Hartford Multifactor ETFs
Semi-Annual Report
March 31, 2023 (Unaudited)
Hartford Disciplined US Equity ETF
Hartford Longevity Economy ETF
Hartford Multifactor Developed Markets (ex-US) ETF
Hartford Multifactor Diversified International ETF
Hartford Multifactor Emerging Markets ETF
Hartford Multifactor Small Cap ETF
Hartford Multifactor US Equity ETF


A MESSAGE FROM THE PRESIDENT
Dear Shareholders:
Thank you for investing in Hartford Multifactor Exchange-Traded Funds. The following is the Funds’ Semi-Annual Report that covers the period from October 1, 2022, through March 31, 2023.
Market Review
During the six months ended March 31, 2023, U.S. stocks, as measured by the S&P 500 Index,1 gained 15.62%. The positive results for the period seemed to reflect hopefulness from equity investors that diminishing inflation, combined with a possible credit slowdown within the US banking sector, might prompt the US Federal Reserve (Fed) to pause or even end its year-long campaign of interest-rate hikes.
From the start of the period, most major equity indices rose in response to a succession of Consumer Price Index (CPI)2 reports showing that inflation, after peaking in June 2022, had fallen to an annual rate of 6.0% by February 2023. However, the late-period bank-sector turmoil spawned by the Silicon Valley Bank (SVB) collapse provided a negative end to a volatile but surprisingly upbeat period.
The Federal Open Market Committee’s (FOMC) monthly rate-setting decisions during the period seemed to fall in line with the apparent inflation slowdown. After four consecutive three-quarter-percent hikes in the federal funds rate between June and November 2022, the FOMC reduced the amount of its rate increase to a half-percent increase in December 2022, followed by two consecutive quarter-percent hikes in February and March 2023.
Still, in most instances during the period, the messaging from Fed Chairman Jerome Powell provided a consistent theme. In his public statements, Chairman Powell made clear that he believed that interest rates would still need to stay “higher for longer” as Fed policymakers continued to shine a spotlight on stubbornly persistent price inflation in housing and consumer services. For investors who followed the Fed’s views, sentiment remained unsettled as equities soared in January 2023 but staged a broad pullback in February 2023.
Looming over the Fed’s decision-making policies during the period remained the question of whether the higher interest rates it had engineered might eventually throw the economy into recession. The economic signals were mixed during the period as a host of large tech firms (e.g., Amazon, Meta Platforms, Google) announced massive layoffs while overall unemployment numbers—3.6% in February 2023—reflected persistent tightness in service-oriented labor markets.
Lastly, investors contended with the possible wider impact of the surprise collapse of SVB and New York-based Signature Bank (and the bailout of Europe-based Credit Suisse Bank). In particular, the SVB collapse, triggered by a bank run from large depositors not covered by Federal Deposit Insurance Corp. insurance protection, called into question whether similar fears could spread among the depositors of other small- and mid-sized regional banks faced with assets devalued by higher interest rates.
By the end of the period, the damage seemed limited to only two US banks, but it began to feed a new narrative related to Fed policy—namely, whether the widespread sense of an impending tightening of credit would in itself contribute to a slowdown in economic growth and force the Fed to pause interest-rate hikes to minimize further risks to the global financial system. Just as the sense of crisis began to ease toward the end of the period, volatility and uncertainty returned to equity markets.
As we move into the spring and summer months, recession and credit concerns are likely to keep surfacing as investors scrutinize corporate earnings, bank balance sheets, and employment data. With market volatility likely to persist, it’s more important than ever to maintain a strong relationship with your financial professional.
Thank you again for investing in Hartford Multifactor Exchange-Traded Funds. For the most up-to-date information on our funds, please take advantage of all the resources available at hartfordfunds.com.
James Davey
President
Hartford Funds
1 S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks.  Indices are unmanaged and not available
for direct investment. Past performance does not guarantee future results.
2 The Consumer Price Index (CPI) in the United States is defined by the Bureau of Labor Statistics as a measure of the average change over time in the prices
paid by urban consumers for a market basket of consumer goods and services.


Hartford Multifactor ETFs
Table of Contents
Fund Overview 2
Benchmark Glossary 9
Expense Examples 10
Financial Statements:  
Schedules of Investments:  
Hartford Disciplined US Equity ETF 11
Hartford Longevity Economy ETF 15
Hartford Multifactor Developed Markets (ex-US) ETF 19
Hartford Multifactor Diversified International ETF 25
Hartford Multifactor Emerging Markets ETF 30
Hartford Multifactor Small Cap ETF 34
Hartford Multifactor US Equity ETF 39
Glossary 44
Statements of Assets and Liabilities 45
Statements of Operations 46
Statements of Changes in Net Assets 47
Financial Highlights 51
Notes to Financial Statements 54
How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records 68
Quarterly Portfolio Holdings Information 68
Approval of Investment Management and Investment Sub-Advisory Agreements 69


Table of Contents
Hartford Disciplined US Equity ETF
 Fund Overview
 March 31, 2023 (Unaudited) 

Inception 11/16/2022
Sub-advised by Mellon Investments Corporation
Investment objective – The Fund seeks to provide investment results that, before fees and expenses, correspond to the total return performance of an index that tracks the performance of exchange traded U.S. large cap equity securities.
Cumulative Total Returns
for the Period Ended 03/31/2023
  Since
Inception1
Hartford Disciplined US Equity ETF (NAV Return) 3.93%
Hartford Disciplined US Equity ETF (Market Price Return) 3.90%
Hartford Disciplined US Equity Index 4.00%
Russell 1000 Index (Gross) 4.30%
    
1 Inception: 11/16/2022
Information regarding how often shares of the Fund traded on NYSE Arca, Inc. (“NYSE Arca”) at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The 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 Russell 1000 Index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.
You cannot invest directly in an index.
See "Benchmark Glossary" for benchmark descriptions.
The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.19%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 03/31/2023.
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 Fund is not actively managed but rather attempts to track the performance of an index. The Fund’s returns may diverge from that of the index. • Investments focused in a sector, industry or group of industries may increase volatility and risk.
Composition by Sector(1)
as of 03/31/2023
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 9.1%
Consumer Discretionary 9.3
Consumer Staples 8.7
Energy 3.8
Financials 11.1
Health Care 13.4
Industrials 9.3
Information Technology 25.7
Materials 2.2
Real Estate 4.1
Utilities 3.1
Total 99.8%
Other Assets & Liabilities 0.2
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.
 

