESG US Equity ETF, and Tax-Aware Bond ETF. SIMNA has contracted with Schroder Investment Management North America Limited (“SIMNA Ltd.”) under a sub-sub-advisory agreement with respect to Commodity Strategy ETF, ESG US Equity ETF and Tax-Aware Bond ETF. SIMNA performs the daily investment of the assets of such ETFs in accordance with each Fund’s investment objective and policies and SIMNA may allocate assets to or from SIMNA Ltd. Each Fund pays a fee to HFMC, a portion of which may be used to compensate Wellington and SIMNA, as applicable. SIMNA pays the sub-sub-advisory fees to SIMNA Ltd.
  Under the Investment Management Agreement, the Investment Manager agrees to pay all expenses of the Trust, except (i) interest and taxes; (ii) brokerage expenses and other expenses (such as stamp taxes) connected with the execution of portfolio transactions or in connection with creation and redemption transactions; (iii) legal fees or expenses in connection with any arbitration, litigation or pending or threatened arbitration or litigation, including any settlements in connection therewith; (iv) extraordinary expenses; (v) distribution fees and expenses paid by the Trust under any distribution plan adopted pursuant to Rule 12b-1 under the 1940 Act; (vi) acquired fund fees and expenses; and (vii) the management fee payable to the Investment Manager under the Investment Management Agreement. The payment or assumption by the Investment Manager of any expense of the Trust that the Investment Manager is not required by the Investment Management Agreement to pay or assume shall not obligate the Investment Manager to pay or assume the same or any similar expense of the Trust on any subsequent occasion.
  The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of January 31, 2022; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:
   
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 January 31, 2022  (Unaudited)
Fund   Management Fee Rates
Core Bond ETF   0.29%
Large Cap Growth ETF   0.59%
Municipal Opportunities ETF   0.29%
Commodity Strategy ETF (Consolidated)(1)   0.89%
ESG US Equity ETF   0.39%
Tax-Aware Bond ETF   0.39%
Short Duration ETF   0.29%
Sustainable Income ETF   0.54%
Total Return Bond ETF   0.29%
    
(1) HFMC has contractually agreed to waive the management fee for Commodity Strategy ETF in an amount equal to the management fee paid to it by the Fund’s Subsidiary and the other expenses of the Subsidiary (exclusive of (i) interest and taxes; (ii) brokerage commissions and other expenses (such as stamp taxes) connected with the execution of portfolio transactions; (iii) legal fees in connection with any arbitration, litigation or pending or threatened arbitration or litigation, including any settlements in connection therewith and any obligation which the Subsidiary may have to indemnify its officers and Trustees with respect thereto; (iv) such extraordinary non-recurring expenses as may arise; and (v) acquired fund fees and expenses). This waiver will remain in effect for as long as the Commodity Strategy ETF remains invested in the Subsidiary. For the period ended January 31, 2022, HFMC waived expenses in the amount of 0.16% of the Fund's average daily net assets.
b) Accounting Services Agreement - HFMC provides the Funds with accounting services pursuant to a fund accounting agreement by and between the Trust, on behalf of each Fund and HFMC. HFMC is not entitled to any compensation under this agreement. HFMC has delegated certain accounting and administrative services functions to State Street Bank and Trust Company ("State Street"). The cost and expenses of such delegation are born by HFMC, not the Funds.
c) Distribution Plans - Each Fund has adopted a Rule 12b-1 Distribution and Service Plan in accordance with Rule 12b-1 under the 1940 Act pursuant to which payments of up to 0.25% of each Fund’s average daily net assets may be made for the sale and distribution of its shares. The Board has determined that the Funds may not make payments under the Rule 12b-1 Distribution and Service Plan until authorized to do so by affirmative action of the Board. No Rule 12b-1 fees are currently paid by the Funds and there are no plans to impose these fees.
For the period ended January 31, 2022, the Funds did not pay any Rule 12b-1 fees.
d) Other Related Party Transactions – Certain officers of the Trust are trustees and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended January 31, 2022, a portion of the Trust's Chief Compliance Officer’s ("CCO") compensation was paid by HFMC. As part of the Funds' Investment Management Agreement, HFMC also pays any CCO compensation on behalf of the Funds.
8. Securities Lending:
  The Trust has entered into a securities lending agency agreement (“lending agreement”) with Citibank, N.A. (“Citibank”). A Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one-third (33 1/3%) of the value of its total assets. If a Fund security is on loan, under the lending agreement, the borrower is required to deposit cash or liquid securities as collateral at least equal to 100% of the market value of the loaned securities; and cash collateral is invested for the benefit of the Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned.
  A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the Fund could lose money in the event of a decline in the value of the collateral provided for loaned securities or a decline in the value of any investments made with cash collateral; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; (vi) the risk that any efforts to restrict or recall the securities for purposes of voting may not be effective; and (vii) operational risks (i.e., the risk of losses resulting from problems in the settlement and accounting process – especially so in certain international markets). These events could also trigger adverse tax consequences for the Fund.
  The Funds retain loan fees and the interest on cash collateral investments but are required to pay the borrower a rebate for the use of cash collateral. In cases where the lent security is of high value to borrowers, there may be a negative rebate (i.e., a net payment from the borrower to the Funds). Upon termination of a loan, the Funds are required to return to the borrower an amount equal to the cash collateral, plus any rebate owed to the borrowers.
  The net income earned on the securities lending (after payment of rebates and Citibank’s fee) is included on the Statements of Operations as Investment Income from securities lending. The Funds also receive payments from the borrower during the period of the loan, equivalent to dividends and interest earned on the securities loaned, which are recorded as Investment Income from dividends or interest, respectively, on the Statements of Operations.
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 Notes to Financial Statements – (continued)
 January 31, 2022  (Unaudited)
  The following table presents for each Fund that lends its portfolio securities the market value of the securities on loan; the collateral posted by the borrower; and the net amount, if any, due from the borrower in the event of default as of January 31, 2022.
   
Fund   Investment Securities on Loan, at market value,
Presented on the Statements of Assets and Liabilities 		  Collateral Posted by Borrower(1)   Net Amount(2)
Core Bond ETF   $  —   $  —   $ —
Large Cap Growth ETF   —   —   —
Municipal Opportunities ETF   —   —   —
Commodity Strategy ETF (Consolidated)   —   —   —
ESG US Equity ETF   —   —   —
Tax-Aware Bond ETF   94,468   (94,468)   —
Short Duration ETF   —   —   —
Sustainable Income ETF   105,006   (105,006)   —
Total Return Bond ETF   257,500   (257,500)   —
    
(1) It is each Fund’s policy to obtain additional collateral from, or return excess collateral to, the borrower by the end of the next business day following the valuation date of the securities loaned. Therefore, the value of the collateral held may be temporarily less than that required under the lending contract due to timing. Pursuant to the lending agreement, the borrower will provide collateral in an amount at least equal to the current market value of securities loaned. Collateral received in excess or in deficit of the market value of securities loaned is not presented in this table.
(2) Net amount represents the net amount receivable due from the borrower in the event of default.
9. Secured Borrowings:
  The following tables reflect a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of January 31, 2022.
  Certain Transfers Accounted For As Secured Borrowings
  Remaining Contractual Maturity of the Agreements
   
  Overnight and
Continuous 		  < 30 days   Between
30 & 90 days 		  > 90 days   Total
Tax-Aware Bond ETF                  
Securities Lending Transactions(1)                  
Corporate Bonds $  97,000   $ —   $ —   $ —   $  97,000
Total Borrowings $  97,000   $ —   $ —   $ —   $  97,000
Gross amount of recognized liabilities for securities lending transactions   $  97,000
Sustainable Income ETF                  
Securities Lending Transactions(1)                  
Convertible Preferred Stocks $ 104,499   $ —   $ —   $ —   $ 104,499
Total Borrowings $ 104,499   $ —   $ —   $ —   $ 104,499
Gross amount of recognized liabilities for securities lending transactions   $ 104,499
Total Return Bond ETF                  
Securities Lending Transactions(1)                  
Corporate Bonds $ 263,162   $ —   $ —   $ —   $ 263,162
Total Borrowings $ 263,162   $ —   $ —   $ —   $ 263,162
Gross amount of recognized liabilities for securities lending transactions   $ 263,162
    
(1) Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand.
10. Custodian and Transfer Agent:
  State Street Bank and Trust Company ("State Street") serves as Custodian for the Funds pursuant to a custodian agreement ("Custodian Agreement") dated December 31, 2014, as amended from time to time. As Custodian, State Street holds each Fund’s assets, calculates the net asset value of the shares and calculates net income and realized capital gains or losses. State Street serves as Transfer Agent of each Fund pursuant to a transfer agency and service agreement ("Transfer Agency and Service Agreement") dated February 13, 2018. As Transfer Agent, State Street maintains the records of each Authorized Participant’s ownership of each Fund and processes the purchases and redemptions of Creation Units.
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 January 31, 2022  (Unaudited)
For the services provided under the Custodian Agreement and Transfer Agency and Service Agreement, HFMC, and not the Funds, compensates State Street pursuant to the Funds' unitary management fee structure.
11. Affiliate Holdings:
  As of January 31, 2022, affiliates of The Hartford had ownership of shares in certain Funds as follows:
   
Fund   Percentage
of Fund
Large Cap Growth ETF   14%
Commodity Strategy ETF (Consolidated)   12%
ESG US Equity ETF   49%
Sustainable Income ETF   50%
As of January 31, 2022, affiliated funds of funds and the 529 plan for which HFMC serves as the program manager (the “529 plan”) in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of their shares as a result of purchase and sale activity from these affiliated funds of funds and the 529 plan. Affiliated funds of funds and the 529 plan owned shares in the Funds listed below as follows:
Fund   Percentage
of Fund
Core Bond ETF   81%
Large Cap Growth ETF   72%
Commodity Strategy ETF (Consolidated)   73%
Total Return Bond ETF   47%
12. Investment Transactions:
  For the period ended January 31, 2022, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:
   
