Hartford Funds Exchange-Traded Trust

HF_Logo_Tag
Annual Shareholder Report
July 31, 2025
Hartford AAA CLO ETF
TRPA/Cboe BZX
This annual shareholder report contains important information about the Hartford AAA CLO ETF (the "Fund") for the period of August 1, 2024 to July 31, 2025. You can find additional information about the Fund at hartfordfunds.com/reports-etf. You can also request this information by contacting us by calling 1‑800‑456‑7526.
This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment Costs paid as a percentage
of a $10,000 investment
Hartford AAA CLO ETF $25 0.24%
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
United States (U.S.) fixed income sectors generated positive total returns during the trailing twelve-month period ended July 31, 2025, as measured by the Bloomberg U.S. Aggregate Bond Index. Credit sectors produced positive excess returns over duration-equivalent government bonds as spreads compressed, with higher-yielding sectors generally performing best, benefiting from their coupon advantage.
Top Contributors to Performance
  • The portfolio’s credit quality positioning was the primary contributor to performance during the period. The fund has flexibility to invest up to 20% in AA or A-rated Collateralized Loan Obligations (CLOs) to enhance income and total return potential. The fund averaged an allocation of approximately 12% outside of AAA-rated CLOs during the period, which provided the portfolio with additional yield and return. 
Top Detractors to Performance
  • The Fund’s lower allocation to AAA-rated CLOs detracted marginally from relative returns.
The views expressed reflect the opinions of the Fund's sub-advisor, Wellington Management Company LLP, as of the date of this report and are subject to change based on what we consider to be changes in market, economic or other conditions. These views are not intended to be a forecast of future events and are no guarantee of future results.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative indices. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Average Annual Total Returns
For the Periods Ended July 31, 2025		 1 Year 5 Years Since Inception
(May 30, 2018)
Fund 5.90% 2.94% 3.34%
JP Morgan CLOIE AAA Index 5.97% 4.67% 4.04%
Bloomberg 1-3 Year US Government/Credit Index 4.68% 1.54% 2.25%
Bloomberg US Aggregate Bond Index 3.38% (1.07)% 1.63%
As of February 12, 2024, the Fund changed its investment objective, principal investment strategy and management fee rate, and information after that date reflects those changes.
Effective February 12, 2024, the Fund changed its benchmark to the JP Morgan CLOIE AAA Index. Prior to February 12, 2024, the Fund’s benchmark was Bloomberg 1-3 Year US Government/Credit Index. The Fund changed its benchmark because the investment manager believes that the new benchmark better reflects the Fund’s revised objective and investment strategy.
The JP Morgan CLOIE AAA Index is the Fund's performance index and the Bloomberg U.S. Aggregate Bond Index serves as the Fund's regulatory index and provides a broad measure of market performance.
The Fund’s past performance is not a good predictor of the Fund’s future performance. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Visit hartfordfunds.com for the most recent performance information.
Key Fund Statistics as of
July 31, 2025
Fund's net assets $108,841,990
Total number of portfolio holdings (excluding derivatives, if any) 123
Total investment management fees paid $231,366
Portfolio turnover rate 51%
Graphical Representation of Holdings as of July 31, 2025
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Security Type
Asset & Commercial Mortgage-Backed Securities 99.3 %
Short-Term Investments 0.7 %
Other Assets & Liabilities 0.0 %†
Total 100.0 %
​†
Percentage rounds to zero.
Material Fund Changes
This is a summary of certain changes to the Fund since August 1, 2024.
Effective as of November 27, 2024, the Fund’s principal investment strategy was revised to remove the reference to investments in private placements and replace it with a reference to investments in restricted securities. In addition, “Mortgage-Related and Asset-Backed Securities Risk” was removed from the principal risks for the Fund. These changes result from the change in the Fund’s investment strategy that was completed in 2024. This summary provides an overview of certain changes to the Fund during the fiscal year ended July 31, 2025. 
For more complete information, you may review the Fund's prospectus dated November 27, 2024, which is currently available at hartfordfunds.com/reports-etf or upon request by calling 1-800-456-7526 or sending an e-mail to [email protected].
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information, please visit the Fund’s website at the website address included at the beginning of this report.
The ETFs are distributed by ALPS Distributors, Inc. (ALPS).

AR_ATRPA_0725

HF_Logo_Tag
Annual Shareholder Report
July 31, 2025
Hartford Core Bond ETF
HCRB/Cboe BZX
This annual shareholder report contains important information about the Hartford Core Bond ETF (the "Fund") for the period of August 1, 2024 to July 31, 2025. You can find additional information about the Fund at hartfordfunds.com/reports-etf. You can also request this information by contacting us by calling 1‑800‑456‑7526.
What were the Fund costs for the last year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment Costs paid as a percentage
of a $10,000 investment
Hartford Core Bond ETF $30 0.29%
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
United States (U.S.) fixed income sectors generated positive total returns during the trailing twelve-month period ended July 31, 2025, as measured by the Bloomberg U.S. Aggregate Bond Index. On an excess return basis, credit sectors produced positive returns over duration-equivalent government bonds as spreads compressed, with higher-yielding sectors generally performing best.
Top Contributors to Performance
  • The Fund’s allocation to Structured Finance sectors had a positive impact on results as spreads tightened. The Fund’s allocation to Non-Agency Residential Mortgage-Backed Securities (RMBS) contributed positively to relative performance as supply shortages continued to support home prices albeit at a slower pace. Exposure to other securitized sectors including Commercial Mortgage-Backed Securities (CMBS), Collateralized Loan Obligations (CLOs), and Asset-Backed Securities (ABS) contributed positively to relative performance on improved investor sentiment.
  • The Fund’s security selection within Investment Grade Credit and an overweight to Utilities was beneficial for performance over the period.
Top Detractors to Performance
  • Duration and yield curve positioning was the main detractor from relative performance following the increase in sovereign yields.
  • An allocation to Treasury Inflation-Protected Securities (TIPS) was a modest detractor from results.
  • Within Investment Grade credit, an underweight to Industrials detracted from relative performance.
The Fund held tactical interest rate positions during the period, including interest rate futures and swaps; overall duration and yield curve positioning detracted from relative results. Credit default swaps (CDX) were used to manage credit exposure and overall portfolio risk. Investment grade CDX positions had a muted impact on performance.
The views expressed reflect the opinions of the Fund's sub-advisor, Wellington Management Company LLP, as of the date of this report and are subject to change based on what we consider to be changes in market, economic or other conditions. These views are not intended to be a forecast of future events and are no guarantee of future results.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative index. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Average Annual Total Returns
For the Periods Ended July 31, 2025		 1 Year 5 Years Since Inception
(February 19, 2020)
Fund 3.59% (1.01)% 0.29%
Bloomberg US Aggregate Bond Index 3.38% (1.07)% 0.00%
The Fund’s past performance is not a good predictor of the Fund’s future performance. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Visit hartfordfunds.com for the most recent performance information.
Key Fund Statistics as of
July 31, 2025
Fund's net assets $336,717,313
Total number of portfolio holdings 881
Total investment management fees paid $849,710
Portfolio turnover rate (excludes to be announced (TBA) roll transactions) 47%
Graphical Representation of Holdings as of July 31, 2025
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Security Type
U.S. Government Securities 40.1 %
U.S. Government Agencies^ 31.4 %
Corporate Bonds 23.0 %
Asset & Commercial Mortgage-Backed Securities 17.8 %
Foreign Government Obligations 1.5 %
Municipal Bonds 0.2 %
Short-Term Investments 0.4 %
Other Assets & Liabilities (14.4 )%
Total 100.0 %
​^
All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities.
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information, please visit the Fund’s website at the website address included at the beginning of this report.
The ETFs are distributed by ALPS Distributors, Inc. (ALPS).

AR_AHCRB_0725

HF_Logo_Tag
Annual Shareholder Report
July 31, 2025
Hartford Large Cap Growth ETF
HFGO/Cboe BZX
This annual shareholder report contains important information about the Hartford Large Cap Growth ETF (the "Fund") for the period of August 1, 2024 to July 31, 2025. You can find additional information about the Fund at hartfordfunds.com/reports-etf. You can also request this information by contacting us by calling 1‑800‑456‑7526.
This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment Costs paid as a percentage
of a $10,000 investment
Hartford Large Cap Growth ETF $67 0.59%
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
United States (U.S.) equities, as measured by the Russell 1000 Growth Index, posted positive returns during the trailing twelve-month period ended July 31, 2025.
Top Contributors to Performance
  • Security selection was the primary driver of the Fund’s positive relative performance with strong selections in Industrials, Information Technology, and Health Care sectors.
  • Sector allocation, a result of the Fund’s bottom-up stock selection process, also contributed to returns. The effect of allocation decisions was driven by the Fund’s overweight to Communication Services and underweight to Consumer Staples.
  • The largest individual relative contributors during the period included overweight positions in Spotify Technology (Communication Services), Axon Enterprise (Industrials), and Broadcom (Information Technology).
Top Detractors to Performance
  • The largest individual relative detractors during the period included an underweight position in Tesla (Consumer Discretionary), not owning Palantir Technologies (Information Technology), and an overweight position in Uber Technologies (Industrials).
The views expressed reflect the opinions of the Fund's sub-advisor, Wellington Management Company LLP, as of the date of this report and are subject to change based on what we consider to be changes in market, economic or other conditions. These views are not intended to be a forecast of future events and are no guarantee of future results.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative indices. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Average Annual Total Returns
For the Periods Ended July 31, 2025		 1 Year Since Inception
(November 09, 2021)
Fund 25.75% 7.00%
Russell 1000 Growth Index 23.75% 11.24%
Russell 1000 Index 16.54% 9.23%
The Russell 1000 Growth Index serves as the Fund's performance index and the Russell 1000 Index serves as the Fund's regulatory index and provides a broad measure of market performance.
The Fund’s past performance is not a good predictor of the Fund’s future performance. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Visit hartfordfunds.com for the most recent performance information.
Key Fund Statistics as of
July 31, 2025
Fund's net assets $160,204,598
Total number of portfolio holdings (excluding derivatives, if any) 51
Total investment management fees paid $794,307
Portfolio turnover rate 68%
Graphical Representation of Holdings as of July 31, 2025
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Sector *
Information Technology 47.6 %
Communication Services 18.6 %
Consumer Discretionary 12.2 %
Health Care 8.3 %
Financials 5.4 %
Industrials 2.8 %
Real Estate 1.8 %
Utilities 0.9 %
Energy 0.8 %
Consumer Staples 0.4 %
Short-Term Investments 0.3 %
Other Assets & Liabilities 0.9 %
Total 100.0 %
​*
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
Material Fund Changes
This is a summary of certain changes to the Fund since August 1, 2024.
Effective as of November 27, 2024, the Fund’s principal investment strategy was revised to remove the reference to investments in American Depositary Receipts and add a reference to investments in the communications services sector. In addition, the following risks were removed from the principal risks of the Fund and designated instead as secondary risks: Depositary Receipts Risk, Foreign Investments Risk and Cash Transactions Risk. Active Trading Risk was removed from the Fund’s principal risks and from the Prospectus. These changes result from the Fund’s conversion from a semi-transparent ETF to a fully transparent ETF subject to Rule 6c-11 under the Investment Company Act of 1940, as amended, that was completed during 2024. This summary provides an overview of certain changes to the Fund during the fiscal year ended July 31, 2025.
For more complete information, you may review the Fund's prospectus dated November 27, 2024, which is currently available at hartfordfunds.com/reports-etf or upon request by calling 1-800-456-7526 or sending an e-mail to [email protected].
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information, please visit the Fund’s website at the website address included at the beginning of this report.
The ETFs are distributed by ALPS Distributors, Inc. (ALPS).

AR_AHFGO_0725

HF_Logo_Tag
Annual Shareholder Report
July 31, 2025
Hartford Municipal Opportunities ETF
HMOP/NYSE Arca
This annual shareholder report contains important information about the Hartford Municipal Opportunities ETF (the "Fund") for the period of August 1, 2024 to July 31, 2025. You can find additional information about the Fund at hartfordfunds.com/reports-etf. You can also request this information by contacting us by calling 1‑800‑456‑7526.
This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment Costs paid as a percentage
of a $10,000 investment
Hartford Municipal Opportunities ETF $29 0.29%
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
United States (U.S.) fixed income sectors generated positive total returns during the trailing twelve-month period ended July 31, 2025, as measured by the Bloomberg U.S. Aggregate Bond Index. Credit sectors produced positive excess returns over duration-equivalent government bonds as spreads compressed, with higher-yielding sectors generally performing best, benefiting from their coupon advantage.
Top Contributors to Performance
  • Security selection within investment-grade revenue bonds contributed positively to performance, particularly in the Tax, Utilities, Education, and Transportation sectors.
  • Our underweight allocation to general obligation revenue bonds also added to performance, especially within the Local GO (General Obligation) segment.
Top Detractors to Performance
  • The primary detractor from the Fund’s performance from a sector perspective was the out-of-benchmark sector allocation to high-yield revenue bonds, particularly within the Industrial Development and Resource Recovery sectors.
  • Duration and yield curve positioning also detracted from performance, as the Fund was overweight the long end of the yield curve which sold off during the period.
The views expressed reflect the opinions of the Fund's sub-advisor, Wellington Management Company LLP, as of the date of this report and are subject to change based on what we consider to be changes in market, economic or other conditions. These views are not intended to be a forecast of future events and are no guarantee of future results.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative indices. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Average Annual Total Returns
For the Periods Ended July 31, 2025		 1 Year 5 Years Since Inception
(December 13, 2017)
Fund 1.41% 0.93% 2.31%
Bloomberg Municipal Bond 1-15 Year Blend (1-17) Index 1.99% 0.63% 1.94%
Bloomberg Municipal Bond Index 0.00% 0.13% 1.76%
The Bloomberg Municipal Bond 1-15 Year Blend (1-17) Index serves as the Fund's performance index and the Bloomberg Municipal Bond Index serves as the Fund's regulatory index and provides a broad measure of market performance.
The Fund’s past performance is not a good predictor of the Fund’s future performance. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Visit hartfordfunds.com for the most recent performance information.
Key Fund Statistics as of
July 31, 2025
Fund's net assets $585,186,773
Total number of portfolio holdings (excluding derivatives, if any) 572
Total investment management fees paid $1,466,867
Portfolio turnover rate 43%
Graphical Representation of Holdings as of July 31, 2025
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Municipal Bonds
Texas 12.9 %
Illinois 9.2 %
New York 9.0 %
California 6.3 %
Colorado 3.8 %
Alabama 3.7 %
Connecticut 3.7 %
Wisconsin 3.3 %
Pennsylvania 3.1 %
Massachusetts 3.0 %
Other* 38.6 %
Short-Term Investments 1.0 %
Other Assets & Liabilities 2.4 %
Total 100.0 %
*
Ten largest state allocations are presented. Additional state allocations are found in Other along with U.S. Government Agencies.
Material Fund Changes
This is a summary of certain changes to the Fund since August 1, 2024.
Effective as of November 27, 2024, the Fund’s investment strategy was revised to remove references to the sub-adviser’s consideration of ESG (environmental, social and governance) factors in making investment decisions for the Fund. In addition, ESG Integration Risk was removed from the Fund’s principal risks and designated instead as a secondary risk of the Fund. This summary provides an overview of certain changes to the Fund during the fiscal year ended July 31, 2025.
For more complete information, you may review the Fund's prospectus dated November 27, 2024, which is currently available at hartfordfunds.com/reports-etf or upon request by calling 1-800-456-7526 or sending an e-mail to [email protected].
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information, please visit the Fund’s website at the website address included at the beginning of this report.
The ETFs are distributed by ALPS Distributors, Inc. (ALPS).

AR_AHMOP_0725

HF_Logo_Tag
Annual Shareholder Report
July 31, 2025
Hartford Quality Value ETF
QUVU/Cboe BZX
This annual shareholder report contains important information about the Hartford Quality Value ETF (the "Fund") for the period of August 1, 2024 to July 31, 2025. You can find additional information about the Fund at hartfordfunds.com/reports-etf. You can also request this information by contacting us by calling 1‑800‑456‑7526.
This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment Costs paid as a percentage
of a $10,000 investment
Hartford Quality Value ETF $46 0.45%
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
United States (U.S.) value equities, as measured by the Russell 1000 Value Index, rose over the trailing twelve-month period ending July 31, 2025, supported by strong corporate earnings, resilient consumer spending, and a rebound in technology stocks, despite interspersed periods of heightened volatility from trade tensions and inflation concerns.
Top Contributors to Performance
  • Security selection within the Energy and Financials sectors contributed positively to relative performance.
  • Overweight allocations to Consumer Staples, Utilities, and Communication Services also contributed positively to relative performance.
  • Top individual contributors over the period were overweight positions in Philip Morris International (Consumer Staples), Morgan Stanley (Financials), and a non-benchmark allocation to Broadcom (Information Technology).
Top Detractors to Performance
  • Security selection was the primary relative detractor during the period, driven by weak selection within the Industrials, Healthcare, and Materials sectors.
  • Sector allocation, a result of the Fund’s bottom-up stock selection process, was also a modest relative detractor during the period due to the Fund’s underweight allocation to Industrials and overweight allocation to the Healthcare and Energy sectors.
  • The largest individual detractors over the period were overweight positions in UnitedHealth Group (Healthcare), Elevance Health (Healthcare), and Merck (Healthcare).
The views expressed reflect the opinions of the Fund's sub-advisor, Wellington Management Company LLP, as of the date of this report and are subject to change based on what we consider to be changes in market, economic or other conditions. These views are not intended to be a forecast of future events and are no guarantee of future results.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative indices. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Average Annual Total Returns
For the Periods Ended July 31, 2025		 1 Year 5 Years 10 Years
Fund 2.34% 11.23% 8.16%
Russell 1000 Value Index 8.79% 13.18% 9.20%
Russell 1000 Index 16.54% 15.49% 13.38%
Prior to the close of business on October 13, 2023, the Fund operated as an open-end mutual fund (the "Predecessor Fund"). The Fund has the same investment objective, strategies and policies as the Predecessor Fund. The returns prior to the Fund's listing on the exchange include the returns of the Predecessor Fund's share classes and operating expenses as follows: Class F (February 28, 2017 to October 13, 2013); and Class I (August 31, 2006 to February 27, 2017).
The Russell 1000 Value Index serves as the Fund's performance index and the Russell 1000 Index serves as the Fund's regulatory index and provides a broad measure of market performance.
The Fund’s past performance is not a good predictor of the Fund’s future performance. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Visit hartfordfunds.com for the most recent performance information.
Key Fund Statistics as of
July 31, 2025
Fund's net assets $172,620,542
Total number of portfolio holdings (excluding derivatives, if any) 65
Total investment management fees paid $790,895
Portfolio turnover rate 31%
Graphical Representation of Holdings as of July 31, 2025
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Sector *
Financials 23.8 %
Industrials 12.7 %
Health Care 12.4 %
Information Technology 10.6 %
Communication Services 7.0 %
Utilities 7.0 %
Energy 6.8 %
Consumer Staples 5.9 %
Consumer Discretionary 5.0 %
Real Estate 4.3 %
Materials 3.1 %
Short-Term Investments 0.1 %
Other Assets & Liabilities 1.3 %
Total 100.0 %
​*
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
Material Fund Changes
This is a summary of certain changes to the Fund since August 1, 2024.
Effective as of November 27, 2024, the Fund’s investment strategy was revised to remove references to the sub-adviser’s consideration of ESG (environmental, social and governance) factors in making investment decisions for the Fund. In addition, ESG Integration Risk was removed from the Fund’s principal risks and designated instead as a secondary risk of the Fund. This summary provides an overview of certain changes to the Fund during the fiscal year ended July 31, 2025.
For more complete information, you may review the Fund's prospectus dated November 27, 2024, which is currently available at hartfordfunds.com/reports-etf or upon request by calling 1-800-456-7526 or sending an e-mail to [email protected].
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information, please visit the Fund’s website at the website address included at the beginning of this report.
The ETFs are distributed by ALPS Distributors, Inc. (ALPS).

AR_AQUVU_0725

HF_Logo_Tag
Annual Shareholder Report
July 31, 2025
Hartford Schroders Tax-Aware Bond ETF
HTAB/NYSE Arca
This annual shareholder report contains important information about the Hartford Schroders Tax-Aware Bond ETF (the "Fund") for the period of August 1, 2024 to July 31, 2025. You can find additional information about the Fund at hartfordfunds.com/reports-etf. You can also request this information by contacting us by calling 1‑800‑456‑7526.
What were the Fund costs for the last year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment Costs paid as a percentage
of a $10,000 investment
Hartford Schroders Tax-Aware Bond ETF $39 0.39%
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
United States (U.S.) fixed income sectors, as measured by the Bloomberg U.S. Aggregate Bond Index, generated positive total returns during the trailing twelve-month period ended July 31, 2025. Credit sectors produced positive excess returns over duration-equivalent government bonds as spreads compressed. Higher-yielding sectors generally performed better than other risk assets. Tax-Exempt Municipals were notable underperformers relative to Treasuries and other risk assets because of elevated yields and heavy supply.
Top Contributors to Performance
  • Sector selection due to the overweight to the Tax-Exempt Federal Agency and Tax-Exempt Other Revenue sectors was positive. Although it was a difficult year for Tax-Exempt Municipals, these sectors outperformed the broad municipal index which benefited the fund’s performance given the overweight exposure.
  • Security selection within the Tax-Exempt Healthcare, Tax-Exempt General Obligation (GOs) and Tax-Exempt Utility sectors was a positive factor due to notable impacts from multiple issues and issuers.
Top Detractors to Performance
  • Duration impacts were notably negative due to the overweight allocation to long (i.e., 10 years and longer) maturity tax-exempt bonds. During the period, yields for Tax-Exempt Municipals rose which negatively impacted both absolute and relative performance.
  • Tax-exempt new issuance over the period was extremely heavy as municipalities faced inflationary pressures to fund new projects and uncertain funding from the federal government. Many issuers with healthy balance sheets felt it was better to secure financing in calm markets rather than wait.
The views expressed in this section reflect the opinions of the Fund's sub-adviser, Schroder Investment Management North America Ltd. as of the date of this report and are subject to change based on changes in market, economic or other conditions. These views are not intended to be a forecast of future events and are no guarantee of future results.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative index. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Average Annual Total Returns
For the Period Ended July 31, 2025		 1 Year 5 Years Since Inception
(April 18, 2018)
Fund (1.52)% (0.40)% 1.62%
Bloomberg Municipal Bond Index 0.00% 0.13% 1.92%
The Fund’s past performance is not a good predictor of the Fund’s future performance. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Visit hartfordfunds.com for the most recent performance information.
Key Fund Statistics as of
July 31, 2025
Fund's net assets $388,171,058
Total number of portfolio holdings 221
Total investment management fees paid $1,639,498
Portfolio turnover rate 66%
Graphical Representation of Holdings as of July 31, 2025
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Security Type
Municipal Bonds 87.6 %
U.S. Government Agencies^ 5.7 %
Short-Term Investments 5.6 %
Other Assets & Liabilities 1.1 %
Total 100.0 %
​^
All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities.
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information, please visit the Fund’s website at the website address included at the beginning of this report.
The ETFs are distributed by ALPS Distributors, Inc. (ALPS).

AR_AHTAB_0725

HF_Logo_Tag
Annual Shareholder Report
July 31, 2025
Hartford Strategic Income ETF
(formerly, Hartford Sustainable Income ETF)
HFSI/Cboe BZX
This annual shareholder report contains important information about the Hartford Strategic Income ETF (the "Fund") for the period of August 1, 2024 to July 31, 2025. You can find additional information about the Fund at hartfordfunds.com/reports-etf. You can also request this information by contacting us by calling 1‑800‑456‑7526.
What were the Fund costs for the last year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment Costs paid as a percentage
of a $10,000 investment
Hartford Strategic Income ETF $51 0.50%
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
United States (U.S.) fixed income sectors generated positive total returns during the trailing twelve-month period ended July 31, 2025, as measured by the Bloomberg U.S. Aggregate Bond Index. On an excess return basis, credit sectors produced positive returns over duration-equivalent government bonds as spreads compressed, with higher-yielding sectors generally performing best.
Top Contributors to Performance
  • An allocation to High Yield was the top positive contributor to relative performance, led by Industrials and Financials, and an allocation to Bank Loans Industrial Issuers also aided relative results. The Fund’s allocation to convertible bonds focused on digitization and healthcare innovation themes also had a positive impact on relative performance.
  • The Fund’s exposure to Emerging Market (EM) debt, both EM Corporate and to a lesser extent select EM Sovereign debt, contributed positively to relative performance amid spread narrowing.
  • The Fund’s allocation to Structured Finance sectors had a positive impact on results as spreads tightened. The Fund’s positioning within Non-Agency Residential Mortgage-Backed Securities (RMBS) benefited relative performance as supply shortages continued to support home prices, albeit at a slower pace. Exposure to other securitized sectors including Commercial Mortgage-Backed Securities (CMBS), Collateralized Loan Obligations (CLOs), and Asset-Backed Securities (ABS) contributed positively to relative performance on improved investor sentiment. Positioning within Agency Mortgage-Backed Security (MBS) Passthroughs also benefited results.
  • The Fund implemented tactical duration and yield curve positioning relative to the benchmark which helped results over the period.
Top Detractors to Performance
  • The Fund’s positioning within Investment Grade Credit negatively affected relative performance.
  • The Fund’s Developed Government Bond positioning hurt results overall following the increase in sovereign yields.
The Fund implemented tactical interest rate positions during the period, which contributed positively to relative results. During the period, the Fund used futures and currency forwards to implement non-US rate and currency positions which detracted modestly from results in aggregate. The Fund also made use of interest rate swaps to manage interest rate risk and duration of the portfolio which had a small negative impact on results. Credit swaps (CDX and iTRAXX) were used to manage credit exposure and overall portfolio risk. EM Credit Default Swap (CDX) positions had a neutral impact on performance during the period, while high yield CDX contributed positively to results.
The views expressed reflect the opinions of the Fund's sub-advisor, Wellington Management Company LLP, as of the date of this report and are subject to change based on what we consider to be changes in market, economic or other conditions. These views are not intended to be a forecast of future events and are no guarantee of future results.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative index. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Average Annual Total Returns
For the Periods Ended July 31, 2025		 1 Year Since Inception
(September 21, 2021)
Fund 7.98% 1.91%
Bloomberg US Aggregate Bond Index 3.38% (1.21)%
The Fund’s past performance is not a good predictor of the Fund’s future performance. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Visit hartfordfunds.com for the most recent performance information.
Key Fund Statistics as of
July 31, 2025
Fund's net assets $165,447,885
Total number of portfolio holdings 776
Total investment management fees paid $460,848
Portfolio turnover rate (excludes to be announced (TBA) roll transactions) 136%
Graphical Representation of Holdings as of July 31, 2025
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Security Type
Corporate Bonds 33.6 %
Asset & Commercial Mortgage-Backed Securities 20.2 %
U.S. Government Securities 18.4 %
Senior Floating Rate Interests 10.1 %
U.S. Government Agencies^ 9.9 %
Convertible Bonds 7.2 %
Foreign Government Obligations 5.6 %
Preferred Stocks 1.0 %
Municipal Bonds 0.2 %
Common Stocks 0.0 %†
Warrants 0.0 %†
Other Assets & Liabilities (6.2 )%
Total 100.0 %
​^
All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities.
​†
Percentage rounds to zero.
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information, please visit the Fund’s website at the website address included at the beginning of this report.
The ETFs are distributed by ALPS Distributors, Inc. (ALPS).

AR_AHFSI_0725

HF_Logo_Tag
Annual Shareholder Report
July 31, 2025
Hartford Total Return Bond ETF
HTRB/NYSE Arca
This annual shareholder report contains important information about the Hartford Total Return Bond ETF (the "Fund") for the period of August 1, 2024 to July 31, 2025. You can find additional information about the Fund at hartfordfunds.com/reports-etf. You can also request this information by contacting us by calling 1‑800‑456‑7526.
What were the Fund costs for the last year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment Costs paid as a percentage
of a $10,000 investment
Hartford Total Return Bond ETF $29 0.29%
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
United States (U.S.) fixed income sectors generated positive total returns during the trailing twelve-month period ended July 31, 2025, as measured by the Bloomberg U.S. Aggregate Bond Index. On an excess return basis, credit sectors produced positive returns over duration-equivalent government bonds as spreads compressed, with higher-yielding sectors generally performing best.
Top Contributors to Performance
  • The Fund’s allocation to Structured Finance sectors had a positive impact on results as spreads tightened. The Fund’s allocation to Non-Agency Residential Mortgage-Backed Securities (RMBS) benefited relative performance as supply shortages continued to support home prices, albeit at a slower pace. Exposure to other securitized sectors including Commercial Mortgage-Backed Securities (CMBS), Collateralized Loan Obligations (CLOs), and Asset-Backed Securities (ABS) contributed positively to relative performance on improved investor sentiment. Positioning within Agency Mortgage-Backed Security (MBS) also benefited results despite an increase in volatility.
  • Out-of-benchmark exposure to High Yield aided results over the period, particularly Industrials. The Fund’s allocation to Emerging Market (EM) sovereign debt modestly benefited relative performance.
Top Detractors to Performance
  • Duration and yield curve positioning was the main detractor from relative performance following the increase in sovereign yields.
  • The Fund’s underweight in Investment Grade Credit, particularly Industrials, detracted from relative performance.
The Fund held tactical interest rate positions during the period, including interest rate futures and swaps; overall duration and yield curve positioning detracted from relative results. During the period, the Fund used currency forwards and options to implement non-US rate and currency positions which had a negligible impact on performance, in aggregate. Credit default swaps (CDX) were used to manage credit exposure and overall portfolio risk. EM credit default swap (CDX) positions had a neutral impact on performance during the period, and a small allocation to investment grade CDX also had a muted impact.
The views expressed reflect the opinions of the Fund's sub-advisor, Wellington Management Company LLP, as of the date of this report and are subject to change based on what we consider to be changes in market, economic or other conditions. These views are not intended to be a forecast of future events and are no guarantee of future results.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative index. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Average Annual Total Returns
For the Periods Ended July 31, 2025		 1 Year 5 Years Since Inception
(September 27, 2017)
Fund 3.33% (0.43)% 1.90%
Bloomberg US Aggregate Bond Index 3.38% (1.07)% 1.35%
The Fund’s past performance is not a good predictor of the Fund’s future performance. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Visit hartfordfunds.com for the most recent performance information.
Key Fund Statistics as of
July 31, 2025
Fund's net assets $1,993,460,441
Total number of portfolio holdings 1,558
Total investment management fees paid $5,611,114
Portfolio turnover rate (excludes to be announced (TBA) roll transactions) 61%
Graphical Representation of Holdings as of July 31, 2025
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Security Type
U.S. Government Agencies^ 41.7 %
U.S. Government Securities 31.6 %
Corporate Bonds 22.8 %
Asset & Commercial Mortgage-Backed Securities 18.3 %
Foreign Government Obligations 2.1 %
Municipal Bonds 0.3 %
Short-Term Investments 0.5 %
Other Assets & Liabilities (17.3 )%
Total 100.0 %
​^
All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities.
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information, please visit the Fund’s website at the website address included at the beginning of this report.
The ETFs are distributed by ALPS Distributors, Inc. (ALPS).

AR_AHTRB_0725

 Hartford Funds Exchange-Traded Trust

 

 
Hartford Active ETFs
Annual Financial Statements
and Other Information
July 31, 2025  
◼Hartford AAA CLO ETF
◼Hartford Core Bond ETF
◼Hartford Large Cap Growth ETF
◼Hartford Municipal Opportunities ETF
◼Hartford Quality Value ETF
◼Hartford Schroders Tax-Aware Bond ETF
◼Hartford Strategic Income ETF1
◼Hartford Total Return Bond ETF
 
1
Formerly, Hartford Sustainable Income ETF
Hartford Active ETFs
Table of Contents 
 
 
    Please note that this report includes responses to Items 7-11 of Form N-CSR, which is a reporting form filed with
the U.S. Securities and Exchange Commission by mutual funds and exchange traded funds. Certain Form N-CSR
items listed below may not be applicable.
 
 
 
3
6
19
21
31
33
38
56
77
 
78
78
78
78
78
79
79
79
 
80
80
80
80
80
81
81
81
 
82
82
83
83
84
84
85
85
 
86
86
Hartford Active ETFs
Item 7. Financial Statements and Financial Highlights for Open-End Management Investment Companies.
Hartford AAA CLO ETF
Schedule of Investments
July 31, 2025  
 
Shares or Principal Amount
Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 99.3%
Other Asset-Backed Securities - 99.3%
$  1,000,000
720 East CLO IV Ltd. 5.92%, 04/15/2037, 3 mo.
USD Term SOFR + 1.60%(1)(2)
$1,001,039
720 East CLO Ltd.
420,000
5.69%, 04/15/2038, 3 mo. USD Term SOFR +
1.37%(1)(2)
420,324
1,000,000
6.47%, 10/15/2036, 3 mo. USD Term SOFR +
2.15%(1)(2)
1,002,526
880,000
720 East CLO VI Ltd. 5.69%, 01/20/2038, 3 mo.
USD Term SOFR + 1.36%(1)(2)
882,667
2,000,000
AGL CLO 3 Ltd. 5.47%, 04/15/2038, 3 mo. USD
Term SOFR + 1.15%(1)(2)
1,997,792
1,000,000
AGL CLO 33 Ltd. 5.68%, 07/21/2037, 3 mo. USD
Term SOFR + 1.35%(1)(2)
1,002,132
1,000,000
Apidos CLO Ltd. 5.67%, 01/20/2038, 3 mo. USD
Term SOFR + 1.34%(1)(2)
1,003,324
2,000,000
Apidos CLO XL Ltd. 5.67%, 07/15/2037, 3 mo.
USD Term SOFR + 1.35%(1)(2)
2,005,134
Apidos CLO XXVIII
600,000
5.99%, 01/20/2031, 3 mo. USD Term SOFR +
1.66%(1)(2)
599,700
600,000
6.04%, 10/20/2038, 3 mo. USD Term SOFR +
1.65%(1)(2)
600,000
800,000
Apidos CLO XXXIII Ltd. 6.27%, 04/24/2038,
3 mo. USD Term SOFR + 1.95%(1)(2)
803,469
1,000,000
Apidos CLO XXXIX Ltd. 5.63%, 04/21/2035,
3 mo. USD Term SOFR + 1.30%(1)(2)
1,001,187
1,000,000
ARES LX CLO Ltd. 5.51%, 07/18/2034, 3 mo.
USD Term SOFR + 1.18%(1)(2)
997,639
650,000
ARES LXIII CLO Ltd. 5.70%, 10/15/2038, 3 mo.
USD Term SOFR + 1.31%(1)(2)
650,071
800,000
ARES LXVII CLO Ltd. 6.02%, 01/25/2038, 3 mo.
USD Term SOFR + 1.70%(1)(2)
800,074
Ares XLIII CLO Ltd.
500,000
5.67%, 01/15/2038, 3 mo. USD Term SOFR +
1.35%(1)(2)
501,145
450,000
6.27%, 01/15/2038, 3 mo. USD Term SOFR +
1.95%(1)(2)
450,024
3,750,000
Ares XXVII CLO Ltd. 5.46%, 10/28/2034, 3 mo.
USD Term SOFR + 1.15%(1)(2)
3,750,191
1,600,000
Assurant CLO I Ltd. 5.77%, 10/20/2034, 3 mo.
USD Term SOFR + 1.44%(1)(2)
1,602,579
Bain Capital Credit CLO Ltd.
1,354,894
5.24%, 10/17/2032, 3 mo. USD Term SOFR +
0.92%(1)(2)
1,355,673
1,350,000
5.73%, 07/16/2038, 3 mo. USD Term SOFR +
1.40%(1)(2)
1,356,334
675,000
Ballyrock CLO 15 Ltd. 6.17%, 01/15/2038, 3 mo.
USD Term SOFR + 1.85%(1)(2)
675,529
1,000,000
Ballyrock CLO 16 Ltd. 5.48%, 04/20/2038, 3 mo.
USD Term SOFR + 1.15%(1)(2)
996,035
600,000
Ballyrock CLO 21 Ltd. 5.89%, 10/20/2037, 3 mo.
USD Term SOFR + 1.56%(1)(2)
600,500
775,000
Ballyrock CLO 28 Ltd. 6.18%, 01/20/2038, 3 mo.
USD Term SOFR + 1.85%(1)(2)
777,130
Barings CLO Ltd.
500,000
5.58%, 01/15/2038, 3 mo. USD Term SOFR +
1.26%(1)(2)
500,116
1,000,000
5.67%, 01/15/2038, 3 mo. USD Term SOFR +
1.35%(1)(2)
1,002,224
850,000
5.70%, 10/20/2037, 3 mo. USD Term SOFR +
1.37%(1)(2)
852,901
425,000
6.22%, 01/15/2038, 3 mo. USD Term SOFR +
1.90%(1)(2)
426,587
Shares or Principal Amount
Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 99.3% - (continued)
Other Asset-Backed Securities - 99.3% - (continued)
$  290,000
6.43%, 01/20/2037, 3 mo. USD Term SOFR +
2.10%(1)(2)
$290,899
1,000,000
Battalion CLO XIV Ltd. 6.44%, 01/20/2035, 3 mo.
USD Term SOFR + 2.11%(1)(2)
1,003,040
2,000,000
Benefit Street Partners CLO XV Ltd. 5.71%,
07/15/2037, 3 mo. USD Term SOFR +
1.39%(1)(2)
2,006,682
500,000
Benefit Street Partners CLO XXXVIII Ltd. 5.63%,
01/25/2038, 3 mo. USD Term SOFR +
1.31%(1)(2)
500,897
1,000,000
BlackRock DLF IX-L CLO LP 6.71%, 10/20/2033,
3 mo. USD Term SOFR + 2.38%(1)(2)
1,001,404
1,100,000
BlueMountain CLO Ltd. 6.03%, 11/15/2030, 3 mo.
USD Term SOFR + 1.70%(1)(2)
1,100,588
650,000
Carlyle Global Market Strategies CLO Ltd. 6.13%,
07/20/2034, 3 mo. USD Term SOFR +
1.80%(1)(2)
650,024
Carlyle U.S. CLO Ltd.
1,000,000
5.61%, 01/15/2038, 3 mo. USD Term SOFR +
1.29%(1)(2)
1,003,250
500,000
6.32%, 01/15/2040, 3 mo. USD Term SOFR +
2.00%(1)(2)
501,023
CIFC Funding Ltd.
250,000
5.52%, 04/24/2031, 3 mo. USD Term SOFR +
1.20%(1)(2)
249,660
250,000
5.62%, 01/15/2040, 3 mo. USD Term SOFR +
1.30%(1)(2)
250,426
1,000,000
5.64%, 04/17/2035, 3 mo. USD Term SOFR +
1.32%(1)(2)
1,001,199
300,000
5.73%, 07/15/2036, 3 mo. USD Term SOFR +
1.41%(1)(2)
300,343
825,000
5.77%, 07/16/2037, 3 mo. USD Term SOFR +
1.45%(1)(2)
828,220
1,000,000
5.88%, 04/21/2037, 3 mo. USD Term SOFR +
1.55%(1)(2)
1,003,034
1,000,000
5.93%, 10/20/2037, 3 mo. USD Term SOFR +
1.60%(1)(2)
1,003,119
675,000
6.12%, 01/15/2038, 3 mo. USD Term SOFR +
1.80%(1)(2)
677,460
250,000
6.22%, 07/23/2037, 3 mo. USD Term SOFR +
1.90%(1)(2)
250,485
1,000,000
CTM CLO Ltd. 5.83%, 07/15/2038, 3 mo. USD
Term SOFR + 1.50%(1)(2)
1,000,222
1,000,000
Danby Park CLO Ltd. 5.69%, 10/21/2037, 3 mo.
USD Term SOFR + 1.36%(1)(2)
1,002,977
250,000
Dryden 53 CLO Ltd. 5.60%, 01/15/2031, 3 mo.
USD Term SOFR + 1.30%(1)(2)
250,200
1,000,000
Dryden 64 CLO Ltd. 6.34%, 04/18/2031, 3 mo.
USD Term SOFR + 2.01%(1)(2)
1,001,177
1,000,000
Dryden 68 CLO Ltd. 5.42%, 07/15/2035, 3 mo.
USD Term SOFR + 1.10%(1)(2)
1,000,867
1,000,000
Dryden 94 CLO Ltd. 5.68%, 10/15/2037, 3 mo.
USD Term SOFR + 1.36%(1)(2)
1,003,662
750,000
Eaton Vance CLO Ltd. 5.73%, 10/15/2038, 3 mo.
USD Term SOFR + 1.34%(1)(2)
750,000
1,000,000
Elmwood CLO 14 Ltd. 5.65%, 04/20/2035, 3 mo.
USD Term SOFR + 1.32%(1)(2)
1,001,198
1,000,000
Elmwood CLO 15 Ltd. 5.41%, 04/22/2035, 3 mo.
USD Term SOFR + 1.15%(1)(2)
999,961
1,000,000
Elmwood CLO 19 Ltd. 6.02%, 10/17/2036, 3 mo.
USD Term SOFR + 1.70%(1)(2)
1,000,553
3,000,000
Elmwood CLO 23 Ltd. 5.67%, 04/16/2036, 3 mo.
USD Term SOFR + 1.35%(1)(2)
3,000,864
The accompanying notes are an integral part of these financial statements.
 