2


Table of Contents
Hartford Longevity Economy ETF
 Fund Overview
 March 31, 2023 (Unaudited) 

Inception 03/16/2021
Sub-advised by Mellon Investments Corporation
Investment objective – The Fund seeks to provide investment results that, before fees and expenses, correspond to the total return performance of the Hartford Longevity Economy Index (LHLGEX) (the “Index”), which is designed to generate attractive risk-adjusted returns by investing in companies that comprise industries that reflect certain themes that are expected to benefit from the growth of the aging population and the substantial buying power it represents.
Average Annual Total Returns
for the Periods Ended 03/31/2023
  Six Months1 1 Year Since
Inception2
Hartford Longevity Economy ETF (NAV Return) 13.39% -7.44% -0.68%
Hartford Longevity Economy ETF (Market Price Return) 13.34% -7.52% -0.71%
Hartford Longevity Economy Index 13.69% -7.05% -0.25%
Russell 3000 Index (Gross) 14.88% -8.58% 0.96%
    
1 Not annualized.
2 Inception: 03/16/2021
Information regarding how often shares of the Fund traded on NYSE Arca, Inc. (“NYSE Arca”) at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The 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 Russell 3000 Index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.
You cannot invest directly in an index.
See "Benchmark Glossary" for benchmark descriptions.
The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.44%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 03/31/2023.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • The Fund is not actively managed but rather attempts to track the performance of an index. The Fund’s returns may diverge from that of the index. • The Fund's focus on securities of issuers that are expected to benefit from providing goods and services that are needed by or attractive to the world's aging populations may affect the Fund's exposure to certain industries or types of investments. Certain investments in companies
focused on longevity and aging solutions may be affected by government regulations or other factors. • Investments focused in an industry or group of industries may increase volatility and risk.
Composition by Sector(1)
as of 03/31/2023
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 10.4%
Consumer Discretionary 15.6
Consumer Staples 7.5
Financials 10.9
Health Care 24.4
Industrials 2.7
Information Technology 26.4
Real Estate 0.5
Utilities 1.5
Total 99.9%
Short-Term Investments 0.8
Other Assets & Liabilities (0.7)
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.
 

3


Table of Contents
Hartford Multifactor Developed Markets (ex-US) ETF
 Fund Overview
 March 31, 2023 (Unaudited) 

Inception 02/25/2015
Sub-advised by Mellon Investments Corporation
Investment objective – The Fund seeks to provide investment results that, before fees and expenses, correspond to the total return performance of an index that tracks the performance of companies located in major developed markets of Europe, Canada and the Pacific Region.
Average Annual Total Returns
for the Periods Ended 03/31/2023
  Six Months1 1 Year 5 Years Since
Inception2
Multifactor Developed Markets (ex-US) ETF (NAV Return) 21.64% -6.82% 1.29% 3.67%
Multifactor Developed Markets (ex-US) ETF (Market Price Return) 22.20% -6.13% 1.09% 3.66%
Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index 21.66% -6.83% 1.39% 3.83%
MSCI World ex USA Index (Net) 25.50% -2.74% 3.80% 4.10%
    
1 Not annualized.
2 Inception: 02/25/2015
Information regarding how often shares of the Fund traded on NYSE Arca, Inc. (“NYSE Arca”) at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The 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 MSCI World ex USA Index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.
You cannot invest directly in an index.
See "Benchmark Glossary" for benchmark descriptions.
The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.29%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 03/31/2023.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • The Fund is not actively managed but rather attempts to track the performance of an index. The Fund’s returns may diverge from that of the index. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political, economic and regulatory developments. • Investments focused in a country, region, industry or group of industries may increase volatility and risk. • Mid-cap securities can have greater risks and volatility than large-cap securities.
Composition by Sector(1)
as of 03/31/2023
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 5.8%
Consumer Discretionary 9.2
Consumer Staples 11.4
Energy 3.9
Financials 17.8
Health Care 13.1
Industrials 13.8
Information Technology 5.5
Materials 8.2
Real Estate 4.4
Utilities 5.4
Total 98.5%
Short-Term Investments 3.4
Other Assets & Liabilities (1.9)
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.
 

4


Table of Contents
Hartford Multifactor Diversified International ETF
 Fund Overview
 March 31, 2023 (Unaudited) 

Inception 05/10/2017
Sub-advised by Mellon Investments Corporation
Investment objective – The Fund seeks to provide investment results that, before fees and expenses, correspond to the total return performance of an index that tracks the performance of companies located in both developed and emerging markets.
Average Annual Total Returns
for the Periods Ended 03/31/2023
  Six Months1 1 Year 5 Years Since
Inception2
Multifactor Diversified International ETF (NAV Return) 20.06% -7.57% 2.02% 3.61%
Multifactor Diversified International ETF (Market Price Return) 21.00% -9.16% 1.78% 3.58%
Hartford Multifactor Diversified International Index 20.18% -7.44% 2.21% 3
MSCI All Country World (ACWI) ex USA Index (Net) 22.13% -5.07% 2.47% 4.11%
    
1 Not annualized.
2 Inception: 05/10/2017
3 The Hartford Multifactor Diversified International Index commenced operations on 06/28/2019. Reflects annualized returns starting on 06/28/2019.
Performance information prior to 11/06/2019 reflects the Fund’s performance when it tracked its prior index.
Information regarding how often shares of the Fund traded on Cboe BZX Exchange, Inc. (“Cboe BZX”) at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The 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 MSCI ACWI ex USA Index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.
As a result of the sanctions imposed upon various Russian entities and persons as a result of the Russian invasion of Ukraine, a Russian security was removed from the Hartford Multifactor Diversified International Index effective March 9, 2022. Because of the direct and indirect effect of the sanctions and counter sanctions by Russia, which have collectively led to a lack of liquidity for Russian securities, the Fund’s investment in Russia, which was in the form of a depositary receipt, could not be sold. For this reason, the Fund continues to hold a position with exposure to Russia that is not included within the Hartford Multifactor Diversified International Index, which may affect the performance of the Fund relative to the index.
You cannot invest directly in an index.
See "Benchmark Glossary" for benchmark descriptions.
The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.29%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 03/31/2023.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • The Fund is not actively managed but rather attempts to track the performance of an index. The Fund’s returns may diverge from that of the index. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political, economic and regulatory developments. These risks may be greater, and include additional risks, for investments in emerging markets. • Investments focused in a particular country, region, industry or group of industries are subject to greater volatility and risk.
Composition by Sector(1)
as of 03/31/2023
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 7.7%
Consumer Discretionary 10.1
Consumer Staples 8.4
Energy 4.1
Financials 20.6
Health Care 11.3
Industrials 10.4
Information Technology 11.1
Materials 8.7
Real Estate 3.8
Utilities 3.1
Total 99.3%
Short-Term Investments 1.1
Other Assets & Liabilities (0.4)
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.
 