Fund   Cost of Purchases
Excluding U.S.
Government
Obligations 		  Sales Proceeds
Excluding U.S.
Government
Obligations 		  Cost of Purchases
For U.S. Government
Obligations 		  Sales Proceeds
For U.S. Government
Obligations 		  Total Cost of
Purchases 		  Total Sales
Proceeds
Core Bond ETF   $ 53,663,505   $ 17,935,730   $ 21,576,778   $ 21,275,333   $ 75,240,283   $ 39,211,063
Large Cap Growth ETF   97,674,781   17,562,891   —   —   97,674,781   17,562,891
Municipal Opportunities ETF   70,194,618   19,666,662   —   —   70,194,618   19,666,662
Commodity Strategy ETF (Consolidated)   547,097   320,512   —   —   547,097   320,512
ESG US Equity ETF   2,742,955   2,790,328   —   —   2,742,955   2,790,328
Tax-Aware Bond ETF   24,456,677   23,556,645   17,555,457   30,442,997   42,012,134   53,999,642
Short Duration ETF   24,939,294   42,294,529   2,674,896   5,143,120   27,614,190   47,437,649
Sustainable Income ETF   44,027,013   1,712,481   1,749,561   80,328   45,776,574   1,792,809
Total Return Bond ETF   155,094,255   151,903,211   197,036,531   137,711,118   352,130,786   289,614,329
For the period ended January 31, 2022, in-kind transactions, which are not included in the table above, associated with purchase or redemption of Creation Units were as follows:
Fund   Cost of Purchases   Sales Proceeds   Realized
Gain/(Loss)
Large Cap Growth ETF   $ 47,441,402   $ 1,184,935   $  (9,195)
ESG US Equity ETF   10,012,724   —   —
Tax-Aware Bond ETF   6,390,773   2,015,271   34,495
Short Duration ETF   7,232,696   30,686,592   11,883
Total Return Bond ETF   205,087,048   97,315,478   1,543,304
13. Share Transactions:
  Each Fund will issue and redeem shares at NAV only with certain Authorized Participants in large increments known as ‘‘Creation Units." Purchases of Creation Units are made by tendering a basket of designated securities to a Fund and redemption proceeds are paid with a basket of securities from the Fund with a balancing cash component to equate the market value of the basket securities delivered or redeemed to the NAV per Creation Unit on the transaction date. Cash may be substituted in an amount equivalent to the value of certain securities generally when they are not available in sufficient quantity for delivery. Each Fund’s shares are available in smaller increments to individual investors in the
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 January 31, 2022  (Unaudited)
  secondary market at market prices and may be subject to commissions. Authorized Participants may be required to pay a transaction fee when purchasing and redeeming Creation Units of the Fund. The transaction fee is used to defray the costs associated with the issuance and redemption of Creation Units.
  Purchase or redemption of Creation Units is only available to an Authorized Participant. An Authorized Participant is either (1) a ‘‘Participating Party,’’ (i.e., a broker-dealer or other participant in the clearing process of the Continuous Net Settlement System of the NSCC) (‘‘Clearing Process’’), or (2) a participant of DTC (‘‘DTC Participant’’), and, in each case, must have executed an agreement (‘‘Participation Agreement’’) with the Distributor with respect to creations and redemptions of Creation Units, and is recorded as Other Capital on the Statements of Changes in Net Assets.
  Shares of Municipal Opportunities ETF, Commodity Strategy ETF, Tax-Aware Bond ETF and Total Return Bond ETF are listed and traded throughout the day on the NYSE Arca and shares of Core Bond ETF, Large Cap Growth ETF, ESG US Equity ETF, Short Duration ETF and Sustainable Income ETF are listed and traded throughout the day on Cboe BZX. Shares of each Fund are publicly traded. Retail investors may purchase or sell shares in the secondary market (not from the Fund) through a broker or dealer. Investors purchasing or selling shares in the secondary market may pay a commission, market premium or discount or other transaction charge, to a broker or dealer, as well as some or all of the spread between the bid and the offered price for each purchase or sale transaction. Unless imposed by a broker or dealer, there is no minimum dollar amount upon purchase and no minimum number of shares that must be purchased in the secondary market. Because transactions in the secondary market occur at market prices, an investor may pay more than NAV upon purchase of shares and may receive less than a Fund’s NAV upon sale of shares.
  Because each Fund is structured as an ETF, individual shares may only be purchased and sold on a listing exchange through a broker-dealer. The price of shares is based on market price, and because ETF shares trade at market prices rather than at NAV, shares may trade at a price greater than NAV (a premium) or less than NAV (a discount). Each Fund will only issue or redeem Creation Units to Authorized Participants who have entered into agreements with the Distributor. The Funds generally will issue or redeem Creation Units in return for a designated basket of securities (and an amount of cash) that the Fund specifies each day. The Funds do not impose any restrictions on the frequency of purchases and redemptions; however, the Funds reserve the right to reject or limit purchases at any time.
  The following information is for the periods ended January 31, 2022 and July 31, 2021:
   
  For the Period Ended
January 31, 2022 		  For the Year Ended
July 31, 2021
  Shares   Amount   Shares   Amount
Core Bond ETF              
Shares Sold 850,000   $  33,863,253   3,500,000   $ 144,816,846
Shares Redeemed —   —   (350,000)   (14,733,496)
Other Capital —   4,817   —   94,078
Total Net Increase (Decrease) 850,000   33,868,070   3,150,000   130,177,428
Large Cap Growth ETF(1)              
Shares Sold 4,550,001   $  83,649,847        
Shares Redeemed (75,001)   (1,409,757)        
Other Capital —   3,643        
Total Net Increase (Decrease) 4,475,000   82,243,733        
Municipal Opportunities ETF              
Shares Sold 1,300,000   $  54,139,557   2,250,000   $ 94,043,807
Shares Redeemed —   —   —   —
Other Capital —   13,025   —   23,511
Total Net Increase (Decrease) 1,300,000   54,152,582   2,250,000   94,067,318
Commodity Strategy ETF (Consolidated)(2)              
Shares Sold 2,125,001   $  42,928,990        
Shares Redeemed (1)   (21)        
Other Capital —   17,172        
Total Net Increase (Decrease) 2,125,000   42,946,141        
ESG US Equity ETF(3)              
Shares Sold 400,001   $  10,005,848        
Shares Redeemed (1)   (25)        
Other Capital —   —        
Total Net Increase (Decrease) 400,000   10,005,823        
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 Notes to Financial Statements – (continued)
 January 31, 2022  (Unaudited)
  For the Period Ended
January 31, 2022 		  For the Year Ended
July 31, 2021
  Shares   Amount   Shares   Amount
Tax-Aware Bond ETF              
Shares Sold 600,000   $  12,874,901   3,400,000   $ 73,651,787
Shares Redeemed (950,000)   (20,183,529)   (2,050,000)   (44,543,164)
Other Capital —   17,695   —   78,883
Total Net Increase (Decrease) (350,000)   (7,290,933)   1,350,000   29,187,506
Short Duration ETF              
Shares Sold 350,000   $  14,217,956   1,500,000   $ 61,613,986
Shares Redeemed (1,400,000)   (56,619,019)   (500,000)   (20,509,616)
Other Capital —   22,872   —   59,666
Total Net Increase (Decrease) (1,050,000)   (42,378,191)   1,000,000   41,164,036
Sustainable Income ETF(4)              
Shares Sold 1,250,001   $  50,000,040        
Shares Redeemed (1)   (39)        
Other Capital —   112,500        
Total Net Increase (Decrease) 1,250,000   50,112,501        
Total Return Bond ETF              
Shares Sold 7,600,000   $ 301,618,006   9,950,000   $ 410,130,689
Shares Redeemed (2,600,000)   (106,368,423)   (600,000)   (24,491,561)
Other Capital —   80,915   —   281,657
Total Net Increase (Decrease) 5,000,000   195,330,498   9,350,000   385,920,785
    