3
Hartford AAA CLO ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 99.3% - (continued)
Other Asset-Backed Securities - 99.3% - (continued)
$  1,000,000
Elmwood CLO II Ltd. 5.68%, 10/20/2037, 3 mo.
USD Term SOFR + 1.35%(1)(2)
$1,003,668
1,000,000
Elmwood CLO X Ltd. 5.56%, 07/20/2038, 3 mo.
USD Term SOFR + 1.30%(1)(2)
999,705
1,000,000
Empower CLO Ltd. 5.92%, 04/25/2037, 3 mo.
USD Term SOFR + 1.60%(1)(2)
1,003,268
440,000
Franklin Park Place CLO VI LLC 6.32%,
07/15/2038, 3 mo. USD Term SOFR +
2.00%(1)(2)
440,000
320,000
Generate CLO 10 Ltd. 6.13%, 01/22/2038, 3 mo.
USD Term SOFR + 1.80%(1)(2)
318,303
500,000
Generate CLO 8 Ltd. 6.43%, 01/20/2038, 3 mo.
USD Term SOFR + 2.10%(1)(2)
501,025
1,000,000
Generate CLO 9 Ltd. 5.68%, 01/20/2038, 3 mo.
USD Term SOFR + 1.35%(1)(2)
1,003,815
900,000
GoldenTree Loan Management U.S. CLO 16 Ltd.
5.45%, 01/20/2038, 3 mo. USD Term SOFR +
1.12%(1)(2)
899,293
250,000
GoldenTree Loan Management U.S. CLO 19 Ltd.
5.83%, 04/20/2037, 3 mo. USD Term SOFR +
1.50%(1)(2)
250,852
500,000
GoldenTree Loan Management U.S. CLO 24 Ltd.
5.43%, 10/20/2038, 3 mo. USD Term SOFR +
1.15%(1)(2)
499,308
300,000
Golub Capital Partners CLO 45M Ltd. 5.95%,
07/20/2037, 3 mo. USD Term SOFR +
1.62%(1)(2)
300,403
1,000,000
Golub Capital Partners CLO 67M Ltd. 6.80%,
05/09/2036, 3 mo. USD Term SOFR +
2.50%(1)(2)
999,752
825,000
Golub Capital Partners CLO 80M Ltd. 5.68%,
05/09/2039, 3 mo. USD Term SOFR +
1.36%(1)(2)
821,532
500,000
Greenwood Park CLO Ltd. 5.98%, 04/15/2031,
3 mo. USD Term SOFR + 1.66%(1)(2)
500,689
520,000
Hlend CLO LLC 5.97%, 01/20/2037, 3 mo. USD
Term SOFR + 1.70%(1)(2)
519,037
450,000
HPS Loan Management Ltd. 6.18%, 04/20/2034,
3 mo. USD Term SOFR + 1.85%(1)(2)
449,238
2,000,000
Invesco CLO Ltd. 5.77%, 07/20/2035, 3 mo. USD
Term SOFR + 1.44%(1)(2)
2,004,400
500,000
Invesco U.S. CLO Ltd. 5.63%, 04/21/2038, 3 mo.
USD Term SOFR + 1.30%(1)(2)
500,392
2,000,000
Kings Park CLO Ltd. 5.72%, 01/21/2035, 3 mo.
USD Term SOFR + 1.39%(1)(2)
2,004,462
1,000,000
KKR CLO 24 Ltd. 6.04%, 04/20/2032, 3 mo. USD
Term SOFR + 1.71%(1)(2)
1,000,786
2,000,000
KKR CLO 52 Ltd. 5.71%, 07/16/2038, 3 mo. USD
Term SOFR + 1.32%(1)(2)
2,009,358
500,000
Madison Park Funding LIV Ltd. 6.33%,
10/21/2037, 3 mo. USD Term SOFR +
2.00%(1)(2)
501,198
660,000
Madison Park Funding XIX Ltd. 5.93%,
01/22/2037, 3 mo. USD Term SOFR +
1.60%(1)(2)
661,738
300,000
Madison Park Funding XLII Ltd. 6.08%,
11/21/2030, 3 mo. USD Term SOFR +
1.76%(1)(2)
300,152
675,000
Madison Park Funding XVII Ltd. 6.38%,
10/21/2037, 3 mo. USD Term SOFR +
2.05%(1)(2)
674,779
250,000
Madison Park Funding XXII Ltd. 6.27%,
01/15/2038, 3 mo. USD Term SOFR +
1.95%(1)(2)
250,683
Shares or Principal Amount
Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 99.3% - (continued)
Other Asset-Backed Securities - 99.3% - (continued)
$  1,000,000
Madison Park Funding XXXVII Ltd. 5.85%,
04/15/2037, 3 mo. USD Term SOFR +
1.53%(1)(2)
$1,004,780
1,000,000
Magnetite XII Ltd. 5.61%, 01/25/2038, 3 mo. USD
Term SOFR + 1.29%(1)(2)
1,002,296
1,000,000
Magnetite XXVIII Ltd. 5.56%, 01/15/2038, 3 mo.
USD Term SOFR + 1.24%(1)(2)
1,000,231
1,000,000
Neuberger Berman CLO XVI-S Ltd. 5.50%,
04/15/2039, 3 mo. USD Term SOFR +
1.18%(1)(2)
999,850
1,000,000
Neuberger Berman Loan Advisers CLO 31 Ltd.
5.56%, 01/20/2039, 3 mo. USD Term SOFR +
1.23%(1)(2)
1,000,750
375,000
Neuberger Berman Loan Advisers NBLA CLO 52
Ltd. 6.32%, 10/24/2038, 3 mo. USD Term
SOFR + 2.00%(1)(2)
375,763
500,000
Niagara Park CLO Ltd. 6.32%, 01/17/2038, 3 mo.
USD Term SOFR + 2.00%(1)(2)
501,038
500,000
Oak Hill Credit Partners X-R Ltd. 5.46%,
04/20/2038, 3 mo. USD Term SOFR +
1.13%(1)(2)
498,837
500,000
Oaktree CLO Ltd. 5.82%, 04/15/2038, 3 mo. USD
Term SOFR + 1.50%(1)(2)
501,859
930,000
Obra CLO 2 Ltd. 5.81%, 07/20/2038, 3 mo. USD
Term SOFR + 1.54%(1)(2)
932,605
OCP CLO Ltd.
850,000
5.70%, 07/20/2037, 3 mo. USD Term SOFR +
1.37%(1)(2)
852,550
995,000
5.70%, 10/18/2037, 3 mo. USD Term SOFR +
1.37%(1)(2)
998,650
1,000,000
5.90%, 07/20/2037, 3 mo. USD Term SOFR +
1.57%(1)(2)
1,000,811
500,000
6.33%, 11/26/2037, 3 mo. USD Term SOFR +
2.00%(1)(2)
501,029
1,000,000
Octagon 60 Ltd. 5.91%, 10/20/2037, 3 mo. USD
Term SOFR + 1.58%(1)(2)
1,002,405
635,000
Octagon 63 Ltd. 6.04%, 07/20/2037, 3 mo. USD
Term SOFR + 1.71%(1)(2)
636,572
350,000
Octagon 64 Ltd. 5.88%, 07/21/2037, 3 mo. USD
Term SOFR + 1.55%(1)(2)
349,904
825,000
Octagon 66 Ltd. 6.08%, 11/16/2036, 3 mo. USD
Term SOFR + 1.75%(1)(2)
826,314
1,000,000
OHA Credit Funding 3 Ltd. 5.65%, 01/20/2038,
3 mo. USD Term SOFR + 1.32%(1)(2)
1,003,290
1,000,000
OHA Credit Funding 7 Ltd. 5.54%, 07/19/2038,
3 mo. USD Term SOFR + 1.28%(1)(2)
1,003,482
750,000
OHA Loan Funding Ltd. 6.03%, 07/20/2037,
3 mo. USD Term SOFR + 1.70%(1)(2)
752,148
850,000
Palmer Square CLO Ltd. 5.88%, 07/20/2037,
3 mo. USD Term SOFR + 1.55%(1)(2)
851,967
1,000,000
Rad CLO 25 Ltd. 5.99%, 07/20/2037, 3 mo. USD
Term SOFR + 1.66%(1)(2)
1,001,882
1,000,000
RAD CLO 27 Ltd. 5.64%, 01/15/2038, 3 mo. USD
Term SOFR + 1.32%(1)(2)
1,003,310
1,000,000
Regatta 30 Funding Ltd. 5.64%, 01/25/2038,
3 mo. USD Term SOFR + 1.32%(1)(2)
1,002,829
250,000
Regatta XIX Funding Ltd. 5.65%, 04/20/2035,
3 mo. USD Term SOFR + 1.32%(1)(2)
250,672
1,100,000
Regatta XXIV Funding Ltd. 5.65%, 01/20/2038,
3 mo. USD Term SOFR + 1.32%(1)(2)
1,103,092
500,000
RR 38 Ltd. 5.82%, 04/15/2040, 3 mo. USD Term
SOFR + 1.50%(1)(2)
500,265
825,000
RR 8 Ltd. 5.67%, 07/15/2037, 3 mo. USD Term
SOFR + 1.35%(1)(2)
826,959
The accompanying notes are an integral part of these financial statements.
 
4
Hartford AAA CLO ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 99.3% - (continued)
Other Asset-Backed Securities - 99.3% - (continued)
$  1,500,000
RRX 7 Ltd. 5.68%, 07/15/2035, 3 mo. USD Term
SOFR + 1.36%(1)(2)
$1,504,071
1,035,000
Symetra CLO Ltd. 5.57%, 04/20/2038, 3 mo. USD
Term SOFR + 1.29%(1)(2)
1,035,688
850,000
Symphony CLO 36 Ltd. 5.64%, 10/24/2037, 3 mo.
USD Term SOFR + 1.36%(1)(2)
851,269
500,000
Symphony CLO XXXIII Ltd. 6.17%, 01/24/2038,
3 mo. USD Term SOFR + 1.85%(1)(2)
500,397
1,000,000
Texas Debt Capital CLO Ltd. 5.62%, 07/20/2038,
3 mo. USD Term SOFR + 1.30%(1)(2)
999,705
1,650,000
Venture XXX CLO Ltd. 6.28%, 01/15/2031, 3 mo.
USD Term SOFR + 1.96%(1)(2)
1,650,790
Voya CLO Ltd.
560,000
5.69%, 10/15/2037, 3 mo. USD Term SOFR +
1.37%(1)(2)
561,784
1,000,000
6.03%, 10/20/2031, 3 mo. USD Term SOFR +
1.70%(1)(2)
1,001,108
1,000,000
6.68%, 04/17/2030, 3 mo. USD Term SOFR +
2.36%(1)(2)
1,000,969
Total Asset & Commercial Mortgage-Backed
Securities
(cost $108,042,283)
$108,057,237
SHORT-TERM INVESTMENTS - 0.7%
Repurchase Agreements - 0.7%
798,065
Fixed Income Clearing Corp. Repurchase
Agreement dated 07/31/2025 at 4.36%, due
on 08/01/2025 with a maturity value of
$798,162; collateralized by U.S. Treasury
Inflation-Indexed Note at 1.63%, maturing
10/15/2027, with a market value of
$814,090
$798,065
Total Short-Term Investments
(cost $798,065)
$798,065
Total Investments
(cost $108,840,348)
100.0
%
$108,855,302
Other Assets and Liabilities
(0.0
)%
(13,312
)
Net Assets
100.0
%
$108,841,990
Note:
Percentage of investments as shown is the ratio of the total market value to net assets.
The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.  
(1)
Security was purchased pursuant to Rule 144A under the Securities Act of 1933
and may be sold in transactions that are exempt from registration (typically only to
qualified institutional buyers) or in a public offering registered under the Securities
Act of 1933. At July 31, 2025, the aggregate value of these securities was
$108,057,237, representing 99.3% of net assets.
(2)
Variable rate securities; the rate reported is the coupon rate in effect at July 31,
2025. Base lending rates may be subject to a floor or cap.
†
See Significant Accounting Policies of accompanying Notes to Financial
Statements regarding valuation of investments.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of July 31, 2025 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Asset & Commercial Mortgage-Backed Securities 
$108,057,237
$—
$108,057,237
$—
Short-Term Investments 
798,065
—
798,065
—
Total
$108,855,302
$—
$108,855,302
$—
 
(1)
For the year ended July 31, 2025, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.
 
5
Hartford Core Bond ETF
Schedule of Investments
July 31, 2025  
 
Shares or Principal Amount
Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 17.8%
Asset-Backed - Automobile - 0.7%
$  215,000
Avis Budget Rental Car Funding AESOP LLC
5.23%, 12/20/2030(1)
$219,233
470,000
Credit Acceptance Auto Loan Trust 6.11%,
08/15/2034(1)
481,052
4,578
Exeter Automobile Receivables Trust 6.11%,
09/15/2027
4,580
375,000
GLS Auto Receivables Issuer Trust 4.98%,
07/16/2029(1)
376,696
716,000
GLS Auto Select Receivables Trust 4.81%,
09/15/2031(1)
711,595
190,000
Hertz Vehicle Financing III LLC 5.13%,
09/25/2031(1)
189,219
37,406
Santander Drive Auto Receivables Trust 4.98%,
02/15/2028
37,411
Securitized Term Auto Receivables Trust
329,758
4.93%, 12/29/2032(1)
330,705
81,159
5.04%, 07/25/2031(1)
81,452
30,831
Tricolor Auto Securitization Trust 6.61%,
10/15/2027(1)
30,893
 
2,462,836
Asset-Backed - Manufactured Housing - 0.0%
53,778
Cascade MH Asset Trust 1.75%, 02/25/2046(1)
47,852
Asset-Backed - Student Loan - 0.2%
Navient Private Education Refi Loan Trust
110,231
0.97%, 12/16/2069(1)
98,397
190,490
1.11%, 02/18/2070(1)
168,016
237,408
5.51%, 10/15/2071(1)
241,750
 
508,163
Commercial Mortgage-Backed Securities - 5.0%
235,000
245 Park Avenue Trust 3.51%, 06/05/2037(1)
228,248
195,000
ALA Trust 6.08%, 06/15/2040, 1 mo. USD Term
SOFR + 1.74%(1)(2)
196,097
BBCMS Mortgage Trust
1,825,838
1.01%, 05/15/2057(3)(4)
132,024
1,157,178
1.11%, 09/15/2057(3)(4)
88,667
1,084,232
1.13%, 02/15/2062(3)(4)
91,285
1,003,535
1.62%, 02/15/2057(3)(4)
97,205
125,000
3.66%, 04/15/2055(4)
113,848
490,000
5.59%, 07/15/2058
507,153
Benchmark Mortgage Trust
2,772,966
0.57%, 07/15/2056(3)(4)
100,833
967,203
1.17%, 12/15/2056(3)(4)
55,263
556,566
1.50%, 01/15/2054(3)(4)
35,804
502,442
1.80%, 07/15/2053(3)(4)
27,179
1,682,833
BMO Mortgage Trust 0.86%, 07/15/2057(3)(4)
107,673
675,000
BOCA Commercial Mortgage Trust 6.26%,
08/15/2041, 1 mo. USD Term SOFR +
1.92%(1)(2)
677,953
310,000
BPR Trust 5.36%, 11/05/2041(1)(4)
312,619
410,000
BWAY Trust 6.31%, 05/05/2042(1)(4)
417,699
BX Trust
630,000
5.36%, 10/15/2036, 1 mo. USD Term SOFR +
1.01%(1)(2)
629,804
115,000
6.43%, 03/15/2041, 1 mo. USD Term SOFR +
2.09%(1)(2)
115,037
360,000
CENT Trust 5.09%, 07/10/2040(1)(4)
360,767
Commercial Mortgage Trust
100,000
2.82%, 01/10/2039(1)
95,058
110,000
3.38%, 01/10/2039(1)
102,490
130,000
5.87%, 12/10/2041(1)(4)
131,291
185,000
6.34%, 08/10/2044(1)
193,694
16,204
CSAIL Commercial Mortgage Trust 4.36%,
11/15/2051(4)
16,119
280,000
DBGS Mortgage Trust 4.47%, 10/15/2051
276,362
Shares or Principal Amount
Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 17.8% - (continued)
Commercial Mortgage-Backed Securities - 5.0% - (continued)
DBJPM Mortgage Trust
$  371,160
1.70%, 09/15/2053(3)(4)
$17,533
11,006
3.04%, 05/10/2049
10,966
120,000
DC Trust 5.73%, 04/13/2040(1)(4)
120,585
140,000
Durst Commercial Mortgage Trust 5.32%,
08/10/2042(1)(4)
140,000
225,000
FREMF Mortgage Trust 3.96%, 06/25/2049(1)(4)
222,262
565,000
GS Mortgage Securities Corp. II 5.31%,
03/10/2041(1)(4)
563,946
375,000
GS Mortgage Securities Trust 3.44%,
11/10/2049(4)
368,611
167,493
HIH Trust 6.18%, 10/15/2041, 1 mo. USD Term
SOFR + 1.84%(1)(2)
167,598
825,000
HTL Commercial Mortgage Trust 5.88%,
05/10/2039(1)(4)
832,508
485,000
IRV Trust 5.29%, 03/14/2047(1)(4)
487,422
JP Morgan Chase Commercial Mortgage
Securities Trust
1,097,000
2.82%, 08/15/2049
1,076,992
110,000
5.80%, 10/05/2039(1)(4)
111,634
JPMBB Commercial Mortgage Securities Trust
1,862
3.56%, 12/15/2048
1,857
635,000
3.58%, 03/17/2049
630,327
JPMDB Commercial Mortgage Securities Trust
20,191
2.95%, 06/15/2049
20,084
632,000
3.14%, 12/15/2049
614,922
61,903
3.24%, 10/15/2050
61,036
330,000
MF1 Ltd. 6.10%, 02/19/2037, 1 mo. USD Term
SOFR + 1.75%(1)(2)
329,140
382,644
MSWF Commercial Mortgage Trust 0.91%,
12/15/2056(3)(4)
22,181
110,000
NY Commercial Mortgage Trust 5.66%,
02/10/2047(1)(4)
113,434
NYC Commercial Mortgage Trust
540,000
4.88%, 07/13/2042(1)(4)
536,396
325,000
5.55%, 02/15/2042, 1 mo. USD Term SOFR +
1.21%(1)(2)
323,357
579,888
RFR Trust 5.38%, 03/11/2041(1)(4)
588,309
50,000
SG Commercial Mortgage Securities Trust
2.63%, 03/15/2037(1)
46,862
705,000
SHR Trust 6.29%, 10/15/2041, 1 mo. USD Term
SOFR + 1.95%(1)(2)
705,000
565,000
TEXAS Commercial Mortgage Trust 5.64%,
04/15/2042, 1 mo. USD Term SOFR +
1.29%(1)(2)
565,000
Wells Fargo Commercial Mortgage Trust
1,590,715
1.00%, 08/15/2057(3)(4)
115,169
719,000
3.43%, 03/15/2059
712,834
420,000
3.64%, 03/15/2050
405,691
235,000
3.81%, 12/15/2048
233,793
Wells Fargo NA
3,943,043
0.63%, 11/15/2062(3)(4)
96,342
1,709,515
0.82%, 06/15/2057(3)(4)
96,982
896,229
0.93%, 02/15/2052(3)(4)
22,790
988,766
1.00%, 02/15/2056(3)(4)
53,660
880,923
1.00%, 12/15/2056(3)(4)
24,880
1,870,715
1.15%, 10/15/2057(3)(4)
153,233
1,437,819
1.30%, 11/15/2053(3)(4)
78,426
1,232,533
1.76%, 03/15/2063(3)(4)
87,965
145,000
4.41%, 11/15/2061(4)
143,962
385,000
WHARF Commercial Mortgage Trust 5.35%,
07/15/2040(1)(4)
391,121
275,000
Willowbrook Mall 5.87%, 03/05/2035(1)(4)
282,503
 
16,687,485
The accompanying notes are an integral part of these financial statements.
 
6
Hartford Core Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 17.8% - (continued)
Other Asset-Backed Securities - 5.3%
Affirm Asset Securitization Trust
$  63,740
5.22%, 12/17/2029(1)
$63,795
165,000
5.61%, 02/15/2029(1)
165,617
435,000
Affirm Master Trust 4.67%, 07/15/2033(1)
434,902
305,000
Aligned Data Centers Issuer LLC 6.00%,
08/17/2048(1)
306,606
205,000
AMSR Trust 4.15%, 11/17/2041(1)
200,076
295,000
Amur Equipment Finance Receivables XV LLC
5.18%, 11/20/2031(1)
296,661
220,000
Auxilior Term Funding LLC 5.49%, 07/15/2031(1)
223,428
400,000
Barings CLO Ltd. 6.43%, 01/20/2037, 3 mo.
USD Term SOFR + 2.10%(1)(2)
401,240
495,000
Battalion CLO 18 Ltd. 6.53%, 03/13/2037, 3 mo.
USD Term SOFR + 2.20%(1)(2)
495,941
315,000
Benefit Street Partners CLO XXXI Ltd. 6.07%,
04/25/2038, 3 mo. USD Term SOFR +
1.75%(1)(2)
316,486
270,000
Birch Grove CLO 4 Ltd. 6.12%, 07/15/2037,
3 mo. USD Term SOFR + 1.80%(1)(2)
270,538
136,482
Blue Owl Asset Leasing Trust LLC 5.05%,
03/15/2029(1)
136,725
470,000
BlueMountain CLO XXXI Ltd. 5.74%,
04/19/2034, 3 mo. USD Term SOFR +
1.41%(1)(2)
470,594
460,000
BlueMountain CLO XXXIII Ltd. 5.77%,
11/20/2034, 3 mo. USD Term SOFR +
1.45%(1)(2)
460,650
CF Hippolyta Issuer LLC
94,245
1.53%, 03/15/2061(1)
78,140
126,765
1.69%, 07/15/2060(1)
108,734
97,713
5.97%, 08/15/2062(1)
94,241
143,655
Commercial Equipment Finance LLC 5.97%,
07/16/2029(1)
144,781
DB Master Finance LLC
144,750
2.79%, 11/20/2051(1)
125,555
692,737
4.35%, 05/20/2049(1)
677,009
Domino's Pizza Master Issuer LLC
441,515
2.66%, 04/25/2051(1)
411,740
432,000
3.67%, 10/25/2049(1)
409,519
206,800
4.12%, 07/25/2047(1)
203,693
295,000
Elmwood CLO 23 Ltd. 6.07%, 04/16/2036, 3 mo.
USD Term SOFR + 1.75%(1)(2)
295,549
FirstKey Homes Trust
151,503
4.15%, 05/19/2039(1)
149,930
574,782
4.25%, 07/17/2039(1)
569,283
460,000
Flatiron CLO 21 Ltd. 5.69%, 10/19/2037, 3 mo.
USD Term SOFR + 1.36%(1)(2)
461,249
750,000
Galaxy XXIV CLO Ltd. 5.86%, 04/15/2037,
3 mo. USD Term SOFR + 1.54%(1)(2)
751,878
280,000
Generate CLO 12 Ltd. 5.72%, 07/20/2038, 3 mo.
USD Term SOFR + 1.33%(1)(2)
280,000
130,000
GreenSky Home Improvement Issuer Trust
5.02%, 06/25/2060(1)
130,677
500,000
Neuberger Berman Loan Advisers NBLA CLO
52 Ltd. 5.67%, 10/24/2038, 3 mo. USD Term
SOFR + 1.35%(1)(2)
502,118
Progress Residential Trust
396,621
1.51%, 10/17/2038(1)
384,465
138,413
3.20%, 04/17/2039(1)
134,803
389,519
3.40%, 02/17/2042(1)(5)
368,000
393,906
4.44%, 05/17/2041(1)
391,619
102,256
4.45%, 06/17/2039(1)
101,862
176,881
4.75%, 10/27/2039(1)
176,764
495,000
Retained Vantage Data Centers Issuer LLC
5.00%, 09/15/2048(1)
491,619
Shares or Principal Amount
Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 17.8% - (continued)
Other Asset-Backed Securities - 5.3% - (continued)
$  635,000
RR 23 Ltd. 5.97%, 07/15/2037, 3 mo. USD Term
SOFR + 1.65%(1)(2)
$635,065
140,000
SCF Equipment Leasing LLC 5.52%,
01/20/2032(1)
142,912
Stack Infrastructure Issuer LLC
285,000
5.90%, 07/25/2048(1)
286,566
130,000
5.90%, 03/25/2049(1)
131,488
75,000
Summit Issuer LLC 2.29%, 12/20/2050(1)
74,107
138,192
Sunnova Hestia II Issuer LLC 5.63%,
07/20/2051(1)
137,122
461,962
Taco Bell Funding LLC 4.94%, 11/25/2048(1)
460,408
Tricon Residential Trust
652,822
3.86%, 04/17/2039(1)
642,109
308,850
4.30%, 11/17/2041(1)
302,787
294,494
5.44%, 03/17/2042, 1 mo. USD Term SOFR +
1.10%(1)(2)
294,550
330,000
VB-S1 Issuer LLC 5.59%, 05/15/2054(1)
331,175
390,000
Venture 42 CLO Ltd. 5.71%, 04/15/2034, 3 mo.
USD Term SOFR + 1.39%(1)(2)
390,317
Wendy's Funding LLC
196,669
2.37%, 06/15/2051(1)
180,255
134,094
3.88%, 03/15/2048(1)
130,418
159,285
4.08%, 06/15/2049(1)
152,958
732,350
4.24%, 03/15/2052(1)
715,184
111,530
4.54%, 03/15/2052(1)
106,509
Wingstop Funding LLC
531,900
2.84%, 12/05/2050(1)
505,596
145,000
5.86%, 12/05/2054(1)
148,150
380,000
Zayo Issuer LLC 5.65%, 03/20/2055(1)
383,846
 
17,838,009
Whole Loan Collateral CMO - 6.6%
Angel Oak Mortgage Trust
65,458
0.91%, 01/25/2066(1)(4)
56,532
229,525
0.95%, 07/25/2066(1)(4)
195,662
28,033
0.99%, 04/25/2053(1)(4)
26,490
59,705
0.99%, 04/25/2066(1)(4)
51,012
161,021
1.04%, 01/20/2065(1)(4)
133,847
115,559
1.07%, 05/25/2066(1)(4)
97,908
379,483
1.46%, 09/25/2066(1)(4)
316,618
15,700
1.47%, 06/25/2065(1)(4)
14,936
28,879
1.69%, 04/25/2065(1)(4)
27,226
172,093
1.82%, 11/25/2066(1)(4)
152,282
494,939
2.88%, 12/25/2066(1)(5)
457,272
636,960
4.30%, 07/25/2067(1)(5)
627,356
15,975
Arroyo Mortgage Trust 3.81%, 01/25/2049(1)(4)
15,486
111,443
BINOM Securitization Trust 2.03%,
06/25/2056(1)(4)
100,068
BRAVO Residential Funding Trust
32,106
0.94%, 02/25/2049(1)(4)
28,515
32,190
0.97%, 03/25/2060(1)(4)
30,967
Bunker Hill Loan Depositary Trust
10,793
1.72%, 02/25/2055(1)(4)
10,643
10,672
2.88%, 07/25/2049(1)(5)
10,366
284,752
CIM Trust 1.43%, 07/25/2061(1)(4)
253,552
COLT Mortgage Loan Trust
28,468
0.80%, 07/27/2054(1)
26,017
94,191
0.91%, 06/25/2066(1)(4)
80,702
160,607
0.92%, 08/25/2066(1)(4)
134,213
290,718
0.96%, 09/27/2066(1)(4)
240,817
395,158
1.11%, 10/25/2066(1)(4)
337,121
31,621
1.33%, 10/26/2065(1)(4)
29,465
218,829
1.40%, 10/25/2066(1)(4)
184,418
6,777
1.51%, 04/27/2065(1)(4)
6,652
420,113
2.28%, 12/27/2066(1)(4)
376,181
71,641
4.30%, 03/25/2067(1)(4)
70,900
205,493
COLT Trust 1.39%, 01/25/2065(1)(4)
176,588
The accompanying notes are an integral part of these financial statements.
 
7
Hartford Core Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 17.8% - (continued)
Whole Loan Collateral CMO - 6.6% - (continued)
CSMC Trust
$  73,730
0.83%, 03/25/2056(1)(4)
$60,675
156,134
0.94%, 05/25/2066(1)(4)
130,750
358,745
1.17%, 07/25/2066(1)(4)
298,080
126,445
1.18%, 02/25/2066(1)(4)
112,334
191,681
1.84%, 10/25/2066(1)(4)
169,371
124,512
2.00%, 01/25/2060(1)(4)
111,604
47,636
2.21%, 05/25/2065(1)(5)
45,061
496,073
2.27%, 11/25/2066(1)(4)
448,472
63,278
4.12%, 12/27/2060(1)(4)
62,917
Deephaven Residential Mortgage Trust
14,214
0.72%, 05/25/2065(1)(4)
13,520
39,823
0.90%, 04/25/2066(1)(4)
35,020
Ellington Financial Mortgage Trust
24,301
0.80%, 02/25/2066(1)(4)
20,730
48,590
0.93%, 06/25/2066(1)(4)
40,314
15,419
1.18%, 10/25/2065(1)(4)
14,407
265,268
1.24%, 09/25/2066(1)(4)
219,723
962,152
2.21%, 01/25/2067(1)(4)
835,035
14,011
Federal Home Loan Mortgage Corp. Seasoned
Credit Risk Transfer Trust 2.50%, 08/25/2059
12,738
Federal National Mortgage Association
Connecticut Avenue Securities Trust
94,000
6.15%, 02/25/2044, 30 day USD SOFR
Average + 1.80%(1)(2)
94,940
334,961
7.60%, 09/25/2043, 30 day USD SOFR
Average + 3.25%(1)(2)
348,871
365,000
7.65%, 11/25/2041, 30 day USD SOFR
Average + 3.30%(1)(2)
373,766
GCAT Trust
75,236
0.87%, 01/25/2066(1)(4)
63,336
86,961
1.04%, 05/25/2066(1)(4)
72,449
263,441
1.09%, 08/25/2066(1)(4)
217,609
382,219
1.26%, 07/25/2066(1)(4)
318,962
363,136
1.86%, 08/25/2066(1)(4)
327,285
121,400
1.92%, 08/25/2066(1)(4)
112,028
14,305
2.56%, 04/25/2065(1)(5)
13,658
5,534
3.25%, 01/25/2060(1)(5)
5,408
Imperial Fund Mortgage Trust
138,694
1.07%, 09/25/2056(1)(4)
116,867
456,273
2.09%, 01/25/2057(1)(4)
389,944
529,704
3.64%, 03/25/2067(1)(5)
503,835
Legacy Mortgage Asset Trust
69,393
4.65%, 11/25/2060(1)(5)
68,554
61,639
5.75%, 04/25/2061(1)(5)
61,011
86,967
5.75%, 07/25/2061(1)(5)
87,012
MetLife Securitization Trust
30,641
3.75%, 03/25/2057(1)(4)
29,672
18,524
3.75%, 04/25/2058(1)(4)
18,201
MFA Trust
11,785
1.01%, 01/26/2065(1)(4)
11,087
98,871
1.03%, 11/25/2064(1)(4)
86,137
37,395
1.15%, 04/25/2065(1)(4)
35,028
New Residential Mortgage Loan Trust
54,049
0.94%, 07/25/2055(1)(4)
48,935
27,211
0.94%, 10/25/2058(1)(4)
26,312
281,060
1.16%, 11/27/2056(1)(4)
244,605
8,097
1.65%, 05/24/2060(1)(4)
7,841
418,249
2.28%, 04/25/2061(1)(4)
368,132
65,407
3.50%, 12/25/2057(1)(4)
63,078
11,003
3.75%, 03/25/2056(1)(4)
10,563
28,703
3.75%, 11/25/2058(1)(4)
27,517
126,298
4.00%, 03/25/2057(1)(4)
121,741
136,165
4.00%, 12/25/2057(1)(4)
132,090
810,401
5.00%, 06/25/2062(1)(5)
803,954
170,035
NMLT Trust 1.19%, 05/25/2056(1)(4)
145,163
Shares or Principal Amount
Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 17.8% - (continued)
Whole Loan Collateral CMO - 6.6% - (continued)
OBX Trust
$  184,113
1.05%, 07/25/2061(1)(4)
$149,148
122,643
1.07%, 02/25/2066(1)(4)
104,591
138,901
1.96%, 10/25/2061(1)(4)
116,947
390,013
2.31%, 11/25/2061(1)(4)
346,091
PRET LLC
113,390
4.74%, 07/25/2051(1)(5)
112,689
364,983
4.84%, 09/25/2051(1)(5)
362,865
545,000
5.66%, 07/25/2055(1)(5)
544,780
505,000
5.73%, 07/25/2055(1)(5)
505,000
827,418
5.74%, 06/25/2055(1)(5)
823,400
729,976
6.37%, 04/25/2055(1)(5)
732,508
386,829
7.00%, 07/25/2054(1)(5)
386,708
PRPM LLC
925,467
3.00%, 05/25/2055(1)(5)
862,421
626,814
3.75%, 04/25/2055(1)(5)
604,735
180,000
5.93%, 07/25/2030(1)(5)
179,877
97,626
6.26%, 05/25/2030(1)(5)
98,197
22,303
Residential Mortgage Loan Trust 0.86%,
01/25/2065(1)(4)
21,345
829,201
SG Residential Mortgage Trust 1.74%,
12/25/2061(1)(4)
708,832
70,660
STAR Trust 1.22%, 05/25/2065(1)(4)
65,840
Starwood Mortgage Residential Trust
24,058
0.94%, 05/25/2065(1)(4)
22,551
283,764
1.16%, 08/25/2056(1)(4)
246,945
9,293
1.49%, 04/25/2065(1)(4)
8,950
285,296
1.92%, 11/25/2066(1)(4)
250,200
Towd Point Mortgage Trust
83,520
1.75%, 10/25/2060(1)
75,372
65,658
2.75%, 10/25/2057(1)(4)
64,257
31,683
2.90%, 10/25/2059(1)(4)
30,278
320,770
2.92%, 11/30/2060(1)(4)
271,140
12,177
3.25%, 03/25/2058(1)(4)
11,996
130,772
3.75%, 03/25/2058(1)(4)
126,555
99,206
TRK Trust 1.15%, 07/25/2056(1)(4)
89,167
Verus Securitization Trust
47,995
0.92%, 02/25/2064(1)(4)
44,286
131,188
0.94%, 07/25/2066(1)(4)
108,761
532,112
1.01%, 09/25/2066(1)(4)
452,885
43,573
1.03%, 02/25/2066(1)(4)
38,474
190,323
1.82%, 11/25/2066(1)(4)
172,783
414,001
1.83%, 10/25/2066(1)(5)
371,659
299,742
2.72%, 01/25/2067(1)(5)
278,485
421,556
4.91%, 06/25/2067(1)(5)
420,277
133,489
VOLT CIII LLC 4.99%, 08/25/2051(1)(5)
132,974
7,015
VOLT XCIV LLC 6.24%, 02/27/2051(1)(5)
7,010
7,285
VOLT XCIX LLC 6.12%, 04/25/2051(1)(5)
7,273
20,293
VOLT XCV LLC 6.24%, 03/27/2051(1)(5)
20,250
 
22,234,656
Total Asset & Commercial Mortgage-Backed
Securities
(cost $61,495,063)
$59,779,001
CORPORATE BONDS - 23.0%
Aerospace & Defense - 0.6%
200,000
BAE Systems PLC 5.13%, 03/26/2029(1)
$204,601
Boeing Co.
115,000
2.95%, 02/01/2030
106,797
65,000
3.20%, 03/01/2029
61,915
125,000
5.15%, 05/01/2030
126,984
260,000
5.71%, 05/01/2040
258,294
160,000
6.39%, 05/01/2031
172,136
105,000
6.53%, 05/01/2034
114,283
L3Harris Technologies, Inc.
100,000
5.05%, 06/01/2029
101,846
The accompanying notes are an integral part of these financial statements.
 
8
Hartford Core Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 23.0% - (continued)
Aerospace & Defense - 0.6% - (continued)
$  105,000
5.50%, 08/15/2054
$101,272
Northrop Grumman Corp.
17,000
3.85%, 04/15/2045
13,370
100,000
4.65%, 07/15/2030
100,617
215,000
5.15%, 05/01/2040
208,992
RTX Corp.
298,000
4.13%, 11/16/2028
295,898
90,000
5.75%, 11/08/2026
91,330
 
1,958,335
Agriculture - 0.4%
BAT Capital Corp.
235,000
5.63%, 08/15/2035
238,702
95,000
5.83%, 02/20/2031
99,490
Philip Morris International, Inc.
360,000
4.38%, 11/01/2027
360,248
160,000
4.75%, 11/01/2031
160,151
290,000
5.13%, 02/15/2030
296,942
65,000
5.13%, 02/13/2031
66,376
15,000
5.63%, 11/17/2029
15,653
140,000
5.63%, 09/07/2033
145,610
 
1,383,172
Apparel - 0.1%
Tapestry, Inc.
205,000
5.10%, 03/11/2030
207,825
165,000
5.50%, 03/11/2035
165,758
 
373,583
Auto Manufacturers - 0.1%
245,000
Hyundai Capital America 5.50%, 03/30/2026(1)
246,368
Beverages - 0.3%
455,000
Anheuser-Busch Cos. LLC/Anheuser-Busch
InBev Worldwide, Inc. 4.90%, 02/01/2046
415,986
100,000
Bacardi Ltd./Bacardi-Martini BV 5.40%,
06/15/2033(1)
100,120
190,000
Bacardi-Martini BV 6.00%, 02/01/2035(1)
194,979
Constellation Brands, Inc.
27,000
3.15%, 08/01/2029
25,619
215,000
4.80%, 05/01/2030
216,149
215,000
Keurig Dr. Pepper, Inc. 4.60%, 05/15/2030
214,946
 
1,167,799
Biotechnology - 0.1%
180,000
Biogen, Inc. 5.75%, 05/15/2035
184,643
25,000
Royalty Pharma PLC 5.15%, 09/02/2029
25,460
 
210,103
Chemicals - 0.2%
320,000
Nutrien Ltd. 4.90%, 03/27/2028
323,450
Sherwin-Williams Co.
237,000
2.30%, 05/15/2030
214,047
2,000
2.95%, 08/15/2029
1,884
 
539,381
Commercial Banks - 4.6%
Bank of America Corp.
390,000
1.92%, 10/24/2031, (1.92% fixed rate until
10/24/2030; 6 mo. USD SOFR + 1.37%
thereafter)(6)
340,116
165,000
2.48%, 09/21/2036, (2.48% fixed rate until
09/21/2031; 5 yr. USD CMT + 1.20%
thereafter)(6)
140,483
250,000
2.59%, 04/29/2031, (2.59% fixed rate until
04/29/2030; 6 mo. USD SOFR + 2.15%
thereafter)(6)
228,531
555,000
2.69%, 04/22/2032, (2.69% fixed rate until
04/22/2031; 6 mo. USD SOFR + 1.32%
thereafter)(6)
497,660
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 23.0% - (continued)
Commercial Banks - 4.6% - (continued)
$  399,000
3.97%, 02/07/2030, (3.97% fixed rate until
02/07/2029; 3 mo. USD Term SOFR +
1.47% thereafter)(6)
$392,489
165,000
5.16%, 01/24/2031, (5.16% fixed rate until
01/24/2030; 6 mo. USD SOFR + 1.00%
thereafter)(6)
168,810
115,000
5.20%, 04/25/2029, (5.20% fixed rate until
04/25/2028; 6 mo. USD SOFR + 1.63%
thereafter)(6)
117,144
195,000
5.52%, 10/25/2035, (5.52% fixed rate until
10/25/2034; 6 mo. USD SOFR + 1.74%
thereafter)(6)
195,187
Bank of New York Mellon Corp.
220,000
5.06%, 07/22/2032, (5.06% fixed rate until
07/22/2031; 6 mo. USD SOFR + 1.23%
thereafter)(6)
224,330
65,000
5.19%, 03/14/2035, (5.19% fixed rate until
03/14/2034; 6 mo. USD SOFR + 1.42%
thereafter)(6)
65,837
BNP Paribas SA
250,000
5.28%, 11/19/2030, (5.28% fixed rate until
11/19/2029; 6 mo. USD SOFR + 1.28%
thereafter)(1)(6)
254,676
210,000
5.34%, 06/12/2029, (5.34% fixed rate until
06/12/2028; 1 yr. USD CMT + 1.50%
thereafter)(1)(6)
214,193
BPCE SA
285,000
2.28%, 01/20/2032, (2.28% fixed rate until
01/20/2031; 6 mo. USD SOFR + 1.31%
thereafter)(1)(6)
247,168
255,000
5.39%, 05/28/2031, (5.39% fixed rate until
05/28/2030; 6 mo. USD SOFR + 1.58%
thereafter)(1)(6)
259,706
250,000
6.51%, 01/18/2035, (6.51% fixed rate until
01/18/2034; 6 mo. USD SOFR + 2.79%
thereafter)(1)(6)
261,761
250,000
CaixaBank SA 6.68%, 09/13/2027, (6.68% fixed
rate until 09/13/2026; 6 mo. USD SOFR +
2.08% thereafter)(1)(6)
255,158
355,000
Citibank NA 4.91%, 05/29/2030
360,569
Citigroup, Inc.
25,000
2.67%, 01/29/2031, (2.67% fixed rate until
01/29/2030; 6 mo. USD SOFR + 1.15%
thereafter)(6)
22,900
335,000
4.95%, 05/07/2031, (4.95% fixed rate until
05/07/2030; 6 mo. USD SOFR + 1.46%
thereafter)(6)
338,181
70,000
5.17%, 02/13/2030, (5.17% fixed rate until
02/13/2029; 6 mo. USD SOFR + 1.36%
thereafter)(6)
71,274
255,000
Citizens Financial Group, Inc. 5.25%,
03/05/2031, (5.25% fixed rate until
03/05/2030; 6 mo. USD SOFR + 1.26%
thereafter)(6)
258,281
Credit Agricole SA
525,000
5.22%, 05/27/2031, (5.22% fixed rate until
05/27/2030; 6 mo. USD SOFR + 1.46%
thereafter)(1)(6)
533,577
405,000
5.34%, 01/10/2030, (5.34% fixed rate until
01/10/2029; 6 mo. USD SOFR + 1.69%
thereafter)(1)(6)
413,623
200,000
Danske Bank AS 6.26%, 09/22/2026, (6.26%
fixed rate until 09/22/2025; 1 yr. USD CMT +
1.18% thereafter)(1)(6)
200,353
The accompanying notes are an integral part of these financial statements.
 
9
Hartford Core Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 23.0% - (continued)
Commercial Banks - 4.6% - (continued)
$  185,000
Deutsche Bank AG 5.30%, 05/09/2031, (5.30%
fixed rate until 05/09/2030; 6 mo. USD SOFR
+ 1.72% thereafter)(6)
$188,080
Goldman Sachs Group, Inc.
106,000
2.60%, 02/07/2030
97,921
50,000
3.80%, 03/15/2030
48,647
315,000
4.69%, 10/23/2030, (4.69% fixed rate until
10/23/2029; 6 mo. USD SOFR + 1.14%
thereafter)(6)
314,758
75,000
5.02%, 10/23/2035, (5.02% fixed rate until
10/23/2034; 6 mo. USD SOFR + 1.42%
thereafter)(6)
73,974
335,000
5.05%, 07/23/2030, (5.05% fixed rate until
07/23/2029; 6 mo. USD SOFR + 1.21%
thereafter)(6)
340,390
95,000
5.21%, 01/28/2031, (5.21% fixed rate until
01/28/2030; 6 mo. USD SOFR + 1.08%
thereafter)(6)
97,013
275,000
5.22%, 04/23/2031, (5.22% fixed rate until
04/23/2030; 6 mo. USD SOFR + 1.58%
thereafter)(6)
281,197
HSBC Holdings PLC
200,000
2.85%, 06/04/2031, (2.85% fixed rate until
06/04/2030; 6 mo. USD SOFR + 2.39%
thereafter)(6)
183,125
425,000
5.13%, 03/03/2031, (5.13% fixed rate until
03/03/2030; 6 mo. USD SOFR + 1.29%
thereafter)(6)
430,877
450,000
5.24%, 05/13/2031, (5.24% fixed rate until
05/13/2030; 6 mo. USD SOFR + 1.57%
thereafter)(6)
458,236
JP Morgan Chase & Co.
249,000
1.95%, 02/04/2032, (1.95% fixed rate until
02/04/2031; 6 mo. USD SOFR + 1.07%
thereafter)(6)
216,021
320,000
2.55%, 11/08/2032, (2.55% fixed rate until
11/08/2031; 6 mo. USD SOFR + 1.18%
thereafter)(6)
281,334
20,000
2.58%, 04/22/2032, (2.58% fixed rate until
04/22/2031; 3 mo. USD Term SOFR +
1.25% thereafter)(6)
17,853
420,000
4.51%, 10/22/2028, (4.51% fixed rate until
10/22/2027; 6 mo. USD SOFR + 0.86%
thereafter)(6)
420,494
200,000
4.91%, 07/25/2033, (4.91% fixed rate until
07/25/2032; 6 mo. USD SOFR + 2.08%
thereafter)(6)
201,206
45,000
4.95%, 10/22/2035, (4.95% fixed rate until
10/22/2034; 6 mo. USD SOFR + 1.34%
thereafter)(6)
44,502
275,000
5.00%, 07/22/2030, (5.00% fixed rate until
07/22/2029; 6 mo. USD SOFR + 1.13%
thereafter)(6)
279,667
260,000
5.10%, 04/22/2031, (5.10% fixed rate until
04/22/2030; 6 mo. USD SOFR + 1.44%
thereafter)(6)
265,896
100,000
5.14%, 01/24/2031, (5.14% fixed rate until
01/24/2030; 6 mo. USD SOFR + 1.01%
thereafter)(6)
102,197
120,000
5.34%, 01/23/2035, (5.34% fixed rate until
01/23/2034; 6 mo. USD SOFR + 1.62%
thereafter)(6)
122,687
200,000
5.58%, 07/23/2036, (5.58% fixed rate until
07/23/2035; 6 mo. USD SOFR + 1.64%
thereafter)(6)
202,591
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 23.0% - (continued)
Commercial Banks - 4.6% - (continued)
$  250,000
5.58%, 04/22/2030, (5.58% fixed rate until
04/22/2029; 6 mo. USD SOFR + 1.16%
thereafter)(6)
$259,158
235,000
6.09%, 10/23/2029, (6.09% fixed rate until
10/23/2028; 6 mo. USD SOFR + 1.57%
thereafter)(6)
246,166
Morgan Stanley
22,000
1.79%, 02/13/2032, (1.79% fixed rate until
02/13/2031; 6 mo. USD SOFR + 1.03%
thereafter)(6)
18,819
25,000
1.93%, 04/28/2032, (1.93% fixed rate until
04/28/2031; 6 mo. USD SOFR + 1.02%
thereafter)(6)
21,430
332,000
2.70%, 01/22/2031, (2.70% fixed rate until
01/22/2030; 6 mo. USD SOFR + 1.14%
thereafter)(6)
305,963
100,000
3.77%, 01/24/2029, (3.77% fixed rate until
01/24/2028; 3 mo. USD Term SOFR +
1.40% thereafter)(6)
98,335
141,000
3.97%, 07/22/2038(4)
123,475
75,000
4.65%, 10/18/2030, (4.65% fixed rate until
10/18/2029; 6 mo. USD SOFR + 1.10%
thereafter)(6)
75,150
90,000
5.23%, 01/15/2031, (5.23% fixed rate until
01/15/2030; 6 mo. USD SOFR + 1.11%
thereafter)(6)
92,193
255,000
5.45%, 07/20/2029, (5.45% fixed rate until
07/20/2028; 6 mo. USD SOFR + 1.63%
thereafter)(6)
261,745
235,000
5.66%, 04/18/2030, (5.66% fixed rate until
04/18/2029; 6 mo. USD SOFR + 1.26%
thereafter)(6)
243,514
50,000
5.94%, 02/07/2039, (5.94% fixed rate until
02/07/2034; 5 yr. USD CMT + 1.80%
thereafter)(6)
51,628
245,000
NatWest Group PLC 5.85%, 03/02/2027, (5.85%
fixed rate until 03/02/2026; 1 yr. USD CMT +
1.35% thereafter)(6)
246,610
245,000
Norinchukin Bank 5.43%, 03/09/2028(1)
249,061
315,000
Royal Bank of Canada 5.15%, 02/04/2031,
(5.15% fixed rate until 02/04/2030; 6 mo.
USD SOFR + 1.03% thereafter)(6)
321,248
240,000
Societe Generale SA 5.25%, 05/22/2029,
(5.25% fixed rate until 05/22/2028; 6 mo.
USD SOFR + 1.42% thereafter)(1)(6)
242,546
200,000
Standard Chartered PLC 5.01%, 10/15/2030,
(5.01% fixed rate until 10/15/2029; 1 yr. USD
CMT + 1.15% thereafter)(1)(6)
202,228
375,000
Sumitomo Mitsui Financial Group, Inc. 5.25%,
07/08/2036, (5.25% fixed rate until
07/08/2035; 6 mo. USD SOFR + 1.50%
thereafter)(6)
377,220
Wells Fargo & Co.
90,000
3.35%, 03/02/2033, (3.35% fixed rate until
03/02/2032; 6 mo. USD SOFR + 1.50%
thereafter)(6)
82,389
70,000
4.54%, 08/15/2026, (4.54% fixed rate until
08/15/2025; 6 mo. USD SOFR + 1.56%
thereafter)(6)
69,984
20,000
4.90%, 07/25/2033, (4.90% fixed rate until
07/25/2032; 6 mo. USD SOFR + 2.10%
thereafter)(6)
19,982
146,000
5.01%, 04/04/2051, (5.01% fixed rate until
04/04/2050; 3 mo. USD Term SOFR +
4.50% thereafter)(6)
132,304
The accompanying notes are an integral part of these financial statements.
 
