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Hartford Disciplined US Equity ETF
Schedule of Investments
June 30, 2023  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.9%
  Automobiles & Components - 1.9%
   195 Autoliv, Inc. $     16,583
 2,533 BorgWarner, Inc.     123,889
15,845 Ford Motor Co.     239,735
   977 General Motors Co.      37,673
 3,447 Tesla, Inc.*     902,321
   129 Thor Industries, Inc.     13,351
      1,333,552
  Banks - 2.6%
7,410 Bank of America Corp. 212,593
3,640 Citigroup, Inc. 167,586
1,950 Huntington Bancshares, Inc. 21,021
6,629 JP Morgan Chase & Co. 964,122
5,524 New York Community Bancorp, Inc. 62,090
975 PNC Financial Services Group, Inc. 122,801
3,837 Regions Financial Corp. 68,375
1,947 Truist Financial Corp. 59,091
329 U.S. Bancorp 10,870
3,769 Wells Fargo & Co. 160,861
      1,849,410
  Capital Goods - 5.7%
2,803 3M Co. 280,552
584 AGCO Corp. 76,749
325 Axon Enterprise, Inc.* 63,414
1,753 BWX Technologies, Inc. 125,462
511 Carlisle Cos., Inc. 131,087
584 Caterpillar, Inc. 143,693
1,497 Cummins, Inc. 367,004
651 Deere & Co. 263,779
192 Eaton Corp. PLC 38,611
67 GATX Corp. 8,626
129 Honeywell International, Inc. 26,767
709 Hubbell, Inc. 235,076
651 Illinois Tool Works, Inc. 162,854
1,560 Lincoln Electric Holdings, Inc. 309,863
388 Lockheed Martin Corp. 178,627
2,795 MSC Industrial Direct Co., Inc. Class A 266,308
190 Northrop Grumman Corp. 86,602
5,461 PACCAR, Inc. 456,813
586 Plug Power, Inc.* 6,089
842 Raytheon Technologies Corp. 82,482
193 Rockwell Automation, Inc. 63,584
391 Timken Co. 35,788
1,237 Toro Co. 125,741
195 Trane Technologies PLC 37,296
1,874 Triton International Ltd. 156,029
1,040 UFP Industries, Inc. 100,932
1,106 Vertiv Holdings Co. 27,396
1,105 Watts Water Technologies, Inc. Class A 203,022
      4,060,246
  Commercial & Professional Services - 1.5%
1,234 Booz Allen Hamilton Holding Corp. Class A 137,714
193 Cintas Corp. 95,937
1,049 Concentrix Corp. 84,707
977 Copart, Inc.* 89,112
255 Paycom Software, Inc. 81,916
6,174 Robert Half International, Inc. 464,408
192 Science Applications International Corp. 21,596
582 Waste Management, Inc. 100,931
      1,076,321
  Consumer Discretionary Distribution & Retail - 4.7%
1,757 Academy Sports & Outdoors, Inc. 94,966
15,015 Amazon.com, Inc.* 1,957,356
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.9% - (continued)
  Consumer Discretionary Distribution & Retail - 4.7% - (continued)
   323 Best Buy Co., Inc. $     26,470
   197 Genuine Parts Co.      33,338
 2,466 Home Depot, Inc.     766,038
 1,039 Lowe's Cos., Inc.     234,502
    10 MercadoLibre, Inc.*      11,846
   132 TJX Cos., Inc.      11,192
586 Tractor Supply Co. 129,565
130 Ulta Beauty, Inc.* 61,177
66 Williams-Sonoma, Inc. 8,259
      3,334,709
  Consumer Durables & Apparel - 0.7%
324 Crocs, Inc.* 36,431
1,039 DR Horton, Inc. 126,436
2,535 Hasbro, Inc. 164,192
1,820 NIKE, Inc. Class B 200,873
      527,932
  Consumer Services - 2.5%
1,232 Airbnb, Inc. Class A* 157,893
64 Booking Holdings, Inc.* 172,821
323 Boyd Gaming Corp. 22,407
452 Choice Hotels International, Inc. 53,119
193 H&R Block, Inc. 6,151
1,419 McDonald's Corp. 423,444
5,980 Starbucks Corp. 592,379
129 Texas Roadhouse, Inc. 14,484
383 Vail Resorts, Inc. 96,424
2,013 Yum! Brands, Inc. 278,901
      1,818,023
  Consumer Staples Distribution & Retail - 1.8%
258 Casey's General Stores, Inc. 62,921
651 Costco Wholesale Corp. 350,485
1,298 Dollar General Corp. 220,374
974 Kroger Co. 45,778
642 Target Corp. 84,680
3,247 Walmart, Inc. 510,364
      1,274,602
  Energy - 3.5%
4,027 Chevron Corp. 633,648
1,234 Civitas Resources, Inc. 85,603
3,637 ConocoPhillips 376,830
4,095 Coterra Energy, Inc. 103,603
1,822 EOG Resources, Inc. 208,510
9,033 Exxon Mobil Corp. 968,789
1,169 Kinder Morgan, Inc. 20,130
457 Marathon Petroleum Corp. 53,286
259 Pioneer Natural Resources Co. 53,660
65 Valero Energy Corp. 7,625
      2,511,684
  Equity Real Estate Investment Trusts (REITs) - 3.9%
4,744 Agree Realty Corp. REIT 310,210
10,921 Americold Realty Trust, Inc. REIT 352,748
3,574 Apartment Income Corp. REIT 128,986
5,719 Apple Hospitality, Inc. REIT 86,414
651 AvalonBay Communities, Inc. REIT 123,215
713 Boston Properties, Inc. REIT 41,062
126 Equinix, Inc. REIT 98,777
587 Equity Residential REIT 38,724
67 Essex Property Trust, Inc. REIT 15,698
2,857 Gaming & Leisure Properties, Inc. REIT 138,450
8,645 Host Hotels & Resorts, Inc. REIT 145,495
844 Iron Mountain, Inc. REIT 47,956
 

1

Hartford Disciplined US Equity ETF
Schedule of Investments – (continued)
June 30, 2023  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.9% - (continued)
  Equity Real Estate Investment Trusts (REITs) - 3.9% - (continued)
 2,342 Lamar Advertising Co. Class A, REIT $    232,444
 2,143 NNN, Inc. REIT      91,699
   977 Omega Healthcare Investors, Inc. REIT      29,984
   846 Phillips Edison & Co., Inc. REIT      28,832
 4,485 PotlatchDeltic Corp. REIT     237,032
   324 Prologis, Inc. REIT      39,732
255 Public Storage REIT 74,429
3,641 Realty Income Corp. REIT 217,695
388 Spirit Realty Capital, Inc. REIT 15,280
259 Terreno Realty Corp. REIT 15,566
3,056 VICI Properties, Inc. REIT 96,050
2,990 WP Carey, Inc. REIT 202,005
      2,808,483
  Financial Services - 6.6%
34,552 AGNC Investment Corp. REIT 350,012
1,103 American Express Co. 192,143
129 Ameriprise Financial, Inc. 42,849
13,970 Annaly Capital Management, Inc. REIT 279,540
4,421 Bank of New York Mellon Corp. 196,823
1,367 Berkshire Hathaway, Inc. Class B* 466,147
324 BlackRock, Inc. 223,929
1,237 Cboe Global Markets, Inc. 170,718
1,104 Charles Schwab Corp. 62,575
197 Goldman Sachs Group, Inc. 63,540
1,299 Houlihan Lokey, Inc. 127,705
2,925 Interactive Brokers Group, Inc. Class A 242,980
1,754 Jack Henry & Associates, Inc. 293,497
258 Jefferies Financial Group, Inc. 8,558
66 LPL Financial Holdings, Inc. 14,350
1,040 Mastercard, Inc. Class A 409,032
2,792 Morgan Stanley 238,437
519 MSCI, Inc. 243,561
1,169 PayPal Holdings, Inc.* 78,007
587 State Street Corp. 42,957
323 Tradeweb Markets, Inc. Class A 22,119
2,990 Visa, Inc. Class A 710,065
1,429 Voya Financial, Inc. 102,473
8,841 Western Union Co. 103,705
      4,685,722
  Food, Beverage & Tobacco - 5.0%
8,904 Altria Group, Inc. 403,351
4,486 Archer-Daniels-Midland Co. 338,962
192 Bunge Ltd. 18,115
3,444 Coca-Cola Co. 207,398
1,106 Hershey Co. 276,168
2,472 Ingredion, Inc. 261,909
517 J M Smucker Co. 76,345
1,363 Kellogg Co. 91,866
1,625 Lancaster Colony Corp. 326,771
1,820 Monster Beverage Corp.* 104,541
5,394 PepsiCo., Inc. 999,077
4,486 Philip Morris International, Inc. 437,923
648 Tyson Foods, Inc. Class A 33,074
      3,575,500
  Health Care Equipment & Services - 3.3%
3,249 Abbott Laboratories 354,206
123 Align Technology, Inc.* 43,498
586 AmerisourceBergen Corp. 112,764
67 Cigna Group 18,800
586 Dexcom, Inc.* 75,307
1,492 Hologic, Inc.* 120,807
4,677 Medtronic PLC 412,044
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.9% - (continued)
  Health Care Equipment & Services - 3.3% - (continued)
   126 Penumbra, Inc.* $     43,351
 2,403 Quest Diagnostics, Inc.     337,765
 1,038 ResMed, Inc.     226,803
 1,042 UnitedHealth Group, Inc.     500,827
   453 Veeva Systems, Inc. Class A*     89,572
      2,335,744
  Household & Personal Products - 1.3%
4,937 Colgate-Palmolive Co. 380,347
1,042 Estee Lauder Cos., Inc. Class A 204,628
2,341 Procter & Gamble Co. 355,223
      940,198
  Insurance - 1.8%
2,601 Aflac, Inc. 181,550
330 American Financial Group, Inc. 39,188
65 Aon PLC Class A 22,438
192 Arthur J Gallagher & Co. 42,157
260 Chubb Ltd. 50,066
197 Erie Indemnity Co. Class A 41,372
2,731 Marsh & McLennan Cos., Inc. 513,646
714 Old Republic International Corp. 17,971
2,340 Principal Financial Group, Inc. 177,466
778 Travelers Cos., Inc. 135,107
258 Willis Towers Watson PLC 60,759
      1,281,720
  Materials - 2.1%
391 Air Products & Chemicals, Inc. 117,116
63 Avery Dennison Corp. 10,823
1,432 CF Industries Holdings, Inc. 99,409
325 Corteva, Inc. 18,622
1,042 Dow, Inc. 55,497
1,037 FMC Corp. 108,201
713 Freeport-McMoRan, Inc. 28,520
2,989 Graphic Packaging Holding Co. 71,826
2,793 Huntsman Corp. 75,467
388 Linde PLC 147,859
2,142 LyondellBasell Industries NV Class A 196,700
1,168 Mosaic Co. 40,880
1,106 Packaging Corp. of America 146,169
652 Reliance Steel & Aluminum Co. 177,077
1,366 RPM International, Inc. 122,571
1,298 Sonoco Products Co. 76,608
      1,493,345
  Media & Entertainment - 7.4%
327 Activision Blizzard, Inc.* 27,566
19,432 Alphabet, Inc. Class A* 2,326,010
6,044 Comcast Corp. Class A 251,128
1,167 Electronic Arts, Inc. 151,360
4,417 Interpublic Group of Cos., Inc. 170,408
842 Live Nation Entertainment, Inc.* 76,715
1,233 Match Group, Inc.* 51,601
2,144 Meta Platforms, Inc. Class A* 615,285
779 Netflix, Inc.* 343,142
6,566 New York Times Co. Class A 258,569
518 Nexstar Media Group, Inc. 86,273
1,042 Omnicom Group, Inc. 99,146
455 ROBLOX Corp. Class A* 18,337
6,432 Snap, Inc. Class A* 76,155
15,729 TEGNA, Inc. 255,439
192 Trade Desk, Inc. Class A* 14,826
1,170 Walt Disney Co.* 104,458
 

2

Hartford Disciplined US Equity ETF
Schedule of Investments – (continued)
June 30, 2023  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.9% - (continued)
  Media & Entertainment - 7.4% - (continued)
 3,187 World Wrestling Entertainment, Inc. Class A $    345,694
   204 Ziff Davis, Inc.*     14,292
      5,286,404
  Pharmaceuticals, Biotechnology & Life Sciences - 9.1%
 5,654 AbbVie, Inc.     761,763
 2,144 Agilent Technologies, Inc.     257,816
194 Alnylam Pharmaceuticals, Inc.* 36,848
909 Amgen, Inc. 201,816
9,876 Bristol-Myers Squibb Co. 631,570
2,007 Danaher Corp. 481,680
644 Eli Lilly & Co. 302,023
7,082 Gilead Sciences, Inc. 545,810
196 Horizon Therapeutics PLC* 20,159
1,947 Incyte Corp.* 121,201
5,684 Johnson & Johnson 940,816
7,602 Merck & Co., Inc. 877,195
260 Moderna, Inc.* 31,590
7,606 Organon & Co. 158,281
12,671 Pfizer, Inc. 464,772
131 Regeneron Pharmaceuticals, Inc.* 94,129
717 Thermo Fisher Scientific, Inc. 374,095
262 Vertex Pharmaceuticals, Inc.* 92,200
13,453 Viatris, Inc. 134,261
      6,528,025
  Semiconductors & Semiconductor Equipment - 6.6%
1,037 Analog Devices, Inc. 202,018
390 Applied Materials, Inc. 56,371
1,035 Broadcom, Inc. 897,790
194 Diodes, Inc.* 17,943
327 Enphase Energy, Inc.* 54,766
5,264 Intel Corp. 176,028
131 KLA Corp. 63,538
128 Microchip Technology, Inc. 11,467
1,494 Micron Technology, Inc. 94,286
3,248 NVIDIA Corp. 1,373,969
322 NXP Semiconductors NV 65,907
649 ON Semiconductor Corp.* 61,382
2,077 Power Integrations, Inc. 196,630
1,949 QUALCOMM, Inc. 232,009
2,987 Rambus, Inc.* 191,676
1,624 Skyworks Solutions, Inc. 179,761
4,552 Texas Instruments, Inc. 819,451
      4,694,992
  Software & Services - 13.2%
1,300 Accenture PLC Class A 401,154
717 Adobe, Inc.* 350,606
388 Autodesk, Inc.* 79,389
195 BILL Holdings, Inc.* 22,786
4,487 Box, Inc. Class A* 131,828
972 Cadence Design Systems, Inc.* 227,953
6,240 Cognizant Technology Solutions Corp. Class A 407,347
715 Crowdstrike Holdings, Inc. Class A* 105,012
972 Datadog, Inc. Class A* 95,625
6,954 Dolby Laboratories, Inc. Class A 581,911
13,257 Dropbox, Inc. Class A* 353,564
652 Dynatrace, Inc.* 33,558
647 Elastic NV* 41,486
67 Fair Isaac Corp.* 54,217
713 Five9, Inc.* 58,787
3,442 Gen Digital, Inc. 63,849
2,081 GoDaddy, Inc. Class A* 156,346
197 HubSpot, Inc.* 104,822
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.9% - (continued)
  Software & Services - 13.2% - (continued)
 2,408 International Business Machines Corp. $    322,214
   648 Intuit, Inc.     296,907
10,005 Microsoft Corp.  3,407,103
   400 MongoDB, Inc.*     164,396
 5,263 Oracle Corp.     626,771
   515 Palo Alto Networks, Inc.*     131,588
714 PTC, Inc.* 101,602
909 Salesforce, Inc.* 192,035
777 Splunk, Inc.* 82,432
132 Synopsys, Inc.* 57,474
1,431 VeriSign, Inc.* 323,363
389 Workday, Inc. Class A* 87,871
2,079 Workiva, Inc.* 211,351
1,624 Zoom Video Communications, Inc. Class A* 110,237
195 Zscaler, Inc.* 28,529
      9,414,113
  Technology Hardware & Equipment - 8.0%
22,472 Apple, Inc. 4,358,894
129 CDW Corp. 23,672
13,585 Cisco Systems, Inc. 702,888
1,040 HP, Inc. 31,938
388 Jabil, Inc. 41,877
1,494 Juniper Networks, Inc. 46,807
520 Keysight Technologies, Inc.* 87,074
4,291 National Instruments Corp. 246,303
2,275 Seagate Technology Holdings PLC 140,754
      5,680,207
  Telecommunication Services - 1.8%
26,581 AT&T, Inc. 423,967
455 T-Mobile U.S., Inc.* 63,199
22,358 Verizon Communications, Inc. 831,494
      1,318,660
  Transportation - 2.2%
1,300 CH Robinson Worldwide, Inc. 122,655
2,339 Expeditors International of Washington, Inc. 283,323
2,017 Landstar System, Inc. 388,353
389 Old Dominion Freight Line, Inc. 143,833
261 Ryder System, Inc. 22,130
1,106 Uber Technologies, Inc.* 47,746
3,576 U-Haul Holding Co. 197,825
2,080 United Parcel Service, Inc. Class B 372,840
      1,578,705
  Utilities - 2.7%
2,601 AES Corp. 53,919
9,750 Clearway Energy, Inc. Class C 278,460
193 CMS Energy Corp. 11,339
1,037 DTE Energy Co. 114,091
2,805 Duke Energy Corp. 251,721
4,613 Edison International 320,373
716 National Fuel Gas Co. 36,774
1,821 New Jersey Resources Corp. 85,951
6,953 OGE Energy Corp. 249,682
528 Ormat Technologies, Inc. 42,483
1,106 PG&E Corp.* 19,111
4,222 PNM Resources, Inc. 190,412
 

3

Hartford Disciplined US Equity ETF
Schedule of Investments – (continued)
June 30, 2023  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.9% - (continued)
  Utilities - 2.7% - (continued)
 1,037 Sempra Energy $    150,977
 2,014 Southern Co.     141,483
      1,946,776
  Total Common Stocks
(cost $68,997,573)
  $ 71,355,073
  Total Investments
(cost $68,997,573)
99.9% $ 71,355,073
  Other Assets and Liabilities 0.1% 72,010
  Total Net Assets 100.0% $ 71,427,083
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.
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 June 30, 2023 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components    $ 1,333,552   $ 1,333,552   $ —   $ —
Banks    1,849,410   1,849,410    
Capital Goods    4,060,246   4,060,246    
Commercial & Professional Services    1,076,321   1,076,321    
Consumer Discretionary Distribution & Retail    3,334,709   3,334,709    
Consumer Durables & Apparel    527,932   527,932    
Consumer Services    1,818,023   1,818,023    
Consumer Staples Distribution & Retail    1,274,602   1,274,602    
Energy    2,511,684   2,511,684    
Equity Real Estate Investment Trusts (REITs)    2,808,483   2,808,483    
Financial Services    4,685,722   4,685,722    
Food, Beverage & Tobacco    3,575,500   3,575,500    
Health Care Equipment & Services    2,335,744   2,335,744    
Household & Personal Products    940,198   940,198    
Insurance    1,281,720   1,281,720    
Materials    1,493,345   1,493,345    
Media & Entertainment    5,286,404   5,286,404    
Pharmaceuticals, Biotechnology & Life Sciences    6,528,025   6,528,025    
Semiconductors & Semiconductor Equipment    4,694,992   4,694,992    
Software & Services    9,414,113   9,414,113    
Technology Hardware & Equipment    5,680,207   5,680,207    
Telecommunication Services    1,318,660   1,318,660    
Transportation    1,578,705   1,578,705    
Utilities    1,946,776   1,946,776    
Total   $ 71,355,073   $ 71,355,073   $ —   $ —
    
(1) For the period ended June 30, 2023, there were no transfers in and out of Level 3.

