NPORT-EX 2 NPORT_LS06_71163887_1222.htm
Hartford Disciplined US Equity ETF
Schedule of Investments
December 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8%
  Automobiles & Components - 1.8%
   10 Autoliv, Inc. $       766
1,668 Ford Motor Co.     19,399
   30 General Motors Co.      1,009
  979 Gentex Corp.     26,697
  305 Tesla, Inc.*    37,570
      85,441
  Banks - 2.6%
723 Bank of America Corp. 23,946
225 Citigroup, Inc. 10,177
20 Comerica, Inc. 1,337
447 JP Morgan Chase & Co. 59,943
95 PNC Financial Services Group, Inc. 15,004
15 Truist Financial Corp. 645
100 Umpqua Holdings Corp. 1,785
395 Wells Fargo & Co. 16,309
      129,146
  Capital Goods - 7.4%
429 3M Co. 51,446
5 Acuity Brands, Inc. 828
4 Carlisle Cos., Inc. 943
70 Caterpillar, Inc. 16,769
140 Cummins, Inc. 33,921
10 Deere & Co. 4,288
5 Eaton Corp. plc 785
80 Emerson Electric Co. 7,685
45 General Dynamics Corp. 11,165
35 General Electric Co. 2,933
55 Honeywell International, Inc. 11,786
57 Hubbell, Inc. 13,377
15 Illinois Tool Works, Inc. 3,305
42 L3Harris Technologies, Inc. 8,745
145 Lincoln Electric Holdings, Inc. 20,951
67 Lockheed Martin Corp. 32,595
269 MSC Industrial Direct Co., Inc. Class A 21,977
50 Northrop Grumman Corp. 27,280
35 nVent Electric plc 1,346
95 Otis Worldwide Corp. 7,439
150 PACCAR, Inc. 14,845
135 Raytheon Technologies Corp. 13,624
45 Snap-on, Inc. 10,282
295 Triton International Ltd. 20,290
50 UFP Industries, Inc. 3,962
15 Watsco, Inc. 3,741
85 Watts Water Technologies, Inc. Class A 12,430
      358,738
  Commercial & Professional Services - 1.0%
20 Booz Allen Hamilton Holding Corp. Class A 2,091
15 Cintas Corp. 6,774
245 Robert Half International, Inc. 18,088
135 Waste Management, Inc. 21,179
      48,132
  Consumer Durables & Apparel - 1.0%
15 Crocs, Inc.* 1,627
35 Hasbro, Inc. 2,135
370 Mattel, Inc.* 6,601
193 NIKE, Inc. Class B 22,583
117 Ralph Lauren Corp. 12,363
70 Tempur Sealy International, Inc. 2,403
      47,712
  Consumer Services - 4.2%
97 Airbnb, Inc. Class A* 8,294
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8% - (continued)
  Consumer Services - 4.2% - (continued)
    1 Booking Holdings, Inc.* $     2,015
  120 Boyd Gaming Corp.      6,544
    1 Chipotle Mexican Grill, Inc.*      1,387
  115 Choice Hotels International, Inc.     12,954
   20 Churchill Downs, Inc.      4,229
   51 Domino's Pizza, Inc.     17,666
155 H&R Block, Inc. 5,659
20 Hilton Worldwide Holdings, Inc. 2,527
5 Marriott International, Inc. Class A 744
247 McDonald's Corp. 65,092
319 Starbucks Corp. 31,645
40 Texas Roadhouse, Inc. Class A 3,638
25 Vail Resorts, Inc. 5,959
10 Wyndham Hotels & Resorts, Inc. 713
290 Yum! Brands, Inc. 37,143
      206,209
  Diversified Financials - 6.5%
2,059 AGNC Investment Corp. REIT 21,311
110 American Express Co. 16,252
750 Annaly Capital Management, Inc. REIT 15,810
280 Bank of New York Mellon Corp. 12,746
197 Berkshire Hathaway, Inc. Class B* 60,853
175 Cboe Global Markets, Inc. 21,957
160 Charles Schwab Corp. 13,322
107 CME Group, Inc. 17,993
15 Evercore, Inc. Class A 1,636
37 FactSet Research Systems, Inc. 14,845
40 Goldman Sachs Group, Inc. 13,735
195 Houlihan Lokey, Inc. 16,996
85 Interactive Brokers Group, Inc. Class A 6,150
137 Intercontinental Exchange, Inc. 14,055
58 LPL Financial Holdings, Inc. 12,538
5 Moody's Corp. 1,393
135 Morgan Stanley 11,478
36 Morningstar, Inc. 7,797
23 MSCI, Inc. 10,699
100 Nasdaq, Inc. 6,135
80 Northern Trust Corp. 7,079
165 OneMain Holdings, Inc. 5,496
57 T Rowe Price Group, Inc. 6,216
      316,492
  Energy - 3.7%
185 Baker Hughes Co. 5,463
305 Chevron Corp. 54,744
210 ConocoPhillips 24,780
45 Coterra Energy, Inc. 1,106
130 EOG Resources, Inc. 16,837
623 Exxon Mobil Corp. 68,717
12 Pioneer Natural Resources Co. 2,741
140 Williams Cos., Inc. 4,606
      178,994
  Food & Staples Retailing - 1.1%
65 Costco Wholesale Corp. 29,672
165 Kroger Co. 7,356
135 Walmart, Inc. 19,142
      56,170
  Food, Beverage & Tobacco - 4.6%
465 Altria Group, Inc. 21,255
230 Archer-Daniels-Midland Co. 21,356
103 Bunge Ltd. 10,276
406 Coca-Cola Co. 25,826
50 Hershey Co. 11,579
 

1

Hartford Disciplined US Equity ETF
Schedule of Investments – (continued)
December 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8% - (continued)
  Food, Beverage & Tobacco - 4.6% - (continued)
  175 Kellogg Co. $    12,467
  115 Keurig Dr Pepper, Inc.      4,101
  376 PepsiCo., Inc.     67,928
  344 Philip Morris International, Inc.     34,816
  209 Tyson Foods, Inc. Class A    13,010
      222,614
  Health Care Equipment & Services - 3.7%
345 Abbott Laboratories 37,878
3 Becton Dickinson and Co. 763
70 CVS Health Corp. 6,523
85 DexCom, Inc.* 9,625
3 Elevance Health, Inc. 1,539
200 Hologic, Inc.* 14,962
255 Medtronic plc 19,819
133 Quest Diagnostics, Inc. 20,806
75 ResMed, Inc. 15,610
90 UnitedHealth Group, Inc. 47,716
23 Veeva Systems, Inc. Class A* 3,712
      178,953
  Household & Personal Products - 1.1%
135 Colgate-Palmolive Co. 10,637
27 Estee Lauder Cos., Inc. Class A 6,699
5 Kimberly-Clark Corp. 679
226 Procter & Gamble Co. 34,252
      52,267
  Insurance - 2.0%
134 Aflac, Inc. 9,640
15 Allstate Corp. 2,034
45 American Financial Group, Inc. 6,178
55 American International Group, Inc. 3,478
25 Assurant, Inc. 3,126
36 Chubb Ltd. 7,942
45 Erie Indemnity Co. Class A 11,192
5 Hanover Insurance Group, Inc. 676
197 Marsh & McLennan Cos., Inc. 32,600
35 Principal Financial Group, Inc. 2,937
20 Prudential Financial, Inc. 1,989
86 Travelers Cos., Inc. 16,124
      97,916
  Materials - 1.6%
1,195 Amcor plc 14,232
77 CF Industries Holdings, Inc. 6,560
50 Dow, Inc. 2,520
25 FMC Corp. 3,120
195 LyondellBasell Industries N.V. Class A 16,191
20 Mosaic Co. 877
130 Packaging Corp. of America 16,628
45 Reliance Steel & Aluminum Co. 9,110
70 RPM International, Inc. 6,822
      76,060
  Media & Entertainment - 5.1%
90 Activision Blizzard, Inc. 6,890
1,433 Alphabet, Inc. Class A* 126,434
412 Comcast Corp. Class A 14,408
10 Live Nation Entertainment, Inc.* 697
100 Match Group, Inc.* 4,149
195 Meta Platforms, Inc. Class A* 23,466
50 Netflix, Inc.* 14,744
357 New York Times Co. Class A 11,588
32 Nexstar Media Group, Inc. Class A 5,601
30 Paramount Global Class B 506
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8% - (continued)
  Media & Entertainment - 5.1% - (continued)
1,160 Sirius XM Holdings, Inc. $     6,774
  400 Snap, Inc. Class A*      3,580
  855 TEGNA, Inc.     18,118
   10 Trade Desk, Inc. Class A*        448
  110 Walt Disney Co.*     9,557
      246,960
  Pharmaceuticals, Biotechnology & Life Sciences - 11.4%
502 AbbVie, Inc. 81,128
55 Agilent Technologies, Inc. 8,231
110 Amgen, Inc. 28,890
100 Bio-Techne Corp. 8,288
585 Bristol-Myers Squibb Co. 42,091
125 Corteva, Inc. 7,348
153 Danaher Corp. 40,609
3 Eli Lilly & Co. 1,098
15 Exact Sciences Corp.* 743
205 Exelixis, Inc.* 3,288
708 Gilead Sciences, Inc. 60,782
105 Horizon Therapeutics plc* 11,949
170 Incyte Corp.* 13,654
370 Johnson & Johnson 65,360
440 Merck & Co., Inc. 48,818
26 Moderna, Inc.* 4,670
60 Neurocrine Biosciences, Inc.* 7,166
905 Organon & Co. 25,277
957 Pfizer, Inc. 49,037
4 Regeneron Pharmaceuticals, Inc.* 2,886
5 Seagen, Inc.* 643
71 Thermo Fisher Scientific, Inc. 39,099
17 Vertex Pharmaceuticals, Inc.* 4,909
      555,964
  Real Estate - 4.5%
255 Agree Realty Corp. REIT 18,087
2 American Tower Corp. REIT 424
779 Americold Realty Trust, Inc. REIT 22,053
1,775 Broadstone Net Lease, Inc. REIT 28,773
30 Crown Castle, Inc. REIT 4,069
115 EPR Properties REIT 4,338
27 Equinix, Inc. REIT 17,686
180 Gaming and Leisure Properties, Inc. REIT 9,376
100 Host Hotels & Resorts, Inc. REIT 1,605
105 Iron Mountain, Inc. REIT 5,234
40 Kimco Realty Corp. REIT 847
105 Lamar Advertising Co. Class A REIT 9,912
360 Medical Properties Trust, Inc. REIT 4,010
155 National Retail Properties, Inc. REIT 7,093
110 Omega Healthcare Investors, Inc. REIT 3,075
325 Phillips Edison & Co., Inc. REIT 10,348
380 Physicians Realty Trust REIT 5,499
60 Prologis, Inc. REIT 6,764
35 Public Storage REIT 9,807
270 Rayonier, Inc. REIT 8,899
215 Realty Income Corp. REIT 13,637
65 Regency Centers Corp. REIT 4,063
50 STORE Capital Corp. REIT 1,603
230 VICI Properties, Inc. REIT 7,452
40 Weyerhaeuser Co. REIT 1,240
160 WP Carey, Inc. REIT 12,504
25 Zillow Group, Inc. Class C* 805
      219,203
  Retailing - 3.8%
1,137 Amazon.com, Inc.* 95,508
 

2

Hartford Disciplined US Equity ETF
Schedule of Investments – (continued)
December 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8% - (continued)
  Retailing - 3.8% - (continued)
   30 AutoNation, Inc.* $     3,219
  140 Best Buy Co., Inc.     11,230
   20 eBay, Inc.        829
  142 Home Depot, Inc.     44,852
   50 Lowe's Cos., Inc.      9,962
   85 Tractor Supply Co.     19,123
3 Ulta Beauty, Inc.* 1,407
      186,130
  Semiconductors & Semiconductor Equipment - 5.7%
30 Advanced Micro Devices, Inc.* 1,943
85 Analog Devices, Inc. 13,943
128 Applied Materials, Inc. 12,465
72 Broadcom, Inc. 40,257
31 Enphase Energy, Inc.* 8,214
668 Intel Corp. 17,655
45 KLA Corp. 16,966
45 Micron Technology, Inc. 2,249
10 Monolithic Power Systems, Inc. 3,536
397 NVIDIA Corp. 58,018
35 ON Semiconductor Corp.* 2,183
35 Onto Innovation, Inc.* 2,383
160 Power Integrations, Inc. 11,475
180 QUALCOMM, Inc. 19,789
45 Skyworks Solutions, Inc. 4,101
25 SolarEdge Technologies, Inc.* 7,082
118 Teradyne, Inc. 10,307
275 Texas Instruments, Inc. Class A 45,436
      278,002
  Software & Services - 15.2%
117 Accenture plc Class A 31,220
76 Adobe, Inc.* 25,576
56 Automatic Data Processing, Inc. 13,376
50 Box, Inc. Class A* 1,557
100 Broadridge Financial Solutions, Inc. 13,413
55 Cadence Design Systems, Inc.* 8,835
365 Cognizant Technology Solutions Corp. Class A 20,874
57 Concentrix Corp. 7,590
40 Crowdstrike Holdings, Inc. Class A* 4,212
20 Datadog, Inc. Class A* 1,470
420 Dolby Laboratories, Inc. Class A 29,627
845 Dropbox, Inc. Class A* 18,911
15 Dynatrace, Inc.* 575
70 GoDaddy, Inc. Class A* 5,237
10 HubSpot, Inc.* 2,891
215 International Business Machines Corp. 30,291
37 Intuit, Inc. 14,401
133 Jack Henry & Associates, Inc. 23,349
110 Mastercard, Inc. Class A 38,250
240 MAXIMUS, Inc. 17,599
922 Microsoft Corp. 221,114
30 MongoDB, Inc. Class A* 5,905
665 Nortonlifelock, Inc. 14,251
375 Oracle Corp. 30,653
85 Palo Alto Networks, Inc.* 11,861
162 Paychex, Inc. 18,721
15 Paycom Software, Inc.* 4,655
95 PayPal Holdings, Inc.* 6,766
25 Qualys, Inc.* 2,806
15 Rapid7, Inc.* 510
68 Salesforce, Inc.* 9,016
12 ServiceNow, Inc.* 4,659
50 Splunk, Inc.* 4,305
25 Synopsys, Inc.* 7,982
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8% - (continued)
  Software & Services - 15.2% - (continued)
   25 Twilio, Inc. Class A* $     1,224
  231 Visa, Inc. Class A     47,993
1,838 Western Union Co.     25,309
  150 Zoom Video Communications, Inc. Class A*     10,161
   10 Zscaler, Inc.*     1,119
      738,264
  Technology Hardware & Equipment - 6.9%
85 Allison Transmission Holdings, Inc. 3,536
1,833 Apple, Inc. 238,162
100 Avnet, Inc. 4,158
13 CDW Corp. 2,322
1,046 Cisco Systems, Inc. 49,831
95 Dell Technologies, Inc. Class C 3,821
515 HP, Inc. 13,838
45 Keysight Technologies, Inc.* 7,698
3 Motorola Solutions, Inc. 773
90 Pure Storage, Inc. Class A* 2,408
20 Seagate Technology Holdings plc 1,052
465 Vontier Corp. 8,989
      336,588
  Telecommunication Services - 1.7%
1,063 AT&T, Inc. 19,570
1,634 Verizon Communications, Inc. 64,379
      83,949
  Transportation - 1.9%
35 CSX Corp. 1,084
75 Expeditors International of Washington, Inc. 7,794
165 Landstar System, Inc. 26,878
13 Old Dominion Freight Line, Inc. 3,689
35 Southwest Airlines Co. 1,178
105 Uber Technologies, Inc.* 2,597
85 U-Haul Holding Co. 4,726
83 Union Pacific Corp. 17,187
156 United Parcel Service, Inc. Class B 27,119
      92,252
  Utilities - 1.3%
330 Clearway Energy, Inc. 10,517
65 Duke Energy Corp. 6,694
265 Edison International 16,859
100 Exelon Corp. 4,323
160 NRG Energy, Inc. 5,091
310 OGE Energy Corp. 12,261
90 Ormat Technologies, Inc. 7,783
15 Pinnacle West Capital Corp. 1,141
      64,669
  Total Common Stocks
(cost $4,989,449)
  $ 4,856,825
  Total Investments
(cost $4,989,449)
99.8% $ 4,856,825
  Other Assets and Liabilities 0.2% 9,186
  Total Net Assets 100.0% $ 4,866,011
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.
 

3

Hartford Disciplined US Equity ETF
Schedule of Investments – (continued)
December 31, 2022  (Unaudited) 

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.
For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components    $ 85,441   $ 85,441   $ —   $ —
Banks    129,146   129,146    
Capital Goods    358,738   358,738    
Commercial & Professional Services    48,132   48,132    
Consumer Durables & Apparel    47,712   47,712    
Consumer Services    206,209   206,209    
Diversified Financials    316,492   316,492    
Energy    178,994   178,994    
Food & Staples Retailing    56,170   56,170    
Food, Beverage & Tobacco    222,614   222,614    
Health Care Equipment & Services    178,953   178,953    
Household & Personal Products    52,267   52,267    
Insurance    97,916   97,916    
Materials    76,060   76,060    
Media & Entertainment    246,960   246,960    
Pharmaceuticals, Biotechnology & Life Sciences    555,964   555,964    
Real Estate    219,203   219,203    
Retailing    186,130   186,130    
Semiconductors & Semiconductor Equipment    278,002   278,002    
Software & Services    738,264   738,264    
Technology Hardware & Equipment    336,588   336,588    
Telecommunication Services    83,949   83,949    
Transportation    92,252   92,252    
Utilities    64,669   64,669    
Total   $ 4,856,825   $ 4,856,825   $ —   $ —
    
(1) For the period ended December 31, 2022, there were no transfers in and out of Level 3.