(1) Commenced operations on November 9, 2021.
(2) Commenced operations on September 14, 2021.
(3) Commenced operations on August 10, 2021.
(4) Commenced operations on September 21, 2021.
14. Indemnifications:
  Under the Trust’s organizational documents, the Trust shall indemnify its officers and trustees to the full extent required or permitted under the applicable laws of the State of Delaware and federal securities laws. In addition, the Trust, on behalf of the Funds, may enter into contracts that contain a variety of indemnifications. The Trust’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Trust has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.
15. Recent Accounting Pronouncement:
  In March 2020, FASB issued Accounting Standards Update (“ASU”) No. 2020-04, Reference Rate Reform (Topic 848); Facilitation of the Effects of Reference Rate Reform on Financial Reporting, which provides optional guidance for a limited period of time to ease the potential burden in accounting for (or recognizing the effects of) reference rate reform. The guidance is applicable to contracts referencing LIBOR or another reference rate that is expected to be discontinued due to reference rate reform. The ASU is effective as of March 12, 2020 and generally can be applied through December 31, 2022. Management is evaluating the underlying securities referencing LIBOR or another reference rate that is expected to be discontinued over the period of time the ASU is effective.
16. Subsequent Events:
  In connection with the preparation of the financial statements of the Funds as of and for the period ended January 31, 2022, events and transactions subsequent to January 31, 2022, through the date the financial statements were issued have been evaluated by the Funds’ management for possible adjustment and/or disclosure.
  Recent events, including the invasion of Ukraine by Russia, have interjected uncertainty into the global financial markets. One or more of the Funds hold positions in securities or other instruments that are economically tied to Russia. Investments in Russia are subject to political, economic, legal, market and currency risks, as well as the risks related to the economic sanctions on Russia imposed by the United States and/or other countries. Such sanctions—which affect companies in many sectors, including energy, financial services and defense, among others—could adversely affect the global energy and financial markets and, thus, could affect the value of a Fund’s investments, even beyond any direct exposure the Fund may have to Russian issuers or the adjoining geographic regions. In addition, certain transactions have or may be prohibited and/or existing investments have or may become illiquid (e.g., because transacting in certain existing investments is prohibited), which could cause a Fund to sell other portfolio holdings at a disadvantageous time or price in order to meet shareholder redemptions.
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HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)
A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov.
QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)
Each Fund files its complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. Each Fund’s portfolio holdings filed as an exhibit to Form N-PORT for the most recent first and third quarter of the Fund’s fiscal year are available (1) without charge, upon request, by calling 888-843-7824, (2) on the Funds’ website, hartfordfunds.com, and (3) on the SEC’s website at http://www.sec.gov.
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Hartford Funds Exchange-Traded Trust
Hartford Core Bond ETF
Hartford Municipal Opportunities ETF
Hartford Schroders Tax-Aware Bond ETF
Hartford Short Duration ETF
Hartford Total Return Bond ETF
(each a “Fund” and collectively, the “Funds”)
Section 15(c) of the Investment Company Act of 1940, as amended (the “1940 Act”), requires that each registered investment company’s board of trustees, including a majority of those trustees who are not “interested persons” of the investment company, as defined in the 1940 Act (the “Independent Trustees”), annually review and consider the continuation of the investment company’s investment management and sub-advisory agreements. At its meeting held on August 3-4, 2021, the Board of Trustees (the “Board”) of Hartford Funds Exchange-Traded Trust (the “Trust”), including each of the Independent Trustees, unanimously voted to approve (i) the continuation of an investment management agreement by and between Hartford Funds Management Company, LLC (“HFMC”) and the Trust on behalf of each of the Funds (the “Investment Management Agreement”); (ii) the continuation of an investment sub-advisory agreement (the “Schroders Sub-Advisory Agreement”) by and between HFMC and Schroder Investment Management North America Inc. (“SIMNA Inc.”) on behalf of Hartford Schroders Tax-Aware Bond ETF; (iii) the continuation of a separate secondary sub-advisory agreement (the “Sub-Sub-Advisory Agreement”) by and between SIMNA Inc. and Schroder Investment Management North America Limited (“SIMNA Ltd.”) on behalf of Hartford Schroders Tax-Aware Bond ETF; and (iv) the continuation of an investment sub-advisory agreement (the “Wellington Sub-Advisory Agreement” and together with the Investment Management Agreement, the Schroders Sub-Advisory Agreement and the Sub-Sub-Advisory Agreement, the “Agreements”) by and between HFMC and Wellington Management Company LLP (“Wellington,” and together with SIMNA Inc. and SIMNA Ltd., the “Sub-advisers,” and together with HFMC, SIMNA Inc. and SIMNA Ltd., the “Advisers”), on behalf of Hartford Core Bond ETF, Hartford Municipal Opportunities ETF, Hartford Short Duration ETF and Hartford Total Return Bond ETF.
In the months preceding the August 3-4, 2021 meeting, the Board requested and reviewed written responses from the Advisers to questions posed to the Advisers on behalf of the Independent Trustees and supporting materials relating to those questions and responses. In addition, the Board considered such additional information as it deemed reasonably necessary to evaluate the Agreements, as applicable, with respect to each Fund, which included information furnished to the Board and its committees at their meetings throughout the year and in between regularly scheduled meetings on particular matters as the need arose, as well as information specifically prepared in connection with the approval of the continuation of the Agreements that was presented at the Board’s meetings held on June 15-16, 2021 and August 3-4, 2021. Information provided to the Board and its committees at their meetings throughout the year included, among other things, reports on Fund performance, legal, compliance and risk management matters, sales and marketing activity, and the other services provided to each Fund by the Advisers and their affiliates. The members of the Board also considered the materials and presentations by Fund officers and representatives of HFMC received at the Board’s meetings on June 15-16, 2021 and August 3-4, 2021 concerning the Agreements and at the special meeting of the Board’s Investment Committee on May 18, 2021 concerning Fund performance and other investment-related matters.
The Independent Trustees, advised by independent legal counsel throughout the evaluation process, engaged service providers to assist them with evaluating the Agreements with respect to each Fund, as applicable. Broadridge Financial Solutions, Inc. (“Broadridge”), an independent provider of investment company data, was retained to provide the Board with reports on how each Fund’s contractual management fees, total expense ratio and investment performance compared to those of comparable registered investment companies with similar investment objectives. The Independent Trustees also engaged an independent financial services consultant (the “Consultant”) to assist them in evaluating each Fund’s management fees, total expense ratio and investment performance. In addition, the Consultant reviewed the profitability methodologies utilized by HFMC in connection with the continuation of the Investment Management Agreement.
In determining whether to approve the continuation of the Agreements for a Fund, the members of the Board reviewed and evaluated information and factors they believed to be relevant and appropriate through the exercise of their reasonable business judgment. While individual members of the Board may have weighed certain factors differently, the Board’s determination to approve the continuation of the Agreements was based on a comprehensive consideration of all information provided to the Board throughout the year and specifically with respect to the continuation of the Agreements. The Board was also furnished with an analysis of its fiduciary obligations in connection with its evaluation of the Agreements. Throughout the evaluation process, the Board was assisted by counsel for the Funds and the Independent Directors were also separately assisted by independent legal counsel. In connection with their deliberations, the Independent Trustees met separately with independent legal counsel and the
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Consultant on June 11, 2021 and in executive session on several occasions to consider their responsibilities under relevant laws and regulations and to discuss the materials presented and other matters deemed relevant to their consideration of the approval of the continuation of the Agreements. As a result of the discussions that occurred during the June 11, 2021 and June 15-16, 2021 meetings, the Independent Directors presented HFMC with requests for additional information on certain topics. HFMC responded to these requests with additional information in connection with the August 3-4, 2021 meeting. A more detailed summary of the important, but not necessarily all, factors the Board considered with respect to its approval of the continuation of the Agreements is provided below.
Nature, Extent and Quality of Services Provided by the Advisers
The Board requested and considered information concerning the nature, extent and quality of the services provided to each Fund by the Advisers. The Board considered, among other things, the terms of the Agreements and the range of services provided by the Advisers. The Board considered the Advisers’ professional personnel who provide services to the Funds, including each Adviser’s ability and experience in attracting and retaining qualified personnel to service the Funds. The Board considered each Adviser’s reputation and overall financial strength, as well as each Adviser’s willingness to consider and implement organizational and operational changes designed to enhance services to the funds managed by HFMC and its affiliates (the “Hartford funds”). In addition, the Board considered the quality of each Adviser’s communications with the Board and responsiveness to Board inquiries and requests made from time to time with respect to the Funds and other Hartford funds. In this regard, the Board took into account the Advisers’ communications with the Board in light of the coronavirus (“COVID-19”) pandemic.
The Board also requested and evaluated information concerning each Adviser’s regulatory and compliance environment. In this regard, the Board requested and reviewed information about each Adviser’s compliance policies and procedures and compliance history, and a report from the Funds’ Chief Compliance Officer about each Adviser’s compliance with applicable laws and regulations, including responses to regulatory developments and any compliance or other issues raised by regulators. The Board also noted the Advisers’ support of the Funds’ compliance control structure, as applicable, including the resources devoted by the Advisers in support of the Funds’ obligations pursuant to Rule 38a-1 under the 1940 Act and the Funds’ liquidity risk management program, as well as the efforts of the Advisers to combat cybersecurity risks. The Board also considered HFMC’s investments in business continuity planning designed to benefit the Funds, and the implementation of HFMC’s business continuity plans due to the COVID-19 pandemic. The Board also noted HFMC’s commitment to maintaining high quality systems and expending substantial resources to prepare for and respond to ongoing changes to the market, regulatory and control environments in which the Funds and their service providers operate, including changes associated with the COVID-19 pandemic.
With respect to HFMC, the Board noted that, under the Investment Management Agreement, HFMC is responsible for the management of the Funds, including oversight of fund operations and service providers, and the provision of administrative and investment management services in connection with selecting, monitoring and supervising the Sub-advisers. In this regard, the Board evaluated information about the nature and extent of responsibilities retained and risks assumed by HFMC that were not delegated to or assumed by the Sub-advisers. The Board considered HFMC’s ongoing monitoring of people, process and performance, including its quarterly reviews of each of the Hartford funds, semi-annual meetings with the leaders of each Fund’s portfolio management team, and oversight of the Hartford funds’ portfolio managers. The Board noted that HFMC has demonstrated a record of initiating changes to the portfolio management and/or investment strategies of the Hartford funds when warranted. The Board considered HFMC’s periodic due diligence reviews of each Sub-adviser and ongoing oversight of each Sub-adviser’s investment approach and results, process for monitoring best execution of portfolio trades and other trading operations by each Sub-adviser, and approach to risk management with respect to the Funds and the service providers to the Funds. The Board considered HFMC’s oversight of the securities lending program for the Funds that engage in securities lending and noted the income earned by the Funds that participate in such program. The Board also considered HFMC’s day-to-day oversight of each Fund’s compliance with its investment objective and policies as well as with applicable laws and regulations, noting that regulatory and other developments had over time led to an increase in the scope of HFMC’s oversight in this regard. Moreover, the Board considered HFMC’s oversight of potential conflicts of interest between the Funds’ investments and those of other funds or accounts managed by the Funds’ portfolio management personnel.
In addition, the Board considered HFMC’s and its affiliates’ ongoing commitment to review and rationalize the Hartford funds product line-up. The Board also considered the expenses that HFMC and its affiliates had incurred, as well as the risks HFMC and its affiliates had assumed, in connection with the launch of new funds and changes to existing Hartford funds in recent years. The Board considered that HFMC or its affiliates are responsible for providing the Funds’ officers.
With respect to the Sub-advisers, which are responsible for the daily investment of the assets of their respective Funds, subject to oversight by HFMC, the Board considered, among other things, each Sub-adviser’s investment personnel, investment philosophy and process, investment research capabilities and resources, performance record, trade execution capabilities and experience, including with respect to sustainable investing and
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environmental, social and/or governance (ESG) criteria. The Board considered the experience of each Fund’s portfolio manager(s), the number of accounts managed by the portfolio manager(s), and each Sub-adviser’s method for compensating the portfolio manager(s). The Board also considered each Sub-adviser’s succession planning practices to ensure continuity of portfolio management services provided to the Funds.
The Board considered the benefits to shareholders of investing in a fund that is part of the family of Hartford funds. The Board considered HFMC’s efforts to provide investors in the Hartford funds with a broad range of investment styles and asset classes and the assumption of entrepreneurial and other risks by HFMC in connection with sponsoring new funds to expand these opportunities for shareholders and providing ongoing services to each Fund. The Board considered the special attributes of the Funds, which are exchange-traded funds, relative to mutual funds and the benefits that are expected to be realized from an investment in the Funds, rather than a mutual fund. The Board also considered the resources devoted by HFMC and its affiliates in developing and maintaining an infrastructure necessary to support the ongoing operations of the Funds.
Based on these considerations, the Board concluded that it was satisfied with the nature, extent and quality of the services provided to each Fund by HFMC and the Sub-advisers.
Performance of each Fund and the Advisers
The Board considered the investment performance of each Fund. In this regard, the Board reviewed the performance of each Fund over different time periods presented in the materials and evaluated HFMC’s analysis of the Fund’s performance for these time periods. The Board considered information and materials provided to the Board by the Advisers concerning Fund performance, as well as information from Broadridge comparing the investment performance of each Fund to an appropriate universe of peer funds. The Board noted that while it found the comparative data provided by Broadridge generally useful in evaluating a Hartford fund’s investment performance, the Board recognized the limitations of such data, including that notable differences may exist between a Hartford fund and its peers. The Board also noted the short operating history of the Funds in evaluating the performance of the Advisers. For details regarding each Fund’s performance, see the Fund-by-Fund synopsis below.
The Board considered the detailed investment analytics reports provided by HFMC’s Investment Advisory Group throughout the year, including in connection with the approval of the continuation of the Agreements. These reports included, among other things, information on each Fund’s gross returns and net returns, the Fund’s investment performance compared to one or more appropriate benchmarks and relevant groups or categories of peer funds, various statistics concerning the Fund’s portfolio, a narrative summary of various factors affecting Fund performance, and commentary on the effect of market conditions. The Board considered the Advisers’ work with the Investment Committee, which assists the Board in evaluating the performance of each Fund at periodic meetings throughout the year and specifically with respect to the approval of the continuation of the Agreements. The Board considered that the Investment Committee, in its evaluation of investment performance at meetings throughout the year, focused particular attention on information indicating less favorable performance of certain Hartford funds for specific time periods and discussed with the Advisers the reasons for such performance, as well as any specific actions that the Advisers had taken, or had agreed to take, to seek to enhance Fund investment performance and the results of those actions. The Board also considered the analysis provided by the Consultant relating to each Fund’s performance track record.
Based on these considerations, the Board concluded that it had continued confidence in HFMC’s and each Sub-adviser’s overall capabilities to manage the Funds, as applicable.
Costs of the Services and Profitability of the Advisers
The Board reviewed information regarding HFMC’s cost to provide investment management and related services to each Fund and HFMC’s profitability, both overall and for each Fund, on a pre-tax basis without regard to distribution expenses. The Board also requested and reviewed information about the profitability to HFMC and its affiliates from all services provided to each Fund and all aspects of their relationship with the Fund, including information regarding profitability trends over time. The Board also requested and received information relating to the operations and profitability of the Sub-advisers. The Board considered representations from HFMC, SIMNA Inc. and Wellington that the respective Sub-adviser’s fees were negotiated at arm’s length and that the sub-advisory fees are paid by HFMC and not the Funds. The Board also considered that SIMNA Ltd. is an affiliate of SIMNA Inc. and that SIMNA Ltd.’s sub-sub-advisory fees would be paid by SIMNA Inc., not Hartford Schroders Tax-Aware Bond Fund. Accordingly, the Board concluded that the profitability of each Sub-adviser is a less relevant factor with respect to the Board’s consideration of the Funds’ sub-advisory agreements.
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The Board considered the Consultant’s review of the methodologies and estimates used by HFMC in calculating profitability in connection with the continuation of the Investment Management Agreement, including a description of the methodology used to allocate certain expenses. The Board noted the Consultant’s view that HFMC’s process for calculating and reporting Fund profitability is reasonable and consistent with the process previously reviewed by the Consultant. The Board noted that the Consultant had previously performed a full review of this process and reported that such process is reasonable, sound and consistent with common industry practice.
Based on these considerations, the Board concluded that the profits realized by the Advisers and their affiliates from their relationships with each Fund were not excessive.
Comparison of Fees and Services Provided by the Advisers
The Board considered comparative information with respect to the services rendered to and the management fees to be paid by each Fund to HFMC and the total expense ratio of the Fund. The Board considered that HFMC would pay all expenses of the Trust, except for: (i) interest and taxes; (ii) brokerage commissions and other expenses (such as stamp taxes) connected with the execution of portfolio transactions; (iii) expenses incident to the creation and redemption of its shares; (iv) legal fees in connection with any arbitration, litigation or pending or threatened arbitration or litigation, including any settlements in connection therewith and any obligation which the Trust may have to indemnify its officers and Trustees with respect thereto; (v) distribution fees and expenses paid by the Trust under any distribution plan adopted pursuant to Rule 12b-1 under the 1940 Act; (vi) such extraordinary non-recurring expenses as may arise; and (vii) acquired fund fees and expenses. The Board noted that HFMC would bear the risk that Fund operating costs may increase over time. The Board also considered comparative information with respect to the sub-advisory fees to be paid by HFMC to SIMNA Inc. and Wellington with respect to each Fund, as applicable. In this regard, the Board requested and reviewed information from HFMC, SIMNA Inc. and Wellington relating to the management and sub-advisory fees, including the sub-advisory fee schedule for each Fund and the amount of the management fee retained by HFMC, and total operating expenses for each Fund. The Board also reviewed information from Broadridge comparing each Fund’s contractual management fees, actual management fees and total expense ratio relative to an appropriate group of funds selected by Broadridge. The Board considered such information from Broadridge in consultation with the Consultant. For details regarding each Fund’s expenses, see the Fund-by-Fund synopsis below.
The Board considered the methodology used by Broadridge to select the applicable expense groups and noted that the expense groups are comprised of only other actively managed exchange-traded funds. While the Board recognized that comparisons between a Fund and its peer funds may be imprecise given, among other differences, the different service levels and characteristics of registered investment companies and the different business models and cost structures of the Advisers, the comparative information provided by Broadridge assisted the Board in evaluating the reasonableness of each Fund’s fees and total operating expenses. In addition, the Board considered the analysis and views of the Consultant relating to each Fund’s fees and total operating expenses and expense groups.
The Board received information regarding fees charged by HFMC to other Hartford funds that are mutual funds with investment strategies similar to those of Hartford Municipal Opportunities ETF, Hartford Schroders Tax-Aware Bond ETF, Hartford Short Duration ETF, and Hartford Total Return Bond ETF. The Board reviewed information about structural, operational and other differences between the Funds and the mutual funds, including differences in the services provided to each type of product and differences in the marketplace in which each type of product must compete. The Board also received information regarding fees charged by the Sub-advisers to any other clients with investment strategies similar to those of the Funds, including institutional separate account clients and registered fund clients for which a Sub-adviser serves as either primary investment adviser or sub-adviser. The Board considered the explanations provided by the Sub-advisers about any differences between a Sub-adviser’s services to the Funds and the services it provides to other types of clients. In this regard, the Board reviewed information about the generally broader scope of services and compliance, reporting and other legal burdens and risks of managing registered funds compared with those associated with managing assets of non-registered fund clients such as institutional separate accounts.
Based on these considerations, the Board concluded that each Fund’s fees and total operating expenses, in conjunction with the information about quality of services, profitability, economies of scale, and other matters considered, were reasonable in light of the services provided.
Economies of Scale
The Board considered information regarding economies of scale, including the extent to which economies of scale may be realized as a Fund grows and whether fee levels reflect these economies of scale for the benefit of shareholders of the Fund. The Board also considered that any economies of scale in respect of the management of a Fund would benefit HFMC due to the unitary fee structure of each Fund, but that the unitary fee protects shareholders from a rise in operating costs and/or a decline in Fund assets and is a transparent means of informing the Fund’s shareholders of the
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fees associated with the Fund. The Board considered that each Fund could share in the benefits from some economies of scale as assets in the Fund grow. The Board noted that each Fund’s management fee does not contain breakpoints. However, the Board considered that HFMC shares anticipated or potential economies of scale with shareholders in a variety of ways, including through initially setting competitive fee rates and pricing each Fund to scale at inception, as well as additional investments in HFMC’s business and the provision of improved or additional infrastructure and services to the Funds and their shareholders. The Board also noted that, for each of Hartford Core Bond ETF, Hartford Municipal Opportunities ETF, Hartford Schroders Tax-Aware Bond ETF, and Hartford Short Duration ETF, the Fund’s current low asset levels means that the Fund has achieved limited, if any, economies of scale.
After considering all of the information available to it, the Board concluded that it was satisfied with the extent to which economies of scale would be shared for the benefit of each Fund’s shareholders based on currently available information and the effective management fees and total expense ratio for each Fund at its current and reasonably anticipated asset levels. The Board noted, however, that it would continue to monitor any future growth in each Fund’s assets and the appropriateness of management fee breakpoints or other methods to share benefits from economies of scale as part of its future review of the Agreements.
Other Benefits
The Board considered other benefits to the Advisers and their affiliates from their relationships with the Funds.
Fund-by-Fund Factors
For purposes of the Fund-by-Fund discussion below, Fund performance is referred to as “in line with” a Fund’s benchmark where it was 0.5% above or below the benchmark return, and each Fund’s performance relative to its primary benchmark reflects the net performance of the Fund as of March 31, 2021.