10
Hartford Core Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 23.0% - (continued)
Commercial Banks - 4.6% - (continued)
$  175,000
5.15%, 04/23/2031, (5.15% fixed rate until
04/23/2030; 6 mo. USD SOFR + 1.50%
thereafter)(6)
$178,577
293,000
5.24%, 01/24/2031, (5.24% fixed rate until
01/24/2030; 6 mo. USD SOFR + 1.11%
thereafter)(6)
299,978
185,000
5.57%, 07/25/2029, (5.57% fixed rate until
07/25/2028; 6 mo. USD SOFR + 1.74%
thereafter)(6)
190,492
150,000
6.30%, 10/23/2029, (6.30% fixed rate until
10/23/2028; 6 mo. USD SOFR + 1.79%
thereafter)(6)
157,841
215,000
6.49%, 10/23/2034, (6.49% fixed rate until
10/23/2033; 6 mo. USD SOFR + 2.06%
thereafter)(6)
235,063
 
15,533,772
Commercial Services - 0.1%
Howard University
100,000
2.90%, 10/01/2031
86,973
70,000
3.48%, 10/01/2041
50,511
225,000
RELX Capital, Inc. 4.75%, 03/27/2030
227,711
 
365,195
Construction Materials - 0.0%
65,000
Trane Technologies Financing Ltd. 3.80%,
03/21/2029
63,746
Diversified Financial Services - 0.6%
American Express Co.
375,000
5.02%, 04/25/2031, (5.02% fixed rate until
04/25/2030; 6 mo. USD SOFR + 1.44%
thereafter)(6)
381,679
280,000
5.09%, 01/30/2031, (5.09% fixed rate until
01/30/2030; 6 mo. USD SOFR + 1.02%
thereafter)(6)
285,956
360,000
Ameriprise Financial, Inc. 5.20%, 04/15/2035
360,805
Capital One Financial Corp.
20,000
5.25%, 07/26/2030, (5.25% fixed rate until
07/26/2029; 6 mo. USD SOFR + 2.60%
thereafter)(6)
20,388
145,000
6.05%, 02/01/2035, (6.05% fixed rate until
02/01/2034; 6 mo. USD SOFR + 2.26%
thereafter)(6)
151,063
60,000
6.18%, 01/30/2036, (6.18% fixed rate until
01/30/2035; 6 mo. USD SOFR + 2.04%
thereafter)(6)
61,596
305,000
7.62%, 10/30/2031, (7.62% fixed rate until
10/30/2030; 6 mo. USD SOFR + 3.07%
thereafter)(6)
343,441
385,000
Intercontinental Exchange, Inc. 2.65%,
09/15/2040
275,925
30,000
Synchrony Financial 6.00%, 07/29/2036, (6.00%
fixed rate until 07/29/2035; 6 mo. USD SOFR
+ 2.07% thereafter)(6)
30,090
 
1,910,943
Electric - 4.0%
Alabama Power Co.
100,000
3.45%, 10/01/2049
71,141
117,000
4.15%, 08/15/2044
95,489
40,000
5.10%, 04/02/2035
40,205
Baltimore Gas & Electric Co.
145,000
5.45%, 06/01/2035
148,641
130,000
5.65%, 06/01/2054
128,890
210,000
CenterPoint Energy, Inc. 5.40%, 06/01/2029
216,296
65,000
Cleco Corporate Holdings LLC 3.38%,
09/15/2029
60,106
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 23.0% - (continued)
Electric - 4.0% - (continued)
Consolidated Edison Co. of New York, Inc.
$  195,000
3.20%, 12/01/2051
$129,133
175,000
5.50%, 03/15/2055
169,244
160,000
5.70%, 05/15/2054
158,909
Dominion Energy, Inc.
30,000
4.05%, 09/15/2042
23,873
105,000
4.60%, 05/15/2028
105,414
320,000
5.00%, 06/15/2030
325,435
Duke Energy Corp.
40,000
2.45%, 06/01/2030
36,238
825,000
2.55%, 06/15/2031
732,608
70,000
3.50%, 06/15/2051
47,861
120,000
3.75%, 09/01/2046
88,806
190,000
5.00%, 08/15/2052
165,801
Duke Energy Indiana LLC
30,000
2.75%, 04/01/2050
18,411
82,000
3.25%, 10/01/2049
55,623
170,000
Duke Energy Ohio, Inc. 5.55%, 03/15/2054
165,200
Duke Energy Progress LLC
40,000
4.20%, 08/15/2045
32,920
150,000
5.05%, 03/15/2035
150,196
160,000
5.55%, 03/15/2055
156,407
20,000
Edison International 5.25%, 03/15/2032
19,161
Eversource Energy
400,000
5.13%, 05/15/2033
399,793
245,000
5.45%, 03/01/2028
250,467
211,000
5.50%, 01/01/2034
214,616
70,000
FirstEnergy Corp. 3.90%, 07/15/2027(5)
69,131
17,000
FirstEnergy Pennsylvania Electric Co. 5.15%,
03/30/2026(1)
17,037
250,000
Florida Power & Light Co. 4.63%, 05/15/2030
252,287
Georgia Power Co.
71,000
4.30%, 03/15/2042
60,945
265,000
4.55%, 03/15/2030
266,512
240,000
4.65%, 05/16/2028
242,051
125,000
5.20%, 03/15/2035
126,354
230,000
Interstate Power & Light Co. 5.60%, 06/29/2035
236,002
147,000
ITC Holdings Corp. 2.95%, 05/14/2030(1)
136,065
55,000
Jersey Central Power & Light Co. 5.10%,
01/15/2035
54,773
15,000
Monongahela Power Co. 5.85%, 02/15/2034(1)
15,595
210,000
National Grid PLC 5.60%, 06/12/2028
215,966
564,000
NextEra Energy Capital Holdings, Inc. 2.25%,
06/01/2030
507,182
NSTAR Electric Co.
150,000
5.20%, 03/01/2035
151,287
90,000
5.40%, 06/01/2034
92,182
69,000
Oglethorpe Power Corp. 5.05%, 10/01/2048
60,871
Ohio Edison Co.
85,000
4.95%, 12/15/2029(1)
85,963
50,000
5.50%, 01/15/2033(1)
51,297
325,000
Ohio Power Co. 5.00%, 06/01/2033
323,154
190,000
Oncor Electric Delivery Co. LLC 5.35%,
04/01/2035(1)
193,740
Pacific Gas & Electric Co.
690,000
2.50%, 02/01/2031
602,405
175,000
3.25%, 06/01/2031
158,121
102,000
3.30%, 08/01/2040
74,603
85,000
3.50%, 08/01/2050
55,750
40,000
4.75%, 02/15/2044
33,078
49,000
4.95%, 07/01/2050
40,495
123,000
5.90%, 10/01/2054
115,288
114,000
6.15%, 01/15/2033
118,397
60,000
6.15%, 03/01/2055
57,461
11,000
6.75%, 01/15/2053
11,418
181,000
6.95%, 03/15/2034
196,904
The accompanying notes are an integral part of these financial statements.
 
11
Hartford Core Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 23.0% - (continued)
Electric - 4.0% - (continued)
Pinnacle West Capital Corp.
$  121,000
4.90%, 05/15/2028
$122,075
180,000
5.15%, 05/15/2030
183,491
230,000
Public Service Co. of Oklahoma 5.20%,
01/15/2035
229,485
Public Service Enterprise Group, Inc.
225,000
4.90%, 03/15/2030
227,962
20,000
5.45%, 04/01/2034
20,412
95,000
6.13%, 10/15/2033
101,267
Puget Energy, Inc.
60,000
4.22%, 03/15/2032
56,480
510,000
5.73%, 03/15/2035
511,138
185,000
San Diego Gas & Electric Co. 5.40%,
04/15/2035
188,607
Southern California Edison Co.
77,000
2.25%, 06/01/2030
67,904
75,000
2.75%, 02/01/2032
65,009
216,000
3.65%, 02/01/2050
147,186
105,000
4.13%, 03/01/2048
78,497
85,000
4.65%, 10/01/2043
70,412
100,000
5.15%, 06/01/2029
100,916
70,000
5.20%, 06/01/2034
68,647
195,000
5.45%, 03/01/2035(7)
194,234
45,000
5.70%, 03/01/2053
40,748
40,000
5.90%, 03/01/2055
37,653
140,000
5.95%, 11/01/2032
144,975
50,000
6.20%, 09/15/2055
49,144
Southern Co.
4,000
3.25%, 07/01/2026
3,956
63,000
3.70%, 04/30/2030
60,698
190,000
4.85%, 06/15/2028
192,412
70,000
4.85%, 03/15/2035
68,147
125,000
Southwestern Electric Power Co. 5.30%,
04/01/2033
126,021
55,000
Trans-Allegheny Interstate Line Co. 5.00%,
01/15/2031(1)
55,715
Virginia Electric & Power Co.
62,000
2.45%, 12/15/2050
34,759
10,000
4.20%, 05/15/2045
8,164
320,000
5.00%, 04/01/2033
322,314
195,000
5.00%, 01/15/2034
193,827
75,000
5.05%, 08/15/2034
75,095
190,000
5.15%, 03/15/2035
190,662
50,000
5.35%, 01/15/2054
46,927
50,000
5.65%, 03/15/2055
49,298
110,000
Wisconsin Power & Light Co. 5.38%, 03/30/2034
112,477
Xcel Energy, Inc.
80,000
4.60%, 06/01/2032
78,100
320,000
5.60%, 04/15/2035
325,935
 
13,479,947
Entertainment - 0.1%
Warnermedia Holdings, Inc.
433,000
4.28%, 03/15/2032(7)
363,607
133,000
5.14%, 03/15/2052
82,145
 
445,752
Environmental Control - 0.2%
Republic Services, Inc.
80,000
1.45%, 02/15/2031
68,059
120,000
4.88%, 04/01/2029
122,270
225,000
5.20%, 11/15/2034
229,335
90,000
Veralto Corp. 5.50%, 09/18/2026
90,790
50,000
Waste Management, Inc. 4.95%, 03/15/2035
49,949
 
560,403
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 23.0% - (continued)
Food - 0.9%
JBS USA Holding Lux SARL/JBS USA Food
Co./JBS Lux Co. SARL
$  75,000
3.63%, 01/15/2032
$68,592
155,000
5.75%, 04/01/2033
158,948
145,000
6.75%, 03/15/2034
157,835
JBS USA Holding Lux SARL/JBS USA Foods
Group Holdings, Inc./JBS USA Food Co.
315,000
5.50%, 01/15/2036(1)
313,718
105,000
6.38%, 04/15/2066(1)
103,489
425,000
Kraft Heinz Foods Co. 5.20%, 03/15/2032
428,032
Mars, Inc.
190,000
4.60%, 03/01/2028(1)
191,045
655,000
5.00%, 03/01/2032(1)
661,031
235,000
5.20%, 03/01/2035(1)
236,125
375,000
5.65%, 05/01/2045(1)
372,424
95,000
5.70%, 05/01/2055(1)
93,741
100,000
5.80%, 05/01/2065(1)
99,025
 
2,884,005
Gas - 0.5%
80,000
Atmos Energy Corp. 5.90%, 11/15/2033
85,558
105,000
Boston Gas Co. 3.76%, 03/16/2032(1)
97,073
185,000
Brooklyn Union Gas Co. 4.87%, 08/05/2032(1)
178,334
55,000
East Ohio Gas Co. 3.00%, 06/15/2050(1)
34,144
NiSource, Inc.
75,000
1.70%, 02/15/2031
63,945
147,000
3.49%, 05/15/2027
144,412
15,000
4.38%, 05/15/2047
12,305
250,000
5.25%, 03/30/2028
255,057
160,000
5.35%, 07/15/2035
160,513
110,000
5.40%, 06/30/2033
112,286
Southern California Gas Co.
171,000
5.60%, 04/01/2054
167,214
75,000
5.75%, 06/01/2053
73,627
325,000
6.00%, 06/15/2055
330,627
Southwest Gas Corp.
104,000
2.20%, 06/15/2030
93,201
35,000
4.15%, 06/01/2049
26,786
 
1,835,082
Healthcare - Products - 0.3%
200,000
Alcon Finance Corp. 3.00%, 09/23/2029(1)
188,478
GE HealthCare Technologies, Inc.
270,000
5.50%, 06/15/2035
275,602
100,000
5.91%, 11/22/2032
106,198
190,000
Smith & Nephew PLC 2.03%, 10/14/2030
166,226
280,000
Solventum Corp. 5.40%, 03/01/2029
288,075
 
1,024,579
Healthcare - Services - 0.5%
Centene Corp.
135,000
2.50%, 03/01/2031(7)
113,333
275,000
2.63%, 08/01/2031
229,642
Humana, Inc.
20,000
5.38%, 04/15/2031
20,401
245,000
5.55%, 05/01/2035
245,409
175,000
Kaiser Foundation Hospitals 2.81%, 06/01/2041
124,577
190,000
Laboratory Corp. of America Holdings 4.55%,
04/01/2032
186,673
UnitedHealth Group, Inc.
85,000
2.75%, 05/15/2040
60,772
20,000
3.50%, 08/15/2039
15,984
87,000
4.75%, 07/15/2045
75,889
35,000
4.95%, 05/15/2062
29,481
30,000
5.30%, 02/15/2030
30,862
105,000
5.30%, 06/15/2035
106,106
270,000
5.38%, 04/15/2054
248,125
35,000
5.75%, 07/15/2064
33,308
The accompanying notes are an integral part of these financial statements.
 
12
Hartford Core Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 23.0% - (continued)
Healthcare - Services - 0.5% - (continued)
$  105,000
5.88%, 02/15/2053
$103,613
65,000
6.05%, 02/15/2063
64,802
 
1,688,977
Household Products - 0.1%
Kenvue, Inc.
175,000
4.85%, 05/22/2032
176,324
165,000
5.05%, 03/22/2053
151,346
 
327,670
Insurance - 0.6%
Athene Global Funding
280,000
2.65%, 10/04/2031(1)
244,922
80,000
2.72%, 01/07/2029(1)
74,610
280,000
4.72%, 10/08/2029(1)
278,368
330,000
5.68%, 02/23/2026(1)
331,953
225,000
CNO Global Funding 4.88%, 12/10/2027(1)
226,319
Equitable Financial Life Global Funding
90,000
1.80%, 03/08/2028(1)
83,977
150,000
5.00%, 03/27/2030(1)
152,097
60,000
Equitable Holdings, Inc. 4.35%, 04/20/2028
59,744
120,000
Lincoln Financial Global Funding 4.63%,
05/28/2028(1)
120,241
150,000
Protective Life Global Funding 4.80%,
06/05/2030(1)
151,066
200,000
Sammons Financial Group Global Funding
4.95%, 06/12/2030(1)
201,173
55,000
Travelers Cos., Inc. 5.05%, 07/24/2035
55,135
 
1,979,605
Internet - 0.4%
620,000
Alphabet, Inc. 5.30%, 05/15/2065
602,028
Meta Platforms, Inc.
375,000
4.60%, 05/15/2028
379,747
415,000
5.55%, 08/15/2064
402,624
 
1,384,399
Investment Company Security - 0.3%
635,000
Ares Strategic Income Fund 5.80%,
09/09/2030(1)
635,420
525,000
Bain Capital Specialty Finance, Inc. 2.55%,
10/13/2026
509,233
 
1,144,653
IT Services - 0.4%
345,000
Accenture Capital, Inc. 4.25%, 10/04/2031
339,739
250,000
Apple, Inc. 4.15%, 05/10/2030
250,947
385,000
Hewlett Packard Enterprise Co. 5.60%,
10/15/2054
353,831
300,000
International Business Machines Corp. 4.80%,
02/10/2030
304,188
 
1,248,705
Machinery - Construction & Mining - 0.1%
330,000
Caterpillar Financial Services Corp. 4.70%,
11/15/2029
334,820
Machinery-Diversified - 0.3%
495,000
John Deere Capital Corp. 4.25%, 06/05/2028
495,643
Otis Worldwide Corp.
405,000
2.57%, 02/15/2030
372,523
55,000
5.13%, 11/19/2031
56,201
50,000
5.25%, 08/16/2028
51,133
200,000
Westinghouse Air Brake Technologies Corp.
4.90%, 05/29/2030
202,453
 
1,177,953
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 23.0% - (continued)
Media - 0.8%
Charter Communications Operating LLC/Charter
Communications Operating Capital
$  375,000
2.80%, 04/01/2031
$332,215
20,000
3.70%, 04/01/2051
12,911
41,000
3.85%, 04/01/2061
25,208
380,000
4.40%, 12/01/2061
258,145
70,000
5.25%, 04/01/2053
57,716
Comcast Corp.
265,000
2.89%, 11/01/2051
159,210
354,000
3.20%, 07/15/2036
295,127
212,000
3.75%, 04/01/2040
174,368
425,000
4.55%, 01/15/2029
427,939
Cox Communications, Inc.
195,000
2.60%, 06/15/2031(1)
170,815
20,000
5.45%, 09/01/2034(1)
19,581
50,000
5.80%, 12/15/2053(1)
44,402
270,000
5.95%, 09/01/2054(1)
246,248
Paramount Global
25,000
4.38%, 03/15/2043
18,922
265,000
5.85%, 09/01/2043
235,278
110,000
6.88%, 04/30/2036
114,457
 
2,592,542
Mining - 0.4%
BHP Billiton Finance USA Ltd.
100,000
4.90%, 02/28/2033
100,536
90,000
5.13%, 02/21/2032
92,208
70,000
5.25%, 09/08/2033
71,707
Glencore Funding LLC
285,000
5.37%, 04/04/2029(1)
291,845
90,000
5.63%, 04/04/2034(1)
91,761
335,000
6.38%, 10/06/2030(1)
358,061
40,000
6.50%, 10/06/2033(1)
43,329
195,000
Rio Tinto Alcan, Inc. 6.13%, 12/15/2033
210,681
Rio Tinto Finance USA PLC
65,000
5.00%, 03/14/2032
66,014
175,000
5.88%, 03/14/2065
175,971
 
1,502,113
Miscellaneous Manufacturing - 0.1%
200,000
Siemens Funding BV 4.60%, 05/28/2030(1)
201,901
Oil & Gas - 1.8%
Aker BP ASA
150,000
5.13%, 10/01/2034(1)
144,018
155,000
5.80%, 10/01/2054(1)
140,891
150,000
6.00%, 06/13/2033(1)
154,281
BP Capital Markets America, Inc.
25,000
2.77%, 11/10/2050
15,086
115,000
3.06%, 06/17/2041
84,773
95,000
4.81%, 02/13/2033
94,698
10,000
4.89%, 09/11/2033
9,982
ConocoPhillips Co.
366,000
3.80%, 03/15/2052
264,841
118,000
4.03%, 03/15/2062
84,693
95,000
4.70%, 01/15/2030
96,014
55,000
5.30%, 05/15/2053
50,672
145,000
5.65%, 01/15/2065
137,313
130,000
5.70%, 09/15/2063
124,282
Coterra Energy, Inc.
343,000
5.40%, 02/15/2035
338,087
217,000
5.60%, 03/15/2034
218,137
Diamondback Energy, Inc.
145,000
5.55%, 04/01/2035
145,921
60,000
5.75%, 04/18/2054
55,727
70,000
5.90%, 04/18/2064
64,647
35,000
6.25%, 03/15/2053
34,721
400,000
Eni SpA 5.75%, 05/19/2035(1)
408,187
The accompanying notes are an integral part of these financial statements.
 
13
Hartford Core Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 23.0% - (continued)
Oil & Gas - 1.8% - (continued)
EOG Resources, Inc.
$  145,000
5.00%, 07/15/2032
$146,090
310,000
5.35%, 01/15/2036
312,312
110,000
5.65%, 12/01/2054
106,947
187,000
Equinor ASA 3.63%, 04/06/2040
156,066
Hess Corp.
278,000
7.13%, 03/15/2033
319,092
176,000
7.30%, 08/15/2031
201,220
165,000
Patterson-UTI Energy, Inc. 7.15%, 10/01/2033
170,710
165,000
Phillips 66 Co. 4.95%, 12/01/2027
166,744
200,000
Pioneer Natural Resources Co. 5.10%,
03/29/2026
200,746
485,000
Saudi Arabian Oil Co. 6.38%, 06/02/2055(1)
491,886
Shell Finance U.S., Inc.
25,000
3.25%, 04/06/2050
17,036
85,000
4.38%, 05/11/2045
71,594
Shell International Finance BV
120,000
3.00%, 11/26/2051
76,979
16,000
4.38%, 05/11/2045
13,521
TotalEnergies Capital SA
160,000
5.43%, 09/10/2064
148,704
300,000
5.64%, 04/05/2064
287,674
200,000
Var Energi ASA 5.88%, 05/22/2030(1)
205,817
225,000
Viper Energy Partners LLC 5.70%, 08/01/2035
223,627
 
5,983,736
Pharmaceuticals - 0.6%
355,000
Cardinal Health, Inc. 5.00%, 11/15/2029
360,726
425,000
Cencora, Inc. 4.85%, 12/15/2029
429,821
CVS Health Corp.
20,000
1.75%, 08/21/2030
17,292
150,000
1.88%, 02/28/2031
128,203
115,000
2.13%, 09/15/2031
98,107
120,000
3.25%, 08/15/2029
113,693
325,000
5.00%, 01/30/2029
329,340
55,000
5.05%, 03/25/2048
47,324
125,000
Eli Lilly & Co. 5.50%, 02/12/2055
124,410
250,000
Pfizer Investment Enterprises Pte. Ltd. 4.45%,
05/19/2028
250,975
95,000
Pfizer, Inc. 3.90%, 03/15/2039
82,167
 
1,982,058
Pipelines - 1.3%
430,000
Cheniere Energy Partners LP 5.55%,
10/30/2035(1)
432,168
Columbia Pipelines Holding Co. LLC
178,000
5.10%, 10/01/2031(1)
178,759
120,000
5.68%, 01/15/2034(1)
121,705
150,000
6.04%, 08/15/2028(1)
155,901
Columbia Pipelines Operating Co. LLC
140,000
5.93%, 08/15/2030(1)
147,338
50,000
6.04%, 11/15/2033(1)
52,558
225,000
DT Midstream, Inc. 5.80%, 12/15/2034(1)
228,867
Enbridge, Inc.
115,000
3.13%, 11/15/2029
108,464
155,000
4.25%, 12/01/2026
154,456
90,000
5.55%, 06/20/2035
90,854
30,000
6.00%, 11/15/2028
31,400
Energy Transfer LP
63,000
3.75%, 05/15/2030
60,373
25,000
5.15%, 03/15/2045
21,889
240,000
5.70%, 04/01/2035
243,357
115,000
6.40%, 12/01/2030
123,406
Enterprise Products Operating LLC
47,000
3.30%, 02/15/2053
30,947
185,000
4.60%, 01/15/2031
184,847
70,000
5.20%, 01/15/2036
70,119
25,000
6.13%, 10/15/2039
26,412
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 23.0% - (continued)
Pipelines - 1.3% - (continued)
ONEOK, Inc.
$  100,000
4.40%, 10/15/2029
$99,153
150,000
4.75%, 10/15/2031
148,584
275,000
5.05%, 11/01/2034
267,306
55,000
6.05%, 09/01/2033
57,715
15,000
6.10%, 11/15/2032
15,859
25,000
6.63%, 09/01/2053
25,856
Targa Resources Corp.
95,000
4.90%, 09/15/2030
95,511
260,000
5.55%, 08/15/2035
260,536
30,000
5.65%, 02/15/2036
30,194
85,000
6.50%, 03/30/2034
91,331
320,000
Targa Resources Partners LP/Targa Resources
Partners Finance Corp. 4.00%, 01/15/2032
298,146
150,000
Transcontinental Gas Pipe Line Co. LLC 3.25%,
05/15/2030
141,055
Whistler Pipeline LLC
10,000
5.40%, 09/30/2029(1)
10,140
105,000
5.70%, 09/30/2031(1)
107,200
127,000
5.95%, 09/30/2034(1)
128,434
 
4,240,840
Real Estate Investment Trusts - 0.4%
American Tower Corp.
185,000
2.70%, 04/15/2031
165,540
275,000
5.25%, 07/15/2028
281,209
Crown Castle, Inc.
305,000
2.25%, 01/15/2031
266,565
214,000
3.80%, 02/15/2028
209,759
30,000
4.80%, 09/01/2028
30,144
25,000
4.90%, 09/01/2029
25,179
110,000
GLP Capital LP/GLP Financing II, Inc. 5.30%,
01/15/2029
111,011
170,000
Realty Income Corp. 5.13%, 04/15/2035
170,167
 
1,259,574
Retail - 0.2%
AutoZone, Inc.
35,000
5.40%, 07/15/2034
35,753
90,000
6.55%, 11/01/2033
99,141
180,000
Lowe's Cos., Inc. 4.80%, 04/01/2026
180,183
260,000
McDonald's Corp. 3.63%, 09/01/2049
188,513
O'Reilly Automotive, Inc.
89,000
4.70%, 06/15/2032
88,390
70,000
5.00%, 08/19/2034
69,369
15,000
5.75%, 11/20/2026
15,220
105,000
Starbucks Corp. 4.80%, 05/15/2030
106,091
 
782,660
Semiconductors - 0.9%
Broadcom, Inc.
155,000
4.15%, 02/15/2028
154,192
100,000
5.05%, 07/12/2029
102,065
480,000
5.20%, 07/15/2035
482,271
Foundry JV Holdco LLC
235,000
5.50%, 01/25/2031(1)
239,844
200,000
6.15%, 01/25/2032(1)
209,235
200,000
6.25%, 01/25/2035(1)
208,334
Intel Corp.
314,000
3.25%, 11/15/2049
191,648
393,000
3.73%, 12/08/2047
268,952
70,000
4.75%, 03/25/2050
55,461
175,000
Marvell Technology, Inc. 5.75%, 02/15/2029
181,683
240,000
Micron Technology, Inc. 5.65%, 11/01/2032
248,091
345,000
NVIDIA Corp. 3.50%, 04/01/2040
289,814
The accompanying notes are an integral part of these financial statements.
 
14
Hartford Core Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 23.0% - (continued)
Semiconductors - 0.9% - (continued)
QUALCOMM, Inc.
$  290,000
4.75%, 05/20/2032
$292,596
95,000
4.80%, 05/20/2045
86,324
 
3,010,510
Software - 0.2%
Oracle Corp.
35,000
2.95%, 04/01/2030
32,565
269,000
3.60%, 04/01/2040
212,314
117,000
3.80%, 11/15/2037
99,266
60,000
3.95%, 03/25/2051
43,586
55,000
5.25%, 02/03/2032
56,161
195,000
5.38%, 07/15/2040
187,668
115,000
5.50%, 09/27/2064
102,749
 
734,309
Telecommunications - 0.5%
695,000
AT&T, Inc. 1.65%, 02/01/2028
650,628
NTT Finance Corp.
200,000
4.88%, 07/16/2030(1)
201,132
200,000
5.17%, 07/16/2032(1)
201,726
T-Mobile USA, Inc.
170,000
2.55%, 02/15/2031
151,866
210,000
3.00%, 02/15/2041
153,634
65,000
3.88%, 04/15/2030
63,000
80,000
4.70%, 01/15/2035
77,404
200,000
4.80%, 07/15/2028
202,414
30,000
5.13%, 05/15/2032
30,436
 
1,732,240
Trucking & Leasing - 0.0%
Penske Truck Leasing Co. LP/PTL Finance
Corp.
25,000
4.20%, 04/01/2027(1)
24,792
55,000
4.40%, 07/01/2027(1)
54,768
7,000
5.55%, 05/01/2028(1)
7,165
65,000
6.05%, 08/01/2028(1)
67,513
 
154,238
Total Corporate Bonds
(cost $77,990,251)
$77,445,668
FOREIGN GOVERNMENT OBLIGATIONS - 1.5%
Bermuda - 0.1%
Bermuda Government International Bonds
400,000
2.38%, 08/20/2030(8)
$355,544
200,000
5.00%, 07/15/2032(8)
198,146
 
553,690
Hungary - 0.2%
Hungary Government International Bonds
200,000
5.38%, 09/26/2030(1)
202,506
305,000
5.50%, 03/26/2036(1)
295,064
200,000
6.00%, 09/26/2035(1)
201,390
 
698,960
Israel - 0.2%
Israel Government International Bonds
200,000
2.75%, 07/03/2030
181,661
400,000
5.38%, 02/19/2030
408,731
 
590,392
Mexico - 0.6%
Mexico Government International Bonds
200,000
4.75%, 04/27/2032
189,714
86,000
4.75%, 03/08/2044
67,768
890,000
6.00%, 05/07/2036
872,200
400,000
6.40%, 05/07/2054
366,600
Shares or Principal Amount
Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 1.5% - (continued)
Mexico - 0.6% - (continued)
$  225,000
6.63%, 01/29/2038
$226,125
225,000
6.88%, 05/13/2037
232,200
 
1,954,607
Panama - 0.1%
Panama Government International Bonds
200,000
2.25%, 09/29/2032
153,112
80,000
6.70%, 01/26/2036
80,242
 
233,354
Peru - 0.0%
85,000
Peru Government International Bonds 5.38%,
02/08/2035
84,623
Romania - 0.3%
Romania Government International Bonds
470,000
3.63%, 03/27/2032(8)
410,378
164,000
5.75%, 03/24/2035(1)
155,397
258,000
5.88%, 01/30/2029(1)
261,982
90,000
7.50%, 02/10/2037(1)
95,503
 
923,260
Uruguay - 0.0%
170,000
Uruguay Government International Bonds
4.38%, 01/23/2031
169,065
Total Foreign Government Obligations
(cost $5,196,291)
$5,207,951
MUNICIPAL BONDS - 0.2%
Build America Bonds - 0.1%
155,000
State of California, CA, GO 7.30%, 10/01/2039
$177,928
Development - 0.1%
295,000
New York Transportation Dev Corp., NY, Rev
4.25%, 09/01/2035
288,426
General - 0.0%
67,258
Commonwealth of Massachusetts, MA, Rev
4.11%, 07/15/2031
66,817
65,000
Dist of Columbia, DC, Rev 3.43%, 04/01/2042
47,864
 
114,681
Higher Education - 0.0%
50,000
Dist of Columbia, DC, Rev 5.75%, 04/01/2035
51,726
Transportation - 0.0%
15,000
Metropolitan Transportation Auth, NY, Rev
4.75%, 11/15/2045
14,253
Total Municipal Bonds
(cost $728,773)
$647,014
U.S. GOVERNMENT AGENCIES - 31.4%
Mortgage-Backed Agencies - 31.4%
Federal Home Loan Mortgage Corp. - 4.8%
225,447
0.87%, 11/25/2030(3)(4)
$8,419
95,137
1.11%, 01/25/2030(3)(4)
3,875
1,399,030
1.11%, 06/25/2030(3)(4)
62,962
3,311
1.13%, 12/15/2027
3,215
4,141
1.25%, 12/15/2027
4,019
1,522,899
1.37%, 06/25/2030(3)(4)
82,224
1,084,270
1.43%, 05/25/2030(3)(4)
60,923
398,640
1.50%, 12/25/2050
316,381
1,212,882
1.57%, 05/25/2030(3)(4)
74,166
163,422
1.64%, 04/25/2030(3)(4)
10,081
363,788
2.00%, 07/25/2050
317,306
197,024
2.00%, 10/01/2051
155,505
2,042,172
2.00%, 12/01/2051
1,604,896
3,116,685
2.00%, 01/01/2052
2,449,358
The accompanying notes are an integral part of these financial statements.
 
15
Hartford Core Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
U.S. GOVERNMENT AGENCIES - 31.4% - (continued)
Mortgage-Backed Agencies - 31.4% - (continued)
Federal Home Loan Mortgage Corp. - 4.8% - (continued)
$  16,024
2.50%, 12/15/2042
$14,647
904,732
2.50%, 09/01/2051
741,801
1,460,859
4.50%, 08/01/2052
1,388,209
1,715,969
5.00%, 11/01/2052
1,680,627
4,047,804
5.50%, 05/01/2054
4,029,985
89,983
6.20%, 11/25/2043, 30 day USD SOFR
Average + 1.85%(1)(2)
91,037
640,000
7.25%, 04/25/2042, 30 day USD SOFR
Average + 2.90%(1)(2)
659,328
270,000
7.70%, 05/25/2042, 30 day USD SOFR
Average + 3.35%(1)(2)
280,800
400,000
7.75%, 10/25/2041, 30 day USD SOFR
Average + 3.40%(1)(2)
410,546
380,000
7.90%, 08/25/2042, 30 day USD SOFR
Average + 3.55%(1)(2)
398,273
165,000
8.35%, 07/25/2042, 30 day USD SOFR
Average + 4.00%(1)(2)
174,075
700,000
8.85%, 06/25/2042, 30 day USD SOFR
Average + 4.50%(1)(2)
743,553
540,000
9.35%, 03/25/2052, 30 day USD SOFR
Average + 5.00%(1)(2)
582,922
 
16,349,133
Federal National Mortgage Association - 6.2%
17,351
1.25%, 02/25/2028
16,812
3,539
1.50%, 09/25/2027
3,445
127,100
2.00%, 10/01/2051
100,042
456,062
2.00%, 11/01/2051
356,975
5,145,405
2.00%, 04/01/2052
4,030,529
874,000
2.50%, 02/01/2052
716,582
1,149,961
2.50%, 05/01/2052
943,278
898,468
2.50%, 06/01/2052
739,162
852,369
2.50%, 07/01/2052
700,331
726,623
2.50%, 08/01/2052
595,744
282,000
3.00%, 12/25/2045
251,359
307,998
3.00%, 10/25/2046
273,707
313,000
3.00%, 03/25/2047
268,303
167,140
3.00%, 03/01/2050
144,449
1,695,241
3.00%, 11/01/2051
1,459,253
437,977
3.50%, 08/01/2043
403,429
735,000
4.50%, 12/25/2041
704,254
2,705,651
4.50%, 12/01/2052
2,571,286
2,119,970
5.50%, 06/01/2053
2,113,096
4,433,331
5.50%, 04/01/2054
4,413,814
 
20,805,850
Government National Mortgage Association - 6.2%
2,000,313
2.00%, 12/20/2050
1,615,208
2,250,000
2.00%, 08/20/2054(9)
1,815,942
1,818,064
2.50%, 03/20/2051
1,530,251
1,114,233
2.50%, 07/20/2051
937,530
2,707,809
2.50%, 09/20/2051
2,278,372
1,703,931
3.00%, 04/20/2051
1,490,751
368,771
3.00%, 05/20/2051
322,503
1,857,949
3.00%, 10/20/2051
1,625,394
2,796,626
3.50%, 08/20/2052
2,520,127
1,650,000
4.00%, 08/20/2054(9)
1,519,280
1,100,000
5.00%, 08/20/2054(9)
1,073,430
4,213,167
5.00%, 09/20/2054
4,114,199
 
20,842,987
Uniform Mortgage-Backed Security - 14.2%
1,200,000
1.50%, 08/01/2039(9)
1,059,538
300,000
1.50%, 08/01/2054(9)
222,532
1,300,000
2.50%, 08/01/2039(9)
1,206,810
4,263,000
2.50%, 08/01/2054(9)
3,492,360
750,000
3.00%, 08/01/2039(9)
710,157
Shares or Principal Amount
Market Value†
U.S. GOVERNMENT AGENCIES - 31.4% - (continued)
Mortgage-Backed Agencies - 31.4% - (continued)
Uniform Mortgage-Backed Security - 14.2% - (continued)
$  2,850,000
3.50%, 08/01/2054(9)
$2,545,700
3,450,000
4.00%, 08/01/2054(9)
3,181,608
34,850,000
6.00%, 08/01/2054(9)
35,331,691
 
47,750,396
Total U.S. Government Agencies
(cost $107,918,959)
$105,748,366
U.S. GOVERNMENT SECURITIES - 40.1%
U.S. Treasury Securities - 40.1%
U.S. Treasury Bonds - 9.4%
1,570,000
1.25%, 05/15/2050
$744,217
1,010,000
1.38%, 08/15/2050
490,955
2,455,000
1.63%, 11/15/2050
1,274,778
630,000
2.00%, 02/15/2050
365,129
1,248,000
2.38%, 11/15/2049
792,334
1,105,000
2.50%, 02/15/2045
768,622
1,935,000
2.88%, 05/15/2052
1,341,801
7,170,000
3.00%, 02/15/2047
5,321,484
1,525,000
3.00%, 02/15/2048
1,119,684
6,105,000
3.00%, 08/15/2052
4,340,035
1,080,000
3.13%, 05/15/2048
809,494
1,780,000
3.38%, 08/15/2042
1,478,026
385,000
3.38%, 11/15/2048
300,826
1,825,000
3.63%, 08/15/2043
1,552,533
1,840,000
3.63%, 02/15/2044
1,557,028
1,464,000
3.75%, 11/15/2043
1,264,244
600,000
4.13%, 08/15/2044
543,281
1,305,000
4.50%, 02/15/2044
1,246,581
2,645,000
4.50%, 11/15/2054
2,481,341
3,955,000
5.00%, 05/15/2045
4,013,089
 
31,805,482
U.S. Treasury Inflation-Indexed Bonds - 1.5%
775,180
0.25%, 02/15/2050(10)
441,946
41,944
0.63%, 02/15/2043(10)
30,922
2,994,489
0.75%, 02/15/2042(10)
2,308,744
941,884
0.75%, 02/15/2045(10)
680,905
420,552
1.00%, 02/15/2046(10)
315,080
1,565,437
1.38%, 02/15/2044(10)
1,304,055
 
5,081,652
U.S. Treasury Inflation-Indexed Notes - 0.5%
1,641,781
1.75%, 01/15/2034(10)
1,623,294
U.S. Treasury Notes - 28.7%
9,493,000
0.38%, 09/30/2027
8,801,791
3,850,000
0.63%, 05/15/2030
3,296,111
3,335,000
1.88%, 02/28/2029
3,111,320
4,565,000
2.75%, 08/15/2032
4,178,223
10,735,000
2.88%, 05/15/2028(11)(12)
10,449,013
1,835,000
2.88%, 05/15/2032
1,699,310
8,608,000
3.50%, 09/30/2026
8,545,458
12,500,000
3.75%, 05/15/2028
12,455,078
1,600,000
3.75%, 05/31/2030
1,585,500
4,235,000
3.75%, 12/31/2030
4,182,890
3,555,000
4.00%, 05/31/2030
3,563,610
950,000
4.13%, 11/30/2029
957,199
2,740,000
4.25%, 01/31/2030
2,774,464
9,715,000
4.25%, 11/15/2034
9,654,281
2,025,000
4.25%, 05/15/2035
2,007,281
5,000,000
4.38%, 01/31/2032
5,075,391
5,136,000
4.38%, 05/15/2034
5,167,097
The accompanying notes are an integral part of these financial statements.
 
16
Hartford Core Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
U.S. GOVERNMENT SECURITIES - 40.1% - (continued)
U.S. Treasury Securities - 40.1% - (continued)
U.S. Treasury Notes - 28.7% - (continued)
$  8,485,000
4.50%, 03/31/2026
$8,496,369
645,000
4.50%, 11/15/2033
656,439
 
96,656,825
Total U.S. Government Securities
(cost $145,706,359)
$135,167,253
Total Long-Term Investments
(cost $399,035,696)
$383,995,253
SHORT-TERM INVESTMENTS - 0.4%
Repurchase Agreements - 0.2%
714,105
Fixed Income Clearing Corp. Repurchase
Agreement dated 07/31/2025 at 4.36%,
due on 08/01/2025 with a maturity value of
$714,191; collateralized by U.S. Treasury
Inflation-Indexed Note at 1.63%, maturing
10/15/2027, with a market value of
$728,557
$714,105
Securities Lending Collateral - 0.2%
557,825
State Street Navigator Securities Lending
Government Money Market Portfolio,
4.26%(13)
557,825
Total Short-Term Investments
(cost $1,271,930)
$1,271,930
Total Investments
(cost $400,307,626)
114.4
%
$385,267,183
Other Assets and Liabilities
(14.4
)%
(48,549,870
)
Net Assets
100.0
%
$336,717,313
Note:
Percentage of investments as shown is the ratio of the total market value to net assets.
The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.  
(1)
Security was purchased pursuant to Rule 144A under the Securities Act of 1933
and may be sold in transactions that are exempt from registration (typically only to
qualified institutional buyers) or in a public offering registered under the Securities
Act of 1933. At July 31, 2025, the aggregate value of these securities was
$73,071,902, representing 21.7% of net assets.
(2)
Variable rate securities; the rate reported is the coupon rate in effect at July 31,
2025. Base lending rates may be subject to a floor or cap.
(3)
Securities disclosed are interest-only strips.
(4)
Variable or floating rate security, which interest rate adjusts periodically based on
changes in current interest rates and prepayments on the underlying pool of
assets. Rate shown is the rate in effect as of period end.
(5)
Security is a “step-up” bond where coupon increases or steps up at a
predetermined date. Rate shown is current coupon rate.
(6)
Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at
July 31, 2025. Rate will reset at a future date. Base lending rates may be subject
to a floor or cap.
(7)
Represents entire or partial securities on loan. See Note 8 in the accompanying
Notes to Financial Statements for securities lending information.
(8)
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 July 31, 2025, the aggregate value
of these securities was $964,068, representing 0.3% of net assets.
(9)
Represents or includes a TBA transaction.
(10)
The principal amount for these securities are adjusted for inflation and the interest
payments equal a fixed percentage of the inflation-adjusted principal amount.
(11)
All, or a portion of the security, was pledged as collateral in connection with
centrally cleared swap contracts. As of July 31, 2025, the market value of
securities pledged was $700,819.
(12)
All, or a portion of the security, was pledged as collateral in connection with
futures contracts. As of July 31, 2025, the market value of securities pledged was
$262,807.
(13)
Current yield as of period end.
 
Futures Contracts Outstanding at July 31, 2025
Description
Number of
Contracts
Expiration
Date
Current
Notional
Amount
Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
U.S. Treasury 2-Year Note Future
10
09/30/2025
$2,069,844
$(10,414
)
U.S. Treasury 5-Year Note Future
108
09/30/2025
11,682,562
29,314
U.S. Treasury Long Bond Future
4
09/19/2025
456,750
10,931
U.S. Treasury Ultra Bond Future
52
09/19/2025
6,100,250
89,037
Total
 
 
$118,868
Short position contracts:
U.S. Treasury 10-Year Note Future
(114)
09/19/2025
$(12,661,125
)
$(32,693
)
U.S. Treasury 10-Year Ultra Future
(66)
09/19/2025
(7,463,156
)
(56,844
)
Total
 
 
$(89,537
)
Total futures contracts
$29,331
 
The accompanying notes are an integral part of these financial statements.
 