4

Hartford Longevity Economy ETF
Schedule of Investments
December 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8%
  Automobiles & Components - 1.9%
 2,307 Ford Motor Co. $    26,830
   365 General Motors Co.     12,279
   305 Standard Motor Products, Inc.     10,614
   606 Thor Industries, Inc.     45,747
   674 Winnebago Industries, Inc.    35,520
      130,990
  Banks - 4.2%
498 Bank of America Corp. 16,494
181 Banner Corp. 11,439
974 Citigroup, Inc. 44,054
295 Citizens Financial Group, Inc. 11,614
663 Fifth Third Bancorp 21,753
314 FNB Corp. 4,098
259 Heritage Financial Corp. 7,936
169 Huntington Bancshares, Inc. 2,383
317 International Bancshares Corp. 14,506
177 JP Morgan Chase & Co. 23,736
232 KeyCorp. 4,041
30 M&T Bank Corp. 4,352
152 NBT Bancorp, Inc. 6,600
544 Northwest Bancshares, Inc. 7,605
50 PNC Financial Services Group, Inc. 7,897
852 Regions Financial Corp. 18,369
267 S&T Bancorp, Inc. 9,126
16 SouthState Corp. 1,222
140 Truist Financial Corp. 6,024
155 Trustmark Corp. 5,411
433 U.S. Bancorp 18,883
733 Wells Fargo & Co. 30,265
369 WesBanco, Inc. 13,646
      291,454
  Capital Goods - 2.4%
45 3M Co. 5,396
100 General Dynamics Corp. 24,811
27 Huntington Ingalls Industries, Inc. 6,228
79 L3Harris Technologies, Inc. 16,449
91 Lockheed Martin Corp. 44,271
87 Moog, Inc. Class A 7,635
81 Northrop Grumman Corp. 44,195
150 Raytheon Technologies Corp. 15,138
      164,123
  Consumer Durables & Apparel - 1.8%
245 D.R. Horton, Inc. 21,839
279 La-Z-Boy, Inc. 6,367
163 Lennar Corp. Class A 14,752
606 Levi Strauss & Co. Class A 9,405
305 Newell Brands, Inc. 3,989
232 Oxford Industries, Inc. 21,618
133 Ralph Lauren Corp. 14,054
631 Sturm Ruger & Co., Inc. 31,941
33 Whirlpool Corp. 4,668
      128,633
  Consumer Services - 2.5%
5 Booking Holdings, Inc.* 10,076
46 Boyd Gaming Corp. 2,508
96 Choice Hotels International, Inc. 10,813
153 Expedia Group, Inc.* 13,403
167 Golden Entertainment, Inc.* 6,246
13 Graham Holdings Co. Class B 7,855
418 H&R Block, Inc. 15,261
43 Hilton Worldwide Holdings, Inc. 5,434
102 Marriott International, Inc. Class A 15,187
50 McDonald's Corp. 13,177
39 Monarch Casino & Resort, Inc.* 2,999
2,211 Perdoceo Education Corp.* 30,733
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8% - (continued)
  Consumer Services - 2.5% - (continued)
   225 Red Rock Resorts, Inc. Class A $     9,002
   167 SeaWorld Entertainment, Inc.*      8,936
   141 Travel + Leisure Co.      5,132
   147 Yum! Brands, Inc.    18,828
      175,590
  Diversified Financials - 4.0%
38 Ameriprise Financial, Inc. 11,832
669 Bank of New York Mellon Corp. 30,453
67 Berkshire Hathaway, Inc. Class B* 20,696
233 Capital One Financial Corp. 21,660
246 Charles Schwab Corp. 20,482
87 CME Group, Inc. 14,630
130 Discover Financial Services 12,718
91 Goldman Sachs Group, Inc. 31,247
76 Intercontinental Exchange, Inc. 7,797
257 Jackson Financial, Inc. Class A 8,941
27 LPL Financial Holdings, Inc. 5,836
141 Morgan Stanley 11,988
84 Nasdaq, Inc. 5,153
94 Northern Trust Corp. 8,318
5 Piper Sandler Cos. 651
89 Raymond James Financial, Inc. 9,510
165 State Street Corp. 12,799
161 StoneX Group, Inc.* 15,343
517 Synchrony Financial 16,989
313 TPG, Inc. 8,711
      275,754
  Food & Staples Retailing - 3.1%
125 BJ's Wholesale Club Holdings, Inc.* 8,270
62 Costco Wholesale Corp. 28,303
318 Ingles Markets, Inc. Class A 30,674
755 Kroger Co. 33,658
273 PriceSmart, Inc. 16,593
270 SpartanNash Co. 8,165
118 Sysco Corp. 9,021
592 Walgreens Boots Alliance, Inc. 22,117
320 Walmart, Inc. 45,373
129 Weis Markets, Inc. 10,615
      212,789
  Food, Beverage & Tobacco - 1.1%
113 General Mills, Inc. 9,475
51 Hershey Co. 11,810
267 Kellogg Co. 19,021
607 Tyson Foods, Inc. Class A 37,786
      78,092
  Health Care Equipment & Services - 12.7%
368 Abbott Laboratories 40,403
156 Allscripts Healthcare Solutions, Inc.* 2,752
339 AmerisourceBergen Corp. Class A 56,176
110 AMN Healthcare Services, Inc.* 11,310
260 Baxter International, Inc. 13,252
95 Becton Dickinson and Co. 24,158
10 Boston Scientific Corp.* 463
226 Cardinal Health, Inc. 17,373
220 Centene Corp.* 18,042
163 Cigna Corp. 54,008
419 Cross Country Healthcare, Inc.* 11,133
435 CVS Health Corp. 40,538
92 Edwards Lifesciences Corp.* 6,864
117 Elevance Health, Inc. 60,018
64 Encompass Health Corp. 3,828
80 HCA Healthcare, Inc. 19,197
205 Henry Schein, Inc.* 16,373
850 Hologic, Inc.* 63,588
110 Humana, Inc. 56,341
 

5

Hartford Longevity Economy ETF
Schedule of Investments – (continued)
December 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8% - (continued)
  Health Care Equipment & Services - 12.7% - (continued)
   124 Laboratory Corp. of America Holdings $    29,200
   115 McKesson Corp.     43,139
   291 Medtronic plc     22,617
   589 Meridian Bioscience, Inc.*     19,561
    73 Molina Healthcare, Inc.*     24,106
    57 National HealthCare Corp.      3,391
462 NextGen Healthcare, Inc.* 8,676
1,484 Patterson Cos., Inc. 41,596
229 Premier, Inc. Class A 8,010
489 Quest Diagnostics, Inc. 76,499
180 QuidelOrtho Corp.* 15,421
66 ResMed, Inc. 13,737
64 STERIS plc 11,820
32 Stryker Corp. 7,824
70 UnitedHealth Group, Inc. 37,113
67 Zimmer Biomet Holdings, Inc. 8,542
      887,069
  Household & Personal Products - 1.9%
168 Church & Dwight Co., Inc. 13,543
33 Clorox Co. 4,631
425 Colgate-Palmolive Co. 33,486
268 Kimberly-Clark Corp. 36,381
52 Medifast, Inc. 5,998
395 Nu Skin Enterprises, Inc. Class A 16,653
163 Procter & Gamble Co. 24,704
      135,396
  Insurance - 5.3%
212 Aflac, Inc. 15,251
224 Allstate Corp. 30,374
732 American International Group, Inc. 46,292
165 Arch Capital Group Ltd.* 10,359
431 Axis Capital Holdings Ltd. 23,347
69 Chubb Ltd. 15,221
215 Cincinnati Financial Corp. 22,014
10 Markel Corp.* 13,175
712 MetLife, Inc. 51,528
488 Old Republic International Corp. 11,785
274 Principal Financial Group, Inc. 22,994
494 Prudential Financial, Inc. 49,133
154 Travelers Cos., Inc. 28,874
734 Unum Group 30,116
      370,463
  Media & Entertainment - 6.7%
288 Activision Blizzard, Inc. 22,046
1,378 Adeia, Inc. 13,063
638 Alphabet, Inc. Class A* 56,291
1,464 Cargurus, Inc.* 20,511
7 Charter Communications, Inc. Class A* 2,374
925 Comcast Corp. Class A 32,347
86 Electronic Arts, Inc. 10,507
299 Fox Corp. Class A 9,081
179 IAC, Inc.* 7,948
47 John Wiley & Sons, Inc. Class A 1,883
314 Liberty Media Corp-Liberty Braves Class C* 10,120
71 Live Nation Entertainment, Inc.* 4,952
575 Match Group, Inc.* 23,857
416 Meta Platforms, Inc. Class A* 50,061
550 Pinterest, Inc. Class A* 13,354
167 Scholastic Corp. 6,590
3,905 Sirius XM Holdings, Inc.(1) 22,805
395 TEGNA, Inc. 8,370
181 TripAdvisor, Inc.* 3,254
26 Walt Disney Co.* 2,259
387 Warner Bros Discovery, Inc.* 3,669
970 World Wrestling Entertainment, Inc. Class A 66,464
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8% - (continued)
  Media & Entertainment - 6.7% - (continued)
 1,458 Yelp, Inc.* $    39,862
   447 Ziff Davis, Inc.*    35,358
      467,026
  Pharmaceuticals, Biotechnology & Life Sciences - 12.2%
   364 AbbVie, Inc.     58,826
   169 Agilent Technologies, Inc.     25,291
179 Amgen, Inc. 47,012
302 Avantor, Inc.* 6,369
18 Biogen, Inc.* 4,985
100 Bio-Techne Corp. 8,288
997 Bristol-Myers Squibb Co. 71,734
63 Danaher Corp. 16,721
127 Eli Lilly & Co. 46,462
218 Exelixis, Inc.* 3,497
814 Gilead Sciences, Inc. 69,882
168 Innoviva, Inc.* 2,226
52 IQVIA Holdings, Inc.* 10,654
315 Johnson & Johnson 55,645
747 Merck & Co., Inc. 82,880
12 Mettler-Toledo International, Inc.* 17,345
66 Moderna, Inc.* 11,855
1,533 Organon & Co. 42,817
98 PerkinElmer, Inc. 13,741
1,419 Pfizer, Inc. 72,709
79 Regeneron Pharmaceuticals, Inc.* 56,998
189 Royalty Pharma plc Class A 7,469
47 Thermo Fisher Scientific, Inc. 25,882
10 United Therapeutics Corp.* 2,781
97 Vertex Pharmaceuticals, Inc.* 28,012
127 Waters Corp.* 43,508
35 West Pharmaceutical Services, Inc. 8,237
43 Zoetis, Inc. 6,302
      848,128
  Real Estate - 1.3%
763 Apple Hospitality, Inc. REIT 12,040
44 LTC Properties, Inc. REIT 1,563
217 PotlatchDeltic Corp. REIT 9,546
249 Ventas, Inc. REIT 11,218
456 VICI Properties, Inc. REIT 14,774
209 Welltower, Inc. REIT 13,700
918 Weyerhaeuser Co. REIT 28,458
      91,299
  Retailing - 8.9%
149 Academy Sports & Outdoors, Inc. 7,828
426 Amazon.com, Inc.* 35,784
501 Best Buy Co., Inc. 40,185
258 Buckle, Inc. 11,700
1,060 Caleres, Inc. 23,617
589 Chewy, Inc. Class A* 21,840
773 Designer Brands, Inc. Class A 7,560
24 Dick's Sporting Goods, Inc. 2,887
67 Dillard's, Inc. Class A 21,654
72 Dollar General Corp. 17,730
132 Dollar Tree, Inc.* 18,670
377 DoorDash Inc. Class A* 18,405
1,166 eBay, Inc. 48,354
33 Etsy, Inc.* 3,953
159 Home Depot, Inc. 50,222
171 Kohl's Corp. 4,318
284 Lowe's Cos., Inc. 56,584
1,863 Macy's, Inc. 38,471
2,028 Overstock.com, Inc.* 39,262
10,952 Qurate Retail, Inc.* 17,852
1,970 Revolve Group, Inc.* 43,852
843 Shutterstock, Inc. 44,443
 

6

Hartford Longevity Economy ETF
Schedule of Investments – (continued)
December 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8% - (continued)
  Retailing - 8.9% - (continued)
    16 Signet Jewelers Ltd. $     1,088
    37 Target Corp.      5,515
    58 Tractor Supply Co.     13,048
    39 Ulta Beauty, Inc.*     18,294
    49 Wayfair, Inc. Class A*      1,612
    50 Williams-Sonoma, Inc.     5,746
      620,474
  Semiconductors & Semiconductor Equipment - 5.2%
460 Alpha & Omega Semiconductor Ltd.* 13,142
69 Analog Devices, Inc. 11,318
80 Broadcom, Inc. 44,730
181 Cirrus Logic, Inc.* 13,481
2,161 Intel Corp. 57,115
216 Microchip Technology, Inc. 15,174
854 Micron Technology, Inc. 42,683
33 Monolithic Power Systems, Inc. 11,669
110 NXP Semiconductors N.V. 17,383
416 ON Semiconductor Corp.* 25,946
325 QUALCOMM, Inc. 35,731
283 Skyworks Solutions, Inc. 25,790
203 SMART Global Holdings, Inc.* 3,021
272 Texas Instruments, Inc. Class A 44,940
      362,123
  Software & Services - 12.6%
3,862 A10 Networks, Inc. 64,225
65 ACI Worldwide, Inc.* 1,495
36 Adobe, Inc.* 12,115
14 ANSYS, Inc.* 3,382
9 Autodesk, Inc.* 1,682
64 Automatic Data Processing, Inc. 15,287
523 Box, Inc. Class A* 16,281
102 Broadridge Financial Solutions, Inc. 13,681
253 Cadence Design Systems, Inc.* 40,642
338 CommVault Systems, Inc.* 21,240
2,255 Conduent, Inc.* 9,133
229 Consensus Cloud Solutions, Inc.* 12,311
31 Crowdstrike Holdings, Inc. Class A* 3,264
525 CSG Systems International, Inc. 30,030
438 Dolby Laboratories, Inc. Class A 30,896
733 Dropbox, Inc. Class A* 16,404
6 ExlService Holdings, Inc.* 1,017
3 Fair Isaac Corp.* 1,796
740 Fortinet, Inc.* 36,179
640 InterDigital, Inc. 31,667
35 Intuit, Inc. 13,623
215 Jack Henry & Associates, Inc. 37,745
7 Mastercard, Inc. Class A 2,434
51 MAXIMUS, Inc. 3,740
189 Microsoft Corp. 45,326
1,358 Nortonlifelock, Inc. 29,102
650 Oracle Corp. 53,131
163 Palo Alto Networks, Inc.* 22,745
262 Paychex, Inc. 30,277
1,040 Progress Software Corp. 52,468
108 Qualys, Inc.* 12,121
68 Roper Technologies, Inc. 29,382
29 ServiceNow, Inc.* 11,260
10 SPS Commerce, Inc.* 1,284
116 Synopsys, Inc.* 37,038
760 Teradata Corp.* 25,582
119 Verint Systems, Inc.* 4,317
42 Visa, Inc. Class A 8,726
388 VMware, Inc. Class A* 47,631
2,700 Western Union Co. 37,179
122 Zoom Video Communications, Inc. Class A* 8,264
      876,102
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8% - (continued)
  Technology Hardware & Equipment - 8.9%
   370 Apple, Inc. $    48,074
    53 Arrow Electronics, Inc.*      5,542
   944 Avid Technology, Inc.*     25,101
   931 Avnet, Inc.     38,711
    20 CDW Corp.      3,571
 1,553 Dell Technologies, Inc. Class C     62,462
411 ePlus, Inc.* 18,199
4,423 Hewlett Packard Enterprise Co. 70,591
2,069 HP, Inc. 55,594
94 Jabil, Inc. 6,411
804 NetApp, Inc. 48,288
1,338 Pure Storage, Inc. Class A* 35,805
203 Sanmina Corp.* 11,630
344 ScanSource, Inc.* 10,052
893 Seagate Technology Holdings plc 46,981
857 Super Micro Computer, Inc.* 70,360
31 TE Connectivity Ltd. 3,559
1,383 Western Digital Corp.* 43,633
974 Xerox Holdings Corp. 14,220
      618,784
  Telecommunication Services - 1.3%
2,589 AT&T, Inc. 47,663
533 Lumen Technologies, Inc. 2,782
287 Telephone & Data Systems, Inc. 3,011
895 Verizon Communications, Inc. 35,263
      88,719
  Transportation - 0.6%
233 Ryder System, Inc. 19,472
843 Schneider National, Inc. Class B 19,726
      39,198
  Utilities - 1.2%
82 American Electric Power Co., Inc. 7,786
74 CenterPoint Energy, Inc. 2,219
45 Consolidated Edison, Inc. 4,289
27 Duke Energy Corp. 2,781
124 Edison International 7,889
50 Entergy Corp. 5,625
76 Evergy, Inc. 4,782
514 Exelon Corp. 22,220
87 FirstEnergy Corp. 3,649
822 NRG Energy, Inc. 26,156
      87,396
  Total Common Stocks
(cost $7,961,010)
  $ 6,949,602
SHORT-TERM INVESTMENTS - 0.3%
  Securities Lending Collateral - 0.3%
3,288 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 4.14%(2) $ 3,288
10,962 HSBC US Government Money Market Fund, 4.13%(2) 10,962
3,289 Invesco Government & Agency Portfolio, Institutional Class, 4.22%(2) 3,289
3,289 Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.08%(2) 3,289
  Total Short-Term Investments
(cost $20,828)
$ 20,828
  Total Investments
(cost $7,981,838)
100.1% $ 6,970,430
  Other Assets and Liabilities (0.1)% (4,474)
  Total Net Assets 100.0% $ 6,965,956
 

7

Hartford Longevity Economy ETF
Schedule of Investments – (continued)
December 31, 2022  (Unaudited) 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) Represents entire or partial securities on loan.
(2) Current yield as of period end.
For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
 
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components    $ 130,990   $ 130,990   $ —   $ —
Banks    291,454   291,454    
Capital Goods    164,123   164,123    
Consumer Durables & Apparel    128,633   128,633    
Consumer Services    175,590   175,590    
Diversified Financials    275,754   275,754    
Food & Staples Retailing    212,789   212,789    
Food, Beverage & Tobacco    78,092   78,092    
Health Care Equipment & Services    887,069   887,069    
Household & Personal Products    135,396   135,396    
Insurance    370,463   370,463    
Media & Entertainment    467,026   467,026    
Pharmaceuticals, Biotechnology & Life Sciences    848,128   848,128    
Real Estate    91,299   91,299    
Retailing    620,474   620,474    
Semiconductors & Semiconductor Equipment    362,123   362,123    
Software & Services    876,102   876,102    
Technology Hardware & Equipment    618,784   618,784    
Telecommunication Services    88,719   88,719    
Transportation    39,198   39,198    
Utilities    87,396   87,396    
Short-Term Investments    20,828   20,828    
Total   $ 6,970,430   $ 6,970,430   $ —   $ —
    
(1) For the period ended December 31, 2022, there were no transfers in and out of Level 3.