Hartford Core Bond ETF
• The Board noted that the Fund’s performance was in the 4th quintile of its performance universe for the 1-year period. The Board also noted that the Fund’s performance was above its benchmark for the 1-year period.
• The Board noted that the Fund’s contractual management fee and total expenses were in the 2nd quintile of its expense group, while its actual management fee was in the 4th quintile.
Hartford Municipal Opportunities ETF
• The Board noted that the Fund’s performance was in the 1st quintile of its performance universe for the 1-year and 3-year periods. The Board also noted that the Fund’s performance was in line with its benchmark for the 1- and 3-year periods. The Board noted that certain changes had recently been made to the Fund’s principal investment strategy.
• The Board noted that the Fund’s contractual management fee and total expenses were in the 2nd quintile of its expense group, while its actual management fee was in the 4th quintile.
Hartford Schroders Tax-Aware Bond ETF
• The Board noted that the Fund’s performance was in the 4th quintile of its performance universe for the 1-year period. The Board also noted that the Fund’s performance was in line with its benchmark for the 1-year period. The Board noted recent changes to the Fund’s portfolio management team. The Board noted that certain changes had recently been made to the Fund’s principal investment strategy.
• The Board noted that the Fund’s contractual management fee was in the 3rd quintile of its expense group, while its actual management fee and total expenses were in the 4th quintile.
Hartford Short Duration ETF
• The Board noted that the Fund’s performance was in the 1st quintile of its performance universe for the 1-year period. The Board also noted that the Fund’s performance was above its benchmark for the 1-year period.
• The Board noted that the Fund’s contractual management fee was in the 1st quintile of its expense group, while its actual management fee was in the 3rd quintile and its total expenses were in the 2nd quintile.
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Hartford Total Return Bond ETF
• The Board noted that the Fund’s performance was in the 2nd quintile of its performance universe for the 1-year period and the 1st quintile for the 3-year period. The Board also noted that the Fund’s performance was above its benchmark for the 1-and 3-year periods.
• The Board noted that the Fund’s contractual management fee and total expenses were in the 2nd quintile of its expense group, while its actual management fee was in the 3rd quintile.
* * * *
Based upon the review of the factors summarized above, among others, the Board concluded that it is in the best interests of each Fund and its shareholders for the Board to approve the continuation of the Agreements for an additional year. In reaching this decision, the Board did not assign relative weights to the factors discussed above or deem any one or group of them to be controlling in and of themselves.
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Hartford Funds Exchange-Traded Trust
Hartford Schroders ESG US Equity ETF
Hartford Sustainable Income ETF
(each a “Fund” and collectively, the “Funds”)
Section 15(c) of the Investment Company Act of 1940, as amended (the “1940 Act”), requires that each registered investment company’s board of trustees, including a majority of those trustees who are not “interested persons” of the investment company, as defined in the 1940 Act (the “Independent Trustees”), initially approve, and annually review and consider the continuation of, the investment company’s investment management and sub-advisory agreements. At its meeting held on June 15-16, 2021, the Board of Trustees (the “Board”) of Hartford Funds Exchange-Traded Trust (the “Trust”), including each of the Independent Trustees, unanimously voted to approve (i) amendments to the investment management agreement by and between Hartford Funds Management Company, LLC (“HFMC”) and the Trust on behalf of each of the Funds (the “Investment Management Agreement”); (ii) an amendment to the investment sub-advisory agreement (the “Schroders Sub-Advisory Agreement”) by and between HFMC and Schroder Investment Management North America Inc. (“SIMNA Inc.”) on behalf of Hartford Schroders ESG US Equity ETF; (iii) an amendment to the separate secondary sub-advisory agreement (the “Sub-Sub-Advisory Agreement”) by and between SIMNA Inc. and Schroder Investment Management North America Limited (“SIMNA Ltd.”) on behalf of Hartford Schroders ESG US Equity ETF; and (iv) an amendment to the investment sub-advisory agreement (the “Wellington Sub-Advisory Agreement” and together with the Investment Management Agreement, the Schroders Sub-Advisory Agreement and the Sub-Sub-Advisory Agreement, the “Agreements”) by and between HFMC and Wellington Management Company LLP (“Wellington,” and together with SIMNA Inc. and SIMNA Ltd., the “Sub-advisers,” and together with HFMC, SIMNA Inc. and SIMNA Ltd., the “Advisers”), on behalf of Hartford Sustainable Income ETF.
Prior to approving the Agreements, the Board requested and reviewed written responses from the Advisers to questions posed to the Advisers on behalf of the Independent Trustees and supporting materials relating to those questions and responses. In addition, the Board considered the materials and presentations from representatives of the Advisers received at meetings held on May 11-13, 2021 and June 15-16, 2021 regarding the Funds and their investment strategies. The members of the Board also considered the materials and presentations by Fund officers and representatives of HFMC received at the Board’s meeting on June 15-16, 2021 concerning the Agreements.
In determining whether to approve the Agreements for the Funds, the members of the Board reviewed and evaluated information and factors they believed to be relevant and appropriate through the exercise of their reasonable business judgment. While individual members of the Board may have weighed certain factors differently, the Board’s determination to approve the Agreements was based on a comprehensive consideration of all information provided to the Board with respect to the approval of the Agreements. The Board was also furnished with an analysis of its fiduciary obligations in connection with its evaluation of the Agreements. Throughout the evaluation process, the Board was assisted by counsel for the Funds and the Independent Directors were also separately assisted by independent legal counsel. In connection with their deliberations, the Independent Trustees met separately with independent legal counsel and an independent financial services consultant engaged by the Independent Directors (the “Consultant”) on June 11, 2021 and in executive session to consider their responsibilities under relevant laws and regulations and to discuss the materials presented and other matters deemed relevant to their consideration of the approval of the Agreements. A more detailed summary of the important, but not necessarily all, factors the Board considered with respect to its approval of the Agreements is provided below.
Nature, Extent and Quality of Services to be Provided by the Advisers
The Board requested and considered information concerning the nature, extent and quality of the services to be provided to each Fund by the Advisers. The Board considered, among other things, the terms of the Agreements and the range of services to be provided by the Advisers. The Board considered each Adviser’s organizational structure, systems and personnel. The Board also considered each Adviser’s reputation and overall financial strength, and the Board’s past experience with each Adviser with respect to the services each Adviser provides to other funds managed by HFMC and its affiliates (the “Hartford funds”). The Board considered that HFMC has been advising actively managed exchange-traded funds (“ETFs”) since 2017, HFMC has extensive experience advising actively managed mutual funds and HFMC, through a subsidiary, has extensive experience advising multifactor ETFs. In addition, the Board considered the quality of each Adviser’s communications with the Board and responsiveness to Board inquiries and requests made from time to time with respect to the Hartford funds. In this regard, the Board took into account the Advisers’ communications with the Board in light of the coronavirus (COVID-19) pandemic.
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With respect to HFMC, the Board noted that, under the Investment Management Agreement, HFMC would be responsible for the management of the Funds, including oversight of fund operations and service providers. The Board also noted that HFMC would provide administrative and investment management services to the Funds in connection with selecting, monitoring and supervising the Sub-advisers, and that HFMC had recommended to the Board that the Sub-advisers be appointed as the sub-adviser and sub-sub-adviser to the Funds, as applicable. In this regard, the Board evaluated information about the nature and extent of responsibilities retained and risks assumed by HFMC that were not delegated to or assumed by the Sub-advisers. The Board considered the proposed services to be provided by HFMC and, in its consideration of these services, the Board noted HFMC’s ongoing monitoring of people, process and performance, including its quarterly reviews of each of the Hartford funds, semi-annual meetings with the leaders of each Hartford fund’s portfolio management team, and oversight of the Hartford funds’ portfolio managers. The Board noted that HFMC has demonstrated a record of initiating changes to the portfolio management and/or investment strategies of the Hartford funds when warranted. The Board considered that HFMC would oversee the Sub-advisers’ investment approach and results, process for monitoring best execution of portfolio trades and other trading operations by each Sub-adviser, and approach to risk management with respect to the Funds and the service providers to the Funds. The Board also considered that HFMC would oversee each Fund’s compliance with its investment objective and policies as well as with applicable laws and regulations. Moreover, the Board considered that HFMC would oversee potential conflicts of interest between the Funds’ investments and those of other funds or accounts managed by the Funds’ portfolio management personnel. In addition, the Board considered that HFMC or its affiliates would be responsible for providing the Funds’ officers.
With respect to the Sub-advisers, which would be responsible for the daily investment of the assets of their respective Fund, subject to oversight by HFMC, the Board considered, among other things, each Sub-adviser’s investment personnel, investment philosophy and process, investment research capabilities and resources, performance record, trade execution capabilities and experience, including with respect to sustainable investing and environmental, social and/or governance (ESG) criteria. The Board considered the experience of each Fund’s proposed portfolio manager(s), the number of accounts managed by the portfolio manager(s), and each Sub-adviser’s method for compensating the portfolio manager(s). The Board also considered each Sub-adviser’s succession planning practices to ensure continuity of portfolio management services to be provided to the Funds.
The Board also considered information previously provided by the Advisers regarding their compliance policies and procedures and compliance history, and received a representation from the Hartford funds’ Chief Compliance Officer that the written compliance policies and procedures of each of HFMC and the Sub-advisers are reasonably designed to prevent violations of the federal securities laws. In addition, the Board considered HFMC’s representation that it did not anticipate making any material changes to HFMC’s and the Hartford funds’ compliance program as a result of the addition of the Funds.
The Board considered the benefits to the Fund’s future shareholders of being part of the family of Hartford funds. The Board considered HFMC’s efforts to provide investors in the Hartford funds with a broad range of investment styles and asset classes and the assumption of entrepreneurial and other risks by HFMC in sponsoring and providing ongoing services to new funds to expand these opportunities for shareholders. The Board considered the special attributes of the Funds as exchange-traded funds relative to mutual funds and the benefits that are expected to be realized from such a structure. The Board also considered the resources committed by HFMC and its affiliates to support the ongoing operations of the Funds. In addition, the Board considered the secondary market support services to be provided by HFMC to the Funds, including HFMC’s expected efforts to educate investment professionals about the Funds and other ETFs managed by HFMC.
In considering the foregoing information, the Board evaluated not only the information presented to the Board in connection with its consideration of the Agreements, but also the Board’s experience through past interactions with HFMC and the Sub-advisers. Based on these considerations, the Board concluded that it was satisfied with the nature, extent and quality of the services to be provided to each Fund by HFMC and the Sub-advisers.
Performance of each Fund and the Advisers
The Board considered the investment performance of the Sub-advisers and their portfolio management teams, including, for purposes of considering the investment skill and experience of Hartford Sustainable Income ETF’s portfolio managers, performance of The Hartford Strategic Income Fund, which is expected to have a substantially similar investment strategy to the Fund, and, for purposes of considering the investment skill and experience of the Hartford Schroders ESG US Equity ETF’s portfolio managers, hypothetical back-tested performance of the Fund’s strategy showing the portfolio management team’s expected capabilities. The Board also considered information comparing the back-tested performance data to Hartford Schroders ESG US Equity ETF’s proposed benchmark, as well as the assumptions underlying the back-tested performance. HFMC also provided additional information about each portfolio management team’s investment experience and their investment philosophy and process.
Based on these considerations, the Board concluded that it was satisfied that HFMC and the Sub-advisers have the capability of providing satisfactory investment performance for the Funds.
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Costs of the Services and Profitability of the Advisers
In considering the proposed advisory and sub-advisory fee schedules for the Funds, the Board reviewed information regarding HFMC’s estimated costs to provide investment management and related services to each Fund and the estimated profitability to HFMC from the investment management and related services to be provided to each Fund. In evaluating HFMC’s estimated profitability, the Board also considered HFMC’s representation that the level of estimated profitability of the Funds, taking into consideration the revenue and expenses of the Funds, was fair and reasonable based on the nature and quality of the services to be provided to shareholders. The Board also noted that the actual profitability to HFMC of managing a Fund would depend on the growth of the Fund’s assets under management. The Board considered representations from HFMC, SIMNA Inc. and Wellington that the respective Sub-adviser’s fees were negotiated at arm’s length and that the sub-advisory fees would be paid by HFMC and not the Funds. The Board also considered that SIMNA Ltd. is an affiliate of SIMNA Inc. and that SIMNA Ltd.’s sub-sub-advisory fees would be paid by SIMNA Inc., not Hartford Schroders ESG US Equity ETF. Accordingly, the Board concluded that the profitability of each Sub-adviser is a less relevant factor with respect to the Board’s consideration of the Funds’ sub-advisory agreements.
Based on these considerations, the Board concluded that the profits anticipated to be realized by the Advisers and their affiliates from their relationships with each Fund would not be excessive.
Comparison of Fees and Services to be Provided by the Advisers
The Board considered comparative information with respect to the services to be rendered to and the management fees to be paid by each Fund to HFMC and the estimated total expense ratio of the Fund. The Board considered that HFMC would pay all expenses of the Trust, except for: (i) interest and taxes; (ii) brokerage commissions and other expenses (such as stamp taxes) connected with the execution of portfolio transactions; (iii) expenses incident to the creation and redemption of its shares; (iv) legal fees in connection with any arbitration, litigation or pending or threatened arbitration or litigation, including any settlements in connection therewith and any obligation which the Trust may have to indemnify its officers and Trustees with respect thereto; (v) distribution fees and expenses paid by the Trust under any distribution plan adopted pursuant to Rule 12b-1 under the 1940 Act; (vi) such extraordinary non-recurring expenses as may arise; and (vii) acquired fund fees and expenses. The Board noted that HFMC would bear the risk that Fund operating costs may increase over time. The Board also considered the proposed sub-advisory fees to be paid by HFMC to SIMNA Inc. and Wellington with respect to each Fund, as applicable. In this regard, the Board requested and reviewed information from HFMC, SIMNA Inc. and Wellington relating to the proposed management and sub-advisory fees, including the sub-advisory fee schedule for each Fund and the amount of the management fee to be retained by HFMC, and estimated total operating expenses for each Fund. The Board also reviewed information comparing each Fund’s proposed contractual management fees, actual management fees and estimated total expense ratio relative to an appropriate group of funds (the “Peer Group”) selected from the relevant peer universe identified by Broadridge Financial Solutions, Inc., an independent provider of investment company data. As part of this review, the Board considered the composition of the Peer Group and the methodology used to select the Peer Group, which included input from the Consultant. The Board considered the inherent limitations of such comparisons in light of uncertainty as to how the fees of other funds in the Peer Group are set and potentially material differences between each Fund and its Peer Group.
In considering the reasonableness of each Fund’s proposed management and sub-advisory fees and estimated total expense ratios, the Board considered that Hartford Sustainable Income ETF’s proposed contractual management fee was below the average and above the median of its Peer Group, and that Hartford Schroders ESG US Equity ETF’s proposed contractual management fee was below the average and median of its Peer Group. The Board further considered that Hartford Sustainable Income ETF’s proposed contractual management fee and actual management fee fell within the 3rd quintile of its Peer Group, and that Hartford Schroders ESG US Equity ETF’s proposed contractual management fee and actual management fee fell within the 1st and 2nd quintiles, respectively, of its Peer Group. The Board also considered that Hartford Sustainable Income ETF’s estimated total expense ratio was within the 3rd quintile of its Peer Group, and Hartford Schroders ESG US Equity ETF’s estimated total expense ratio was within the 1st quintile of its Peer Group.
The Board received information regarding fees charged by HFMC to another Hartford fund that is a mutual fund with investment strategies substantially similar to Hartford Sustainable Income ETF. The Board reviewed information about structural, operational and other differences between the Hartford Sustainable Income ETF and the mutual fund, including differences in the services provided to each type of product and differences in the marketplace in which each type of product must compete.
Based on these considerations, the Board concluded that each Fund’s proposed fees and estimated total operating expenses, in conjunction with the information about quality of services, profitability, economies of scale, and other matters considered, were reasonable in light of the services to be provided.
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Economies of Scale
The Board considered information regarding economies of scale, including the extent to which economies of scale may be realized as a Fund grows and whether the Fund’s corresponding fee levels reflect these economies of scale for the benefit of the Fund’s future shareholders. The Board also considered that any economies of scale in respect of the management of a Fund would benefit HFMC due to the unitary fee structure of each Fund, but that the unitary fee protects shareholders from a rise in operating costs and/or a decline in Fund assets and is a transparent means of informing the Fund’s shareholders of the fees associated with the Fund. The Board considered HFMC’s representation that each Fund could be expected to share in the benefits from some economies of scale as assets in the Fund grow. The Board noted that each Fund’s proposed management fee does not contain breakpoints. The Board recognized that there is no uniform methodology for establishing breakpoints or uniform pattern in asset levels that trigger breakpoints or the amounts of breakpoints triggered. In addition, the Board considered that HFMC would initially set competitive fee rates intended to price the Funds to scale at inception, which is another means of sharing potential economies of scale without waiting for asset growth. The Board also considered that HFMC has been active in managing expenses for the Hartford funds.
After considering all of the information available to it, the Board concluded that it was satisfied with the extent to which economies of scale would be shared for the benefit of each Fund’s future shareholders. The Board noted, however, that it would continue to monitor any future growth in each Fund’s assets and the appropriateness of management fee breakpoints or other methods to share benefits from economies of scale as part of its future review of the Agreements.
Other Benefits
The Board considered other benefits to the Advisers and their affiliates from their relationships with the Funds.
* * * *
Based upon the review of the factors summarized above, among others, the Board concluded that it is in the best interests of each Fund and its future shareholders for the Board to approve the Agreements. In reaching this decision, the Board did not assign relative weights to the factors discussed above or deem any one or group of them to be controlling in and of themselves.
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Hartford Funds Exchange-Traded Trust
Hartford Large Cap Growth ETF
Hartford Schroders Commodity Strategy ETF
(each a “Fund” and collectively, the “Funds”)
Section 15(c) of the Investment Company Act of 1940, as amended (the “1940 Act”), requires that each registered investment company’s board of trustees, including a majority of those trustees who are not “interested persons” of the investment company, as defined in the 1940 Act (the “Independent Trustees”), initially approve, and annually review and consider the continuation of, the investment company’s investment management and sub-advisory agreements. At its meeting held on August 3-4, 2021, the Board of Trustees (the “Board”) of Hartford Funds Exchange-Traded Trust (the “Trust”), including each of the Independent Trustees, unanimously voted to approve (i) amendments to the investment management agreement by and between Hartford Funds Management Company, LLC (“HFMC”) and the Trust on behalf of each of the Funds (the “Investment Management Agreement”); (ii) an amendment to the investment sub-advisory agreement (the “Schroders Sub-Advisory Agreement”) by and between HFMC and Schroder Investment Management North America Inc. (“SIMNA Inc.”) on behalf of Hartford Schroders Commodity Strategy ETF; (iii) an amendment to the separate secondary sub-advisory agreement (the “Sub-Sub-Advisory Agreement”) by and between SIMNA Inc. and Schroder Investment Management North America Limited (“SIMNA Ltd.” and together with SIMNA Inc., “Schroders”) on behalf of Hartford Schroders Commodity Strategy ETF; and (iv) an amendment to the investment sub-advisory agreement (the “Wellington Sub-Advisory Agreement” and together with the Investment Management Agreement, the Schroders Sub-Advisory Agreement and the Sub-Sub-Advisory Agreement, the “Agreements”) by and between HFMC and Wellington Management Company LLP (“Wellington,” and together with Schroders, the “Sub-advisers,” and together with HFMC and Schroders, the “Advisers”), on behalf of Hartford Large Cap Growth ETF.
Prior to approving the Agreements, the Board requested and reviewed written responses from the Advisers to questions posed to the Advisers on behalf of the Independent Trustees and supporting materials relating to those questions and responses. In addition, the Board and Investment Committee considered the materials and presentations from representatives of the Advisers received at meetings held on May 11-13, 2021, June 15-16, 2021, June 21, 2021, and August 3-4, 2021 regarding the Funds and their investment strategies. The members of the Board also considered the materials and presentations by Fund officers and representatives of HFMC received at the Board’s meeting on August 3-4, 2021 concerning the Agreements.
In determining whether to approve the Agreements for the Funds, the members of the Board reviewed and evaluated information and factors they believed to be relevant and appropriate through the exercise of their reasonable business judgment. While individual members of the Board may have weighed certain factors differently, the Board’s determination to approve the Agreements was based on a comprehensive consideration of all information provided to the Board with respect to the approval of the Agreements. The Board was also furnished with an analysis of its fiduciary obligations in connection with its evaluation of the Agreements. Throughout the evaluation process, the Board was assisted by counsel for the Funds and the Independent Directors were also separately assisted by independent legal counsel. In connection with their deliberations, the Independent Trustees met separately with independent legal counsel and an independent financial services consultant engaged by the Independent Directors (the “Consultant”) on June 11, 2021 and in executive session to consider their responsibilities under relevant laws and regulations and to discuss the materials presented and other matters deemed relevant to their consideration of the approval of the Agreements. A more detailed summary of the important, but not necessarily all, factors the Board considered with respect to its approval of the Agreements is provided below.
Nature, Extent and Quality of Services to be Provided by the Advisers
The Board requested and considered information concerning the nature, extent and quality of the services to be provided to each Fund by the Advisers. The Board considered, among other things, the terms of the Agreements and the range of services to be provided by the Advisers. The Board considered each Adviser’s organizational structure, systems and personnel. The Board also considered each Adviser’s reputation and overall financial strength, and the Board’s past experience with each Adviser with respect to the services each Adviser provides to other funds managed by HFMC and its affiliates (the “Hartford funds”). The Board considered that HFMC has been advising actively managed exchange-traded funds (“ETFs”) since 2017, HFMC has extensive experience advising actively managed mutual funds and HFMC, through a subsidiary, has extensive experience advising multifactor ETFs. In addition, the Board considered the quality of each Adviser’s communications with the Board and responsiveness to Board inquiries and requests made from time to time with respect to the Hartford funds. In this regard, the Board took into account the Advisers’ communications with the Board in light of the coronavirus (COVID-19) pandemic.
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Hartford Active ETFs
 Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)
  