17
Hartford Core Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2025
Payments made
by Fund
Payments received
by Fund
Notional
Amount
Expiration
Date
Periodic
Payment
Frequency
Upfront
Premiums
Paid
Upfront
Premiums
Received
Value†
Unrealized
Appreciation/
(Depreciation)
4.16% Fixed
12 Mo. USD SOFR
USD
4,060,000
03/19/2045
Annual
$—
$(7,636
)
$(33,410
)
$(25,774
)
2.97% Fixed
12 Mo. USD SOFR
USD
1,330,000
03/15/2053
Annual
2,877
—
248,979
246,102
2.88% Fixed
12 Mo. USD SOFR
USD
380,000
03/15/2053
Annual
4,107
—
77,532
73,425
3.25% Fixed
12 Mo. USD SOFR
USD
495,000
06/21/2053
Annual
—
(5,011
)
67,734
72,745
3.59% Fixed
12 Mo. USD SOFR
USD
570,000
09/20/2053
Annual
2,297
—
49,227
46,930
Total centrally cleared interest rate swaps contracts
$9,281
$(12,647
)
$410,062
$413,428
† See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of July 31, 2025 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Asset & Commercial Mortgage-Backed Securities 
$59,779,001
$—
$59,779,001
$—
Corporate Bonds 
77,445,668
—
77,445,668
—
Foreign Government Obligations 
5,207,951
—
5,207,951
—
Municipal Bonds 
647,014
—
647,014
—
U.S. Government Agencies 
105,748,366
—
105,748,366
—
U.S. Government Securities 
135,167,253
—
135,167,253
—
Short-Term Investments 
1,271,930
557,825
714,105
—
Futures Contracts(2) 
129,282
129,282
—
—
Swaps - Interest Rate(2) 
439,202
—
439,202
—
Total
$385,835,667
$687,107
$385,148,560
$—
Liabilities
Futures Contracts(2) 
$(99,951
)
$(99,951
)
$—
$—
Swaps - Interest Rate(2) 
(25,774
)
—
(25,774
)
—
Total
$(125,725
)
$(99,951
)
$(25,774
)
$—
 
(1)
For the year ended July 31, 2025, there were no transfers in and out of Level 3.
(2)
Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.
The accompanying notes are an integral part of these financial statements.
 
18
Hartford Large Cap Growth ETF
Schedule of Investments
July 31, 2025  
 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 98.8%
Automobiles & Components - 0.5%
2,497
Tesla, Inc.*
$769,750
Capital Goods - 2.2%
3,295
GE Vernova, Inc.
2,175,656
8,779
RTX Corp.
1,383,307
 
3,558,963
Consumer Discretionary Distribution & Retail - 8.9%
48,310
Amazon.com, Inc.*
11,309,854
23,304
Chewy, Inc. Class A*
855,257
4,573
Dick's Sporting Goods, Inc.
967,235
2,868
Home Depot, Inc.
1,054,019
 
14,186,365
Consumer Durables & Apparel - 0.7%
22,926
On Holding AG Class A*
1,113,516
Consumer Services - 2.1%
48,807
DraftKings, Inc. Class A*
2,198,267
4,637
Marriott International, Inc. Class A
1,223,380
 
3,421,647
Energy - 0.8%
7,324
Targa Resources Corp.
1,218,787
Equity Real Estate Investment Trusts (REITs) - 1.0%
5,343
American Tower Corp. REIT
1,113,428
2,916
AvalonBay Communities, Inc. REIT
543,192
 
1,656,620
Financial Services - 5.4%
1,494
Evercore, Inc. Class A
449,903
36,353
Interactive Brokers Group, Inc. Class A
2,383,303
23,960
KKR & Co., Inc.
3,512,057
16,623
Tradeweb Markets, Inc. Class A
2,303,116
 
8,648,379
Health Care Equipment & Services - 1.8%
22,024
Boston Scientific Corp.*
2,310,758
1,199
Intuitive Surgical, Inc.*
576,827
 
2,887,585
Household & Personal Products - 0.4%
11,843
BellRing Brands, Inc.*
646,391
Media & Entertainment - 17.6%
44,659
Alphabet, Inc. Class A
8,570,062
24,091
Liberty Media Corp.-Liberty Formula One Class C*
2,417,532
12,115
Live Nation Entertainment, Inc.*
1,789,385
9,641
Meta Platforms, Inc. Class A
7,456,735
4,616
Netflix, Inc.*
5,351,790
4,064
Spotify Technology SA*
2,546,259
 
28,131,763
Pharmaceuticals, Biotechnology & Life Sciences - 6.5%
7,366
Eli Lilly & Co.
5,451,356
30,132
Exact Sciences Corp.*
1,414,697
8,334
Gilead Sciences, Inc.
935,825
10,374
Natera, Inc.*
1,386,589
2,748
Vertex Pharmaceuticals, Inc.*
1,255,479
 
10,443,946
Real Estate Management & Development - 0.8%
15,624
Zillow Group, Inc. Class C*
1,242,889
Semiconductors & Semiconductor Equipment - 22.9%
7,559
ARM Holdings PLC ADR*(1)
1,068,654
36,768
Broadcom, Inc.
10,798,761
139,385
NVIDIA Corp.
24,792,410
 
36,659,825
Software & Services - 15.8%
2,229
AppLovin Corp. Class A*
870,870
Shares or Principal Amount
Market Value†
COMMON STOCKS - 98.8% - (continued)
Software & Services - 15.8% - (continued)
10,882
Docusign, Inc.*
$823,114
400
Figma, Inc. Class A*
46,200
6,356
GoDaddy, Inc. Class A*
1,027,003
27,545
Microsoft Corp.
14,695,258
15,665
Oracle Corp.
3,975,307
2,993
ServiceNow, Inc.*
2,822,758
9,321
Shopify, Inc. Class A*
1,139,119
 
25,399,629
Technology Hardware & Equipment - 8.9%
36,976
Apple, Inc.
7,675,108
37,966
Arista Networks, Inc.*
4,678,171
39,591
Flex Ltd.*
1,974,403
 
14,327,682
Telecommunication Services - 1.0%
6,792
T-Mobile U.S., Inc.
1,619,281
Transportation - 0.6%
10,513
Uber Technologies, Inc.*
922,516
Utilities - 0.9%
25,092
Dominion Energy, Inc.
1,466,627
Total Common Stocks
(cost $111,589,056)
$158,322,161
SHORT-TERM INVESTMENTS - 0.3%
Repurchase Agreements - 0.3%
$  388,962
Fixed Income Clearing Corp. Repurchase
Agreement dated 07/31/2025 at 4.36%, due
on 08/01/2025 with a maturity value of
$389,009; collateralized by U.S. Treasury Note
at 3.88%, maturing 10/15/2027, with a market
value of $396,759
$388,962
Securities Lending Collateral - 0.0%
4,328
State Street Navigator Securities Lending
Government Money Market Portfolio, 4.26%(2)
4,328
Total Short-Term Investments
(cost $393,290)
$393,290
Total Investments
(cost $111,982,346)
99.1
%
$158,715,451
Other Assets and Liabilities
0.9
%
1,489,147
Net Assets
100.0
%
$160,204,598
Note:
Percentage of investments as shown is the ratio of the total market value to 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. See Note 8 in the accompanying
Notes to Financial Statements for securities lending information.
(2)
Current yield as of period end.
†
See Significant Accounting Policies of accompanying Notes to Financial
Statements regarding valuation of investments.
The accompanying notes are an integral part of these financial statements.
 
19
Hartford Large Cap Growth ETF
Schedule of Investments – (continued)
July 31, 2025  
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of July 31, 2025 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Common Stocks 
$158,322,161
$158,322,161
$—
$—
Short-Term Investments 
393,290
4,328
388,962
—
Total
$158,715,451
$158,326,489
$388,962
$—
 
(1)
For the year ended July 31, 2025, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.
 
20
Hartford Municipal Opportunities ETF
Schedule of Investments
July 31, 2025  
 
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 96.4%
Alabama - 3.7%
$  2,000,000
Alabama Housing Finance Auth, AL, Rev,
(FHLMC), (FNMA), (GNMA) 6.00%,
04/01/2055
$2,193,904
Black Belt Energy Gas Dist, AL, Rev
1,200,000
5.00%, 10/01/2055(1)
1,263,253
2,000,000
5.25%, 12/01/2027
2,082,285
1,825,000
5.25%, 02/01/2053(1)
1,914,521
330,000
5.25%, 12/01/2053(1)
354,375
2,335,000
Energy Southeast A Cooperative Dist, AL, Rev
5.50%, 11/01/2053(1)
2,512,534
100,000
Jefferson County Board of Education, AL,
Special Tax 5.00%, 02/01/2042
100,783
2,000,000
Lower Alabama Gas Dist, AL, Rev 5.00%,
09/01/2028
2,087,866
2,600,000
Southeast Alabama Gas Supply Dist, AL, Rev
5.00%, 08/01/2054(1)
2,746,845
Southeast Energy Auth A Cooperative Dist, AL,
Rev
4,000,000
5.00%, 05/01/2055(1)
4,253,481
1,855,000
5.25%, 03/01/2055(1)
1,924,845
415,000
5.50%, 01/01/2053(1)
441,467
 
21,876,159
Alaska - 0.5%
1,225,000
Northern Tobacco Securitization Corp., AK, Rev
4.00%, 06/01/2039
1,131,377
State of Alaska International Airports System,
AK, Rev
530,000
5.00%, 10/01/2032
590,812
1,215,000
5.00%, 10/01/2034
1,344,055
 
3,066,244
Arizona - 0.4%
Arizona Industrial Dev Auth, AZ, Rev,
665,000
(FHLMC), (FNMA), (GNMA) 4.05%,
10/01/2031
682,082
270,000
(FHLMC), (FNMA), (GNMA) 4.15%,
10/01/2032
276,631
280,000
(FHLMC), (FNMA), (GNMA) 4.25%,
10/01/2033
286,204
500,000
City of Phoenix Civic Improvement Corp., AZ,
Rev 5.00%, 07/01/2037
509,820
Maricopa County Industrial Dev Auth, AZ, Rev
230,000
4.00%, 10/15/2047(2)
179,904
195,000
5.00%, 09/01/2031
205,087
 
2,139,728
California - 6.3%
795,000
Bay Area Toll Auth, CA, Rev 2.59%, 04/01/2056,
SIFMA Municipal Swap Index + 0.30%(3)
777,434
California Community Choice Financing Auth,
CA, Rev
755,000
5.00%, 12/01/2053(1)
786,760
2,000,000
5.00%, 05/01/2054(1)
2,113,947
2,115,000
5.00%, 01/01/2056(1)
2,292,709
3,375,000
5.50%, 05/01/2054(1)
3,563,872
205,000
California Enterprise Dev Auth, CA, Rev 5.00%,
08/01/2045
203,285
California Municipal Finance Auth, CA, Rev,
180,000
(BAM) 4.00%, 05/15/2034
183,213
600,000
(BAM) 4.00%, 05/15/2037
598,372
2,250,000
5.00%, 06/30/2027
2,313,150
835,000
California State University, CA, Rev 0.55%,
11/01/2049(1)
805,365
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 96.4% - (continued)
California - 6.3% - (continued)
$  185,000
Cathedral City Redev Agency Successor
Agency, CA, Tax Allocation, (BAM) 4.00%,
08/01/2032
$193,932
City of Fontana, CA, Special Tax
500,000
4.00%, 09/01/2041
456,577
450,000
4.00%, 09/01/2046
390,476
525,000
4.00%, 09/01/2051
436,493
2,625,000
City of Los Angeles Department of Airports,
CA, Rev 5.25%, 05/15/2040
2,785,184
2,235,000
Foothill-Eastern Transportation Corridor Agency,
CA, Rev 5.80%, 01/15/2026(4)
2,265,912
150,000
Fresno Unified School Dist, CA, GO 0.00%,
08/01/2032(5)
115,353
5,670,000
Golden State Tobacco Securitization Corp., CA,
Rev 0.00%, 06/01/2066(5)
542,560
1,000,000
Los Angeles Department of Water & Power, CA,
Rev, (BAM) 5.25%, 07/01/2045
1,033,958
605,000
Los Angeles Unified School Dist, CA, GO
5.00%, 07/01/2033
696,346
595,000
Regents of the University of California Medical
Center Pooled, CA, Rev 5.00%, 05/15/2036
644,899
100,000
Romoland School Dist, CA, Special Tax 5.00%,
09/01/2043
100,354
885,000
San Bernardino Community College Dist, CA,
GO 0.00%, 08/01/2046(5)(6)
293,838
San Diego County Regional Airport Auth, CA,
Rev
2,250,000
5.00%, 07/01/2034
2,442,079
1,300,000
5.00%, 07/01/2035
1,403,601
1,300,000
5.00%, 07/01/2036
1,388,259
475,000
5.25%, 07/01/2036
513,690
San Francisco City & County Airport,
Comm-San Francisco International Airport,
CA, Rev
345,000
4.00%, 05/01/2039
324,945
3,675,000
5.00%, 05/01/2034
4,004,228
265,000
5.00%, 05/01/2050
258,974
San Joaquin Hills Transportation Corridor
Agency, CA, Rev,
80,000
(NPFG) 0.00%, 01/15/2026(5)
78,865
235,000
(NPFG) 0.00%, 01/15/2032(5)
185,245
70,000
(NPFG) 0.00%, 01/15/2035(5)
47,587
1,250,000
4.00%, 01/15/2034
1,275,808
1,500,000
State of California, CA, GO 1.00%,
05/01/2040(1)
1,500,000
 
37,017,270
Colorado - 3.8%
Baseline Metropolitan Dist No. 1, CO, GO,
375,000
(AG) 5.00%, 12/01/2030
409,197
635,000
(AG) 5.00%, 12/01/2032
691,399
1,970,000
City & County of Denver Airport System, CO,
Rev 5.50%, 11/15/2032
2,216,902
City of Colorado Springs Utilities System, CO,
Rev
160,000
5.00%, 11/15/2044
165,410
400,000
5.00%, 11/15/2049
405,841
1,000,000
Colorado Bridge & Tunnel Enterprise, CO, Rev,
(AG) 5.50%, 12/01/2054
1,038,966
Colorado Health Facs Auth, CO, Rev
105,000
4.00%, 12/01/2040
94,526
1,580,000
5.00%, 12/01/2034
1,704,523
1,000,000
5.00%, 12/01/2035
1,067,612
500,000
5.00%, 05/15/2036
535,090
The accompanying notes are an integral part of these financial statements.
 
21
Hartford Municipal Opportunities ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 96.4% - (continued)
Colorado - 3.8% - (continued)
$  345,000
5.00%, 05/15/2037
$366,084
Denver City & County School Dist No. 1, CO,
GO,
2,000,000
(ST AID WITHHLDG) 5.00%, 12/01/2025
2,016,089
1,500,000
(ST AID WITHHLDG) 5.00%, 12/01/2026
1,549,787
160,000
Denver Convention Center Hotel Auth, CO, Rev
5.00%, 12/01/2031
162,097
1,000,000
E-470 Public Highway Auth, CO, Rev 3.67%,
09/01/2039, 1 mo. USD SOFR + 0.75%(3)
998,893
1,030,000
Park Creek Metropolitan Dist, CO, Rev 5.00%,
12/01/2029
1,093,215
300,000
Public Auth for Colorado Energy, CO, Rev
6.50%, 11/15/2038
349,401
2,100,000
Regional Transportation Dist, CO, COP 5.00%,
06/01/2033
2,357,641
Regional Transportation Dist, CO, Rev
500,000
4.00%, 07/15/2039
462,101
400,000
5.00%, 07/15/2029
423,083
500,000
5.00%, 01/15/2030
530,998
100,000
5.00%, 07/15/2032
105,683
2,275,000
Southern Ute Indian Tribe of the Southern Ute
Reservation, CO, GO 5.00%, 04/01/2035(2)
2,399,561
715,000
University of Colorado Hospital Auth, CO, Rev
5.00%, 11/15/2029
783,383
195,000
University of Colorado, CO, Rev 2.00%,
06/01/2051(1)
194,450
 
22,121,932
Connecticut - 3.7%
100,000
City of Bridgeport, CT, GO, (BAM) 5.00%,
07/15/2034
104,221
245,000
Connecticut Housing Finance Auth, CT, Rev,
(FHLMC), (FNMA), (GNMA) 4.25%,
05/15/2042
247,126
Connecticut State Health & Educational Facs
Auth, CT, Rev
10,000,000
2.00%, 07/01/2042(1)
10,000,000
1,000,000
2.95%, 07/01/2049(1)
1,000,601
3,000,000
Stamford Housing Auth, CT, Rev 4.25%,
10/01/2030
3,026,624
State of Connecticut, CT, GO
845,000
3.00%, 06/01/2038
715,859
6,225,000
5.00%, 10/15/2031
6,375,389
 
21,469,820
District of Columbia - 0.2%
Dist of Columbia, DC, Rev
250,000
5.00%, 07/01/2037
249,395
455,000
5.00%, 07/01/2042
425,682
500,000
Metropolitan Washington Airports Auth, Aviation,
DC, Rev 5.00%, 10/01/2035
528,555
 
1,203,632
Florida - 1.7%
725,000
Alachua County Health Facs Auth, FL, Rev
3.75%, 10/01/2030(6)
725,399
500,000
Alachua County School Board, FL, COP, (AG)
5.00%, 07/01/2028
533,053
185,000
Capital Projects Finance Auth, FL, Rev 5.00%,
10/01/2027
191,256
500,000
Capital Trust Auth, FL, Rev 5.00%,
07/01/2045(2)
466,953
125,000
City of Atlantic Beach, FL, Rev 5.00%,
11/15/2043
119,098
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 96.4% - (continued)
Florida - 1.7% - (continued)
$  270,000
County of Broward Airport System, FL, Rev
4.00%, 10/01/2044
$234,297
County of Miami-Dade Seaport Department, FL,
Rev
1,085,000
5.00%, 10/01/2035
1,141,186
200,000
5.00%, 10/01/2036
208,497
445,000
Escambia County Health Facs Auth, FL, Rev
4.00%, 08/15/2045
371,760
1,650,000
Greater Orlando Aviation Auth, FL, Rev 5.00%,
10/01/2036
1,757,023
160,000
Lee County Industrial Dev Auth, FL, Rev 4.13%,
11/15/2029
161,079
500,000
Middleton Community Dev Dist A, FL, Special
Assessment 4.75%, 05/01/2055
450,023
250,000
Orange County Health Facs Auth, FL, Rev
5.00%, 10/01/2041
258,691
950,000
Orlando Utilities Commission, FL, Rev 1.25%,
10/01/2046(1)
850,076
Polk County Industrial Dev Auth, FL, Rev
395,000
5.00%, 01/01/2029
405,100
190,000
5.00%, 01/01/2055
162,781
445,000
St. Johns County Industrial Dev Auth, FL, Rev
4.00%, 12/15/2046
328,556
155,000
Village Community Dev Dist No. 13, FL, Special
Assessment 2.55%, 05/01/2031
143,373
1,180,000
Village Community Dev Dist No. 14, FL, Special
Assessment 5.13%, 05/01/2037
1,207,086
500,000
Village Community Dev Dist No. 15, FL, Special
Assessment 4.80%, 05/01/2055(2)
445,607
 
10,160,894
Georgia - 3.0%
1,350,000
Bartow County Dev Auth, GA, Rev 3.95%,
12/01/2032(1)
1,378,232
200,000
City of Atlanta Department of Aviation, GA, Rev
5.00%, 07/01/2033
225,513
1,370,000
Cobb-Marietta Coliseum & Exhibit Hall Auth,
GA, Rev 5.00%, 10/01/2038
1,478,395
285,000
Dev Auth of Monroe County, GA, Rev 3.88%,
10/01/2048(1)
286,099
215,000
Georgia Housing & Finance Auth, GA, Rev
5.00%, 12/01/2042
218,414
Main Street Natural Gas, Inc., GA, Rev
2,950,000
4.00%, 05/01/2052(1)
2,966,483
1,760,000
5.00%, 07/01/2053(1)
1,857,581
475,000
5.00%, 09/01/2053(1)
502,034
1,225,000
5.00%, 12/01/2053(1)
1,294,026
275,000
5.00%, 04/01/2054(1)
291,631
2,380,000
5.00%, 05/01/2054(1)
2,523,127
1,810,000
5.00%, 12/01/2054(1)
1,917,568
1,000,000
5.00%, 06/01/2055(1)
1,063,810
Municipal Electric Auth of Georgia, GA, Rev,
1,000,000
(AG) 5.00%, 07/01/2048
998,955
520,000
5.00%, 07/01/2052
507,315
 
17,509,183
Guam - 0.5%
Government Of Guam Business Privilege Tax
Refunding Bonds, GU, Rev
820,000
5.00%, 01/01/2031(6)
883,073
500,000
5.25%, 01/01/2037(6)
532,070
500,000
5.25%, 01/01/2038(6)
527,709
785,000
Guam Government Waterworks Auth, GU, Rev
5.25%, 07/01/2050(6)
783,718
 
2,726,570
The accompanying notes are an integral part of these financial statements.
 
22
Hartford Municipal Opportunities ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 96.4% - (continued)
Hawaii - 0.2%
State of Hawaii Airports System, HI, Rev
$  100,000
5.00%, 07/01/2031
$103,879
780,000
5.00%, 07/01/2040
798,814
300,000
5.00%, 07/01/2041
304,213
 
1,206,906
Idaho - 0.2%
1,000,000
Idaho Housing & Finance Association, ID, Rev,
(FHLMC), (FNMA), (GNMA) 5.75%,
01/01/2053
1,086,511
Illinois - 9.2%
Chicago Board of Education Dedicated Capital
Improvement Tax, IL, Rev
250,000
5.00%, 04/01/2033
256,709
380,000
5.25%, 04/01/2035
409,291
250,000
5.25%, 04/01/2036
266,855
Chicago Board of Education, IL, GO,
110,000
(NPFG) 0.00%, 12/01/2026(5)
104,887
500,000
5.00%, 12/01/2028
519,236
1,100,000
5.00%, 12/01/2032
1,130,676
400,000
5.00%, 12/01/2046
356,206
2,500,000
5.25%, 12/01/2036
2,557,397
370,000
Chicago Midway International Airport, IL, Rev,
(BAM) 5.50%, 01/01/2038
399,465
Chicago O'Hare International Airport, IL, Rev
650,000
4.50%, 01/01/2048
582,436
200,000
(BAM) 5.00%, 01/01/2037
212,642
1,785,000
(BAM) 5.00%, 01/01/2038
1,875,495
1,700,000
5.50%, 07/01/2040
1,776,228
1,000,000
Chicago Park Dist, IL, GO 5.00%, 01/01/2038
1,056,419
1,000,000
Chicago Transit Auth Sales Tax Receipts Fund,
IL, Rev 5.00%, 12/01/2049
970,841
City of Chicago Wastewater Transmission, IL,
Rev,
695,000
(BAM) 5.00%, 01/01/2041
722,216
90,000
(NPFG) 5.50%, 01/01/2030
94,378
530,000
City of Chicago Waterworks, IL, Rev, (AG)
5.00%, 11/01/2037
556,043
500,000
City of Chicago, IL, GO, (NPFG) 0.00%,
01/01/2026(5)
493,616
1,385,000
City of Granite City, IL, Rev 1.25%,
05/01/2027(1)
1,325,703
900,000
Cook County Community College Dist No. 508,
IL, GO, (BAM) 5.00%, 12/01/2038
929,482
Illinois Finance Auth, IL, Rev
640,000
4.00%, 07/15/2039
591,435
460,000
5.00%, 10/01/2027
482,806
585,000
5.00%, 10/01/2028
624,991
235,000
5.00%, 08/15/2033
251,543
150,000
5.00%, 11/15/2045
145,197
Illinois Housing Dev Auth, IL, Rev,
6,185,000
(FHLMC), (FNMA), (GNMA) 2.35%,
02/01/2038(1)
6,185,000
2,620,000
(FHLMC), (FNMA), (GNMA) 5.25%,
10/01/2052
2,749,487
815,000
(FHLMC), (FNMA), (GNMA) 5.50%,
10/01/2053
876,738
435,000
(FHLMC), (FNMA), (GNMA) 5.75%,
10/01/2053
465,860
2,470,000
(FHLMC), (FNMA), (GNMA) 6.00%,
10/01/2054
2,675,755
805,000
(FHLMC), (FNMA), (GNMA) 6.00%,
10/01/2055
887,823
320,000
Illinois State Toll Highway Auth, IL, Rev 4.00%,
01/01/2040
306,889
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 96.4% - (continued)
Illinois - 9.2% - (continued)
$  360,000
Kane County School Dist No. 131 Aurora East
Side, IL, GO, (AG) 5.00%, 12/01/2025
$362,542
100,000
Kane McHenry Cook & De Kalb Counties Unit
School Dist No. 300, IL, GO 5.00%,
01/01/2032
103,082
150,000
Kendall Kane & Will Counties Community Unit
School Dist No. 308, IL, GO, (AG) 0.00%,
02/01/2027(5)
143,014
Metropolitan Pier & Exposition Auth, IL, Rev,
205,000
(NPFG) 0.00%, 12/15/2025(5)
202,721
595,000
4.00%, 12/15/2042
520,543
1,055,000
Metropolitan Water Reclamation Dist of Greater
Chicago, IL, GO 5.00%, 12/01/2025
1,063,228
Rock Island County School Dist No. 41 Rock
Island, IL, GO,
1,000,000
(AG) 5.00%, 01/01/2041
1,035,614
1,000,000
(AG) 5.00%, 01/01/2042
1,024,521
Sales Tax Securitization Corp., IL, Rev
785,000
4.00%, 01/01/2038
741,726
1,785,000
5.00%, 01/01/2026
1,799,100
550,000
5.00%, 01/01/2030
595,156
1,500,000
5.00%, 01/01/2034
1,663,368
845,000
5.00%, 01/01/2037
879,913
St. Clair County Community Unit School Dist
No. 187 Cahokia, IL, GO,
240,000
(AG) 5.00%, 01/01/2029
256,914
250,000
(AG) 5.00%, 01/01/2030
271,604
250,000
(AG) 5.00%, 01/01/2031
274,328
320,000
(AG) 5.00%, 01/01/2032
353,474
State of Illinois Sales Tax, IL, Rev
115,000
5.00%, 06/15/2027
116,666
1,000,000
5.00%, 06/15/2035
1,087,910
State of Illinois, IL, GO
1,010,000
5.00%, 11/01/2025
1,015,619
1,645,000
5.00%, 05/01/2027
1,706,025
4,750,000
5.00%, 12/01/2042
4,798,007
550,000
5.50%, 03/01/2042
569,625
100,000
Village of Bolingbrook, IL, GO, (AG) 5.00%,
01/01/2028
105,193
 
53,529,638
Indiana - 2.1%
261,122
City of Evansville, IN, Rev, (FNMA) 3.00%,
06/01/2034
237,492
2,550,000
City of Whiting, IN, Rev 4.40%, 11/01/2045(1)
2,596,591
195,000
Crown Point Multi School Building Corp., IN,
Rev, (ST INTERCEPT) 5.00%, 01/15/2029
210,276
Danville Multi-School Building Corp., IN, Rev,
750,000
(ST INTERCEPT) 5.00%, 01/15/2034
833,512
440,000
(ST INTERCEPT) 5.00%, 07/15/2034
488,741
650,000
(ST INTERCEPT) 5.00%, 07/15/2035
713,726
3,000,000
Indiana Finance Auth, IN, Rev 5.00%,
10/01/2042
3,072,428
Indiana Municipal Power Agency, IN, Rev,
1,000,000
(AG) 5.00%, 01/01/2033
1,123,388
750,000
(AG) 5.00%, 01/01/2034
844,559
Indianapolis Local Public Improvement Bond
Bank, IN, Rev
230,000
5.00%, 01/01/2040
243,218
425,000
5.00%, 01/01/2041
443,815
500,000
5.00%, 01/01/2042
516,533
750,000
5.00%, 01/01/2043
769,030
 
12,093,309
The accompanying notes are an integral part of these financial statements.
 
23
Hartford Municipal Opportunities ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 96.4% - (continued)
Iowa - 0.9%
$  575,000
Iowa Finance Auth, IA, Rev 5.00%, 02/15/2027
$591,409
Iowa Student Loan Liquidity Corp., IA, Rev
350,000
5.00%, 12/01/2025
352,307
2,800,000
5.00%, 12/01/2030
2,946,037
1,415,000
5.00%, 12/01/2033
1,492,466
 
5,382,219
Kentucky - 1.2%
Kentucky Higher Education Student Loan Corp.,
KY, Rev
890,000
5.00%, 06/01/2028
912,446
1,020,000
5.00%, 06/01/2029
1,052,882
1,190,000
5.00%, 06/01/2030
1,233,837
1,190,000
5.00%, 06/01/2031
1,239,538
Kentucky Public Energy Auth, KY, Rev
1,250,000
5.25%, 04/01/2054(1)
1,340,020
1,250,000
5.25%, 06/01/2055(1)
1,319,577
 
7,098,300
Louisiana - 0.9%
325,000
East Baton Rouge Sewerage Commission, LA,
Rev 1.30%, 02/01/2041(1)
303,171
Louisiana Public Facs Auth, LA, Rev
1,445,000
5.00%, 05/15/2030
1,566,021
515,000
(AG) 5.00%, 08/01/2030
568,450
335,000
(AG) 5.00%, 08/01/2032
373,844
New Orleans Aviation Board, LA, Rev
150,000
5.00%, 01/01/2029
160,826
200,000
5.00%, 01/01/2030
217,283
Parish of St. John the Baptist, LA, Rev
305,000
2.38%, 06/01/2037(1)
302,964
1,160,000
3.30%, 06/01/2037(1)
1,166,162
470,000
State of Louisiana Gasoline & Fuels Tax, LA,
Rev 3.55%, 05/01/2043, 1 mo. USD SOFR +
0.50%(3)
468,893
 
5,127,614
Maine - 0.0%
275,000
Maine Health & Higher Educational Facs Auth,
ME, Rev, (AG), (ST INTERCEPT) 4.00%,
07/01/2035
275,501
Maryland - 0.1%
475,000
Maryland Health & Higher Educational Facs
Auth, MD, Rev 5.00%, 07/01/2049
475,312
Massachusetts - 3.0%
Massachusetts Dev Finance Agency, MA, Rev
405,000
2.89%, 07/01/2049, SIFMA Municipal Swap
Index + 0.60%(2)(3)
404,748
1,000,000
5.00%, 07/01/2027
1,031,328
575,000
5.00%, 01/01/2028
598,697
585,000
5.00%, 01/01/2029
617,586
1,085,000
5.00%, 07/01/2029
1,148,759
555,000
5.00%, 01/01/2030
591,048
680,000
5.00%, 07/01/2031
693,798
675,000
5.00%, 07/01/2034
681,529
1,000,000
5.00%, 06/01/2038
1,062,360
750,000
5.00%, 07/01/2038
795,723
1,000,000
5.00%, 07/01/2039
1,049,839
945,000
5.00%, 06/01/2040
981,204
2,880,000
5.00%, 07/01/2040
2,918,865
350,000
5.00%, 07/01/2044
332,361
100,000
5.00%, 07/01/2048
98,443
535,000
5.00%, 07/01/2055
514,647
380,000
5.00%, 10/01/2057(2)
338,194
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 96.4% - (continued)
Massachusetts - 3.0% - (continued)
$  1,000,000
5.00%, 07/01/2060(2)
$873,600
Massachusetts Educational Financing Auth, MA,
Rev
100,000
5.00%, 07/01/2026
101,649
110,000
5.00%, 07/01/2027
113,339
2,800,000
Massachusetts Health & Educational Facs Auth,
MA, Rev 1.95%, 07/01/2027(1)
2,800,000
 
17,747,717
Michigan - 1.9%
Clarkston Community Schools, MI, GO,
500,000
(Q-SBLF) 5.00%, 05/01/2037(6)
546,497
750,000
(Q-SBLF) 5.00%, 05/01/2038(6)
807,500
1,110,000
Detroit Downtown Dev Auth, MI, Tax Allocation
5.00%, 07/01/2048
1,101,015
895,000
Detroit Regional Convention Facility Auth, MI,
Rev 5.00%, 10/01/2036
951,449
570,000
Great Lakes Water Auth, Water Supply System,
MI, Rev 5.00%, 07/01/2037
614,417
Michigan Finance Auth, MI, Rev
1,250,000
4.00%, 11/15/2046
1,022,089
750,000
5.00%, 11/01/2032
784,832
600,000
5.25%, 02/29/2040
626,779
100,000
5.25%, 02/28/2041
103,434
Michigan State Housing Dev Auth, MI, Rev
425,000
3.45%, 12/01/2030
428,198
320,000
4.25%, 06/01/2049
322,685
205,000
4.25%, 12/01/2049
207,300
1,135,000
5.75%, 06/01/2054
1,218,453
Michigan Strategic Fund, MI, Rev
695,000
3.35%, 10/01/2049(1)
685,371
540,000
3.88%, 06/01/2053(1)
517,754
1,100,000
Northern Michigan University, MI, Rev 5.50%,
06/01/2050
1,135,220
 
11,072,993
Minnesota - 0.3%
375,038
Freddie Mac Multifamily ML Certificates, MN,
Rev 2.54%, 06/25/2037
319,550
750,000
Minnesota Higher Education Facs Auth, MN,
Rev 3.00%, 10/01/2038
629,559
Minnesota Housing Finance Agency, MN, Rev,
505,000
(FHLMC), (FNMA), (GNMA) 5.05%,
07/01/2031
528,708
520,000
(FHLMC), (FNMA), (GNMA) 5.05%,
01/01/2032
548,982
 
2,026,799
Mississippi - 1.1%
4,000,000
State of Mississippi Gaming Tax, MS, Rev
5.00%, 10/15/2029
4,219,247
State of Mississippi, MS, Rev
1,205,000
5.00%, 10/01/2041
1,258,922
850,000
5.00%, 10/01/2042
879,995
 
6,358,164
Missouri - 0.8%
City of St. Louis Airport, MO, Rev,
750,000
(AG) 5.00%, 07/01/2037
816,655
100,000
(AG) 5.00%, 07/01/2039
106,401
Health & Educational Facs Auth of the State of
Missouri, MO, Rev
850,000
4.00%, 01/01/2050(1)
724,852
555,000
5.00%, 06/01/2032
609,785
Missouri Housing Dev Commission, MO, Rev,
1,005,000
(FHLMC), (FNMA), (GNMA) 4.25%,
05/01/2047
1,016,114
The accompanying notes are an integral part of these financial statements.
 
24
Hartford Municipal Opportunities ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 96.4% - (continued)
Missouri - 0.8% - (continued)
$  205,000
(FHLMC), (FNMA), (GNMA) 5.00%,
05/01/2031
$221,100
225,000
(FHLMC), (FNMA), (GNMA) 5.00%,
05/01/2032
243,604
450,000
(FHLMC), (FNMA), (GNMA) 5.00%,
05/01/2033
487,790
650,000
St. Louis County Industrial Dev Auth, MO, Rev
5.00%, 09/01/2028
670,104
 
4,896,405
Montana - 0.2%
970,000
Montana Board of Housing, MT, Rev 6.00%,
12/01/2054
1,053,723
Nebraska - 0.6%
Central Plains Energy Project, NE, Rev
1,500,000
4.00%, 12/01/2049(1)
1,500,000
1,365,000
5.00%, 05/01/2054(1)
1,432,843
300,000
County of Washington, NE, Rev 0.90%,
09/01/2030(1)
299,439
500,000
Nebraska Investment Finance Auth, NE, Rev,
(FHLMC), (FNMA), (GNMA) 5.00%,
03/01/2049
491,050
 
3,723,332
Nevada - 0.2%
250,000
City of North Las Vegas, NV, Special
Assessment 4.50%, 06/01/2039
234,161
280,000
City of Reno, NV, Rev, (AG) 5.00%, 06/01/2033
293,086
300,000
Clark County School Dist, NV, GO 5.00%,
06/15/2035
312,201
250,000
County of Clark Passenger Facility Charge, NV,
Rev 5.00%, 07/01/2028
267,407
 
1,106,855
New Hampshire - 2.4%
New Hampshire Business Finance Auth, NH,
Rev
1,295,000
4.00%, 12/01/2028
1,311,638
4,225,000
5.00%, 12/01/2035
4,470,691
650,000
(BAM) 5.00%, 06/01/2036
696,323
715,000
(BAM) 5.00%, 12/01/2036
762,035
860,000
(BAM) 5.00%, 12/01/2037
909,059
665,000
(BAM) 5.00%, 12/01/2038
696,379
5,000,000
5.25%, 06/01/2041
5,104,057
 
13,950,182
New Jersey - 1.2%
830,000
New Jersey Educational Facs Auth, NJ, Rev,
(AG) 5.00%, 07/01/2043
844,532
430,000
New Jersey Higher Education Student
Assistance Auth, NJ, Rev 5.00%, 12/01/2025
432,388
5,000,000
New Jersey Transportation Trust Fund Auth, NJ,
Rev 5.00%, 06/15/2037
5,268,028
325,000
Newark Board of Education, NJ, GO, (BAM)
5.00%, 07/15/2027
340,928
250,000
Tobacco Settlement Financing Corp., NJ, Rev
5.00%, 06/01/2029
257,836
 
7,143,712
New Mexico - 1.1%
4,250,000
City of Santa Fe, NM, Rev 5.00%, 05/15/2049
3,725,969
New Mexico Mortgage Finance Auth, NM, Rev,
750,000
(FHLMC), (FNMA), (GNMA) 2.70%,
09/01/2047
494,756
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 96.4% - (continued)
New Mexico - 1.1% - (continued)
$  30,000
(FHLMC), (FNMA), (GNMA) 4.00%,
01/01/2049
$30,163
1,735,000
(FHLMC), (FNMA), (GNMA) 6.50%,
09/01/2054
1,913,214
 
6,164,102
New York - 9.0%
City of New York, NY, GO
530,000
5.00%, 04/01/2036
546,600
1,575,000
5.00%, 02/01/2040
1,658,283
515,000
Empire State Dev Corp., NY, Rev 5.00%,
03/15/2038
526,411
Long Island Power Auth, NY, Rev
500,000
0.85%, 09/01/2050(1)
498,957
295,000
5.00%, 09/01/2033
310,454
Metropolitan Transportation Auth, NY, Rev
2,000,000
5.00%, 11/15/2029
2,008,556
265,000
5.00%, 11/15/2032
265,583
195,000
5.00%, 11/15/2033
210,386
4,000,000
5.00%, 11/15/2034
4,447,760
1,000,000
5.00%, 11/15/2045(1)
1,050,335
575,000
5.00%, 11/15/2048
558,895
2,500,000
New York City Housing Dev Corp., NY, Rev
5.25%, 12/15/2031
2,560,842
New York City Industrial Dev Agency, NY, Rev,
670,000
(AG) 3.00%, 01/01/2033
632,647
150,000
(AG) 5.00%, 03/01/2030
163,074
New York City Municipal Water Finance Auth,
NY, Rev
1,200,000
3.00%, 06/15/2040
979,091
690,000
4.13%, 06/15/2047
619,722
500,000
5.00%, 06/15/2040
510,829
2,130,000
5.50%, 06/15/2039
2,403,418
New York City Transitional Finance Auth, Future
Tax Secured, NY, Rev
2,305,000
4.00%, 02/01/2038
2,207,479
570,000
5.00%, 05/01/2038
588,814
New York City Transitional Finance Auth, NY,
Rev
200,000
5.00%, 05/01/2037
215,212
390,000
5.00%, 02/01/2038
417,895
1,360,000
5.00%, 05/01/2038
1,447,236
2,570,000
5.00%, 11/01/2038
2,753,611
1,030,000
5.00%, 05/01/2042(6)
1,073,157
1,110,000
New York Energy Finance Dev Corp., NY, Rev
5.00%, 07/01/2056(1)
1,156,868
New York Liberty Dev Corp., NY, Rev
450,000
0.95%, 11/15/2027
417,762
405,000
2.75%, 02/15/2044
278,901
2,175,000
5.00%, 11/15/2044(2)
2,082,022
New York State Dormitory Auth, NY, Rev
1,000,000
3.00%, 03/15/2041
802,872
1,650,000
4.00%, 03/15/2038
1,610,987
675,000
4.00%, 03/15/2040
630,234
630,000
(AG), (ST AID WITHHLDG) 5.00%,
10/01/2037
668,807
245,000
(AG), (ST AID WITHHLDG) 5.00%,
10/01/2038
257,742
290,000
5.25%, 07/01/2039
309,291
2,000,000
5.25%, 07/01/2040
2,107,048
1,800,000
New York State Housing Finance Agency, NY,
Rev 1.95%, 11/15/2037(1)
1,800,000
New York Transportation Dev Corp., NY, Rev,
370,000
(AG) 0.00%, 12/31/2054(4)
222,951
1,715,000
(AG) 5.00%, 06/30/2054
1,621,785
865,000
6.00%, 06/30/2041
929,155
The accompanying notes are an integral part of these financial statements.
 
25
Hartford Municipal Opportunities ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 96.4% - (continued)
New York - 9.0% - (continued)
$  4,570,000
6.00%, 06/30/2055
$4,695,542
Port Auth of New York & New Jersey, NY, Rev
500,000
3.00%, 10/01/2027
498,772
185,000
4.00%, 07/15/2040
175,942
800,000
5.00%, 11/15/2035
810,510
835,000
5.00%, 01/15/2037
866,501
290,000
5.00%, 12/01/2037
300,414
700,000
5.00%, 11/01/2038
707,878
500,000
5.00%, 12/01/2038
515,328
260,000
Triborough Bridge & Tunnel Auth, NY, Rev
5.00%, 11/15/2049
260,282
 
52,382,841
North Carolina - 1.1%
770,000
Nash Health Care Systems, NC, Rev 5.00%,
02/01/2032(6)
839,918
North Carolina Housing Finance Agency, NC,
Rev,
730,000
(FHLMC), (FNMA), (GNMA) 3.75%,
07/01/2052
735,112
605,000
(FHLMC), (FNMA), (GNMA) 6.25%,
01/01/2056
676,704
North Carolina Medical Care Commission, NC,
Rev
670,000
3.90%, 01/01/2029
671,263
1,455,000
4.00%, 09/01/2051
1,083,283
325,000
4.25%, 09/01/2028
325,053
1,075,000
5.00%, 06/01/2032
1,091,037
395,000
5.00%, 01/01/2038
395,559
145,000
5.00%, 01/01/2039
131,769
210,000
5.00%, 01/01/2044
200,983
500,000
5.50%, 09/01/2054
464,874
 
6,615,555
Ohio - 1.9%
1,230,000
Buckeye Tobacco Settlement Financing Auth,
OH, Rev 5.00%, 06/01/2055
999,134
100,000
Cleveland Department of Public Utilities Division
of Public Power, OH, Rev, (AG) 5.00%,
11/15/2030
105,521
County of Allen Hospital Facs, OH, Rev
250,000
5.00%, 12/01/2029
271,951
2,895,000
5.00%, 11/01/2039
3,032,786
1,435,000
Jefferson County Port Auth, OH, Rev 5.00%,
12/01/2053(1)(2)
1,437,025
845,000
Ohio Air Quality Dev Auth, OH, Rev 4.00%,
09/01/2030(1)
856,995
Ohio Housing Finance Agency, OH, Rev,
370,000
(FHLMC), (FNMA), (GNMA) 6.00%,
09/01/2032
433,317
360,000
(FHLMC), (FNMA), (GNMA) 6.00%,
03/01/2033
422,714
250,000
(FHLMC), (FNMA), (GNMA) 6.00%,
03/01/2034
294,468
665,000
(FHLMC), (FNMA), (GNMA) 6.25%,
03/01/2055
730,844
Port of Greater Cincinnati Dev Auth, OH, Rev
1,235,000
5.00%, 12/01/2037
1,333,750
755,000
5.00%, 12/01/2038
806,942
360,000
State of Ohio, OH, Rev 2.75%, 01/01/2052(1)
357,262
 
11,082,709
Oklahoma - 0.4%
925,000
Canadian County Educational Facs Auth, OK,
Rev 5.00%, 09/01/2033
1,021,961
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 96.4% - (continued)
Oklahoma - 0.4% - (continued)
$  555,000
Grand River Dam Auth, OK, Rev 5.00%,
06/01/2041
$577,898
590,000
Oklahoma Turnpike Auth, OK, Rev 5.00%,
01/01/2039(6)
634,821
 
2,234,680
Oregon - 0.7%
30,000
Benton & Linn Counties Consolidated School
Dist No. 509J & 509A Corvallis, OR, GO,
(SCH BD GTY) 5.00%, 06/15/2038(4)
30,761
20,000
Marion County School Dist No. 15 North Marion,
OR, GO, (SCH BD GTY) 0.00%,
06/15/2037(5)
11,739
115,000
Multnomah & Clackamas Counties School Dist
No. 10JT Gresham-Barlow, OR, GO, (SCH
BD GTY) 0.00%, 06/15/2038(5)
61,716
Port of Portland Airport, OR, Rev
575,000
5.00%, 07/01/2030
622,492
1,910,000
5.00%, 07/01/2038
1,978,069
1,250,000
5.25%, 07/01/2040
1,306,739
40,000
Salem Hospital Facility Auth, OR, Rev 5.00%,
05/15/2038
40,037
25,000
State of Oregon Housing & Community
Services Department, OR, Rev 4.50%,
01/01/2049
25,133
25,000
State of Oregon, OR, GO 4.00%, 12/01/2048
25,067
100,000
Washington Clackamas & Yamhill Counties
School Dist No. 88J, OR, GO, (SCH BD GTY)
0.00%, 06/15/2034(5)
68,659
 
4,170,412
Pennsylvania - 3.1%
360,000
Adams County General Auth, PA, Rev 3.60%,
06/01/2029
357,625
135,000
Armstrong School Dist, PA, GO, (BAM), (ST AID
WITHHLDG) 4.00%, 03/15/2035
135,387
735,000
City of Philadelphia Water & Wastewater, PA,
Rev, (AG) 5.00%, 09/01/2036
796,839
Coatesville School Dist, PA, GO,
3,000,000
(BAM), (ST AID WITHHLDG) 5.25%,
11/15/2037
3,119,951
230,000
(AG), (ST AID WITHHLDG) 5.25%,
11/15/2040
242,008
2,000,000
(AG), (ST AID WITHHLDG) 5.25%,
11/15/2042
2,062,944
605,000
(AG), (ST AID WITHHLDG) 5.25%,
11/15/2043
618,588
100,000
Commonwealth Financing Auth, PA, Rev 5.00%,
06/01/2027
103,717
450,000
Doylestown Hospital Auth, PA, Rev 5.38%,
07/01/2039(2)
474,405
585,000
Hospitals & Higher Education Facs Auth of
Philadelphia, PA, Rev, (AG) 5.00%,
07/01/2037
609,139
345,000
Lancaster Industrial Dev Auth, PA, Rev 4.00%,
07/01/2056
252,129
500,000
Lancaster School Dist, PA, GO, (BAM), (ST AID
WITHHLDG) 5.00%, 06/01/2043
513,393
Montgomery County Industrial Dev Auth, PA,
Rev
230,000
5.00%, 12/01/2030
231,387
240,000
5.00%, 12/01/2044
227,763
100,000
5.00%, 12/01/2046
89,265
Pennsylvania Economic Dev Financing Auth
Parking System, PA, Rev,
465,000
(AG) 5.00%, 01/01/2038
478,008
290,000
(AG) 5.00%, 01/01/2040
288,675
The accompanying notes are an integral part of these financial statements.
 