8

Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments
December 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.1%
  Australia - 9.8%
1,330,176 AGL Energy Ltd. $     7,279,615
  181,681 Ampol Ltd.      3,484,293
  170,628 Ansell Ltd.      3,267,689
  264,804 ANZ Group Holdings Ltd.      4,248,788
   11,611 ASX Ltd.        535,589
1,659,100 Aurizon Holdings Ltd.      4,196,693
614,130 Bendigo & Adelaide Bank Ltd. 4,085,593
198,010 BHP Group Ltd. 6,127,218
437,149 BlueScope Steel Ltd. 4,992,262
299,502 Brambles Ltd. 2,451,505
4,765 Cochlear Ltd. 659,590
793,723 Coles Group Ltd. 8,999,762
228,664 Computershare Ltd. 4,062,795
15,586 CSL Ltd. 3,041,521
1,061,539 Dexus REIT 5,579,091
936,362 Endeavour Group Ltd. 4,076,661
762,683 Fortescue Metals Group Ltd. 10,608,048
201,260 Glencore plc 1,337,337
1,701,030 GPT Group REIT 4,844,925
955,110 Harvey Norman Holdings Ltd. 2,675,033
755,120 Incitec Pivot Ltd. 1,925,438
198,984 JB Hi-Fi Ltd. 5,660,775
681,329 Medibank Pvt Ltd. 1,363,028
1,083,896 Metcash Ltd. 2,925,475
28,061 Mineral Resources Ltd. 1,469,083
2,206,196 Mirvac Group REIT 3,186,761
73,461 Premier Investments Ltd. 1,237,469
64,509 Ramsay Health Care Ltd. 2,830,417
371,227 Sonic Healthcare Ltd. 7,544,875
786,483 South32 Ltd. 2,133,414
1,170,573 Stockland REIT 2,881,581
2,191,690 Telstra Corp. Ltd. 5,930,315
899,049 Viva Energy Group Ltd.(1) 1,664,454
166,343 Wesfarmers Ltd. 5,178,901
26,782 Woodside Energy Group Ltd. 643,669
299,151 Woolworths Group Ltd. 6,808,292
      139,937,955
  Austria - 0.2%
46,176 Andritz AG 2,639,014
8,595 Vienna Insurance Group AG Wiener Versicherung Gruppe 205,017
      2,844,031
  Belgium - 0.9%
8,536 Ackermans & van Haaren N.V. 1,459,429
43,453 Ageas S.A. 1,920,860
5,887 Cofinimmo S.A. REIT 525,879
125,797 Etablissements Franz Colruyt N.V. 2,859,670
314,122 Proximus S.A. 3,015,878
47,413 UCB S.A. 3,722,246
2,617 VGP N.V. 217,295
      13,721,257
  Canada - 9.9%
114,199 Alimentation Couche-Tard, Inc. 5,014,827
44,285 Atco Ltd. Class I 1,385,142
408,100 B2Gold Corp. 1,448,733
71,876 Bank of Montreal 6,506,742
54,750 Bank of Nova Scotia 2,680,627
98,921 BCE, Inc. 4,343,194
98,375 Canadian Apartment Properties REIT 3,098,745
25,508 Canadian Imperial Bank of Commerce 1,031,088
27,311 Canadian Tire Corp. Ltd. Class A 2,852,140
26,574 CGI, Inc.* 2,288,979
134,362 Choice Properties Real Estate Investment Trust 1,463,658
1,008 Constellation Software, Inc. 1,572,657
33,916 Dollarama, Inc. 1,982,219
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.1% - (continued)
  Canada - 9.9% - (continued)
   65,178 Emera, Inc. $     2,489,362
  121,175 Empire Co., Ltd. Class A      3,189,122
   56,241 Enbridge, Inc.      2,196,593
   13,913 Fairfax Financial Holdings Ltd.      8,235,876
   40,683 Finning International, Inc.      1,010,657
   54,792 Fortis, Inc.      2,190,952
46,821 George Weston Ltd. 5,804,982
37,373 Granite Real Estate Investment Trust 1,905,404
288,085 Great-West Lifeco, Inc. 6,654,903
159,086 Hydro One Ltd.(1) 4,258,496
52,894 iA Financial Corp., Inc. 3,094,511
26,125 IGM Financial, Inc. 728,828
15,269 Intact Financial Corp. 2,196,451
112,161 Loblaw Cos., Ltd. 9,910,266
218,761 Manulife Financial Corp. 3,899,094
127,665 Metro, Inc. 7,063,762
7,204 Nutrien Ltd. 525,566
44,284 Open Text Corp. 1,311,247
293,700 Power Corp. of Canada 6,903,830
153,153 Quebecor, Inc. Class B 3,413,573
28,454 Rogers Communications, Inc. Class B 1,330,772
46,125 Royal Bank of Canada 4,333,527
25,420 Saputo, Inc. 628,863
60,329 Stantec, Inc. 2,888,775
63,255 Sun Life Financial, Inc. 2,934,113
101,852 TELUS Corp. 1,964,200
13,264 Thomson Reuters Corp. 1,512,054
26,379 TMX Group Ltd. 2,638,387
39,312 Toromont Industries Ltd. 2,834,920
59,150 Toronto-Dominion Bank 3,827,212
36,128 Tourmaline Oil Corp. 1,821,665
36,849 West Fraser Timber Co., Ltd. 2,658,937
      142,025,651
  China - 0.6%
8,513,300 Yangzijiang Shipbuilding Holdings Ltd. 8,632,634
  Denmark - 2.2%
3,941 AP Moller - Maersk A/S Class B 8,834,636
1,181 Carlsberg A/S Class B 156,476
41,900 Coloplast A/S Class B 4,882,826
96,094 Novo Nordisk A/S Class B 12,936,009
20,978 Novozymes A/S Class B 1,059,460
7,939 SimCorp A/S 544,850
18,472 Topdanmark A/S 968,687
102,426 Tryg A/S 2,430,612
      31,813,556
  Finland - 1.6%
34,131 Elisa Oyj 1,801,644
118,366 Kesko Oyj Class B 2,604,843
106,055 Kojamo Oyj 1,561,983
87,494 Kone Oyj Class B 4,510,154
100,178 Metsa Board Oyj Class B 937,109
91,697 Nordea Bank Abp 982,842
99,072 Orion Oyj Class B 5,417,838
44,081 Sampo Oyj Class A 2,296,758
79,134 TietoEVRY Oyj 2,239,766
      22,352,937
  France - 7.0%
9,425 Air Liquide S.A. 1,331,789
18,379 Amundi S.A.(1) 1,039,594
17,554 Arkema S.A. 1,571,450
116,620 AXA S.A. 3,242,874
39,035 BioMerieux 4,079,355
46,645 BNP Paribas S.A. 2,650,884
334,676 Bouygues S.A. 10,015,406
1,442 Capgemini SE 240,003
 

9

Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
December 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.1% - (continued)
  France - 7.0% - (continued)
  540,796 Carrefour S.A. $     9,026,849
   40,063 Cie de Saint-Gobain      1,951,867
  201,586 Cie Generale des Etablissements Michelin SCA      5,590,479
   91,793 Danone S.A.      4,822,868
   23,749 Dassault Aviation S.A.      4,009,754
   44,466 Eiffage S.A.      4,362,185
103,919 Electricite de France S.A. 1,330,890
395,758 Engie S.A. 5,654,723
25,625 Eurazeo SE 1,588,934
24,506 Gaztransport Et Technigaz S.A. 2,610,171
34,820 Ipsen S.A. 3,734,744
4,648 L'Oreal S.A. 1,654,848
604,539 Orange S.A. 5,988,045
124,282 Sanofi 11,916,369
34,074 SEB S.A. 2,845,597
4,407 Somfy S.A. 672,582
84,041 TotalEnergies SE(2) 5,260,478
36,175 Verallia S.A.(1) 1,223,094
122,012 Vivendi S.A. 1,160,757
      99,576,589
  Germany - 3.9%
8,803 Allianz SE 1,887,455
34,119 Aurubis AG 2,780,534
102,275 Bayer AG 5,274,816
19,499 Bayerische Motoren Werke AG 1,735,163
30,245 Brenntag SE 1,927,700
60,838 Covestro AG(1) 2,373,167
79,895 Deutsche Post AG 2,999,725
410,307 E.ON SE 4,087,358
186,139 Fresenius Medical Care AG & Co. KGaA 6,072,937
107,387 Fresenius SE & Co. KGaA 3,008,479
98,229 K&S AG 1,926,340
28,462 LEG Immobilien SE 1,848,687
57,807 Merck KGaA 11,160,534
12,119 Rheinmetall AG 2,406,370
3,818 SAP SE 392,766
39,390 Siemens Healthineers AG(1) 1,964,480
1,221,816 Telefonica Deutschland Holding AG 3,003,072
15,904 Vonovia SE 373,757
      55,223,340
  Hong Kong - 4.2%
535,000 Bank of East Asia Ltd. 648,447
1,953,500 BOC Hong Kong Holdings Ltd. 6,657,711
1,275,520 Chow Tai Fook Jewellery Group Ltd. 2,601,718
670,000 CK Asset Holdings Ltd. 4,124,754
723,000 CK Hutchison Holdings Ltd. 4,339,880
372,480 CLP Holdings Ltd. 2,717,857
232,510 Hang Seng Bank Ltd. 3,866,751
838,000 Henderson Land Development Co., Ltd. 2,925,772
1,061,609 HK Electric Investments & HK Electric Investments Ltd. 703,210
1,818,000 HKT Trust & HKT Ltd. 2,229,132
40,326 Jardine Matheson Holdings Ltd. 2,052,593
252,000 Kerry Logistics Network Ltd. 453,312
374,500 Kerry Properties Ltd. 815,700
276,978 Link REIT 2,033,433
512,000 NWS Holdings Ltd. 442,796
2,389,770 PCCW Ltd. 1,077,776
246,000 Power Assets Holdings Ltd. 1,347,414
1,163,715 Sino Land Co., Ltd. 1,455,212
1,603,000 SITC International Holdings Co., Ltd. 3,565,440
519,000 Sun Hung Kai Properties Ltd. 7,101,801
350,600 Swire Properties Ltd. 891,217
6,217,292 WH Group Ltd.(1) 3,616,488
2,085,000 Xinyi Glass Holdings Ltd. 3,884,189
      59,552,603
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.1% - (continued)
  Ireland - 0.3%
   42,501 DCC plc $     2,085,879
   26,927 Glanbia plc        342,555
    6,614 Kerry Group plc Class A        594,632
   54,219 Smurfit Kappa Group plc     1,999,821
      5,022,887
  Israel - 2.0%
511,891 Bank Hapoalim BM 4,601,724
642,079 Bank Leumi Le-Israel BM 5,333,523
1,483,154 Bezeq The Israeli Telecommunication Corp. Ltd. 2,549,335
10,418 Check Point Software Technologies Ltd.* 1,314,335
3,748 Elbit Systems Ltd. 608,008
39,875 First International Bank of Israel Ltd. 1,570,816
440,986 ICL Group Ltd. 3,180,698
93,860 Mizrahi Tefahot Bank Ltd. 3,029,801
22,580 Strauss Group Ltd. 596,992
58,845 Tower Semiconductor Ltd.* 2,558,261
215,404 ZIM Integrated Shipping Services Ltd.(2) 3,702,795
      29,046,288
  Italy - 3.0%
2,451,481 A2A S.p.A. 3,257,346
255,908 Assicurazioni Generali S.p.A. 4,537,850
129,384 Brembo S.p.A. 1,442,988
49,667 De' Longhi S.p.A. 1,112,089
6,542 DiaSorin S.p.A. 910,446
540,842 Eni S.p.A. 7,668,857
800,444 Hera S.p.A. 2,151,915
498,669 Italgas S.p.A. 2,762,140
419,758 Pirelli & C. S.p.A.(1) 1,793,738
118,935 Prysmian S.p.A. 4,399,509
80,177 Recordati Industria Chimica e Farmaceutica S.p.A. 3,315,794
293,257 Snam S.p.A. 1,416,853
403,062 Terna - Rete Elettrica Nazionale 2,968,157
1,081,699 Unipol Gruppo S.p.A. 5,261,950
      42,999,632
  Japan - 18.5%
51,505 ABC-Mart, Inc. 2,915,930
55,000 AGC, Inc. 1,832,013
146,100 Air Water, Inc. 1,699,674
99,700 Aisin Corp. 2,667,331
47,500 Ajinomoto Co., Inc. 1,451,154
153,082 Alfresa Holdings Corp. 1,944,488
34,600 Amada Co., Ltd. 271,146
75,188 Aozora Bank Ltd. 1,478,744
366,665 Astellas Pharma, Inc. 5,575,909
41,400 Azbil Corp. 1,043,276
9,900 BIPROGY, Inc. 250,980
136,493 Bridgestone Corp. 4,852,694
185,300 Brother Industries Ltd. 2,818,577
55,097 Canon Marketing Japan, Inc. 1,248,133
364,103 Canon, Inc. 7,879,769
17,400 COMSYS Holdings Corp. 305,286
105,700 Dai Nippon Printing Co., Ltd. 2,122,892
64,600 Dai-ichi Life Holdings, Inc. 1,465,856
36,700 Daiwa House Industry Co., Ltd. 845,286
192,417 Daiwa Securities Group, Inc. 850,196
1,707,300 ENEOS Holdings, Inc. 5,796,888
87,420 FUJIFILM Holdings Corp. 4,389,386
38,448 Fujitsu Ltd. 5,132,908
232,600 Haseko Corp. 2,596,687
29,673 Hitachi Ltd. 1,504,733
116,000 Honda Motor Co., Ltd. 2,665,596
333,800 Idemitsu Kosan Co., Ltd. 7,766,615
238,500 Iida Group Holdings Co., Ltd. 3,616,950
57,271 ITOCHU Corp. 1,799,580
87,600 Itochu Techno-Solutions Corp. 2,038,213
 

10

Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
December 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.1% - (continued)
  Japan - 18.5% - (continued)
   44,100 Iwatani Corp. $     1,935,193
  616,500 Japan Post Bank Co., Ltd.      5,270,469
  231,181 Japan Post Holdings Co., Ltd.      1,943,956
   73,600 Japan Post Insurance Co., Ltd.      1,294,673
  117,800 Japan Tobacco, Inc.      2,375,731
  290,200 Kajima Corp.      3,378,280
96,451 KDDI Corp. 2,910,818
111,500 Kewpie Corp. 2,019,667
78,400 Kinden Corp. 854,441
187,600 Kuraray Co., Ltd. 1,504,269
17,300 Kyocera Corp. 859,067
94,122 Lawson, Inc. 3,588,114
334,900 Marubeni Corp. 3,845,341
10,500 MatsukiyoCocokara & Co. 525,219
20,600 McDonald's Holdings Co. Japan Ltd. 779,848
283,150 Medipal Holdings Corp. 3,736,134
57,116 MEIJI Holdings Co., Ltd. 2,917,593
76,100 Mitsubishi Corp. 2,470,244
171,000 Mitsubishi Electric Corp. 1,702,289
108,976 Mitsubishi HC Capital, Inc. 536,022
240,500 Mitsubishi UFJ Financial Group, Inc. 1,620,406
57,800 Mitsui & Co., Ltd. 1,687,850
115,900 Mitsui Chemicals, Inc. 2,613,229
260,800 Mizuho Financial Group, Inc. 3,668,535
69,800 MS&AD Insurance Group Holdings, Inc. 2,234,531
164,517 NEC Corp. 5,779,198
155,900 NGK Spark Plug Co., Ltd. 2,881,808
413,900 Nikon Corp. 3,689,010
40,900 Nippon Express Holdings, Inc. 2,337,231
115,206 Nippon Telegraph & Telephone Corp. 3,284,740
175,600 Nippon Yusen KK 4,138,967
79,300 NTT Data Corp. 1,161,147
10,300 Obayashi Corp. 77,907
15,400 OBIC Business Consultants Co., Ltd. 501,292
95,900 Ono Pharmaceutical Co., Ltd. 2,240,780
21,400 Oracle Corp. 1,381,849
344,251 Osaka Gas Co., Ltd. 5,557,275
9,200 Otsuka Corp. 289,712
117,800 Otsuka Holdings Co., Ltd. 3,843,488
12,600 Panasonic Holdings Corp. 106,046
463,466 Resona Holdings, Inc. 2,540,290
99,200 Ricoh Co., Ltd. 757,091
34,200 Rinnai Corp. 2,547,925
13,000 Rohto Pharmaceutical Co., Ltd. 228,580
379,200 Santen Pharmaceutical Co., Ltd. 3,086,595
130,600 Sanwa Holdings Corp. 1,208,554
10,500 Secom Co., Ltd. 600,261
101,100 Sega Sammy Holdings, Inc. 1,530,158
397,800 Seiko Epson Corp. 5,806,683
102,465 Sekisui Chemical Co., Ltd. 1,432,778
279,548 Sekisui House Ltd. 4,943,918
16,089 Seven & i Holdings Co., Ltd. 690,164
50,440 Shimamura Co., Ltd. 5,007,875
198,000 Softbank Corp. 2,232,930
18,000 Sohgo Security Services Co., Ltd. 490,432
188,893 Subaru Corp. 2,902,577
46,417 Sugi Holdings Co., Ltd. 2,065,010
78,100 Sumitomo Corp. 1,299,842
212,500 Sumitomo Dainippon Pharma Co., Ltd. 1,608,909
88,000 Sumitomo Electric Industries Ltd. 1,003,418
88,629 Sumitomo Forestry Co., Ltd. 1,567,103
41,700 Sumitomo Heavy Industries Ltd. 835,612
92,500 Sumitomo Mitsui Financial Group, Inc. 3,712,759
9,300 Sumitomo Mitsui Trust Holdings, Inc. 323,380
318,900 Sumitomo Rubber Industries Ltd. 2,784,287
60,000 Sundrug Co., Ltd. 1,780,287
24,607 Suntory Beverage & Food Ltd. 839,225
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.1% - (continued)
  Japan - 18.5% - (continued)
   59,882 Suzuken Co., Ltd. $     1,620,211
   48,900 Taisei Corp.      1,575,088
   67,700 Taisho Pharmaceutical Holdings Co., Ltd.      2,975,937
   15,700 TIS, Inc.        414,082
   12,900 Tokio Marine Holdings, Inc.        276,439
  243,396 Tokyo Gas Co., Ltd.      4,768,492
229,900 Toppan, Inc. 3,404,635
12,800 Toshiba Corp. 446,538
102,100 Tosoh Corp. 1,214,877
51,019 Toyo Suisan Kaisha Ltd. 1,972,010
146,900 Toyota Boshoku Corp. 1,966,163
1,828,757 Yamada Holdings Co., Ltd. 6,472,618
92,346 Yamaha Motor Co., Ltd. 2,106,646
214,680 Yamazaki Baking Co., Ltd. 2,560,963
167,700 Yokohama Rubber Co., Ltd. 2,615,685
83,653 Zensho Holdings Co., Ltd. 2,098,537
      264,684,823
  Luxembourg - 0.3%
56,192 Eurofins Scientific SE 4,021,648
9,413 Shurgard Self Storage S.A. 430,472
      4,452,120
  Netherlands - 4.3%
405,698 Aegon N.V. 2,051,464
106,352 ASR Nederland N.V. 5,033,908
34,027 JDE Peet's N.V. 981,239
369,284 Koninklijke Ahold Delhaize N.V. 10,578,132
2,118,276 Koninklijke KPN N.V. 6,533,507
12,829 Koninklijke Philips N.V. 191,739
136,253 Koninklijke Vopak N.V. 4,035,292
212,748 NN Group N.V. 8,664,426
140,007 OCI N.V. 4,993,697
51,984 QIAGEN N.V.* 2,592,442
120,331 Randstad N.V. 7,314,986
69,430 Signify N.V.(1) 2,325,231
56,793 Wolters Kluwer N.V. 5,925,459
      61,221,522
  New Zealand - 0.6%
266,991 Contact Energy Ltd. 1,301,899
230,633 Fisher & Paykel Healthcare Corp. Ltd. Class C 3,296,522
342,668 Fletcher Building Ltd. 1,034,092
705,461 Spark New Zealand Ltd. 2,401,610
      8,034,123
  Norway - 1.6%
49,538 Austevoll Seafood ASA 444,791
208,497 Equinor ASA 7,445,868
27,483 Kongsberg Gruppen ASA 1,159,470
258,782 Norsk Hydro ASA 1,926,088
402,491 Orkla ASA 2,898,458
24,076 Salmar ASA 940,457
437,235 Telenor ASA 4,065,651
78,644 Yara International ASA 3,437,631
      22,318,414
  Portugal - 0.5%
121,130 Galp Energia SGPS S.A. 1,630,170
234,011 Jeronimo Martins SGPS S.A. 5,039,917
      6,670,087
  Singapore - 1.9%
142,909 DBS Group Holdings Ltd. 3,614,281
1,240,100 Frasers Logistics & Commercial Trust REIT 1,072,559
204,100 Keppel Corp. Ltd. 1,104,806
706,000 Olam Group Ltd. 768,536
598,452 Oversea-Chinese Banking Corp. Ltd. 5,434,794
1,381,100 Singapore Technologies Engineering Ltd. 3,449,661
2,242,600 Suntec Real Estate Investment Trust REIT 2,307,477
 