With respect to HFMC, the Board noted that, under the Investment Management Agreement, HFMC would be responsible for the management of the Funds, including oversight of fund operations and service providers. The Board also noted that HFMC would provide administrative and investment management services to the Funds in connection with selecting, monitoring and supervising the Sub-advisers, and that HFMC had recommended to the Board that the Sub-advisers be appointed as the sub-adviser and sub-sub-adviser to the Funds, as applicable. In this regard, the Board evaluated information about the nature and extent of responsibilities retained and risks assumed by HFMC that were not delegated to or assumed by the Sub-advisers. The Board considered the proposed services to be provided by HFMC and, in its consideration of these services, the Board noted HFMC’s ongoing monitoring of people, process and performance, including its quarterly reviews of each of the Hartford funds, semi-annual meetings with the leaders of each Hartford fund’s portfolio management team, and oversight of the Hartford funds’ portfolio managers. The Board noted that HFMC has demonstrated a record of initiating changes to the portfolio management and/or investment strategies of the Hartford funds when warranted. The Board considered that HFMC would oversee the Sub-advisers’ investment approach and results, process for monitoring best execution of portfolio trades and other trading operations by each Sub-adviser, and approach to risk management with respect to the Funds and the service providers to the Funds. The Board also considered that HFMC would oversee each Fund’s compliance with its investment objective and policies as well as with applicable laws and regulations. Moreover, the Board considered that HFMC would oversee potential conflicts of interest between the Funds’ investments and those of other funds or accounts managed by the Funds’ portfolio management personnel. In addition, the Board considered that HFMC or its affiliates would be responsible for providing the Funds’ officers.
With respect to the Sub-advisers, which would be responsible for the daily investment of the assets of their respective Fund, subject to oversight by HFMC, the Board considered, among other things, each Sub-adviser’s investment personnel, investment philosophy and process, investment research capabilities and resources, performance record, trade execution capabilities and experience, including with respect to sustainable investing and environmental, social and/or governance (ESG) criteria. The Board considered the experience of each Fund’s proposed portfolio manager(s), the number of accounts managed by the portfolio manager(s), and each Sub-adviser’s method for compensating the portfolio manager(s). The Board also considered each Sub-adviser’s succession planning practices to ensure continuity of portfolio management services to be provided to the Funds.
The Board also considered information previously provided by the Advisers regarding their compliance policies and procedures and compliance history, and received a representation from the Hartford funds’ Chief Compliance Officer that the written compliance policies and procedures of each of HFMC and the Sub-advisers are reasonably designed to prevent violations of the federal securities laws. In addition, the Board considered HFMC’s representation that it did not anticipate making any material changes to HFMC’s and the Hartford funds’ compliance program as a result of the addition of the Funds. The Board noted that certain policies and procedures in connection with the conditions of the exemptive order upon which Hartford Large Cap Growth ETF will rely in order to operate as a semi-transparent ETF would be presented to and approved by the Board prior to the launch of the Fund.
The Board considered the benefits to the Fund’s future shareholders of being part of the family of Hartford funds. The Board considered HFMC’s efforts to provide investors in the Hartford funds with a broad range of investment styles and asset classes and the assumption of entrepreneurial and other risks by HFMC in sponsoring and providing ongoing services to new funds to expand these opportunities for shareholders. The Board considered the special attributes of the Funds as exchange-traded funds relative to mutual funds and the benefits that are expected to be realized from such a structure. The Board noted that Hartford Large Cap Growth ETF will operate as a semi-transparent ETF and considered the differences between the semi-transparent ETF structure and fully transparent ETF structure. The Board also considered the resources committed by HFMC and its affiliates to support the ongoing operations of the Funds. In addition, the Board considered the secondary market support services to be provided by HFMC to the Funds, including HFMC’s expected efforts to educate investment professionals about the Funds and other ETFs managed by HFMC.
In considering the foregoing information, the Board evaluated not only the information presented to the Board in connection with its consideration of the Agreements, but also the Board’s experience through past interactions with HFMC and the Sub-advisers. Based on these considerations, the Board concluded that it was satisfied with the nature, extent and quality of the services to be provided to each Fund by HFMC and the Sub-advisers.
Performance of each Fund and the Advisers
The Board considered the investment performance of the Sub-advisers and their portfolio management teams, including, for purposes of considering the investment skill and experience of Hartford Large Cap Growth ETF’s portfolio managers, performance of The Hartford Growth Opportunities Fund, which is expected to have a substantially similar investment strategy to the Fund, and, for purposes of considering the investment skill and experience of the Hartford Commodity Strategy ETF’s portfolio managers, past performance of a composite of certain accounts managed by Schroders, the sub-adviser and sub-sub-adviser to the Fund. HFMC also provided additional information about each portfolio management team’s investment experience and their investment philosophy and process.
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Hartford Active ETFs
 Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)
  