26
Hartford Municipal Opportunities ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 96.4% - (continued)
Pennsylvania - 3.1% - (continued)
$  100,000
Pennsylvania Economic Dev Financing Auth,
PA, Rev 5.00%, 05/15/2038
$104,047
240,000
Pennsylvania Higher Education Assistance
Agency, PA, Rev 5.00%, 06/01/2029
252,599
750,000
Pennsylvania Higher Educational Facs Auth, PA,
Rev 5.00%, 05/01/2037
754,807
190,000
Pennsylvania Housing Finance Agency, PA, Rev
4.00%, 10/01/2038
189,997
Pennsylvania Turnpike Commission, PA, Rev
150,000
5.00%, 12/01/2030
156,900
1,500,000
5.00%, 12/01/2042
1,508,812
Pittsburgh Water & Sewer Auth, PA, Rev,
15,000
(AG) 5.00%, 09/01/2034
15,839
1,245,000
(AG) 5.00%, 09/01/2036
1,348,690
1,000,000
(AG) 5.00%, 09/01/2037
1,071,276
School Dist of Philadelphia, PA, GO,
280,000
(NPFG), (ST AID WITHHLDG) 5.00%,
06/01/2027
291,416
875,000
(ST AID WITHHLDG) 5.00%, 09/01/2035
950,445
590,000
School Dist of the City of Erie, PA, GO, (AG),
(ST AID WITHHLDG) 5.00%, 04/01/2028
622,222
375,000
Wilkes-Barre Area School Dist, PA, GO, (BAM),
(ST AID WITHHLDG) 5.00%, 04/15/2059
361,152
 
18,229,425
Puerto Rico - 2.0%
5,950,000
Commonwealth of Puerto Rico, PR, GO 5.63%,
07/01/2027
6,132,635
Puerto Rico Sales Tax Financing Corp., PR, Rev
2,401,000
0.00%, 07/01/2027(5)
2,248,945
3,119,000
0.00%, 07/01/2029(5)
2,714,287
625,000
5.00%, 07/01/2058
571,197
 
11,667,064
Rhode Island - 1.8%
Providence Public Building Auth, RI, Rev,
1,000,000
(AG) 5.00%, 09/15/2037
1,081,562
665,000
(AG) 5.00%, 09/15/2038
711,164
Rhode Island Health & Educational Building
Corp., RI, Rev,
1,250,000
(BAM), (ST AID WITHHLDG) 5.00%,
05/15/2032
1,398,775
585,000
(BAM), (ST AID WITHHLDG) 5.00%,
05/15/2034
657,257
Rhode Island Student Loan Auth, RI, Rev
400,000
5.00%, 12/01/2027
413,565
765,000
5.00%, 12/01/2028
800,779
950,000
5.00%, 12/01/2029
1,001,246
465,000
5.00%, 12/01/2031
492,233
1,750,000
5.00%, 12/01/2032
1,847,493
1,800,000
5.00%, 12/01/2033
1,889,506
 
10,293,580
South Carolina - 1.2%
785,000
Patriots Energy Group Financing Agency, SC,
Rev 5.25%, 02/01/2054(1)
843,797
410,000
SCAGO Educational Facs Corp. for Pickens
School Dist, SC, Rev 5.00%, 12/01/2029
410,510
South Carolina Jobs-Economic Dev Auth, SC,
Rev
1,500,000
5.00%, 11/01/2036
1,611,330
345,000
5.00%, 11/01/2037
366,235
South Carolina Public Service Auth, SC, Rev
500,000
4.00%, 12/01/2034
501,020
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 96.4% - (continued)
South Carolina - 1.2% - (continued)
$  625,000
4.00%, 12/01/2038
$596,132
South Carolina State Housing Finance & Dev
Auth, SC, Rev
1,130,000
5.75%, 01/01/2054
1,225,295
1,430,000
(FHLMC), (FNMA), (GNMA) 6.50%,
07/01/2055
1,619,103
 
7,173,422
South Dakota - 0.1%
South Dakota Housing Dev Auth, SD, Rev
285,000
4.50%, 11/01/2048
288,357
260,000
(FHLMC), (FNMA), (GNMA) 6.00%,
05/01/2054
277,680
 
566,037
Tennessee - 0.2%
Metropolitan Government Nashville & Davidson
County Health & Educational Facs Board,
TN, Rev
515,000
5.00%, 05/01/2035
551,238
195,000
5.00%, 05/01/2038
203,078
590,000
Tennessee Energy Acquisition Corp., TN, Rev
5.00%, 02/01/2027
600,792
45,000
Tennessee Housing Dev Agency, TN, Rev
4.00%, 01/01/2049
45,244
 
1,400,352
Texas - 12.9%
Allen Independent School Dist, TX, GO,
870,000
(PSF-GTD) 5.00%, 02/15/2034
981,985
1,380,000
(PSF-GTD) 5.00%, 02/15/2035
1,537,925
Arlington Higher Education Finance Corp., TX,
Rev,
950,000
(PSF-GTD) 5.00%, 02/15/2037
1,021,631
805,000
(PSF-GTD) 5.00%, 08/15/2040
837,510
160,000
Austin-Bergstrom Landhost Enterprises, Inc.,
TX, Rev 5.00%, 10/01/2029
165,004
Boerne Independent School Dist, TX, GO,
1,045,000
(PSF-GTD) 3.13%, 02/01/2053(1)
1,046,526
225,000
(PSF-GTD) 4.00%, 02/01/2054(1)
231,000
Central Texas Regional Mobility Auth, TX, Rev
1,425,000
4.00%, 01/01/2035
1,440,853
505,000
4.00%, 01/01/2036
510,903
1,490,000
5.00%, 01/01/2046
1,493,147
City of Austin Airport System, TX, Rev
1,025,000
5.00%, 11/15/2032
1,107,788
500,000
5.00%, 11/15/2039
509,481
City of Dallas Hotel Occupancy Tax, TX, Rev
1,535,000
4.00%, 08/15/2033
1,526,983
100,000
4.00%, 08/15/2034
98,364
535,000
City of Dallas, TX, GO 5.00%, 02/15/2028
553,492
City of Garland Electric Utility System, TX, Rev,
1,000,000
(AG) 5.00%, 03/01/2029
1,077,989
1,000,000
(AG) 5.00%, 03/01/2030
1,093,390
750,000
City of Houston Hotel Occupancy Tax & Special,
TX, Rev, (AG), (AMBAC) 0.00%,
09/01/2025(5)
748,050
City of San Antonio Electric & Gas Systems,
TX, Rev
555,000
1.75%, 02/01/2049(1)
551,790
245,000
5.00%, 02/01/2039
257,786
1,410,000
Clear Creek Independent School Dist, TX, GO,
(PSF-GTD) 3.60%, 02/15/2035(1)
1,410,484
975,000
Clifton Higher Education Finance Corp., TX,
Rev, (PSF-GTD) 5.00%, 08/15/2036
1,036,978
2,250,000
College Station Independent School Dist, TX,
GO, (PSF-GTD) 4.00%, 08/15/2044
2,044,996
The accompanying notes are an integral part of these financial statements.
 
27
Hartford Municipal Opportunities ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 96.4% - (continued)
Texas - 12.9% - (continued)
$  400,000
County of Fort Bend Toll Road, TX, Rev, (AG)
5.00%, 03/01/2034
$447,386
Crowley Independent School Dist, TX, GO,
400,000
(PSF-GTD) 5.00%, 02/01/2030
440,664
450,000
(PSF-GTD) 5.00%, 02/01/2031
500,828
400,000
(PSF-GTD) 5.00%, 02/01/2032
447,524
1,310,000
Cypress-Fairbanks Independent School Dist,
TX, GO, (PSF-GTD) 5.00%, 02/15/2037
1,410,950
Dallas Fort Worth International Airport, TX, Rev
1,500,000
5.00%, 11/01/2031
1,634,715
1,500,000
5.00%, 11/01/2032
1,635,124
750,000
Dallas Independent School Dist, TX, GO,
(PSF-GTD) 5.00%, 02/15/2033
842,899
1,000,000
East Montgomery County Improvement Dist
Sales Tax, TX, Rev, (AG) 5.00%, 08/15/2035
1,096,182
1,735,000
El Paso County Hospital Dist, TX, GO, (AG)
5.00%, 02/15/2035
1,911,880
1,350,000
Fort Bend Independent School Dist, TX, GO,
(PSF-GTD) 3.80%, 08/01/2055(1)
1,375,905
450,000
Harris County Industrial Dev Corp., TX, Rev
4.05%, 11/01/2050(1)
443,940
Harris County-Houston Sports Auth, TX, Rev,
1,510,000
(AG) 5.00%, 11/15/2032
1,656,198
1,780,000
(AG) 5.00%, 11/15/2033
1,953,636
400,000
Hidalgo County Regional Mobility Auth, TX, Rev
5.00%, 12/01/2030
425,450
825,000
Hutto Independent School Dist, TX, GO,
(PSF-GTD) 5.00%, 08/01/2036
902,310
Joshua Independent School Dist, TX, GO,
1,500,000
(PSF-GTD) 5.00%, 08/15/2038
1,603,533
500,000
(PSF-GTD) 5.00%, 08/15/2039
530,216
800,000
Leander Independent School Dist, TX, GO,
(PSF-GTD) 0.00%, 08/15/2027(5)
752,513
Lower Colorado River Auth, TX, Rev,
1,665,000
(AG) 5.00%, 05/15/2035
1,805,754
835,000
(AG) 5.00%, 05/15/2044
853,486
Melissa Independent School Dist, TX, GO,
1,000,000
(PSF-GTD) 5.00%, 02/01/2036
1,108,487
420,000
(PSF-GTD) 5.00%, 02/01/2037
459,193
New Hope Cultural Education Facs Finance
Corp., TX, Rev
675,000
4.25%, 10/01/2030
676,281
550,000
5.00%, 11/01/2046
418,483
3,000,000
North Texas Tollway Auth, TX, Rev 4.13%,
01/01/2040
2,901,262
Northside Independent School Dist, TX, GO,
1,250,000
(PSF-GTD) 2.00%, 06/01/2052(1)
1,222,161
2,500,000
(PSF-GTD) 3.55%, 06/01/2050(1)
2,530,017
1,020,000
(PSF-GTD) 5.00%, 08/01/2038(1)
1,086,047
Northwest Independent School Dist, TX, GO,
1,420,000
(PSF-GTD) 5.00%, 02/15/2040
1,504,783
475,000
(PSF-GTD) 5.00%, 02/15/2041
497,765
2,000,000
San Antonio Water System, TX, Rev 1.00%,
05/01/2043(1)
1,939,925
500,000
Southwest Independent School Dist, TX, GO,
(PSF-GTD) 5.00%, 02/01/2036
545,220
5,900,000
State of Texas, TX, GO 2.30%, 12/01/2050(1)
5,900,000
Texas Department of Housing & Community
Affairs, TX, Rev,
1,250,000
(GNMA) 2.25%, 07/01/2041
868,289
2,125,000
(GNMA) 3.00%, 03/01/2050
1,497,948
1,430,000
(GNMA) 3.63%, 09/01/2044
1,183,411
5,900,000
Texas Municipal Gas Acquisition & Supply Corp.
V, TX, Rev 5.00%, 01/01/2055(1)
6,209,454
500,000
Texas Public Finance Auth, TX, Rev 4.00%,
02/01/2034
507,494
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 96.4% - (continued)
Texas - 12.9% - (continued)
$  200,000
Texas Transportation Commission State
Highway 249 System, TX, Rev 0.00%,
08/01/2038(5)
$108,470
Uptown Dev Auth, TX, Tax Allocation
220,000
4.00%, 09/01/2032
216,563
250,000
4.00%, 09/01/2035
232,542
 
75,568,943
Utah - 1.7%
590,000
County of Salt Lake, UT, Rev, (AMBAC) 5.13%,
02/15/2033
594,371
Downtown Revitalization Public Infrastructure
Dist, UT, Rev,
1,000,000
(AG) 5.00%, 06/01/2035
1,094,530
1,000,000
(AG) 5.00%, 06/01/2036
1,101,583
500,000
Mida Cormont Public Infrastructure Dist, UT, GO
0.00%, 06/01/2055(2)(4)
406,756
Mida Mountain Village Public Infrastructure Dist,
UT, Tax Allocation
2,930,000
5.13%, 06/15/2054(2)
2,683,926
3,000,000
6.00%, 06/15/2054(2)
2,986,549
1,250,000
Utah Transit Auth, UT, Rev, (AG) 5.25%,
06/15/2029
1,356,433
 
10,224,148
Virginia - 2.9%
1,325,000
Arlington County Industrial Dev Auth, VA, Rev
5.00%, 07/01/2053(1)
1,434,222
9,160,000
County of Fairfax, VA, GO, (ST AID
WITHHLDG) 5.00%, 10/01/2026
9,423,278
750,000
Henrico County Economic Dev Auth, VA, Rev
5.00%, 10/01/2047
745,109
220,000
James City County Economic Dev Auth, VA, Rev
5.25%, 12/01/2027
220,122
620,000
Virginia Beach Dev Auth, VA, Rev 5.38%,
09/01/2029
626,385
Virginia Small Business Financing Auth, VA, Rev
1,000,000
4.00%, 01/01/2033
1,001,548
1,100,000
4.00%, 07/01/2034
1,085,444
1,000,000
4.00%, 01/01/2036
967,872
835,000
5.00%, 07/01/2035
860,485
350,000
5.00%, 12/31/2047
334,191
 
16,698,656
Washington - 2.5%
185,000
King County Housing Auth, WA, Rev 5.38%,
07/01/2045
186,136
5,180,000
Port of Seattle, WA, GO 5.00%, 01/01/2033
5,301,152
Port of Seattle, WA, Rev
1,600,000
5.25%, 07/01/2039
1,666,458
595,000
5.25%, 07/01/2041
611,185
460,000
State of Washington, WA, GO 5.00%,
08/01/2044
465,087
Washington Health Care Facs Auth, WA, Rev
1,500,000
4.00%, 08/01/2044
1,292,868
1,725,000
5.00%, 10/01/2042
1,684,978
Washington State Housing Finance
Commission, WA, Rev
500,000
5.00%, 01/01/2031(2)
504,643
3,105,000
(BAM) 5.00%, 07/01/2045(2)
3,056,439
 
14,768,946
West Virginia - 0.1%
690,000
West Virginia Economic Dev Auth, WV, Rev
4.63%, 04/15/2055(1)
672,330
Wisconsin - 3.3%
Public Finance Auth, WI, Rev
505,000
4.00%, 10/01/2041
447,206
The accompanying notes are an integral part of these financial statements.
 
28
Hartford Municipal Opportunities ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 96.4% - (continued)
Wisconsin - 3.3% - (continued)
$  835,000
4.00%, 10/01/2046(1)
$848,586
170,000
(AG) 4.00%, 07/01/2050
143,290
25,000
5.00%, 09/01/2025(2)
25,009
1,500,000
5.00%, 06/01/2031
1,641,383
625,000
5.00%, 06/01/2032
686,295
1,000,000
(AG) 5.00%, 07/01/2036
1,024,063
510,000
5.00%, 12/15/2039(2)
482,331
750,000
5.00%, 10/01/2043(2)
704,047
465,000
5.00%, 10/01/2044
458,792
400,000
5.00%, 12/15/2044(2)
356,615
730,000
5.25%, 11/15/2061
703,137
750,000
5.50%, 06/15/2055
733,442
1,640,000
6.50%, 06/30/2060(6)
1,724,188
University of Wisconsin Hospitals & Clinics, WI,
Rev
310,000
4.00%, 04/01/2035
310,493
220,000
4.00%, 04/01/2039
208,263
650,000
5.00%, 04/01/2037
707,733
265,000
5.00%, 04/01/2038
285,914
120,000
Wisconsin Center Dist, WI, Rev, (AG) 0.00%,
12/15/2029(5)
105,465
Wisconsin Health & Educational Facs Auth, WI,
Rev
1,000,000
5.00%, 08/15/2035(6)
1,087,359
1,500,000
5.00%, 08/15/2036(6)
1,602,898
840,000
5.00%, 11/01/2039
795,767
680,000
5.75%, 08/15/2059
672,543
Wisconsin Housing & Economic Dev Auth Home
Ownership, WI, Rev,
875,000
(FHLMC), (FNMA), (GNMA) 5.50%,
09/01/2031
979,757
1,555,000
(FHLMC), (FNMA), (GNMA) 6.00%,
09/01/2054
1,681,135
930,000
(FHLMC), (FNMA), (GNMA) 6.00%,
03/01/2055
1,010,172
 
19,425,883
Wyoming - 0.1%
275,000
Wyoming Community Dev Auth, WY, Rev 6.00%,
12/01/2054
299,378
Total Municipal Bonds
(cost $573,583,738)
$564,285,087
U.S. GOVERNMENT AGENCIES - 0.2%
Mortgage-Backed Agencies - 0.2%
Federal Home Loan Mortgage Corp. - 0.2%
1,130,000
3.15%, 10/15/2036
$979,053
Total U.S. Government Agencies
(cost $1,148,193)
$979,053
Total Long-Term Investments
(cost $574,731,931)
$565,264,140
Shares or Principal Amount
Market Value†
SHORT-TERM INVESTMENTS - 1.0%
Repurchase Agreements - 1.0%
$  5,590,753
Fixed Income Clearing Corp. Repurchase
Agreement dated 07/31/2025 at 4.36%,
due on 08/01/2025 with a maturity value of
$5,591,430; collateralized by U.S. Treasury
Inflation-Indexed Note at 1.63%, maturing
10/15/2027, with a market value of
$5,702,626
$5,590,753
Total Short-Term Investments
(cost $5,590,753)
$5,590,753
Total Investments
(cost $580,322,684)
97.6
%
$570,854,893
Other Assets and Liabilities
2.4
%
14,331,880
Net Assets
100.0
%
$585,186,773
Note:
Percentage of investments as shown is the ratio of the total market value to net assets.
The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.  
(1)
Variable or floating rate security, which interest rate adjusts periodically based on
changes in current interest rates and prepayments on the underlying pool of
assets. Rate shown is the rate in effect as of period end.
(2)
Security was purchased pursuant to Rule 144A under the Securities Act of 1933
and may be sold in transactions that are exempt from registration (typically only to
qualified institutional buyers) or in a public offering registered under the Securities
Act of 1933. At July 31, 2025, the aggregate value of these securities was
$20,308,334, representing 3.5% of net assets.
(3)
Variable rate securities; the rate reported is the coupon rate in effect at July 31,
2025. Base lending rates may be subject to a floor or cap.
(4)
Security is a “step-up” bond where coupon increases or steps up at a
predetermined date. Rate shown is current coupon rate.
(5)
Security is a zero-coupon bond.
(6)
This security, or a portion of this security, was purchased on a when-issued,
delayed-delivery or delayed-draw basis. The cost of these securities was
$12,011,874 at July 31, 2025.
†
See Significant Accounting Policies of accompanying Notes to Financial
Statements regarding valuation of investments.
The accompanying notes are an integral part of these financial statements.
 
29
Hartford Municipal Opportunities ETF
Schedule of Investments – (continued)
July 31, 2025  
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of July 31, 2025 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Municipal Bonds 
$564,285,087
$—
$564,285,087
$—
U.S. Government Agencies 
979,053
—
979,053
—
Short-Term Investments 
5,590,753
—
5,590,753
—
Total
$570,854,893
$—
$570,854,893
$—
 
(1)
For the year ended July 31, 2025, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.
 
30
Hartford Quality Value ETF
Schedule of Investments
July 31, 2025  
 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 98.6%
Automobiles & Components - 0.8%
55,555
Gentex Corp.
$1,467,763
Banks - 12.1%
130,272
Bank of America Corp.
6,157,957
58,444
Bank of Nova Scotia
3,250,071
20,724
JP Morgan Chase & Co.
6,139,278
67,106
Wells Fargo & Co.
5,410,757
 
20,958,063
Capital Goods - 10.8%
5,374
General Dynamics Corp.
1,674,592
14,995
Honeywell International, Inc.
3,334,138
7,734
Hubbell, Inc.
3,383,471
8,142
Lockheed Martin Corp.
3,427,619
23,354
Otis Worldwide Corp.
2,001,204
12,949
Vertiv Holdings Co. Class A
1,885,375
15,303
Westinghouse Air Brake Technologies Corp.
2,938,941
 
18,645,340
Consumer Discretionary Distribution & Retail - 3.3%
15,818
Lowe's Cos., Inc.
3,536,430
17,826
TJX Cos., Inc.
2,219,872
 
5,756,302
Consumer Services - 0.9%
16,545
Starbucks Corp.
1,475,152
Energy - 6.8%
16,212
ConocoPhillips
1,545,652
127,914
Coterra Energy, Inc.
3,119,822
36,076
EQT Corp.
1,939,085
27,060
TotalEnergies SE ADR
1,611,423
59,028
Williams Cos., Inc.
3,538,729
 
11,754,711
Equity Real Estate Investment Trusts (REITs) - 4.3%
2,962
American Tower Corp. REIT
617,251
8,070
AvalonBay Communities, Inc. REIT
1,503,279
4,589
Public Storage REIT
1,247,933
24,633
Simon Property Group, Inc. REIT
4,034,639
 
7,403,102
Financial Services - 6.7%
9,979
American Express Co.
2,986,814
11,655
Intercontinental Exchange, Inc.
2,154,194
25,308
Morgan Stanley
3,605,378
8,424
Visa, Inc. Class A
2,910,239
 
11,656,625
Food, Beverage & Tobacco - 3.6%
73,709
Keurig Dr. Pepper, Inc.
2,406,599
23,584
Philip Morris International, Inc.
3,868,955
 
6,275,554
Health Care Equipment & Services - 3.0%
5,882
Elevance Health, Inc.
1,665,076
8,323
Labcorp Holdings, Inc.
2,164,646
5,698
UnitedHealth Group, Inc.
1,421,993
 
5,251,715
Household & Personal Products - 2.3%
65,779
Kenvue, Inc.
1,410,302
42,752
Unilever PLC ADR
2,497,999
 
3,908,301
Insurance - 5.0%
38,838
American International Group, Inc.
3,014,994
15,184
Marsh & McLennan Cos., Inc.
3,024,653
19,287
MetLife, Inc.
1,464,848
13,432
Principal Financial Group, Inc.
1,045,412
 
8,549,907
Shares or Principal Amount
Market Value†
COMMON STOCKS - 98.6% - (continued)
Materials - 3.1%
297,259
Amcor PLC
$2,779,372
49,639
BHP Group Ltd. ADR(1)
2,515,208
 
5,294,580
Media & Entertainment - 7.0%
33,812
Alphabet, Inc. Class A
6,488,523
39,016
Omnicom Group, Inc.
2,811,103
23,838
Walt Disney Co.
2,839,344
 
12,138,970
Pharmaceuticals, Biotechnology & Life Sciences - 9.3%
42,258
AstraZeneca PLC ADR
3,088,637
33,036
Gilead Sciences, Inc.
3,709,612
169,933
Haleon PLC ADR
1,602,468
42,797
Merck & Co., Inc.
3,343,302
16,748
Novartis AG ADR
1,904,918
106,126
Pfizer, Inc.
2,471,675
 
16,120,612
Semiconductors & Semiconductor Equipment - 5.6%
8,511
Broadcom, Inc.
2,499,681
16,218
NXP Semiconductors NV
3,466,922
19,939
QUALCOMM, Inc.
2,926,247
3,868
Texas Instruments, Inc.
700,340
 
9,593,190
Software & Services - 3.0%
5,970
Accenture PLC Class A
1,594,587
28,956
Cognizant Technology Solutions Corp. Class A
2,077,882
2,732
Roper Technologies, Inc.
1,503,693
 
5,176,162
Technology Hardware & Equipment - 2.1%
52,382
Cisco Systems, Inc.
3,566,167
Transportation - 1.9%
37,333
Delta Air Lines, Inc.
1,986,489
29,140
Knight-Swift Transportation Holdings, Inc.
1,238,450
 
3,224,939
Utilities - 7.0%
17,022
American Electric Power Co., Inc.
1,925,869
21,345
Atmos Energy Corp.
3,328,113
22,480
Duke Energy Corp.
2,734,467
49,891
Sempra
4,075,097
 
12,063,546
Total Common Stocks
(cost $143,938,982)
$170,280,701
SHORT-TERM INVESTMENTS - 0.1%
Securities Lending Collateral - 0.1%
77,625
State Street Navigator Securities Lending
Government Money Market Portfolio, 4.26%(2)
$77,625
Total Short-Term Investments
(cost $77,625)
$77,625
Total Investments
(cost $144,016,607)
98.7
%
$170,358,326
Other Assets and Liabilities
1.3
%
2,262,216
Net Assets
100.0
%
$172,620,542
Note:
Percentage of investments as shown is the ratio of the total market value to 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.
The accompanying notes are an integral part of these financial statements.
 
31
Hartford Quality Value ETF
Schedule of Investments – (continued)
July 31, 2025  
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.  
(1)
Represents entire or partial securities on loan. See Note 8 in the accompanying
Notes to Financial Statements for securities lending information.
(2)
Current yield as of period end.
†
See Significant Accounting Policies of accompanying Notes to Financial
Statements regarding valuation of investments.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of July 31, 2025 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Common Stocks
$170,280,701
$170,280,701
$—
$—
Short-Term Investments
77,625
77,625
—
—
Total
$170,358,326
$170,358,326
$—
$—
 
(1)
For the year ended July 31, 2025, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.
 
32
Hartford Schroders Tax-Aware Bond ETF
Schedule of Investments
July 31, 2025  
 
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 87.6%
Alabama - 2.5%
Black Belt Energy Gas Dist, AL, Rev
$  2,680,000
4.00%, 06/01/2051(1)
$2,710,395
685,000
5.25%, 12/01/2053(1)
735,596
635,000
Energy Southeast A Cooperative Dist, AL, Rev
5.25%, 07/01/2054(1)
680,228
4,505,000
Southeast Energy Auth A Cooperative Dist, AL,
Rev 5.00%, 05/01/2055(1)
4,790,483
715,000
Town of Pike Road, AL, GO 5.00%, 03/01/2052
715,909
 
9,632,611
Arkansas - 1.8%
Arkansas Dev Finance Auth, AR, Rev,
3,230,000
(FHLMC), (FNMA), (GNMA) 5.00%,
07/01/2054
3,396,032
970,000
(FHLMC), (FNMA), (GNMA) 5.00%,
01/01/2055
1,025,491
2,530,000
(FHLMC), (FNMA), (GNMA) 5.50%,
01/01/2056
2,742,538
 
7,164,061
California - 1.9%
210,000
California Community Choice Financing Auth,
CA, Rev 5.00%, 02/01/2054(1)
220,643
2,330,000
California Infrastructure & Economic Dev Bank,
CA, Rev 5.25%, 07/01/2054
2,254,714
1,245,000
Golden State Tobacco Securitization Corp., CA,
Rev 3.00%, 06/01/2046
1,096,992
2,310,000
Moreno Valley Unified School Dist, CA, GO,
(AG) 4.13%, 08/01/2050
2,041,518
765,000
Oxnard School Dist, CA, GO, (BAM) 4.25%,
08/01/2053
676,407
450,000
Pittsburg Unified School Dist, CA, GO, (AG)
4.25%, 08/01/2049
412,289
745,000
San Francisco Bay Area Rapid Transit Dist, CA,
GO 4.25%, 08/01/2052
674,824
70,000
Washington Township Health Care Dist, CA,
GO, (AG) 4.50%, 08/01/2053
65,050
 
7,442,437
Colorado - 2.9%
6,000,000
Board of Water Commissioners City & County of
Denver, CO, Rev 5.00%, 09/15/2054
6,077,511
575,000
City & County of Denver Airport System, CO,
Rev 5.25%, 11/15/2053
585,740
3,050,000
City & County of Denver, CO, Rev, (FNMA)
4.70%, 10/01/2042
3,006,952
535,000
City of Colorado Springs Utilities System, CO,
Rev 4.00%, 11/15/2051
455,825
1,225,000
Colorado Educational & Cultural Facs Auth, CO,
Rev, (BAM) 4.25%, 07/01/2054
1,038,529
255,000
Colorado Housing & Finance Auth, CO, Rev,
(FHLMC), (FNMA), (GNMA) 3.50%,
05/01/2050
255,167
 
11,419,724
Connecticut - 0.3%
65,000
Connecticut Housing Finance Auth, CT, Rev,
(FHLMC), (FNMA), (GNMA) 4.25%,
05/15/2042
65,564
1,150,000
Waterbury Housing Auth, CT, Rev, (HUD),
(FHLMC) 4.50%, 02/01/2042
1,114,576
 
1,180,140
District of Columbia - 1.1%
2,000,000
Dist of Columbia Housing Finance Agency, DC,
Rev, (FNMA) 4.88%, 09/01/2045
1,958,117
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 87.6% - (continued)
District of Columbia - 1.1% - (continued)
$  2,090,000
Dist of Columbia Water & Sewer Auth, DC, Rev
4.00%, 10/01/2047
$1,799,816
340,000
Metropolitan Washington Airports Auth, Dulles
Toll Road, DC, Rev 5.00%, 10/01/2034
355,394
 
4,113,327
Florida - 2.2%
280,000
City of Cape Coral Water & Sewer, FL, Rev,
(BAM) 5.25%, 10/01/2053
285,931
2,745,000
County of Broward Convention Center Hotel,
FL, Rev 4.00%, 01/01/2051
2,303,746
410,000
Florida Dev Finance Corp., FL, Rev 5.25%,
08/01/2055
403,703
Florida Housing Finance Corp., FL, Rev,
35,000
(FHLMC), (FNMA), (GNMA) 3.00%,
07/01/2051
34,683
565,000
(FHLMC), (FNMA), (GNMA) 3.00%,
07/01/2052
558,437
255,000
(FHLMC), (FNMA), (GNMA) 3.50%,
07/01/2051
255,174
75,000
(FHLMC), (FNMA), (GNMA) 4.00%,
07/01/2049
75,292
1,865,000
Miami-Dade County Housing Finance Auth, FL,
Rev, (FNMA), (HUD) 4.88%, 03/01/2046
1,764,051
2,675,000
Orange County Health Facs Auth, FL, Rev
5.25%, 10/01/2056
2,665,265
 
8,346,282
Georgia - 4.8%
Main Street Natural Gas, Inc., GA, Rev
485,000
4.00%, 05/01/2052(1)
487,710
1,525,000
5.00%, 12/01/2053(1)
1,610,930
615,000
5.00%, 05/01/2054(1)
651,984
5,535,000
5.00%, 05/01/2055(1)
5,810,464
1,165,000
5.00%, 06/01/2055(1)
1,239,338
3,835,000
Municipal Electric Auth of Georgia, GA, Rev,
(BAM) 5.25%, 01/01/2054
3,910,050
4,960,000
Valdosta & Lowndes County Hospital Auth, GA,
Rev 5.00%, 10/01/2054
4,976,843
 
18,687,319
Hawaii - 0.6%
2,145,000
State of Hawaii Airports System, HI, Rev
5.00%, 07/01/2049
2,183,311
Idaho - 0.7%
3,225,000
Idaho Housing & Finance Association, ID, Rev
4.00%, 08/15/2050
2,732,473
Illinois - 1.1%
1,940,000
Chicago O'Hare International Airport, IL, Rev
5.50%, 01/01/2059
1,994,693
Illinois Housing Dev Auth, IL, Rev,
335,000
(FHLMC), (FNMA), (GNMA) 3.00%,
10/01/2051
331,100
530,000
(FHLMC), (FNMA), (GNMA) 4.00%,
10/01/2049
533,619
40,000
(FHLMC), (FNMA), (GNMA) 4.50%,
10/01/2048
40,521
1,255,000
Metropolitan Pier & Exposition Auth, IL, Rev
5.00%, 06/15/2053
1,216,366
 
4,116,299
The accompanying notes are an integral part of these financial statements.
 
33
Hartford Schroders Tax-Aware Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 87.6% - (continued)
Indiana - 0.7%
$  1,305,000
Indiana Finance Auth, IN, Rev 5.50%,
10/01/2055
$1,350,792
Indiana Housing & Community Dev Auth, IN,
Rev,
585,000
(FHLMC), (FNMA), (GNMA) 3.00%,
07/01/2050
578,663
35,000
(GNMA) 4.00%, 07/01/2048
35,174
705,000
Indianapolis Local Public Improvement Bond
Bank, IN, Rev 5.00%, 01/01/2053
697,659
 
2,662,288
Iowa - 0.2%
Iowa Finance Auth, IA, Rev,
655,000
(FHLMC), (FNMA), (GNMA) 3.00%,
01/01/2047
647,509
165,000
(FHLMC), (FNMA), (GNMA) 3.25%,
07/01/2050
164,230
20,000
(FHLMC), (FNMA), (GNMA) 4.00%,
07/01/2048
20,095
 
831,834
Kentucky - 1.8%
Kentucky Public Energy Auth, KY, Rev
2,510,000
5.00%, 01/01/2055(1)
2,654,526
2,285,000
5.25%, 04/01/2054(1)
2,449,557
1,955,000
5.25%, 06/01/2055(1)
2,063,818
 
7,167,901
Louisiana - 0.6%
5,000
Louisiana Housing Corp., LA, Rev 4.50%,
12/01/2047
5,053
1,385,000
Louisiana Local Government Environmental
Facs & Community Dev Auth, LA, Rev 2.50%,
04/01/2036
1,118,518
1,255,000
Louisiana Stadium & Exposition Dist, LA, Rev
5.25%, 07/01/2053
1,268,686
 
2,392,257
Maryland - 0.6%
2,650,000
Maryland Community Dev Administration, MD,
Rev, (FNMA) 4.35%, 02/01/2044
2,417,021
Massachusetts - 1.0%
Commonwealth of Massachusetts, MA, GO
120,000
3.00%, 02/01/2048
85,484
3,685,000
5.00%, 05/01/2053
3,710,510
 
3,795,994
Michigan - 1.5%
700,000
Cedar Springs Public School Dist, MI, GO,
(Q-SBLF) 4.50%, 05/01/2049
642,413
770,000
Ferndale Public Schools, MI, GO, (Q-SBLF)
5.00%, 05/01/2053
775,825
1,500,000
Fraser Public School Dist, MI, GO, (Q-SBLF)
5.00%, 05/01/2048
1,503,601
Grosse Ile Township School Dist, MI, GO,
540,000
(Q-SBLF) 5.00%, 05/01/2049
540,685
625,000
(Q-SBLF) 5.00%, 05/01/2052
623,270
35,000
Michigan State Housing Dev Auth, MI, Rev
3.75%, 06/01/2050
35,161
1,515,000
Wayne County Airport Auth, MI, Rev, (AG)
5.25%, 12/01/2048
1,561,542
 
5,682,497
Minnesota - 0.1%
435,000
Minneapolis-St. Paul Metropolitan Airports
Commission, MN, Rev 4.25%, 01/01/2052
385,192
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 87.6% - (continued)
Mississippi - 0.4%
Mississippi Home Corp., MS, Rev,
$  140,000
(FHLMC), (FNMA), (GNMA) 3.25%,
12/01/2050
$139,403
1,600,000
(FNMA), (HUD) 4.55%, 04/01/2042
1,556,737
 
1,696,140
Missouri - 4.0%
14,460,000
Health & Educational Facs Auth of the State of
Missouri, MO, Rev 4.25%, 04/01/2055
12,472,230
Missouri Housing Dev Commission, MO, Rev,
465,000
(FHLMC), (FNMA), (GNMA) 3.00%,
05/01/2052
459,991
285,000
(FHLMC), (FNMA), (GNMA) 3.25%,
05/01/2051
283,577
110,000
(FHLMC), (FNMA), (GNMA) 3.50%,
11/01/2050
110,071
145,000
(FHLMC), (FNMA), (GNMA) 3.88%,
05/01/2050
146,076
55,000
(FHLMC), (FNMA), (GNMA) 4.25%,
05/01/2049
55,556
45,000
(FHLMC), (FNMA), (GNMA) 4.75%,
05/01/2049
45,775
385,000
St. Charles County Francis Howell R-III School
Dist, MO, GO 2.00%, 03/01/2037
289,711
1,575,000
St. Charless County Industrial Dev Auth, MO,
Rev, (FNMA), (HUD) 4.65%, 04/01/2043
1,527,761
 
15,390,748
Nevada - 0.4%
Nevada Housing Division, NV, Rev,
685,000
(FHLMC), (FNMA), (GNMA) 4.00%,
04/01/2049
689,838
60,000
(FHLMC), (FNMA), (GNMA) 4.00%,
10/01/2049
60,429
950,000
Reno-Tahoe Airport Auth, NV, Rev 5.25%,
07/01/2054
961,961
 
1,712,228
New Jersey - 0.4%
1,715,000
New Jersey Housing & Mortgage Finance
Agency, NJ, Rev, (FNMA) 4.55%, 05/01/2041
1,698,108
New Mexico - 4.2%
New Mexico Mortgage Finance Auth, NM, Rev,
540,000
(FHLMC), (FNMA), (GNMA) 3.00%,
01/01/2051
533,883
1,405,000
(FHLMC), (FNMA), (GNMA) 3.00%,
01/01/2052
1,388,680
710,000
(FHLMC), (FNMA), (GNMA) 4.00%,
01/01/2050
715,269
1,695,000
(FHLMC), (FNMA), (GNMA) 4.25%,
03/01/2053
1,733,310
8,010,000
(FHLMC), (FNMA), (GNMA) 5.50%,
09/01/2055
8,652,440
2,975,000
New Mexico Municipal Energy Acquisition Auth,
NM, Rev 5.00%, 06/01/2054(1)
3,157,212
 
16,180,794
New York - 3.9%
1,130,000
City of New York, NY, GO 4.00%, 04/01/2050
964,463
1,500,000
New York City Municipal Water Finance Auth,
NY, Rev 4.00%, 06/15/2054
1,275,773
225,000
New York City Transitional Finance Auth, NY,
Rev 4.38%, 05/01/2053
204,632
2,000,000
New York Power Auth, NY, Rev 4.00%,
11/15/2054
1,677,708
New York State Dormitory Auth, NY, Rev
950,000
3.00%, 03/15/2038
817,651
The accompanying notes are an integral part of these financial statements.
 
34
Hartford Schroders Tax-Aware Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 87.6% - (continued)
New York - 3.9% - (continued)
$  5,000,000
4.00%, 05/01/2054
$4,044,787
2,630,000
New York State Housing Finance Agency, NY,
Rev, (FHLMC) 3.57%, 05/01/2042(1)
2,645,963
Triborough Bridge & Tunnel Auth Sales Tax, NY,
Rev
1,560,000
5.00%, 05/15/2053
1,559,875
1,365,000
5.25%, 05/15/2064
1,388,592
605,000
Triborough Bridge & Tunnel Auth, NY, Rev
4.50%, 05/15/2052
564,969
 
15,144,413
North Carolina - 1.1%
3,145,000
City of Charlotte Storm Water, NC, Rev 4.00%,
12/01/2054
2,749,914
Raleigh Housing Auth, NC, Rev,
120,000
(FNMA) 4.40%, 12/01/2043
111,784
1,680,000
(FNMA) 4.50%, 02/01/2043
1,587,072
 
4,448,770
Ohio - 1.8%
880,000
Columbus-Franklin County Finance Auth, OH,
Rev, (FNMA) 4.82%, 11/01/2043
880,594
3,015,000
Fairborn City School Dist, OH, GO 5.25%,
12/01/2053
3,055,065
Ohio Housing Finance Agency, OH, Rev,
725,000
(FHLMC), (FNMA), (GNMA) 3.25%,
03/01/2050
722,136
20,000
(FHLMC), (FNMA), (GNMA) 4.50%,
09/01/2048
20,224
420,000
(FNMA), (HUD) 4.55%, 04/01/2041
409,810
295,000
Ohio Turnpike & Infrastructure Commission, OH,
Rev 0.00%, 02/15/2041(2)
137,160
1,840,000
Pickerington Local School Dist, OH, GO 5.00%,
12/01/2053
1,854,319
 
7,079,308
Oregon - 1.2%
5,000,000
Astoria Hospital Facs Auth, OR, Rev 5.25%,
08/01/2054
4,734,418
Pennsylvania - 1.2%
600,000
Allegheny County Airport Auth, PA, Rev, (AG)
5.25%, 01/01/2053
612,886
145,000
Allegheny County Sanitary Auth, PA, Rev
5.00%, 06/01/2053
144,545
3,700,000
Philadelphia Gas Works Co., PA, Rev, (AG)
5.25%, 08/01/2054
3,741,647
 
4,499,078
Rhode Island - 0.4%
Rhode Island Health & Educational Building
Corp., RI, Rev,
875,000
(ST AID WITHHLDG) 4.13%, 05/15/2054
753,681
630,000
5.25%, 05/15/2054
607,008
 
1,360,689
South Carolina - 2.4%
2,500,000
Inman Campobello Water Dist, SC, Rev, (BAM)
5.00%, 06/01/2048
2,519,591
3,135,000
Patriots Energy Group Financing Agency, SC,
Rev 5.25%, 10/01/2054(1)
3,314,196
2,160,000
South Carolina Jobs-Economic Dev Auth, SC,
Rev 5.25%, 11/01/2054
2,213,568
475,000
South Carolina Public Service Auth, SC, Rev,
(AG) 5.00%, 12/01/2055
472,512
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 87.6% - (continued)
South Carolina - 2.4% - (continued)
$  870,000
South Carolina State Housing Finance & Dev
Auth, SC, Rev, (FNMA) 4.80%, 05/01/2043
$853,285
45,000
Tobacco Settlement Management Auth, SC, Rev
6.38%, 05/15/2030
51,305
 
9,424,457
Tennessee - 2.3%
960,000
Chattanooga Health Educational & Housing
Facility Board, TN, Rev 5.25%, 12/01/2054
955,296
2,735,000
Cleveland Health & Educational Facs Board,
TN, Rev 5.25%, 08/15/2054
2,785,741
515,000
County of Putnam, TN, GO 2.00%, 04/01/2037
388,308
425,000
Knox County Health Educational & Housing
Facility Board, TN, Rev, (FNMA) 4.63%,
12/01/2043
408,980
Metropolitan Government Nashville & Davidson
County Health & Educational Facs Board,
TN, Rev,
1,805,000
(FNMA) 4.60%, 12/01/2044
1,738,089
10,000
(NPFG) 4.88%, 11/01/2028
10,374
Metropolitan Nashville Airport Auth, TN, Rev
350,000
5.00%, 07/01/2049
347,508
305,000
5.00%, 07/01/2052
302,821
1,795,000
Tennergy Corp., TN, Rev 4.00%, 12/01/2051(1)
1,804,469
35,000
Tennessee Housing Dev Agency, TN, Rev
4.50%, 07/01/2049
35,476
 
8,777,062
Texas - 27.4%
610,000
Alvarado Independent School Dist, TX, GO,
(PSF-GTD) 4.00%, 02/15/2052
515,544
Arlington Higher Education Finance Corp., TX,
Rev,
2,000,000
(PSF-GTD) 4.13%, 08/15/2054
1,676,318
700,000
(PSF-GTD) 4.25%, 12/01/2048
618,844
200,000
(PSF-GTD) 4.25%, 12/01/2053
175,081
680,000
(PSF-GTD) 5.00%, 08/15/2033
716,192
200,000
(PSF-GTD) 5.00%, 08/15/2048
201,994
1,840,000
Azle Independent School Dist, TX, GO,
(PSF-GTD) 4.00%, 02/15/2054
1,533,333
Bexar County Hospital Dist, TX, GO
635,000
4.25%, 02/15/2052
551,800
1,405,000
4.25%, 02/15/2053
1,208,617
1,235,000
Bullard Independent School Dist, TX, GO,
(PSF-GTD) 4.00%, 02/15/2052
1,040,588
4,825,000
Chapel Hill Independent School Dist, TX, GO,
(PSF-GTD) 5.00%, 02/15/2048
4,887,348
755,000
City of Dallas Housing Finance Corp., TX, Rev
4.63%, 10/01/2043
728,072
390,000
City of Georgetown Utility System, TX, Rev,
(BAM) 5.25%, 08/15/2053
396,157
790,000
Cleburne Independent School Dist, TX, GO,
(PSF-GTD) 3.00%, 02/15/2046
565,838
Clifton Higher Education Finance Corp., TX,
Rev,
545,000
(PSF-GTD) 4.25%, 04/01/2053
483,337
765,000
(PSF-GTD) 4.25%, 08/15/2053
655,252
765,000
College of the Mainland, TX, GO 4.00%,
08/15/2049
643,695
1,190,000
Columbia-Brazoria Independent School Dist,
TX, GO, (PSF-GTD) 4.00%, 02/01/2053
1,000,764
250,000
Community Independent School Dist, TX, GO,
(PSF-GTD) 5.00%, 02/15/2053
251,789
5,000,000
County of Harris Toll Road, TX, Rev 5.25%,
08/15/2054
5,158,690
505,000
County of Harris, TX, GO 5.00%, 10/01/2038
512,062
The accompanying notes are an integral part of these financial statements.
 