11

Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
December 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.1% - (continued)
  Singapore - 1.9% - (continued)
  230,600 United Overseas Bank Ltd. $     5,278,422
  147,300 UOL Group Ltd.        738,037
  242,200 Venture Corp. Ltd.     3,080,772
      26,849,345
  South Africa - 0.2%
  421,272 Mediclinic International plc     2,523,606
  Spain - 1.9%
22,094 Acciona S.A.(2) 4,053,369
60,816 Enagas S.A. 1,007,663
238,320 Grifols S.A.* 2,739,316
196,617 Iberdrola S.A. 2,293,545
50,509 Laboratorios Farmaceuticos Rovi S.A. 1,943,840
1,484,660 Mapfre S.A.(2) 2,867,950
51,781 Naturgy Energy Group S.A. 1,343,450
243,407 Red Electrica Corp. S.A. 4,223,958
230,594 Repsol S.A. 3,654,605
994,484 Telefonica S.A. 3,592,712
      27,720,408
  Sweden - 4.0%
12,643 Assa Abloy AB Class B 271,437
101,190 Axfood AB 2,776,546
107,321 BillerudKorsnas AB 1,309,132
92,586 Boliden AB 3,476,584
396,498 Electrolux AB Class B(2) 5,357,166
113,228 Essity AB Class B 2,969,933
224,530 Getinge AB Class B 4,661,053
235,805 Investor AB Class B 4,267,325
39,468 L E Lundbergforetagen AB Class B 1,682,205
31,271 Saab AB Class B 1,232,593
707,580 Securitas AB Class B 5,905,385
138,940 Skandinaviska Enskilda Banken AB Class A 1,599,487
136,725 Skanska AB Class B 2,165,135
1,071,968 SSAB AB Class B 5,576,147
169,377 Swedish Orphan Biovitrum AB* 3,506,370
80,551 Tele2 AB Class B 657,890
1,055,758 Telefonaktiebolaget LM Ericsson Class B 6,170,705
1,443,095 Telia Co. AB 3,692,395
23,447 Volvo AB Class B 424,137
      57,701,625
  Switzerland - 7.4%
110,151 Adecco Group AG 3,626,459
7,989 Allreal Holding AG 1,298,687
31,901 Baloise Holding AG 4,920,312
14,452 Banque Cantonale Vaudoise 1,386,311
500 Barry Callebaut AG 988,435
11,537 BKW AG 1,577,422
4,229 Bucher Industries AG 1,768,026
24,717 DKSH Holding AG 1,875,414
1,107 Emmi AG 936,858
33,069 Galenica AG(1) 2,700,349
4,451 Geberit AG 2,095,126
26,449 Helvetia Holding AG 3,081,714
40,008 Kuehne + Nagel International AG 9,305,795
85,675 Logitech International S.A. 5,283,847
37,566 Nestle S.A. 4,350,217
125,385 Novartis AG 11,328,288
32,101 PSP Swiss Property AG 3,764,547
31,310 Roche Holding AG 9,830,907
9,638 Schindler Holding AG 1,737,590
9,074 SFS Group AG 858,166
1,131 SGS S.A. 2,628,243
8,919 Sonova Holding AG 2,114,069
5,386 Swatch Group AG 1,531,040
6,196 Swiss Life Holding AG 3,193,096
48,350 Swiss Prime Site AG 4,188,557
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.1% - (continued)
  Switzerland - 7.4% - (continued)
   10,333 Swiss Re AG $       965,843
   19,586 Swisscom AG     10,724,457
  209,399 UBS Group AG      3,893,979
    9,679 Zurich Insurance Group AG     4,627,131
      106,580,885
  United Kingdom - 12.3%
190,604 3i Group plc 3,075,759
98,201 Admiral Group plc 2,524,353
29,380 Anglo American plc 1,143,818
98,952 AstraZeneca plc ADR 6,708,946
131,252 Aviva plc 699,106
1,004,499 B&M European Value Retail S.A. 4,969,788
1,138,289 BAE Systems plc 11,720,766
26,881 British American Tobacco plc 1,061,079
50,494 British Land Co. plc REIT 239,981
1,183,708 BT Group plc 1,595,461
54,588 Bunzl plc 1,811,668
50,433 Computacenter plc 1,159,325
737,789 ConvaTec Group plc(1) 2,064,294
10,459 Dechra Pharmaceuticals plc 329,374
2,174,692 Direct Line Insurance Group plc 5,789,071
87,330 DS Smith plc 337,734
22,479 Ferguson plc 2,822,976
314,495 GSK plc ADR 11,051,354
26,872 Halma plc 638,083
315,391 Hikma Pharmaceuticals plc 5,888,039
424,070 Howden Joinery Group plc 2,864,800
1,549,003 HSBC Holdings plc 9,609,019
271,657 IG Group Holdings plc 2,555,391
324,291 Imperial Brands plc 8,078,759
102,663 Inchcape plc 1,012,646
36,773 Intertek Group plc 1,784,410
2,272,467 J Sainsbury plc 5,950,942
1,947,393 Kingfisher plc 5,530,689
88,900 Land Securities Group plc REIT 664,512
4,266,112 Lloyds Banking Group plc 2,330,309
1,636,420 Man Group plc 4,206,578
73,237 Mondi plc 1,241,725
244,343 National Grid plc 2,931,561
889,656 NatWest Group plc 2,838,084
22,033 Reckitt Benckiser Group plc 1,525,012
104,455 RELX plc 2,874,848
109,818 Rio Tinto plc 7,659,165
1,857,846 Royal Mail plc 4,760,132
28,517 RS GROUP plc 307,184
772,960 Sage Group plc 6,932,543
370,200 Schroders plc 1,941,568
451,564 Segro plc REIT 4,147,772
67,797 Shell plc 1,896,924
90,281 Smith & Nephew plc 1,204,907
73,442 Softcat plc 1,045,986
127,998 Spectris plc 4,622,145
2,427 Spirax-Sarco Engineering plc 309,899
264,859 SSE plc 5,454,415
668,625 Standard Chartered plc 5,005,897
1,852,178 Tesco plc 4,995,144
1,365,823 Tritax Big Box plc REIT 2,277,127
30,349 Unilever plc 1,526,715
289,448 Vodafone Group plc 293,304
      176,011,087
  Total Common Stocks
(cost $1,480,412,965)
  $ 1,417,517,405
 

12

Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
December 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value†
PREFERRED STOCKS - 0.1%
  Germany - 0.1%
   41,594 Fuchs Petrolub SE (Preference Shares) $     1,453,367
  Total Preferred Stocks
(cost $1,935,030)
  $ 1,453,367
  Total Long-Term Investments
(cost $1,482,347,995)
  $ 1,418,970,772
SHORT-TERM INVESTMENTS - 0.9%
  Securities Lending Collateral - 0.9%
1,998,806 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 4.14%(3) $     1,998,806
6,662,688 HSBC US Government Money Market Fund, 4.13%(3)      6,662,688
1,998,806 Invesco Government & Agency Portfolio, Institutional Class, 4.22%(3)     1,998,806
1,998,806 Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.08%(3) 1,998,806
  Total Short-Term Investments
(cost $12,659,106)
$ 12,659,106
  Total Investments
(cost $1,495,007,101)
100.1% $ 1,431,629,878
  Other Assets and Liabilities (0.1)% (1,947,330)
  Total Net Assets 100.0% $ 1,429,682,548
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 December 31, 2022, the aggregate value of these securities was $25,023,385, representing 1.8% of net assets.
(2) Represents entire or partial securities on loan.
(3) Current yield as of period end.
 
Futures Contracts Outstanding at December 31, 2022
Description   Number of
Contracts
  Expiration
Date
  Current
Notional
Amount
  Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
MSCI EAFE Index Future   68   03/17/2023   $ 6,627,960   $ (93,154)
Total futures contracts   $ (93,154)
For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.

13

Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
December 31, 2022  (Unaudited) 

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Australia    $ 139,937,955   $ 139,937,955   $ —   $ —
Austria    2,844,031   2,844,031    
Belgium    13,721,257   13,721,257    
Canada    142,025,651   142,025,651    
China    8,632,634   8,632,634    
Denmark    31,813,556   31,813,556    
Finland    22,352,937   22,352,937    
France    99,576,589   99,576,589    
Germany    55,223,340   55,223,340    
Hong Kong    59,552,603   59,552,603    
Ireland    5,022,887   5,022,887    
Israel    29,046,288   29,046,288    
Italy    42,999,632   42,999,632    
Japan    264,684,823   264,684,823    
Luxembourg    4,452,120   4,452,120    
Netherlands    61,221,522   61,221,522    
New Zealand    8,034,123   8,034,123    
Norway    22,318,414   22,318,414    
Portugal    6,670,087   6,670,087    
Singapore    26,849,345   26,849,345    
South Africa    2,523,606   2,523,606    
Spain    27,720,408   27,720,408    
Sweden    57,701,625   57,701,625    
Switzerland    106,580,885   106,580,885    
United Kingdom    176,011,087   176,011,087    
Preferred Stocks    1,453,367   1,453,367    
Short-Term Investments    12,659,106   12,659,106    
Total   $ 1,431,629,878   $ 1,431,629,878   $ —   $ —
Liabilities                
Futures Contracts(2)    $ (93,154)   $ (93,154)   $ —   $ —
Total   $ (93,154)   $ (93,154)   $ —   $ —
    
(1) For the period ended December 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.

14

Hartford Multifactor Diversified International ETF
Schedule of Investments
December 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 98.9%
  Australia - 8.6%
 28,231 AGL Energy Ltd. $    154,499
  3,838 ANZ Group Holdings Ltd.      61,581
  2,697 Aurizon Holdings Ltd.       6,822
  3,845 Bendigo & Adelaide Bank Ltd.      25,579
  4,791 BHP Group Ltd.     148,253
  3,486 BlueScope Steel Ltd.      39,810
1,600 Brambles Ltd. 13,096
9,812 Coles Group Ltd. 111,255
862 Computershare Ltd. 15,316
20,114 Dexus REIT 105,712
7,342 Endeavour Group Ltd. 31,965
7,670 Fortescue Metals Group Ltd. 106,681
3,583 Glencore plc 23,808
21,930 GPT Group REIT 62,462
5,251 JB Hi-Fi Ltd. 149,383
30,426 Metcash Ltd. 82,121
37 Ramsay Health Care Ltd. 1,623
5,981 Sonic Healthcare Ltd. 121,559
12,482 South32 Ltd. 33,859
10,346 Stockland REIT 25,469
11,322 Telstra Corp. Ltd. 30,635
1,407 Wesfarmers Ltd. 43,805
2,213 Woolworths Group Ltd. 50,365
      1,445,658
  Belgium - 0.0%
63 UCB S.A. 4,946
  Brazil - 1.8%
23,891 JBS S.A. 99,505
5,830 Telefonica Brasil S.A. 42,347
3,725 TIM S.A. 8,748
1,934 Transmissora Alianca de Energia Eletrica S.A. 12,700
7,780 Vale S.A. ADR 132,027
      295,327
  Canada - 5.5%
469 Alimentation Couche-Tard, Inc. 20,595
1,242 Bank of Montreal 112,435
406 Bank of Nova Scotia 19,878
176 Canadian Tire Corp. Ltd. Class A 18,380
328 Dollarama, Inc. 19,170
3,790 Empire Co., Ltd. Class A 99,746
198 Fairfax Financial Holdings Ltd. 117,207
743 George Weston Ltd. 92,119
1,082 Great-West Lifeco, Inc. 24,995
1,778 Loblaw Cos., Ltd. 157,100
3,190 Manulife Financial Corp. 56,857
63 Metro, Inc. 3,486
3,090 Power Corp. of Canada 72,635
454 Royal Bank of Canada 42,654
85 Sun Life Financial, Inc. 3,943
579 Toronto-Dominion Bank 37,463
258 West Fraser Timber Co., Ltd. 18,617
      917,280
  China - 10.4%
359,000 Agricultural Bank of China Ltd. Class H 123,271
16,000 Anhui Conch Cement Co., Ltd. Class H 55,964
430,000 Bank of China Ltd. Class H 156,465
148,000 Bank of Communications Co., Ltd. Class H 85,141
126,000 China CITIC Bank Corp. Ltd. Class H 55,857
222,000 China Construction Bank Corp. Class H 139,089
2,000 China National Building Material Co., Ltd. Class H 1,643
208,000 China Petroleum & Chemical Corp. Class H 100,470
112,000 China Railway Group Ltd. Class H 59,121
33,000 China Shenhua Energy Co., Ltd. Class H 95,343
412,000 China Tower Corp. Ltd. Class H(1) 44,341
4,300 China Vanke Co., Ltd. Class H 8,705
Shares or Principal Amount   Market Value†
COMMON STOCKS - 98.9% - (continued)
  China - 10.4% - (continued)
 77,000 CITIC Ltd. $     81,292
 56,000 COSCO Shipping Holdings Co., Ltd. Class H      57,112
  7,200 Haier Smart Home Co., Ltd. Class H      24,538
279,000 Industrial & Commercial Bank of China Ltd. Class H     143,701
128,000 Lenovo Group Ltd.     105,123
201,000 People's Insurance Co., Group of China Ltd. Class H      66,700
214,000 PetroChina Co., Ltd. Class H 97,884
70,000 PICC Property & Casualty Co., Ltd. Class H 66,458
111,000 Postal Savings Bank of China Co., Ltd. Class H(1) 68,975
118,200 Yangzijiang Shipbuilding Holdings Ltd. 119,857
      1,757,050
  Denmark - 1.9%
53 AP Moller - Maersk A/S Class B 118,811
1,468 Novo Nordisk A/S Class B 197,620
      316,431
  Finland - 0.6%
387 Kone Oyj Class B 19,949
1,782 Nordea Bank Abp 19,100
434 Orion Oyj Class B 23,734
882 Sampo Oyj Class A 45,955
      108,738
  France - 4.3%
255 Air Liquide S.A. 36,032
1,191 AXA S.A. 33,118
1,024 BNP Paribas S.A. 58,195
183 Cie de Saint-Gobain 8,916
2,034 Cie Generale des Etablissements Michelin SCA 56,408
932 Danone S.A. 48,968
5,305 Engie S.A. 75,800
41 L'Oreal S.A. 14,597
43 LVMH Moet Hennessy Louis Vuitton SE 31,202
7,624 Orange S.A. 75,517
1,956 Sanofi 187,545
192 Schneider Electric SE 26,786
1,170 TotalEnergies SE(2) 73,235
      726,319
  Germany - 3.0%
257 Allianz SE 55,103
306 BASF SE 15,150
2,035 Bayer AG 104,955
636 Bayerische Motoren Werke AG 56,596
224 Covestro AG(1) 8,738
901 Deutsche Post AG 33,829
1,726 Deutsche Telekom AG 34,333
3,312 E.ON SE 32,993
649 Fresenius Medical Care AG & Co. KGaA 21,174
168 Fresenius SE & Co. KGaA 4,707
84 LEG Immobilien SE 5,456
696 Merck KGaA 134,373
68 RWE AG 3,018
      510,425
  Hong Kong - 2.6%
8,000 BOC Hong Kong Holdings Ltd. 27,265
34,000 China Overseas Land & Investment Ltd. 89,738
6,000 China Resources Land Ltd. 27,483
4,000 CK Asset Holdings Ltd. 24,625
11,500 CK Hutchison Holdings Ltd. 69,030
2,500 Orient Overseas International Ltd. 45,164
63,142 Sino Land Co., Ltd. 78,958
4,500 Sun Hung Kai Properties Ltd. 61,576
24,500 WH Group Ltd.(1) 14,251
      438,090
 

15

Hartford Multifactor Diversified International ETF
Schedule of Investments – (continued)
December 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 98.9% - (continued)
  India - 0.5%
    865 Dr. Reddy's Laboratories Ltd. ADR $     44,764
  2,439 Infosys Ltd. ADR     43,926
      88,690
  Indonesia - 1.5%
183,900 Astra International Tbk PT      67,335
157,400 Bukit Asam Tbk PT      37,309
13,900 Indo Tambangraya Megah Tbk PT 34,845
76,400 Indofood Sukses Makmur Tbk PT 33,004
122,200 Telkom Indonesia Persero Tbk PT 29,436
27,000 United Tractors Tbk PT 45,224
      247,153
  Israel - 2.1%
3,910 Bank Hapoalim BM 35,150
6,709 Bank Leumi Le-Israel BM 55,729
14,635 Bezeq The Israeli Telecommunication Corp. Ltd. 25,156
895 FIBI Holdings Ltd. 37,185
792 First International Bank of Israel Ltd. 31,200
512 Harel Insurance Investments & Financial Services Ltd. 4,500
4,624 ICL Group Ltd. 33,351
3,518 Phoenix Holdings Ltd. 37,388
573 Rami Levy Chain Stores Hashikma Marketing Ltd. 39,948
2,760 ZIM Integrated Shipping Services Ltd.(2) 47,444
      347,051
  Italy - 0.5%
882 Assicurazioni Generali S.p.A. 15,640
4,513 Eni S.p.A. 63,992
5,660 Intesa Sanpaolo S.p.A. 12,552
      92,184
  Japan - 15.0%
500 AGC, Inc. 16,655
600 Aisin Corp. 16,052
8,600 Alfresa Holdings Corp. 109,239
5,300 Astellas Pharma, Inc. 80,598
2,200 Bridgestone Corp. 78,216
3,400 Brother Industries Ltd. 51,717
5,500 Canon, Inc. 119,029
200 Daiwa House Industry Co., Ltd. 4,606
1,100 ENEOS Holdings, Inc. 3,735
400 FUJIFILM Holdings Corp. 20,084
700 Fujitsu Ltd. 93,452
1,100 Haseko Corp. 12,280
800 Hitachi Ltd. 40,568
3,400 Honda Motor Co., Ltd. 78,130
1,200 Idemitsu Kosan Co., Ltd. 27,921
2,900 Iida Group Holdings Co., Ltd. 43,980
500 Isuzu Motors Ltd. 5,862
1,600 ITOCHU Corp. 50,275
2,800 KDDI Corp. 84,502
4,000 Marubeni Corp. 45,928
2,200 Medipal Holdings Corp. 29,029
300 MEIJI Holdings Co., Ltd. 15,325
1,900 Mitsubishi Corp. 61,675
3,900 Mitsubishi Electric Corp. 38,824
1,100 Mitsubishi UFJ Financial Group, Inc. 7,411
2,200 Mitsui & Co., Ltd. 64,243
200 Mitsui OSK Lines Ltd. 4,987
5,100 Mizuho Financial Group, Inc. 71,739
2,600 NEC Corp. 91,333
1,800 NGK Spark Plug Co., Ltd. 33,273
2,200 Nihon Kohden Corp. 53,439
5,300 Nikon Corp. 47,238
2,600 Nippon Telegraph & Telephone Corp. 74,131
3,100 Nippon Yusen KK 73,068
4,500 Osaka Gas Co., Ltd. 72,644
1,100 Otsuka Holdings Co., Ltd. 35,890
Shares or Principal Amount   Market Value†
COMMON STOCKS - 98.9% - (continued)
  Japan - 15.0% - (continued)
  1,700 Panasonic Holdings Corp. $     14,308
  4,600 Seiko Epson Corp.      67,146
  1,900 Sekisui House Ltd.      33,602
    400 Seven & i Holdings Co., Ltd.      17,159
  1,200 Shimamura Co., Ltd.     119,141
  5,900 Softbank Corp.      66,537
2,000 Subaru Corp. 30,732
100 Sumitomo Corp. 1,664
700 Sumitomo Electric Industries Ltd. 7,982
800 Sumitomo Forestry Co., Ltd. 14,145
2,400 Sumitomo Mitsui Financial Group, Inc. 96,331
1,000 Suzuken Co., Ltd. 27,057
100 Takeda Pharmaceutical Co., Ltd. 3,116
2,200 Tokio Marine Holdings, Inc. 47,145
3,300 Tokyo Gas Co., Ltd. 64,652
1,700 Toppan, Inc. 25,176
1,600 Toyota Motor Corp. 21,979
19,500 Yamada Holdings Co., Ltd. 69,017
1,700 Yamaha Motor Co., Ltd. 38,781
      2,522,748
  Luxembourg - 0.1%
129 Eurofins Scientific SE 9,233
  Malaysia - 2.4%
8,100 DiGi.Com Bhd 7,355
128,100 Hartalega Holdings Bhd 49,437
400 Kuala Lumpur Kepong Bhd 2,030
30,525 Malayan Banking Bhd 60,288
30,900 Petronas Chemicals Group Bhd 60,327
7,200 Petronas Gas Bhd 27,983
50,709 RHB Bank Bhd 66,653
161,900 Sime Darby Bhd 84,533
19,100 Tenaga Nasional Bhd 41,756
      400,362
  Mexico - 0.9%
3,217 America Movil S.A.B. de C.V. Class L ADR 58,549
1,325 Coca-Cola Femsa S.A.B. de C.V. ADR 89,941
      148,490
  Netherlands - 2.0%
5,842 Koninklijke Ahold Delhaize N.V. 167,344
2,120 NN Group N.V. 86,340
5,605 Stellantis N.V. 79,344
      333,028
  New Zealand - 1.1%
3,328 Fisher & Paykel Healthcare Corp. Ltd. Class C 47,568
2,108 Fletcher Building Ltd. 6,362
16,657 Goodman Property Trust REIT 21,280
31,166 Spark New Zealand Ltd. 106,099
      181,309
  Norway - 2.4%
566 Atea ASA* 6,550
1,834 Elkem ASA*(1) 6,553
2,321 Equinor ASA 82,888
9,502 Europris ASA(1) 66,218
2,867 Golden Ocean Group Ltd.(2) 24,914
815 Kongsberg Gruppen ASA 34,384
1,228 Norsk Hydro ASA 9,140
4,462 Orkla ASA 32,132
6,714 Telenor ASA 62,431
3,692 Veidekke ASA 36,279
986 Yara International ASA 43,099
      404,588
  Philippines - 1.3%
1,405 Globe Telecom, Inc. 54,962
 