5


Table of Contents
Hartford Multifactor Emerging Markets ETF
 Fund Overview
 March 31, 2023 (Unaudited) 

Inception 02/25/2015
Sub-advised by Mellon Investments Corporation
Investment objective – The Fund seeks to provide investment results that, before fees and expenses, correspond to the total return performance of an index based upon the emerging markets of the world.
Average Annual Total Returns
for the Periods Ended 03/31/2023
  Six Months1 1 Year 5 Years Since
Inception2
Multifactor Emerging Markets ETF (NAV Return) 16.23% -8.35% -0.88% 0.53%
Multifactor Emerging Markets ETF (Market Price Return) 17.35% -7.36% -1.24% 0.53%
Hartford Multifactor Emerging Markets Equity Index 16.45% -7.80% 0.77% 3
MSCI Emerging Markets Index (Net) 14.04% -10.70% -0.91% 2.39%
    
1 Not annualized.
2 Inception: 02/25/2015
3 The Hartford Multifactor Emerging Markets Equity Index commenced operations on 06/28/2019. Reflects annualized returns starting on 06/28/2019.
Performance information prior to 09/11/2019 reflects the Fund’s performance when it tracked its prior index.
Information regarding how often shares of the Fund traded on NYSE Arca, Inc. (“NYSE Arca”) at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The 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 MSCI Emerging Markets Index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.
As a result of the sanctions imposed upon various Russian entities and persons as a result of the Russian invasion of Ukraine, Russian securities were removed from the Hartford Multifactor Emerging Markets Equity Index effective March 9, 2022. Because of the direct and indirect effect of the sanctions and counter sanctions by Russia, which have collectively led to a lack of liquidity for Russian securities, the Fund’s investments in Russia, which were in the form of depositary receipts, could not be sold. For this reason, the Fund continues to hold positions with exposure to Russia that are not included within the Hartford Multifactor Emerging Markets Equity Index, which may affect the performance of the Fund relative to the index.
You cannot invest directly in an index.
See "Benchmark Glossary" for benchmark descriptions.
The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.44%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 03/31/2023.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • The Fund is not actively managed but rather attempts to track the performance of an index. The Fund’s returns may diverge from that of the index. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political, economic and regulatory developments. These risks may be greater, and include additional risks, for investments in emerging markets and in particular geographic regions or countries. • Investments focused in a country, region, industry or group of industries may increase volatility and risk.
Composition by Sector(1)
as of 03/31/2023
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 10.2%
Consumer Discretionary 12.7
Consumer Staples 7.7
Energy 6.5
Financials 20.5
Health Care 5.2
Industrials 4.1
Information Technology 19.5
Materials 6.4
Real Estate 1.9
Utilities 4.4
Total 99.1%
Other Assets & Liabilities 0.9
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.
 

6


Table of Contents
Hartford Multifactor Small Cap ETF
 Fund Overview
 March 31, 2023 (Unaudited) 

Inception 03/23/2015
Sub-advised by Mellon Investments Corporation
Investment objective – The Fund seeks to provide investment results that, before fees and expenses, correspond to the total return performance of an index that tracks the performance of small capitalization exchange traded equity securities.
Average Annual Total Returns
for the Periods Ended 03/31/2023
  Six Months1 1 Year 5 Years Since
Inception2
Multifactor Small Cap ETF (NAV Return) 12.49% -4.77% 5.13% 7.08%
Multifactor Small Cap ETF (Market Price Return) 12.39% -4.87% 4.98% 7.08%
Hartford Multifactor Small Cap Index 12.69% -4.49% 9.27% 3
Russell 2000 Index (Gross) 9.14% -11.61% 4.71% 5.94%
    
1 Not annualized.
2 Inception: 03/23/2015
3 The Hartford Multifactor Small Cap Index commenced operations on 06/28/2019. Reflects annualized returns starting on 06/28/2019. 
Performance information prior to 11/06/2019 reflects the Fund’s performance when it tracked its prior index.
Information regarding how often shares of the Fund traded on NYSE Arca, Inc. (“NYSE Arca”) at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The 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 Russell 2000 Index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.
You cannot invest directly in an index.
See "Benchmark Glossary" for benchmark descriptions.
The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.34%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 03/31/2023.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • The Fund is not actively managed but rather attempts to track the performance of an index. The Fund’s returns may diverge from that of the index. • Small cap securities can have greater risks, including liquidity risk, and volatility than large-cap securities. • Investments focused in a particular industry or group of industries are subject to greater market volatility risk.
Composition by Sector(1)
as of 03/31/2023
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 3.4%
Consumer Discretionary 13.9
Consumer Staples 6.4
Energy 2.2
Financials 15.0
Health Care 17.5
Industrials 16.5
Information Technology 12.7
Materials 6.1
Real Estate 5.2
Utilities 0.5
Total 99.4%
Short-Term Investments 0.6
Other Assets & Liabilities 0.0 *
Total 100.0%
    
* Percentage rounds to zero.
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.
 