35
Hartford Schroders Tax-Aware Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 87.6% - (continued)
Texas - 27.4% - (continued)
$  4,635,000
Crowley Independent School Dist, TX, GO,
(PSF-GTD) 4.25%, 02/01/2054
$4,067,653
825,000
Dallas Independent School Dist, TX, GO,
(PSF-GTD) 4.00%, 02/15/2053
702,381
2,165,000
Denison Independent School Dist, TX, GO,
(PSF-GTD) 4.00%, 08/01/2053
1,806,262
375,000
Donna Independent School Dist, TX, GO,
(PSF-GTD) 4.13%, 02/15/2053
322,226
1,135,000
Forney Independent School Dist, TX, GO,
(PSF-GTD) 4.00%, 08/15/2053
952,655
380,000
Fort Worth Independent School Dist, TX, GO,
(PSF-GTD) 4.00%, 02/15/2048
329,494
Georgetown Independent School Dist, TX, GO,
690,000
(PSF-GTD) 2.50%, 08/15/2037
561,757
970,000
(PSF-GTD) 5.00%, 02/15/2054
976,896
1,535,000
Humble Independent School Dist, TX, GO,
(PSF-GTD) 4.00%, 02/15/2054
1,307,772
6,605,000
Judson Independent School Dist, TX, GO,
(PSF-GTD) 5.00%, 02/01/2053
6,639,291
1,085,000
Katy Independent School Dist, TX, GO,
(PSF-GTD) 4.00%, 02/15/2053
926,625
930,000
Kaufman Independent School Dist, TX, GO,
(PSF-GTD) 5.00%, 02/15/2054
929,023
Lamar Consolidated Independent School Dist,
TX, GO,
365,000
(PSF-GTD) 3.00%, 02/15/2051
249,731
1,090,000
(PSF-GTD) 4.00%, 02/15/2048
950,473
5,605,000
(PSF-GTD) 5.00%, 02/15/2053
5,641,596
1,030,000
Liberty Hill Independent School Dist, TX, GO,
(PSF-GTD) 4.13%, 02/01/2053
885,174
590,000
Lockhart Independent School Dist, TX, GO,
(PSF-GTD) 4.13%, 08/01/2053
506,274
McGregor Independent School Dist, TX, GO,
1,565,000
(PSF-GTD) 5.00%, 02/15/2049
1,577,900
4,720,000
(PSF-GTD) 5.00%, 02/15/2054
4,747,011
2,165,000
Medina Valley Independent School Dist, TX,
GO, (PSF-GTD) 4.00%, 02/15/2053
1,820,429
Montgomery Independent School Dist, TX, GO,
115,000
(PSF-GTD) 4.00%, 02/15/2053
96,697
745,000
(PSF-GTD) 4.25%, 02/15/2052
664,632
580,000
Navarro Independent School Dist, TX, GO,
(PSF-GTD) 4.00%, 02/15/2054
485,621
4,210,000
New Caney Independent School Dist, TX, GO,
(PSF-GTD) 4.00%, 02/15/2054
3,513,855
20,000
Newark Higher Education Finance Corp., TX,
Rev, (PSF-GTD) 5.00%, 08/15/2052
19,856
990,000
Northside Independent School Dist, TX, GO,
(PSF-GTD) 4.13%, 08/15/2053
845,396
1,250,000
Pewitt Consolidated Independent School Dist,
TX, GO, (PSF-GTD) 4.00%, 02/15/2053
1,051,056
575,000
Prosper Independent School Dist, TX, GO,
(PSF-GTD) 4.00%, 02/15/2053
491,068
1,705,000
Rockwall Independent School Dist, TX, GO,
(PSF-GTD) 4.00%, 02/15/2053
1,438,097
1,105,000
Royal Independent School Dist, TX, GO,
(PSF-GTD) 4.25%, 02/15/2053
969,854
185,000
Sabine-Neches Navigation Dist, TX, GO 5.25%,
02/15/2052
186,961
1,750,000
Sherman Independent School Dist, TX, GO,
(PSF-GTD) 5.00%, 02/15/2053
1,762,523
655,000
Splendora Independent School Dist, TX, GO,
(PSF-GTD) 5.00%, 02/15/2054
656,747
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 87.6% - (continued)
Texas - 27.4% - (continued)
$  805,000
Temple Independent School Dist, TX, GO,
(PSF-GTD) 4.25%, 02/01/2047
$739,832
Texas Department of Housing & Community
Affairs, TX, Rev,
505,000
(GNMA) 3.00%, 01/01/2052
498,778
220,000
(GNMA) 3.50%, 03/01/2051
220,121
70,000
(GNMA) 4.00%, 03/01/2050
70,793
40,000
(GNMA) 4.75%, 03/01/2049
40,477
3,760,000
(GNMA) 5.75%, 01/01/2056
4,127,014
330,000
Texas Municipal Gas Acquisition & Supply Corp.
III, TX, Rev 5.00%, 12/15/2028
345,837
12,240,000
Texas Municipal Gas Acquisition & Supply Corp.
V, TX, Rev 5.00%, 01/01/2055(1)
12,881,987
5,000,000
Texas State University System, TX, Rev 5.25%,
03/15/2054
5,082,375
Texas Water Dev Board, TX, Rev
285,000
4.80%, 10/15/2052
279,400
5,000,000
5.00%, 10/15/2053
5,017,615
6,000,000
Waxahachie Independent School Dist, TX, GO,
(PSF-GTD) 4.00%, 02/15/2053
5,084,411
440,000
White Settlement Independent School Dist, TX,
GO, (PSF-GTD) 4.13%, 08/15/2052
379,241
 
106,372,182
Utah - 4.5%
11,405,000
County of Iron Sales Tax, UT, Rev 5.00%,
10/01/2059
11,378,486
5,920,000
Timpanogos Special Service Dist, UT, Rev
5.00%, 06/01/2054
5,944,792
 
17,323,278
Virginia - 5.0%
FHLMC Multifamily VRD Certificates, VA, Rev
8,550,861
4.39%, 11/25/2042(1)
8,335,624
10,622,827
(FHLMC) 4.76%, 08/25/2041
10,593,341
365,000
Hampton Roads Transportation Accountability
Commission, VA, Rev 4.00%, 07/01/2052
307,496
 
19,236,461
Washington - 0.1%
455,000
King County Public Hospital Dist No. 2, WA, GO
5.25%, 12/01/2045
465,250
75,000
Washington State Housing Finance
Commission, WA, Rev 4.00%, 12/01/2048
75,417
 
540,667
Wisconsin - 0.5%
2,020,000
Public Finance Auth, WI, Rev, (FHLMC) 4.10%,
09/25/2039
1,882,358
Wyoming - 0.0%
35,000
Wyoming Community Dev Auth, WY, Rev 4.00%,
06/01/2043
35,177
Total Municipal Bonds
(cost $360,151,410)
$339,889,304
U.S. GOVERNMENT AGENCIES - 5.7%
Mortgage-Backed Agencies - 5.7%
Federal Home Loan Mortgage Corp. - 5.7%
4,153,744
4.05%, 08/01/2040
$3,985,421
9,491,117
4.16%, 05/25/2041(1)
8,963,460
9,193,962
4.56%, 04/25/2042(1)(3)
9,076,058
Total U.S. Government Agencies
(cost $22,907,155)
$22,024,939
Total Long-Term Investments
(cost $383,058,565)
$361,914,243
The accompanying notes are an integral part of these financial statements.
 
36
Hartford Schroders Tax-Aware Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
SHORT-TERM INVESTMENTS - 5.6%
U.S. Treasury Securities - 5.6%
U.S. Treasury Bills - 5.6%
$  14,597,000
3.99%, 04/16/2026(4)
$14,175,132
2,582,000
4.04%, 02/19/2026(4)
2,522,909
5,256,000
4.16%, 01/22/2026(4)
5,150,882
Total Short-Term Investments
(cost $21,859,604)
$21,848,923
Total Investments
(cost $404,918,169)
98.9
%
$383,763,166
Other Assets and Liabilities
1.1
%
4,407,892
Net Assets
100.0
%
$388,171,058
Note:
Percentage of investments as shown is the ratio of the total market value to net assets.
The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.  
(1)
Variable or floating rate security, which interest rate adjusts periodically based on
changes in current interest rates and prepayments on the underlying pool of
assets. Rate shown is the rate in effect as of period end.
(2)
Security is a zero-coupon bond.
(3)
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 July 31, 2025, the aggregate value of this security was
$9,076,058, representing 2.3% of net assets.
(4)
The rate shown represents current yield to maturity.
 
Futures Contracts Outstanding at July 31, 2025
Description
Number of
Contracts
Expiration
Date
Current
Notional
Amount
Value and
Unrealized
Appreciation/
(Depreciation)
Short position contracts:
U.S. Treasury Long Bond Future
(99)
09/19/2025
$(11,304,563
)
$(127,731
)
Total futures contracts
$(127,731
)
† See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of July 31, 2025 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Municipal Bonds 
$339,889,304
$—
$339,889,304
$—
U.S. Government Agencies 
22,024,939
—
22,024,939
—
Short-Term Investments 
21,848,923
—
21,848,923
—
Total
$383,763,166
$—
$383,763,166
$—
Liabilities
Futures Contracts(2) 
$(127,731
)
$(127,731
)
$—
$—
Total
$(127,731
)
$(127,731
)
$—
$—
 
(1)
For the year ended July 31, 2025, there were no transfers in and out of Level 3.
(2)
Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.
The accompanying notes are an integral part of these financial statements.
 
37
Hartford Strategic Income ETF (formerly, Hartford Sustainable Income ETF)
Schedule of Investments
July 31, 2025  
 
Shares or Principal Amount
Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 20.2%
Asset-Backed - Automobile - 4.9%
$  1,155,000
Ally Auto Receivables Trust 3.45%,
06/15/2027
$1,149,772
1,130,000
AmeriCredit Automobile Receivables Trust
5.57%, 03/20/2028
1,137,943
515,000
Avid Automobile Receivables Trust 7.80%,
07/15/2032(1)
515,000
Avis Budget Rental Car Funding
AESOP LLC
100,000
7.32%, 02/20/2028(2)
100,505
100,000
7.35%, 04/20/2028(2)
101,136
190,000
Bridgecrest Lending Auto Securitization
Trust 4.72%, 09/15/2028
190,011
630,000
Enterprise Fleet Financing LLC 5.06%,
03/20/2031(2)
639,665
Exeter Automobile Receivables Trust
1,145,000
4.67%, 08/15/2028
1,144,842
14,288
5.31%, 08/16/2027
14,290
180,000
Exeter Select Automobile Receivables
Trust 6.87%, 02/15/2033(2)
179,200
205,000
GM Financial Consumer Automobile
Receivables Trust 4.73%, 08/16/2030
207,467
Hertz Vehicle Financing III LLC
250,000
7.98%, 09/25/2029(2)
249,169
260,000
9.13%, 06/25/2027(2)
262,356
250,000
Hertz Vehicle Financing LLC 5.16%,
06/26/2028(2)
238,914
150,000
Prestige Auto Receivables Trust 6.75%,
11/17/2031(2)
149,733
653,674
Santander Bank Auto Credit-Linked Notes
10.17%, 06/15/2032(2)
662,413
57,971
Securitized Term Auto Receivables Trust
6.75%, 07/25/2031(2)
58,778
585,000
SFS Auto Receivables Securitization Trust
5.33%, 11/20/2029(2)
590,719
540,000
Wheels Fleet Lease Funding 1 LLC
4.80%, 09/19/2039(2)
542,692
 
8,134,605
Commercial Mortgage-Backed Securities - 3.8%
130,000
280 Park Avenue Mortgage Trust 6.75%,
09/15/2034, 1 mo. USD Term SOFR +
2.42%(2)(3)
125,775
95,000
ALA Trust 7.43%, 06/15/2040, 1 mo. USD
Term SOFR + 3.09%(2)(3)
94,771
80,000
ARZ Trust 8.27%, 06/11/2029(2)
82,256
100,000
BAMLL Commercial Mortgage Securities
Trust 3.72%, 11/05/2032(2)(4)
78,438
100,000
BOCA Commercial Mortgage Trust 8.78%,
08/15/2041, 1 mo. USD Term SOFR +
4.44%(2)(3)
100,512
BPR Trust
30,000
5.85%, 11/05/2041(2)(4)
27,858
90,000
8.34%, 10/05/2038(2)(4)
94,092
630,000
BX Trust 7.60%, 10/15/2036, 1 mo. USD
Term SOFR + 3.26%(2)(3)
627,637
75,000
Citigroup Commercial Mortgage Trust
3.00%, 11/15/2049(2)
59,163
Commercial Mortgage Trust
28,127
4.50%, 08/10/2047(2)(4)
27,283
314,000
7.93%, 12/10/2041(2)(4)
308,847
60,000
CSAIL Commercial Mortgage Trust
4.24%, 08/15/2048(4)
51,137
DC Trust
200,000
8.48%, 04/13/2040(2)(4)
198,757
85,000
10.31%, 04/13/2040(2)(4)
84,657
Shares or Principal Amount
Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 20.2% - (continued)
Commercial Mortgage-Backed Securities - 3.8% - (continued)
$  215,000
GS Mortgage Securities Corp. II 7.29%,
03/10/2041(2)(4)
$217,202
120,215
GS Mortgage Securities Corp. Trust
2.95%, 11/05/2034(2)
104,403
52,661
GS Mortgage Securities Trust 4.42%,
02/10/2048(2)(4)
50,290
103,452
HIH Trust 8.53%, 10/15/2041, 1 mo. USD
Term SOFR + 4.19%(2)(3)
103,516
HTL Commercial Mortgage Trust
255,000
8.20%, 05/10/2039(2)(4)
261,510
100,000
11.93%, 05/10/2039(2)(4)
102,235
324,733
JP Morgan Chase Commercial Mortgage
Securities Trust 4.88%, 12/15/2046(2)(4)
306,873
JPMBB Commercial Mortgage Securities
Trust
205,000
3.74%, 10/15/2048(2)(4)
183,413
275,000
4.05%, 09/15/2047(2)(4)
233,544
610,000
4.51%, 09/15/2047(4)
561,511
125,000
Morgan Stanley Bank of America Merrill
Lynch Trust 3.80%, 05/15/2046(2)(4)
113,280
125,000
Morgan Stanley Capital I Trust 3.91%,
09/09/2032(2)
111,716
270,000
NYC Commercial Mortgage Trust 7.88%,
02/15/2042, 1 mo. USD Term SOFR +
3.54%(2)(3)
268,716
305,000
ROCK Trust 8.82%, 11/13/2041(2)
320,830
140,000
TEXAS Commercial Mortgage Trust
7.43%, 04/15/2042, 1 mo. USD Term
SOFR + 3.09%(2)(3)
140,000
175,000
Wells Fargo Commercial Mortgage Trust
4.55%, 09/15/2058(2)(4)
169,702
195,000
Willowbrook Mall 6.08%, 03/05/2035(2)(4)
178,275
325,000
Worldwide Plaza Trust 3.53%,
11/10/2036(2)
232,375
X-Caliber Funding LLC
460,000
7.01%, 06/17/2030, 1 mo. USD Term
SOFR + 2.68%(2)(3)
460,531
100,000
8.58%, 01/15/2028, 1 mo. USD Term
SOFR + 4.25%(2)(3)
99,891
 
6,180,996
Other Asset-Backed Securities - 5.9%
Affirm Asset Securitization Trust
850,000
7.35%, 09/15/2029(2)
851,704
850,000
9.17%, 02/15/2029(2)
857,764
150,000
AGL CLO 16 Ltd. 8.98%, 01/20/2035,
3 mo. USD Term SOFR + 4.65%(2)(3)
144,108
100,000
AMSR Trust 3.66%, 06/17/2042(2)(5)
83,499
305,000
Apidos CLO LIII Ltd. 10.76%, 07/20/2038,
3 mo. USD Term SOFR + 6.43%(2)(3)
311,474
250,000
Ballyrock CLO 28 Ltd. 9.33%, 01/20/2038,
3 mo. USD Term SOFR + 5.00%(2)(3)
247,866
345,000
Ballyrock CLO 29 Ltd. 4.39%,
07/25/2038(2)(4)
300,145
305,000
Battalion CLO XV Ltd. 7.57%, 01/17/2033,
3 mo. USD Term SOFR + 3.25%(2)(3)
296,608
430,000
Carlyle Global Market Strategies CLO Ltd.
10.58%, 04/20/2034, 3 mo. USD Term
SOFR + 6.25%(2)(3)
420,842
525,000
Carlyle U.S. CLO Ltd. 11.89%,
07/20/2037, 3 mo. USD Term SOFR +
7.56%(2)(3)
532,211
250,000
CIFC Funding Ltd. 8.61%, 04/27/2031,
3 mo. USD Term SOFR + 4.30%(2)(3)
249,000
191,635
ECAF I Ltd. 4.95%, 06/15/2040(2)
171,523
The accompanying notes are an integral part of these financial statements.
 
38
Hartford Strategic Income ETF (formerly, Hartford Sustainable Income ETF)
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 20.2% - (continued)
Other Asset-Backed Securities - 5.9% - (continued)
$  250,000
GoldenTree Loan Management U.S. CLO
16 Ltd. 8.83%, 01/20/2038, 3 mo. USD
Term SOFR + 4.50%(2)(3)
$249,486
28,046
HINNT LLC 8.00%, 03/15/2043(2)
26,788
Home RE Ltd.
146,193
8.95%, 10/25/2033, 30 day USD SOFR
Average + 4.60%(2)(3)
150,087
159,978
9.85%, 10/25/2034, 30 day USD SOFR
Average + 5.50%(2)(3)
165,845
244,048
Horizon Aircraft Finance III Ltd. 4.46%,
11/15/2039(2)
220,246
1,792,000
Kubota Credit Owner Trust 5.19%,
05/15/2030(2)
1,829,250
250,000
OCP CLO Ltd. 8.73%, 07/20/2037, 3 mo.
USD Term SOFR + 4.40%(2)(3)
251,332
Palmer Square CLO Ltd.
250,000
10.02%, 07/15/2038, 3 mo. USD Term
SOFR + 5.75%(2)(3)
251,480
270,000
11.27%, 04/18/2037, 3 mo. USD Term
SOFR + 6.94%(2)(3)
270,802
135,000
PEAC Solutions Receivables LLC 5.04%,
07/20/2032(2)
136,481
510,000
Rad CLO 12 Ltd. 10.96%, 07/30/2040,
3 mo. USD Term SOFR + 6.65%(2)(3)
510,071
505,000
Southwick Park CLO LLC 10.58%,
07/20/2032, 3 mo. USD Term SOFR +
6.25%(2)(3)
505,000
100,000
Tricon Residential Trust 4.13%,
07/17/2038(2)
97,891
25,000
VB-S1 Issuer LLC 8.87%, 05/15/2054(2)
25,870
350,000
Voya CLO Ltd. 7.58%, 10/15/2031, 3 mo.
USD Term SOFR + 3.26%(2)(3)
349,386
290,000
Whetstone Park CLO Ltd. 10.74%,
01/20/2035, 3 mo. USD Term SOFR +
6.41%(2)(3)
285,623
 
9,792,382
Whole Loan Collateral CMO - 5.6%
50,000
Angel Oak Mortgage Trust 2.48%,
05/25/2066(2)(4)
36,651
435,000
CSMC Trust 4.46%, 05/25/2065(2)(4)
398,156
Federal National Mortgage Association
Connecticut Avenue Securities Trust
15,000
8.25%, 07/25/2043, 30 day USD SOFR
Average + 3.90%(2)(3)
15,861
430,000
10.35%, 10/25/2041, 30 day USD
SOFR Average + 6.00%(2)(3)
448,754
630,000
10.35%, 12/25/2041, 30 day USD
SOFR Average + 6.00%(2)(3)
660,908
560,000
10.55%, 11/25/2041, 30 day USD
SOFR Average + 6.20%(2)(3)
585,803
664,000
11.35%, 04/25/2042, 30 day USD
SOFR Average + 7.00%(2)(3)
718,574
675,000
13.85%, 03/25/2042, 30 day USD
SOFR Average + 9.50%(2)(3)
750,094
575,000
14.95%, 05/25/2042, 30 day USD
SOFR Average + 10.60%(2)(3)
659,094
24,382
16.21%, 08/25/2028, 30 day USD
SOFR Average + 11.86%(3)
25,680
419,214
16.35%, 06/25/2042, 30 day USD
SOFR Average + 12.00%(2)(3)
490,340
100,000
Imperial Fund Mortgage Trust 4.10%,
01/25/2057(2)(4)
75,948
PRET LLC
214,389
7.97%, 09/25/2051(2)(5)
211,566
155,000
7.99%, 07/25/2055(2)(5)
155,000
Shares or Principal Amount
Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 20.2% - (continued)
Whole Loan Collateral CMO - 5.6% - (continued)
$  160,000
8.23%, 03/25/2055(2)(5)
$157,961
165,000
8.35%, 07/25/2055(2)(5)
164,943
100,000
8.59%, 12/25/2054(2)(5)
99,921
265,000
8.72%, 10/25/2054(2)(5)
264,536
145,000
8.72%, 05/25/2055(2)(5)
145,002
360,000
8.84%, 09/25/2054(2)(5)
359,718
175,000
8.96%, 10/25/2054(2)(5)
174,380
PRPM LLC
255,000
3.00%, 05/25/2055(2)(5)
219,878
145,000
8.47%, 04/25/2030(2)(5)
143,251
100,000
8.60%, 11/25/2029(2)(5)
98,927
100,000
8.84%, 11/25/2029(2)(5)
100,109
605,000
9.56%, 05/25/2030(2)(5)
606,143
430,000
RCO IX Mortgage LLC 9.13%,
04/25/2030(2)(5)
429,147
100,000
RCO VIII Mortgage LLC 8.84%,
05/25/2030(2)(5)
100,289
Verus Securitization Trust
135,000
3.04%, 09/25/2066(2)(4)
93,637
100,000
6.77%, 10/25/2067(2)(4)
99,311
434,345
VOLT CII LLC 8.21%, 08/25/2051(2)(5)
434,022
104,058
VOLT CV LLC 5.32%, 11/27/2051(2)(5)
100,877
285,129
VOLT CVI LLC 5.44%, 12/26/2051(2)(5)
281,973
 
9,306,454
Total Asset & Commercial
Mortgage-Backed Securities
(cost $33,190,870)
$33,414,437
CONVERTIBLE BONDS - 7.2%
Auto Manufacturers - 0.1%
Rivian Automotive, Inc.
200,000
3.63%, 10/15/2030
$172,700
39,000
4.63%, 03/15/2029
38,342
 
211,042
Biotechnology - 0.6%
205,000
Alnylam Pharmaceuticals, Inc. 1.00%,
09/15/2027
301,411
145,000
BioMarin Pharmaceutical, Inc. 1.25%,
05/15/2027
136,811
120,000
Cytokinetics, Inc. 3.50%, 07/01/2027
132,000
179,000
Immunocore Holdings PLC 2.50%,
02/01/2030
156,121
262,000
Ionis Pharmaceuticals, Inc. 1.75%,
06/15/2028
286,967
 
1,013,310
Chemicals - 0.3%
600,000
Sasol Financing USA LLC 4.50%,
11/08/2027(6)
556,500
Commercial Banks - 0.1%
EUR 
300,000
Mitsubishi UFJ Investor Services &
Banking Luxembourg SA 6.54%,
12/15/2050, 3 mo. EURIBOR +
4.50%(3)
207,621
Commercial Services - 0.1%
$ 108,000
Global Payments, Inc. 1.50%, 03/01/2031
97,740
EUR 
100,000
Nexi SpA 1.75%, 04/24/2027(6)
111,010
 
208,750
Diversified Financial Services - 0.1%
$ 72,000
Coinbase Global, Inc. 0.25%, 04/01/2030
99,147
Electric - 0.6%
60,000
NextEra Energy Capital Holdings, Inc.
3.00%, 03/01/2027
68,430
The accompanying notes are an integral part of these financial statements.
 
39
Hartford Strategic Income ETF (formerly, Hartford Sustainable Income ETF)
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
CONVERTIBLE BONDS - 7.2% - (continued)
Electric - 0.6% - (continued)
$  270,000
PG&E Corp. 4.25%, 12/01/2027
$268,920
241,000
Southern Co. 3.25%, 06/15/2028(2)
243,049
WEC Energy Group, Inc.
82,000
3.38%, 06/01/2028(2)
83,025
210,000
4.38%, 06/01/2029
249,241
 
912,665
Energy-Alternate Sources - 0.2%
304,000
Enphase Energy, Inc. 0.00%,
03/01/2028(7)
251,561
30,000
Stem, Inc. 0.50%, 12/01/2028(2)
6,588
 
258,149
Entertainment - 0.1%
63,000
DraftKings Holdings, Inc. 0.00%,
03/15/2028(7)
57,115
80,000
Live Nation Entertainment, Inc. 3.13%,
01/15/2029
120,184
 
177,299
Healthcare - Products - 0.5%
267,000
Exact Sciences Corp. 2.00%,
03/01/2030(2)
256,454
220,000
Integer Holdings Corp. 1.88%,
03/15/2030(2)
215,160
189,000
Lantheus Holdings, Inc. 2.63%,
12/15/2027
222,417
200,000
Qiagen NV 2.50%, 09/10/2031(6)
216,821
 
910,852
Home Builders - 0.2%
290,000
Meritage Homes Corp. 1.75%, 05/15/2028
286,732
Internet - 0.9%
26,000
Alibaba Group Holding Ltd. 0.50%,
06/01/2031
34,476
164,000
DoorDash, Inc. 0.00%, 05/15/2030(2)(7)
178,022
75,000
JD.com, Inc. 0.25%, 06/01/2029
77,025
21,000
MakeMyTrip Ltd. 0.00%, 07/01/2030(2)(7)
21,587
600,000
Meituan 0.00%, 04/27/2028(6)(7)
585,600
155,000
Shopify, Inc. 0.13%, 11/01/2025
158,565
285,000
Uber Technologies, Inc. 0.88%,
12/01/2028
388,882
 
1,444,157
Investment Company Security - 0.2%
273,000
HAT Holdings I LLC/HAT Holdings II LLC
3.75%, 08/15/2028(2)
310,537
IT Services - 0.4%
100,000
CyberArk Software Ltd. 0.00%,
06/15/2030(2)(7)
102,700
82,000
Lumentum Holdings, Inc. 1.50%,
12/15/2029
140,630
240,000
Parsons Corp. 2.63%, 03/01/2029
260,880
71,000
Seagate HDD Cayman 3.50%, 06/01/2028
137,633
 
641,843
Leisure Time - 0.5%
181,000
Carnival Corp. 5.75%, 12/01/2027
417,929
NCL Corp. Ltd.
204,000
0.88%, 04/15/2030(2)
248,625
165,000
2.50%, 02/15/2027
175,065
 
841,619
Lodging - 0.2%
400,000
Wynn Macau Ltd. 4.50%, 03/07/2029(2)
412,800
Machinery-Diversified - 0.0%
36,000
Middleby Corp. 1.00%, 09/01/2025
40,725
Shares or Principal Amount
Market Value†
CONVERTIBLE BONDS - 7.2% - (continued)
Miscellaneous Manufacturing - 0.1%
$  150,000
JBT Marel Corp. 0.25%, 05/15/2026
$151,950
Pharmaceuticals - 0.1%
200,000
Jazz Investments I Ltd. 3.13%,
09/15/2030(2)
220,500
Real Estate Investment Trusts - 0.4%
325,000
Federal Realty OP LP 3.25%,
01/15/2029(2)
319,962
Rexford Industrial Realty LP
168,000
4.13%, 03/15/2029(2)
164,388
138,000
4.38%, 03/15/2027(2)
136,413
 
620,763
Semiconductors - 0.2%
53,000
Microchip Technology, Inc. 0.75%,
06/01/2030
51,943
265,000
ON Semiconductor Corp. 0.50%,
03/01/2029
253,532
 
305,475
Software - 1.3%
135,000
Bill Holdings, Inc. 0.00%, 04/01/2030(2)(7)
113,670
Cloudflare, Inc.
40,000
0.00%, 08/15/2026(7)
49,160
317,000
0.00%, 06/15/2030(2)(7)
353,772
454,000
Datadog, Inc. 0.00%, 12/01/2029(2)(7)
440,627
217,000
Guidewire Software, Inc. 1.25%,
11/01/2029(2)
248,790
95,000
MicroStrategy, Inc. 0.00%, 03/01/2030(2)(7)
111,181
285,000
Nutanix, Inc. 0.50%, 12/15/2029(2)
320,397
52,000
Snowflake, Inc. 0.00%, 10/01/2029(2)(7)
80,600
15,000
Tyler Technologies, Inc. 0.25%,
03/15/2026
18,128
343,000
Unity Software, Inc. 0.00%,
03/15/2030(2)(7)
416,025
 
2,152,350
Total Convertible Bonds
(cost $11,409,454)
$11,984,786
CORPORATE BONDS - 33.6%
Advertising - 0.0%
67,000
Clear Channel Outdoor Holdings, Inc.
7.50%, 06/01/2029(2)
$61,038
Aerospace & Defense - 0.0%
20,000
Goat Holdco LLC 6.75%, 02/01/2032(2)
20,161
Agriculture - 0.1%
45,000
BAT Capital Corp. 5.63%, 08/15/2035
45,709
200,000
MHP Lux SA 6.25%, 09/19/2029(6)
162,424
 
208,133
Airlines - 0.2%
100,000
JetBlue Airways Corp./JetBlue Loyalty LP
9.88%, 09/20/2031(2)
96,685
25,000
OneSky Flight LLC 8.88%, 12/15/2029(2)
26,339
VistaJet Malta Finance PLC/Vista
Management Holding, Inc.
48,000
6.38%, 02/01/2030(2)
45,343
72,000
9.50%, 06/01/2028(2)
73,800
 
242,167
Apparel - 0.1%
65,000
Champ Acquisition Corp. 8.38%,
12/01/2031(2)
68,767
45,000
Under Armour, Inc. 7.25%, 07/15/2030(2)
45,912
 
114,679
The accompanying notes are an integral part of these financial statements.
 
40
Hartford Strategic Income ETF (formerly, Hartford Sustainable Income ETF)
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 33.6% - (continued)
Auto Manufacturers - 0.1%
$  25,000
Ford Motor Co. 3.25%, 02/12/2032
$21,181
145,000
General Motors Financial Co., Inc. 5.70%,
09/30/2030, (5.70% fixed rate until
09/30/2030; 5 yr. USD CMT + 5.00%
thereafter)(8)(9)
141,459
 
162,640
Auto Parts & Equipment - 0.2%
Forvia SE
EUR 
      200,000
3.75%, 06/15/2028(6)
228,573
100,000
5.50%, 06/15/2031(6)
117,165
 
345,738
Beverages - 0.1%
$ 205,000
Central American Bottling Corp./CBC
Bottling Holdco SL/Beliv Holdco SL
5.25%, 04/27/2029(6)
199,159
Chemicals - 0.6%
200,000
Braskem Netherlands Finance BV 4.50%,
01/31/2030(6)
141,803
46,000
FMC Corp. 8.45%, 11/01/2055, (8.45%
fixed rate until 08/01/2030; 5 yr. USD
CMT + 4.37% thereafter)(8)
47,556
OCP SA
600,000
6.70%, 03/01/2036(6)
607,140
200,000
6.70%, 03/01/2036(2)
202,392
 
998,891
Coal - 0.1%
240,000
Mongolian Mining Corp. 8.44%,
04/03/2030(6)
231,114
Commercial Banks - 6.7%
EUR 
200,000
AIB Group PLC 6.00%, 07/14/2031,
(6.00% fixed rate until 07/14/2031; 5 yr.
EURIBOR ICE Swap + 3.71%
thereafter)(6)(8)(9)
230,674
100,000
Attica Bank SA 9.38%, 01/31/2031,
(9.38% fixed rate until 01/31/2031; 5 yr.
EURIBOR ICE Swap + 7.28%
thereafter)(6)(8)(9)
120,143
150,000
Banca Monte dei Paschi di Siena SpA
7.71%, 01/18/2028, 5 yr. EURIBOR ICE
Swap + 5.01%(3)(6)
188,371
Banca Transilvania SA
500,000
5.13%, 09/30/2030, (5.13% fixed rate
until 09/30/2029; 1 yr. EURIBOR ICE
Swap + 2.95% thereafter)(6)(8)
584,538
205,000
8.88%, 04/27/2027, (8.88% fixed rate
until 04/27/2026; 1 yr. EURIBOR ICE
Swap + 5.58% thereafter)(6)(8)
243,158
Bank of America Corp.
$ 45,000
2.48%, 09/21/2036, (2.48% fixed rate
until 09/21/2031; 5 yr. USD CMT +
1.20% thereafter)(8)
38,314
32,000
5.52%, 10/25/2035, (5.52% fixed rate
until 10/25/2034; 6 mo. USD SOFR +
1.74% thereafter)(8)
32,031
20,000
6.25%, 07/26/2030, (6.25% fixed rate
until 07/26/2030; 5 yr. USD CMT +
2.35% thereafter)(8)(9)
19,931
EUR 
200,000
Bank of Cyprus Holdings PLC 11.88%,
12/21/2028, (11.88% fixed rate until
12/21/2028; 5 yr. EURIBOR ICE Swap
+ 9.13% thereafter)(6)(8)(9)
277,969
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 33.6% - (continued)
Commercial Banks - 6.7% - (continued)
Bank of New York Mellon Corp.
$  50,000
3.99%, 06/13/2028, (3.99% fixed rate
until 06/13/2027; 6 mo. USD SOFR +
1.15% thereafter)(8)
$49,670
20,000
5.61%, 07/21/2039, (5.61% fixed rate
until 07/21/2034; 6 mo. USD SOFR +
1.77% thereafter)(8)
20,449
40,000
6.32%, 10/25/2029, (6.32% fixed rate
until 10/25/2028; 6 mo. USD SOFR +
1.60% thereafter)(8)
42,251
GBP 
      200,000
Barclays PLC 8.38%, 09/15/2031, (8.38%
fixed rate until 09/15/2031; 5 yr. GBP
Swap + 4.69% thereafter)(6)(8)(9)
275,634
EUR 
      200,000
BAWAG Group AG 7.25%, 09/18/2029,
(7.25% fixed rate until 09/18/2029; 5 yr.
EURIBOR ICE Swap + 5.05%
thereafter)(6)(8)(9)
241,455
$ 418,000
BBVA Mexico SA Institucion De Banca
Multiple Grupo Financiero BBVA
Mexico 8.13%, 01/08/2039, (8.13%
fixed rate until 01/08/2034; 5 yr. USD
CMT + 4.21% thereafter)(6)(8)
436,781
200,000
BNP Paribas SA 7.38%, 09/10/2034,
(7.38% fixed rate until 09/10/2034; 5 yr.
USD CMT + 3.54% thereafter)(2)(8)(9)
205,607
EUR 
200,000
BPCE SA 1.50%, 01/13/2042, (1.50%
fixed rate until 10/13/2026; 5 yr. EUR
Swap + 1.75% thereafter)(6)(8)
223,876
CaixaBank SA
$ 225,000
6.04%, 06/15/2035, (6.04% fixed rate
until 06/15/2034; 6 mo. USD SOFR +
2.26% thereafter)(2)(8)
235,719
EUR 
200,000
7.50%, 01/16/2030, (7.50% fixed rate
until 01/16/2030; 5 yr. EURIBOR ICE
Swap + 5.30% thereafter)(6)(8)(9)
254,376
200,000
CCF Holding SAS 9.25%, 06/12/2029,
(9.25% fixed rate until 06/12/2029; 5 yr.
EUR Swap + 6.63% thereafter)(6)(8)(9)
250,489
Citigroup, Inc.
$ 148,000
6.88%, 08/15/2030, (6.88% fixed rate
until 08/15/2030; 5 yr. USD CMT +
2.89% thereafter)(8)(9)
149,258
102,000
7.63%, 11/15/2028, (7.63% fixed rate
until 11/15/2028; 5 yr. USD CMT +
3.21% thereafter)(8)(9)
106,406
EUR 
100,000
Credit Agricole SA 6.50%, 09/23/2029,
(6.50% fixed rate until 09/23/2029; 5 yr.
EURIBOR ICE Swap + 4.21%
thereafter)(6)(8)(9)
121,678
200,000
Erste Group Bank AG 7.00%, 04/15/2031,
(7.00% fixed rate until 04/15/2031; 5 yr.
EURIBOR ICE Swap + 4.41%
thereafter)(6)(8)(9)
246,067
100,000
Eurobank SA 4.00%, 02/07/2036, (4.00%
fixed rate until 02/07/2035; 1 yr.
EURIBOR ICE Swap + 1.70%
thereafter)(6)(8)
114,489
$ 35,000
Fifth Third Bancorp 4.50%, 09/30/2025,
(4.50% fixed rate until 09/30/2025; 5 yr.
USD CMT + 4.22% thereafter)(8)(9)
34,875
337,000
Freedom Mortgage Corp. 12.25%,
10/01/2030(2)
372,771
The accompanying notes are an integral part of these financial statements.
 
41
Hartford Strategic Income ETF (formerly, Hartford Sustainable Income ETF)
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 33.6% - (continued)
Commercial Banks - 6.7% - (continued)
Goldman Sachs Group, Inc.
$  88,000
3.65%, 08/10/2026, (3.65% fixed rate
until 08/10/2026; 5 yr. USD CMT +
2.92% thereafter)(8)(9)
$86,099
88,000
7.50%, 02/10/2029, (7.50% fixed rate
until 02/10/2029; 5 yr. USD CMT +
3.16% thereafter)(8)(9)
92,950
200,000
Golomt Bank 11.00%, 05/20/2027(2)
206,608
HSBC Holdings PLC
200,000
4.60%, 12/17/2030, (4.60% fixed rate
until 12/17/2030; 5 yr. USD CMT +
3.65% thereafter)(8)(9)
184,363
200,000
5.73%, 05/17/2032, (5.73% fixed rate
until 05/17/2031; 6 mo. USD SOFR +
1.52% thereafter)(8)
207,736
325,000
7.05%, 06/05/2030, (7.05% fixed rate
until 06/05/2030; 5 yr. USD CMT +
2.99% thereafter)(8)(9)
331,133
Ibercaja Banco SA
EUR 
200,000
4.13%, 08/18/2036, (4.13% fixed rate
until 05/18/2031; 5 yr. EURIBOR ICE
Swap + 1.90% thereafter)(6)(8)
229,415
200,000
9.13%, 01/25/2028, (9.13% fixed rate
until 01/25/2028; 5 yr. EUR Swap +
6.83% thereafter)(6)(8)(9)
254,556
Intesa Sanpaolo SpA
200,000
6.38%, 05/26/2033, (6.38% fixed rate
until 05/26/2033; 5 yr. EURIBOR ICE
Swap + 4.04% thereafter)(6)(8)(9)
236,762
$ 200,000
7.80%, 11/28/2053(2)
237,961
JP Morgan Chase & Co.
16,000
4.51%, 10/22/2028, (4.51% fixed rate
until 10/22/2027; 6 mo. USD SOFR +
0.86% thereafter)(8)
16,019
48,000
5.53%, 11/29/2045, (5.53% fixed rate
until 11/29/2044; 6 mo. USD SOFR +
1.55% thereafter)(8)
48,016
10,000
5.58%, 07/23/2036, (5.58% fixed rate
until 07/23/2035; 6 mo. USD SOFR +
1.64% thereafter)(8)
10,130
EUR 
200,000
KBC Group NV 6.00%, 11/27/2030,
(6.00% fixed rate until 11/27/2030; 5 yr.
EURIBOR ICE Swap + 3.81%
thereafter)(6)(8)(9)
234,008
GBP 
100,000
La Banque Postale SA 5.63%,
09/21/2028, (5.63% fixed rate until
09/21/2027; 1 yr. U.K. Government
Bond + 2.60% thereafter)(6)(8)
134,584
200,000
Lloyds Banking Group PLC 8.50%,
03/27/2028, (8.50% fixed rate until
03/27/2028; 5 yr. U.K. Government
Bond + 5.14% thereafter)(8)(9)
280,215
EUR 
200,000
Luminor Holding AS 7.38%, 02/12/2031,
(7.38% fixed rate until 02/12/2031; 5 yr.
EURIBOR ICE Swap + 5.26%
thereafter)(6)(8)(9)
236,542
GBP 
100,000
Metro Bank Holdings PLC 12.00%,
04/30/2029, (12.00% fixed rate until
04/30/2028; 1 yr. U.K. Government
Bond + 7.81% thereafter)(6)(8)
151,157
EUR 
100,000
Nova Ljubljanska Banka DD 6.88%,
01/24/2034, (6.88% fixed rate until
01/24/2029; 5 yr. EURIBOR ICE Swap
+ 4.23% thereafter)(6)(8)
122,753
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 33.6% - (continued)
Commercial Banks - 6.7% - (continued)
EUR  
      425,000
Piraeus Financial Holdings SA 8.75%,
06/16/2026, (8.75% fixed rate until
06/16/2026; 5 yr. EUR Swap + 9.20%
thereafter)(6)(8)(9)
$505,231
$ 175,000
Santander Holdings USA, Inc. 5.47%,
03/20/2029, (5.47% fixed rate until
03/20/2028; 6 mo. USD SOFR + 1.61%
thereafter)(8)
177,840
Societe Generale SA
200,000
5.51%, 05/22/2031, (5.51% fixed rate
until 05/22/2030; 6 mo. USD SOFR +
1.65% thereafter)(2)(8)
203,980
200,000
10.00%, 11/14/2028, (10.00% fixed rate
until 11/14/2028; 5 yr. USD CMT +
5.45% thereafter)(2)(8)(9)
220,476
EUR 
      100,000
Spar Nord Bank AS 4.13%, 10/01/2030,
(4.13% fixed rate until 10/01/2029; 1 yr.
EURIBOR ICE Swap + 1.85%
thereafter)(6)(8)
118,320
$ 665,000
Trade & Development Bank of
Mongolia LLC 8.50%, 12/23/2027(6)
647,163
UBS Group AG
250,000
9.02%, 11/15/2033, (9.02% fixed rate
until 11/15/2032; 6 mo. USD SOFR +
5.02% thereafter)(2)(8)
309,882
200,000
9.25%, 11/13/2033, (9.25% fixed rate
until 11/13/2033; 5 yr. USD CMT +
4.76% thereafter)(2)(8)(9)
234,441
EUR 
125,000
UBS Switzerland AG 3.15%, 06/21/2031(6)
144,853
100,000
Unicaja Banco SA 0.25%, 09/25/2029(6)
103,411
$ 44,000
Wells Fargo & Co. 3.90%, 03/15/2026,
(3.90% fixed rate until 03/15/2026; 5 yr.
USD CMT + 3.45% thereafter)(8)(9)
43,589
 
11,127,173
Commercial Services - 0.5%
64,000
Avis Budget Car Rental LLC/Avis Budget
Finance, Inc. 8.38%, 06/15/2032(2)
66,023
59,000
Block, Inc. 3.50%, 06/01/2031
54,071
93,000
Deluxe Corp. 8.13%, 09/15/2029(2)
95,742
EUR 
200,000
House of HR Group BV 9.00%,
11/03/2029(6)
227,765
100,000
Shift4 Payments LLC/Shift4 Payments
Finance Sub, Inc. 5.50%, 05/15/2033(2)
119,353
225,000
Verisure Midholding AB 5.25%,
02/15/2029(6)
259,353
 
822,307
Construction Materials - 0.4%
$ 400,000
Cemex SAB de CV 7.20%, 06/10/2030,
(7.20% fixed rate until 06/10/2030; 5 yr.
USD CMT + 3.52% thereafter)(2)(8)(9)
408,380
CP Atlas Buyer, Inc.
50,000
9.75%, 07/15/2030(2)
50,449
90,000
12.75%, 01/15/2031(2)(10)
85,492
70,000
JH North America Holdings, Inc. 5.88%,
01/31/2031(2)
70,240
45,000
Trane Technologies Financing Ltd. 5.10%,
06/13/2034
45,644
 
660,205
Distribution/Wholesale - 0.1%
118,000
Velocity Vehicle Group LLC 8.00%,
06/01/2029(2)
119,394
The accompanying notes are an integral part of these financial statements.
 