16

Hartford Multifactor Diversified International ETF
Schedule of Investments – (continued)
December 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 98.9% - (continued)
  Philippines - 1.3% - (continued)
  2,940 International Container Terminal Services, Inc. $     10,551
  9,590 Manila Electric Co.      51,420
  4,175 PLDT, Inc.     98,667
      215,600
  Poland - 1.0%
  3,131 Asseco Poland S.A.      51,823
3,893 Polski Koncern Naftowy ORLEN S.A. 57,016
8,414 Powszechny Zaklad Ubezpieczen S.A. 67,945
      176,784
  Portugal - 0.1%
696 Jeronimo Martins SGPS S.A. 14,990
  Russia - 0.0%
698 Gazprom PJSC*(3)
  Singapore - 0.2%
506 DBS Group Holdings Ltd. 12,797
142 Oversea-Chinese Banking Corp. Ltd. 1,290
400 United Overseas Bank Ltd. 9,156
1,300 Venture Corp. Ltd. 16,536
      39,779
  South Korea - 3.7%
475 Cheil Worldwide, Inc.* 8,659
161 Coway Co., Ltd.* 7,117
1,307 GS Holdings Corp. 45,272
695 HMM Co., Ltd.* 10,745
1,506 Hyundai Marine & Fire Insurance Co., Ltd.* 35,074
1,605 Kia Corp.* 75,268
1,106 KT&G Corp.* 80,031
4,710 LG Display Co., Ltd.* 46,374
100 LG Electronics, Inc.* 6,841
204 LG Innotek Co., Ltd.* 40,735
10,613 LG Uplus Corp. 92,743
71 POSCO Holdings, Inc. 15,525
28 Samsung Electro-Mechanics Co., Ltd.* 2,890
2,421 Samsung Electronics Co., Ltd. 105,877
22 Samsung Fire & Marine Insurance Co., Ltd.* 3,480
897 SK Hynix, Inc. 53,203
      629,834
  Spain - 0.5%
1,304 Banco Bilbao Vizcaya Argentaria S.A. 7,841
2,221 Iberdrola S.A. 25,908
11,711 Telefonica S.A. 42,308
      76,057
  Sweden - 3.0%
499 Assa Abloy AB Class B 10,713
3,463 Axfood AB 95,021
967 Boliden AB 36,311
3,909 Electrolux AB Class B(2) 52,815
357 Getinge AB Class B 7,411
2,311 Investor AB Class B 41,822
539 Securitas AB Class B 4,498
12,221 SSAB AB Class B 63,571
358 Tele2 AB Class B 2,924
19,876 Telefonaktiebolaget LM Ericsson Class B 116,172
19,391 Telia Co. AB 49,615
1,641 Volvo AB Class B 29,684
      510,557
  Switzerland - 3.5%
457 Kuehne + Nagel International AG 106,298
779 Nestle S.A. 90,210
1,969 Novartis AG 177,895
501 Roche Holding AG 157,307
Shares or Principal Amount   Market Value†
COMMON STOCKS - 98.9% - (continued)
  Switzerland - 3.5% - (continued)
  2,816 UBS Group AG $     52,366
     24 Zurich Insurance Group AG     11,473
      595,549
  Taiwan - 6.1%
113,000 Acer, Inc.      86,582
 10,000 ASE Technology Holding Co., Ltd.      30,551
18,000 Asustek Computer, Inc. 157,245
40,400 AU Optronics Corp. 19,717
8,000 Catcher Technology Co., Ltd. 43,988
16,305 Cathay Financial Holding Co., Ltd. 21,220
114,000 Compal Electronics, Inc. 85,494
2,200 Evergreen Marine Corp. Taiwan Ltd. 11,667
20,800 Hon Hai Precision Industry Co., Ltd. 67,606
23,530 Innolux Corp. 8,459
11,000 Inventec Corp. 9,395
38,000 Lite-On Technology Corp. 78,879
33,000 Macronix International Co., Ltd. 36,237
14,000 Micro-Star International Co., Ltd. 54,432
5,000 Novatek Microelectronics Corp. 51,325
29,000 Pegatron Corp. 59,914
16,000 Pou Chen Corp. 17,803
14,000 Powertech Technology, Inc. 36,076
1,000 President Chain Store Corp. 8,850
5,000 Quanta Computer, Inc. 11,762
43,000 Synnex Technology International Corp. 82,823
7,000 WPG Holdings Ltd. 10,955
2,000 Yang Ming Marine Transport Corp. 4,262
8,000 Zhen Ding Technology Holding Ltd. 27,330
      1,022,572
  Thailand - 2.7%
13,202 Advanced Info Service PCL NVDR 74,329
81,200 AP Thailand PCL NVDR 27,196
19,800 Bangchak Corp. PCL NVDR 18,008
293,100 Bangkok Chain Hospital PCL NVDR 173,482
31,500 Bangkok Dusit Medical Services PCL NVDR 26,375
69,400 Krung Thai Bank PCL NVDR 35,466
39,100 PTT PCL NVDR 37,536
3,900 Siam Cement PCL NVDR 38,510
23,500 Supalai PCL NVDR 16,488
      447,390
  Turkey - 2.4%
13,231 Aksa Akrilik Kimya Sanayii AS 64,991
4,927 BIM Birlesik Magazalar AS 36,032
33,173 Eregli Demir ve Celik Fabrikalari T.A.S. 73,117
40,261 Haci Omer Sabanci Holding AS 96,956
19,517 Turkiye Is Bankasi A/S Class C 13,314
49,182 Turkiye Sise ve Cam Fabrikalari AS 112,764
      397,174
  United Kingdom - 7.2%
1,490 3i Group plc 24,044
1,127 Anglo American plc 43,876
1,156 AstraZeneca plc ADR 78,377
5,037 B&M European Value Retail S.A. 24,921
18,063 BAE Systems plc 185,992
44 Ferguson plc 5,526
4,992 GSK plc ADR 175,419
22,800 HSBC Holdings plc 141,825
3,741 Imperial Brands plc 93,196
23,088 Kingfisher plc 65,571
5,654 Man Group plc 14,534
6,218 NatWest Group plc 19,836
1,892 Rio Tinto plc 131,956
732 Sage Group plc 6,565
5,430 Segro plc REIT 49,876
2,718 SSE plc 55,974
 

17

Hartford Multifactor Diversified International ETF
Schedule of Investments – (continued)
December 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 98.9% - (continued)
  United Kingdom - 7.2% - (continued)
  5,587 Standard Chartered plc $     41,829
 13,180 Tesco plc      35,545
  8,119 Tritax Big Box plc REIT      13,536
  6,495 Vodafone Group plc       6,582
      1,214,980
  Total Common Stocks
(cost $17,069,285)
  $ 16,636,366
PREFERRED STOCKS - 0.5%
  Brazil - 0.5%
41,399 Cia Paranaense de Energia (Preference Shares) $ 62,023
1,094 Gerdau S.A. (Preference Shares) 6,086
4,612 Petroleo Brasileiro S.A. (Preference Shares) 21,401
      89,510
  Total Preferred Stocks
(cost $91,631)
  $ 89,510
  Total Long-Term Investments
(cost $17,160,916)
  $ 16,725,876
SHORT-TERM INVESTMENTS - 1.2%
  Securities Lending Collateral - 1.2%
30,166 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 4.14%(4) $ 30,166
100,551 HSBC US Government Money Market Fund, 4.13%(4) 100,551
30,165 Invesco Government & Agency Portfolio, Institutional Class, 4.22%(4) 30,165
30,165 Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.08%(4) 30,165
  Total Short-Term Investments
(cost $191,047)
$ 191,047
  Total Investments
(cost $17,351,963)
100.6% $ 16,916,923
  Other Assets and Liabilities (0.6)% (92,784)
  Total Net Assets 100.0% $ 16,824,139
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 December 31, 2022, the aggregate value of these securities was $209,076, representing 1.2% of net assets.
(2) Represents entire or partial securities on loan.
(3) Investment valued using significant unobservable inputs.
(4) Current yield as of period end.
 
Futures Contracts Outstanding at December 31, 2022
Description   Number of
Contracts
  Expiration
Date
  Current
Notional
Amount
  Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
MSCI EAFE Index Future   1   03/17/2023   $ 97,470   $ (1,677)
Total futures contracts   $ (1,677)
For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.

18

Hartford Multifactor Diversified International ETF
Schedule of Investments – (continued)
December 31, 2022  (Unaudited) 

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Australia    $ 1,445,658   $ 1,445,658   $ —   $ —
Belgium    4,946   4,946    
Brazil    295,327   295,327    
Canada    917,280   917,280    
China    1,757,050   1,757,050    
Denmark    316,431   316,431    
Finland    108,738   108,738    
France    726,319   726,319    
Germany    510,425   510,425    
Hong Kong    438,090   438,090    
India    88,690   88,690    
Indonesia    247,153   247,153    
Israel    347,051   347,051    
Italy    92,184   92,184    
Japan    2,522,748   2,522,748    
Luxembourg    9,233   9,233    
Malaysia    400,362   400,362    
Mexico    148,490   148,490    
Netherlands    333,028   333,028    
New Zealand    181,309   181,309    
Norway    404,588   404,588    
Philippines    215,600   215,600    
Poland    176,784   176,784    
Portugal    14,990   14,990    
Russia         
Singapore    39,779   39,779    
South Korea    629,834   629,834    
Spain    76,057   76,057    
Sweden    510,557   510,557    
Switzerland    595,549   595,549    
Taiwan    1,022,572   1,022,572    
Thailand    447,390   447,390    
Turkey    397,174   397,174    
United Kingdom    1,214,980   1,214,980    
Preferred Stocks    89,510   89,510    
Short-Term Investments    191,047   191,047    
Total   $ 16,916,923   $ 16,916,923   $ —   $ —
Liabilities                
Futures Contracts(2)    $ (1,677)   $ (1,677)   $ —   $ —
Total   $ (1,677)   $ (1,677)   $ —   $ —
    
(1) For the period ended December 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.
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended December 31, 2022 is not presented.

19

Hartford Multifactor Emerging Markets ETF
Schedule of Investments
December 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 97.3%
  Brazil - 3.2%
    3,213 Banco do Brasil S.A. $     21,135
    7,721 Equatorial Energia S.A.      39,514
    1,370 Hypera S.A.      11,729
   33,823 JBS S.A.     140,872
   22,183 Telefonica Brasil S.A.     161,128
   51,846 TIM S.A.     121,765
11,137 Transmissora Alianca de Energia Eletrica S.A. 73,132
19,008 Vale S.A. ADR 322,566
      891,841
  Chile - 0.3%
161,724 Banco de Chile 16,705
3,658 Empresas COPEC S.A. 27,175
560 Sociedad Quimica y Minera de Chile S.A. ADR 44,710
      88,590
  China - 20.8%
738,000 Agricultural Bank of China Ltd. Class H 253,408
14,600 Alibaba Group Holding Ltd.* 161,340
45,000 Anhui Conch Cement Co., Ltd. Class H 157,400
2,600 ANTA Sports Products Ltd. 34,078
732,000 Bank of China Ltd. Class H 266,354
343,000 Bank of Communications Co., Ltd. Class H 197,320
2,500 BYD Co., Ltd. Class H 61,692
362,000 China CITIC Bank Corp. Ltd. Class H 160,478
423,000 China Construction Bank Corp. Class H 265,020
231,000 China Everbright Bank Co., Ltd. Class H 70,440
20,000 China Life Insurance Co., Ltd. Class H 34,337
34,000 China Longyuan Power Group Corp. Ltd. Class H 41,558
9,000 China Mengniu Dairy Co., Ltd.* 40,820
31,000 China Merchants Bank Co., Ltd. Class H 173,371
314,500 China Minsheng Banking Corp. Ltd. Class H 108,796
44,000 China National Building Material Co., Ltd. Class H 36,136
15,600 China Pacific Insurance Group Co., Ltd. Class H 34,738
394,000 China Petroleum & Chemical Corp. Class H 190,313
249,000 China Railway Group Ltd. Class H 131,440
64,000 China Shenhua Energy Co., Ltd. Class H 184,908
1,532,000 China Tower Corp. Ltd. Class H(1) 164,880
37,500 China Vanke Co., Ltd. Class H 75,913
140,000 CITIC Ltd. 147,804
93,000 COSCO Shipping Holdings Co., Ltd. Class H 94,847
136,000 CSPC Pharmaceutical Group Ltd. 142,884
4,100 ENN Energy Holdings Ltd. 57,574
68,000 Guangzhou Automobile Group Co., Ltd. Class H 45,827
23,000 Guotai Junan Securities Co., Ltd. Class H(1) 25,903
52,400 Haier Smart Home Co., Ltd. Class H 178,584
11,000 Huatai Securities Co., Ltd. Class H(1) 12,586
519,000 Industrial & Commercial Bank of China Ltd. Class H 267,315
5,256 JD.com, Inc. Class A 148,287
258,000 Lenovo Group Ltd. 211,889
2,000 Li Ning Co., Ltd. 17,361
8,000 Longfor Group Holdings Ltd.(1) 24,907
2,500 Meituan Class B*(1) 55,958
1,680 NetEase, Inc. 24,646
16,100 New China Life Insurance Co., Ltd. Class H 39,399
26,000 New Oriental Education & Technology Group, Inc.* 94,940
3,200 Nongfu Spring Co., Ltd. Class H(1) 18,081
478,000 People's Insurance Co., Group of China Ltd. Class H 158,620
394,000 PetroChina Co., Ltd. Class H 180,216
136,000 PICC Property & Casualty Co., Ltd. Class H 129,118
30,000 Ping An Insurance Group Co. of China Ltd. Class H 198,528
303,000 Postal Savings Bank of China Co., Ltd. Class H(1) 188,284
3,300 Tencent Holdings Ltd. 141,218
131,000 Want Want China Holdings Ltd. 87,614
15,200 Xiaomi Corp. Class B*(1) 21,305
Shares or Principal Amount   Market Value†
COMMON STOCKS - 97.3% - (continued)
  China - 20.8% - (continued)
    2,000 Yankuang Energy Group Co., Ltd. Class H $      6,099
    2,229 Yum China Holdings, Inc.     125,373
      900 Zhuzhou CRRC Times Electric Co., Ltd. Class H       4,468
      638 ZTO Express Cayman, Inc.     17,297
      5,711,672
  Hong Kong - 2.3%
64,000 China Overseas Land & Investment Ltd. 168,918
23,300 China Resources Gas Group Ltd. 87,469
26,000 China Resources Land Ltd. 119,091
4,500 Orient Overseas International Ltd. 81,295
262,000 Sino Biopharmaceutical Ltd. 153,408
8,000 Wharf Holdings Ltd. 23,523
      633,704
  India - 14.9%
981 ACC Ltd. 28,952
582 Apollo Hospitals Enterprise Ltd. 31,500
2,783 Asian Paints Ltd. 103,876
11,201 Aurobindo Pharma Ltd. 59,342
289 Axis Bank Ltd. GDR 16,415
1,692 Bajaj Auto Ltd. 73,956
822 Balkrishna Industries Ltd. 21,176
2,826 Bharat Electronics Ltd. 3,413
14,787 Bharti Airtel Ltd. 144,081
14,318 Bharti Infratel Ltd. 32,961
10,672 Cipla Ltd. 138,795
69,624 Coal India Ltd. 189,398
757 Divi's Laboratories Ltd. 31,232
2,934 Dr. Reddy's Laboratories Ltd. ADR 151,834
666 Eicher Motors Ltd. 25,984
11,372 Embassy Office Parks REIT 46,193
98,911 GAIL India Ltd. 114,836
13,292 HCL Technologies Ltd. 166,981
4,257 Hero MotoCorp Ltd. 140,932
4,014 Hindustan Unilever Ltd. 124,260
1,623 Housing Development Finance Corp. Ltd. 51,745
2,087 ICICI Bank Ltd. ADR 45,684
141,867 Indian Oil Corp. Ltd. 131,184
12,085 Infosys Ltd. ADR 217,651
13,134 ITC Ltd. 52,636
3,770 JSW Steel Ltd. 35,000
4,883 Larsen & Toubro Ltd. 123,111
5,219 Mahindra & Mahindra Ltd. 78,805
1,722 Maruti Suzuki India Ltd. 174,731
2,299 Mphasis Ltd. 54,822
87 MRF Ltd. 93,105
47,955 NTPC Ltd. 96,484
57,889 Oil & Natural Gas Corp. Ltd. 102,686
116 Page Industries Ltd. 60,064
24,490 Petronet LNG Ltd. 63,778
116 Pidilite Industries Ltd. 3,576
45,153 Power Grid Corp. of India Ltd. 116,635
1,146 Reliance Industries Ltd. GDR(1) 70,479
10,199 Sun Pharmaceutical Industries Ltd. 123,453
6,227 Tata Consultancy Services Ltd. 245,128
84,150 Tata Steel Ltd. 114,584
7,703 Tech Mahindra Ltd. 94,637
1,209 Titan Co., Ltd. 37,959
2,322 Torrent Pharmaceuticals Ltd. 43,521
579 Tube Investments of India Ltd. 19,425
4,682 TVS Motor Co., Ltd. 61,427
12,993 Vedanta Ltd. 48,435
15,516 Wipro Ltd. ADR 72,305
      4,079,167
 

20

Hartford Multifactor Emerging Markets ETF
Schedule of Investments – (continued)
December 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 97.3% - (continued)
  Indonesia - 3.8%
   72,000 Adaro Energy Indonesia Tbk PT $     17,806
  449,800 Astra International Tbk PT     164,693
  182,200 Bank Central Asia Tbk PT     100,068
   40,600 Bank Mandiri Persero Tbk PT      25,884
  346,900 Bank Rakyat Indonesia Persero Tbk PT     110,081
  245,800 Bukit Asam Tbk PT      58,263
17,000 Indo Tambangraya Megah Tbk PT 42,616
36,800 Indofood CBP Sukses Makmur Tbk PT 23,639
274,100 Indofood Sukses Makmur Tbk PT 118,408
1,123,200 Kalbe Farma Tbk PT 150,794
103,800 Sumber Alfaria Trijaya Tbk PT 17,670
460,300 Telkom Indonesia Persero Tbk PT 110,880
100,100 Unilever Indonesia Tbk PT 30,221
42,600 United Tractors Tbk PT 71,354
      1,042,377
  Malaysia - 3.8%
71,046 CIMB Group Holdings Bhd 93,545
93,600 DiGi.Com Bhd 84,994
190,700 Hartalega Holdings Bhd 73,596
16,200 Hong Leong Bank Bhd 75,612
8,600 IHH Healthcare Bhd 12,143
2,400 Kuala Lumpur Kepong Bhd 12,183
79,944 Malayan Banking Bhd 157,892
7,800 MISC Bhd 13,280
83,700 Petronas Chemicals Group Bhd 163,410
14,100 Petronas Gas Bhd 54,800
28,600 Public Bank Bhd 28,048
46,664 RHB Bank Bhd 61,336
125,600 Sime Darby Bhd 65,580
67,400 Tenaga Nasional Bhd 147,347
      1,043,766
  Mexico - 3.8%
15,444 America Movil S.A.B. de C.V. Class L ADR* 281,081
10,835 Arca Continental S.A.B. de C.V. 87,871
2,604 Coca-Cola Femsa S.A.B. de C.V. ADR 176,759
359 Fomento Economico Mexicano S.A.B. de C.V. ADR 28,045
3,520 Gruma S.A.B. de C.V. Class B 47,022
27,908 Grupo Bimbo S.A.B. de C.V. 117,863
9,400 Grupo Financiero Banorte S.A.B. de C.V. Class O 67,647
7,991 Grupo Mexico S.A.B. de C.V. Class B 28,171
20,764 Kimberly-Clark de Mexico S.A.B. de C.V. Class A 35,237
48,747 Wal-Mart de Mexico S.A.B. de C.V. 172,302
      1,041,998
  Philippines - 2.7%
23,115 ACEN Corp. 3,161
64,336 BDO Unibank, Inc. 122,028
3,403 Globe Telecom, Inc. 133,122
39,860 International Container Terminal Services, Inc. 143,053
13,650 Manila Electric Co. 73,189
6,650 PLDT, Inc. 157,158
5,645 SM Investments Corp. 91,167
31,900 SM Prime Holdings, Inc. 20,321
      743,199
  Poland - 3.1%
5,276 Asseco Poland S.A. 87,327
7,610 Cyfrowy Polsat S.A. 30,553
1,153 Dino Polska S.A.*(1) 98,654
45,090 Orange Polska S.A. 68,114
16,685 Polski Koncern Naftowy ORLEN S.A. 244,365
3,004 Powszechna Kasa Oszczednosci Bank Polski S.A. 20,745
36,321 Powszechny Zaklad Ubezpieczen S.A. 293,300
      843,058
Shares or Principal Amount   Market Value†
COMMON STOCKS - 97.3% - (continued)
  Russia - 0.0%
   70,980 Gazprom PJSC*(2) $         —
    3,097 Gazprom PJSC ADR*(2)          —
      310 Lukoil PJSC*(2)          —
       87 Lukoil PJSC ADR*(2)          —
      387 MMC Norilsk Nickel PJSC*(2)          —
        7 MMC Norilsk Nickel PJSC ADR*(2)          —
64,472 Sberbank of Russia PJSC*(2)
172 Yandex N.V. Class A*(2)
     