7


Table of Contents
Hartford Multifactor US Equity ETF
 Fund Overview
 March 31, 2023 (Unaudited) 

Inception 02/25/2015
Sub-advised by Mellon Investments Corporation
Investment objective – The Fund seeks to provide investment results that, before fees and expenses, correspond to the total return performance of an index that tracks the performance of exchange traded U.S. equity securities.
Average Annual Total Returns
for the Periods Ended 03/31/2023
  Six Months1 1 Year 5 Years Since
Inception2
Multifactor US Equity ETF (NAV Return) 14.22% -3.32% 7.28% 8.00%
Multifactor US Equity ETF (Market Price Return) 14.10% -3.36% 7.26% 7.99%
Hartford Multifactor Large Cap Index 14.33% -3.13% 8.70% 3
Russell 1000 Index (Gross) 15.24% -8.39% 10.87% 10.32%
    
1 Not annualized.
2 Inception: 02/25/2015
3 The Hartford Multifactor Large Cap Index commenced operations on 06/28/2019. Reflects annualized returns starting on 06/28/2019.
Performance information prior to 09/11/2019 reflects the Fund’s performance when it tracked its prior index.
Information regarding how often shares of the Fund traded on NYSE Arca, Inc. (“NYSE Arca”) at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at hartfordfunds.com.
PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The 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 Russell 1000 Index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.
You cannot invest directly in an index.
See "Benchmark Glossary" for benchmark descriptions.
The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.19%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended 03/31/2023.
Important Risks
Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • The Fund is not actively managed but rather attempts to track the performance of an index. The Fund’s returns may diverge from that of the index. • Investments focused in an industry or group of industries may increase volatility and risk.
Composition by Sector(1)
as of 03/31/2023
Sector Percentage
of Net Assets
Equity Securities  
Communication Services 8.0%
Consumer Discretionary 8.5
Consumer Staples 8.9
Energy 3.1
Financials 11.0
Health Care 16.0
Industrials 11.5
Information Technology 21.9
Materials 4.6
Real Estate 1.3
Utilities 4.8
Total 99.6%
Short-Term Investments 0.1
Other Assets & Liabilities 0.3
Total 100.0%
    
(1) A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.
  
 

8


Table of Contents
Hartford Multifactor ETFs
Benchmark Glossary (Unaudited)

Hartford Disciplined US Equity Index seeks to enhance return potential available from investments in US large-cap equities through multifactor security selection to target balanced and consistent exposures across value, momentum and quality factors while seeking to enhance dividend yield, control for total active risk, and reduce volatility.
Hartford Longevity Economy Index seeks to generate attractive risk-adjusted returns by investing in companies that comprise industries that reflect certain themes that are expected to benefit from the growth of the aging population and the substantial buying power it represents and also exhibit a favorable combination of factor characteristics including valuation, momentum, and quality.
Hartford Multifactor Diversified International Index seeks to enhance return potential available from investment in developed market (excluding the US) and emerging market companies by selecting equity securities exhibiting a favorable combination of factors, including value, momentum, and quality while reducing volatility by up to fifteen-percent over a complete market cycle.
Hartford Multifactor Emerging Markets Equity Index seeks to enhance return potential available from investment in emerging market companies by selecting equity securities exhibiting a favorable combination of factors, including value, momentum, and quality while reducing volatility by up to fifteen-percent over a complete market cycle. 
Hartford Multifactor Large Cap Index seeks to enhance return potential available from investment in the initial capitalization-weighted universe by selecting equity securities exhibiting a favorable combination of factors, including value, momentum, and quality while reducing volatility by up to fifteen-percent over a complete market cycle.
Hartford Multifactor Small Cap Index seeks to enhance return potential available from investment in a capitalization-weighted universe of US small capitalization equities by selecting equity securities exhibiting a favorable combination of factors, including value, momentum, and quality while reducing volatility by up to fifteen-percent over a complete market cycle.
Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index seeks to address risks and opportunities within developed market stocks located outside the US by selecting equity securities exhibiting a favorable combination of factors, including value, momentum, and quality while reducing volatility by up to fifteen-percent over a complete market cycle. 
MSCI ACWI (All Country World) ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities across developed markets (excluding the US) and emerging market countries.
MSCI Emerging Markets Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities across emerging market countries.
MSCI World ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap securities across developed markets countries (excluding the US).
Additional Information Regarding MSCI Indices.
Neither MSCI nor any other party involved in or related to compiling, computing or creating the MSCI data makes any express or implied warranties or representations with respect to such data (or the results to be obtained by the use thereof), and all such parties hereby expressly disclaim all warranties of originality, accuracy, completeness, merchantability or fitness for a particular purpose with respect to any of such data. Without limiting any of the foregoing, in no event shall MSCI, any of its affiliates or any third party involved in or related to compiling, computing or creating the data have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) even if notified of the possibility of such damages. No further distribution or dissemination of the MSCI data is permitted without MSCI’s express written consent.
Russell 1000 Index (Gross) (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the 1,000 largest companies in the Russell 3000 Index. The Russell 3000 Index is designed to measure the performance of the 3,000 largest US companies based on total market capitalization.
Russell 2000 Index (Gross) (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of 2,000 of the smallest US-domiciled company common stocks based on a combination of their market capitalization and current index membership.
Russell 3000 Index (Gross) (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the 3,000 largest US companies based on total market capitalization.
 

9


Table of Contents
Hartford Multifactor ETFs
Expense Examples (Unaudited)

Your Fund's Expenses
As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including brokerage commissions paid on purchases and sales of Fund shares and (2) ongoing costs, including investment management fees and certain other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other exchange-traded funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of October 1, 2022 through March 31, 2023, except as indicated 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 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 182/365 (to reflect the one-half year period).
  Actual Return   Hypothetical (5% return before expenses)
  Beginning
Account Value
October 1, 2022
  Ending
Account Value
March 31, 2023
  Expenses Paid
During the Period
October 1, 2022
through
March 31, 2023
  Beginning
Account Value
October 1, 2022
  Ending
Account Value
March 31, 2023
  Expenses Paid
During the Period
October 1, 2022
through
March 31, 2023
  Annualized
expense
ratio
Hartford Disciplined US Equity ETF(1) $ 1,000.00   $ 1,039.30   $ 0.72(2)   $ 1,000.00   $ 1,023.98   $ 0.96(3)   0.19%
Hartford Longevity Economy ETF $ 1,000.00   $ 1,133.90   $ 2.34   $ 1,000.00   $ 1,022.74   $ 2.22   0.44%
Hartford Multifactor Developed Markets (ex-US) ETF $ 1,000.00   $ 1,216.40   $ 1.60   $ 1,000.00   $ 1,023.49   $ 1.46   0.29%
Hartford Multifactor Diversified International ETF $ 1,000.00   $ 1,200.60   $ 1.59   $ 1,000.00   $ 1,023.49   $ 1.46   0.29%
Hartford Multifactor Emerging Markets ETF $ 1,000.00   $ 1,162.30   $ 2.37   $ 1,000.00   $ 1,022.74   $ 2.22   0.44%
Hartford Multifactor Small Cap ETF $ 1,000.00   $ 1,124.90   $ 1.80   $ 1,000.00   $ 1,023.24   $ 1.72   0.34%
Hartford Multifactor US Equity ETF $ 1,000.00   $ 1,142.20   $ 1.01   $ 1,000.00   $ 1,023.98   $ 0.96   0.19%
    
(1) Hartford Disciplined US Equity ETF commenced operations on November 16, 2022.  
(2) Expenses paid during the period from November 16, 2022 (commencement of operations) through March 31, 2023.
(3) Please note that while the Fund commenced operations on November 16, 2022, 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 was in effect during the period October 1, 2022 to March 31, 2023.