Based on these considerations, the Board concluded that it was satisfied that HFMC and the Sub-advisers have the capability of providing satisfactory investment performance for the Funds.
Costs of the Services and Profitability of the Advisers
In considering the proposed advisory and sub-advisory fee schedules for the Funds, the Board reviewed information regarding HFMC’s estimated costs to provide investment management and related services to each Fund and the estimated profitability to HFMC from the investment management and related services to be provided to each Fund. In evaluating HFMC’s estimated profitability, the Board also considered HFMC’s representation that the level of estimated profitability of the Funds, taking into consideration the revenue and expenses of the Funds, was fair and reasonable based on the nature and quality of the services to be provided to shareholders. The Board also noted that the actual profitability to HFMC of managing a Fund would depend on the growth of the Fund’s assets under management. The Board considered representations from HFMC, SIMNA Inc. and Wellington that the respective Sub-adviser’s fees were negotiated at arm’s length and that the sub-advisory fees would be paid by HFMC and not the Funds. The Board also considered that SIMNA Ltd. is an affiliate of SIMNA Inc. and that SIMNA Ltd.’s sub-sub-advisory fees would be paid by SIMNA Inc., not Hartford Schroders Commodity Strategy ETF. Accordingly, the Board concluded that the profitability of each Sub-adviser is a less relevant factor with respect to the Board’s consideration of the Funds’ sub-advisory agreements.
Based on these considerations, the Board concluded that the profits anticipated to be realized by the Advisers and their affiliates from their relationships with each Fund would not be excessive.
Comparison of Fees and Services to be Provided by the Advisers
The Board considered comparative information with respect to the services to be rendered to and the management fees to be paid by each Fund to HFMC and the estimated total expense ratio of the Fund. The Board considered that HFMC would pay all expenses of the Trust, except for: (i) interest and taxes; (ii) brokerage commissions and other expenses (such as stamp taxes) connected with the execution of portfolio transactions; (iii) expenses incident to the creation and redemption of its shares; (iv) legal fees in connection with any arbitration, litigation or pending or threatened arbitration or litigation, including any settlements in connection therewith and any obligation which the Trust may have to indemnify its officers and Trustees with respect thereto; (v) distribution fees and expenses paid by the Trust under any distribution plan adopted pursuant to Rule 12b-1 under the 1940 Act; (vi) such extraordinary non-recurring expenses as may arise; and (vii) acquired fund fees and expenses. The Board noted that HFMC would bear the risk that Fund operating costs may increase over time. The Board also considered the proposed sub-advisory fees to be paid by HFMC to SIMNA Inc. and Wellington with respect to each Fund, as applicable. In this regard, the Board requested and reviewed information from HFMC, SIMNA Inc. and Wellington relating to the proposed management and sub-advisory fees, including the sub-advisory fee schedule for each Fund and the amount of the management fee to be retained by HFMC, and estimated total operating expenses for each Fund. The Board also reviewed information comparing each Fund’s proposed contractual management fees and estimated total expense ratio relative to an appropriate group of funds (the “Peer Group”) selected from the relevant peer universe identified by Broadridge Financial Solutions, Inc., an independent provider of investment company data. As part of this review, the Board considered the composition of the Peer Group and the methodology used to select the Peer Group, which included input from the Consultant. The Board considered the inherent limitations of such comparisons in light of uncertainty as to how the fees of other funds in the Peer Group are set and potentially material differences between each Fund and its Peer Group.
In considering the reasonableness of each Fund’s proposed management and sub-advisory fees and estimated total expense ratios, the Board considered that Hartford Large Cap Growth ETF’s proposed contractual management fee and actual management fee were below the average and above the median of its Peer Group, and that Hartford Schroders Commodity Strategy ETF’s proposed contractual management fee was above the average and median of its Peer Group. The Board further considered that Hartford Large Cap Growth ETF’s proposed contractual management fee and actual management fee fell within the 3rd quintile of its Peer Group, and that Hartford Schroders Commodity Strategy ETF’s proposed contractual management fee fell within the 4th quintile of its Peer Group. The Board also considered that Hartford Large Cap Growth ETF’s estimated total expense ratio was within the 2nd quintile of its Peer Group, and Hartford Schroders Commodity Strategy ETF’s estimated total expense ratio was within the 4th quintile of its Peer Group. The Board also considered that HFMC has contractually agreed to waive the management fee of Hartford Schroders Commodity Strategy ETF in an amount equal to the management fee paid to it by the Fund’s wholly owned Cayman Islands subsidiary (the “Subsidiary”) (exclusive of certain specified expenses) for as long as the Fund remains invested in the Subsidiary.
The Board received information regarding fees charged by HFMC to another Hartford fund that is a mutual fund with investment strategies substantially similar to Hartford Large Cap Growth ETF. The Board reviewed information about structural, operational and other differences between the Hartford Large Cap Growth ETF and the mutual fund, including differences in the services provided to each type of product and differences in the marketplace in which each type of product must compete. The Board also received information regarding fees charged by the Sub-advisers to any
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Hartford Active ETFs
 Approval of Investment Management and Investment Sub-Advisory Agreements (Unaudited) – (continued)
  