  South Africa - 2.9%
23,679 FirstRand Ltd. 86,450
386 Grindrod Ltd. 227
9,418 Investec plc 57,936
163 Kumba Iron Ore Ltd. 4,716
2,440 Mr. Price Group Ltd. 22,792
8,805 MTN Group Ltd. 65,876
4,977 MultiChoice Group Ltd. 34,293
885 Naspers Ltd. Class N 146,902
1,481 Remgro Ltd. 11,579
3,925 Shoprite Holdings Ltd. 52,133
12,941 Standard Bank Group Ltd. 127,615
15,684 Vodacom Group Ltd. 113,102
18,188 Woolworths Holdings Ltd. 71,010
      794,631
  South Korea - 11.9%
6,554 Cheil Worldwide, Inc.* 119,470
3,119 Coway Co., Ltd.* 137,882
536 DB HiTek Co., Ltd.* 15,747
875 DB Insurance Co., Ltd.* 45,186
237 E-Mart, Inc. 18,368
2,734 GS Holdings Corp. 94,701
1,433 Hana Financial Group, Inc. 47,653
2,147 Hankook Tire & Technology Co., Ltd.* 52,890
26 Hanmi Pharm Co., Ltd.* 6,127
2,900 Hanon Systems 18,554
3,066 HMM Co., Ltd.* 47,402
291 Hotel Shilla Co., Ltd.* 19,124
105 Hyundai Glovis Co., Ltd.* 13,577
4,069 Hyundai Marine & Fire Insurance Co., Ltd.* 94,766
512 Hyundai Mobis Co., Ltd. 81,183
1,089 Hyundai Motor Co. 130,043
3,448 Kia Corp.* 161,697
42 Korea Zinc Co., Ltd.* 18,733
201 Krafton, Inc.* 26,705
2,781 KT&G Corp.* 201,235
396 Kumho Petrochemical Co., Ltd.* 39,459
500 LG Corp.* 30,882
11,695 LG Display Co., Ltd.* 115,147
1,733 LG Electronics, Inc.* 118,548
590 LG Innotek Co., Ltd.* 117,813
22,725 LG Uplus Corp. 198,585
360 NAVER Corp. 50,534
52 NCSoft Corp.* 18,423
305 Orion Corp.* 30,874
344 POSCO Holdings, Inc. 75,220
665 Samsung C&T Corp.* 59,690
1,163 Samsung Electro-Mechanics Co., Ltd.* 120,025
6,165 Samsung Electronics Co., Ltd. 269,612
601 Samsung Fire & Marine Insurance Co., Ltd.* 95,057
1,388 Samsung SDS Co., Ltd.* 135,013
833 Shinhan Financial Group Co., Ltd. 23,188
577 Shinsegae, Inc. 100,388
3,717 SK Hynix, Inc. 220,463
 

21

Hartford Multifactor Emerging Markets ETF
Schedule of Investments – (continued)
December 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 97.3% - (continued)
  South Korea - 11.9% - (continued)
      135 SK, Inc. $     20,178
    5,736 Woori Financial Group, Inc.      52,393
      652 Yuhan Corp.*     29,493
      3,272,028
  Taiwan - 15.7%
  181,000 Acer, Inc.     138,685
2,000 Advantech Co., Ltd. 21,539
38,000 ASE Technology Holding Co., Ltd. 116,094
30,000 Asustek Computer, Inc. 262,075
84,600 AU Optronics Corp. 41,288
21,000 Catcher Technology Co., Ltd. 115,469
63,815 Cathay Financial Holding Co., Ltd. 83,050
31,000 Cheng Shin Rubber Industry Co., Ltd. 34,192
112,000 China Development Financial Holding Corp. 45,914
20,000 China Steel Corp. 19,391
40,000 Chunghwa Telecom Co., Ltd. 147,061
259,000 Compal Electronics, Inc. 194,236
75,000 CTBC Financial Holding Co., Ltd. 53,928
4,000 Delta Electronics, Inc. 37,286
6,000 Evergreen Marine Corp. Taiwan Ltd. 31,820
53,000 Far EasTone Telecommunications Co., Ltd. 113,637
8,860 First Financial Holding Co., Ltd. 7,639
5,000 Formosa Chemicals & Fibre Corp. 11,469
17,000 Formosa Plastics Corp. 48,010
30,600 Fubon Financial Holding Co., Ltd. 56,052
47,224 Hon Hai Precision Industry Co., Ltd. 153,493
83,595 Innolux Corp. 30,054
169,000 Inventec Corp. 144,336
1,000 Largan Precision Co., Ltd. 66,373
84,245 Lite-On Technology Corp. 174,874
1,000 Lotes Co., Ltd. 26,874
98,000 Macronix International Co., Ltd. 107,612
3,000 MediaTek, Inc. 61,004
16,800 Mega Financial Holding Co., Ltd. 16,589
31,000 Micro-Star International Co., Ltd. 120,528
20,000 Nan Ya Plastics Corp. 46,201
29,000 Nanya Technology Corp. 48,309
13,000 Novatek Microelectronics Corp. 133,445
62,000 Pegatron Corp. 128,093
83,000 Pou Chen Corp. 92,356
30,000 Powerchip Semiconductor Manufacturing Corp. 31,088
40,000 Powertech Technology, Inc. 103,073
10,000 President Chain Store Corp. 88,497
49,000 Quanta Computer, Inc. 115,264
5,000 Realtek Semiconductor Corp. 45,713
62,940 SinoPac Financial Holdings Co., Ltd. 34,300
99,000 Synnex Technology International Corp. 190,685
29,611 Taiwan Cooperative Financial Holding Co., Ltd. 25,049
37,000 Taiwan Mobile Co., Ltd. 114,002
1,743 Taiwan Semiconductor Manufacturing Co., Ltd. ADR 129,836
27,000 Uni-President Enterprises Corp. 58,506
43,000 United Microelectronics Corp.* 56,941
9,000 Vanguard International Semiconductor Corp. 22,694
34,000 Winbond Electronics Corp. 21,682
110,686 Wistron Corp. 105,876
75,000 WPG Holdings Ltd. 117,372
3,000 Yang Ming Marine Transport Corp. 6,393
28,580 Yuanta Financial Holding Co., Ltd. 20,178
26,000 Zhen Ding Technology Holding Ltd. 88,822
      4,304,947
  Thailand - 4.5%
45,326 Advanced Info Service PCL NVDR 255,192
351,500 Bangkok Chain Hospital PCL NVDR 208,048
Shares or Principal Amount   Market Value†
COMMON STOCKS - 97.3% - (continued)
  Thailand - 4.5% - (continued)
  236,100 Bangkok Dusit Medical Services PCL NVDR $    197,688
    7,300 Bumrungrad Hospital PCL NVDR      44,683
   15,600 Com7 PCL NVDR      15,314
   32,700 CP ALL PCL NVDR      64,437
   64,600 Home Product Center PCL NVDR      28,910
   75,000 Krung Thai Bank PCL NVDR      38,328
16,200 PTT Exploration & Production PCL NVDR 82,555
87,900 PTT Oil & Retail Business PCL NVDR 60,402
88,500 PTT PCL NVDR 84,961
15,300 Siam Cement PCL NVDR 151,079
8,900 Supalai PCL NVDR 6,244
      1,237,841
  Turkey - 3.6%
21,660 Aksa Akrilik Kimya Sanayii AS 106,394
26,156 BIM Birlesik Magazalar AS 191,285
86,556 Eregli Demir ve Celik Fabrikalari T.A.S. 190,780
33,790 Haci Omer Sabanci Holding AS 81,372
16,761 KOC Holding AS 74,943
4,203 Turk Hava Yollari AO* 31,636
26,041 Turkcell Iletisim Hizmetleri AS 52,695
11,243 Turkiye Is Bankasi A/S Class C 7,670
111,901 Turkiye Sise ve Cam Fabrikalari AS 256,566
      993,341
  Total Common Stocks
(cost $28,240,974)
  $ 26,722,160
PREFERRED STOCKS - 2.4%
  Brazil - 2.1%
24,358 Banco Bradesco S.A. (Preference Shares) $ 69,894
12,930 Cia Energetica de Minas Gerais (Preference Shares) 27,282
87,803 Cia Paranaense de Energia (Preference Shares) 131,544
16,534 Gerdau S.A. (Preference Shares) 91,975
22,419 Itau Unibanco Holding S.A. (Preference Shares) 106,156
15,959 Itausa S.A. (Preference Shares) 25,723
24,666 Petroleo Brasileiro S.A. (Preference Shares) 114,459
      567,033
  Colombia - 0.3%
13,470 Bancolombia S.A. (Preference Shares) 93,200
  Total Preferred Stocks
(cost $675,655)
  $ 660,233
  Total Long-Term Investments
(cost $28,916,629)
  $ 27,382,393
  Total Investments
(cost $28,916,629)
99.7% $ 27,382,393
  Other Assets and Liabilities 0.3% 73,940
  Total Net Assets 100.0% $ 27,456,333
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.
    
 

22

Hartford Multifactor Emerging Markets ETF
Schedule of Investments – (continued)
December 31, 2022  (Unaudited) 

* 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 December 31, 2022, the aggregate value of these securities was $681,037, representing 2.5% of net assets.
(2) Investment valued using significant unobservable inputs.
 
Futures Contracts Outstanding at December 31, 2022
Description   Number of
Contracts
  Expiration
Date
  Current
Notional
Amount
  Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
MSCI Emerging Markets Index Future   3   03/17/2023   $ 143,910   $ (1,479)
Total futures contracts   $ (1,479)
For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Brazil    $ 891,841   $ 891,841   $ —   $ —
Chile    88,590   88,590    
China    5,711,672   5,711,672    
Hong Kong    633,704   633,704    
India    4,079,167   4,079,167    
Indonesia    1,042,377   1,042,377    
Malaysia    1,043,766   1,043,766    
Mexico    1,041,998   1,041,998    
Philippines    743,199   743,199    
Poland    843,058   843,058    
Russia         
South Africa    794,631   794,631    
South Korea    3,272,028   3,272,028    
Taiwan    4,304,947   4,304,947    
Thailand    1,237,841   1,237,841    
Turkey    993,341   993,341    
Preferred Stocks    660,233   660,233    
Total   $ 27,382,393   $ 27,382,393   $ —   $ —
Liabilities                
Futures Contracts(2)    $ (1,479)   $ (1,479)   $ —   $ —
Total   $ (1,479)   $ (1,479)   $ —   $ —
    
(1) For the period ended December 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.
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended December 31, 2022 is not presented.

23

Hartford Multifactor Small Cap ETF
Schedule of Investments
December 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.6%
  Automobiles & Components - 0.6%
    269 LCI Industries $     24,869
  4,304 Standard Motor Products, Inc.     149,779
     53 Winnebago Industries, Inc.      2,793
      177,441
  Banks - 9.5%
  1,428 Ameris Bancorp      67,316
2,201 Associated Banc-Corp. 50,821
1,789 Bankwell Financial Group, Inc. 52,650
1,473 Banner Corp. 93,094
4,879 BCB Bancorp, Inc. 87,773
838 Cathay General Bancorp 34,182
948 Central Pacific Financial Corp. 19,225
319 City Holding Co. 29,696
434 Community Trust Bancorp, Inc. 19,934
447 Eagle Bancorp, Inc. 19,699
122 Enterprise Financial Services Corp. 5,973
477 Farmers National Banc Corp. 6,735
2,304 Financial Institutions, Inc. 56,125
11,751 First BanCorp 152,515
3,990 First Busey Corp. 98,633
2,006 First Financial Corp. 92,436
1,590 First Hawaiian, Inc. 41,404
332 First Merchants Corp. 13,649
5,373 Fulton Financial Corp. 90,428
166 Great Southern Bancorp, Inc. 9,875
5,208 Hanmi Financial Corp. 128,898
757 Heartland Financial USA, Inc. 35,291
2,587 Heritage Financial Corp. 79,266
2,710 Hilltop Holdings, Inc. 81,327
767 HomeStreet, Inc. 21,154
9,405 Hope Bancorp, Inc. 120,478
1,727 Independent Bank Corp. 41,310
2,307 International Bancshares Corp. 105,568
471 Midland States Bancorp, Inc. 12,538
147 National Bank Holdings Corp. Class A 6,184
1,506 NBT Bancorp, Inc. 65,391
220 Northrim BanCorp, Inc. 12,005
4,518 Northwest Bancshares, Inc. 63,162
2,396 OceanFirst Financial Corp. 50,915
302 Park National Corp. 42,507
2,581 PCB Bancorp 45,658
1,223 Preferred Bank 91,260
139 QCR Holdings, Inc. 6,900
852 Renasant Corp. 32,027
1,643 Republic Bancorp, Inc. Class A 67,232
3,055 S&T Bancorp, Inc. 104,420
605 Simmons First National Corp. Class A 13,056
4,272 Towne Bank 131,748
811 TriCo Bancshares 41,353
1,417 TrustCo Bank Corp. NY 53,265
3,385 Trustmark Corp. 118,170
3,110 Univest Financial Corp. 81,264
228 Washington Federal, Inc. 7,649
218 Washington Trust Bancorp, Inc. 10,285
3,934 Waterstone Financial, Inc. 67,822
2,619 WesBanco, Inc. 96,851
      2,877,117
  Capital Goods - 7.1%
78 Alamo Group, Inc. 11,045
1,981 Argan, Inc. 73,059
3,037 BlueLinx Holdings, Inc.* 215,961
4,381 Boise Cascade Co. 300,843
2,260 Encore Wire Corp. 310,886
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.6% - (continued)
  Capital Goods - 7.1% - (continued)
    162 Federal Signal Corp. $      7,528
  1,459 Global Industrial Co.      34,330
  3,080 GMS, Inc.*     153,384
  9,183 GrafTech International Ltd.      43,711
 19,255 Hudson Technologies, Inc.*     194,861
  1,807 Insteel Industries, Inc.      49,729
167 Kadant, Inc. 29,664
626 McGrath Rent Corp. 61,811
4,290 Mueller Industries, Inc. 253,110
1,121 MYR Group, Inc.* 103,211
3,765 Quanex Building Products Corp. 89,155
1,777 Rush Enterprises, Inc. Class A 92,902
1,078 Veritiv Corp. 131,203
      2,156,393
  Commercial & Professional Services - 4.3%
716 Barrett Business Services, Inc. 66,788
3,053 Brady Corp. Class A 143,796
1,414 Deluxe Corp. 24,010
5,400 Ennis, Inc. 119,664
1,728 Healthcare Services Group, Inc. 20,736
4,113 Heidrick & Struggles International, Inc. 115,041
6,878 HNI Corp. 195,541
6,747 Kelly Services, Inc. Class A 114,024
3,082 Kforce, Inc. 168,986
4,615 RCM Technologies, Inc.* 56,949
11,199 Resources Connection, Inc. 205,838
1,117 TrueBlue, Inc.* 21,871
319 UniFirst Corp. 61,564
      1,314,808
  Consumer Durables & Apparel - 5.0%
1,384 Acushnet Holdings Corp. 58,765
5,885 Bassett Furniture Industries, Inc. 102,281
540 Carter's, Inc. 40,289
481 Century Communities, Inc. 24,055
7,163 Ethan Allen Interiors, Inc. 189,246
495 Green Brick Partners, Inc.* 11,994
1,101 Johnson Outdoors, Inc. Class A 72,798
3,093 Kontoor Brands, Inc. 123,689
292 La-Z-Boy, Inc. 6,663
7,124 Levi Strauss & Co. Class A 110,565
687 MDC Holdings, Inc. 21,709
7,075 Movado Group, Inc. 228,169
1,434 Oxford Industries, Inc. 133,620
13,734 Smith & Wesson Brands, Inc. 119,211
3,783 Sturm Ruger & Co., Inc. 191,496
2,791 Vista Outdoor, Inc.* 68,017
      1,502,567
  Consumer Services - 0.8%
17 Graham Holdings Co. Class B 10,272
11,216 Perdoceo Education Corp.* 155,902
2,837 Stride, Inc.* 88,741
      254,915
  Diversified Financials - 1.5%
1,720 A-Mark Precious Metals, Inc. 59,736
6,553 Bridge Investment Group Holdings, Inc. Class A 78,964
8,475 Cherry Hill Mortgage Investment Corp. REIT(1) 49,155
1,211 Cowen, Inc. Class A 46,769
3,574 Oppenheimer Holdings, Inc. Class A 151,287
2,739 Virtu Financial, Inc. Class A 55,903
      441,814
 