4

Hartford Longevity Economy ETF
Schedule of Investments
June 30, 2023  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.9%
  Automobiles & Components - 1.5%
    87 BorgWarner, Inc. $     4,255
   385 Ford Motor Co.      5,825
   317 General Motors Co.     12,224
    56 LCI Industries      7,076
   349 Patrick Industries, Inc.     27,920
   462 Thor Industries, Inc.     47,817
451 Winnebago Industries, Inc. 30,077
      135,194
  Banks - 3.9%
581 Bank of America Corp. 16,669
1,393 Citigroup, Inc. 64,134
493 Citizens Financial Group, Inc. 12,857
366 FNB Corp. 4,187
119 Heritage Financial Corp. 1,924
215 Hilltop Holdings, Inc. 6,764
1,860 Huntington Bancshares, Inc. 20,051
314 International Bancshares Corp. 13,879
499 JP Morgan Chase & Co. 72,574
118 M&T Bank Corp. 14,604
524 OFG Bancorp 13,666
89 Peoples Bancorp, Inc. 2,363
37 PNC Financial Services Group, Inc. 4,660
1,828 Regions Financial Corp. 32,575
305 S&T Bancorp, Inc. 8,293
288 Towne Bank 6,693
99 Truist Financial Corp. 3,005
357 U.S. Bancorp 11,795
710 Wells Fargo & Co. 30,303
134 WesBanco, Inc. 3,432
      344,428
  Capital Goods - 2.4%
113 3M Co. 11,310
51 AAR Corp.* 2,946
126 BWX Technologies, Inc. 9,018
118 General Dynamics Corp. 25,388
44 HEICO Corp. 7,785
292 Howmet Aerospace, Inc. 14,471
28 Huntington Ingalls Industries, Inc. 6,373
6 L3Harris Technologies, Inc. 1,175
91 Lockheed Martin Corp. 41,894
218 Moog, Inc. Class A 23,638
47 Northrop Grumman Corp. 21,423
191 Raytheon Technologies Corp. 18,710
393 Textron, Inc. 26,579
      210,710
  Consumer Discretionary Distribution & Retail - 7.5%
219 Academy Sports & Outdoors, Inc. 11,837
634 Best Buy Co., Inc. 51,956
959 Buckle, Inc. 33,181
225 Caleres, Inc. 5,384
175 Dick's Sporting Goods, Inc. 23,133
217 Dillard's, Inc. Class A 70,803
487 eBay, Inc. 21,764
230 Foot Locker, Inc. 6,235
185 Hibbett, Inc. 6,714
258 Home Depot, Inc. 80,145
1,718 Kohl's Corp. 39,600
303 Lowe's Cos., Inc. 68,387
3,977 Macy's, Inc. 63,831
3,284 Nordstrom, Inc. 67,223
297 ODP Corp.* 13,906
119 Ross Stores, Inc. 13,343
79 Signet Jewelers Ltd. 5,156
369 TJX Cos., Inc. 31,288
88 Tractor Supply Co. 19,457
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.9% - (continued)
  Consumer Discretionary Distribution & Retail - 7.5% - (continued)
    42 Ulta Beauty, Inc.* $    19,765
    81 Williams-Sonoma, Inc.    10,136
      663,244
  Consumer Durables & Apparel - 4.1%
   146 Century Communities, Inc.     11,187
   548 DR Horton, Inc.     66,686
64 Garmin Ltd. 6,675
414 KB Home 21,408
73 Kontoor Brands, Inc. 3,073
715 La-Z-Boy, Inc. 20,478
525 Lennar Corp. Class A 65,788
1,003 Levi Strauss & Co. Class A 14,473
44 M/I Homes, Inc.* 3,836
563 MDC Holdings, Inc. 26,331
11 Meritage Homes Corp. 1,565
282 Newell Brands, Inc. 2,453
6 NVR, Inc.* 38,104
291 PulteGroup, Inc. 22,605
140 Ralph Lauren Corp. 17,262
70 Steven Madden Ltd. 2,288
312 Sturm Ruger & Co., Inc. 16,524
66 Tapestry, Inc. 2,825
156 Toll Brothers, Inc. 12,335
56 Whirlpool Corp. 8,332
      364,228
  Consumer Services - 2.5%
15 Booking Holdings, Inc.* 40,505
135 Boyd Gaming Corp. 9,365
121 Darden Restaurants, Inc. 20,217
179 Expedia Group, Inc.* 19,581
79 Hilton Worldwide Holdings, Inc. 11,498
99 Marriott International, Inc. Class A 18,185
42 Marriott Vacations Worldwide Corp. 5,154
47 McDonald's Corp. 14,025
39 Monarch Casino & Resort, Inc. 2,748
1,567 Perdoceo Education Corp.* 19,227
427 Red Rock Resorts, Inc. Class A 19,975
98 SeaWorld Entertainment, Inc.* 5,489
85 Starbucks Corp. 8,420
19 Vail Resorts, Inc. 4,783
172 Yum! Brands, Inc. 23,831
      223,003
  Consumer Staples Distribution & Retail - 2.9%
44 Costco Wholesale Corp. 23,689
139 Dollar General Corp. 23,600
154 Dollar Tree, Inc.* 22,099
247 Ingles Markets, Inc. Class A 20,415
835 Kroger Co. 39,245
286 PriceSmart, Inc. 21,181
37 Sysco Corp. 2,745
166 Target Corp. 21,895
311 Walgreens Boots Alliance, Inc. 8,860
410 Walmart, Inc. 64,444
61 Weis Markets, Inc. 3,917
      252,090
  Equity Real Estate Investment Trusts (REITs) - 0.5%
768 Apple Hospitality, Inc. REIT 11,604
836 Healthpeak Properties, Inc. REIT 16,804
51 LTC Properties, Inc. REIT 1,684
226 Sunstone Hotel Investors, Inc. REIT 2,287
256 Ventas, Inc. REIT 12,101
      44,480
  Financial Services - 4.2%
38 Ameriprise Financial, Inc. 12,622
 

5

Hartford Longevity Economy ETF
Schedule of Investments – (continued)
June 30, 2023  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.9% - (continued)
  Financial Services - 4.2% - (continued)
   631 Bank of New York Mellon Corp. $    28,092
   118 Berkshire Hathaway, Inc. Class B*     40,238
   165 Capital One Financial Corp.     18,046
    49 CME Group, Inc.      9,079
   167 Discover Financial Services     19,514
    97 Evercore, Inc. Class A     11,988
88 Goldman Sachs Group, Inc. 28,384
146 Intercontinental Exchange, Inc. 16,510
1,123 Jackson Financial, Inc. Class A 34,375
216 Jefferies Financial Group, Inc. 7,165
231 Morgan Stanley 19,727
322 Nasdaq, Inc. 16,052
236 Raymond James Financial, Inc. 24,490
362 State Street Corp. 26,491
1,056 Synchrony Financial 35,819
651 TPG, Inc. 19,048
      367,640
  Food, Beverage & Tobacco - 2.0%
684 Cal-Maine Foods, Inc. 30,780
300 Coca-Cola Co. 18,066
35 Coca-Cola Consolidated, Inc. 22,261
77 General Mills, Inc. 5,906
36 Hershey Co. 8,989
5 J M Smucker Co. 738
133 Kellogg Co. 8,964
105 Lamb Weston Holdings, Inc. 12,070
132 Monster Beverage Corp.* 7,582
211 PepsiCo., Inc. 39,081
511 Tyson Foods, Inc. Class A 26,082
      180,519
  Health Care Equipment & Services - 12.2%
553 Abbott Laboratories 60,288
332 AmerisourceBergen Corp. 63,887
78 Becton Dickinson & Co. 20,593
517 Boston Scientific Corp.* 27,965
303 Cardinal Health, Inc. 28,655
151 Centene Corp.* 10,185
5 Chemed Corp. 2,708
228 Cigna Group 63,977
28 Cooper Cos., Inc. 10,736
591 Cross Country Healthcare, Inc.* 16,595
236 CVS Health Corp. 16,315
22 Dexcom, Inc.* 2,827
122 Elevance Health, Inc. 54,203
271 Embecta Corp. 5,854
147 Encompass Health Corp. 9,953
38 Globus Medical, Inc. Class A* 2,262
216 HCA Healthcare, Inc. 65,552
196 Henry Schein, Inc.* 15,896
813 Hologic, Inc.* 65,829
121 Humana, Inc. 54,103
34 IDEXX Laboratories, Inc.* 17,076
204 Laboratory Corp. of America Holdings 49,231
105 McKesson Corp. 44,868
255 Medtronic PLC 22,465
64 Merit Medical Systems, Inc.* 5,353
123 Molina Healthcare, Inc.* 37,052
678 NextGen Healthcare, Inc.* 10,997
1,759 Patterson Cos., Inc. 58,504
544 Quest Diagnostics, Inc. 76,465
86 ResMed, Inc. 18,791
124 Stryker Corp. 37,831
34 UFP Technologies, Inc.* 6,591
92 UnitedHealth Group, Inc. 44,219
50 Universal Health Services, Inc. Class B 7,888
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.9% - (continued)
  Health Care Equipment & Services - 12.2% - (continued)
   265 Veradigm, Inc.* $     3,339
   274 Zimmer Biomet Holdings, Inc.    39,894
      1,078,947
  Household & Personal Products - 2.0%
    88 Church & Dwight Co., Inc.      8,820
   174 Clorox Co.     27,673
436 Colgate-Palmolive Co. 33,590
24 Estee Lauder Cos., Inc. Class A 4,713
12 Inter Parfums, Inc. 1,623
337 Kimberly-Clark Corp. 46,526
190 Medifast, Inc. 17,510
255 Procter & Gamble Co. 38,694
      179,149
  Insurance - 2.5%
489 Aflac, Inc. 34,132
886 American International Group, Inc. 50,981
80 Axis Capital Holdings Ltd. 4,306
41 Chubb Ltd. 7,895
118 Fidelity National Financial, Inc. 4,248
2,672 Genworth Financial, Inc. Class A* 13,360
180 MetLife, Inc. 10,175
569 Old Republic International Corp. 14,322
519 Principal Financial Group, Inc. 39,361
127 Travelers Cos., Inc. 22,055
471 Unum Group 22,467
      223,302
  Media & Entertainment - 9.3%
134 Activision Blizzard, Inc.* 11,296
773 Alphabet, Inc. Class A* 92,528
530 Cargurus, Inc.* 11,994
2,790 Cars.com, Inc.* 55,298
4 Charter Communications, Inc. Class A* 1,470
1,342 Comcast Corp. Class A 55,760
280 Electronic Arts, Inc. 36,316
315 Fox Corp. Class A 10,710
504 Liberty Media Corp.-Liberty Braves Class C* 19,969
179 Liberty Media Corp.-Liberty Formula One Class C* 13,475
147 Live Nation Entertainment, Inc.* 13,393
21 Madison Square Garden Sports Corp. 3,949
569 Match Group, Inc.* 23,813
453 Meta Platforms, Inc. Class A* 130,002
66 Netflix, Inc.* 29,072
118 News Corp. Class A 2,301
706 Paramount Global Class B 11,232
1,916 Pinterest, Inc. Class A* 52,383
1,243 QuinStreet, Inc.* 10,976
154 Scholastic Corp. 5,989
722 Shutterstock, Inc. 35,140
369 Sinclair, Inc. 5,100
4,962 Sirius XM Holdings, Inc.(1) 22,478
711 TripAdvisor, Inc.* 11,724
39 Walt Disney Co.* 3,482
724 World Wrestling Entertainment, Inc. Class A 78,532
996 Yelp, Inc.* 36,264
514 Ziff Davis, Inc.* 36,011
      820,657
  Pharmaceuticals, Biotechnology & Life Sciences - 11.2%
371 AbbVie, Inc. 49,985
328 Agilent Technologies, Inc. 39,442
193 Amgen, Inc. 42,850
102 Biogen, Inc.* 29,055
22 BioMarin Pharmaceutical, Inc.* 1,907
994 Bristol-Myers Squibb Co. 63,566
114 Bruker Corp. 8,427
89 Danaher Corp. 21,360
 

6

Hartford Longevity Economy ETF
Schedule of Investments – (continued)
June 30, 2023  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.9% - (continued)
  Pharmaceuticals, Biotechnology & Life Sciences - 11.2% - (continued)
   138 Eli Lilly & Co. $    64,719
   678 Gilead Sciences, Inc.     52,253
    27 Horizon Therapeutics PLC*      2,777
   609 Incyte Corp.*     37,910
    60 IQVIA Holdings, Inc.*     13,486
   379 Johnson & Johnson     62,732
751 Merck & Co., Inc. 86,658
32 Mettler-Toledo International, Inc.* 41,972
293 Moderna, Inc.* 35,600
1,250 Organon & Co. 26,013
1,918 Pfizer, Inc. 70,352
41 Prestige Consumer Healthcare, Inc.* 2,437
51 Regeneron Pharmaceuticals, Inc.* 36,646
61 Thermo Fisher Scientific, Inc. 31,827
23 United Therapeutics Corp.* 5,077
98 Vertex Pharmaceuticals, Inc.* 34,487
6,325 Viatris, Inc. 63,123
1,103 Vir Biotechnology, Inc.* 27,057
126 Waters Corp.* 33,584
34 Zoetis, Inc. 5,855
      991,157
  Semiconductors & Semiconductor Equipment - 6.4%
25 Allegro MicroSystems, Inc.* 1,128
140 Analog Devices, Inc. 27,273
93 Broadcom, Inc. 80,671
255 Cirrus Logic, Inc.* 20,658
277 Diodes, Inc.* 25,620
2,037 Intel Corp. 68,117
5 MACOM Technology Solutions Holdings, Inc.* 328
507 Microchip Technology, Inc. 45,422
755 Micron Technology, Inc. 47,648
11 NVIDIA Corp. 4,653
248 NXP Semiconductors NV 50,761
374 ON Semiconductor Corp.* 35,373
374 QUALCOMM, Inc. 44,521
428 Skyworks Solutions, Inc. 47,375
347 Texas Instruments, Inc. 62,467
      562,015
  Software & Services - 11.5%
3,448 A10 Networks, Inc. 50,306
4,985 Adeia, Inc. 54,885
45 Adobe, Inc.* 22,005
113 Agilysys, Inc.* 7,756
20 ANSYS, Inc.* 6,605
71 Autodesk, Inc.* 14,527
424 Box, Inc. Class A* 12,457
168 Cadence Design Systems, Inc.* 39,399
518 CommVault Systems, Inc.* 37,617
315 Consensus Cloud Solutions, Inc.* 9,765
795 Dolby Laboratories, Inc. Class A 66,526
1,571 Dropbox, Inc. Class A* 41,899
74 Fair Isaac Corp.* 59,882
457 Fortinet, Inc.* 34,545
171 Gen Digital, Inc. 3,172
300 InterDigital, Inc. 28,965
21 Intuit, Inc. 9,622
217 Microsoft Corp. 73,897
791 Oracle Corp. 94,200
45 Palo Alto Networks, Inc.* 11,498
1,094 Progress Software Corp. 63,561
345 PTC, Inc.* 49,093
56 Roper Technologies, Inc. 26,925
24 Salesforce, Inc.* 5,070
39 ServiceNow, Inc.* 21,917
66 Synopsys, Inc.* 28,737
739 Teradata Corp.* 39,470
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.9% - (continued)
  Software & Services - 11.5% - (continued)
    47 VeriSign, Inc.* $    10,621
   624 VMware, Inc. Class A*     89,663
    30 Zoom Video Communications, Inc. Class A*     2,036
      1,016,621
  Technology Hardware & Equipment - 10.6%
   432 Apple, Inc.     83,795
51 Arrow Electronics, Inc.* 7,305
965 Avid Technology, Inc.* 24,607
1,025 Avnet, Inc. 51,711
273 Benchmark Electronics, Inc. 7,052
146 CDW Corp. 26,791
1,685 Dell Technologies, Inc. Class C 91,175
4,502 Hewlett Packard Enterprise Co. 75,634
2,389 HP, Inc. 73,366
90 Insight Enterprises, Inc.* 13,171
386 Jabil, Inc. 41,661
1,079 NetApp, Inc. 82,436
935 Pure Storage, Inc. Class A* 34,427
72 Sanmina Corp.* 4,339
835 Seagate Technology Holdings PLC 51,661
717 Super Micro Computer, Inc.* 178,712
105 TE Connectivity Ltd. 14,717
1,797 Western Digital Corp.* 68,160
631 Xerox Holdings Corp. 9,396
      940,116
  Telecommunication Services - 1.0%
3,154 AT&T, Inc. 50,306
1,036 Verizon Communications, Inc. 38,529
      88,835
  Transportation - 0.3%
98 Avis Budget Group, Inc.* 22,410
  Utilities - 1.4%
48 American Electric Power Co., Inc. 4,042
9 CenterPoint Energy, Inc. 262
63 Consolidated Edison, Inc. 5,695
64 Duke Energy Corp. 5,743
195 Edison International 13,543
112 Entergy Corp. 10,905
105 Evergy, Inc. 6,134
178 Exelon Corp. 7,252
253 FirstEnergy Corp. 9,837
554 NRG Energy, Inc. 20,714
46 OGE Energy Corp. 1,652
1,087 PG&E Corp.* 18,783
384 PPL Corp. 10,161
43 Southern Co. 3,021
129 UGI Corp. 3,479
36 Xcel Energy, Inc. 2,239
      123,462
  Total Common Stocks
(cost $8,654,055)
  $ 8,832,207
SHORT-TERM INVESTMENTS - 0.2%
  Securities Lending Collateral - 0.2%
3,315 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.02%(2) $ 3,315
11,052 HSBC U.S. Government Money Market Fund, Institutional Class, 5.02%(2) 11,052
3,316 Invesco Government & Agency Portfolio, Institutional Class, 5.08%(2) 3,316
 

7

Hartford Longevity Economy ETF
Schedule of Investments – (continued)
June 30, 2023  (Unaudited) 

Shares or Principal Amount   Market Value†
SHORT-TERM INVESTMENTS - 0.2% - (continued)
  Securities Lending Collateral - 0.2% - (continued)
 3,316 Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.04%(2) $     3,316
  Total Short-Term Investments
(cost $20,999)
$ 20,999
  Total Investments
(cost $8,675,054)
100.1% $ 8,853,206
  Other Assets and Liabilities (0.1)% (9,859)
  Total Net Assets 100.0% $ 8,843,347
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 June 30, 2023 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components    $ 135,194   $ 135,194   $ —   $ —
Banks    344,428   344,428    
Capital Goods    210,710   210,710    
Consumer Discretionary Distribution & Retail    663,244   663,244    
Consumer Durables & Apparel    364,228   364,228    
Consumer Services    223,003   223,003    
Consumer Staples Distribution & Retail    252,090   252,090    
Equity Real Estate Investment Trusts (REITs)    44,480   44,480    
Financial Services    367,640   367,640    
Food, Beverage & Tobacco    180,519   180,519    
Health Care Equipment & Services    1,078,947   1,078,947    
Household & Personal Products    179,149   179,149    
Insurance    223,302   223,302    
Media & Entertainment    820,657   820,657    
Pharmaceuticals, Biotechnology & Life Sciences    991,157   991,157    
Semiconductors & Semiconductor Equipment    562,015   562,015    
Software & Services    1,016,621   1,016,621    
Technology Hardware & Equipment    940,116   940,116    
Telecommunication Services    88,835   88,835    
Transportation    22,410   22,410    
Utilities    123,462   123,462    
Short-Term Investments    20,999   20,999    
Total   $ 8,853,206   $ 8,853,206   $ —   $ —
    
(1) For the period ended June 30, 2023, there were no transfers in and out of Level 3.