10


Table of Contents
Hartford Disciplined US Equity ETF
Schedule of Investments
March 31, 2023 (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8%
  Automobiles & Components - 1.6%
   18 Autoliv, Inc. $     1,680
  232 BorgWarner, Inc.     11,394
1,427 Ford Motor Co.     17,980
   92 General Motors Co.      3,375
  320 Tesla, Inc.*     66,387
   11 Thor Industries, Inc.       876
      101,692
  Banks - 2.6%
670 Bank of America Corp. 19,162
336 Citigroup, Inc. 15,755
180 Huntington Bancshares, Inc. 2,016
611 JPMorgan Chase & Co. 79,619
509 New York Community Bancorp, Inc. 4,601
90 PNC Financial Services Group, Inc. 11,439
356 Regions Financial Corp. 6,607
177 Truist Financial Corp. 6,036
36 U.S. Bancorp 1,298
347 Wells Fargo & Co. 12,971
      159,504
  Capital Goods - 5.5%
259 3M Co. 27,223
53 AGCO Corp. 7,166
30 Axon Enterprise, Inc.* 6,745
160 BWX Technologies, Inc. 10,086
45 Carlisle Cos., Inc. 10,173
53 Caterpillar, Inc. 12,128
135 Cummins, Inc. 32,249
61 Deere & Co. 25,186
15 Eaton Corp. PLC 2,570
8 GATX Corp. 880
11 Honeywell International, Inc. 2,102
63 Hubbell, Inc. 15,329
61 Illinois Tool Works, Inc. 14,850
144 Lincoln Electric Holdings, Inc. 24,350
35 Lockheed Martin Corp. 16,546
258 MSC Industrial Direct Co., Inc. Class A 21,672
16 Northrop Grumman Corp. 7,387
505 PACCAR, Inc. 36,966
55 Plug Power, Inc.* 645
75 Raytheon Technologies Corp. 7,345
16 Rockwell Automation, Inc. 4,695
37 Timken Co. 3,024
116 Toro Co. 12,895
18 Trane Technologies PLC 3,312
171 Triton International Ltd. 10,811
96 UFP Industries, Inc. 7,629
103 Vertiv Holdings Co. 1,474
102 Watts Water Technologies, Inc. Class A 17,169
      342,607
  Commercial & Professional Services - 1.5%
113 Booz Allen Hamilton Holding Corp. Class A 10,474
16 Cintas Corp. 7,403
99 Concentrix Corp. 12,033
92 Copart, Inc.* 6,919
569 Robert Half International, Inc. 45,844
15 Science Applications International Corp. 1,612
51 Waste Management, Inc. 8,322
      92,607
  Consumer Discretionary Distribution & Retail - 4.4%
164 Academy Sports & Outdoors, Inc. 10,701
1,386 Amazon.com, Inc.* 143,160
28 Best Buy Co., Inc. 2,192
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8% - (continued)
  Consumer Discretionary Distribution & Retail - 4.4% - (continued)
   20 Genuine Parts Co. $     3,346
  224 Home Depot, Inc.     66,107
   95 Lowe's Cos., Inc.     18,997
    3 MercadoLibre, Inc.*      3,954
   14 TJX Cos., Inc.      1,097
   55 Tractor Supply Co.     12,927
12 Ulta Beauty, Inc.* 6,548
7 Williams-Sonoma, Inc. 852
      269,881
  Consumer Durables & Apparel - 0.7%
29 Crocs, Inc.* 3,667
95 D R Horton, Inc. 9,281
234 Hasbro, Inc. 12,563
168 NIKE, Inc. Class B 20,603
      46,114
  Consumer Services - 2.6%
111 Airbnb, Inc. Class A* 13,808
6 Booking Holdings, Inc.* 15,915
28 Boyd Gaming Corp. 1,795
39 Choice Hotels International, Inc. 4,570
16 H&R Block, Inc. 564
128 McDonald's Corp. 35,790
552 Starbucks Corp. 57,480
11 Texas Roadhouse, Inc. 1,189
33 Vail Resorts, Inc. 7,711
184 Yum! Brands, Inc. 24,303
      163,125
  Consumer Staples Distribution & Retail - 1.9%
22 Casey's General Stores, Inc. 4,762
61 Costco Wholesale Corp. 30,309
118 Dollar General Corp. 24,834
82 Kroger Co. 4,048
57 Target Corp. 9,441
297 Walmart, Inc. 43,793
      117,187
  Energy - 3.8%
369 Chevron Corp. 60,206
113 Civitas Resources, Inc. 7,722
333 ConocoPhillips 33,037
378 Coterra Energy, Inc. 9,276
168 EOG Resources, Inc. 19,258
832 Exxon Mobil Corp. 91,237
107 Kinder Morgan, Inc. 1,874
44 Marathon Petroleum Corp. 5,932
23 Pioneer Natural Resources Co. 4,698
6 Valero Energy Corp. 838
      234,078
  Equity Real Estate Investment Trusts (REITs) - 4.1%
437 Agree Realty Corp. REIT 29,983
994 Americold Realty Trust, Inc. REIT 28,279
329 Apartment Income Corp. REIT 11,781
527 Apple Hospitality, Inc. REIT 8,179
61 AvalonBay Communities, Inc. REIT 10,252
64 Boston Properties, Inc. REIT 3,464
10 Equinix, Inc. REIT 7,210
56 Equity Residential REIT 3,360
8 Essex Property Trust, Inc. REIT 1,673
261 Gaming & Leisure Properties, Inc. REIT 13,588
798 Host Hotels & Resorts, Inc. REIT 13,159
77 Iron Mountain, Inc. REIT 4,074
218 Lamar Advertising Co. Class A, REIT 21,776
 
The accompanying notes are an integral part of these financial statements.