24

Hartford Multifactor Small Cap ETF
Schedule of Investments – (continued)
December 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.6% - (continued)
  Energy - 4.4%
  1,359 Alpha Metallurgical Resources, Inc. $    198,944
  2,035 Arch Resources, Inc.     290,578
    767 Civitas Resources, Inc.      44,432
  1,252 CONSOL Energy, Inc.      81,380
    972 CVR Energy, Inc.      30,462
    553 Dorian LPG Ltd.      10,479
2,124 NACCO Industries, Inc. Class A 80,712
661 Peabody Energy Corp.* 17,464
9,360 Ramaco Resources, Inc. 82,274
4,896 Sitio Royalties Corp. Class A 141,250
34,255 VAALCO Energy, Inc. 156,203
5,386 Warrior Met Coal, Inc. 186,571
      1,320,749
  Food & Staples Retailing - 4.1%
1,202 Andersons, Inc. 42,058
3,336 Ingles Markets, Inc. Class A 321,791
6,330 SpartanNash Co. 191,419
6,274 Sprouts Farmers Market, Inc.* 203,089
4,308 United Natural Foods, Inc.* 166,763
3,739 Weis Markets, Inc. 307,682
      1,232,802
  Food, Beverage & Tobacco - 1.8%
288 Cal-Maine Foods, Inc. 15,682
418 Coca-Cola Consolidated, Inc. 214,167
1,054 John B Sanfilippo & Son, Inc. 85,711
1,194 Universal Corp. 63,055
14,555 Vector Group Ltd. 172,622
      551,237
  Health Care Equipment & Services - 8.0%
489 AdaptHealth Corp. Class A* 9,398
438 Addus HomeCare Corp.* 43,577
8,977 Allscripts Healthcare Solutions, Inc.* 158,354
96 Atrion Corp. 53,707
38,431 Co-Diagnostics, Inc.*(1) 96,846
3,986 Computer Programs & Systems, Inc.* 108,499
810 Corvel Corp.* 117,717
11,954 Cross Country Healthcare, Inc.* 317,618
2,437 Fulgent Genetics, Inc.* 72,574
344 Haemonetics Corp.* 27,056
1,109 InfuSystem Holdings, Inc.* 9,626
528 Integer Holdings Corp.* 36,147
710 iRadimed Corp. 20,086
3,062 LeMaitre Vascular, Inc. 140,913
8,959 Meridian Bioscience, Inc.* 297,528
934 Merit Medical Systems, Inc.* 65,959
1,696 National HealthCare Corp. 100,912
2,556 NextGen Healthcare, Inc.* 48,002
606 Orthofix Medical, Inc.* 12,441
6,141 Owens & Minor, Inc.* 119,934
11,288 Patterson Cos., Inc. 316,403
1,412 Select Medical Holdings Corp. 35,060
5,276 Sensus Healthcare, Inc.* 39,148
671 Utah Medical Products, Inc. 67,456
2,372 Varex Imaging Corp.* 48,151
3,344 Zynex, Inc.(1) 46,515
      2,409,627
  Household & Personal Products - 0.5%
623 Central Garden & Pet Co. Class A* 22,303
2,328 Nu Skin Enterprises, Inc. Class A 98,149
711 USANA Health Sciences, Inc.* 37,825
      158,277
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.6% - (continued)
  Insurance - 4.6%
  2,826 American Equity Investment Life Holding Co. $    128,922
    445 Assured Guaranty Ltd.      27,706
  8,452 CNO Financial Group, Inc.     193,128
  5,136 Donegal Group, Inc. Class A      72,931
  4,554 Employers Holdings, Inc.     196,414
 25,488 Genworth Financial, Inc. Class A*     134,832
2,743 Horace Mann Educators Corp. 102,506
349 National Western Life Group, Inc. Class A 98,069
4,203 ProAssurance Corp. 73,426
1,677 Safety Insurance Group, Inc. 141,304
2,557 Stewart Information Services Corp. 109,261
3,956 United Fire Group, Inc. 108,236
857 Universal Insurance Holdings, Inc. 9,076
      1,395,811
  Materials - 3.8%
2,897 AdvanSix, Inc. 110,144
3,408 Greif, Inc. Class A 228,540
388 Hawkins, Inc. 14,977
1,807 Kronos Worldwide, Inc. 16,986
3,547 Mercer International, Inc. 41,287
1,342 Myers Industries, Inc. 29,833
3,537 Olympic Steel, Inc. 118,772
5,650 Ryerson Holding Corp. 170,969
4,686 Schnitzer Steel Industries, Inc. Class A 143,626
371 Stepan Co. 39,497
1,386 SunCoke Energy, Inc. 11,961
4,505 TimkenSteel Corp.* 81,856
3,071 Tredegar Corp. 31,386
1,506 Trinseo plc 34,201
328 Tronox Holdings plc Class A 4,497
1,600 Worthington Industries, Inc. 79,536
      1,158,068
  Media & Entertainment - 2.2%
2,130 Adeia, Inc. 20,192
1,025 AMC Networks, Inc. Class A* 16,062
21,435 Entravision Communications Corp. Class A 102,888
4,937 John Wiley & Sons, Inc. Class A 197,776
1,728 Scholastic Corp. 68,187
5,796 Sciplay Corp. Class A* 93,200
841 Sinclair Broadcast Group, Inc. Class A 13,044
3,722 Thryv Holdings, Inc.* 70,718
1,378 World Wrestling Entertainment, Inc. Class A 94,420
      676,487
  Pharmaceuticals, Biotechnology & Life Sciences - 9.3%
5,295 Amphastar Pharmaceuticals, Inc.* 148,366
37,779 Assertio Holdings, Inc.* 162,450
21,032 Catalyst Pharmaceuticals, Inc.* 391,195
2,968 Collegium Pharmaceutical, Inc.* 68,858
9,765 Corcept Therapeutics, Inc.* 198,327
5,188 Eagle Pharmaceuticals, Inc.* 151,645
888 Emergent BioSolutions, Inc.* 10,487
2,337 Harmony Biosciences Holdings, Inc.* 128,769
11,475 Innoviva, Inc.* 152,044
14,180 Ironwood Pharmaceuticals, Inc. Class A* 175,690
2,091 iTeos Therapeutics, Inc.* 40,837
2,136 Maravai LifeSciences Holdings, Inc. Class A* 30,566
9,866 Organogenesis Holdings, Inc. Class A* 26,540
639 Pacira BioSciences, Inc.* 24,672
6,781 Phibro Animal Health Corp. Class A 90,933
2,594 Prestige Consumer Healthcare, Inc.* 162,384
20,507 SIGA Technologies, Inc. 150,932
7,285 Supernus Pharmaceuticals, Inc.* 259,856
 

25

Hartford Multifactor Small Cap ETF
Schedule of Investments – (continued)
December 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.6% - (continued)
  Pharmaceuticals, Biotechnology & Life Sciences - 9.3% - (continued)
  7,407 uniQure N.V.* $    167,917
 14,042 Vanda Pharmaceuticals, Inc.*     103,770
  6,855 Vir Biotechnology, Inc.*    173,500
      2,819,738
  Real Estate - 4.5%
  2,908 Armada Hoffler Properties, Inc. REIT      33,442
3,748 Brandywine Realty Trust REIT 23,050
3,188 BRT Apartments Corp. REIT 62,612
269 Centerspace REIT 15,782
16,309 City Office, Inc. REIT 136,669
582 Corporate Office Properties Trust REIT 15,097
5,887 CTO Realty Growth, Inc. REIT 107,614
830 Forestar Group, Inc.* 12,790
56,771 Franklin Street Properties Corp. REIT 154,985
791 Getty Realty Corp. REIT 26,775
505 Industrial Logistics Properties Trust REIT 1,651
1,287 iStar, Inc. REIT 9,820
6,986 Kennedy-Wilson Holdings, Inc. 109,890
1,000 LTC Properties, Inc. REIT 35,530
3,899 LXP Industrial Trust REIT 39,068
2,170 Marcus & Millichap, Inc. REIT 74,757
2,909 Newmark Group, Inc. Class A 23,185
136 NexPoint Residential Trust, Inc. REIT 5,919
4,583 Piedmont Office Realty Trust, Inc. Class A REIT 42,026
3,453 PotlatchDeltic Corp. REIT 151,897
4,536 RMR Group, Inc. Class A 128,142
4,074 RPT Realty REIT 40,903
66 Safehold, Inc. REIT 1,889
5,205 UMH Properties, Inc. REIT 83,801
713 Universal Health Realty Income Trust REIT 34,032
      1,371,326
  Retailing - 8.3%
6,291 Aaron's Co., Inc. 75,177
3,471 Abercrombie & Fitch Co. Class A* 79,521
3,416 Academy Sports & Outdoors, Inc. 179,477
316 Asbury Automotive Group, Inc.* 56,643
10,718 Big 5 Sporting Goods Corp.(1) 94,640
7,006 Buckle, Inc. 317,722
1,795 Build-A-Bear Workshop, Inc.* 42,793
6,314 Caleres, Inc. 140,676
1,167 Camping World Holdings, Inc. Class A 26,047
7,589 Cato Corp. Class A 70,805
3,264 Designer Brands, Inc. Class A 31,922
751 Dillard's, Inc. Class A 242,723
158 Foot Locker, Inc. 5,971
656 Group 1 Automotive, Inc. 118,323
9,842 Haverty Furniture Cos., Inc. 294,276
2,852 Hibbett, Inc. 194,563
2,371 MarineMax, Inc.* 74,023
1,291 Nordstrom, Inc. 20,837
1,095 Penske Automotive Group, Inc. 125,848
6,786 Rent-A-Center, Inc. 153,024
4,441 Sally Beauty Holdings, Inc.* 55,601
1,105 Shoe Carnival, Inc. 26,421
170 Shutterstock, Inc. 8,962
458 Signet Jewelers Ltd. 31,144
4,448 Sportsman's Warehouse Holdings, Inc.* 41,856
302 Zumiez, Inc.* 6,566
      2,515,561
  Semiconductors & Semiconductor Equipment - 2.6%
780 Alpha & Omega Semiconductor Ltd.* 22,285
9,845 Amkor Technology, Inc. 236,083
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.6% - (continued)
  Semiconductors & Semiconductor Equipment - 2.6% - (continued)
    597 Axcelis Technologies, Inc.* $     47,378
    324 Cohu, Inc.*      10,384
  5,315 Kulicke & Soffa Industries, Inc.     235,242
 10,233 Magnachip Semiconductor Corp.*      96,088
  8,758 Photronics, Inc.*    147,397
      794,857
  Software & Services - 2.5%
9,104 A10 Networks, Inc. 151,399
6,440 Conduent, Inc.* 26,082
3,633 CSG Systems International, Inc. 207,808
650 Evertec, Inc. 21,047
5,908 Hackett Group, Inc. 120,346
20,575 Information Services Group, Inc. 94,645
1,231 Progress Software Corp. 62,104
5,822 Rimini Street, Inc.* 22,182
915 TTEC Holdings, Inc. 40,379
746 Xperi, Inc.* 6,423
      752,415
  Technology Hardware & Equipment - 7.3%
2,633 Aviat Networks, Inc.* 82,123
2,234 Bel Fuse, Inc. Class B 73,543
318 Belden, Inc. 22,864
2,054 Benchmark Electronics, Inc. 54,821
4,182 ePlus, Inc.* 185,179
4,128 Garrett Motion, Inc.* 31,455
1,830 Insight Enterprises, Inc.* 183,494
692 Kimball Electronics, Inc.* 15,632
3,711 Methode Electronics, Inc. 164,657
1,168 OSI Systems, Inc.* 92,880
1,267 PC Connection, Inc. 59,422
980 Plexus Corp.* 100,872
6,082 Richardson Electronics Ltd. 129,729
4,683 Sanmina Corp.* 268,289
4,953 ScanSource, Inc.* 144,727
3,657 Super Micro Computer, Inc.* 300,240
13,638 Vishay Intertechnology, Inc. 294,172
469 Vishay Precision Group, Inc.* 18,127
      2,222,226
  Telecommunication Services - 1.0%
4,016 EchoStar Corp. Class A* 66,987
681 IDT Corp. Class B* 19,183
16,116 Telephone & Data Systems, Inc. 169,057
2,788 United States Cellular Corp.* 58,130
      313,357
  Transportation - 5.4%
1,508 ArcBest Corp. 105,620
323 Atlas Air Worldwide Holdings, Inc.* 32,558
2,828 Covenant Logistics Group, Inc. 97,764
4,374 Eagle Bulk Shipping, Inc. 218,438
12,662 Genco Shipping & Trading Ltd. 194,488
1,990 Hub Group, Inc. Class A* 158,185
2,894 Marten Transport Ltd. 57,243
2,160 Matson, Inc. 135,022
26,441 Pangaea Logistics Solutions Ltd. 136,171
11,174 Schneider National, Inc. Class B 261,472
2,251 Universal Logistics Holdings, Inc. 75,273
3,752 Werner Enterprises, Inc. 151,056
      1,623,290
  Utilities - 0.5%
618 Avista Corp. 27,402
235 Northwest Natural Holding Co. 11,184
 

26

Hartford Multifactor Small Cap ETF
Schedule of Investments – (continued)
December 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.6% - (continued)
  Utilities - 0.5% - (continued)
    958 Otter Tail Corp. $     56,244
    983 Unitil Corp.      50,487
      145,317
  Total Common Stocks
(cost $32,055,473)
  $ 30,186,200
SHORT-TERM INVESTMENTS - 1.0%
  Securities Lending Collateral - 1.0%
 48,965 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 4.14%(2) $     48,965
163,218 HSBC US Government Money Market Fund, 4.13%(2)     163,218
48,965 Invesco Government & Agency Portfolio, Institutional Class, 4.22%(2) 48,965
48,965 Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.08%(2) 48,965
  Total Short-Term Investments
(cost $310,113)
$ 310,113
  Total Investments
(cost $32,365,586)
100.6% $ 30,496,313
  Other Assets and Liabilities (0.6)% (184,760)
  Total Net Assets 100.0% $ 30,311,553
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) Represents entire or partial securities on loan.
(2) Current yield as of period end.
 
Futures Contracts Outstanding at December 31, 2022
Description   Number of
Contracts
  Expiration
Date
  Current
Notional
Amount
  Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
E-Mini Russell 2000   1   03/17/2023   $ 88,545   $ (2,044)
Total futures contracts   $ (2,044)
For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.

27

Hartford Multifactor Small Cap ETF
Schedule of Investments – (continued)
December 31, 2022  (Unaudited) 

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components    $ 177,441   $ 177,441   $ —   $ —
Banks    2,877,117   2,877,117    
Capital Goods    2,156,393   2,156,393    
Commercial & Professional Services    1,314,808   1,314,808    
Consumer Durables & Apparel    1,502,567   1,502,567    
Consumer Services    254,915   254,915    
Diversified Financials    441,814   441,814    
Energy    1,320,749   1,320,749    
Food & Staples Retailing    1,232,802   1,232,802    
Food, Beverage & Tobacco    551,237   551,237    
Health Care Equipment & Services    2,409,627   2,409,627    
Household & Personal Products    158,277   158,277    
Insurance    1,395,811   1,395,811    
Materials    1,158,068   1,158,068    
Media & Entertainment    676,487   676,487    
Pharmaceuticals, Biotechnology & Life Sciences    2,819,738   2,819,738    
Real Estate    1,371,326   1,371,326    
Retailing    2,515,561   2,515,561    
Semiconductors & Semiconductor Equipment    794,857   794,857    
Software & Services    752,415   752,415    
Technology Hardware & Equipment    2,222,226   2,222,226    
Telecommunication Services    313,357   313,357    
Transportation    1,623,290   1,623,290    
Utilities    145,317   145,317    
Short-Term Investments    310,113   310,113    
Total   $ 30,496,313   $ 30,496,313   $ —   $ —
Liabilities                
Futures Contracts(2)    $ (2,044)   $ (2,044)   $ —   $ —
Total   $ (2,044)   $ (2,044)   $ —   $ —
    
(1) For the period ended December 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.

28

Hartford Multifactor US Equity ETF
Schedule of Investments
December 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8%
  Automobiles & Components - 0.1%
 20,606 Gentex Corp. $     561,926
  Banks - 2.3%
 78,914 Bank of America Corp.    2,613,632
 11,484 Citigroup, Inc.      519,421
 28,186 CVB Financial Corp.      725,789
 12,172 First Interstate BancSystem, Inc. Class A      470,448
26,952 JP Morgan Chase & Co. 3,614,263
787 M&T Bank Corp. 114,162
5,882 New York Community Bancorp, Inc. 50,585
1,669 PNC Financial Services Group, Inc. 263,602
2,999 Prosperity Bancshares, Inc. 217,967
8,370 SouthState Corp. 639,133
1,096 U.S. Bancorp 47,797
5,573 United Bankshares, Inc. 225,651
10,934 Wells Fargo & Co. 451,465
3,506 Zions Bancorp NA 172,355
      10,126,270
  Capital Goods - 5.2%
9,766 3M Co. 1,171,139
3,026 A.O. Smith Corp. 173,208
13,943 BWX Technologies, Inc. 809,809
1,704 Carlisle Cos., Inc. 401,548
1,888 Carrier Global Corp. 77,880
350 Caterpillar, Inc. 83,846
5,110 Cummins, Inc. 1,238,102
29,613 Fastenal Co. 1,401,287
4,372 General Dynamics Corp. 1,084,737
3,190 Huntington Ingalls Industries, Inc. 735,869
1,936 Illinois Tool Works, Inc. 426,501
5,447 L3Harris Technologies, Inc. 1,134,120
2,251 Lincoln Electric Holdings, Inc. 325,247
5,382 Lockheed Martin Corp. 2,618,289
8,359 Masco Corp. 390,115
18,924 MSC Industrial Direct Co., Inc. Class A 1,546,091
5,632 Northrop Grumman Corp. 3,072,876
9,331 Otis Worldwide Corp. 730,711
9,957 PACCAR, Inc. 985,444
626 Simpson Manufacturing Co., Inc. 55,501
3,335 Snap-on, Inc. 762,014
11,556 UFP Industries, Inc. 915,813
5,403 Watsco, Inc. 1,347,508
904 Watts Water Technologies, Inc. Class A 132,192
2,746 WW Grainger, Inc. 1,527,462
      23,147,309
  Commercial & Professional Services - 2.4%
15,140 Booz Allen Hamilton Holding Corp. Class A 1,582,433
1,015 CACI International, Inc. Class A* 305,099
9,764 FTI Consulting, Inc.* 1,550,523
5,742 Jacobs Solutions, Inc. 689,442
4,331 Leidos Holdings, Inc. 455,578
14,472 ManpowerGroup, Inc. 1,204,215
8,033 Republic Services, Inc. 1,036,176
5,165 Robert Half International, Inc. 381,332
27,370 Rollins, Inc. 1,000,100
1,254 Science Applications International Corp. 139,106
2,209 Verisk Analytics, Inc. Class A 389,712
4,703 Waste Connections, Inc. 623,430
8,785 Waste Management, Inc. 1,378,191
      10,735,337
  Consumer Durables & Apparel - 1.1%
3,143 D.R. Horton, Inc. 280,167
6,415 Garmin Ltd. 592,040
55,694 Mattel, Inc.* 993,581
22,587 Newell Brands, Inc. 295,438
2,534 NIKE, Inc. Class B 296,503
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8% - (continued)
  Consumer Durables & Apparel - 1.1% - (continued)
 14,119 Ralph Lauren Corp. $   1,491,955
  7,687 VF Corp.      212,238
  5,012 Whirlpool Corp.     708,998
      4,870,920
  Consumer Services - 2.0%
  3,552 Domino's Pizza, Inc.    1,230,413
50,817 H&R Block, Inc. 1,855,329
15,536 McDonald's Corp. 4,094,202
7,095 Service Corp. International 490,548
9,421 Yum! Brands, Inc. 1,206,642
      8,877,134
  Diversified Financials - 1.5%
11,382 Bank of New York Mellon Corp. 518,109
14,576 Berkshire Hathaway, Inc. Class B* 4,502,526
429 CME Group, Inc. 72,141
8,234 Houlihan Lokey, Inc. 717,675
10,350 Voya Financial, Inc. 636,422
      6,446,873
  Energy - 2.7%
23,693 Chevron Corp. 4,252,656
4,084 ConocoPhillips 481,912
67,977 Coterra Energy, Inc. 1,670,195
2,367 EOG Resources, Inc. 306,574
43,578 Exxon Mobil Corp. 4,806,653
1,699 Pioneer Natural Resources Co. 388,035
860 Valero Energy Corp. 109,100
      12,015,125
  Food & Staples Retailing - 2.7%
9,124 BJ's Wholesale Club Holdings, Inc.* 603,644
2,075 Casey's General Stores, Inc. 465,526
6,342 Costco Wholesale Corp. 2,895,123
61,615 Kroger Co. 2,746,797
31,398 Walgreens Boots Alliance, Inc. 1,173,029
29,813 Walmart, Inc. 4,227,185
      12,111,304
  Food, Beverage & Tobacco - 3.8%
1,797 Altria Group, Inc. 82,141
2,435 Archer-Daniels-Midland Co. 226,090
18,967 Campbell Soup Co. 1,076,377
44,868 Coca-Cola Co. 2,854,054
14,609 Conagra Brands, Inc. 565,368
46,980 Flowers Foods, Inc. 1,350,205
17,237 General Mills, Inc. 1,445,322
3,632 Hershey Co. 841,062
11,794 Hormel Foods Corp. 537,217
2,157 JM Smucker Co. 341,798
27,867 Kellogg Co. 1,985,245
21,413 PepsiCo., Inc. 3,868,473
9,895 Philip Morris International, Inc. 1,001,473
13,602 Tyson Foods, Inc. Class A 846,725
      17,021,550
  Health Care Equipment & Services - 5.8%
11,384 Abbott Laboratories 1,249,849
14,716 AmerisourceBergen Corp. Class A 2,438,589
16,254 AMN Healthcare Services, Inc.* 1,671,236
3,997 Baxter International, Inc. 203,727
3,209 Becton Dickinson and Co. 816,049
1,552 Cardinal Health, Inc. 119,302
831 Centene Corp.* 68,150
1,084 Chemed Corp. 553,306
3,211 Cigna Corp. 1,063,933
18,312 CVS Health Corp. 1,706,495
2,758 Elevance Health, Inc. 1,414,771
9,905 Henry Schein, Inc.* 791,112
 