8

Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments
June 30, 2023  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 98.8%
  Australia - 10.5%
   688,695 AGL Energy Ltd. $     4,955,626
   176,212 Ampol Ltd.      3,511,828
   113,868 Ansell Ltd.      2,026,033
   376,324 ANZ Group Holdings Ltd.      5,939,357
 1,341,723 Aurizon Holdings Ltd.      3,501,022
   502,457 Bendigo & Adelaide Bank Ltd.      2,873,016
221,672 BHP Group Ltd. 6,638,543
453,073 BlueScope Steel Ltd. 6,197,634
285,553 Brambles Ltd. 2,739,029
7,457 Cochlear Ltd. 1,137,047
820,710 Coles Group Ltd. 10,062,949
1,041,482 Dexus REIT 5,407,447
65,060 EBOS Group Ltd. 1,464,819
935,514 Endeavour Group Ltd. 3,929,394
704,962 Fortescue Metals Group Ltd. 10,408,141
562,760 Glencore PLC 3,180,243
1,300,513 GPT Group REIT 3,583,942
622,936 Harvey Norman Holdings Ltd.(1) 1,443,008
164,903 Iluka Resources Ltd. 1,219,519
1,907,772 Incitec Pivot Ltd. 3,479,549
149,867 JB Hi-Fi Ltd. 4,364,455
630,248 Medibank Pvt Ltd. 1,476,726
867,988 Metcash Ltd. 2,172,439
1,217,729 Mirvac Group REIT 1,831,914
1,638,232 New Hope Corp. Ltd. 5,288,872
56,394 Premier Investments Ltd. 760,533
30,689 Pro Medicus Ltd. 1,340,903
30,900 Ramsay Health Care Ltd. 1,157,806
113,711 Rio Tinto PLC 7,207,366
286,861 Sonic Healthcare Ltd. 6,792,057
1,982,370 South32 Ltd. 4,961,563
1,196,274 Stockland REIT 3,209,088
171,533 Technology One Ltd. 1,786,932
2,257,493 Telstra Group Ltd. 6,461,611
400,964 Vicinity Ltd. REIT 492,434
752,627 Viva Energy Group Ltd.(2) 1,507,968
55,557 Washington H Soul Pattinson & Co. Ltd. 1,175,273
167,591 Wesfarmers Ltd. 5,504,220
1,321,296 Whitehaven Coal Ltd. 5,901,584
344,739 Woolworths Group Ltd. 9,117,062
      156,208,952
  Austria - 0.4%
30,582 Andritz AG 1,703,282
117,995 Mondi PLC 1,798,656
140,320 Raiffeisen Bank International AG* 2,222,855
11,557 voestalpine AG 414,826
      6,139,619
  Belgium - 1.3%
6,423 Ackermans & van Haaren NV 1,056,730
51,208 Ageas SA 2,073,259
64,521 Etablissements Franz Colruyt NV 2,403,902
4,569 Melexis NV 448,132
356,757 Proximus SADP 2,656,051
9,285 Shurgard Self Storage Ltd. REIT 423,735
42,411 Solvay SA 4,733,464
70,021 UCB SA(1) 6,203,106
      19,998,379
  Brazil - 0.3%
128,033 Yara International ASA 4,529,265
  Canada - 10.1%
111,722 Alimentation Couche-Tard, Inc. 5,735,330
67,699 Atco Ltd. Class I 2,017,796
411,404 B2Gold Corp. 1,467,468
75,463 Bank of Montreal 6,822,893
18,731 Bank of Nova Scotia 938,213
Shares or Principal Amount   Market Value†
COMMON STOCKS - 98.8% - (continued)
  Canada - 10.1% - (continued)
   100,127 BCE, Inc. $     4,570,316
    49,437 Canadian Apartment Properties REIT      1,900,144
    26,511 Canadian Imperial Bank of Commerce      1,133,166
    26,071 Canadian Tire Corp. Ltd. Class A      3,568,471
    17,979 Canadian Utilities Ltd. Class A        466,170
    26,206 CGI, Inc.*      2,766,657
115,603 Choice Properties REIT 1,185,515
991 Constellation Software, Inc. 2,055,588
33,452 Dollarama, Inc. 2,268,138
63,979 Emera, Inc. 2,637,970
144,502 Empire Co. Ltd. Class A 4,109,284
12,966 Fairfax Financial Holdings Ltd. 9,723,055
43,075 Finning International, Inc. 1,326,511
59,238 Fortis, Inc. 2,555,751
43,972 George Weston Ltd. 5,204,530
16,637 Granite REIT 985,459
274,130 Great-West Lifeco, Inc. 7,969,606
156,176 Hydro One Ltd.(2) 4,467,230
51,524 iA Financial Corp., Inc. 3,514,106
25,805 IGM Financial, Inc. 786,485
14,692 Intact Financial Corp. 2,271,001
119,595 Loblaw Cos. Ltd. 10,961,256
3,060 Lumine Group, Inc.* 42,018
211,236 Manulife Financial Corp. 3,997,241
119,654 Metro, Inc. 6,765,549
18,247 Nutrien Ltd. 1,078,479
46,370 Open Text Corp. 1,930,842
248,419 Power Corp. of Canada(1) 6,694,594
143,247 Quebecor, Inc. Class B 3,534,491
28,054 Rogers Communications, Inc. Class B 1,281,378
70,527 Royal Bank of Canada 6,743,303
22,141 Saputo, Inc. 496,614
54,537 Stantec, Inc. 3,564,636
65,526 Sun Life Financial, Inc. 3,419,781
106,402 TELUS Corp. 2,072,960
4,621 Thomson Reuters Corp. 624,642
133,731 TMX Group Ltd. 3,012,674
31,457 Toromont Industries Ltd. 2,587,164
62,104 Toronto-Dominion Bank 3,853,663
44,677 Tourmaline Oil Corp. 2,107,492
39,476 West Fraser Timber Co. Ltd. 3,395,249
      150,610,879
  China - 1.5%
1,862,000 BOC Hong Kong Holdings Ltd. 5,690,593
1,527,000 SITC International Holdings Co. Ltd. 2,786,425
561,100 Wilmar International Ltd. 1,575,483
1,986,000 Xinyi Glass Holdings Ltd. 3,091,800
8,205,200 Yangzijiang Shipbuilding Holdings Ltd. 9,094,322
      22,238,623
  Denmark - 1.8%
3,623 AP Moller - Maersk AS Class B 6,356,979
2,352 Carlsberg AS Class B 375,811
41,110 Coloplast AS Class B 5,139,315
77,036 Novo Nordisk AS Class B 12,409,559
14,884 Novozymes AS Class B 693,293
11,656 Topdanmark AS 572,480
71,258 Tryg AS 1,541,608
      27,089,045
  Finland - 1.1%
46,938 Elisa Oyj 2,506,187
114,361 Kesko Oyj Class B 2,152,246
87,417 Kojamo Oyj 822,106
82,712 Kone Oyj Class B 4,316,123
90,334 Metsa Board Oyj Class B 666,228
79,571 Nordea Bank Abp 864,125
 

9

Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
June 30, 2023  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 98.8% - (continued)
  Finland - 1.1% - (continued)
    69,458 Orion Oyj Class B $     2,881,106
    24,817 Sampo Oyj Class A      1,113,339
    51,890 TietoEVRY Oyj     1,431,152
      16,752,612
  France - 5.3%
     8,762 Air Liquide SA      1,569,644
31,206 Amundi SA(2) 1,840,173
8,787 Arkema SA 827,325
112,634 AXA SA 3,320,933
28,923 BioMerieux 3,033,067
47,608 BNP Paribas SA 2,997,997
255,756 Bouygues SA 8,582,959
484,893 Carrefour SA(1) 9,181,115
34,731 Cie de Saint-Gobain 2,111,695
204,206 Cie Generale des Etablissements Michelin SCA 6,028,665
86,757 Danone SA 5,313,759
43,842 Eiffage SA 4,571,748
375,204 Engie SA 6,233,547
5,963 EssilorLuxottica SA(1) 1,122,873
25,028 Eurazeo SE 1,759,843
20,306 Ipsen SA 2,441,355
2,771 L'Oreal SA 1,291,192
761,474 Orange SA 8,890,883
17,006 SEB SA 1,756,094
44,607 TotalEnergies SE 2,557,411
23,459 Verallia SA(2) 879,914
120,316 Vivendi SE 1,103,412
11,034 Wendel SE 1,131,581
      78,547,185
  Germany - 4.4%
7,049 Allianz SE 1,639,606
25,587 Aurubis AG 2,192,478
18,550 BASF SE 899,986
154,213 Bayer AG 8,525,047
49,820 Bayerische Motoren Werke AG 6,115,871
31,796 Brenntag SE 2,476,827
78,343 Covestro AG*(2) 4,066,769
81,723 Deutsche Post AG 3,988,119
490,091 E.ON SE 6,245,173
165,841 Fresenius Medical Care AG & Co. KGaA 7,919,419
162,303 Fresenius SE & Co. KGaA 4,492,333
20,206 Heidelberg Materials AG 1,657,765
2,692 Knorr-Bremse AG 205,529
27,115 LEG Immobilien SE* 1,557,221
55,456 Merck KGaA 9,169,156
2,997 SAP SE 409,174
24,801 Siemens Healthineers AG(2) 1,403,223
847,203 Telefonica Deutschland Holding AG 2,381,918
35,670 United Internet AG(3) 502,016
      65,847,630
  Hong Kong - 3.0%
290,600 Bank of East Asia Ltd. 401,232
541,000 CK Asset Holdings Ltd. 2,996,121
272,980 CLP Holdings Ltd. 2,121,390
167,010 Hang Seng Bank Ltd. 2,376,236
800,000 Henderson Land Development Co. Ltd. 2,378,583
1,619,609 HK Electric Investments & HK Electric Investments Ltd. 969,294
1,644,000 HKT Trust & HKT Ltd. 1,911,140
486,000 Hong Kong & China Gas Co. Ltd. 419,853
122,326 Jardine Matheson Holdings Ltd. 6,195,812
366,500 Kerry Properties Ltd. 759,508
729,353 Link REIT 4,048,548
1,032,400 Man Wah Holdings Ltd. 689,004
512,000 NWS Holdings Ltd. 580,823
Shares or Principal Amount   Market Value†
COMMON STOCKS - 98.8% - (continued)
  Hong Kong - 3.0% - (continued)
 1,898,770 PCCW Ltd. $       983,718
   228,000 Power Assets Holdings Ltd.      1,194,319
 1,229,591 Sino Land Co. Ltd.      1,510,982
   600,000 Sun Hung Kai Properties Ltd.      7,556,849
   248,500 Swire Pacific Ltd. Class A      1,904,196
   682,600 Swire Properties Ltd.      1,677,625
5,916,792 WH Group Ltd.(2) 3,133,334
      43,808,567
  Ireland - 0.3%
26,491 Glanbia PLC 395,953
6,518 Kerry Group PLC Class A 635,594
79,867 Smurfit Kappa Group PLC 2,660,229
      3,691,776
  Israel - 2.2%
515,895 Bank Hapoalim BM 4,223,417
677,891 Bank Leumi Le-Israel BM 5,039,953
2,570,055 Bezeq The Israeli Telecommunication Corp. Ltd. 3,134,526
35,078 Check Point Software Technologies Ltd.* 4,406,498
3,242 Elbit Systems Ltd. 674,443
68,854 First International Bank Of Israel Ltd. 2,675,527
803,836 ICL Group Ltd. 4,353,899
99,498 Mizrahi Tefahot Bank Ltd. 3,305,920
29,714 Strauss Group Ltd.* 668,114
56,904 Tower Semiconductor Ltd.* 2,096,169
176,274 ZIM Integrated Shipping Services Ltd.(1) 2,184,035
      32,762,501
  Italy - 2.7%
2,163,892 A2A SpA 3,949,630
192,254 Assicurazioni Generali SpA 3,905,530
52,434 Brembo SpA 776,851
27,779 Buzzi SpA 695,240
23,970 De' Longhi SpA 523,548
7,062 DiaSorin SpA 735,023
586,717 Eni SpA 8,437,909
693,248 Hera SpA 2,058,741
313,291 Italgas SpA 1,854,268
466,102 Pirelli & C SpA*(2) 2,300,533
123,116 Prysmian SpA 5,141,754
55,218 Recordati Industria Chimica e Farmaceutica SpA 2,635,625
308,922 Snam SpA 1,613,382
413,141 Terna - Rete Elettrica Nazionale 3,518,453
328,186 Unipol Gruppo SpA 1,751,228
      39,897,715
  Japan - 19.2%
60,105 ABC-Mart, Inc. 3,246,547
55,000 AGC, Inc. 1,964,680
120,300 Air Water, Inc. 1,659,239
94,100 Aisin Corp. 2,882,213
35,000 Ajinomoto Co., Inc. 1,386,100
174,782 Alfresa Holdings Corp. 2,604,770
112,800 Amada Co. Ltd. 1,102,753
76,888 Aozora Bank Ltd. 1,422,749
361,865 Astellas Pharma, Inc. 5,380,343
43,300 BIPROGY, Inc. 1,058,421
128,193 Bridgestone Corp. 5,225,815
206,700 Brother Industries Ltd. 3,002,502
45,597 Canon Marketing Japan, Inc. 1,127,819
277,303 Canon, Inc. 7,271,445
91,400 Chiba Bank Ltd. 552,631
67,900 Chugai Pharmaceutical Co. Ltd. 1,919,531
33,000 COMSYS Holdings Corp. 649,452
174,200 Concordia Financial Group Ltd. 678,071
93,800 Dai Nippon Printing Co. Ltd. 2,646,531
63,000 Dai-ichi Life Holdings, Inc. 1,193,441
28,900 Daiwa House Industry Co. Ltd. 758,216
 

10

Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
June 30, 2023  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 98.8% - (continued)
  Japan - 19.2% - (continued)
     9,700 Eisai Co. Ltd. $       652,595
 1,257,500 ENEOS Holdings, Inc.      4,301,436
    79,120 FUJIFILM Holdings Corp.      4,675,434
    38,848 Fujitsu Ltd.      4,997,949
    88,200 Fukuoka Financial Group, Inc.      1,814,222
   218,000 Haseko Corp.      2,674,190
24,373 Hitachi Ltd. 1,500,136
109,300 Honda Motor Co. Ltd. 3,282,743
275,500 Idemitsu Kosan Co. Ltd. 5,501,041
122,000 Iida Group Holdings Co. Ltd. 2,047,753
54,671 ITOCHU Corp. 2,151,133
86,000 Itochu Techno-Solutions Corp. 2,163,462
36,000 Iwatani Corp. 1,893,963
733,600 Japan Post Bank Co. Ltd. 5,704,960
799,981 Japan Post Holdings Co. Ltd. 5,736,882
193,600 Japan Post Insurance Co. Ltd. 2,901,957
172,600 Japan Tobacco, Inc. 3,765,232
275,900 Kajima Corp. 4,142,270
94,851 KDDI Corp. 2,920,310
99,900 Kewpie Corp. 1,628,425
45,600 Kinden Corp. 613,795
213,200 Kuraray Co. Ltd. 2,062,893
13,900 Kyocera Corp. 749,264
66,822 Lawson, Inc. 2,952,863
95,200 Marubeni Corp. 1,607,140
24,600 MatsukiyoCocokara & Co. 1,374,713
132,500 Mazda Motor Corp. 1,277,467
53,500 McDonald's Holdings Co. Japan Ltd. 2,076,556
147,150 Medipal Holdings Corp. 2,393,536
115,732 MEIJI Holdings Co. Ltd. 2,576,716
47,900 Mitsubishi Corp. 2,296,655
170,700 Mitsubishi Electric Corp. 2,393,945
98,876 Mitsubishi HC Capital, Inc. 584,561
237,300 Mitsubishi UFJ Financial Group, Inc. 1,748,535
56,100 Mitsui & Co. Ltd. 2,100,233
117,400 Mitsui Chemicals, Inc. 3,435,048
360,700 Mizuho Financial Group, Inc. 5,487,801
28,300 MS&AD Insurance Group Holdings, Inc. 997,798
161,517 NEC Corp. 7,783,346
31,100 Nikon Corp. 399,683
38,900 NIPPON EXPRESS HOLDINGS, Inc. 2,181,102
15,600 Nippon Steel Corp. 324,229
2,840,150 Nippon Telegraph & Telephone Corp. 3,350,369
151,100 Niterra Co. Ltd. 3,013,950
46,400 Obayashi Corp. 399,361
15,400 OBIC Business Consultants Co. Ltd. 560,446
99,700 Ono Pharmaceutical Co. Ltd. 1,797,614
21,000 Oracle Corp. Japan 1,553,188
297,552 Osaka Gas Co. Ltd. 4,544,547
8,600 Otsuka Corp. 332,433
116,100 Otsuka Holdings Co. Ltd. 4,234,013
25,600 Panasonic Holdings Corp. 310,579
471,866 Resona Holdings, Inc. 2,253,635
92,400 Ricoh Co. Ltd. 781,534
100,000 Rinnai Corp. 2,166,257
13,000 Rohto Pharmaceutical Co. Ltd. 291,507
308,600 Santen Pharmaceutical Co. Ltd. 2,616,593
113,300 Sanwa Holdings Corp. 1,462,353
99,500 Sega Sammy Holdings, Inc. 2,114,810
379,500 Seiko Epson Corp. 5,878,856
100,865 Sekisui Chemical Co. Ltd. 1,445,963
279,248 Sekisui House Ltd. 5,613,554
16,089 Seven & i Holdings Co. Ltd. 690,713
40,140 Shimamura Co. Ltd. 3,782,522
323,000 Shizuoka Financial Group, Inc. 2,321,908
339,000 SoftBank Corp. 3,611,997
90,700 Sohgo Security Services Co. Ltd. 510,935
Shares or Principal Amount   Market Value†
COMMON STOCKS - 98.8% - (continued)
  Japan - 19.2% - (continued)
    34,700 Square Enix Holdings Co. Ltd. $     1,605,657
   183,293 Subaru Corp.      3,427,827
    48,217 Sugi Holdings Co. Ltd.      2,141,718
    76,500 Sumitomo Corp.      1,609,551
   101,700 Sumitomo Electric Industries Ltd.      1,236,288
   237,629 Sumitomo Forestry Co. Ltd.      5,726,376
91,200 Sumitomo Heavy Industries Ltd. 2,169,340
111,900 Sumitomo Mitsui Financial Group, Inc. 4,768,341
36,800 Sumitomo Mitsui Trust Holdings, Inc. 1,301,819
66,800 Sumitomo Pharma Co. Ltd. 295,328
213,000 Sumitomo Rubber Industries Ltd. 2,054,326
85,400 Sundrug Co. Ltd. 2,521,792
23,407 Suntory Beverage & Food Ltd. 844,067
60,182 Suzuken Co. Ltd. 1,629,309
45,095 Taisei Corp. 1,566,555
33,700 Taisho Pharmaceutical Holdings Co. Ltd. 1,262,803
76,200 Takeda Pharmaceutical Co. Ltd. 2,386,670
12,900 Tokio Marine Holdings, Inc. 295,870
321,496 Tokyo Gas Co. Ltd. 6,991,123
184,200 TOPPAN, Inc. 3,950,739
14,500 Toshiba Corp. 453,153
96,800 Tosoh Corp. 1,137,878
37,519 Toyo Suisan Kaisha Ltd. 1,688,076
108,900 Toyota Boshoku Corp. 1,932,978
29,700 Tsuruha Holdings, Inc. 2,199,734
1,203,557 Yamada Holdings Co. Ltd. 3,534,020
90,746 Yamaha Motor Co. Ltd. 2,587,989
173,480 Yamazaki Baking Co. Ltd. 2,341,713
132,100 Yokohama Rubber Co. Ltd. 2,878,991
78,153 Zensho Holdings Co. Ltd. 3,461,150
      285,248,059
  Jordan - 0.3%
200,892 Hikma Pharmaceuticals PLC 4,828,416
  Luxembourg - 0.2%
52,752 Eurofins Scientific SE 3,347,250
  Netherlands - 4.0%
90,592 ABN AMRO Bank NV GDR(2) 1,406,435
426,296 Aegon NV 2,153,362
128,004 ASR Nederland NV 5,759,265
23,733 Heineken Holding NV 2,062,354
33,547 JDE Peet's NV 997,710
337,082 Koninklijke Ahold Delhaize NV 11,496,071
2,021,656 Koninklijke KPN NV 7,210,196
14,300 Koninklijke Philips NV* 309,031
65,333 Koninklijke Vopak NV 2,330,089
220,300 NN Group NV 8,150,180
128,462 OCI NV* 3,079,141
101,220 Randstad NV 5,334,924
62,779 Shell PLC 1,869,646
52,628 Wolters Kluwer NV 6,677,616
      58,836,020
  New Zealand - 0.4%
222,876 Contact Energy Ltd. 1,106,014
135,721 Fisher & Paykel Healthcare Corp. Ltd. 2,037,162
218,613 Fletcher Building Ltd. 727,599
605,418 Spark New Zealand Ltd. 1,881,994
      5,752,769
  Norway - 1.1%
204,625 Equinor ASA 5,960,999
26,060 Kongsberg Gruppen ASA 1,187,514
346,131 Norsk Hydro ASA 2,061,236
403,519 Orkla ASA 2,903,922
432,389 Telenor ASA 4,391,068
      16,504,739
 