42
Hartford Strategic Income ETF (formerly, Hartford Sustainable Income ETF)
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 33.6% - (continued)
Diversified Financial Services - 3.1%
$  57,000
Aircastle Ltd. 5.25%, 06/15/2026, (5.25%
fixed rate until 06/15/2026; 5 yr. USD
CMT + 4.41% thereafter)(2)(8)(9)
$56,606
983,000
Bread Financial Holdings, Inc. 8.38%,
06/15/2035, (8.38% fixed rate until
06/15/2030; 5 yr. USD CMT + 4.30%
thereafter)(2)(8)
1,015,378
30,000
Credit Acceptance Corp. 9.25%,
12/15/2028(2)
31,727
108,000
EZCORP, Inc. 7.38%, 04/01/2032(2)
112,478
Freedom Mortgage Holdings LLC
405,000
8.38%, 04/01/2032(2)
414,224
157,000
9.13%, 05/15/2031(2)
163,204
83,000
goeasy Ltd. 7.38%, 10/01/2030(2)
84,628
170,000
Hightower Holding LLC 9.13%,
01/31/2030(2)
180,668
IIFL Finance Ltd.
600,000
8.75%, 07/24/2028(6)
609,511
200,000
8.75%, 07/24/2028(2)
203,170
744,000
LFS Topco LLC 8.75%, 07/15/2030(2)
719,624
200,000
Midcap Financial Issuer Trust 6.50%,
05/01/2028(2)
198,276
500,000
Muangthai Capital PCL 7.55%,
07/21/2030(2)
507,468
39,000
PennyMac Financial Services, Inc. 6.88%,
05/15/2032(2)
39,735
577,000
Planet Financial Group LLC 10.50%,
12/15/2029(2)
588,767
45,000
Rocket Cos., Inc. 6.38%, 08/01/2033(2)
45,899
119,000
TrueNoord Capital DAC 8.75%,
03/01/2030(2)
123,419
 
5,094,782
Electric - 4.3%
200,000
Adani Electricity Mumbai Ltd. 3.87%,
07/22/2031(6)
175,701
442,194
AES Panama Generation Holdings SRL
4.38%, 05/31/2030(6)
403,796
50,000
Alabama Power Co. 5.10%, 04/02/2035
50,256
200,000
Buffalo Energy Mexico Holdings/Buffalo
Energy Infrastructure/Buffalo Energy
7.88%, 02/15/2039(6)
213,146
EUR 
429,000
Bulgarian Energy Holding EAD 2.45%,
07/22/2028(6)
474,742
$ 45,000
CMS Energy Corp. 4.75%, 06/01/2050,
(4.75% fixed rate until 03/01/2030; 5 yr.
USD CMT + 4.12% thereafter)(8)
43,316
Dominion Energy, Inc.
97,000
4.35%, 01/15/2027, (4.35% fixed rate
until 01/15/2027; 5 yr. USD CMT +
3.20% thereafter)(8)(9)
94,829
25,000
4.60%, 05/15/2028
25,099
45,000
6.88%, 02/01/2055, (6.88% fixed rate
until 11/03/2029; 5 yr. USD CMT +
2.39% thereafter)(8)
47,090
10,000
7.00%, 06/01/2054, (7.00% fixed rate
until 03/03/2034; 5 yr. USD CMT +
2.51% thereafter)(8)
10,668
EUR 
620,000
Eastern European Electric Co. BV 6.50%,
05/15/2030(2)
732,776
$ 372,000
Edison International 8.13%, 06/15/2053,
(8.13% fixed rate until 03/15/2028; 5 yr.
USD CMT + 3.86% thereafter)(8)
364,774
142,000
Emera, Inc. 6.75%, 06/15/2076, (6.75%
fixed rate until 06/15/2026; 3 mo. USD
Term SOFR + 5.44% thereafter)(8)
143,027
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 33.6% - (continued)
Electric - 4.3% - (continued)
Energo-Pro AS
EUR  
      755,000
8.00%, 05/27/2030(2)
$913,130
$ 200,000
11.00%, 11/02/2028(6)
213,434
115,000
EUSHI Finance, Inc. 7.63%, 12/15/2054,
(7.63% fixed rate until 09/15/2029; 5 yr.
USD CMT + 3.14% thereafter)(8)
120,155
1,180,000
GDZ Elektrik Dagitim AS 9.00%,
10/15/2029(2)
1,141,360
39,753
Johnsonville Aeroderivative Combustion
Turbine Generation LLC 5.08%,
10/01/2054
37,622
1,080,000
Limak Yenilenebilir Enerji AS 9.63%,
08/12/2030(2)
1,077,430
295,000
PG&E Corp. 7.38%, 03/15/2055, (7.38%
fixed rate until 12/15/2029; 5 yr. USD
CMT + 3.88% thereafter)(8)
284,670
200,000
Termocandelaria Power SA 7.75%,
09/17/2031(6)
205,946
Virginia Electric & Power Co.
15,000
4.20%, 05/15/2045
12,245
10,000
5.65%, 03/15/2055
9,860
375,000
Zorlu Enerji Elektrik Uretim AS 11.00%,
04/23/2030(2)
362,825
 
7,157,897
Energy-Alternate Sources - 0.5%
630,000
FS Luxembourg SARL 8.63%,
06/25/2033(2)
627,795
225,000
Greenko Wind Projects Mauritius Ltd.
7.25%, 09/27/2028(2)
229,139
 
856,934
Engineering & Construction - 0.1%
200,000
IHS Holding Ltd. 6.25%, 11/29/2028(6)
196,640
Entertainment - 0.0%
42,000
Great Canadian Gaming Corp./Raptor LLC
8.75%, 11/15/2029(2)
41,122
33,000
Warnermedia Holdings, Inc. 5.05%,
03/15/2042
22,059
 
63,181
Environmental Control - 0.2%
200,000
Ambipar Lux SARL 10.88%, 02/05/2033(2)
179,721
Reworld Holding Corp.
30,000
4.88%, 12/01/2029(2)
28,650
75,000
5.00%, 09/01/2030
71,055
 
279,426
Food - 0.4%
EUR 
100,000
Bellis Acquisition Co. PLC 8.00%,
07/01/2031(2)
115,582
$ 200,000
BRF SA 5.75%, 09/21/2050(6)
164,517
EUR 
100,000
ELO SACA 3.25%, 07/23/2027(6)
112,806
$ 20,000
JBS USA Holding Lux SARL/JBS USA
Foods Group Holdings, Inc./JBS USA
Food Co. 6.38%, 04/15/2066(2)
19,712
60,000
Mars, Inc. 5.00%, 03/01/2032(2)
60,553
EUR 
200,000
Picard Groupe SAS 6.38%, 07/01/2029(2)
239,691
 
712,861
Forest Products & Paper - 0.2%
$ 343,000
Mercer International, Inc. 12.88%,
10/01/2028(2)
345,952
Gas - 0.1%
141,000
AltaGas Ltd. 7.20%, 10/15/2054, (7.20%
fixed rate until 07/17/2034; 5 yr. USD
CMT + 3.57% thereafter)(2)(8)
142,080
The accompanying notes are an integral part of these financial statements.
 
43
Hartford Strategic Income ETF (formerly, Hartford Sustainable Income ETF)
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 33.6% - (continued)
Hand/Machine Tools - 0.1%
EUR  
      100,000
IMA Industria Macchine Automatiche SpA
3.75%, 01/15/2028(6)
$114,025
Healthcare - Products - 0.1%
$ 45,000
Dentsply Sirona, Inc. 8.38%, 09/12/2055,
(8.38% fixed rate until 06/12/2030; 5 yr.
USD CMT + 4.38% thereafter)(8)
45,369
150,000
Insulet Corp. 6.50%, 04/01/2033(2)
154,189
 
199,558
Healthcare - Services - 0.6%
15,000
Acadia Healthcare Co., Inc. 7.38%,
03/15/2033(2)
15,444
CHS/Community Health Systems, Inc.
114,000
4.75%, 02/15/2031(2)
95,388
480,000
6.88%, 04/15/2029(2)
373,200
385,000
9.75%, 01/15/2034(2)
387,460
129,000
Star Parent, Inc. 9.00%, 10/01/2030(2)
135,656
 
1,007,148
Insurance - 1.1%
Acrisure LLC/Acrisure Finance, Inc.
10,000
6.75%, 07/01/2032(2)
10,125
415,000
8.50%, 06/15/2029(2)
432,909
155,000
Alliant Holdings Intermediate LLC/Alliant
Holdings Co-Issuer 7.38%,
10/01/2032(2)
159,337
Athene Global Funding
47,000
4.95%, 01/07/2027(2)
47,217
35,000
5.35%, 07/09/2027(2)
35,462
20,000
5.68%, 02/23/2026(2)
20,118
49,000
Athene Holding Ltd. 6.88%, 06/28/2055,
(6.88% fixed rate until 03/28/2035; 5 yr.
USD CMT + 2.58% thereafter)(8)
48,374
Global Atlantic Fin Co.
97,000
4.70%, 10/15/2051, (4.70% fixed rate
until 07/15/2026; 5 yr. USD CMT +
3.80% thereafter)(2)(8)
94,951
78,000
7.95%, 10/15/2054, (7.95% fixed rate
until 07/15/2029; 5 yr. USD CMT +
3.61% thereafter)(2)(8)
81,510
200,000
Howden U.K. Refinance PLC/Howden U.K.
Refinance 2 PLC/Howden
U.S. Refinance LLC 8.13%,
02/15/2032(2)
208,282
Liberty Mutual Group, Inc.
45,000
4.13%, 12/15/2051, (4.13% fixed rate
until 09/15/2026; 5 yr. USD CMT +
3.32% thereafter)(2)(8)
43,790
69,000
4.30%, 02/01/2061(2)
42,357
176,000
Lincoln National Corp. 9.25%, 12/01/2027,
(9.25% fixed rate until 12/01/2027; 5 yr.
USD CMT + 5.32% thereafter)(8)(9)
191,072
200,000
Nippon Life Insurance Co. 6.50%,
04/30/2055, (6.50% fixed rate until
04/30/2035; 5 yr. USD CMT + 3.19%
thereafter)(2)(8)
209,306
EUR 
100,000
SCOR SE 6.00%, 06/20/2034, (6.00%
fixed rate until 06/20/2034; 5 yr.
EURIBOR ICE Swap + 3.86%
thereafter)(6)(8)(9)
116,747
 
1,741,557
Internet - 0.2%
200,000
United Group BV 6.75%, 02/15/2031(6)
236,596
Leisure Time - 0.0%
$ 25,000
NCL Corp. Ltd. 6.75%, 02/01/2032(2)
25,678
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 33.6% - (continued)
Lodging - 1.0%
Fortune Star BVI Ltd.
EUR  
      370,000
3.95%, 10/02/2026(6)
$416,326
$ 445,000
5.00%, 05/18/2026(6)
440,135
935,000
Studio City Finance Ltd. 5.00%,
01/15/2029(6)
864,423
 
1,720,884
Media - 0.4%
30,000
Scripps Escrow II, Inc. 5.38%,
01/15/2031(2)(11)
21,943
430,000
Univision Communications, Inc. 9.38%,
08/01/2032(2)
446,168
200,000
VTR Finance NV 6.38%, 07/15/2028(6)
194,000
 
662,111
Mining - 1.5%
Glencore Funding LLC
50,000
2.50%, 09/01/2030(2)
44,990
28,000
3.88%, 04/27/2051(2)
20,561
615,000
Ivanhoe Mines Ltd. 7.88%, 01/23/2030(2)
617,980
1,000,000
Vedanta Resources Finance II PLC
9.85%, 04/24/2033(2)
1,003,707
WE Soda Investments Holding PLC
400,000
9.50%, 10/06/2028(6)
417,047
315,000
9.50%, 10/06/2028(2)
328,425
 
2,432,710
Oil & Gas - 3.1%
1,025,000
Azule Energy Finance PLC 8.13%,
01/23/2030(2)
1,032,615
Diamondback Energy, Inc.
14,000
4.25%, 03/15/2052
10,584
20,000
5.90%, 04/18/2064
18,471
Energean Israel Finance Ltd.
280,000
5.38%, 03/30/2028(6)
269,465
625,000
5.88%, 03/30/2031(6)
583,688
Petroleos Mexicanos
560,000
5.95%, 01/28/2031
519,790
180,000
6.70%, 02/16/2032
171,576
185,000
6.75%, 09/21/2047
143,305
300,000
7.69%, 01/23/2050
254,329
Raizen Fuels Finance SA
270,000
6.25%, 07/08/2032(2)
265,545
400,000
6.70%, 02/25/2037(2)
388,334
45,000
Talos Production, Inc. 9.38%,
02/01/2031(2)
45,887
345,000
Transocean, Inc. 8.50%, 05/15/2031(2)
316,974
765,000
Vital Energy, Inc. 7.88%, 04/15/2032(2)
671,449
365,000
YPF SA 6.95%, 07/21/2027(6)
364,939
 
5,056,951
Packaging & Containers - 0.4%
EUR 
150,000
Ardagh Packaging Finance PLC/Ardagh
Holdings USA, Inc. 2.13%,
08/15/2026(6)
171,216
LABL, Inc.
$ 24,000
5.88%, 11/01/2028(2)
21,291
25,000
8.63%, 10/01/2031(2)
20,765
400,000
SAN Miguel Industrias Pet SA/NG PET
R&P Latin America SA 3.75%,
08/02/2028(5)(6)
378,688
 
591,960
Pharmaceuticals - 0.5%
CVS Health Corp.
67,000
6.75%, 12/10/2054, (6.75% fixed rate
until 09/10/2034; 5 yr. USD CMT +
2.52% thereafter)(8)
67,055
The accompanying notes are an integral part of these financial statements.
 
44
Hartford Strategic Income ETF (formerly, Hartford Sustainable Income ETF)
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 33.6% - (continued)
Pharmaceuticals - 0.5% - (continued)
$  121,000
7.00%, 03/10/2055, (7.00% fixed rate
until 12/10/2029; 5 yr. USD CMT +
2.89% thereafter)(8)
$124,490
Grifols SA
EUR 
      100,000
3.88%, 10/15/2028(6)(11)
112,356
200,000
7.50%, 05/01/2030(6)
241,491
Teva Pharmaceutical Finance Netherlands
II BV
125,000
4.38%, 05/09/2030
146,702
100,000
7.88%, 09/15/2031
138,184
 
830,278
Pipelines - 0.7%
$ 500,000
AL Candelaria (Spain) SA 5.75%,
06/15/2033(6)
431,245
Enbridge, Inc.
154,000
5.75%, 07/15/2080, (5.75% fixed rate
until 04/15/2030; 5 yr. USD CMT +
5.31% thereafter)(8)
152,460
10,000
7.20%, 06/27/2054, (7.20% fixed rate
until 03/27/2034; 5 yr. USD CMT +
2.97% thereafter)(8)
10,301
66,000
8.50%, 01/15/2084, (8.50% fixed rate
until 10/15/2033; 5 yr. USD CMT +
4.43% thereafter)(8)
74,333
56,000
Energy Transfer LP 8.00%, 05/15/2054,
(8.00% fixed rate until 02/15/2029; 5 yr.
USD CMT + 4.02% thereafter)(8)
59,656
45,000
South Bow Canadian Infrastructure
Holdings Ltd. 7.63%, 03/01/2055,
(7.63% fixed rate until 12/01/2029; 5 yr.
USD CMT + 3.95% thereafter)(2)(8)
46,475
35,000
Targa Resources Corp. 5.65%,
02/15/2036
35,226
Transcanada Trust
164,000
5.60%, 03/07/2082, (5.60% fixed rate
until 12/07/2031; 5 yr. USD CMT +
3.99% thereafter)(8)
159,484
86,000
5.88%, 08/15/2076, (5.88% fixed rate
until 08/15/2026; 3 mo. USD SOFR +
4.64% thereafter)(8)
85,821
75,000
Venture Global Plaquemines LNG LLC
6.75%, 01/15/2036(2)
77,153
 
1,132,154
Real Estate - 1.3%
EUR 
365,000
Alexandrite Lake Lux Holdings SARL
6.75%, 07/30/2030(2)
425,594
GBP 
100,000
Canary Wharf Group Investment Holdings
PLC 3.38%, 04/23/2028(6)
122,135
$ 400,000
Country Garden Holdings Co. Ltd. 3.88%,
10/22/2030(6)(12)
34,000
200,000
GLP China Holdings Ltd. 2.95%,
03/29/2026(6)
192,581
200,000
GLP Pte. Ltd. 9.75%, 05/20/2028(6)
197,516
Peach Property Finance GmbH
EUR 
300,000
4.38%, 11/15/2025(6)
336,402
100,000
4.38%, 11/15/2025(2)
112,134
$ 815,000
Pingan Real Estate Capital Ltd. 3.45%,
07/29/2026(6)
791,707
 
2,212,069
Real Estate Investment Trusts - 0.8%
300,000
Champion MTN Ltd. 2.95%, 06/15/2030(6)
251,405
Hudson Pacific Properties LP
588,000
4.65%, 04/01/2029
512,722
123,000
5.95%, 02/15/2028
117,790
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 33.6% - (continued)
Real Estate Investment Trusts - 0.8% - (continued)
Trust Fibra Uno
$  200,000
6.39%, 01/15/2050(6)
$170,719
200,000
7.38%, 02/13/2034(6)
207,009
 
1,259,645
Retail - 0.6%
99,000
LBM Acquisition LLC 6.25%, 01/15/2029(2)
86,873
50,000
Macy's Retail Holdings LLC 5.13%,
01/15/2042
35,056
105,000
Staples, Inc. 10.75%, 09/01/2029(2)
98,455
452,000
Victra Holdings LLC/Victra Finance Corp.
8.75%, 09/15/2029(2)
473,711
GBP 
100,000
Waga Bondco Ltd. 8.50%, 06/15/2030(2)
129,159
$ 200,000
Zhongsheng Group Holdings Ltd. 5.98%,
01/30/2028(6)
200,020
 
1,023,274
Savings & Loans - 0.2%
GBP 
200,000
Nationwide Building Society 7.88%,
12/20/2031, (7.88% fixed rate until
12/20/2031; 5 yr. U.K. Government
Bond + 3.59% thereafter)(6)(8)(9)
272,777
Semiconductors - 0.1%
Intel Corp.
$ 16,000
3.25%, 11/15/2049
9,766
124,000
5.60%, 02/21/2054
109,570
60,000
NVIDIA Corp. 3.50%, 04/01/2040
50,402
 
169,738
Software - 0.2%
93,000
Cloud Software Group, Inc. 9.00%,
09/30/2029(2)
96,242
20,000
Open Text Corp. 6.90%, 12/01/2027(2)
20,650
Rocket Software, Inc.
35,000
6.50%, 02/15/2029(2)
34,031
50,000
9.00%, 11/28/2028(2)
51,598
50,000
Synopsys, Inc. 5.00%, 04/01/2032
50,515
EUR 
125,000
TeamSystem SpA 5.53%, 07/31/2031, 3
mo. EURIBOR + 3.50%(2)(3)
143,472
 
396,508
Telecommunications - 2.3%
Africell Holding Ltd.
$ 690,000
10.50%, 10/23/2029(6)
672,312
450,000
10.50%, 10/23/2029(2)
438,489
Altice France SA
EUR 
200,000
4.13%, 01/15/2029(6)
201,575
100,000
5.88%, 02/01/2027(6)
105,073
AT&T, Inc.
$ 33,000
3.50%, 06/01/2041
25,807
19,000
3.85%, 06/01/2060
13,131
15,000
6.05%, 08/15/2056
15,206
64,000
EchoStar Corp. 6.75%, 11/30/2030(10)
60,640
EUR 
300,000
Eolo SpA 4.88%, 10/21/2028(6)
330,696
Iliad Holding SASU
125,000
5.38%, 04/15/2030(6)
148,046
100,000
6.88%, 04/15/2031(6)
123,063
200,000
Kaixo Bondco Telecom SA 5.13%,
09/30/2029(6)
232,316
$ 64,000
Level 3 Financing, Inc. 3.88%,
10/15/2030(2)
54,880
EUR 
100,000
Lorca Telecom Bondco SA 5.75%,
04/30/2029(6)
119,567
$ 200,000
Millicom International Cellular SA 4.50%,
04/27/2031(6)
184,282
EUR 
100,000
Odido Group Holding BV 5.50%,
01/15/2030(6)
115,717
100,000
Odido Holding BV 3.75%, 01/15/2029(6)
114,147
The accompanying notes are an integral part of these financial statements.
 
45
Hartford Strategic Income ETF (formerly, Hartford Sustainable Income ETF)
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 33.6% - (continued)
Telecommunications - 2.3% - (continued)
$  128,000
Telecom Argentina SA 9.25%,
05/28/2033(2)
$132,224
119,000
TELUS Corp. 7.00%, 10/15/2055, (7.00%
fixed rate until 07/15/2035; 5 yr. USD
CMT + 2.71% thereafter)(8)
120,478
Veon Midco BV
400,000
3.38%, 11/25/2027(6)
369,292
200,000
9.00%, 07/15/2029(2)
205,049
 
3,781,990
Trucking & Leasing - 0.0%
57,000
Penske Truck Leasing Co. LP/PTL
Finance Corp. 5.35%, 01/12/2027(2)
57,477
Water - 0.3%
400,000
Aegea Finance SARL 9.00%,
01/20/2031(2)
429,921
Total Corporate Bonds
(cost $54,824,070)
$55,517,561
FOREIGN GOVERNMENT OBLIGATIONS - 5.6%
Angola - 0.1%
200,000
Angola Government International Bonds
8.00%, 11/26/2029(6)
$186,431
Argentina - 0.4%
641,000
Argentina Republic Government
International Bonds 4.13%,
07/09/2035(5)
423,060
215,000
Provincia de Cordoba 9.75%,
07/02/2032(2)
217,150
 
640,210
Benin - 0.2%
415,000
Benin Government International Bonds
7.96%, 02/13/2038(6)
401,872
Brazil - 0.1%
Brazil Notas do Tesouro Nacional
BRL 
434,000
10.00%, 01/01/2027
73,549
753,000
10.00%, 01/01/2031
115,926
320,000
10.00%, 01/01/2035
45,866
 
235,341
Bulgaria - 0.0%
EUR 
15,000
Bulgaria Government International Bonds
1.38%, 09/23/2050(6)
10,069
Chile - 0.1%
Bonos de la Tesoreria de la Republica en
pesos
CLP 
85,000,000
4.70%, 09/01/2030(6)
84,090
40,000,000
6.00%, 04/01/2033(6)
41,866
 
125,956
China - 0.2%
CNY 
1,920,000
China Government Bonds 2.27%,
05/25/2034
278,108
Colombia - 0.4%
$ 595,000
Colombia Government International
Bonds 5.00%, 06/15/2045
415,013
Colombia TES
COP 
505,600,000
6.25%, 07/09/2036
80,517
525,100,000
7.00%, 06/30/2032
99,095
557,700,000
7.75%, 09/18/2030
117,442
 
712,067
Shares or Principal Amount
Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 5.6% - (continued)
Czech Republic - 0.1%
CZK  
    1,730,000
Czech Republic Government Bonds
2.50%, 08/25/2028(6)
$77,665
Gabon - 0.6%
$ 1,295,000
Gabon Government International Bonds
6.63%, 02/06/2031(6)
1,062,327
Hungary - 0.0%
HUF 
   11,200,000
Hungary Government Bonds 3.00%,
08/21/2030
27,312
India - 0.1%
India Government Bonds
INR 
    2,470,000
6.10%, 07/12/2031
27,963
12,690,000
6.64%, 06/16/2035
146,386
 
174,349
Indonesia - 0.2%
Indonesia Treasury Bonds
IDR 
3,435,000,000
7.00%, 09/15/2030
215,393
436,000,000
7.13%, 06/15/2038
27,197
856,000,000
8.38%, 09/15/2026
53,373
 
295,963
Ivory Coast - 0.5%
Ivory Coast Government International
Bonds
EUR 
540,000
4.88%, 01/30/2032(6)
570,649
200,000
5.88%, 10/17/2031(6)
222,657
 
793,306
Malaysia - 0.2%
Malaysia Government Bonds
MYR 
655,000
3.83%, 07/05/2034
158,260
574,000
4.76%, 04/07/2037
149,692
 
307,952
Mexico - 0.2%
Mexico Bonos
MXN 
420,300
7.75%, 11/23/2034
20,239
1,940,500
7.75%, 11/13/2042
84,783
2,168,900
8.00%, 05/24/2035
105,790
1,093,300
8.50%, 03/01/2029
57,790
$ 22,000
Mexico Government International Bonds
5.75%, 10/12/2110
17,380
 
285,982
Mongolia - 0.1%
210,000
City of Ulaanbaatar Mongolia 7.75%,
08/21/2027(6)
213,464
Peru - 0.2%
Peru Government Bonds
PEN 
296,000
5.40%, 08/12/2034
77,973
335,000
6.85%, 08/12/2035(6)
95,901
169,000
6.95%, 08/12/2031
51,750
141,000
7.60%, 08/12/2039(6)
41,620
 
267,244
Philippines - 0.1%
Philippines Government Bonds
PHP 
1,630,000
6.25%, 03/22/2028
28,224
4,770,000
6.88%, 01/10/2029
84,222
 
112,446
Poland - 0.1%
PLN 
375,000
Republic of Poland Government Bonds
3.75%, 05/25/2027
99,541
Romania - 0.6%
Romania Government Bonds
RON 
130,000
5.00%, 02/12/2029
27,269
The accompanying notes are an integral part of these financial statements.
 
46
Hartford Strategic Income ETF (formerly, Hartford Sustainable Income ETF)
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 5.6% - (continued)
Romania - 0.6% - (continued)
RON  
      405,000
7.10%, 07/31/2034
$90,786
165,000
8.25%, 09/29/2032
39,012
Romania Government International Bonds
EUR 
       80,000
2.12%, 07/16/2031(6)
78,273
240,000
2.75%, 04/14/2041(6)
178,644
89,000
2.88%, 04/13/2042(6)
66,080
320,000
3.75%, 02/07/2034(6)
321,009
115,000
5.38%, 03/22/2031(2)
134,733
 
935,806
South Africa - 0.3%
Republic of South Africa Government
Bonds
ZAR 
1,130,000
8.00%, 01/31/2030
62,002
4,135,000
8.75%, 01/31/2044
191,686
4,630,000
8.88%, 02/28/2035
244,148
 
497,836
Sri Lanka - 0.4%
Sri Lanka Government International
Bonds
$ 346,727
3.60%, 05/15/2036(2)(5)
290,904
523,273
3.60%, 02/15/2038(2)(5)
438,616
 
729,520
Supranational - 0.2%
INR 
12,560,000
Asian Development Bank 6.20%,
10/06/2026
143,109
BRL 
515,000
European Investment Bank 9.25%,
01/28/2027(6)
87,496
International Bank for Reconstruction &
Development
MXN 
2,160,000
5.65%, 06/03/2027
108,814
900,000
7.25%, 01/21/2027
46,934
 
386,353
Thailand - 0.1%
Thailand Government Bonds
THB 
2,802,000
1.60%, 06/17/2035
86,444
693,000
3.45%, 06/17/2043
25,698
2,672,000
3.78%, 06/25/2032
94,162
 
206,304
Uruguay - 0.1%
Uruguay Government International Bonds
UYU 
880,681
4.38%, 12/15/2028(13)
22,603
734,819
4.38%, 12/15/2028(13)
18,904
651,000
8.50%, 03/15/2028(6)
16,208
2,190,000
9.75%, 07/20/2033
58,627
 
116,342
Total Foreign Government
Obligations
(cost $9,023,597)
$9,179,766
MUNICIPAL BONDS - 0.2%
Higher Education - 0.2%
$ 365,000
Maricopa County Industrial Dev Auth, AZ,
Rev 7.38%, 10/01/2029(2)
$376,651
Total Municipal Bonds
(cost $373,726)
$376,651
SENIOR FLOATING RATE INTERESTS - 10.1%(14)
Aerospace & Defense - 0.1%
Air Comm Corp. LLC
92,077
7.30%, 12/11/2031, 3 mo. USD Term
SOFR + 3.00%
$92,077
Shares or Principal Amount
Market Value†
SENIOR FLOATING RATE INTERESTS - 10.1%(14) - (continued)
Aerospace & Defense - 0.1% - (continued)
$  7,692
7.32%, 12/11/2031, 3 mo. USD Term
SOFR + 3.00%(15)
$7,692
99,750
Barnes Group, Inc. 7.36%, 01/27/2032,
1 mo. USD Term SOFR + 3.00%
99,804
 
199,573
Airlines - 0.3%
99,750
American Airlines, Inc. 7.58%,
05/28/2032, 3 mo. USD Term SOFR +
3.25%
100,373
148,875
AS Mileage Plan IP Ltd. 6.33%,
10/15/2031, 3 mo. USD Term SOFR +
2.00%
148,875
248,747
JetBlue Airways Corp. 9.07%, 08/27/2029,
3 mo. USD Term SOFR + 4.75%
233,449
100,000
Vista Management Holding, Inc. 8.04%,
04/01/2031, 3 mo. USD Term SOFR +
3.75%
100,333
 
583,030
Apparel - 0.1%
199,500
Hanesbrands, Inc. 7.11%, 03/07/2032,
1 mo. USD Term SOFR + 2.75%
199,915
Auto Parts & Equipment - 0.1%
130,000
Clarios Global LP 7.11%, 01/28/2032,
1 mo. USD Term SOFR + 2.75%
129,945
99,187
First Brands Group LLC 9.57%,
03/30/2027, 3 mo. USD Term SOFR +
5.00%
96,728
 
226,673
Chemicals - 0.1%
100,000
Olympus Water U.S. Holding Corp. 7.59%,
07/23/2032, 1 mo. USD Term SOFR +
3.25%
99,675
Commercial Services - 1.5%
Belron Finance 2019 LLC
100,000
6.84%, 10/16/2031, 1 mo. USD Term
SOFR + 2.50%
100,350
183,613
7.05%, 10/16/2031, 3 mo. USD Term
SOFR + 2.75%
184,255
Citrin Cooperman Advisors LLC
13,939
7.29%, 04/01/2032, 3 mo. USD Term
SOFR + 3.00%(15)
13,939
216,061
7.30%, 04/01/2032, 3 mo. USD Term
SOFR + 3.00%
216,061
135,281
Corp. Service Co. 6.36%, 11/02/2029,
1 mo. USD Term SOFR + 2.00%
134,977
99,747
Ensemble RCM LLC 7.31%, 08/01/2029,
3 mo. USD Term SOFR + 3.00%
100,149
First Advantage Holdings LLC
203,080
7.11%, 10/31/2031, 1 mo. USD Term
SOFR + 2.75%
203,716
200,735
7.11%, 10/31/2031, 1 mo. USD Term
SOFR + 2.75%
201,363
Fugue Finance BV
100,000
7.10%, 01/09/2032, 1 mo. USD Term
SOFR + 2.75%
100,339
100,000
7.51%, 01/09/2032, 3 mo. USD Term
SOFR + 3.25%
100,339
99,500
PG Investment Co. 59 SARL 7.05%,
03/26/2031, 3 mo. USD Term SOFR +
2.75%
99,749
198,992
Ryan LLC 7.86%, 11/14/2030, 1 mo. USD
Term SOFR + 3.50%
199,018
The accompanying notes are an integral part of these financial statements.
 
47
Hartford Strategic Income ETF (formerly, Hartford Sustainable Income ETF)
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
SENIOR FLOATING RATE INTERESTS - 10.1%(14) - (continued)
Commercial Services - 1.5% - (continued)
EUR  
      250,000
Techem Verwaltungsgesellschaft 675
GmbH 5.64%, 07/15/2029, 3 mo.
EURIBOR + 3.50%
$287,459
$ 289,985
Trans Union LLC 6.11%, 06/24/2031,
1 mo. USD Term SOFR + 1.75%
290,202
EUR 
      200,000
Verisure Holding AB 4.98%, 03/27/2028, 3
mo. EURIBOR + 3.00%
229,093
 
2,461,009
Construction Materials - 0.4%
$ 250,000
Chamberlain Group, Inc. 7.34%,
07/22/2032, 1 mo. USD Term SOFR +
3.00%
249,895
Emerald Borrower LP
179,126
6.83%, 05/31/2030, 3 mo. USD Term
SOFR + 2.50%
179,135
99,250
6.86%, 08/04/2031, 1 mo. USD Term
SOFR + 2.50%
99,257
199,500
Quikrete Holdings, Inc. 6.61%,
02/10/2032, 1 mo. USD Term SOFR +
2.25%
199,251
 
727,538
Distribution/Wholesale - 0.2%
192,228
American Builders & Contractors Supply
Co., Inc. 6.11%, 01/31/2031, 1 mo.
USD Term SOFR + 1.75%
192,590
99,500
Core & Main LP 6.27%, 02/09/2031, 6 mo.
USD Term SOFR + 2.00%
99,624
100,000
Gloves Buyer, Inc. 8.36%, 01/17/2032,
1 mo. USD Term SOFR + 4.00%
97,825
 
390,039
Diversified Financial Services - 0.3%
120,000
CFC Bidco 2022 Ltd. 8.04%, 05/30/2032,
3 mo. USD Term SOFR + 3.75%
119,625
175,000
Colossus Acquireco LLC 6.10%,
08/02/2032, 1 mo. USD Term SOFR +
1.75%
174,001
140,000
Hightower Holding LLC 7.26%,
02/03/2032, 3 mo. USD Term SOFR +
3.00%
140,000
140,000
Osaic Holdings, Inc. 7.35%, 07/16/2032,
1 mo. USD Term SOFR + 3.00%
140,000
 
573,626
Electric - 0.1%
124,055
Vistra Operations Co. LLC 6.11%,
12/20/2030, 1 mo. USD Term SOFR +
1.75%
124,165
Electronics - 0.2%
325,000
LSF12 Crown U.S. Commercial Bidco LLC
7.86%, 12/02/2031, 1 mo. USD Term
SOFR + 3.50%
326,762
Engineering & Construction - 0.3%
129,673
Brown Group Holding LLC 6.83%,
07/01/2031, 3 mo. USD Term SOFR +
2.50%
129,802
205,000
Newly Weds Foods, Inc. 6.59%,
03/15/2032, 1 mo. USD Term SOFR +
2.25%
204,744
155,000
Tecta America Corp. 7.36%, 02/18/2032,
1 mo. USD Term SOFR + 3.00%
155,266
 
489,812
Shares or Principal Amount
Market Value†
SENIOR FLOATING RATE INTERESTS - 10.1%(14) - (continued)
Entertainment - 0.3%
$  100,000
EOC Borrower LLC 7.36%, 03/24/2032,
1 mo. USD Term SOFR + 3.00%
$100,063
100,000
Flutter Financing BV 6.30%, 06/04/2032,
3 mo. USD Term SOFR + 2.00%
99,875
110,135
Great Canadian Gaming Corp. 9.07%,
11/01/2029, 3 mo. USD Term SOFR +
4.75%
107,347
124,375
UFC Holdings LLC 6.57%, 11/21/2031,
3 mo. USD Term SOFR + 2.25%
124,661
 
431,946
Environmental Control - 0.2%
389,939
Clean Harbors, Inc. 6.11%, 10/09/2028,
1 mo. USD Term SOFR + 1.75%
392,376
Food - 0.2%
120,000
Froneri Lux Finco SARL 6.85%,
07/16/2032, 1 mo. USD Term SOFR +
2.50%
119,716
194,756
U.S. Foods, Inc. 6.11%, 11/22/2028, 1 mo.
USD Term SOFR + 1.75%
196,018
 
315,734
Food Service - 0.1%
99,252
Golden State Foods LLC 8.59%,
12/04/2031, 1 mo. USD Term SOFR +
4.25%
99,625
Hand/Machine Tools - 0.1%
99,250
Madison Safety & Flow LLC 7.11%,
09/26/2031, 1 mo. USD Term SOFR +
2.75%
99,643
Healthcare - Products - 0.4%
10,397
Avantor Funding, Inc. 6.46%, 11/08/2027,
1 mo. USD Term SOFR + 2.00%
10,441
98,250
Bausch & Lomb Corp. 8.36%, 09/29/2028,
1 mo. USD Term SOFR + 4.00%
98,168
Hanger, Inc.
13,113
4.15%, 10/23/2031, 1 mo. USD Term
SOFR + 3.50%(15)
13,143
101,627
7.86%, 10/23/2031, 1 mo. USD Term
SOFR + 3.50%
101,860
98,969
Insulet Corp. 6.36%, 08/04/2031, 1 mo.
USD Term SOFR + 2.00%
99,365
375,947
Medline Borrower LP 6.61%, 10/23/2028,
1 mo. USD Term SOFR + 2.25%
376,184
 
699,161
Healthcare - Services - 0.1%
149,244
Star Parent, Inc. 8.30%, 09/27/2030,
3 mo. USD Term SOFR + 4.00%
147,442
Home Builders - 0.1%
111,300
Installed Building Products, Inc. 6.11%,
03/28/2031, 1 mo. USD Term SOFR +
1.75%
111,509
Home Furnishings - 0.1%
256,482
Somnigroup International, Inc. 6.55%,
10/24/2031, 1 mo. USD Term SOFR +
2.25%
256,803
Insurance - 0.6%
185,000
Acrisure LLC 7.61%, 06/21/2032, 1 mo.
USD Term SOFR + 3.25%
185,231
100,000
Alera Group, Inc. 7.61%, 05/31/2032,
1 mo. USD Term SOFR + 3.25%
100,419
The accompanying notes are an integral part of these financial statements.
 
48
Hartford Strategic Income ETF (formerly, Hartford Sustainable Income ETF)
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
SENIOR FLOATING RATE INTERESTS - 10.1%(14) - (continued)
Insurance - 0.6% - (continued)
$  99,500
AmWINS Group, Inc. 6.61%, 01/30/2032,
1 mo. USD Term SOFR + 2.25%
$99,540
195,990
Asurion LLC 8.71%, 08/19/2028, 1 mo.
USD Term SOFR + 4.25%
193,989
281,701
HUB International Ltd. 6.83%, 06/20/2030,
3 mo. USD Term SOFR + 2.50%
281,926
200,000
Sedgwick Claims Management Services,
Inc. 6.86%, 07/31/2031, 1 mo. USD
Term SOFR + 2.50%
200,166
 
1,061,271
Internet - 0.4%
139,887
Go Daddy Operating Co. LLC 6.11%,
11/09/2029, 1 mo. USD Term SOFR +
1.75%
139,927
MH Sub I LLC
65,171
8.61%, 05/03/2028, 1 mo. USD Term
SOFR + 4.25%
62,010
143,609
8.61%, 12/31/2031, 1 mo. USD Term
SOFR + 4.25%
127,693
168,924
Proofpoint, Inc. 7.36%, 08/31/2028, 1 mo.
USD Term SOFR + 3.00%
169,117
104,737
Speedster Bidco GmbH 7.55%,
12/10/2031, 3 mo. USD Term SOFR +
3.25%
104,824
 
603,571
Investment Company Security - 0.2%
199,000
Dragon Buyer, Inc. 7.30%, 09/30/2031,
3 mo. USD Term SOFR + 3.00%
199,213
100,000
Gryphon Debt Merger Sub, Inc. 7.35%,
06/18/2032, 1 mo. USD Term SOFR +
3.00%
100,125
 
299,338
IT Services - 0.6%
241,983
Fortress Intermediate 3, Inc. 7.32%,
06/27/2031, 1 mo. USD Term SOFR +
3.00%
241,983
194,513
Kaseya, Inc. 7.61%, 03/20/2032, 1 mo.
USD Term SOFR + 3.25%
194,938
250,647
McAfee LLC 7.33%, 03/01/2029, 1 mo.
USD Term SOFR + 3.00%
241,822
EUR 
100,000
Nielsen Consumer, Inc. 5.40%,
03/06/2028, 1 mo. EURIBOR + 3.50%
114,642
$ 237,500
Sandisk Corp. 7.32%, 02/20/2032, 3 mo.
USD Term SOFR + 3.00%
236,609
 
1,029,994
Leisure Time - 0.2%
191,276
Hayward Industries, Inc. 6.97%,
05/30/2028, 1 mo. USD Term SOFR +
2.50%
191,622
109,449
LC AHAB U.S. Bidco LLC 7.36%,
05/01/2031, 1 mo. USD Term SOFR +
3.00%
109,518
 
301,140
Machinery - Construction & Mining - 0.1%
99,750
Terex Corp. 6.31%, 10/08/2031, 3 mo.
USD Term SOFR + 2.00%
99,844
Media - 0.0%
100,081
NEP Group, Inc. 7.84%, 08/19/2026,
3 mo. USD Term SOFR + 3.25%
94,626
Mining - 0.1%
119,700
Novelis Corp. 6.30%, 03/11/2032, 3 mo.
USD Term SOFR + 2.00%
120,050
Shares or Principal Amount
Market Value†
SENIOR FLOATING RATE INTERESTS - 10.1%(14) - (continued)
Miscellaneous Manufacturing - 0.1%
$  99,750
John Bean Technologies Corp. 6.46%,
01/02/2032, 1 mo. USD Term SOFR +
2.00%
$100,024
Packaging & Containers - 0.6%
460,267
Clydesdale Acquisition Holdings, Inc.
7.53%, 04/13/2029, 1 mo. USD Term
SOFR + 3.18%
459,945
415,945
Proampac PG Borrower LLC 8.32%,
09/15/2028, 3 mo. USD Term SOFR +
4.00%
416,464
104,457
TricorBraun Holdings, Inc. 7.72%,
03/03/2028, 1 mo. USD Term SOFR +
3.25%
104,366
 
980,775
Pharmaceuticals - 0.4%
100,000
Amneal Pharmaceuticals LLC 7.85%,
08/01/2032, 1 mo. USD Term SOFR +
3.50%
99,958
200,000
Bausch Health Cos., Inc. 10.61%,
10/08/2030, 1 mo. USD Term SOFR +
6.25%
195,688
EUR 
290,000
IVC Acquisition Ltd. 6.01%, 12/12/2028, 3
mo. EURIBOR + 4.00%
332,985
 
628,631
Pipelines - 0.1%
$ 100,000
Whitewater Matterhorn Holdings LLC
6.57%, 06/16/2032, 3 mo. USD Term
SOFR + 2.25%
100,250
Retail - 0.7%
309,575
Flynn Restaurant Group LP 8.11%,
01/28/2032, 1 mo. USD Term SOFR +
3.75%
309,479
159,200
Great Outdoors Group LLC 7.61%,
01/23/2032, 1 mo. USD Term SOFR +
3.25%
159,160
199,000
IRB Holding Corp. 6.86%, 12/15/2027,
1 mo. USD Term SOFR + 2.50%
198,908
340,186
LBM Acquisition LLC 8.19%, 06/06/2031,
1 mo. USD Term SOFR + 3.75%
316,427
47,222
QXO, Inc. 7.30%, 04/30/2032, 3 mo. USD
Term SOFR + 3.00%
47,600
124,039
Specialty Building Products Holdings LLC
8.21%, 10/15/2028, 1 mo. USD Term
SOFR + 3.75%
119,891
 
1,151,465
Semiconductors - 0.1%
120,662
MKS Instruments, Inc. 6.35%, 08/17/2029,
1 mo. USD Term SOFR + 2.00%
120,421
Software - 0.5%
149,625
BCPE Pequod Buyer, Inc. 7.36%,
11/25/2031, 1 mo. USD Term SOFR +
3.00%
149,812
200,000
Cotiviti Corp. 7.08%, 03/26/2032, 1 mo.
USD Term SOFR + 2.75%
199,416
150,000
Project Boost Purchaser LLC 7.07%,
07/16/2031, 3 mo. USD Term SOFR +
2.75%
149,907
The accompanying notes are an integral part of these financial statements.
 