29

Hartford Multifactor US Equity ETF
Schedule of Investments – (continued)
December 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8% - (continued)
  Health Care Equipment & Services - 5.8% - (continued)
 11,809 Hologic, Inc.* $     883,431
  2,615 Humana, Inc.    1,339,377
  1,060 Laboratory Corp. of America Holdings      249,609
  4,125 McKesson Corp.    1,547,370
    362 Molina Healthcare, Inc.*      119,540
 35,108 Premier, Inc. Class A    1,228,078
17,700 Quest Diagnostics, Inc. 2,768,988
17,656 QuidelOrtho Corp.* 1,512,590
1,354 ResMed, Inc. 281,808
6,795 UnitedHealth Group, Inc. 3,602,573
      25,629,883
  Household & Personal Products - 1.7%
745 Avery Dennison Corp. 134,845
6,353 Church & Dwight Co., Inc. 512,115
6,106 Clorox Co. 856,855
13,461 Colgate-Palmolive Co. 1,060,592
9,837 Kimberly-Clark Corp. 1,335,373
24,986 Procter & Gamble Co. 3,786,878
      7,686,658
  Insurance - 7.0%
7,457 Aflac, Inc. 536,456
17,576 Allstate Corp. 2,383,306
16,529 American International Group, Inc. 1,045,294
16,605 Arch Capital Group Ltd.* 1,042,462
611 Arthur J Gallagher & Co. 115,198
4,280 Assurant, Inc. 535,257
43,975 Axis Capital Holdings Ltd. 2,382,126
7,328 Chubb Ltd. 1,616,557
20,505 Cincinnati Financial Corp. 2,099,507
1,933 Erie Indemnity Co. Class A 480,776
6,666 Everest Re Group Ltd. 2,208,246
269 F&G Annuities & Life, Inc. 5,383
3,876 Fidelity National Financial, Inc. 145,815
1,637 First American Financial Corp. 85,681
8,922 Hanover Insurance Group, Inc. 1,205,630
12,175 Loews Corp. 710,168
990 Markel Corp.* 1,304,315
2,432 Marsh & McLennan Cos., Inc. 402,447
27,149 MetLife, Inc. 1,964,773
69,423 Old Republic International Corp. 1,676,565
7,281 Principal Financial Group, Inc. 611,021
9,777 Progressive Corp. 1,268,175
15,390 Prudential Financial, Inc. 1,530,689
419 RLI Corp. 55,002
10,741 Selective Insurance Group, Inc. 951,760
11,662 Travelers Cos., Inc. 2,186,508
23,526 Unum Group 965,272
3,993 Willis Towers Watson plc 976,608
10,478 WR Berkley Corp. 760,388
      31,251,385
  Materials - 4.2%
936 Air Products and Chemicals, Inc. 288,531
86,804 Amcor plc 1,033,836
1,920 AptarGroup, Inc. 211,162
11,337 CF Industries Holdings, Inc. 965,912
20,182 Commercial Metals Co. 974,791
19,628 Dow, Inc. 989,055
2,221 Graphic Packaging Holding Co. 49,417
36,950 Huntsman Corp. 1,015,386
22,734 International Paper Co. 787,278
13,241 LyondellBasell Industries N.V. Class A 1,099,400
42,754 Newmont Corp. 2,017,989
13,271 Nucor Corp. 1,749,250
11,565 Packaging Corp. of America 1,479,279
11,049 Reliance Steel & Aluminum Co. 2,236,760
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8% - (continued)
  Materials - 4.2% - (continued)
  4,037 RPM International, Inc. $     393,406
    413 Sherwin-Williams Co.       98,017
 17,215 Silgan Holdings, Inc.      892,426
 23,110 Steel Dynamics, Inc.   2,257,847
      18,539,742
  Media & Entertainment - 3.5%
25,304 Activision Blizzard, Inc. 1,937,021
31,503 Alphabet, Inc. Class A* 2,779,510
554 Charter Communications, Inc. Class A* 187,861
31,635 Comcast Corp. Class A 1,106,276
11,523 Electronic Arts, Inc. 1,407,880
18,794 Fox Corp. Class A 570,774
23,416 Liberty Global plc Class C* 454,973
16,794 Meta Platforms, Inc. Class A* 2,020,990
12,451 Omnicom Group, Inc. 1,015,628
185,127 Sirius XM Holdings, Inc.(1) 1,081,141
4,352 Take-Two Interactive Software, Inc.* 453,174
91,779 TEGNA, Inc. 1,944,797
9,436 Walt Disney Co.* 819,800
      15,779,825
  Pharmaceuticals, Biotechnology & Life Sciences - 11.9%
33,276 AbbVie, Inc. 5,377,734
8,735 Amgen, Inc. 2,294,160
38,835 Bristol-Myers Squibb Co. 2,794,178
2,025 Corteva, Inc. 119,030
8,871 Danaher Corp. 2,354,541
14,670 Eli Lilly & Co. 5,366,873
24,617 Exelixis, Inc.* 394,857
45,431 Gilead Sciences, Inc. 3,900,251
9,072 Incyte Corp.* 728,663
30,583 Johnson & Johnson 5,402,487
61,364 Merck & Co., Inc. 6,808,336
1,787 Moderna, Inc.* 320,981
83,230 Organon & Co. 2,324,614
112,364 Pfizer, Inc. 5,757,531
4,109 Regeneron Pharmaceuticals, Inc.* 2,964,603
3,150 Seagen, Inc.* 404,807
5,060 Thermo Fisher Scientific, Inc. 2,786,491
3,848 United Therapeutics Corp.* 1,070,090
4,922 Vertex Pharmaceuticals, Inc.* 1,421,375
1,105 Waters Corp.* 378,551
      52,970,153
  Real Estate - 1.4%
4,130 Agree Realty Corp. REIT 292,941
1,718 American Tower Corp. REIT 363,976
10,534 Americold Realty Trust, Inc. REIT 298,218
8,545 Broadstone Net Lease, Inc. REIT 138,514
2,634 Crown Castle, Inc. REIT 357,276
10,518 Digital Realty Trust, Inc. REIT 1,054,640
572 Equinix, Inc. REIT 374,677
1,174 Equity Residential REIT 69,266
3,447 Extra Space Storage, Inc. REIT 507,329
8,493 Iron Mountain, Inc. REIT 423,376
3,381 Public Storage REIT 947,322
2,811 Realty Income Corp. REIT 178,302
466 SBA Communications Corp. REIT 130,624
3,466 Weyerhaeuser Co. REIT 107,446
10,495 WP Carey, Inc. REIT 820,184
      6,064,091
  Retailing - 6.5%
1,539 Advance Auto Parts, Inc. 226,279
21,046 Amazon.com, Inc.* 1,767,864
6,661 AutoNation, Inc.* 714,725
932 AutoZone, Inc.* 2,298,480
27,328 Best Buy Co., Inc. 2,191,979
 

30

Hartford Multifactor US Equity ETF
Schedule of Investments – (continued)
December 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8% - (continued)
  Retailing - 6.5% - (continued)
 11,097 Dollar General Corp. $   2,732,636
 12,610 Dollar Tree, Inc.*    1,783,559
 11,015 Genuine Parts Co.    1,911,213
 13,525 Home Depot, Inc.    4,272,007
    453 Lithia Motors, Inc. Class A       92,747
  5,194 LKQ Corp.      277,412
4,510 Lowe's Cos., Inc. 898,572
10,247 Murphy USA, Inc. 2,864,446
2,472 O'Reilly Automotive, Inc.* 2,086,442
549 Pool Corp. 165,979
10,635 Target Corp. 1,585,040
7,603 TJX Cos., Inc. 605,199
10,154 Tractor Supply Co. 2,284,345
563 Ulta Beauty, Inc.* 264,087
      29,023,011
  Semiconductors & Semiconductor Equipment - 3.9%
939 Analog Devices, Inc. 154,024
2,477 Applied Materials, Inc. 241,210
7,546 Broadcom, Inc. 4,219,195
8,996 Cirrus Logic, Inc.* 670,022
80,264 Intel Corp. 2,121,378
2,976 KLA Corp. 1,122,041
425 Lam Research Corp. 178,628
14,664 Micron Technology, Inc. 732,907
1,187 Monolithic Power Systems, Inc. 419,735
12,546 NVIDIA Corp. 1,833,472
8,827 Power Integrations, Inc. 633,072
11,809 QUALCOMM, Inc. 1,298,282
5,856 Skyworks Solutions, Inc. 533,657
10,319 Teradyne, Inc. 901,365
12,997 Texas Instruments, Inc. Class A 2,147,364
      17,206,352
  Software & Services - 12.0%
15,039 Accenture plc Class A 4,013,007
8,951 Adobe, Inc.* 3,012,280
19,480 Akamai Technologies, Inc.* 1,642,164
5,043 Automatic Data Processing, Inc. 1,204,571
2,342 Black Knight, Inc.* 144,618
13,638 Box, Inc. Class A* 424,551
10,427 Broadridge Financial Solutions, Inc. 1,398,573
6,343 Cadence Design Systems, Inc.* 1,018,940
33,486 Cognizant Technology Solutions Corp. Class A 1,915,064
7,673 Concentrix Corp. 1,021,737
15,453 Dolby Laboratories, Inc. Class A 1,090,055
61,413 Dropbox, Inc. Class A* 1,374,423
2,295 ExlService Holdings, Inc.* 388,842
507 Fiserv, Inc.* 51,242
10,089 Fortinet, Inc.* 493,251
1,697 Gartner, Inc.* 570,430
21,868 International Business Machines Corp. 3,080,982
588 Intuit, Inc. 228,861
15,112 Jack Henry & Associates, Inc. 2,653,063
9,016 Mastercard, Inc. Class A 3,135,134
26,399 MAXIMUS, Inc. 1,935,839
17,789 Microsoft Corp. 4,266,158
77,291 Nortonlifelock, Inc. 1,656,346
26,733 Oracle Corp. 2,185,155
1,384 Palo Alto Networks, Inc.* 193,123
15,087 Paychex, Inc. 1,743,454
6,612 Qualys, Inc.* 742,065
1,731 Roper Technologies, Inc. 747,948
368 ServiceNow, Inc.* 142,883
2,796 Synopsys, Inc.* 892,735
5,775 Teradata Corp.* 194,386
7,697 VeriSign, Inc.* 1,581,272
17,132 Visa, Inc. Class A 3,559,344
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8% - (continued)
  Software & Services - 12.0% - (continued)
  9,125 VMware, Inc. Class A* $   1,120,185
214,179 Western Union Co.    2,949,245
  9,166 Zoom Video Communications, Inc. Class A*     620,905
      53,392,831
  Technology Hardware & Equipment - 8.5%
 32,840 Allison Transmission Holdings, Inc.    1,366,144
10,825 Amphenol Corp. Class A 824,216
27,423 Apple, Inc. 3,563,070
765 Arista Networks, Inc.* 92,833
12,539 Arrow Electronics, Inc.* 1,311,203
60,555 Avnet, Inc. 2,517,877
5,717 CDW Corp. 1,020,942
5,697 Ciena Corp.* 290,433
54,321 Cisco Systems, Inc. 2,587,852
47,824 Corning, Inc. 1,527,499
66,984 Dell Technologies, Inc. Class C 2,694,096
219,117 Hewlett Packard Enterprise Co. 3,497,107
129,802 HP, Inc. 3,487,780
13,602 Jabil, Inc. 927,656
55,668 Juniper Networks, Inc. 1,779,149
9,183 Keysight Technologies, Inc.* 1,570,936
1,639 Littelfuse, Inc. 360,908
8,122 Motorola Solutions, Inc. 2,093,121
29,068 NetApp, Inc. 1,745,824
659 Rogers Corp.* 78,645
40,514 Seagate Technology Holdings plc 2,131,442
4,649 TE Connectivity Ltd. 533,705
72,148 Vontier Corp. 1,394,621
8,160 Western Digital Corp.* 257,448
      37,654,507
  Telecommunication Services - 2.5%
177,062 AT&T, Inc. 3,259,711
135,793 Lumen Technologies, Inc. 708,840
8,614 T-Mobile U.S., Inc.* 1,205,960
147,865 Verizon Communications, Inc. 5,825,881
      11,000,392
  Transportation - 2.6%
20,428 CH Robinson Worldwide, Inc. 1,870,388
18,226 Expeditors International of Washington, Inc. 1,894,046
3,976 FedEx Corp. 688,643
5,060 J.B. Hunt Transport Services, Inc. 882,262
14,424 Knight-Swift Transportation Holdings, Inc. 755,962
14,754 Landstar System, Inc. 2,403,427
16,706 Ryder System, Inc. 1,396,120
10,786 United Parcel Service, Inc. Class B 1,875,038
      11,765,886
  Utilities - 4.5%
11,470 Alliant Energy Corp. 633,259
10,341 Ameren Corp. 919,522
12,173 American Electric Power Co., Inc. 1,155,826
602 American Water Works Co., Inc. 91,757
7,550 Atmos Energy Corp. 846,128
19,081 CMS Energy Corp. 1,208,400
17,904 Consolidated Edison, Inc. 1,706,430
10,604 Dominion Energy, Inc. 650,237
1,743 DTE Energy Co. 204,855
8,469 Duke Energy Corp. 872,222
9,668 Edison International 615,078
3,557 Entergy Corp. 400,163
8,131 Evergy, Inc. 511,684
6,276 Eversource Energy 526,180
23,077 Exelon Corp. 997,619
13,828 FirstEnergy Corp. 579,946
19,089 Hawaiian Electric Industries, Inc. 798,875
1,948 IDACORP, Inc. 210,092
 

31

Hartford Multifactor US Equity ETF
Schedule of Investments – (continued)
December 31, 2022  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8% - (continued)
  Utilities - 4.5% - (continued)
 12,732 National Fuel Gas Co. $     805,936
 10,864 NiSource, Inc.      297,891
 37,402 NRG Energy, Inc.    1,190,132
 12,680 OGE Energy Corp.      501,494
  1,479 Pinnacle West Capital Corp.      112,463
  9,743 Portland General Electric Co.      477,407
8,425 Southern Co. 601,629
1,513 Southwest Gas Holdings, Inc. 93,624
10,548 Spire, Inc. 726,335
10,611 UGI Corp. 393,350
11,044 WEC Energy Group, Inc. 1,035,485
13,440 Xcel Energy, Inc. 942,278
      20,106,297
  Total Common Stocks
(cost $444,737,726)
  $ 443,984,761
SHORT-TERM INVESTMENTS - 0.2%
  Securities Lending Collateral - 0.2%
164,900 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 4.14%(2) $ 164,900
549,669 HSBC US Government Money Market Fund, 4.13%(2) 549,669
164,901 Invesco Government & Agency Portfolio, Institutional Class, 4.22%(2) 164,901
164,901 Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 4.08%(2) 164,901
  Total Short-Term Investments
(cost $1,044,371)
$ 1,044,371
  Total Investments
(cost $445,782,097)
100.0% $ 445,029,132
  Other Assets and Liabilities 0.0% 67,822
  Total Net Assets 100.0% $ 445,096,954
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
  Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
  For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
  See “Glossary” for abbreviation descriptions.
    
* Non-income producing.
(1) Represents entire or partial securities on loan.
(2) Current yield as of period end.
 
Futures Contracts Outstanding at December 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   5   03/17/2023   $ 965,250   $ (37,067)
Total futures contracts   $ (37,067)
For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.

32

Hartford Multifactor US Equity ETF
Schedule of Investments – (continued)
December 31, 2022  (Unaudited) 

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of December 31, 2022 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components    $ 561,926   $ 561,926   $ —   $ —
Banks    10,126,270   10,126,270    
Capital Goods    23,147,309   23,147,309    
Commercial & Professional Services    10,735,337   10,735,337    
Consumer Durables & Apparel    4,870,920   4,870,920    
Consumer Services    8,877,134   8,877,134    
Diversified Financials    6,446,873   6,446,873    
Energy    12,015,125   12,015,125    
Food & Staples Retailing    12,111,304   12,111,304    
Food, Beverage & Tobacco    17,021,550   17,021,550    
Health Care Equipment & Services    25,629,883   25,629,883    
Household & Personal Products    7,686,658   7,686,658    
Insurance    31,251,385   31,251,385    
Materials    18,539,742   18,539,742    
Media & Entertainment    15,779,825   15,779,825    
Pharmaceuticals, Biotechnology & Life Sciences    52,970,153   52,970,153    
Real Estate    6,064,091   6,064,091    
Retailing    29,023,011   29,023,011    
Semiconductors & Semiconductor Equipment    17,206,352   17,206,352    
Software & Services    53,392,831   53,392,831    
Technology Hardware & Equipment    37,654,507   37,654,507    
Telecommunication Services    11,000,392   11,000,392    
Transportation    11,765,886   11,765,886    
Utilities    20,106,297   20,106,297    
Short-Term Investments    1,044,371   1,044,371    
Total   $ 445,029,132   $ 445,029,132   $ —   $ —
Liabilities                
Futures Contracts(2)    $ (37,067)   $ (37,067)   $ —   $ —
Total   $ (37,067)   $ (37,067)   $ —   $ —
    
(1) For the period ended December 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.

33

Hartford Multifactor ETFs
GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Index Abbreviations:
EAFE Europe, Australasia and Far East
S&P Standard & Poor's
Other Abbreviations:
ADR American Depositary Receipt
Bhd Berhad
GDR Global Depositary Receipt
KGaA Kommanditgesellschaft Auf Aktien
NVDR Non-Voting Depositary Receipt
PJSC Private Joint Stock Company
PT Perseroan Terbatas
REIT Real Estate Investment Trust
Tbk Terbuka

34

Hartford Multifactor ETFs
 Notes to the Schedules of Investments
 December 31, 2022  (Unaudited)

1. Investment Valuation and Fair Value Measurements:
  The net asset value per share (“NAV”) 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 from Authorized Participants and calculate each Fund’s NAV in accordance with applicable law. The net asset value for the shares 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 a Fund after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.
  For purposes of calculating the NAV, 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.
  With respect to a Fund's investments that do not have readily available market prices, the Company's Board of Trustees (the "Board") has designated Hartford Funds Management Company, LLC (the "Investment Manager") as its valuation designee to perform fair valuations pursuant to Rule 2a-5 under the 1940 Act (the "Valuation Designee").
  If market prices are not readily available or deemed unreliable, a Fund will use the fair value of the security or other instrument in good faith under policies and procedures approved by and under the supervision of the Board of the Trust (“Valuation Procedures”).
  The Valuation Designee has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee. The Valuation Committee will consider all available relevant factors in determining an investment’s fair value. The Valuation Designee reports fair value matters to the Audit Committee of the Board.
  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, redeem or exchange shares of the Fund.
  Fixed income investments (other than short-term obligations) 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 ("Exchange Close"). 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 Exchange Close. 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 Exchange Close. Over-the-counter derivatives 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 exchange 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.
  Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. 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. 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.

35

Hartford Multifactor ETFs
 Notes to the Schedules of Investments – (continued)
 December 31, 2022  (Unaudited)

  U.S. Generally Accepted Accounting Principles (“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 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.
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 Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.
Geopolitical 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, have adversely affected and could continue to adversely affect the global energy and financial markets and, thus, have adversely affected and could continue to adversely 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.

36