11

Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
June 30, 2023  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 98.8% - (continued)
  Portugal - 0.6%
   210,998 Galp Energia SGPS SA $     2,467,732
   209,233 Jeronimo Martins SGPS SA     5,761,618
      8,229,350
  Singapore - 2.7%
   410,600 CapitaLand Ascendas REIT        825,235
   167,200 City Developments Ltd.        830,224
137,509 DBS Group Holdings Ltd. 3,201,617
1,079,900 Frasers Logistics & Commercial Trust REIT 997,432
199,700 Jardine Cycle & Carriage Ltd. 5,135,080
232,900 Keppel Corp. Ltd. 1,154,734
658,152 Oversea-Chinese Banking Corp. Ltd. 5,971,926
1,109,900 Sembcorp Industries Ltd. 4,715,650
423,600 Singapore Airlines Ltd. 2,237,958
1,361,900 Singapore Technologies Engineering Ltd. 3,703,249
2,295,400 Suntec REIT 2,187,953
263,800 United Overseas Bank Ltd. 5,457,864
241,200 UOL Group Ltd. 1,144,201
208,800 Venture Corp. Ltd. 2,269,515
      39,832,638
  South Africa - 0.1%
26,784 Anglo American PLC 760,378
  Spain - 1.6%
22,293 Acciona SA 3,779,588
374,738 Banco Bilbao Vizcaya Argentaria SA 2,874,958
59,968 Enagas SA 1,177,652
76,622 Endesa SA 1,642,634
178,728 Iberdrola SA 2,330,158
62,919 Industria de Diseno Textil SA 2,434,139
837,878 Mapfre SA(1) 1,662,794
52,000 Naturgy Energy Group SA 1,546,515
243,732 Redeia Corp. SA 4,091,051
197,836 Repsol SA 2,877,136
      24,416,625
  Sweden - 4.1%
12,467 Assa Abloy AB Class B 298,941
109,531 Axfood AB 2,314,071
146,904 Billerud AB 1,114,704
93,263 Boliden AB 2,690,055
254,162 Electrolux AB Class B 3,463,717
104,351 Essity AB Class B 2,773,663
217,972 Getinge AB Class B 3,813,042
83,622 H & M Hennes & Mauritz AB Class B 1,433,635
26,597 L E Lundbergforetagen AB Class B 1,129,744
14,502 Saab AB Class B 783,014
497,530 Securitas AB Class B 4,074,649
391,143 Skandinaviska Enskilda Banken AB Class A 4,314,730
139,861 Skanska AB Class B 1,957,171
206,969 SKF AB Class B 3,594,695
975,306 SSAB AB Class B 6,745,055
176,974 Svenska Handelsbanken AB Class A 1,480,177
187,061 Swedbank AB Class A 3,149,347
93,414 Swedish Orphan Biovitrum AB* 1,819,624
69,662 Tele2 AB Class B 574,771
1,603,669 Telefonaktiebolaget LM Ericsson Class B 8,672,133
1,352,939 Telia Co. AB 2,962,329
91,508 Volvo AB Class B 1,889,243
      61,048,510
  Switzerland - 6.2%
9,091 ABB Ltd. 357,482
105,341 Adecco Group AG 3,441,701
23,430 Baloise Holding AG 3,441,236
27,002 Banque Cantonale Vaudoise(1) 2,852,165
721 Barry Callebaut AG 1,391,792
17,454 BKW AG 3,082,470
Shares or Principal Amount   Market Value†
COMMON STOCKS - 98.8% - (continued)
  Switzerland - 6.2% - (continued)
     3,053 Bucher Industries AG $     1,347,941
    17,735 DKSH Holding AG      1,319,247
       778 Emmi AG        750,477
    24,835 Galenica AG(2)      2,005,621
     3,745 Geberit AG      1,959,464
     2,394 Georg Fischer AG        179,687
18,228 Helvetia Holding AG 2,465,308
41,635 Kuehne & Nagel International AG 12,318,543
88,233 Logitech International SA 5,250,685
122,832 Novartis AG 12,356,653
25,834 PSP Swiss Property AG 2,884,722
5,823 Schindler Holding AG 1,308,247
7,503 SFS Group AG 987,932
27,875 SGS SA 2,634,673
4,330 Sonova Holding AG 1,152,860
16,894 Swatch Group AG 4,930,446
1,378 Swiss Life Holding AG 805,560
36,419 Swiss Prime Site AG 3,160,940
17,149 Swisscom AG 10,692,128
206,497 UBS Group AG 4,176,564
9,007 Zurich Insurance Group AG 4,277,733
      91,532,277
  United Kingdom - 9.9%
194,205 3i Group PLC 4,810,899
2,164,963 Abrdn PLC 6,005,796
54,944 Admiral Group PLC 1,454,341
100,816 AstraZeneca PLC ADR 7,215,401
55,155 Aviva PLC 277,120
999,941 B&M European Value Retail SA 7,081,006
775,929 BAE Systems PLC 9,144,650
26,513 British American Tobacco PLC 879,087
86,163 British Land Co. PLC REIT 331,697
1,167,260 BT Group PLC 1,815,670
53,836 Bunzl PLC 2,052,649
709,000 CK Hutchison Holdings Ltd. 4,329,129
49,716 Computacenter PLC 1,447,428
880,898 ConvaTec Group PLC(2) 2,298,097
41,588 DCC PLC 2,325,352
9,366 Dechra Pharmaceuticals PLC 438,909
950,700 DS Smith PLC 3,285,174
418,182 Howden Joinery Group PLC 3,415,358
1,398,317 HSBC Holdings PLC 11,052,280
258,393 IG Group Holdings PLC 2,224,000
287,101 Imperial Brands PLC 6,345,630
150,759 Inchcape PLC 1,490,215
34,889 Intertek Group PLC 1,891,790
1,744,951 J Sainsbury PLC 5,967,616
1,930,984 Kingfisher PLC 5,688,138
4,206,816 Lloyds Banking Group PLC 2,331,341
1,357,870 Man Group PLC 3,772,029
247,191 National Grid PLC 3,269,943
949,593 NatWest Group PLC 2,907,096
4,546 Next PLC 398,790
170,696 Pearson PLC 1,783,859
22,783 Reckitt Benckiser Group PLC 1,712,422
57,132 RELX PLC 1,903,758
642,507 Sage Group PLC 7,554,245
386,259 Schroders PLC 2,147,452
344,074 Segro PLC REIT 3,135,561
245,475 Smith & Nephew PLC 3,957,236
64,408 Spectris PLC 2,943,771
2,395 Spirax-Sarco Engineering PLC 315,602
53,337 SSE PLC 1,248,383
604,719 Standard Chartered PLC 5,250,972
1,782,157 Tesco PLC 5,628,115
984,944 Tritax Big Box PLC REIT 1,565,262
27,639 Unilever PLC 1,439,815
 

12

Hartford Multifactor Developed Markets (ex-US) ETF
Schedule of Investments – (continued)
June 30, 2023  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 98.8% - (continued)
  United Kingdom - 9.9% - (continued)
    39,855 United Utilities Group PLC $       487,240
   238,136 Vodafone Group PLC       223,947
      147,244,271
  United States - 3.5%
    16,112 CSL Ltd.      2,974,887
   306,256 GSK PLC ADR     10,914,964
36,189 Nestle SA 4,352,469
76,052 QIAGEN NV* 3,424,622
36,120 Roche Holding AG 11,042,106
111,326 Sanofi 11,927,048
108,207 Signify NV(2) 3,030,443
250,872 Stellantis NV 4,403,856
      52,070,395
  Total Common Stocks
(cost $1,425,414,924)
  $ 1,467,774,445
PREFERRED STOCKS - 0.1%
  Germany - 0.1%
28,826 Fuchs Petrolub SE (Preference Shares) $ 1,139,089
  Total Preferred Stocks
(cost $1,343,120)
  $ 1,139,089
  Total Long-Term Investments
(cost $1,426,758,044)
  $ 1,468,913,534
SHORT-TERM INVESTMENTS - 1.4%
  Securities Lending Collateral - 1.4%
3,116,288 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.02%(4) $ 3,116,288
10,387,626 HSBC U.S. Government Money Market Fund, Institutional Class, 5.02%(4) 10,387,626
3,116,288 Invesco Government & Agency Portfolio, Institutional Class, 5.08%(4) 3,116,288
3,116,288 Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.04%(4) 3,116,288
  Total Short-Term Investments
(cost $19,736,490)
$ 19,736,490
  Total Investments
(cost $1,446,494,534)
100.3% $ 1,488,650,024
  Other Assets and Liabilities (0.3)% (3,815,798)
  Total Net Assets 100.0% $ 1,484,834,226
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) 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 June 30, 2023, the aggregate value of these securities was $28,339,740, representing 1.9% of net assets.
(3) Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At June 30, 2023, the aggregate value of this security was $502,016, representing 0.0% of net assets.
(4) Current yield as of period end.
 
Futures Contracts Outstanding at June 30, 2023
Description   Number of
Contracts
  Expiration
Date
  Current
Notional
Amount
  Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
MSCI EAFE Index Future   109   09/15/2023   $ 11,747,475   $ 73,914
Total futures contracts   $ 73,914
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)
June 30, 2023  (Unaudited) 

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2023 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Australia    $ 156,208,952   $ 156,208,952   $ —   $ —
Austria    6,139,619   6,139,619    
Belgium    19,998,379   19,998,379    
Brazil    4,529,265   4,529,265    
Canada    150,610,879   150,610,879    
China    22,238,623   22,238,623    
Denmark    27,089,045   27,089,045    
Finland    16,752,612   16,752,612    
France    78,547,185   78,547,185    
Germany    65,847,630   65,847,630    
Hong Kong    43,808,567   43,808,567    
Ireland    3,691,776   3,691,776    
Israel    32,762,501   32,762,501    
Italy    39,897,715   39,897,715    
Japan    285,248,059   285,248,059    
Jordan    4,828,416   4,828,416    
Luxembourg    3,347,250   3,347,250    
Netherlands    58,836,020   58,836,020    
New Zealand    5,752,769   5,752,769    
Norway    16,504,739   16,504,739    
Portugal    8,229,350   8,229,350    
Singapore    39,832,638   39,832,638    
South Africa    760,378   760,378    
Spain    24,416,625   24,416,625    
Sweden    61,048,510   61,048,510    
Switzerland    91,532,277   91,532,277    
United Kingdom    147,244,271   147,244,271    
United States    52,070,395   52,070,395    
Preferred Stocks    1,139,089   1,139,089    
Short-Term Investments    19,736,490   19,736,490    
Futures Contracts(2)    73,914   73,914    
Total   $ 1,488,723,938   $ 1,488,723,938   $ —   $ —
    
(1) For the period ended June 30, 2023, 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
June 30, 2023  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 98.4%
  Australia - 9.3%
  3,509 AGL Energy Ltd. $     25,250
  8,346 ANZ Group Holdings Ltd.     131,721
  5,177 BHP Group Ltd.     155,039
  7,174 BlueScope Steel Ltd.      98,134
  1,415 Brambles Ltd.      13,573
  9,893 Coles Group Ltd.     121,301
19,420 Dexus REIT 100,830
1,005 EBOS Group Ltd. 22,627
7,624 Fortescue Metals Group Ltd. 112,562
6,116 Glencore PLC 34,562
23,556 GPT Group REIT 64,915
4,841 Incitec Pivot Ltd. 8,829
5,796 JB Hi-Fi Ltd. 168,792
2,008 Rio Tinto PLC 127,273
5,970 Sonic Healthcare Ltd. 141,353
29,944 South32 Ltd. 74,945
19,684 Stockland REIT 52,804
11,122 Telstra Group Ltd. 31,834
11,835 Vicinity Ltd. REIT 14,535
1,450 Wesfarmers Ltd. 47,623
7,867 Whitehaven Coal Ltd. 35,138
2,939 Woolworths Group Ltd. 77,726
      1,661,366
  Austria - 0.2%
553 Andritz AG 30,800
330 Erste Group Bank AG 11,553
      42,353
  Belgium - 0.1%
106 Solvay SA 11,830
64 UCB SA 5,670
      17,500
  Brazil - 1.3%
5,804 Telefonica Brasil SA 52,060
8,009 Vale SA ADR 107,481
2,012 Yara International ASA 71,176
      230,717
  Canada - 5.0%
506 Alimentation Couche-Tard, Inc. 25,976
1,276 Bank of Montreal 115,368
141 Canadian Tire Corp. Ltd. Class A 19,299
3,862 Empire Co. Ltd. Class A 109,826
146 Fairfax Financial Holdings Ltd. 109,484
353 Finning International, Inc. 10,871
976 George Weston Ltd. 115,519
1,020 Great-West Lifeco, Inc. 29,654
1,299 Loblaw Cos. Ltd. 119,057
3,190 Manulife Financial Corp. 60,365
967 Power Corp. of Canada 26,060
1,115 Royal Bank of Canada 106,609
186 Sun Life Financial, Inc. 9,707
588 Toronto-Dominion Bank 36,486
42 West Fraser Timber Co. Ltd. 3,612
      897,893
  China - 11.7%
384,000 Agricultural Bank of China Ltd. Class H 150,923
430,000 Bank of China Ltd. Class H 172,294
136,000 Bank of Communications Co. Ltd. Class H 90,070
2,500 BOC Hong Kong Holdings Ltd. 7,640
162,000 China CITIC Bank Corp. Ltd. Class H 76,074
251,000 China Construction Bank Corp. Class H* 162,388
68,500 China Minsheng Banking Corp. Ltd. Class H 25,349
25,000 China Overseas Land & Investment Ltd. 54,488
208,000 China Petroleum & Chemical Corp. Class H 121,828
109,000 China Railway Group Ltd. Class H 71,910
Shares or Principal Amount   Market Value†
COMMON STOCKS - 98.4% - (continued)
  China - 11.7% - (continued)
  2,800 China Resources Gas Group Ltd. $      9,576
  6,000 China Resources Land Ltd.      25,419
 21,500 China Shenhua Energy Co. Ltd. Class H      65,708
794,000 China Tower Corp. Ltd. Class H(1)      88,148
 64,000 CSPC Pharmaceutical Group Ltd.      55,616
  6,600 Haier Smart Home Co. Ltd. Class H      20,760
276,000 Industrial & Commercial Bank of China Ltd. Class H 147,217
150,000 Lenovo Group Ltd. 156,382
354,000 People's Insurance Co. Group of China Ltd. Class H 128,290
210,000 PetroChina Co. Ltd. Class H 145,241
68,000 PICC Property & Casualty Co. Ltd. Class H 75,579
3,000 Ping An Insurance Group Co. of China Ltd. Class H 19,083
112,000 Postal Savings Bank of China Co. Ltd. Class H(1) 68,887
6,000 Xinyi Glass Holdings Ltd. 9,341
115,100 Yangzijiang Shipbuilding Holdings Ltd. 127,572
      2,075,783
  Denmark - 1.4%
50 AP Moller - Maersk AS Class B 87,731
995 Novo Nordisk AS Class B 160,282
      248,013
  Finland - 0.3%
424 Kone Oyj Class B 22,126
1,782 Nordea Bank Abp 19,352
398 Orion Oyj Class B 16,509
      57,987
  France - 3.3%
142 Air Liquide SA 25,438
1,262 AXA SA 37,209
1,053 BNP Paribas SA 66,310
1,541 Carrefour SA 29,178
444 Cie de Saint-Gobain 26,996
2,067 Cie Generale des Etablissements Michelin SCA 61,023
321 Danone SA 19,661
5,305 Engie SA 88,136
41 L'Oreal SA 19,105
43 LVMH Moet Hennessy Louis Vuitton SE 40,486
8,269 Orange SA 96,548
720 Societe Generale SA 18,695
1,170 TotalEnergies SE 67,078
      595,863
  Germany - 2.5%
126 Allianz SE 29,308
250 BASF SE 12,129
2,098 Bayer AG 115,979
637 Bayerische Motoren Werke AG 78,198
224 Covestro AG*(1) 11,628
905 Deutsche Post AG 44,164
3,170 E.ON SE 40,395
229 Fresenius SE & Co. KGaA 6,338
626 Merck KGaA 103,504
      441,643
  Hong Kong - 1.6%
2,000 CK Asset Holdings Ltd. 11,076
1,400 Jardine Matheson Holdings Ltd. 70,910
6,500 Link REIT 36,081
48,000 Sino Biopharmaceutical Ltd. 20,887
6,092 Sino Land Co. Ltd. 7,486
8,500 Sun Hung Kai Properties Ltd. 107,055
56,000 WH Group Ltd.(1) 29,656
      283,151
  India - 0.5%
867 Dr Reddy's Laboratories Ltd. ADR 54,716
1,841 Infosys Ltd. ADR 29,585
      84,301
 

15

Hartford Multifactor Diversified International ETF
Schedule of Investments – (continued)
June 30, 2023  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 98.4% - (continued)
  Indonesia - 1.9%
 48,400 Adaro Energy Indonesia Tbk PT $      7,199
183,900 Astra International Tbk PT      83,103
164,300 Bukit Asam Tbk PT      29,370
 25,200 Indo Tambangraya Megah Tbk PT      40,550
 99,200 Indofood Sukses Makmur Tbk PT      48,633
318,300 Kalbe Farma Tbk PT      43,523
378,400 Perusahaan Gas Negara Tbk PT 32,937
113,600 Sumber Alfaria Trijaya Tbk PT 19,549
75,900 Telkom Indonesia Persero Tbk PT 20,250
3,800 United Tractors Tbk PT 5,899
      331,013
  Ireland - 0.2%
494 CRH PLC 27,217
  Israel - 2.2%
2,907 Bank Hapoalim BM 23,798
7,079 Bank Leumi Le-Israel BM 52,631
68,215 Bezeq The Israeli Telecommunication Corp. Ltd. 83,197
984 FIBI Holdings Ltd. 39,642
787 First International Bank Of Israel Ltd. 30,581
7,542 ICL Group Ltd. 40,851
4,023 Phoenix Holdings Ltd. 40,382
610 Rami Levy Chain Stores Hashikma Marketing 2006 Ltd. 36,015
3,655 ZIM Integrated Shipping Services Ltd.(2) 45,286
      392,383
  Italy - 0.7%
5,131 Eni SpA 73,792
7,831 Intesa Sanpaolo SpA 20,505
667 Prysmian SpA 27,856
      122,153
  Japan - 15.4%
900 AGC, Inc. 32,149
8,400 Alfresa Holdings Corp. 125,185
800 Alps Alpine Co. Ltd. 6,957
5,300 Astellas Pharma, Inc. 78,802
1,400 Bridgestone Corp. 57,071
3,300 Brother Industries Ltd. 47,935
2,100 Canon, Inc. 55,066
1,800 Dai-ichi Life Holdings, Inc. 34,098
200 Daiwa House Industry Co. Ltd. 5,247
700 Fujitsu Ltd. 90,058
900 Hitachi Ltd. 55,394
3,100 Honda Motor Co. Ltd. 93,106
4,100 Iida Group Holdings Co. Ltd. 68,818
4,200 INFRONEER Holdings, Inc. 39,375
500 Isuzu Motors Ltd. 6,019
1,600 ITOCHU Corp. 62,955
9,000 Japan Post Holdings Co. Ltd. 64,541
3,900 Japan Tobacco, Inc. 85,078
2,800 KDDI Corp. 86,207
500 Lawson, Inc. 22,095
1,700 Marubeni Corp. 28,699
1,600 Mazda Motor Corp. 15,426
12,700 Mebuki Financial Group, Inc. 30,016
1,800 Medipal Holdings Corp. 29,279
700 MEIJI Holdings Co. Ltd. 15,585
1,500 Mitsubishi Corp. 71,920
3,300 Mitsubishi Electric Corp. 46,280
1,700 Mitsubishi UFJ Financial Group, Inc. 12,526
2,700 Mitsui & Co. Ltd. 101,081
7,800 Mizuho Financial Group, Inc. 118,672
1,600 NEC Corp. 77,102
2,200 Nihon Kohden Corp. 58,480
800 Nippon Steel Corp. 16,627
62,500 Nippon Telegraph & Telephone Corp. 73,728
700 Nippon Yusen KK 15,450
Shares or Principal Amount   Market Value†
COMMON STOCKS - 98.4% - (continued)
  Japan - 15.4% - (continued)
  1,800 Niterra Co. Ltd. $     35,904
    200 Osaka Gas Co. Ltd.       3,055
    700 Otsuka Holdings Co. Ltd.      25,528
  1,700 Panasonic Holdings Corp.      20,624
  4,600 Seiko Epson Corp.      71,259
  2,000 Sekisui House Ltd.      40,205
300 Seven & i Holdings Co. Ltd. 12,879
1,200 Shimamura Co. Ltd. 113,080
6,300 SoftBank Corp. 67,126
1,900 Subaru Corp. 35,533
200 Sumitomo Corp. 4,208
500 Sumitomo Electric Industries Ltd. 6,078
2,700 Sumitomo Forestry Co. Ltd. 65,065
1,200 Sumitomo Heavy Industries Ltd. 28,544
2,700 Sumitomo Mitsui Financial Group, Inc. 115,054
600 Takeda Pharmaceutical Co. Ltd. 18,793
1,000 Tokio Marine Holdings, Inc. 22,936
4,800 Tokyo Gas Co. Ltd. 104,379
700 TOPPAN, Inc. 15,014
19,200 Yamada Holdings Co. Ltd. 56,377
2,000 Yamaha Motor Co. Ltd. 57,038
      2,745,706
  Malaysia - 2.1%
28,700 CELCOMDIGI Bhd 25,272
2,000 CIMB Group Holdings Bhd 2,168
600 Heineken Malaysia Bhd 3,355
30,425 Malayan Banking Bhd 56,255
34,600 Petronas Chemicals Group Bhd 44,478
7,700 Petronas Gas Bhd 27,550
51,375 RHB Bank Bhd 59,768
104,300 Sime Darby Bhd 45,809
52,500 Tenaga Nasional Bhd 101,794
      366,449
  Mexico - 1.0%
3,061 America Movil SAB de CV ADR* 66,240
1,266 Coca-Cola Femsa SAB de CV ADR 105,471
      171,711
  Netherlands - 1.5%
5,383 Koninklijke Ahold Delhaize NV 183,585
2,224 NN Group NV 82,279
      265,864
  New Zealand - 1.0%
3,328 Fisher & Paykel Healthcare Corp. Ltd. 49,953
2,210 Fletcher Building Ltd. 7,355
16,770 Goodman Property Trust REIT 22,809
32,723 Spark New Zealand Ltd. 101,722
      181,839
  Norway - 1.8%
1,609 Elkem ASA(1) 3,730
2,365 Equinor ASA 68,896
8,809 Europris ASA(1) 58,872
2,642 Golden Ocean Group Ltd.(2) 19,947
11,905 Norsk Hydro ASA 70,895
5,936 Telenor ASA 60,282
3,243 Veidekke ASA 34,811
      317,433
  Philippines - 0.9%
725 Globe Telecom, Inc. 22,735
3,730 International Container Terminal Services, Inc. 13,772
8,200 Manila Electric Co. 49,765
2,775 PLDT, Inc. 65,957
      152,229
 