other clients with investment strategies similar to those of the Funds, including institutional separate account clients and non-U.S. fund clients for which a Sub-adviser serves as either primary investment adviser or sub-adviser. The Board considered the explanations provided by the Sub-advisers about any differences between a Sub-adviser’s services to the Funds and the services it provides to other types of clients. In this regard, the Board reviewed information about the generally broader scope of services and compliance, reporting and other legal burdens and risks of managing registered funds compared with those associated with managing assets of non-registered fund clients such as institutional separate accounts.
Based on these considerations, the Board concluded that each Fund’s proposed fees and estimated total operating expenses, in conjunction with the information about quality of services, profitability, economies of scale, and other matters considered, were reasonable in light of the services to be provided.
Economies of Scale
The Board considered information regarding economies of scale, including the extent to which economies of scale may be realized as a Fund grows and whether the Fund’s corresponding fee levels reflect these economies of scale for the benefit of the Fund’s future shareholders. The Board also considered that any economies of scale in respect of the management of a Fund would benefit HFMC due to the unitary fee structure of each Fund, but that the unitary fee protects shareholders from a rise in operating costs and/or a decline in Fund assets and is a transparent means of informing the Fund’s shareholders of the fees associated with the Fund. The Board considered HFMC’s representation that each Fund could be expected to share in the benefits from some economies of scale as assets in the Fund grow. The Board noted that each Fund’s proposed management fee does not contain breakpoints. The Board recognized that there is no uniform methodology for establishing breakpoints or uniform pattern in asset levels that trigger breakpoints or the amounts of breakpoints triggered. In addition, the Board considered that HFMC would initially set competitive fee rates intended to price the Funds to scale at inception, which is another means of sharing potential economies of scale without waiting for asset growth. The Board also considered that HFMC has been active in managing expenses for the Hartford funds.
After considering all of the information available to it, the Board concluded that it was satisfied with the extent to which economies of scale would be shared for the benefit of each Fund’s future shareholders. The Board noted, however, that it would continue to monitor any future growth in each Fund’s assets and the appropriateness of management fee breakpoints or other methods to share benefits from economies of scale as part of its future review of the Agreements.
Other Benefits
The Board considered other benefits to the Advisers and their affiliates from their relationships with the Funds.
* * * *
Based upon the review of the factors summarized above, among others, the Board concluded that it is in the best interests of each Fund and its future shareholders for the Board to approve the Agreements. In reaching this decision, the Board did not assign relative weights to the factors discussed above or deem any one or group of them to be controlling in and of themselves.
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THIS PRIVACY POLICY IS NOT PART OF THIS REPORT
Customer Privacy Notice
The Hartford Financial Services Group, Inc. and Affiliates*
(herein called “we, our, and us”)
This Privacy Policy applies to our United States Operations
We value your trust. We are committed to the responsible:
a) management;
b) use; and
c) protection;
of Personal Information.
This notice describes how we collect, disclose, and protect Personal Information.
We collect Personal Information to:
a) service your Transactions with us; and
b) support our business functions.
We may obtain Personal Information from:
a) You;
b) your Transactions with us; and
c) third parties such as a consumer-reporting agency.
Based on the type of product or service You apply for or get from us, Personal Information such as:
a) your name;
b) your address;
c) your income;
d) your payment; or
e) your credit history;
may be gathered from sources such as applications, Transactions, and consumer reports.
To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:
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c) our brokerage firms; and
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As allowed by law, we may share Personal Financial Information with our affiliates to:
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to You without providing You with an option to prevent these disclosures.
We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:
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who help us serve You and service our business.
When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:
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For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.
We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:
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as required by law.
We only disclose Personal Health Information with:
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Our employees have access to Personal Information in the course of doing their jobs, such as:
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b) paying claims;
c) developing new products; or
d) advising customers of our products and services.