11


Table of Contents
Hartford Disciplined US Equity ETF
Schedule of Investments – (continued)
March 31, 2023 (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8% - (continued)
  Equity Real Estate Investment Trusts (REITs) - 4.1% - (continued)
  196 National Retail Properties, Inc. REIT $     8,653
   92 Omega Healthcare Investors, Inc. REIT      2,522
   79 Phillips Edison & Co., Inc. REIT      2,577
  414 PotlatchDeltic Corp. REIT     20,493
   29 Prologis, Inc. REIT      3,618
   21 Public Storage REIT      6,345
337 Realty Income Corp. REIT 21,339
34 Spirit Realty Capital, Inc. REIT 1,355
23 Terreno Realty Corp. REIT 1,486
283 VICI Properties, Inc. REIT 9,231
276 WP Carey, Inc. REIT 21,376
      255,773
  Financial Services - 6.7%
3,179 AGNC Investment Corp. REIT 32,044
100 American Express Co. 16,495
11 Ameriprise Financial, Inc. 3,372
1,285 Annaly Capital Management, Inc. REIT 24,556
409 Bank of New York Mellon Corp. 18,585
127 Berkshire Hathaway, Inc. Class B* 39,214
29 BlackRock, Inc. 19,404
116 Cboe Global Markets, Inc. 15,572
101 Charles Schwab Corp. 5,290
19 Goldman Sachs Group, Inc. 6,215
119 Houlihan Lokey, Inc. 10,411
270 Interactive Brokers Group, Inc. Class A 22,291
158 Jack Henry & Associates, Inc. 23,814
22 Jefferies Financial Group, Inc. 698
7 LPL Financial Holdings, Inc. 1,417
94 Mastercard, Inc. Class A 34,161
255 Morgan Stanley 22,389
47 MSCI, Inc. 26,305
107 PayPal Holdings, Inc.* 8,126
56 State Street Corp. 4,239
28 Tradeweb Markets, Inc. Class A 2,213
276 Visa, Inc. Class A 62,227
131 Voya Financial, Inc. 9,361
817 Western Union Co. 9,110
      417,509
  Food, Beverage & Tobacco - 5.3%
821 Altria Group, Inc. 36,633
415 Archer-Daniels-Midland Co. 33,059
15 Bunge Ltd. 1,433
317 Coca-Cola Co. 19,663
103 Hershey Co. 26,204
230 Ingredion, Inc. 23,398
45 J M Smucker Co. 7,082
119 Kellogg Co. 7,968
150 Lancaster Colony Corp. 30,432
168 Monster Beverage Corp.* 9,074
497 PepsiCo., Inc. 90,603
409 Philip Morris International, Inc. 39,775
58 Tyson Foods, Inc. Class A 3,441
      328,765
  Health Care Equipment & Services - 3.3%
296 Abbott Laboratories 29,973
9 Align Technology, Inc.* 3,007
55 AmerisourceBergen Corp. 8,806
8 Cigna Group 2,044
55 Dexcom, Inc.* 6,390
135 Hologic, Inc.* 10,894
429 Medtronic PLC 34,586
11 Penumbra, Inc.* 3,066
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8% - (continued)
  Health Care Equipment & Services - 3.3% - (continued)
  220 Quest Diagnostics, Inc. $    31,126
   94 ResMed, Inc.     20,585
   97 UnitedHealth Group, Inc.     45,841
   40 Veeva Systems, Inc. Class A*     7,352
      203,670
  Household & Personal Products - 1.5%
453 Colgate-Palmolive Co. 34,043
98 Estee Lauder Cos., Inc. Class A 24,153
214 Procter & Gamble Co. 31,820
      90,016
  Insurance - 1.8%
241 Aflac, Inc. 15,549
33 American Financial Group, Inc. 4,010
6 Aon PLC Class A 1,892
15 Arthur J Gallagher & Co. 2,870
24 Chubb Ltd. 4,660
20 Erie Indemnity Co. Class A 4,633
253 Marsh & McLennan Cos., Inc. 42,137
65 Old Republic International Corp. 1,623
216 Principal Financial Group, Inc. 16,053
70 Travelers Cos., Inc. 11,999
22 Willis Towers Watson PLC 5,112
      110,538
  Materials - 2.2%
37 Air Products & Chemicals, Inc. 10,627
4 Avery Dennison Corp. 716
134 CF Industries Holdings, Inc. 9,714
98 Dow, Inc. 5,372
93 FMC Corp. 11,358
64 Freeport-McMoRan, Inc. 2,618
275 Graphic Packaging Holding Co. 7,010
256 Huntsman Corp. 7,004
34 Linde PLC 12,085
195 LyondellBasell Industries NV Class A 18,309
106 Mosaic Co. 4,863
103 Packaging Corp. of America 14,299
62 Reliance Steel & Aluminum Co. 15,918
127 RPM International, Inc. 11,079
118 Sonoco Products Co. 7,198
      138,170
  Media & Entertainment - 6.9%
32 Activision Blizzard, Inc. 2,739
1,786 Alphabet, Inc. Class A* 185,262
557 Comcast Corp. Class A 21,116
105 Electronic Arts, Inc. 12,647
405 Interpublic Group of Cos., Inc. 15,082
75 Live Nation Entertainment, Inc.* 5,250
112 Match Group, Inc.* 4,300
197 Meta Platforms, Inc. Class A* 41,752
71 Netflix, Inc.* 24,529
607 New York Times Co. Class A 23,600
46 Nexstar Media Group, Inc. Class A 7,942
98 Omnicom Group, Inc. 9,245
42 ROBLOX Corp. Class A* 1,889
591 Snap, Inc. Class A* 6,625
1,451 TEGNA, Inc. 24,537
15 Trade Desk, Inc. Class A* 914
108 Walt Disney Co.* 10,814
296 World Wrestling Entertainment, Inc. Class A 27,013
21 Ziff Davis, Inc.* 1,639
      426,895
 
The accompanying notes are an integral part of these financial statements.