16

Hartford Multifactor Diversified International ETF
Schedule of Investments – (continued)
June 30, 2023  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 98.4% - (continued)
  Poland - 0.7%
  1,697 Polski Koncern Naftowy ORLEN SA $     26,903
 10,857 Powszechny Zaklad Ubezpieczen SA    105,311
      132,214
  Russia - 0.0%
    698 Gazprom PJSC(3)         —
  Singapore - 1.2%
506 DBS Group Holdings Ltd. 11,781
2,000 Jardine Cycle & Carriage Ltd. 51,428
7,542 Oversea-Chinese Banking Corp. Ltd. 68,435
48 STMicroelectronics NV(4) 2,400
2,900 United Overseas Bank Ltd. 59,999
1,100 Venture Corp. Ltd. 11,956
      205,999
  South Africa - 0.1%
7,058 Woolworths Holdings Ltd. 26,657
  South Korea - 5.5%
188 Coway Co. Ltd. 6,271
251 DB Insurance Co. Ltd. 14,211
1,713 Fila Holdings Corp. 52,002
4,260 GS Holdings Corp. 118,490
626 Hana Financial Group, Inc. 18,623
108 HMM Co. Ltd. 1,545
78 Hyundai Glovis Co. Ltd. 11,703
1,838 Hyundai Marine & Fire Insurance Co. Ltd. 43,312
1,585 Kia Corp. 106,457
1,078 KT&G Corp. 67,741
95 LG Electronics, Inc. 9,135
28 LG Innotek Co. Ltd. 6,577
14,735 LG Uplus Corp. 119,991
27 Orion Corp. 2,459
169 POSCO Holdings, Inc. 49,764
158 Samsung Electro-Mechanics Co. Ltd. 17,327
3,091 Samsung Electronics Co. Ltd. 169,370
125 Samsung Fire & Marine Insurance Co. Ltd. 21,819
372 Samsung SDS Co. Ltd. 34,697
168 Shinsegae, Inc. 22,708
909 SK Hynix, Inc. 79,472
      973,674
  Spain - 0.9%
14,831 Banco Bilbao Vizcaya Argentaria SA 113,782
4,132 Banco Santander SA 15,260
2,258 Iberdrola SA 29,438
      158,480
  Sweden - 3.1%
587 Assa Abloy AB Class B 14,076
1,057 Axfood AB 22,331
982 Boliden AB 28,325
459 Getinge AB Class B 8,029
1,657 H & M Hennes & Mauritz AB Class B 28,408
708 Sandvik AB 13,778
539 Securitas AB Class B 4,414
2,498 Skandinaviska Enskilda Banken AB Class A 27,556
1,822 SKF AB Class B 31,645
24,934 SSAB AB Class B 172,440
20,404 Telefonaktiebolaget LM Ericsson Class B 110,338
4,659 Volvo AB Class B 96,188
      557,528
  Switzerland - 2.1%
1,976 Novartis AG 198,782
134 Swatch Group AG 39,107
117 Swisscom AG 72,948
Shares or Principal Amount   Market Value†
COMMON STOCKS - 98.4% - (continued)
  Switzerland - 2.1% - (continued)
  2,663 UBS Group AG $     53,861
     24 Zurich Insurance Group AG     11,398
      376,096
  Taiwan - 7.5%
 92,000 Acer, Inc.      92,607
 26,000 ASE Technology Holding Co. Ltd.      92,247
12,000 Asustek Computer, Inc. 121,177
11,000 Catcher Technology Co. Ltd. 61,985
7,000 Gigabyte Technology Co. Ltd. 54,729
20,800 Hon Hai Precision Industry Co. Ltd. 75,468
4,000 International Games System Co. Ltd. Class C 79,372
19,000 Lite-On Technology Corp. 63,141
33,000 Macronix International Co. Ltd. 34,648
14,000 Micro-Star International Co. Ltd. 79,340
9,000 Novatek Microelectronics Corp. 123,248
29,000 Pegatron Corp. 69,650
55,000 Pou Chen Corp. 55,628
20,000 Powertech Technology, Inc. 67,428
1,000 President Chain Store Corp. 9,071
5,000 Quanta Computer, Inc. 24,402
71,000 Wistron Corp. 206,996
2,000 Yang Ming Marine Transport Corp.* 4,046
8,000 Zhen Ding Technology Holding Ltd. 26,971
      1,342,154
  Thailand - 2.4%
13,902 Advanced Info Service PCL NVDR 83,910
75,800 AP Thailand PCL NVDR 24,586
19,800 Bangchak Corp. PCL NVDR 20,384
280,300 Bangkok Chain Hospital PCL NVDR 139,933
30,400 Bangkok Dusit Medical Services PCL NVDR 23,793
66,200 Krung Thai Bank PCL NVDR 36,223
5,400 PTT PCL NVDR 5,102
153,800 Supalai PCL NVDR 87,625
      421,556
  Turkey - 1.3%
4,927 BIM Birlesik Magazalar AS 32,223
7,849 Eregli Demir ve Celik Fabrikalari TAS* 11,056
39,356 Haci Omer Sabanci Holding AS 69,473
8,759 KOC Holding AS 34,841
16,706 Turkiye Is Bankasi AS Class C 9,010
43,249 Turkiye Sise ve Cam Fabrikalari AS 73,757
      230,360
  United Kingdom - 4.3%
2,263 3i Group PLC 56,060
23,642 Abrdn PLC 65,585
980 AstraZeneca PLC ADR 70,139
5,037 B&M European Value Retail SA 35,669
7,526 BAE Systems PLC 88,697
12,000 CK Hutchison Holdings Ltd. 73,272
20,400 HSBC Holdings PLC 158,793
1,798 Imperial Brands PLC 39,740
20,216 J Sainsbury PLC 69,137
23,763 Kingfisher PLC 69,999
6,218 NatWest Group PLC 19,036
2,241 Standard Chartered PLC 19,459
      765,586
  United States - 3.4%
2,346 GSK PLC ADR 83,611
505 Nestle SA 60,737
506 Roche Holding AG 154,687
1,636 Sanofi 175,275
 

17

Hartford Multifactor Diversified International ETF
Schedule of Investments – (continued)
June 30, 2023  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 98.4% - (continued)
  United States - 3.4% - (continued)
    192 Schneider Electric SE $     34,869
  5,421 Stellantis NV      95,161
      604,340
  Total Common Stocks
(cost $16,628,308)
  $ 17,505,211
PREFERRED STOCKS - 0.8%
  Brazil - 0.8%
42,390 Cia Paranaense de Energia (Preference Shares) $ 72,847
12,189 Gerdau SA (Preference Shares) 63,345
926 Petroleo Brasileiro SA (Preference Shares) 5,669
      141,861
  Chile - 0.0%
2,435 Embotelladora Andina SA (Preference Shares) 6,378
  Total Preferred Stocks
(cost $135,461)
  $ 148,239
  Total Long-Term Investments
(cost $16,763,769)
  $ 17,653,450
SHORT-TERM INVESTMENTS - 0.4%
  Securities Lending Collateral - 0.4%
10,191 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.02%(5) $ 10,191
33,972 HSBC U.S. Government Money Market Fund, Institutional Class, 5.02%(5) 33,972
10,192 Invesco Government & Agency Portfolio, Institutional Class, 5.08%(5) 10,192
10,192 Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.04%(5) 10,192
  Total Short-Term Investments
(cost $64,547)
$ 64,547
  Total Investments
(cost $16,828,316)
99.6% $ 17,717,997
  Other Assets and Liabilities 0.4% 78,418
  Total Net Assets 100.0% $ 17,796,415
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) 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 June 30, 2023, the aggregate value of these securities was $260,921, representing 1.5% of net assets.
(2) Represents entire or partial securities on loan.
(3) Investment valued using significant unobservable inputs.
(4) Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At June 30, 2023, the aggregate value of this security was $2,400, representing 0.0% of net assets.
(5) Current yield as of period end.
 
Futures Contracts Outstanding at June 30, 2023
Description   Number of
Contracts
  Expiration
Date
  Current
Notional
Amount
  Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
MSCI EAFE Index Future   1   09/15/2023   $ 107,775   $ 678
Total futures contracts   $ 678
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)
June 30, 2023  (Unaudited) 

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2023 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Australia    $ 1,661,366   $ 1,661,366   $ —   $ —
Austria    42,353   42,353    
Belgium    17,500   17,500    
Brazil    230,717   230,717    
Canada    897,893   897,893    
China    2,075,783   2,075,783    
Denmark    248,013   248,013    
Finland    57,987   57,987    
France    595,863   595,863    
Germany    441,643   441,643    
Hong Kong    283,151   283,151    
India    84,301   84,301    
Indonesia    331,013   331,013    
Ireland    27,217   27,217    
Israel    392,383   392,383    
Italy    122,153   122,153    
Japan    2,745,706   2,745,706    
Malaysia    366,449   366,449    
Mexico    171,711   171,711    
Netherlands    265,864   265,864    
New Zealand    181,839   181,839    
Norway    317,433   317,433    
Philippines    152,229   152,229    
Poland    132,214   132,214    
Russia         
Singapore    205,999   205,999    
South Africa    26,657   26,657    
South Korea    973,674   973,674    
Spain    158,480   158,480    
Sweden    557,528   557,528    
Switzerland    376,096   376,096    
Taiwan    1,342,154   1,342,154    
Thailand    421,556   421,556    
Turkey    230,360   230,360    
United Kingdom    765,586   765,586    
United States    604,340   604,340    
Preferred Stocks    148,239   148,239    
Short-Term Investments    64,547   64,547    
Futures Contracts(2)    678   678    
Total   $ 17,718,675   $ 17,718,675   $ —   $ —
    
(1) For the period ended June 30, 2023, 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 June 30, 2023 is not presented.

19

Hartford Multifactor Emerging Markets ETF
Schedule of Investments
June 30, 2023  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 95.4%
  Brazil - 2.5%
    2,260 Banco do Brasil SA $     23,143
    6,993 BB Seguridade Participacoes SA      44,605
    6,342 Equatorial Energia SA      42,267
      885 Hypera SA       8,441
    2,156 Raia Drogasil SA      13,229
    2,302 Suzano SA      21,102
14,099 Telefonica Brasil SA 126,464
5,936 Transmissora Alianca de Energia Eletrica SA 46,317
10,749 Vale SA ADR 144,252
      469,820
  Chile - 0.8%
103,492 Banco de Chile 10,798
1,008 Cia Cervecerias Unidas SA ADR 16,360
13,116 Empresas CMPC SA 25,082
1,552 Empresas COPEC SA 11,512
1,057 Sociedad Quimica y Minera de Chile SA ADR 76,759
      140,511
  China - 20.7%
479,000 Agricultural Bank of China Ltd. Class H 188,260
9,900 Alibaba Group Holding Ltd.* 102,580
21,000 Anhui Conch Cement Co. Ltd. Class H 55,738
4,200 ANTA Sports Products Ltd. 42,902
476,000 Bank of China Ltd. Class H 190,726
221,000 Bank of Communications Co. Ltd. Class H 146,363
231,000 China CITIC Bank Corp. Ltd. Class H 108,476
279,000 China Construction Bank Corp. Class H* 180,503
139,000 China Everbright Bank Co. Ltd. Class H 39,909
15,000 China Gas Holdings Ltd. 17,169
23,000 China Life Insurance Co. Ltd. Class H 38,330
10,000 China Longyuan Power Group Corp. Ltd. Class H 10,298
4,000 China Mengniu Dairy Co. Ltd.* 15,058
20,000 China Merchants Bank Co. Ltd. Class H 90,856
219,500 China Minsheng Banking Corp. Ltd. Class H 81,228
37,500 China Overseas Land & Investment Ltd. 81,732
21,600 China Pacific Insurance Group Co. Ltd. Class H 55,815
250,000 China Petroleum & Chemical Corp. Class H 146,428
152,000 China Railway Group Ltd. Class H 100,278
14,900 China Resources Gas Group Ltd. 50,956
20,000 China Resources Land Ltd. 84,731
38,500 China Shenhua Energy Co. Ltd. Class H 117,663
1,148,000 China Tower Corp. Ltd. Class H(1) 127,448
24,000 China Vanke Co. Ltd. Class H 32,218
26,400 Chow Tai Fook Jewellery Group Ltd. 47,433
23,000 CITIC Ltd. 27,442
126,000 CSPC Pharmaceutical Group Ltd. 109,494
2,700 ENN Energy Holdings Ltd. 33,627
32,000 Guangzhou Automobile Group Co. Ltd. Class H 19,069
10,400 Guotai Junan Securities Co. Ltd. Class H(1) 12,196
33,400 Haier Smart Home Co. Ltd. Class H 105,060
299,000 Industrial & Commercial Bank of China Ltd. Class H 159,485
3,106 JD.com, Inc. Class A 52,476
170,000 Lenovo Group Ltd. 177,232
1,500 Li Ning Co. Ltd. 8,068
2,500 Longfor Group Holdings Ltd.(1) 6,074
730 Meituan Class B*(1) 11,393
1,980 NetEase, Inc. 38,556
9,400 New China Life Insurance Co. Ltd. Class H 24,770
2,400 Nongfu Spring Co. Ltd. Class H(1) 13,246
381,000 People's Insurance Co. Group of China Ltd. Class H 138,075
248,000 PetroChina Co. Ltd. Class H 171,523
86,000 PICC Property & Casualty Co. Ltd. Class H 95,585
20,000 Ping An Insurance Group Co. of China Ltd. Class H 127,223
192,000 Postal Savings Bank of China Co. Ltd. Class H(1) 118,092
Shares or Principal Amount   Market Value†
COMMON STOCKS - 95.4% - (continued)
  China - 20.7% - (continued)
   37,200 Shandong Weigao Group Medical Polymer Co. Ltd. Class H $     48,609
    2,300 Tencent Holdings Ltd.      97,323
    7,600 Xiaomi Corp. Class B*(1)      10,396
    2,000 Yankuang Energy Group Co. Ltd. Class H(2)       5,729
    1,379 Yum China Holdings, Inc.      77,708
    5,700 Zhuzhou CRRC Times Electric Co. Ltd. Class H      21,239
2,000 Zijin Mining Group Co. Ltd. Class H 2,935
7,400 ZTE Corp. Class H 29,651
488 ZTO Express Cayman, Inc. 12,236
      3,907,610
  Hong Kong - 0.4%
185,000 Sino Biopharmaceutical Ltd. 80,500
  India - 15.2%
3,259 Axis Bank Ltd. 39,228
1,005 Bajaj Auto Ltd. 57,475
528 Balkrishna Industries Ltd. 15,256
28,088 Bank of Baroda 65,173
1,506 Bharat Forge Ltd. 15,362
9,668 Bharti Airtel Ltd. 103,561
146 Britannia Industries Ltd. 8,942
7,250 Cipla Ltd. 89,697
44,859 Coal India Ltd. 126,315
378 Divi's Laboratories Ltd. 16,512
1,900 Dr Reddy's Laboratories Ltd. ADR 119,909
387 Eicher Motors Ltd. 16,889
1,455 Embassy Office Parks REIT 5,173
65,900 GAIL India Ltd. 84,387
11,899 HCL Technologies Ltd. 172,307
2,910 Hero MotoCorp Ltd. 103,227
1,894 Hindalco Industries Ltd. 9,719
2,384 Hindustan Unilever Ltd. 77,828
1,099 Housing Development Finance Corp. Ltd. 37,804
1,228 ICICI Bank Ltd. ADR 28,342
37,054 Indian Oil Corp. Ltd. 41,238
1,982 Indraprastha Gas Ltd. 11,436
6,244 Infosys Ltd. ADR 100,341
8,362 ITC Ltd. 46,032
3,239 Jindal Steel & Power Ltd. 22,941
2,432 JSW Steel Ltd. 23,266
3,130 Larsen & Toubro Ltd. 94,452
7,271 Mahindra & Mahindra Ltd. 128,835
434 Maruti Suzuki India Ltd. 51,787
753 Max Healthcare Institute Ltd.* 5,502
399 Mphasis Ltd. 9,217
55 MRF Ltd. 67,889
37,189 NTPC Ltd. 85,746
33,017 Oil & Natural Gas Corp. Ltd. 64,516
13,725 Petronet LNG Ltd. 37,259
45,460 Power Finance Corp. Ltd. 119,640
28,896 Power Grid Corp. of India Ltd. 89,873
57,159 REC Ltd. 114,720
6,722 Sun Pharmaceutical Industries Ltd. 86,168
3,322 Tata Consultancy Services Ltd. 133,722
83,704 Tata Steel Ltd. 114,277
4,366 Tech Mahindra Ltd. 60,184
256 Titan Co. Ltd. 9,510
1,196 Torrent Pharmaceuticals Ltd. 27,772
369 Tube Investments of India Ltd. 14,281
2,023 TVS Motor Co. Ltd. 32,690
17,811 Vedanta Ltd. 60,346
7,765 Wipro Ltd. ADR 36,651
      2,883,397
 