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We use manual and electronic security procedures to maintain:
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Personal Information that we have. We use these procedures to guard against unauthorized access.
Some techniques we use to protect Personal Information include:
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We are responsible for and must:
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it in the performance of their job-related duties.
Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.
We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.
As used in this Privacy Notice:
Applicationmeans your request for our product or service.
Personal Financial Information means financial information such as:
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d) policy or claim information.
Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.
Personal Health Information means health information such as:
a) your medical records; or
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Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:
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b) Personal Health Information.
Transactionmeans your business dealings with us, such as:
a) your Application;
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c) your request for us to take an action on your account.
Youmeans an individual who has given us Personal Information in conjunction with:
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a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.
If you have any questions or comments about this privacy notice, please feel free to contact us at The Hartford – Consumer Rights and Privacy Compliance Unit, One Hartford Plaza, Mail Drop: HO1-09, Hartford, CT 06155, or at [email protected].
This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates (including the following as of February 2022), to the extent required by the Gramm-Leach-Bliley Act and implementing regulations:
1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; Business Management Group, Inc.; Cervus Claim Solutions, LLC; First State Insurance Company; FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Holdings, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Insurance, Ltd.; Hartford Integrated Technologies, Inc.; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford Management, Ltd.; Hartford Productivity Services LLC; Hartford of the Southeast General Agency, Inc.; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Specialty Insurance Services of Texas, LLC; Hartford STAG Ventures LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Heritage Holdings, Inc.; Heritage Reinsurance Company, Ltd.; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; Millennium Underwriting Limited; MPC Resolution Company LLC; Navigators (Asia) Limited; Navigators Corporate Underwriters Limited; Navigators Holdings (UK) Limited; Navigators Insurance Company; Navigators International Insurance Company Ltd.; Navigators Management Company, Inc.; Navigators Management (UK) Limited; Navigators N.V.; Navigators Specialty Insurance Company; Navigators Underwriting Agency Limited; Navigators Underwriting Limited; New England Insurance Company; New England Reinsurance Corporation; New Ocean Insurance Co., Ltd.; NIC Investments (Chile) SpA; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd.; The Navigators Group, Inc.; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company; Y-Risk, LLC.
Revised February 2022

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This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report.
The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.
Investors should carefully consider a fund’s investment objectives, risks, charges and expenses. This and other important information is contained in the fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.
Hartford Funds Management Company, LLC (HFMC) is the investment manager for the active ETFs. Hartford Core Bond ETF, Hartford Large Cap Growth ETF, Hartford Municipal Opportunities ETF, Hartford Short Duration ETF, Hartford Sustainable Income ETF and Hartford Total Return Bond ETF are sub-advised by Wellington Management Company LLP (Wellington). Hartford Schroders Commodity Strategy ETF, Hartford Schroders ESG US Equity ETF, and Hartford Schroders Tax-Aware Bond ETF are sub-advised by Schroder Investment Management North America Inc. (“SIMNA”) and Schroder Investment Management North America Ltd. (“SIMNA Ltd”, together with SIMNA, “Schroders”). HFMC, Wellington, SIMNA, and SIMNA Ltd. are all SEC registered investment advisers. The ETFs are distributed by ALPS Distributors, Inc., which is not affiliated with Wellington, Schroders or HFMC.
ETFSAR-A22    03/22     227420     HFA001443     Printed in the U.S.A.