12


Table of Contents
Hartford Disciplined US Equity ETF
Schedule of Investments – (continued)
March 31, 2023 (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8% - (continued)
  Pharmaceuticals, Biotechnology & Life Sciences - 10.1%
  519 AbbVie, Inc. $    82,713
  197 Agilent Technologies, Inc.     27,253
   17 Alnylam Pharmaceuticals, Inc.*      3,405
   82 Amgen, Inc.     19,823
  908 Bristol-Myers Squibb Co.     62,933
   30 Corteva, Inc.      1,809
182 Danaher Corp. 45,871
57 Eli Lilly & Co. 19,575
648 Gilead Sciences, Inc. 53,764
19 Horizon Therapeutics PLC* 2,074
177 Incyte Corp.* 12,792
537 Johnson & Johnson 83,235
699 Merck & Co., Inc. 74,367
24 Moderna, Inc.* 3,686
703 Organon & Co. 16,535
1,166 Pfizer, Inc. 47,573
13 Regeneron Pharmaceuticals, Inc.* 10,682
67 Thermo Fisher Scientific, Inc. 38,617
25 Vertex Pharmaceuticals, Inc.* 7,877
1,240 Viatris, Inc. 11,929
      626,513
  Semiconductors & Semiconductor Equipment - 5.9%
93 Analog Devices, Inc. 18,341
36 Applied Materials, Inc. 4,422
94 Broadcom, Inc. 60,305
17 Diodes, Inc.* 1,577
32 Enphase Energy, Inc.* 6,729
474 Intel Corp. 15,485
13 KLA Corp. 5,189
10 Microchip Technology, Inc. 838
137 Micron Technology, Inc. 8,267
298 NVIDIA Corp. 82,775
27 NXP Semiconductors NV 5,035
59 ON Semiconductor Corp.* 4,857
189 Power Integrations, Inc. 15,997
179 QUALCOMM, Inc. 22,837
273 Rambus, Inc.* 13,994
149 Skyworks Solutions, Inc. 17,579
422 Texas Instruments, Inc. 78,496
      362,723
  Software & Services - 12.4%
119 Accenture PLC Class A 34,011
68 Adobe, Inc.* 26,205
34 Autodesk, Inc.* 7,077
18 BILL Holdings, Inc.* 1,461
416 Box, Inc. Class A* 11,145
87 Cadence Design Systems, Inc.* 18,278
576 Cognizant Technology Solutions Corp. Class A 35,096
66 Crowdstrike Holdings, Inc. Class A* 9,059
87 Datadog, Inc. Class A* 6,321
641 Dolby Laboratories, Inc. Class A 54,754
1,221 Dropbox, Inc. Class A* 26,398
62 Dynatrace, Inc.* 2,623
57 Elastic NV* 3,300
8 Fair Isaac Corp.* 5,622
64 Five9, Inc.* 4,627
315 Gen Digital, Inc. 5,405
193 GoDaddy, Inc. Class A* 15,000
20 HubSpot, Inc.* 8,575
222 International Business Machines Corp. 29,102
58 Intuit, Inc. 25,858
916 Microsoft Corp. 264,083
38 MongoDB, Inc.* 8,859
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8% - (continued)
  Software & Services - 12.4% - (continued)
  484 Oracle Corp. $    44,973
   46 Palo Alto Networks, Inc.*      9,188
   21 Paycom Software, Inc.*      6,384
   65 PTC, Inc.*      8,335
   83 Salesforce, Inc.*     16,582
   69 Splunk, Inc.*      6,616
14 Synopsys, Inc.* 5,407
133 VeriSign, Inc.* 28,107
35 Workday, Inc. Class A* 7,229
191 Workiva, Inc.* 19,560
149 Zoom Video Communications, Inc. Class A* 11,002
18 Zscaler, Inc.* 2,103
      768,345
  Technology Hardware & Equipment - 7.4%
2,055 Apple, Inc. 338,869
11 CDW Corp. 2,144
1,239 Cisco Systems, Inc. 64,769
96 HP, Inc. 2,818
34 Jabil, Inc. 2,997
137 Juniper Networks, Inc. 4,716
48 Keysight Technologies, Inc.* 7,751
397 National Instruments Corp. 20,807
210 Seagate Technology Holdings PLC 13,885
      458,756
  Telecommunication Services - 2.2%
2,450 AT&T, Inc. 47,163
42 T-Mobile U.S., Inc.* 6,083
2,062 Verizon Communications, Inc. 80,191
      133,437
  Transportation - 2.3%
120 CH Robinson Worldwide, Inc. 11,924
215 Expeditors International of Washington, Inc. 23,676
188 Landstar System, Inc. 33,701
35 Old Dominion Freight Line, Inc. 11,930
25 Ryder System, Inc. 2,231
103 Uber Technologies, Inc.* 3,265
331 U-Haul Holding Co. 19,744
192 United Parcel Service, Inc. Class B 37,246
      143,717
  Utilities - 3.1%
241 AES Corp. 5,803
900 Clearway Energy, Inc. 28,197
16 CMS Energy Corp. 982
93 DTE Energy Co. 10,187
267 Duke Energy Corp. 25,758
424 Edison International 29,930
67 National Fuel Gas Co. 3,869
169 New Jersey Resources Corp. 8,991
629 OGE Energy Corp. 23,688
48 Ormat Technologies, Inc. 4,069
103 PG&E Corp.* 1,666
387 PNM Resources, Inc. 18,839
 
The accompanying notes are an integral part of these financial statements.

13


Table of Contents
Hartford Disciplined US Equity ETF
Schedule of Investments – (continued)
March 31, 2023 (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8% - (continued)
  Utilities - 3.1% - (continued)
   93 Sempra Energy $    14,058
  185 Southern Co.     12,872
      188,909
  Total Common Stocks
(cost $5,963,828)
  $ 6,180,531
  Total Investments
(cost $5,963,828)
99.8% $ 6,180,531
  Other Assets and Liabilities 0.2% 11,686
  Total Net Assets 100.0% $ 6,192,217
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.
 