20

Hartford Multifactor Emerging Markets ETF
Schedule of Investments – (continued)
June 30, 2023  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 95.4% - (continued)
  Indonesia - 3.8%
  166,100 Adaro Energy Indonesia Tbk PT $     24,706
  287,700 Astra International Tbk PT     130,010
   32,100 Bank Central Asia Tbk PT      19,591
   57,600 Bank Mandiri Persero Tbk PT      19,978
  227,600 Bank Rakyat Indonesia Persero Tbk PT      82,357
  204,000 Bukit Asam Tbk PT      36,466
24,000 Indo Tambangraya Megah Tbk PT 38,619
21,000 Indofood CBP Sukses Makmur Tbk PT 15,863
179,900 Indofood Sukses Makmur Tbk PT 88,195
719,100 Kalbe Farma Tbk PT 98,326
284,500 Perusahaan Gas Negara Tbk PT 24,764
291,200 Sumber Alfaria Trijaya Tbk PT 50,111
257,500 Telkom Indonesia Persero Tbk PT 68,701
7,600 Unilever Indonesia Tbk PT 2,159
16,600 United Tractors Tbk PT 25,771
      725,617
  Malaysia - 3.1%
16,800 Alliance Bank Malaysia Bhd 11,986
4,900 AMMB Holdings Bhd 3,800
76,400 CELCOMDIGI Bhd 67,274
53,146 CIMB Group Holdings Bhd 57,615
2,500 Heineken Malaysia Bhd 13,980
5,600 IHH Healthcare Bhd 7,067
1,600 Kuala Lumpur Kepong Bhd 7,528
50,344 Malayan Banking Bhd 93,084
10,400 Maxis Bhd 9,135
3,400 MISC Bhd 5,216
61,000 Petronas Chemicals Group Bhd 78,415
9,100 Petronas Gas Bhd 32,559
17,200 Public Bank Bhd 14,187
29,594 RHB Bank Bhd 34,429
50,800 Sime Darby Bhd 22,312
7,300 Telekom Malaysia Bhd 7,679
53,500 Tenaga Nasional Bhd 103,733
14,500 TIME dotCom Bhd 16,154
      586,153
  Mexico - 3.7%
8,544 America Movil SAB de CV ADR* 184,892
5,722 Arca Continental SAB de CV 58,613
1,597 Coca-Cola Femsa SAB de CV ADR 133,046
6,236 Fibra Uno Administracion SA de CV REIT 9,087
229 Fomento Economico Mexicano SAB de CV ADR 25,382
2,087 Gruma SAB de CV Class B 33,446
14,700 Grupo Bimbo SAB de CV Series A 78,803
6,014 Grupo Financiero Banorte SAB de CV Class O 49,380
12,384 Kimberly-Clark de Mexico SAB de CV Class A 27,576
24,185 Wal-Mart de Mexico SAB de CV 95,736
      695,961
  Philippines - 2.7%
23,115 ACEN Corp.* 2,257
4,588 Bank of the Philippine Islands 9,043
41,206 BDO Unibank, Inc. 102,792
2,123 Globe Telecom, Inc. 66,575
14,540 International Container Terminal Services, Inc. 53,683
4,830 Jollibee Foods Corp. 20,930
8,750 Manila Electric Co. 53,103
37,060 Metropolitan Bank & Trust Co. 37,396
4,125 PLDT, Inc. 98,044
3,705 SM Investments Corp. 62,086
3,940 Universal Robina Corp. 9,815
      515,724
Shares or Principal Amount   Market Value†
COMMON STOCKS - 95.4% - (continued)
  Poland - 3.0%
       27 LPP SA* $     93,102
   28,803 Orange Polska SA*      49,525
    8,685 Polski Koncern Naftowy ORLEN SA     137,683
    8,734 Powszechna Kasa Oszczednosci Bank Polski SA      77,711
   21,797 Powszechny Zaklad Ubezpieczen SA    211,428
      569,449
  Russia - 0.0%
70,980 Gazprom PJSC*(3)
3,097 Gazprom PJSC ADR*(3)
310 LUKOIL PJSC*(3)
87 LUKOIL PJSC ADR*(3)
387 MMC Norilsk Nickel PJSC*(3)
7 MMC Norilsk Nickel PJSC ADR*(3)
64,472 Sberbank of Russia PJSC*(3)
172 Yandex NV Class A*(3)
     
  South Africa - 3.6%
2,954 Absa Group Ltd. 26,256
12,273 FirstRand Ltd. 44,502
1,173 Foschini Group Ltd. 5,838
5,269 Gold Fields Ltd. ADR 72,870
17,874 Growthpoint Properties Ltd. REIT 11,032
1,114 Mr Price Group Ltd. 8,503
8,454 MTN Group Ltd. 61,823
3,184 MultiChoice Group 16,094
573 Naspers Ltd. Class N 103,097
14,732 Old Mutual Ltd. 9,452
4,909 Remgro Ltd. 38,212
2,296 Shoprite Holdings Ltd. 27,419
9,294 Standard Bank Group Ltd. 87,350
9,362 Vodacom Group Ltd. 58,081
30,290 Woolworths Holdings Ltd. 114,402
      684,931
  South Korea - 11.7%
2,255 BNK Financial Group, Inc. 11,860
2,135 Coway Co. Ltd. 71,213
725 DB Insurance Co. Ltd. 41,046
321 E-MART, Inc. 18,734
3,157 Fila Holdings Corp. 95,837
2,768 GS Holdings Corp. 76,991
1,811 Hana Financial Group, Inc. 53,877
225 Hankook Tire & Technology Co. Ltd. 5,874
1,739 HMM Co. Ltd. 24,878
369 Hotel Shilla Co. Ltd. 20,555
146 Hyundai Glovis Co. Ltd. 21,906
2,369 Hyundai Marine & Fire Insurance Co. Ltd. 55,825
317 Hyundai Mobis Co. Ltd. 55,935
312 Hyundai Motor Co. 48,896
2,206 Kia Corp. 148,166
1,749 KT&G Corp. 109,906
75 Kumho Petrochemical Co. Ltd. 7,553
73 LG Chem Ltd. 36,953
323 LG Corp. 21,572
1,105 LG Electronics, Inc. 106,252
258 LG Innotek Co. Ltd. 60,601
14,499 LG Uplus Corp. 118,069
156 NCSoft Corp. 34,926
410 Orion Corp. 37,339
332 POSCO Holdings, Inc. 97,762
401 Samsung C&T Corp. 32,168
719 Samsung Electro-Mechanics Co. Ltd. 78,849
3,821 Samsung Electronics Co. Ltd. 209,370
 

21

Hartford Multifactor Emerging Markets ETF
Schedule of Investments – (continued)
June 30, 2023  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 95.4% - (continued)
  South Korea - 11.7% - (continued)
      366 Samsung Fire & Marine Insurance Co. Ltd. $     63,886
       98 Samsung SDI Co. Ltd.      49,757
      888 Samsung SDS Co. Ltd.      82,826
      617 Shinhan Financial Group Co. Ltd.      15,921
      535 Shinsegae, Inc.      72,313
    2,069 SK Hynix, Inc.     180,889
94 SK, Inc. 10,608
3,032 Woori Financial Group, Inc. 27,130
      2,206,243
  Taiwan - 17.2%
118,000 Acer, Inc. 118,779
34,000 ASE Technology Holding Co. Ltd. 120,631
15,000 Asustek Computer, Inc. 151,471
16,000 Catcher Technology Co. Ltd. 90,160
1,815 Cathay Financial Holding Co. Ltd. 2,515
22,000 Cheng Shin Rubber Industry Co. Ltd. 28,361
16,000 China Steel Corp. 15,104
17,000 Chunghwa Telecom Co. Ltd. 63,591
86,000 Compal Electronics, Inc. 80,769
3,000 Delta Electronics, Inc. 33,184
13,000 Far EasTone Telecommunications Co. Ltd. 32,808
2,000 Feng TAY Enterprise Co. Ltd. 12,619
15,600 Fubon Financial Holding Co. Ltd. 30,454
18,000 Gigabyte Technology Co. Ltd. 140,731
46,224 Hon Hai Precision Industry Co. Ltd. 167,712
5,000 International Games System Co. Ltd. Class C 99,215
67,000 Inventec Corp. 92,935
500 Largan Precision Co. Ltd. 34,195
38,245 Lite-On Technology Corp. 127,096
1,025 Lotes Co. Ltd. 28,304
65,000 Macronix International Co. Ltd. 68,246
2,000 MediaTek, Inc. 44,181
20,000 Micro-Star International Co. Ltd. 113,343
6,000 Nan Ya Plastics Corp. 13,967
19,000 Nanya Technology Corp. 43,192
10,000 Novatek Microelectronics Corp. 136,942
39,000 Pegatron Corp. 93,667
97,000 Pou Chen Corp. 98,107
33,000 Powerchip Semiconductor Manufacturing Corp. 32,794
31,000 Powertech Technology, Inc. 104,513
6,000 President Chain Store Corp. 54,424
31,000 Quanta Computer, Inc. 151,295
4,000 Realtek Semiconductor Corp. 49,768
22,044 SinoPac Financial Holdings Co. Ltd. 12,280
30,000 Synnex Technology International Corp. 55,869
17,000 Taiwan Mobile Co. Ltd. 52,183
1,171 Taiwan Semiconductor Manufacturing Co. Ltd. ADR 118,177
23,000 Uni-President Enterprises Corp. 56,347
34,000 United Microelectronics Corp. 52,947
7,000 Vanguard International Semiconductor Corp. 19,779
28,000 Winbond Electronics Corp.* 24,678
95,686 Wistron Corp. 278,967
13,000 WPG Holdings Ltd. 22,832
1,000 Yang Ming Marine Transport Corp.* 2,023
21,580 Yuanta Financial Holding Co. Ltd. 16,006
20,000 Zhen Ding Technology Holding Ltd. 67,428
      3,254,589
  Thailand - 4.1%
24,577 Advanced Info Service PCL NVDR 148,342
66,100 AP Thailand PCL NVDR 21,440
9,400 Bangchak Corp. PCL NVDR 9,677
228,500 Bangkok Chain Hospital PCL NVDR 114,073
138,300 Bangkok Dusit Medical Services PCL NVDR 108,245
Shares or Principal Amount   Market Value†
COMMON STOCKS - 95.4% - (continued)
  Thailand - 4.1% - (continued)
   51,200 Banpu PCL NVDR $     12,780
    4,800 Bumrungrad Hospital PCL NVDR      30,597
   23,200 CP ALL PCL NVDR      40,897
   42,700 Home Product Center PCL NVDR      16,861
   43,400 Krung Thai Bank PCL NVDR      23,747
   14,200 PTT Exploration & Production PCL NVDR      60,076
54,200 PTT Oil & Retail Business PCL NVDR 32,408
55,500 PTT PCL NVDR 52,440
5,900 Siam Cement PCL NVDR 53,583
100,600 Supalai PCL NVDR 57,316
      782,482
  Turkey - 2.1%
10,280 Akbank TAS 7,965
5,625 Aksa Akrilik Kimya Sanayii AS 15,621
14,650 BIM Birlesik Magazalar AS 95,812
34,641 Eregli Demir ve Celik Fabrikalari TAS* 48,792
21,624 Haci Omer Sabanci Holding AS 38,172
14,918 KOC Holding AS 59,340
2,690 Turk Hava Yollari AO* 19,987
19,270 Turkcell Iletisim Hizmetleri AS 26,832
16,318 Turkiye Is Bankasi AS Class C 8,801
4,081 Turkiye Petrol Rafinerileri AS 12,414
41,246 Turkiye Sise ve Cam Fabrikalari AS 70,341
      404,077
  United Kingdom - 0.5%
9,602 Investec PLC 53,811
4,588 Pepco Group NV* 41,578
      95,389
  United States - 0.3%
15,474 JBS SA 56,007
  Total Common Stocks
(cost $17,670,410)
  $ 18,058,460
PREFERRED STOCKS - 3.7%
  Brazil - 2.9%
11,956 Cia Energetica de Minas Gerais (Preference Shares) $ 31,873
91,885 Cia Paranaense de Energia (Preference Shares) 157,903
22,779 Gerdau SA (Preference Shares) 118,381
14,721 Itau Unibanco Holding SA (Preference Shares) 86,727
25,558 Itausa SA (Preference Shares) 51,074
16,054 Petroleo Brasileiro SA (Preference Shares) 98,274
      544,232
  Chile - 0.4%
27,826 Embotelladora Andina SA (Preference Shares) 72,882
  Colombia - 0.4%
12,128 Bancolombia SA (Preference Shares) 81,294
  Total Preferred Stocks
(cost $597,524)
  $ 698,408
  Total Long-Term Investments
(cost $18,267,934)
  $ 18,756,868
  Total Investments
(cost $18,267,934)
99.1% $ 18,756,868
  Other Assets and Liabilities 0.9% 163,953
  Total Net Assets 100.0% $ 18,920,821
Note: Percentage of investments as shown is the ratio of the total market value to total net assets.
 

22

Hartford Multifactor Emerging Markets ETF
Schedule of Investments – (continued)
June 30, 2023  (Unaudited) 

  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) 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 June 30, 2023, the aggregate value of these securities was $298,845, representing 1.6% of net assets.
(2) Represents entire or partial securities on loan.
(3) Investment valued using significant unobservable inputs.
 
Futures Contracts Outstanding at June 30, 2023
Description   Number of
Contracts
  Expiration
Date
  Current
Notional
Amount
  Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
MSCI Emerging Markets Index Future   4   09/15/2023   $ 199,580   $ (1,337)
Total futures contracts   $ (1,337)
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 June 30, 2023 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Brazil    $ 469,820   $ 469,820   $ —   $ —
Chile    140,511   140,511    
China    3,907,610   3,907,610    
Hong Kong    80,500   80,500    
India    2,883,397   2,883,397    
Indonesia    725,617   725,617    
Malaysia    586,153   586,153    
Mexico    695,961   695,961    
Philippines    515,724   515,724    
Poland    569,449   569,449    
Russia         
South Africa    684,931   684,931    
South Korea    2,206,243   2,206,243    
Taiwan    3,254,589   3,254,589    
Thailand    782,482   782,482    
Turkey    404,077   404,077    
United Kingdom    95,389   95,389    
United States    56,007   56,007    
Preferred Stocks    698,408   698,408    
Total   $ 18,756,868   $ 18,756,868   $ —   $ —
Liabilities                
Futures Contracts(2)    $ (1,337)   $ (1,337)   $ —   $ —
Total   $ (1,337)   $ (1,337)   $ —   $ —
    
(1) For the period ended June 30, 2023, 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 June 30, 2023 is not presented.

23

Hartford Multifactor Small Cap ETF
Schedule of Investments
June 30, 2023  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.4%
  Automobiles & Components - 1.3%
  4,903 Garrett Motion, Inc.* $     37,116
    781 LCI Industries      98,687
  1,095 Patrick Industries, Inc.      87,600
  4,925 Standard Motor Products, Inc.     184,786
    720 Winnebago Industries, Inc.     48,017
      456,206
  Banks - 6.2%
1,623 Ameris Bancorp 55,523
2,345 Associated Banc-Corp. 38,059
1,647 Banner Corp. 71,925
485 Capital City Bank Group, Inc. 14,860
981 Cathay General Bancorp 31,578
1,044 Central Pacific Financial Corp. 16,401
357 City Holding Co. 32,126
560 Community Trust Bancorp, Inc. 19,919
565 Enterprise Financial Services Corp. 22,092
112 Esquire Financial Holdings, Inc. 5,123
571 Farmers National Banc Corp. 7,063
158 First Bancorp 4,701
5,888 First BanCorp 71,951
4,505 First Busey Corp. 90,551
2,163 First Financial Corp. 70,233
1,700 First Hawaiian, Inc. 30,617
312 First Merchants Corp. 8,808
6,000 Fulton Financial Corp. 71,520
240 Great Southern Bancorp, Inc. 12,175
5,153 Hanmi Financial Corp. 76,934
819 Heartland Financial USA, Inc. 22,826
9,391 Heritage Commerce Corp. 77,757
2,891 Heritage Financial Corp. 46,747
3,055 Hilltop Holdings, Inc. 96,110
6,230 Hope Bancorp, Inc. 52,457
2,042 Independent Bank Corp. 34,632
2,496 International Bancshares Corp. 110,323
1,045 Midland States Bancorp, Inc. 20,806
132 National Bank Holdings Corp. Class A 3,833
1,649 NBT Bancorp, Inc. 52,521
5,003 Northwest Bancshares, Inc. 53,032
2,585 OceanFirst Financial Corp. 40,378
1,503 OFG Bancorp 39,198
314 Park National Corp. 32,128
776 Peoples Bancorp, Inc. 20,603
1,431 Preferred Bank 78,691
958 Renasant Corp. 25,033
3,411 S&T Bancorp, Inc. 92,745
855 Simmons First National Corp. Class A 14,749
1,461 South Plains Financial, Inc. 32,887
4,702 Towne Bank 109,275
944 TriCo Bancshares 31,341
5,019 TrustCo Bank Corp. NY 143,594
2,662 Trustmark Corp. 56,221
3,451 Univest Financial Corp. 62,394
291 Washington Federal, Inc. 7,717
2,929 WesBanco, Inc. 75,012
      2,185,169
  Capital Goods - 8.1%
78 Alamo Group, Inc. 14,345
537 Apogee Enterprises, Inc. 25,491
2,214 Argan, Inc. 87,254
1,892 BlueLinx Holdings, Inc.* 177,432
4,843 Boise Cascade Co. 437,565
1,883 Encore Wire Corp. 350,106
115 Federal Signal Corp. 7,363
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.4% - (continued)
  Capital Goods - 8.1% - (continued)
  3,099 GMS, Inc.* $    214,451
 10,171 GrafTech International Ltd.      51,262
 22,073 Hudson Technologies, Inc.*     212,342
  2,065 Insteel Industries, Inc.      64,263
    185 Kadant, Inc.      41,088
  2,016 LSI Industries, Inc.      25,321
676 McGrath RentCorp 62,516
4,737 Mueller Industries, Inc. 413,445
384 MYR Group, Inc.* 53,123
946 Preformed Line Products Co. 147,671
4,336 Quanex Building Products Corp. 116,422
2,026 Rush Enterprises, Inc. Class A 123,059
1,537 Titan Machinery, Inc.* 45,341
1,216 Veritiv Corp. 152,742
218 Wabash National Corp. 5,590
      2,828,192
  Commercial & Professional Services - 3.9%
857 Barrett Business Services, Inc. 74,730
3,203 Brady Corp. Class A 152,367
7,597 Conduent, Inc.* 25,830
1,647 CSG Systems International, Inc. 86,863
1,522 Deluxe Corp. 26,605
6,117 Ennis, Inc. 124,664
556 Healthcare Services Group, Inc. 8,301
4,750 Heidrick & Struggles International, Inc. 125,733
7,597 HNI Corp. 214,083
4,390 Kelly Services, Inc. Class A 77,308
3,164 Kforce, Inc. 198,256
12,476 Resources Connection, Inc. 195,998
1,041 TrueBlue, Inc.* 18,436
355 UniFirst Corp. 55,029
      1,384,203
  Consumer Discretionary Distribution & Retail - 6.0%
7,413 Aaron's Co., Inc. 104,820
4,666 Big 5 Sporting Goods Corp. 42,741
8,030 Buckle, Inc. 277,838
2,136 Build-A-Bear Workshop, Inc. 45,753
3,853 Caleres, Inc. 92,202
1,426 Camping World Holdings, Inc. Class A(1) 42,923
949 Dillard's, Inc. Class A 309,640
769 Group 1 Automotive, Inc. 198,479
8,199 Haverty Furniture Cos., Inc. 247,774
2,990 Hibbett, Inc. 108,507
2,645 J Jill, Inc.* 56,682
690 MarineMax, Inc.* 23,570
3,872 Nordstrom, Inc. 79,260
1,233 ODP Corp.* 57,729
4,662 Sally Beauty Holdings, Inc.* 57,576
1,346 Shoe Carnival, Inc. 31,604
537 Signet Jewelers Ltd. 35,045
360 Sonic Automotive, Inc. Class A 17,161
5,125 Sportsman's Warehouse Holdings, Inc.* 29,212
8,024 Upbound Group, Inc. 249,787
      2,108,303
  Consumer Durables & Apparel - 5.4%
1,541 Acushnet Holdings Corp. 84,262
627 Carter's, Inc. 45,520
537 Century Communities, Inc. 41,145
8,910 Ethan Allen Interiors, Inc. 251,975
553 Green Brick Partners, Inc.* 31,410
343 JAKKS Pacific, Inc.* 6,850
1,241 Johnson Outdoors, Inc. Class A 76,260
 

24

Hartford Multifactor Small Cap ETF
Schedule of Investments – (continued)
June 30, 2023  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.4% - (continued)
  Consumer Durables & Apparel - 5.4% - (continued)
    196 KB Home $     10,135
  3,613 Kontoor Brands, Inc.     152,107
  3,949 La-Z-Boy, Inc.     113,099
  8,270 Levi Strauss & Co. Class A     119,336
  1,672 MDC Holdings, Inc.      78,200
  8,033 Movado Group, Inc.     215,525
1,548 Oxford Industries, Inc. 152,354
15,645 Smith & Wesson Brands, Inc. 204,011
561 Steven Madden Ltd. 18,339
4,043 Sturm Ruger & Co., Inc. 214,117
3,009 Vista Outdoor, Inc.* 83,259
      1,897,904
  Consumer Services - 0.8%
15 Graham Holdings Co. Class B 8,572
13,010 Perdoceo Education Corp.* 159,633
3,117 Stride, Inc.* 116,046
      284,251
  Consumer Staples Distribution & Retail - 3.2%
1,270 Andersons, Inc. 58,611
3,768 Ingles Markets, Inc. Class A 311,425
8,071 SpartanNash Co. 181,678
7,412 Sprouts Farmers Market, Inc.* 272,243
3,294 United Natural Foods, Inc.* 64,398
3,834 Weis Markets, Inc. 246,181
      1,134,536
  Energy - 2.0%
2,196 Arch Resources, Inc. 247,621
4,462 Comstock Resources, Inc. 51,759
1,923 CONSOL Energy, Inc. 130,398
3,109 CVR Energy, Inc. 93,146
555 Dorian LPG Ltd. 14,236
2,498 Peabody Energy Corp. 54,107
31,777 VAALCO Energy, Inc. 119,481
      710,748
  Equity Real Estate Investment Trusts (REITs) - 3.4%
81 Alexander's, Inc. REIT 14,893
5,291 Alpine Income Property Trust, Inc. REIT 85,979
3,526 Armada Hoffler Properties, Inc. REIT 41,184
2,132 Brandywine Realty Trust REIT 9,914
3,342 BRT Apartments Corp. REIT 66,172
199 Centerspace REIT 12,211
19,130 City Office, Inc. REIT 106,554
593 Corporate Office Properties Trust REIT 14,084
6,503 CTO Realty Growth, Inc. REIT 111,461
40,525 Diversified Healthcare Trust REIT 91,181
4,851 Equity Commonwealth REIT 98,281
69,914 Franklin Street Properties Corp. Class C, REIT 101,375
3,453 Getty Realty Corp. REIT 116,780
2,251 Global Net Lease, Inc. REIT 23,140
1,086 LTC Properties, Inc. REIT 35,860
11,226 LXP Industrial Trust REIT 109,453
3,870 Piedmont Office Realty Trust, Inc. Class A, REIT 28,135
4,528 RPT Realty REIT 47,318
542 UMH Properties, Inc. REIT 8,661
868 Universal Health Realty Income Trust REIT 41,299
970 Urstadt Biddle Properties, Inc. Class A, REIT 20,622
      1,184,557
  Financial Services - 3.8%
4,409 A-Mark Precious Metals, Inc. 165,051
9,618 Bridge Investment Group Holdings, Inc. Class A 109,164
497 Cass Information Systems, Inc. 19,274
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.4% - (continued)
  Financial Services - 3.8% - (continued)
 17,203 Cherry Hill Mortgage Investment Corp. REIT(1) $     83,091
  2,723 Enact Holdings, Inc.      68,429
    431 EVERTEC, Inc.      15,874
  3,599 EZCORP, Inc. Class A*      30,160
  7,763 Jackson Financial, Inc. Class A     237,625
    323 Merchants Bancorp       8,262
4,106 Oppenheimer Holdings, Inc. Class A 164,979
199 PennyMac Financial Services, Inc. 13,992
392 Perella Weinberg Partners 3,265
571 Radian Group, Inc. 14,435
7,767 TPG, Inc. 227,262
12,960 UWM Holdings Corp.(1) 72,576
3,197 Virtu Financial, Inc. Class A 54,637
4,203 Waterstone Financial, Inc. 60,901
      1,348,977
  Food, Beverage & Tobacco - 2.5%
5,498 Cal-Maine Foods, Inc. 247,410
336 Coca-Cola Consolidated, Inc. 213,703
1,182 John B Sanfilippo & Son, Inc. 138,613
1,402 Universal Corp. 70,016
15,703 Vector Group Ltd. 201,155
      870,897
  Health Care Equipment & Services - 8.3%
3,761 AdaptHealth Corp.* 45,771
934 Addus HomeCare Corp.* 86,582
119 Atrion Corp. 67,318
1,145 Avanos Medical, Inc.* 29,266
4,364 Computer Programs & Systems, Inc.* 107,747
887 CorVel Corp.* 171,634
13,409 Cross Country Healthcare, Inc.* 376,525
15,616 DocGo, Inc.* 146,322
2,915 Fulgent Genetics, Inc.* 107,942
3,026 HealthStream, Inc. 74,319
5,902 Hims & Hers Health, Inc.* 55,479
311 Integer Holdings Corp.* 27,558
3,077 LeMaitre Vascular, Inc. 207,021
1,925 National HealthCare Corp. 119,004
2,422 National Research Corp. 105,381
3,004 NextGen Healthcare, Inc.* 48,725
755 Orthofix Medical, Inc.* 13,635
7,336 Owens & Minor, Inc.* 139,677
12,883 Patterson Cos., Inc. 428,489
1,627 Select Medical Holdings Corp. 51,836
6,871 Sensus Healthcare, Inc.* 21,644
480 Silk Road Medical, Inc.* 15,595
854 UFP Technologies, Inc.* 165,548
2,616 Varex Imaging Corp.* 61,659
10,406 Veradigm, Inc.* 131,116
13,058 Zynex, Inc.* 125,226
      2,931,019
  Household & Personal Products - 0.1%
209 Central Garden & Pet Co. Class A* 7,620
175 Medifast, Inc. 16,128
480 Nu Skin Enterprises, Inc. Class A 15,936
      39,684
  Insurance - 3.9%
3,550 American Equity Investment Life Holding Co. 184,990
497 Assured Guaranty Ltd. 27,733
9,262 CNO Financial Group, Inc. 219,231
4,917 Employers Holdings, Inc. 183,945
32,144 Genworth Financial, Inc. Class A* 160,720
2,498 Horace Mann Educators Corp. 74,091
 

25

Hartford Multifactor Small Cap ETF
Schedule of Investments – (continued)
June 30, 2023  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.4% - (continued)
  Insurance - 3.9% - (continued)
    391 National Western Life Group, Inc. Class A $    162,484
  1,617 Safety Insurance Group, Inc.     115,971
  3,055 Stewart Information Services Corp.     125,683
  4,309 United Fire Group, Inc.      97,642
    774 Universal Insurance Holdings, Inc.     11,943
      1,364,433
  Materials - 6.1%
3,183 AdvanSix, Inc. 111,341
1,608 Alpha Metallurgical Resources, Inc. 264,291
5,793 FutureFuel Corp. 51,268
3,753 Greif, Inc. Class A 258,544
1,542 Kronos Worldwide, Inc. 13,462
4,309 Mercer International, Inc. 34,774
1,553 Myers Industries, Inc. 30,175
40 NewMarket Corp. 16,085
3,294 Olympic Steel, Inc. 161,406
1,024 Pactiv Evergreen, Inc. 7,752
11,193 Ramaco Resources, Inc. Class A 94,469
2,238 Ramaco Resources, Inc. Class B* 23,751
7,187 Ryerson Holding Corp. 311,772
2,421 Schnitzer Steel Industries, Inc. Class A 72,606
429 Stepan Co. 40,995
16,582 SunCoke Energy, Inc. 130,500
404 Sylvamo Corp. 16,342
5,220 TimkenSteel Corp.* 112,595
7,873 Tredegar Corp. 52,513
453 Tronox Holdings PLC 5,758
6,477 Warrior Met Coal, Inc. 252,279
916 Worthington Industries, Inc. 63,634
      2,126,312
  Media & Entertainment - 2.1%
709 AMC Networks, Inc. Class A* 8,473
11,555 Entravision Communications Corp. Class A 50,726
5,363 John Wiley & Sons, Inc. Class A 182,503
2,321 Scholastic Corp. 90,264
12,503 Sciplay Corp. Class A* 246,059
725 Shutterstock, Inc. 35,286
2,478 Sinclair, Inc. 34,246
4,022 Thryv Holdings, Inc.* 98,941
      746,498
  Pharmaceuticals, Biotechnology & Life Sciences - 9.2%
5,853 Amphastar Pharmaceuticals, Inc.* 336,372
43,843 Assertio Holdings, Inc.*(1) 237,629
18,353 Catalyst Pharmaceuticals, Inc.* 246,664
4,669 Collegium Pharmaceutical, Inc.* 100,337
11,163 Corcept Therapeutics, Inc.* 248,377
10,024 Dynavax Technologies Corp.* 129,510
6,123 Eagle Pharmaceuticals, Inc.* 119,031
1,152 Emergent BioSolutions, Inc.* 8,467
2,748 Harmony Biosciences Holdings, Inc.* 96,702
5,435 Harrow Health, Inc.* 103,482
12,308 Innoviva, Inc.* 156,681
15,258 Ironwood Pharmaceuticals, Inc.* 162,345
5,483 Kiniksa Pharmaceuticals Ltd. Class A* 77,201
2,542 Maravai LifeSciences Holdings, Inc. Class A* 31,597
14,255 Organogenesis Holdings, Inc.* 47,327
10,546 Phibro Animal Health Corp. Class A 144,480
2,847 Prestige Consumer Healthcare, Inc.* 169,197
19,948 Puma Biotechnology, Inc.* 70,417
27,003 SIGA Technologies, Inc. 136,365
7,239 Supernus Pharmaceuticals, Inc.* 217,604
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.4% - (continued)
  Pharmaceuticals, Biotechnology & Life Sciences - 9.2% - (continued)
  3,738 Vanda Pharmaceuticals, Inc.* $     24,634
 15,494 Vir Biotechnology, Inc.*    380,068
      3,244,487
  Real Estate Management & Development - 1.7%
 16,900 Douglas Elliman, Inc.      37,517
  7,605 Forestar Group, Inc.*     171,493
8,298 Kennedy-Wilson Holdings, Inc. 135,506
2,633 Marcus & Millichap, Inc. 82,966
3,198 Newmark Group, Inc. Class A 19,892
5,684 RMR Group, Inc. Class A 131,698
      579,072
  Semiconductors & Semiconductor Equipment - 3.7%
11,891 Amkor Technology, Inc. 353,757
687 Axcelis Technologies, Inc.* 125,948
405 Cohu, Inc.* 16,832
6,117 Kulicke & Soffa Industries, Inc. 363,656
9,160 Magnachip Semiconductor Corp.* 102,409
817 NVE Corp. 79,608
10,042 Photronics, Inc.* 258,983
      1,301,193
  Software & Services - 1.5%
10,142 A10 Networks, Inc. 147,972
2,521 Adeia, Inc. 27,756
631 Consensus Cloud Solutions, Inc.* 19,561
7,665 Hackett Group, Inc. 171,313
1,351 Progress Software Corp. 78,493
18,695 Rimini Street, Inc.* 89,549
      534,644
  Technology Hardware & Equipment - 9.6%
2,453 Aviat Networks, Inc.* 81,857
5,290 Bel Fuse, Inc. Class B 303,699
1,533 Belden, Inc. 146,631
2,401 Benchmark Electronics, Inc. 62,018
4,277 ePlus, Inc.* 240,795
2,605 Immersion Corp. 18,443
867 Kimball Electronics, Inc.* 23,955
4,184 Methode Electronics, Inc. 140,248
1,289 OSI Systems, Inc.* 151,883
1,347 PC Connection, Inc. 60,750
639 Plexus Corp.* 62,775
13,568 Richardson Electronics Ltd. 223,872
4,875 Sanmina Corp.* 293,816
5,697 ScanSource, Inc.* 168,403
3,136 Super Micro Computer, Inc.* 781,648
15,356 Vishay Intertechnology, Inc. 451,466
2,197 Vishay Precision Group, Inc.* 81,619
2,350 Vontier Corp. 75,694
      3,369,572
  Telecommunication Services - 1.0%
1,086 Cogent Communications Holdings, Inc. 73,077
3,909 EchoStar Corp. Class A* 67,782
1,460 IDT Corp. Class B* 37,741
16,743 Telephone & Data Systems, Inc. 137,795
2,816 U.S. Cellular Corp.* 49,646
      366,041
  Transportation - 5.1%
1,744 ArcBest Corp. 172,307
2,981 Covenant Logistics Group, Inc. 130,657
4,285 Eagle Bulk Shipping, Inc.(1) 205,851
13,619 Genco Shipping & Trading Ltd. 191,075
2,268 Hub Group, Inc. Class A* 182,166
 

26

Hartford Multifactor Small Cap ETF
Schedule of Investments – (continued)
June 30, 2023  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.4% - (continued)
  Transportation - 5.1% - (continued)
  3,249 Marten Transport Ltd. $     69,854
  2,482 Matson, Inc.     192,926
 12,649 Schneider National, Inc. Class B     363,279
  3,514 Universal Logistics Holdings, Inc.     101,238
  4,135 Werner Enterprises, Inc.    182,684
      1,792,037
  Utilities - 0.5%
625 Avista Corp. 24,544
234 Northwest Natural Holding Co. 10,074
1,120 Otter Tail Corp. 88,435
1,082 Unitil Corp. 54,868
      177,921
  Total Common Stocks
(cost $36,077,964)
  $ 34,966,856
SHORT-TERM INVESTMENTS - 1.2%
  Securities Lending Collateral - 1.2%
66,175 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.02%(2) $ 66,175
220,583 HSBC U.S. Government Money Market Fund, Institutional Class, 5.02%(2) 220,583
66,175 Invesco Government & Agency Portfolio, Institutional Class, 5.08%(2) 66,175
66,175 Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.04%(2) 66,175
  Total Short-Term Investments
(cost $419,108)
$ 419,108
  Total Investments
(cost $36,497,072)
100.6% $ 35,385,964
  Other Assets and Liabilities (0.6)% (218,715)
  Total Net Assets 100.0% $ 35,167,249
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 June 30, 2023
Description   Number of
Contracts
  Expiration
Date
  Current
Notional
Amount
  Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
E-Mini Russell 2000   2   09/15/2023   $ 190,370   $ 1,701
Total futures contracts   $ 1,701
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)
June 30, 2023  (Unaudited) 

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2023 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components    $ 456,206   $ 456,206   $ —   $ —
Banks    2,185,169   2,185,169    
Capital Goods    2,828,192   2,828,192    
Commercial & Professional Services    1,384,203   1,384,203    
Consumer Discretionary Distribution & Retail    2,108,303   2,108,303    
Consumer Durables & Apparel    1,897,904   1,897,904    
Consumer Services    284,251   284,251    
Consumer Staples Distribution & Retail    1,134,536   1,134,536    
Energy    710,748   710,748    
Equity Real Estate Investment Trusts (REITs)    1,184,557   1,184,557    
Financial Services    1,348,977   1,348,977    
Food, Beverage & Tobacco    870,897   870,897    
Health Care Equipment & Services    2,931,019   2,931,019    
Household & Personal Products    39,684   39,684    
Insurance    1,364,433   1,364,433    
Materials    2,126,312   2,126,312    
Media & Entertainment    746,498   746,498    
Pharmaceuticals, Biotechnology & Life Sciences    3,244,487   3,244,487    
Real Estate Management & Development    579,072   579,072    
Semiconductors & Semiconductor Equipment    1,301,193   1,301,193    
Software & Services    534,644   534,644    
Technology Hardware & Equipment    3,369,572   3,369,572    
Telecommunication Services    366,041   366,041    
Transportation    1,792,037   1,792,037    
Utilities    177,921   177,921    
Short-Term Investments    419,108   419,108    
Futures Contracts(2)    1,701   1,701    
Total   $ 35,387,665   $ 35,387,665   $ —   $ —
    
(1) For the period ended June 30, 2023, 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
June 30, 2023  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8%
  Automobiles & Components - 0.3%
 13,409 BorgWarner, Inc. $     655,834
 13,104 Gentex Corp.      383,423
  2,531 Thor Industries, Inc.     261,959
      1,301,216
  Banks - 2.7%
 63,882 Bank of America Corp.    1,832,775
4,976 Bank OZK 199,836
31,981 Citigroup, Inc. 1,472,405
13,911 Huntington Bancshares, Inc. 149,961
32,205 JP Morgan Chase & Co. 4,683,895
4,662 M&T Bank Corp. 576,969
14,413 New York Community Bancorp, Inc. 162,002
1,107 PNC Financial Services Group, Inc. 139,427
3,251 Prosperity Bancshares, Inc. 183,616
7,452 U.S. Bancorp 246,214
1,858 United Bankshares, Inc. 55,127
51,121 Wells Fargo & Co. 2,181,844
      11,884,071
  Capital Goods - 6.8%
14,709 3M Co. 1,472,224
9,801 A O Smith Corp. 713,317
34,100 Allison Transmission Holdings, Inc. 1,925,286
7,063 BWX Technologies, Inc. 505,499
9,583 Carrier Global Corp. 476,371
2,900 Caterpillar, Inc. 713,545
5,032 Cummins, Inc. 1,233,645
5,381 Donaldson Co., Inc. 336,366
28,492 Fastenal Co. 1,680,743
12,073 Ferguson PLC 1,899,204
860 General Dynamics Corp. 185,029
1,635 IDEX Corp. 351,950
4,470 Illinois Tool Works, Inc. 1,118,215
3,152 Lincoln Electric Holdings, Inc. 626,082
3,537 Lockheed Martin Corp. 1,628,364
13,070 Masco Corp. 749,956
23,814 MSC Industrial Direct Co., Inc. Class A 2,268,998
3,561 Northrop Grumman Corp. 1,623,104
14,113 Otis Worldwide Corp. 1,256,198
23,996 PACCAR, Inc. 2,007,265
2,309 Snap-on, Inc. 665,431
7,805 Toro Co. 793,378
1,112 Trane Technologies PLC 212,681
16,157 UFP Industries, Inc. 1,568,037
4,908 Watsco, Inc. 1,872,255
3,038 Watts Water Technologies, Inc. Class A 558,172
2,329 WW Grainger, Inc. 1,836,626
      30,277,941
  Commercial & Professional Services - 1.8%
11,421 Booz Allen Hamilton Holding Corp. Class A 1,274,584
1,184 Broadridge Financial Solutions, Inc. 196,106
4,715 FTI Consulting, Inc.* 896,793
2,618 Jacobs Solutions, Inc. 311,254
19,221 ManpowerGroup, Inc. 1,526,147
7,512 Maximus, Inc. 634,839
1,926 Republic Services, Inc. 295,006
6,979 Robert Half International, Inc. 524,960
21,616 Rollins, Inc. 925,813
504 Verisk Analytics, Inc. Class A 113,919
659 Waste Connections, Inc. 94,191
6,005 Waste Management, Inc. 1,041,387
      7,834,999
  Consumer Discretionary Distribution & Retail - 5.6%
11,822 Academy Sports & Outdoors, Inc. 638,979
16,553 Amazon.com, Inc.* 2,157,849
692 AutoZone, Inc.* 1,725,405
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8% - (continued)
  Consumer Discretionary Distribution & Retail - 5.6% - (continued)
 27,300 Best Buy Co., Inc. $   2,237,235
    640 Dick's Sporting Goods, Inc.       84,602
 10,154 eBay, Inc.      453,782
 22,870 Foot Locker, Inc.      620,006
 10,282 Genuine Parts Co.    1,740,023
 13,171 Home Depot, Inc.    4,091,439
4,264 LKQ Corp. 248,463
3,166 Lowe's Cos., Inc. 714,566
12,098 Murphy USA, Inc. 3,763,809
2,299 O'Reilly Automotive, Inc.* 2,196,235
2,757 Pool Corp. 1,032,883
10,324 TJX Cos., Inc. 875,372
9,152 Tractor Supply Co. 2,023,507
      24,604,155
  Consumer Durables & Apparel - 1.3%
9,198 DR Horton, Inc. 1,119,305
8,713 Garmin Ltd. 908,679
2,361 Lennar Corp. Class A 295,857
7,434 NIKE, Inc. Class B 820,490
172 NVR, Inc.* 1,092,307
9,751 Ralph Lauren Corp. 1,202,298
5,193 Skechers USA, Inc. Class A* 273,463
      5,712,399
  Consumer Services - 1.6%
3,005 Domino's Pizza, Inc. 1,012,655
28,447 H&R Block, Inc. 906,606
11,800 McDonald's Corp. 3,521,238
6,598 Starbucks Corp. 653,598
7,454 Yum! Brands, Inc. 1,032,751
      7,126,848
  Consumer Staples Distribution & Retail - 3.0%
8,662 BJ's Wholesale Club Holdings, Inc.* 545,793
5,145 Casey's General Stores, Inc. 1,254,763
4,729 Costco Wholesale Corp. 2,545,999
3,949 Dollar General Corp. 670,461
76,834 Kroger Co. 3,611,198
2,003 Target Corp. 264,196
28,835 Walmart, Inc. 4,532,285
      13,424,695
  Energy - 2.9%
19,468 Chevron Corp. 3,063,290
894 ConocoPhillips 92,627
122,690 Coterra Energy, Inc. 3,104,057
37,309 Exxon Mobil Corp. 4,001,390
10,937 HF Sinclair Corp. 487,900
3,008 Marathon Petroleum Corp. 350,733
6,202 Phillips 66 591,547
7,973 Valero Energy Corp. 935,233
      12,626,777
  Equity Real Estate Investment Trusts (REITs) - 1.3%
2,512 Agree Realty Corp. REIT 164,260
1,057 Alexandria Real Estate Equities, Inc. REIT 119,959
28,201 Americold Realty Trust, Inc. REIT 910,892
389 Crown Castle, Inc. REIT 44,323
11,703 Digital Realty Trust, Inc. REIT 1,332,620
948 Equinix, Inc. REIT 743,175
8,666 Iron Mountain, Inc. REIT 492,402
2,390 PotlatchDeltic Corp. REIT 126,311
4,643 Public Storage REIT 1,355,199
6,244 WP Carey, Inc. REIT 421,845
      5,710,986
  Financial Services - 3.0%
29,458 Bank of New York Mellon Corp. 1,311,470
7,754 Berkshire Hathaway, Inc. Class B* 2,644,114
 