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of March 31, 2023 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components    $  101,692   $  101,692   $ —   $ —
Banks    159,504   159,504    
Capital Goods    342,607   342,607    
Commercial & Professional Services    92,607   92,607    
Consumer Discretionary Distribution & Retail    269,881   269,881    
Consumer Durables & Apparel    46,114   46,114    
Consumer Services    163,125   163,125    
Consumer Staples Distribution & Retail    117,187   117,187    
Energy    234,078   234,078    
Equity Real Estate Investment Trusts (REITs)    255,773   255,773    
Financial Services    417,509   417,509    
Food, Beverage & Tobacco    328,765   328,765    
Health Care Equipment & Services    203,670   203,670    
Household & Personal Products    90,016   90,016    
Insurance    110,538   110,538    
Materials    138,170   138,170    
Media & Entertainment    426,895   426,895    
Pharmaceuticals, Biotechnology & Life Sciences    626,513   626,513    
Semiconductors & Semiconductor Equipment    362,723   362,723    
Software & Services    768,345   768,345    
Technology Hardware & Equipment    458,756   458,756    
Telecommunication Services    133,437   133,437    
Transportation    143,717   143,717    
Utilities    188,909   188,909    
Total   $ 6,180,531   $ 6,180,531   $ —   $ —
    
(1) For the period ended March 31, 2023, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.

14


Table of Contents
Hartford Longevity Economy ETF
Schedule of Investments
March 31, 2023 (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.9%
  Automobiles & Components - 1.4%
    87 BorgWarner, Inc. $     4,272
   385 Ford Motor Co.      4,851
   317 General Motors Co.     11,627
    56 LCI Industries      6,153
   349 Patrick Industries, Inc.     24,015
   462 Thor Industries, Inc.     36,794
451 Winnebago Industries, Inc. 26,023
      113,735
  Banks - 4.1%
581 Bank of America Corp. 16,616
1,393 Citigroup, Inc. 65,318
493 Citizens Financial Group, Inc. 14,972
366 FNB Corp. 4,246
119 Heritage Financial Corp. 2,547
215 Hilltop Holdings, Inc. 6,379
1,860 Huntington Bancshares, Inc. 20,832
314 International Bancshares Corp. 13,445
499 JPMorgan Chase & Co. 65,025
118 M&T Bank Corp. 14,109
524 OFG Bancorp 13,068
89 Peoples Bancorp, Inc. 2,292
37 PNC Financial Services Group, Inc. 4,703
1,828 Regions Financial Corp. 33,928
305 S&T Bancorp, Inc. 9,592
288 Towne Bank 7,675
99 Truist Financial Corp. 3,376
335 U.S. Bancorp 12,077
710 Wells Fargo & Co. 26,540
134 WesBanco, Inc. 4,114
      340,854
  Capital Goods - 2.5%
113 3M Co. 11,877
51 AAR Corp.* 2,782
126 BWX Technologies, Inc. 7,943
118 General Dynamics Corp. 26,929
44 HEICO Corp. 7,526
292 Howmet Aerospace, Inc. 12,372
28 Huntington Ingalls Industries, Inc. 5,797
6 L3Harris Technologies, Inc. 1,177
91 Lockheed Martin Corp. 43,018
230 Moog, Inc. Class A 23,172
47 Northrop Grumman Corp. 21,701
191 Raytheon Technologies Corp. 18,705
393 Textron, Inc. 27,758
      210,757
  Consumer Discretionary Distribution & Retail - 7.8%
219 Academy Sports & Outdoors, Inc. 14,290
634 Best Buy Co., Inc. 49,623
959 Buckle, Inc. 34,227
225 Caleres, Inc. 4,867
175 Dick's Sporting Goods, Inc. 24,831
217 Dillard's, Inc. Class A 66,766
487 eBay, Inc. 21,608
230 Foot Locker, Inc. 9,129
185 Hibbett, Inc. 10,911
258 Home Depot, Inc. 76,141
1,718 Kohl's Corp. 40,442
303 Lowe's Cos., Inc. 60,591
3,977 Macy's, Inc. 69,558
3,284 Nordstrom, Inc.(1) 53,431
297 ODP Corp.* 13,359
119 Ross Stores, Inc. 12,629
79 Signet Jewelers Ltd. 6,145
369 TJX Cos., Inc. 28,915
88 Tractor Supply Co. 20,683
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.9% - (continued)
  Consumer Discretionary Distribution & Retail - 7.8% - (continued)
    39 Ulta Beauty, Inc.* $    21,281
    81 Williams-Sonoma, Inc.     9,854
      649,281
  Consumer Durables & Apparel - 3.8%
   146 Century Communities, Inc.      9,332
   548 D R Horton, Inc.     53,534
64 Garmin Ltd. 6,459
414 KB Home 16,635
73 Kontoor Brands, Inc. 3,532
715 La-Z-Boy, Inc. 20,792
525 Lennar Corp. Class A 55,183
1,003 Levi Strauss & Co. Class A 18,285
44 M/I Homes, Inc.* 2,776
563 MDC Holdings, Inc. 21,884
11 Meritage Homes Corp. 1,284
356 Newell Brands, Inc. 4,429
6 NVR, Inc.* 33,433
291 PulteGroup, Inc. 16,959
140 Ralph Lauren Corp. 16,334
70 Steven Madden Ltd. 2,520
312 Sturm Ruger & Co., Inc. 17,921
66 Tapestry, Inc. 2,845
156 Toll Brothers, Inc. 9,365
50 Whirlpool Corp. 6,601
      320,103
  Consumer Services - 2.6%
15 Booking Holdings, Inc.* 39,786
135 Boyd Gaming Corp. 8,656
121 Darden Restaurants, Inc. 18,774
179 Expedia Group, Inc.* 17,368
79 Hilton Worldwide Holdings, Inc. 11,129
99 Marriott International, Inc. Class A 16,438
42 Marriott Vacations Worldwide Corp. 5,664
47 McDonald's Corp. 13,142
39 Monarch Casino & Resort, Inc. 2,892
1,567 Perdoceo Education Corp.* 21,045
427 Red Rock Resorts, Inc. Class A 19,032
98 SeaWorld Entertainment, Inc.* 6,008
85 Starbucks Corp. 8,851
19 Vail Resorts, Inc. 4,440
172 Yum! Brands, Inc. 22,718
      215,943
  Consumer Staples Distribution & Retail - 3.1%
44 Costco Wholesale Corp. 21,862
139 Dollar General Corp. 29,254
154 Dollar Tree, Inc.* 22,107
247 Ingles Markets, Inc. Class A 21,909
835 Kroger Co. 41,224
286 PriceSmart, Inc. 20,443
37 Sysco Corp. 2,858
166 Target Corp. 27,495
311 Walgreens Boots Alliance, Inc. 10,754