29

Hartford Multifactor US Equity ETF
Schedule of Investments – (continued)
June 30, 2023  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8% - (continued)
  Financial Services - 3.0% - (continued)
  1,730 Charles Schwab Corp. $      98,056
 19,009 Franklin Resources, Inc.      507,730
    640 Goldman Sachs Group, Inc.      206,426
 18,130 Houlihan Lokey, Inc.    1,782,360
  9,263 Interactive Brokers Group, Inc. Class A      769,477
    747 Intercontinental Exchange, Inc.       84,471
17,846 Janus Henderson Group PLC 486,303
1,329 Mastercard, Inc. Class A 522,696
2,928 Nasdaq, Inc. 145,961
5,363 Raymond James Financial, Inc. 556,519
8,315 State Street Corp. 608,492
7,099 Visa, Inc. Class A 1,685,871
11,220 Voya Financial, Inc. 804,586
90,657 Western Union Co. 1,063,407
      13,277,939
  Food, Beverage & Tobacco - 3.8%
15,902 Altria Group, Inc. 720,361
6,582 Archer-Daniels-Midland Co. 497,336
19,727 Campbell Soup Co. 901,721
28,284 Coca-Cola Co. 1,703,262
20,391 Conagra Brands, Inc. 687,585
50,514 Flowers Foods, Inc. 1,256,788
19,576 General Mills, Inc. 1,501,479
2,797 Hershey Co. 698,411
2,450 Ingredion, Inc. 259,577
9,861 J M Smucker Co. 1,456,174
30,459 Kellogg Co. 2,052,937
2,919 Lancaster Colony Corp. 586,982
18,609 PepsiCo., Inc. 3,446,759
11,563 Philip Morris International, Inc. 1,128,780
      16,898,152
  Health Care Equipment & Services - 4.9%
35,843 Abbott Laboratories 3,907,604
14,872 AmerisourceBergen Corp. 2,861,819
9,363 AMN Healthcare Services, Inc.* 1,021,690
2,574 Becton Dickinson & Co. 679,562
5,686 Cardinal Health, Inc. 537,725
507 Chemed Corp. 274,627
4,069 Cigna Group 1,141,761
7,313 CVS Health Corp. 505,547
1,803 Elevance Health, Inc. 801,055
5,019 Henry Schein, Inc.* 407,041
7,108 Hologic, Inc.* 575,535
2,650 Humana, Inc. 1,184,894
863 Laboratory Corp. of America Holdings 208,268
3,926 McKesson Corp. 1,677,619
24,355 Premier, Inc. Class A 673,659
15,705 Quest Diagnostics, Inc. 2,207,495
6,702 QuidelOrtho Corp.* 555,328
5,584 UnitedHealth Group, Inc. 2,683,894
      21,905,123
  Household & Personal Products - 1.7%
922 Church & Dwight Co., Inc. 92,412
11,186 Clorox Co. 1,779,022
11,427 Colgate-Palmolive Co. 880,336
10,782 Kimberly-Clark Corp. 1,488,563
21,422 Procter & Gamble Co. 3,250,574
      7,490,907
  Insurance - 5.2%
14,285 Aflac, Inc. 997,093
5,831 Allstate Corp. 635,812
12,569 American International Group, Inc. 723,220
714 Aon PLC Class A 246,473
10,001 Arch Capital Group Ltd.* 748,575
1,411 Arthur J Gallagher & Co. 309,813
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8% - (continued)
  Insurance - 5.2% - (continued)
 29,596 Axis Capital Holdings Ltd. $   1,593,153
  5,942 Chubb Ltd.    1,144,191
  3,858 Erie Indemnity Co. Class A      810,219
  2,507 Everest Re Group Ltd.      857,043
 15,196 Fidelity National Financial, Inc.      547,056
  2,550 First American Financial Corp.      145,401
3,618 Hanover Insurance Group, Inc. 408,943
11,974 Kemper Corp. 577,865
3,426 Loews Corp. 203,436
4,932 Marsh & McLennan Cos., Inc. 927,611
3,387 MetLife, Inc. 191,467
70,602 Old Republic International Corp. 1,777,052
15,590 Principal Financial Group, Inc. 1,182,346
9,150 Progressive Corp. 1,211,185
1,520 RenaissanceRe Holdings Ltd. 283,510
13,811 RLI Corp. 1,884,787
5,966 Selective Insurance Group, Inc. 572,438
10,513 Travelers Cos., Inc. 1,825,688
13,632 Unum Group 650,246
13,421 W R Berkley Corp. 799,355
263 White Mountains Insurance Group Ltd. 365,283
6,586 Willis Towers Watson PLC 1,551,003
      23,170,264
  Materials - 4.3%
2,933 Air Products & Chemicals, Inc. 878,521
41,155 Amcor PLC 410,727
4,551 AptarGroup, Inc. 527,279
4,228 Avery Dennison Corp. 726,370
1,177 Berry Global Group, Inc. 75,728
11,758 CF Industries Holdings, Inc. 816,240
20,289 Commercial Metals Co. 1,068,419
14,558 Dow, Inc. 775,359
2,196 FMC Corp. 229,131
14,044 Graphic Packaging Holding Co. 337,477
25,743 Huntsman Corp. 695,576
41,169 International Paper Co. 1,309,586
4,240 LyondellBasell Industries NV Class A 389,359
30,152 Newmont Corp. 1,286,284
8,806 Nucor Corp. 1,444,008
12,647 Packaging Corp. of America 1,671,428
9,020 Reliance Steel & Aluminum Co. 2,449,742
4,795 RPM International, Inc. 430,255
449 Sherwin-Williams Co. 119,218
25,377 Silgan Holdings, Inc. 1,189,928
10,891 Sonoco Products Co. 642,787
14,963 Steel Dynamics, Inc. 1,629,920
      19,103,342
  Media & Entertainment - 5.7%
23,642 Activision Blizzard, Inc.* 1,993,021
29,060 Alphabet, Inc. Class A* 3,478,482
639 Charter Communications, Inc. Class A* 234,749
94,184 Comcast Corp. Class A 3,913,345
18,746 Electronic Arts, Inc. 2,431,356
17,516 Fox Corp. Class A 595,544
19,721 Interpublic Group of Cos., Inc. 760,836
12,965 Meta Platforms, Inc. Class A* 3,720,696
10,931 New York Times Co. Class A 430,463
31,125 News Corp. Class A 606,938
21,518 Omnicom Group, Inc. 2,047,438
135,359 Sirius XM Holdings, Inc.(1) 613,176
84,605 TEGNA, Inc. 1,373,985
3,162 Walt Disney Co.* 282,303
25,136 World Wrestling Entertainment, Inc. Class A 2,726,502
      25,208,834
 

30

Hartford Multifactor US Equity ETF
Schedule of Investments – (continued)
June 30, 2023  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8% - (continued)
  Pharmaceuticals, Biotechnology & Life Sciences - 10.7%
 26,871 AbbVie, Inc. $   3,620,330
 10,097 Amgen, Inc.    2,241,736
  3,745 Biogen, Inc.*    1,066,763
 37,436 Bristol-Myers Squibb Co.    2,394,032
  6,146 Danaher Corp.    1,475,040
 11,978 Eli Lilly & Co.    5,617,442
43,874 Gilead Sciences, Inc. 3,381,369
4,208 Horizon Therapeutics PLC* 432,793
23,571 Incyte Corp.* 1,467,295
29,676 Johnson & Johnson 4,911,971
49,939 Merck & Co., Inc. 5,762,461
7,539 Moderna, Inc.* 915,988
46,881 Organon & Co. 975,594
116,904 Pfizer, Inc. 4,288,039
3,811 Regeneron Pharmaceuticals, Inc.* 2,738,356
3,573 Thermo Fisher Scientific, Inc. 1,864,213
3,292 United Therapeutics Corp.* 726,709
4,894 Vertex Pharmaceuticals, Inc.* 1,722,248
177,049 Viatris, Inc. 1,766,949
452 Waters Corp.* 120,476
      47,489,804
  Semiconductors & Semiconductor Equipment - 4.7%
3,198 Analog Devices, Inc. 623,002
1,915 Applied Materials, Inc. 276,794
5,696 Broadcom, Inc. 4,940,881
10,777 Cirrus Logic, Inc.* 873,045
2,791 Diodes, Inc.* 258,140
78,091 Intel Corp. 2,611,363
2,704 KLA Corp. 1,311,494
640 Lam Research Corp. 411,431
7,146 Micron Technology, Inc. 450,984
3,347 NVIDIA Corp. 1,415,848
9,576 Power Integrations, Inc. 906,560
12,202 QUALCOMM, Inc. 1,452,526
7,171 Rambus, Inc.* 460,163
11,709 Skyworks Solutions, Inc. 1,296,069
6,587 Teradyne, Inc. 733,331
16,456 Texas Instruments, Inc. 2,962,409
      20,984,040
  Software & Services - 8.6%
13,424 Accenture PLC Class A 4,142,378
7,892 Adobe, Inc.* 3,859,109
27,005 Akamai Technologies, Inc.* 2,426,939
2,633 Black Knight, Inc.* 157,269
17,626 Box, Inc. Class A* 517,852
2,767 Cadence Design Systems, Inc.* 648,917
32,409 Cognizant Technology Solutions Corp. Class A 2,115,660
22,015 Dolby Laboratories, Inc. Class A 1,842,215
101,515 Dropbox, Inc. Class A* 2,707,405
767 Fair Isaac Corp.* 620,664
2,274 Gartner, Inc.* 796,605
16,061 Gen Digital, Inc. 297,932
15,694 International Business Machines Corp. 2,100,014
14,579 Microsoft Corp. 4,964,733
31,742 Oracle Corp. 3,780,155
1,918 Roper Technologies, Inc. 922,174
7,643 Salesforce, Inc.* 1,614,660
240 Synopsys, Inc.* 104,498
11,867 VeriSign, Inc.* 2,681,586
8,121 VMware, Inc. Class A* 1,166,907
9,288 Zoom Video Communications, Inc. Class A* 630,469
      38,098,141
  Technology Hardware & Equipment - 9.9%
14,255 Amphenol Corp. Class A 1,210,962
23,215 Apple, Inc. 4,503,014
Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8% - (continued)
  Technology Hardware & Equipment - 9.9% - (continued)
    878 Arista Networks, Inc.* $     142,289
  9,549 Arrow Electronics, Inc.*    1,367,703
 56,259 Avnet, Inc.    2,838,267
  7,595 CDW Corp.    1,393,682
107,050 Cisco Systems, Inc.    5,538,767
 57,384 Corning, Inc.    2,010,735
56,987 Dell Technologies, Inc. Class C 3,083,567
7,773 Fabrinet* 1,009,557
157,164 Hewlett Packard Enterprise Co. 2,640,355
88,790 HP, Inc. 2,726,741
5,589 Insight Enterprises, Inc.* 817,894
4,726 IPG Photonics Corp.* 641,885
16,059 Jabil, Inc. 1,733,248
54,044 Juniper Networks, Inc. 1,693,198
12,904 Keysight Technologies, Inc.* 2,160,775
7,711 Motorola Solutions, Inc. 2,261,482
16,339 National Instruments Corp. 937,859
43,123 NetApp, Inc. 3,294,597
25,095 Seagate Technology Holdings PLC 1,552,628
3,223 TE Connectivity Ltd. 451,736
      44,010,941
  Telecommunication Services - 2.4%
193,426 AT&T, Inc. 3,085,145
12,810 Liberty Global PLC Class C* 227,634
98,899 Lumen Technologies, Inc. 223,512
8,771 T-Mobile U.S., Inc.* 1,218,292
151,587 Verizon Communications, Inc. 5,637,520
      10,392,103
  Transportation - 3.2%
23,322 CH Robinson Worldwide, Inc. 2,200,431
26,228 Expeditors International of Washington, Inc. 3,176,998
811 FedEx Corp. 201,047
6,118 JB Hunt Transport Services, Inc. 1,107,542
24,947 Knight-Swift Transportation Holdings, Inc. 1,386,055
15,558 Landstar System, Inc. 2,995,537
526 Old Dominion Freight Line, Inc. 194,488
13,967 Ryder System, Inc. 1,184,262
5,322 U-Haul Holding Co. 294,413
8,921 United Parcel Service, Inc. Class B 1,599,089
      14,339,862
  Utilities - 4.4%
11,692 Ameren Corp. 954,886
13,120 American Electric Power Co., Inc. 1,104,704
2,828 American Water Works Co., Inc. 403,697
9,150 Atmos Energy Corp. 1,064,511
18,642 CMS Energy Corp. 1,095,217
21,525 Consolidated Edison, Inc. 1,945,860
5,133 Dominion Energy, Inc. 265,838
10,311 Duke Energy Corp. 925,309
9,115 Edison International 633,037
3,445 Entergy Corp. 335,440
8,024 Evergy, Inc. 468,762
9,425 Eversource Energy 668,421
5,480 Exelon Corp. 223,255
18,997 FirstEnergy Corp. 738,603
31,311 Hawaiian Electric Industries, Inc. 1,133,458
2,171 IDACORP, Inc. 222,745
14,373 National Fuel Gas Co. 738,197
21,522 NRG Energy, Inc. 804,708
18,682 OGE Energy Corp. 670,871
568 ONE Gas, Inc. 43,628
1,395 Pinnacle West Capital Corp. 113,637
14,203 Portland General Electric Co. 665,126
13,857 PPL Corp. 366,656
9,889 Southern Co. 694,702
 

31

Hartford Multifactor US Equity ETF
Schedule of Investments – (continued)
June 30, 2023  (Unaudited) 

Shares or Principal Amount   Market Value†
COMMON STOCKS - 99.8% - (continued)
  Utilities - 4.4% - (continued)
 13,040 Spire, Inc. $     827,258
 14,525 UGI Corp.      391,739
 11,647 WEC Energy Group, Inc.    1,027,731
 15,952 Xcel Energy, Inc.      991,736
      19,519,732
  Total Common Stocks
(cost $421,337,148)
  $ 442,393,271
SHORT-TERM INVESTMENTS - 0.2%
  Securities Lending Collateral - 0.2%
90,137 Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 5.02%(2) $ 90,137
300,459 HSBC U.S. Government Money Market Fund, Institutional Class, 5.02%(2) 300,459
90,138 Invesco Government & Agency Portfolio, Institutional Class, 5.08%(2) 90,138
90,138 Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 5.04%(2) 90,138
  Total Short-Term Investments
(cost $570,872)
$ 570,872
  Total Investments
(cost $421,908,020)
100.0% $ 442,964,143
  Other Assets and Liabilities 0.0% 193,190
  Total Net Assets 100.0% $ 443,157,333
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 June 30, 2023
Description   Number of
Contracts
  Expiration
Date
  Current
Notional
Amount
  Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
S&P 500 (E-Mini) Future   3   09/15/2023   $ 673,238   $ 16,956
Total futures contracts   $ 16,956
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)
June 30, 2023  (Unaudited) 

Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of June 30, 2023 in valuing the Fund’s investments.
Description   Total   Level 1   Level 2   Level 3(1)
Assets                
Common Stocks                
Automobiles & Components    $ 1,301,216   $ 1,301,216   $ —   $ —
Banks    11,884,071   11,884,071    
Capital Goods    30,277,941   30,277,941    
Commercial & Professional Services    7,834,999   7,834,999    
Consumer Discretionary Distribution & Retail    24,604,155   24,604,155    
Consumer Durables & Apparel    5,712,399   5,712,399    
Consumer Services    7,126,848   7,126,848    
Consumer Staples Distribution & Retail    13,424,695   13,424,695    
Energy    12,626,777   12,626,777    
Equity Real Estate Investment Trusts (REITs)    5,710,986   5,710,986    
Financial Services    13,277,939   13,277,939    
Food, Beverage & Tobacco    16,898,152   16,898,152    
Health Care Equipment & Services    21,905,123   21,905,123    
Household & Personal Products    7,490,907   7,490,907    
Insurance    23,170,264   23,170,264    
Materials    19,103,342   19,103,342    
Media & Entertainment    25,208,834   25,208,834    
Pharmaceuticals, Biotechnology & Life Sciences    47,489,804   47,489,804    
Semiconductors & Semiconductor Equipment    20,984,040   20,984,040    
Software & Services    38,098,141   38,098,141    
Technology Hardware & Equipment    44,010,941   44,010,941    
Telecommunication Services    10,392,103   10,392,103    
Transportation    14,339,862   14,339,862    
Utilities    19,519,732   19,519,732    
Short-Term Investments    570,872   570,872    
Futures Contracts(2)    16,956   16,956    
Total   $ 442,981,099   $ 442,981,099   $ —   $ —
    
(1) For the period ended June 30, 2023, 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) (Unaudited)

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
MSCI Morgan Stanley Capital International
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
  June 30, 2023  (Unaudited)

1. Investment Valuation and Fair Value Measurements:
  The net asset value ("NAV") of each Fund's shares is determined as of the close of regular trading on the New York Stock Exchange (the “Exchange”) (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the Exchange is open (“Valuation Date”). If the Exchange is closed due to weather or other extraordinary circumstances on a day it would typically be open for business, each Fund may treat such day as a typical business day and accept creation and redemption orders from Authorized Participants and calculate each Fund’s NAV in accordance with applicable law. The NAV for the shares of each Fund is determined by dividing the value of the Fund’s net assets attributable to the shares by the number of shares outstanding. Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.
  For purposes of calculating the NAV per share of each Fund, portfolio securities and other assets held in a Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions.
  With respect to a Fund's investments that do not have readily available market prices, the Trust's Board of Trustees (the "Board") has designated Hartford Funds Management Company, LLC (the "Investment Manager" or "HFMC") 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, the Valuation Designee determines 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 (“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, sell or redeem shares of the Fund.
  Fixed income investments (other than short-term obligations) and non-exchange traded derivatives held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost, which approximates fair value.
  Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange ("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, sell or redeem 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 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)
  June 30, 2023  (Unaudited)

  United States 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 injected 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 redemptions.
The banking sector has recently been subject to increased market volatility. As a result, a Fund’s investments in the banking sector may be subject to increased volatility risk. 
For information regarding a Fund’s other significant accounting policies, please refer to the Fund’s most recent shareholder report.

36