49
Hartford Strategic Income ETF (formerly, Hartford Sustainable Income ETF)
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
SENIOR FLOATING RATE INTERESTS - 10.1%(14) - (continued)
Software - 0.5% - (continued)
$  166,960
Surf Holdings LLC 7.97%, 03/05/2027,
1 mo. USD Term SOFR + 3.50%
$167,262
192,051
Zelis Payments Buyer, Inc. 7.11%,
09/28/2029, 1 mo. USD Term SOFR +
2.75%
191,260
 
857,657
Transportation - 0.1%
184,934
First Student Bidco, Inc. 6.80%,
07/21/2028, 3 mo. USD Term SOFR +
2.50%
185,121
Total Senior Floating Rate Interests
(cost $16,657,904)
$16,690,234
U.S. GOVERNMENT AGENCIES - 9.9%
Mortgage-Backed Agencies - 9.9%
Federal Home Loan Mortgage Corp. - 1.5%
283,047
5.00%, 09/01/2052
$276,850
55,000
7.75%, 10/25/2041, 30 day USD SOFR
Average + 3.40%(2)(3)
56,450
125,000
8.60%, 05/25/2044, 30 day USD SOFR
Average + 4.25%(2)(3)
130,712
275,000
11.20%, 11/25/2051, 30 day USD
SOFR Average + 6.85%(2)(3)
291,670
380,000
11.45%, 01/25/2042, 30 day USD
SOFR Average + 7.10%(2)(3)
404,553
280,000
12.06%, 03/25/2050, 30 day USD
SOFR Average + 7.71%(2)(3)
335,292
710,000
12.15%, 11/25/2041, 30 day USD
SOFR Average + 7.80%(2)(3)
759,033
250,000
13.60%, 05/25/2043, 30 day USD
SOFR Average + 9.25%(2)(3)
289,425
 
2,543,985
Federal National Mortgage Association - 0.2%
274,908
5.00%, 09/01/2052
268,889
Tennessee Valley Authority Power - 0.0%
55,000
4.88%, 05/15/2035
55,797
Uniform Mortgage-Backed Security - 8.2%
13,370,000
6.00%, 08/01/2054(16)
13,554,798
Total U.S. Government Agencies
(cost $16,418,968)
$16,423,469
U.S. GOVERNMENT SECURITIES - 18.4%
U.S. Treasury Securities - 18.4%
U.S. Treasury Bonds - 7.2%
390,000
2.25%, 08/15/2046
$252,510
1,690,000
2.50%, 05/15/2046(17)
1,153,755
1,925,000
3.38%, 11/15/2048(17)
1,504,132
470,000
3.63%, 08/15/2043
399,830
525,000
3.63%, 05/15/2053
421,989
2,885,000
4.13%, 08/15/2044
2,612,277
290,000
4.25%, 08/15/2054
260,819
2,125,000
4.50%, 11/15/2054
1,993,515
675,000
4.63%, 02/15/2055
646,629
984,200
4.75%, 05/15/2055
962,671
1,646,000
5.00%, 05/15/2045
1,670,176
 
11,878,303
U.S. Treasury Inflation-Indexed Bonds - 1.8%
1,400,325
0.25%, 02/15/2050(13)
798,354
104,859
0.63%, 02/15/2043(13)
77,304
1,586,154
0.75%, 02/15/2042(13)
1,222,921
457,292
0.75%, 02/15/2045(13)
330,584
Shares or Principal Amount
Market Value†
U.S. GOVERNMENT SECURITIES - 18.4% - (continued)
U.S. Treasury Securities - 18.4% - (continued)
U.S. Treasury Inflation-Indexed Bonds - 1.8% - (continued)
$  135,662
1.00%, 02/15/2046(13)
$101,639
503,423
1.38%, 02/15/2044(13)
419,366
 
2,950,168
U.S. Treasury Inflation-Indexed Notes - 0.9%
1,615,637
1.75%, 01/15/2034(13)
1,597,446
U.S. Treasury Notes - 8.5%
2,930,000
3.88%, 06/15/2028
2,929,542
91,100
3.88%, 06/30/2030
90,773
4,655,000
4.00%, 06/30/2032
4,617,178
2,445,000
4.13%, 05/31/2032
2,443,854
3,805,000
4.25%, 11/15/2034(17)(18)
3,781,219
199,300
4.25%, 05/15/2035
197,556
 
14,060,122
Total U.S. Government Securities
(cost $31,456,187)
$30,486,039
COMMON STOCKS - 0.0%
Automobiles & Components - 0.0%
83
Aptiv PLC*
$5,697
Financial Services - 0.0%
33,932
Unifin Financiera SAB de CV*(1)(19)
1,744
250,000
Unifin Financiera SAB de CV*(1)(11)(19)
25,000
 
26,744
Health Care Equipment & Services - 0.0%
17
Becton Dickinson & Co.
3,030
Real Estate Management & Development - 0.0%
90
Zillow Group, Inc. Class C*
7,159
Total Common Stocks
(cost $34,749)
$42,630
PREFERRED STOCKS - 1.0%
Banks - 0.2%
148
Bank of America Corp. Series L, 7.25%(20)
$180,560
5,775
Citizens Financial Group, Inc. Series I,
6.50%*(20)
144,779
 
325,339
Capital Goods - 0.2%
3,907
Boeing Co. (Preference Shares), 6.00%
276,225
Financial Services - 0.3%
3,700
Ares Management Corp. Series B, 6.75%
209,420
2,505
Corebridge Financial, Inc. (Preference
Shares), 6.38%
60,847
416
KKR & Co., Inc. Series D, 6.25%
23,899
1,637
Morgan Stanley Series O, 4.25%(20)
28,500
3,369
Morgan Stanley Series Q, 6.63%(20)
86,786
4,679
Synchrony Financial Series B, 8.25%(20)
121,373
 
530,825
Insurance - 0.0%
3,329
Enstar Group Ltd. Series D, 7.00%(20)
76,567
Telecommunication Services - 0.1%
945
U.S. Cellular Corp. (Preference Shares),
6.25%
24,145
2,325
U.S. Cellular Corp. (Preference Shares),
5.50%
51,545
2,190
U.S. Cellular Corp. (Preference Shares),
5.50%
49,187
 
124,877
The accompanying notes are an integral part of these financial statements.
 
50
Hartford Strategic Income ETF (formerly, Hartford Sustainable Income ETF)
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
PREFERRED STOCKS - 1.0% - (continued)
Utilities - 0.2%
1,049
NextEra Energy, Inc. (Preference Shares),
6.93%
$42,747
1,700
NextEra Energy, Inc. (Preference Shares),
7.30%
81,668
644
PG&E Corp. Series A, 6.00%
24,478
636
Sempra (Preference Shares), 5.75%
14,113
3,790
Southern Co. (Preference Shares), 6.50%
98,881
 
261,887
Total Preferred Stocks
(cost $1,516,353)
$1,595,720
WARRANTS - 0.0%
Semiconductors & Semiconductor Equipment - 0.0%
1,500
Maxeon Solar Technologies Ltd. Expires
01/15/2028*(1)(19)
$790
Total Warrants
(cost $—)
$790
Total Long-Term Investments
(cost $174,905,878)
$175,712,083
Total Investments
(cost $174,905,878)
106.2
%
$175,712,083
Other Assets and Liabilities
(6.2
)%
(10,264,198
)
Net Assets
100.0
%
$165,447,885
Note:
Percentage of investments as shown is the ratio of the total market value to net assets.
The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
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)
Investment valued using significant unobservable inputs.
(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 July 31, 2025, the aggregate value of these securities was
$62,705,189, representing 37.9% of net assets.
(3)
Variable rate securities; the rate reported is the coupon rate in effect at July 31,
2025. Base lending rates may be subject to a floor or cap.
(4)
Variable or floating rate security, which interest rate adjusts periodically based on
changes in current interest rates and prepayments on the underlying pool of
assets. Rate shown is the rate in effect as of period end.
(5)
Security is a “step-up” bond where coupon increases or steps up at a
predetermined date. Rate shown is current coupon rate.
(6)
Security is exempt from registration under Regulation S under the Securities Act of
1933, which exempts from registration securities offered and sold outside of the
United States. Security may not be offered or sold in the United States except
pursuant to an exemption from, or in a transaction not subject to, the registration
requirements of the Securities Act of 1933. At July 31, 2025, the aggregate value
of these securities was $27,944,184, representing 16.9% of net assets.
(7)
Security is a zero-coupon bond.
(8)
Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at
July 31, 2025. Rate will reset at a future date. Base lending rates may be subject
to a floor or cap.
(9)
Perpetual maturity security. Maturity date shown is the next call date or final legal
maturity date, whichever comes first.
(10)
Security has the ability to pay in kind (“PIK”) or pay income in cash. When
applicable, separate rates of such payments are disclosed.
(11)
Share amount represents shares of the issuer previously held that resulted in
receipt of the escrow.
(12)
Non-income producing. For long-term debt securities, items identified are in default
as to payment of interest and/or principal.
(13)
The principal amount for these securities are adjusted for inflation and the interest
payments equal a fixed percentage of the inflation-adjusted principal amount.
(14)
Senior floating rate interests generally pay interest rates which are periodically
adjusted by reference to a base short-term, floating lending rate plus a premium.
The base lending rates are primarily the Secured Overnight Financing Rate
("SOFR") and secondarily, the prime rate offered by one or more major
United States banks (the "Prime Rate"). Senior floating rate interests often require
prepayments from excess cash flows or permit the borrower to repay at its
election. The rate at which the borrower repays cannot be predicted with accuracy.
As a result, the actual remaining maturity may be substantially less than the stated
maturities shown. Base lending rates may be subject to a floor or cap. Unless
otherwise noted, the interest rate disclosed for these securities represents the rate
in effect as of July 31, 2025.
(15)
This security, or a portion of this security, has unfunded loan commitments. As of
July 31, 2025, the aggregate value of the unfunded commitment was $34,774,
which represents to 0.0% of total net assets.
(16)
Represents or includes a TBA transaction.
(17)
All, or a portion of the security, was pledged as collateral in connection with
centrally cleared swap contracts. As of July 31, 2025, the market value of
securities pledged was $1,994,166.
(18)
All, or a portion of the security, was pledged as collateral in connection with
futures contracts. As of July 31, 2025, the market value of securities pledged was
$1,490,625.
(19)
Investment in securities not registered under the Securities Act of 1933 (excluding
securities acquired pursuant to Rule 144A and Regulation S). At the end of the
period, the value of such restricted securities amounted to $27,534 or 0.0% of net
assets.
 
The accompanying notes are an integral part of these financial statements.
 
51
Hartford Strategic Income ETF (formerly, Hartford Sustainable Income ETF)
Schedule of Investments – (continued)
July 31, 2025  
Period
Acquired
Security Name
Shares/
Par Value
Total Cost
Market Value
06/2024
Maxeon Solar
Technologies Ltd.
Expires 01/15/2028
Warrants
1,500
$—
$790
08/2024
Unifin Financiera SAB de
CV
250,000
7,500
25,000
08/2024
Unifin Financiera SAB de
CV
33,932
7,500
1,744
 
$15,000
$27,534
 
(20)
Perpetual security with no stated maturity date.
 
Futures Contracts Outstanding at July 31, 2025
Description
Number of
Contracts
Expiration
Date
Current
Notional
Amount
Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
Australian 10-Year Bond Future
51
09/15/2025
$3,736,343
$(2,141
)
Canadian 10-Year Bond Future
73
09/18/2025
6,363,575
(39,861
)
Euro-BUND Future
2
09/08/2025
296,896
(2,474
)
U.S. Treasury 2-Year Note Future
53
09/30/2025
10,970,172
(25,852
)
U.S. Treasury 5-Year Note Future
239
09/30/2025
25,853,078
108,010
U.S. Treasury 10-Year Note Future
59
09/19/2025
6,552,687
34,338
U.S. Treasury 10-Year Ultra Future
76
09/19/2025
8,593,937
7,867
U.S. Treasury Long Bond Future
9
09/19/2025
1,027,688
23,439
U.S. Treasury Ultra Bond Future
37
09/19/2025
4,340,563
30,896
Total
 
 
$134,222
Short position contracts:
Euro BUXL 30-Year Bond Future
(4)
09/08/2025
$(537,389
)
$17,210
Euro-BOBL Future
(17)
09/08/2025
(2,281,763
)
17,506
Euro-BTP Italian Bond Future
(28)
09/08/2025
(3,870,043
)
6,998
French Government Bond Future
(36)
09/08/2025
(5,080,016
)
35,609
Total
 
 
$77,323
Total futures contracts
$211,545
 
Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2025
Reference Entity
Notional
Amount(1)
(Pay)/Receive
Fixed Rate
Expiration
Date
Periodic
Payment
Frequency
Upfront
Premiums
Paid
Upfront
Premiums
Received
Value†
Unrealized
Appreciation/
(Depreciation)
Credit default swaps on indices:
Buy protection:
CDX.NA.HY.S44.V1
USD
265,000
(5.00%)
06/20/2030
Quarterly
$—
$(19,405
)
$(20,791
)
$(1,386
)
ITRAXX-XOVER S43.V1
EUR
600,000
(5.00%)
06/20/2030
Quarterly
—
(63,986
)
(71,344
)
(7,358
)
Total
$—
$(83,391
)
$(92,135
)
$(8,744
)
Sell protection:
ITRAXX-XOVER S43.V1
EUR
4,710,000
5.00%
06/20/2030
Quarterly
$139,791
$—
$560,002
$420,211
Credit default swaps on single-name issues:
 
 
 
 
Buy protection:
Barclays PLC
EUR
150,000
(1.00%)
12/20/2029
Quarterly
$756
$—
$(355
)
$(1,111
)
Societe Generale SA
EUR
30,000
(1.00%)
06/20/2030
Quarterly
436
—
(325
)
(761
)
Total
 
 
 
 
$1,192
$—
$(680
)
$(1,872
)
The accompanying notes are an integral part of these financial statements.
 
52
Hartford Strategic Income ETF (formerly, Hartford Sustainable Income ETF)
Schedule of Investments – (continued)
July 31, 2025  
Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2025 – (continued)
Reference Entity
Notional
Amount(1)
(Pay)/Receive
Fixed Rate
Expiration
Date
Periodic
Payment
Frequency
Upfront
Premiums
Paid
Upfront
Premiums
Received
Value†
Unrealized
Appreciation/
(Depreciation)
Credit default swaps on single-name issues
– (continued):
 
 
 
 
Sell protection:
Danske Bank AS (A-)
EUR
150,000
1.00%
12/20/2029
Quarterly
$—
$(315
)
$2,906
$3,221
Lloyds Banking Group PLC (BB-)
EUR
30,000
1.00%
06/20/2030
Quarterly
—
(357
)
19
376
Total
 
 
 
 
$—
$(672
)
$2,925
$3,597
Total
 
 
 
 
$1,192
$(672
)
$2,245
$1,725
Total centrally cleared credit default swap contracts
$140,983
$(84,063
)
$470,112
$413,192
 
(1)
The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under
the terms of that particular swap agreement.
 
Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2025
Payments made
by Fund
Payments received
by Fund
Notional
Amount
Expiration
Date
Periodic
Payment
Frequency
Upfront
Premiums
Paid
Upfront
Premiums
Received
Value†
Unrealized
Appreciation/
(Depreciation)
4.16% Fixed
12 Mo. USD SOFR
USD
2,275,000
03/19/2045
Annual
$—
$(39,215
)
$(18,725
)
$20,490
2.97% Fixed
12 Mo. USD SOFR
USD
280,000
03/15/2053
Annual
831
—
52,416
51,585
2.88% Fixed
12 Mo. USD SOFR
USD
190,000
03/15/2053
Annual
2,034
—
38,766
36,732
3.25% Fixed
12 Mo. USD SOFR
USD
125,000
06/21/2053
Annual
—
(1,216
)
17,104
18,320
3.59% Fixed
12 Mo. USD SOFR
USD
695,000
09/20/2053
Annual
11,225
—
60,022
48,797
3.75% Fixed
12 Mo. USD SOFR
USD
215,000
12/18/2054
Annual
312
—
11,746
11,434
Total centrally cleared interest rate swaps contracts
$14,402
$(40,431
)
$161,329
$187,358
 
Foreign Currency Contracts Outstanding at July 31, 2025
Amount and Description of
Currency to be Purchased
Amount and Description of
Currency to be Sold
Counterparty
Settlement
Date
Appreciation/
(Depreciation)
492,000
BRL
85,083
USD
CBK
09/03/2025
$2,019
190,000
BRL
34,327
USD
MSC
09/03/2025
(690
)
7,900,000
CLP
8,543
USD
CBK
09/17/2025
(475
)
26,370,000
CLP
28,197
USD
BOA
09/17/2025
(1,264
)
66,983,000
COP
15,792
USD
BNP
09/17/2025
204
31,522,000
COP
7,427
USD
BOA
09/17/2025
101
128,700,000
COP
31,366
USD
CBK
09/17/2025
(632
)
14,800
EUR
17,378
USD
JPM
08/29/2025
(405
)
1,014,000
EUR
1,185,305
USD
SSG
09/17/2025
(20,951
)
59,727,000
HUF
170,281
USD
MSC
09/17/2025
322
60,000,000
IDR
3,691
USD
JPM
09/17/2025
(49
)
634,308,000
IDR
38,865
USD
BOA
09/17/2025
(365
)
600,000
INR
6,915
USD
BNP
09/17/2025
(81
)
2,990,000
INR
34,829
USD
JPM
09/17/2025
(772
)
3,743,000
INR
43,522
USD
GSC
09/17/2025
(888
)
2,340,000
MXN
121,374
USD
BOA
09/17/2025
2,242
40,000
MXN
2,087
USD
GSC
09/17/2025
26
690,000
MXN
36,591
USD
JPM
09/17/2025
(140
)
148,000
PEN
41,063
USD
BCLY
09/17/2025
151
45,000
PEN
12,670
USD
CBK
09/17/2025
(138
)
1,820,000
PHP
32,548
USD
BCLY
09/17/2025
(1,387
)
133,000
PLN
35,622
USD
CIBC
09/17/2025
(32
)
131,000
RON
29,483
USD
DEUT
09/17/2025
27
362,000
RON
82,368
USD
GSC
09/17/2025
(824
)
2,620,000
TRY
60,401
USD
GSC
09/17/2025
1,430
445,000
TRY
10,428
USD
HSBC
09/17/2025
74
305,000
UYU
7,533
USD
CBK
09/17/2025
29
661,442
USD
1,015,000
AUD
NWM
08/08/2025
7,863
267,918
USD
365,000
CAD
SSG
08/08/2025
3,810
232,971
USD
185,000
CHF
NWM
08/08/2025
4,924
87,386
USD
82,200,000
CLP
BOA
09/17/2025
3,432
38,715
USD
276,000
CNH
HSBC
09/17/2025
284
The accompanying notes are an integral part of these financial statements.
 
53
Hartford Strategic Income ETF (formerly, Hartford Sustainable Income ETF)
Schedule of Investments – (continued)
July 31, 2025  
Foreign Currency Contracts Outstanding at July 31, 2025 – (continued)
Amount and Description of
Currency to be Purchased
Amount and Description of
Currency to be Sold
Counterparty
Settlement
Date
Appreciation/
(Depreciation)
77,970
USD
1,686,000
CZK
BCLY
09/17/2025
$(610
)
484,417
USD
412,000
EUR
BCLY
08/08/2025
12,612
6,039,209
USD
5,125,300
EUR
DEUT
08/29/2025
161,380
5,913,900
USD
5,021,262
EUR
JPM
08/29/2025
155,386
124,703
USD
107,000
EUR
MSC
08/29/2025
1,993
535,436
USD
466,065
EUR
SSG
08/29/2025
941
71,023
USD
62,000
EUR
UBS
08/29/2025
(80
)
722,790
USD
613,000
EUR
NWM
09/17/2025
18,896
4,455,429
USD
3,867,000
EUR
DEUT
09/17/2025
15,037
525,917
USD
447,000
EUR
BCLY
09/17/2025
12,637
280,412
USD
238,000
EUR
SSG
09/17/2025
7,122
49,739
USD
43,000
EUR
CBA
09/17/2025
363
22,118
USD
19,000
EUR
BNP
09/17/2025
300
9,276
USD
8,000
EUR
MSC
09/17/2025
90
1,190,658
USD
1,037,000
EUR
JPM
09/17/2025
(106
)
665,523
USD
488,000
GBP
SSG
08/08/2025
19,685
995,834
USD
739,020
GBP
JPM
08/29/2025
17,567
277,750
USD
209,000
GBP
SGG
08/29/2025
1,089
584,787
USD
85,000,000
JPY
NWM
08/08/2025
19,428
15,925
USD
300,000
MXN
SGG
09/17/2025
77
63,070
USD
1,207,000
MXN
MSC
09/17/2025
(693
)
205,944
USD
869,000
MYR
HSBC
09/17/2025
1,800
34,700
USD
146,000
MYR
BNP
09/17/2025
402
663,786
USD
6,700,000
NOK
SSG
08/08/2025
12,857
79,598
USD
290,000
PEN
CBK
09/17/2025
(1,160
)
91,473
USD
335,000
PEN
BOA
09/17/2025
(1,817
)
149,071
USD
8,500,000
PHP
GSC
09/17/2025
3,539
1,067
USD
4,000
PLN
BCLY
09/17/2025
(3
)
235,034
USD
2,230,000
SEK
BCLY
08/08/2025
6,428
197,492
USD
6,413,000
THB
BCLY
09/17/2025
491
42,036
USD
1,760,000
UYU
JPM
09/17/2025
(1,599
)
27,264
USD
486,000
ZAR
MSC
09/17/2025
478
Total foreign currency contracts
$462,375
 
Foreign Cross Currency Contracts Outstanding at July 31, 2025
Contract
Amount
Counterparty
Delivery Date
Contract
Amount
Unrealized
Appreciation/
Depreciation
EUR
254,770
JPM
08/29/2025
GBP
256,858
$(2,088
)
† See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
The accompanying notes are an integral part of these financial statements.
 
54
Hartford Strategic Income ETF (formerly, Hartford Sustainable Income ETF)
Schedule of Investments – (continued)
July 31, 2025  
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of July 31, 2025 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Asset & Commercial Mortgage-Backed Securities 
$33,414,437
$—
$32,899,437
$515,000
Convertible Bonds 
11,984,786
—
11,984,786
—
Corporate Bonds 
55,517,561
—
55,517,561
—
Foreign Government Obligations 
9,179,766
—
9,179,766
—
Municipal Bonds 
376,651
—
376,651
—
Senior Floating Rate Interests 
16,690,234
—
16,690,234
—
U.S. Government Agencies 
16,423,469
—
16,423,469
—
U.S. Government Securities 
30,486,039
—
30,486,039
—
Common Stocks 
42,630
15,886
—
26,744
Preferred Stocks 
1,595,720
1,595,720
—
—
Warrants 
790
—
—
790
Foreign Currency Contracts(2) 
497,536
—
497,536
—
Futures Contracts(2) 
281,873
281,873
—
—
Swaps - Credit Default(2) 
423,808
—
423,808
—
Swaps - Interest Rate(2) 
187,358
—
187,358
—
Total
$177,102,658
$1,893,479
$174,666,645
$542,534
Liabilities
Foreign Currency Contracts(2) 
$(37,249
)
$—
$(37,249
)
$—
Futures Contracts(2) 
(70,328
)
(70,328
)
—
—
Swaps - Credit Default(2) 
(10,616
)
—
(10,616
)
—
Total
$(118,193
)
$(70,328
)
$(47,865
)
$—
 
(1)
For the year ended July 31, 2025, 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 year ended July 31, 2025 is not presented.
The accompanying notes are an integral part of these financial statements.
 
55
Hartford Total Return Bond ETF
Schedule of Investments
July 31, 2025  
 
Shares or Principal Amount
Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 18.3%
Asset-Backed - Automobile - 0.7%
Avis Budget Rental Car Funding
AESOP LLC
$  1,535,000
5.36%, 06/20/2030(1)
$1,570,721
540,000
5.58%, 12/20/2030(1)
549,129
1,565,000
Bridgecrest Lending Auto Securitization
Trust 5.43%, 08/15/2028
1,568,235
955,000
Citizens Auto Receivables Trust 5.03%,
10/15/2030(1)
961,206
20,400
Exeter Automobile Receivables Trust
6.11%, 09/15/2027
20,408
2,645,000
GLS Auto Receivables Issuer Trust 4.98%,
07/16/2029(1)
2,656,959
650,000
GLS Auto Select Receivables Trust 4.50%,
11/15/2030(1)
648,161
1,340,000
Hertz Vehicle Financing III LLC 5.13%,
09/25/2031(1)
1,334,492
1,650,000
Hyundai Auto Lease Securitization Trust
5.35%, 05/15/2028(1)
1,658,392
Santander Bank Auto Credit-Linked Notes
1,020,000
4.97%, 01/18/2033(1)
1,019,553
157,461
5.64%, 12/15/2033(1)
158,287
Santander Drive Auto Receivables Trust
151,962
4.98%, 02/15/2028
151,982
450,000
5.98%, 04/16/2029
456,409
SFS Auto Receivables Securitization Trust
360,000
5.38%, 01/21/2031(1)
365,586
625,000
5.71%, 01/22/2030(1)
636,784
165,305
Tricolor Auto Securitization Trust 6.61%,
10/15/2027(1)
165,640
1,179,950
Wheels Fleet Lease Funding 1 LLC 6.46%,
08/18/2038(1)
1,194,407
 
15,116,351
Asset-Backed - Manufactured Housing - 0.0%
346,871
Cascade MH Asset Trust 1.75%,
02/25/2046(1)
308,648
Asset-Backed - Student Loan - 0.1%
Navient Private Education Refi Loan Trust
417,471
0.97%, 12/16/2069(1)
372,653
805,718
1.11%, 02/18/2070(1)
710,662
1,005,494
5.51%, 10/15/2071(1)
1,023,882
 
2,107,197
Commercial Mortgage-Backed Securities - 5.2%
1,549,000
280 Park Avenue Mortgage Trust 6.75%,
09/15/2034, 1 mo. USD Term SOFR +
2.42%(1)(2)
1,498,657
1,295,000
ALA Trust 6.08%, 06/15/2040, 1 mo. USD
Term SOFR + 1.74%(1)(2)
1,302,284
810,000
ARZ Trust 6.07%, 06/11/2029(1)
821,587
821,214
BAMLL Commercial Mortgage Securities
Trust 3.11%, 11/05/2032(1)
786,134
BBCMS Mortgage Trust
10,301,521
1.01%, 05/15/2057(3)(4)
744,889
7,332,122
1.11%, 09/15/2057(3)(4)
561,815
7,594,618
1.13%, 02/15/2062(3)(4)
639,415
6,319,289
1.62%, 02/15/2057(3)(4)
612,104
530,000
3.66%, 04/15/2055(4)
482,716
1,770,000
3.67%, 02/15/2050
1,731,864
2,915,000
5.59%, 07/15/2058
3,017,045
Benchmark Mortgage Trust
17,616,963
0.46%, 07/15/2051(3)(4)
179,374
12,498,282
0.46%, 01/15/2055(1)(3)(4)
183,496
7,392,459
0.53%, 01/15/2051(3)(4)
76,042
Shares or Principal Amount
Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 18.3% - (continued)
Commercial Mortgage-Backed Securities - 5.2% - (continued)
$  12,426,509
0.57%, 07/15/2056(3)(4)
$451,863
4,226,678
1.17%, 12/15/2056(3)(4)
241,498
7,328,710
1.22%, 03/15/2062(3)(4)
271,490
3,612,744
1.50%, 01/15/2054(3)(4)
232,409
1,515,430
1.80%, 07/15/2053(3)(4)
81,977
2,053,000
2.93%, 12/15/2072
1,888,751
2,200,000
3.88%, 02/15/2051(4)
2,151,204
9,751,443
BMO Mortgage Trust 0.86%,
07/15/2057(3)(4)
623,931
2,005,000
BOCA Commercial Mortgage Trust 6.68%,
08/15/2041, 1 mo. USD Term SOFR +
2.34%(1)(2)
2,015,025
BPR Trust
870,000
5.85%, 11/05/2041(1)(4)
881,431
1,180,000
7.57%, 08/15/2039, 1 mo. USD Term
SOFR + 3.23%(1)(2)
1,179,998
3,055,000
7.62%, 10/05/2038(1)(4)
3,177,220
2,725,000
BWAY Trust 7.46%, 05/05/2042(1)(4)
2,817,960
BX Trust
1,670,000
6.19%, 07/15/2042, 1 mo. USD Term
SOFR + 1.85%(1)(2)
1,673,653
273,000
7.38%, 03/15/2041, 1 mo. USD Term
SOFR + 3.04%(1)(2)
273,000
5,032,000
CD Mortgage Trust 3.63%, 02/10/2050
4,840,839
766,000
Citigroup Commercial Mortgage Trust
4.01%, 11/15/2049(4)
667,587
Commercial Mortgage Trust
389,000
2.82%, 01/10/2039(1)
369,776
395,000
3.90%, 01/10/2039(1)(4)
364,838
1,206,000
6.51%, 12/10/2041(1)(4)
1,227,533
1,016,416
CSAIL Commercial Mortgage Trust 0.24%,
06/15/2057(3)(4)
10
DBJPM Mortgage Trust
3,131,166
1.70%, 09/15/2053(3)(4)
147,908
2,660,000
2.89%, 08/10/2049
2,606,752
DC Trust
645,000
5.73%, 04/13/2040(1)(4)
648,145
320,000
7.04%, 04/13/2040(1)(4)
318,029
830,000
Durst Commercial Mortgage Trust 5.32%,
08/10/2042(1)(4)
830,000
4,350,000
FS Commercial Mortgage Trust 7.54%,
11/10/2039(1)(4)
4,456,912
350,000
FS Trust 6.43%, 08/15/2039, 1 mo. USD
Term SOFR + 2.09%(1)(2)
350,109
3,290,000
GS Mortgage Securities Corp. II 5.70%,
03/10/2041(1)(4)
3,273,281
GS Mortgage Securities Trust
6,157,935
0.61%, 02/13/2053(3)(4)
135,751
2,000,000
3.05%, 05/10/2049
1,976,366
2,440,000
3.43%, 08/10/2050
2,365,364
738,940
HIH Trust 6.68%, 10/15/2041, 1 mo. USD
Term SOFR + 2.34%(1)(2)
739,402
HTL Commercial Mortgage Trust
910,000
6.56%, 05/10/2039(1)(4)
921,789
500,000
7.09%, 05/10/2039(1)(4)
508,903
JP Morgan Chase Commercial Mortgage
Securities Trust
415,000
2.81%, 01/16/2037(1)
371,433
300,000
5.80%, 10/05/2039(1)(4)
301,427
413
JPMBB Commercial Mortgage Securities
Trust 3.93%, 09/15/2047
411
2,050,000
JPMCC Commercial Mortgage Securities
Trust 3.72%, 03/15/2050
2,014,114
The accompanying notes are an integral part of these financial statements.
 
56
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 18.3% - (continued)
Commercial Mortgage-Backed Securities - 5.2% - (continued)
$  1,300,000
MF1 Ltd. 6.10%, 02/19/2037, 1 mo. USD
Term SOFR + 1.75%(1)(2)
$1,296,614
Morgan Stanley Capital I Trust
3,533,033
1.25%, 06/15/2050(3)(4)
53,027
2,460,000
3.91%, 09/09/2032(1)
2,198,573
1,350,000
5.91%, 12/15/2038, 1 mo. USD Term
SOFR + 1.56%(1)(2)
1,228,850
1,972,865
MSWF Commercial Mortgage Trust 0.91%,
12/15/2056(3)(4)
114,362
839,000
Natixis Commercial Mortgage Securities
Trust 4.77%, 06/17/2038(1)(4)
809,618
NYC Commercial Mortgage Trust
3,230,000
4.88%, 07/13/2042(1)(4)
3,208,441
2,455,000
5.18%, 07/13/2042(1)(4)
2,439,833
3,560,000
6.03%, 02/15/2042, 1 mo. USD Term
SOFR + 1.69%(1)(2)
3,548,931
RFR Trust
3,547,110
5.38%, 03/11/2041(1)(4)
3,598,621
3,165,000
5.67%, 03/11/2041(1)(4)
3,206,451
5,550,000
SHR Trust 6.79%, 10/15/2041, 1 mo. USD
Term SOFR + 2.45%(1)(2)
5,548,266
630,000
TEXAS Commercial Mortgage Trust
5.93%, 04/15/2042, 1 mo. USD Term
SOFR + 1.59%(1)(2)
628,427
13,162,097
Wells Fargo Commercial Mortgage Trust
1.00%, 08/15/2057(3)(4)
952,949
Wells Fargo NA
11,233,228
0.42%, 02/15/2055(3)(4)
257,090
5,620,504
0.58%, 11/15/2062(3)(4)
122,474
13,832,252
0.63%, 11/15/2062(3)(4)
337,968
15,030,951
0.68%, 02/15/2061(3)(4)
221,749
5,664,317
0.71%, 11/15/2050(3)(4)
72,891
3,431,848
0.75%, 11/15/2054(3)(4)
50,719
9,826,717
0.82%, 06/15/2057(3)(4)
557,479
10,400,774
0.87%, 01/15/2063(3)(4)
316,924
3,391,857
0.88%, 05/15/2062(3)(4)
92,768
8,938,442
1.00%, 02/15/2056(3)(4)
485,089
2,540,548
1.00%, 12/15/2056(3)(4)
71,754
12,345,131
1.15%, 10/15/2057(3)(4)
1,011,208
7,064,284
1.76%, 03/15/2063(3)(4)
504,174
1,790,000
3.44%, 09/15/2060
1,745,088
1,440,000
3.58%, 05/15/2062
1,360,943
2,140,000
WHARF Commercial Mortgage Trust
5.35%, 07/15/2040(1)(4)
2,174,023
Willowbrook Mall
1,390,000
5.87%, 03/05/2035(1)(4)
1,427,926
3,235,000
6.08%, 03/05/2035(1)(4)
3,289,361
 
102,968,102
Other Asset-Backed Securities - 5.8%
60,230
AASET Trust 3.35%, 01/16/2040(1)
59,026
Affirm Asset Securitization Trust
1,095,000
5.33%, 12/17/2029(1)
1,095,504
1,035,000
5.61%, 02/15/2029(1)
1,038,870
Aligned Data Centers Issuer LLC
970,000
1.94%, 08/15/2046(1)
937,871
1,420,000
6.00%, 08/17/2048(1)
1,427,478
AMSR Trust
3,625,000
2.12%, 12/17/2038(1)
3,500,716
1,405,000
4.15%, 11/17/2041(1)
1,371,253
505,000
Amur Equipment Finance Receivables
XIII LLC 5.37%, 01/21/2031(1)
512,582
2,795,000
Ares XLIII CLO Ltd. 6.02%, 01/15/2038,
3 mo. USD Term SOFR + 1.70%(1)(2)
2,800,869
Shares or Principal Amount
Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 18.3% - (continued)
Other Asset-Backed Securities - 5.8% - (continued)
$  1,260,000
Auxilior Term Funding LLC 5.49%,
07/15/2031(1)
$1,279,631
2,085,000
Barings CLO Ltd. 6.43%, 01/20/2037,
3 mo. USD Term SOFR + 2.10%(1)(2)
2,091,466
1,300,000
Benefit Street Partners CLO XXXI Ltd.
6.07%, 04/25/2038, 3 mo. USD Term
SOFR + 1.75%(1)(2)
1,306,132
400,000
Blue Owl Asset Leasing Trust LLC 5.41%,
03/15/2030(1)
402,682
3,730,000
CBAM Ltd. 6.43%, 07/17/2034, 3 mo. USD
Term SOFR + 2.11%(1)(2)
3,742,671
CF Hippolyta Issuer LLC
254,461
1.53%, 03/15/2061(1)
210,977
597,632
1.69%, 07/15/2060(1)
512,622
193,202
1.98%, 03/15/2061(1)
147,935
828,489
1.99%, 07/15/2060(1)
695,646
384,012
5.97%, 08/15/2062(1)
370,366
825,363
Commercial Equipment Finance LLC
5.97%, 07/16/2029(1)
831,833
5,110,000
CTM CLO Ltd. 5.83%, 07/15/2038, 3 mo.
USD Term SOFR + 1.50%(1)(2)
5,111,134
Domino's Pizza Master Issuer LLC
4,554,217
2.66%, 04/25/2051(1)
4,247,087
3,628,397
3.15%, 04/25/2051(1)
3,266,766
667,200
3.67%, 10/25/2049(1)
632,479
47,375
4.12%, 07/25/2048(1)
47,267
1,215,000
Elmwood CLO 23 Ltd. 6.07%, 04/16/2036,
3 mo. USD Term SOFR + 1.75%(1)(2)
1,217,262
FirstKey Homes Trust
1,898,620
1.38%, 09/17/2038(1)
1,829,088
1,482,835
2.14%, 12/17/2038(1)
1,433,620
659,770
4.15%, 05/19/2039(1)
652,920
2,435,516
4.25%, 07/17/2039(1)
2,412,217
1,660,000
Generate CLO 12 Ltd. 5.72%, 07/20/2038,
3 mo. USD Term SOFR + 1.33%(1)(2)
1,660,000
950,000
GoldenTree Loan Management U.S. CLO
15 Ltd. 6.73%, 10/20/2036, 3 mo. USD
Term SOFR + 2.40%(1)(2)
952,522
1,160,000
Golub Capital Partners CLO 68B Ltd.
7.12%, 07/25/2036, 3 mo. USD Term
SOFR + 2.80%(1)(2)
1,160,000
450,000
GreatAmerica Leasing Receivables
Funding LLC 5.18%, 12/16/2030(1)
454,736
GreenSky Home Improvement Issuer Trust
260,000
5.02%, 06/25/2060(1)
261,354
815,000
5.07%, 06/25/2060(1)
815,628
71,125
NRZ Excess Spread-Collateralized Notes
3.84%, 12/25/2025(1)
70,504
4,565,000
OCP CLO Ltd. 5.68%, 10/20/2037, 3 mo.
USD Term SOFR + 1.35%(1)(2)
4,581,283
Progress Residential Trust
1,684,413
1.51%, 10/17/2038(1)
1,632,788
610,927
3.20%, 04/17/2039(1)
594,992
2,706,656
3.40%, 02/17/2042(1)(5)
2,557,130
1,723,337
4.44%, 05/17/2041(1)
1,713,334
431,748
4.45%, 06/17/2039(1)
430,083
741,919
4.75%, 10/27/2039(1)
741,425
3,875,000
Rad CLO 12 Ltd. 5.63%, 07/30/2040,
3 mo. USD Term SOFR + 1.32%(1)(2)
3,875,422
2,610,000
Retained Vantage Data Centers
Issuer LLC 5.00%, 09/15/2048(1)
2,592,174
2,950,000
RR 23 Ltd. 5.97%, 07/15/2037, 3 mo. USD
Term SOFR + 1.65%(1)(2)
2,950,301
The accompanying notes are an integral part of these financial statements.
 
57
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 18.3% - (continued)
Other Asset-Backed Securities - 5.8% - (continued)
$  1,185,000
RR 26 Ltd. 5.82%, 04/15/2038, 3 mo. USD
Term SOFR + 1.50%(1)(2)
$1,183,132
125,828
Sapphire Aviation Finance II Ltd. 3.23%,
03/15/2040(1)
120,183
50,129
Sound Point CLO II Ltd. 5.65%,
01/26/2031, 3 mo. USD Term SOFR +
1.33%(1)(2)
50,158
2,270,000
Sound Point CLO XXIX Ltd. 5.65%,
04/25/2034, 3 mo. USD Term SOFR +
1.33%(1)(2)
2,273,015
Stack Infrastructure Issuer LLC
1,480,000
5.90%, 07/25/2048(1)
1,488,133
855,000
5.90%, 03/25/2049(1)
864,788
1,473,024
Stream Innovations Issuer Trust 5.05%,
09/15/2045(1)
1,475,144
490,000
Summit Issuer LLC 2.29%, 12/20/2050(1)
484,168
787,692
Sunnova Hestia II Issuer LLC 5.63%,
07/20/2051(1)
781,596
Taco Bell Funding LLC
1,675,163
2.54%, 08/25/2051(1)
1,428,722
3,062,288
4.94%, 11/25/2048(1)
3,051,985
1,445,000
Texas Debt Capital CLO Ltd. 5.97%,
07/20/2038, 3 mo. USD Term SOFR +
1.65%(1)(2)
1,445,221
Tricon Residential Trust
2,092,213
4.30%, 11/17/2041(1)
2,051,135
638,762
4.75%, 06/17/2040(1)
638,419
2,051,472
5.44%, 03/17/2042, 1 mo. USD Term
SOFR + 1.10%(1)(2)
2,051,862
2,020,000
Vantage Data Centers Issuer LLC 5.10%,
09/15/2054(1)
1,996,895
1,890,000
Vantage Data Centers LLC 1.99%,
09/15/2045(1)
1,769,280
1,865,000
VB-S1 Issuer LLC 5.59%, 05/15/2054(1)
1,871,638
2,270,000
Venture 42 CLO Ltd. 5.71%, 04/15/2034,
3 mo. USD Term SOFR + 1.39%(1)(2)
2,271,846
Wendy's Funding LLC
2,072,221
2.37%, 06/15/2051(1)
1,899,271
3,191,020
2.78%, 06/15/2051(1)
2,804,371
1,051,482
3.88%, 03/15/2048(1)
1,022,661
2,628,700
4.24%, 03/15/2052(1)
2,567,085
751,616
4.54%, 03/15/2052(1)
717,776
Wingstop Funding LLC
2,758,000
2.84%, 12/05/2050(1)
2,621,610
960,000
5.86%, 12/05/2054(1)
980,853
2,660,000
Zayo Issuer LLC 5.65%, 03/20/2055(1)
2,686,925
 
114,827,518
Whole Loan Collateral CMO - 6.5%
237,243
Ajax Mortgage Loan Trust 5.12%,
01/25/2061(1)(5)
236,140
Angel Oak Mortgage Trust
378,945
0.91%, 01/25/2066(1)(4)
327,272
930,287
0.95%, 07/25/2066(1)(4)
793,036
180,843
0.99%, 04/25/2053(1)(4)
170,884
361,373
0.99%, 04/25/2066(1)(4)
308,758
2,333,540
1.07%, 05/25/2066(1)(4)
1,977,112
399,423
1.24%, 01/20/2065(1)(4)
333,191
1,851,066
1.46%, 09/25/2066(1)(4)
1,544,421
697,142
1.82%, 11/25/2066(1)(4)
616,889
4,282,600
2.88%, 12/25/2066(1)(5)
3,956,673
3,874,524
4.30%, 07/25/2067(1)(5)
3,816,106
450,839
BINOM Securitization Trust 2.03%,
06/25/2056(1)(4)
404,819
Shares or Principal Amount
Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 18.3% - (continued)
Whole Loan Collateral CMO - 6.5% - (continued)
BRAVO Residential Funding Trust
$  198,583
0.94%, 02/25/2049(1)(4)
$176,372
128,528
0.97%, 03/25/2060(1)(4)
123,645
1,117,157
5.11%, 07/25/2062(1)(4)
1,110,698
1,904,231
CHNGE Mortgage Trust 3.76%,
03/25/2067(1)(4)
1,844,337
33,941
Citigroup Mortgage Loan Trust, Inc.
3.25%, 03/25/2061(1)(4)
33,162
COLT Mortgage Loan Trust
165,632
0.80%, 07/27/2054(1)
151,370
594,300
0.91%, 06/25/2066(1)(4)
509,194
4,105,396
0.96%, 09/27/2066(1)(4)
3,400,707
746,444
1.34%, 08/25/2066(1)(4)
630,909
3,256,687
1.40%, 10/25/2066(1)(4)
2,744,567
1,911,356
2.28%, 12/27/2066(1)(4)
1,711,478
313,855
4.30%, 03/25/2067(1)(4)
310,611
CSMC Trust
141,355
0.81%, 05/25/2065(1)(4)
127,266
433,440
0.83%, 03/25/2056(1)(4)
356,695
608,383
0.94%, 05/25/2066(1)(4)
509,475
951,373
1.10%, 05/25/2066(1)(4)
817,443
732,730
1.18%, 02/25/2066(1)(4)
650,959
773,222
1.84%, 10/25/2066(1)(4)
683,227
2,284,944
2.27%, 11/25/2066(1)(4)
2,065,688
399,821
4.12%, 12/27/2060(1)(4)
397,542
246,522
Deephaven Residential Mortgage Trust
0.90%, 04/25/2066(1)(4)
216,790
Ellington Financial Mortgage Trust
92,345
0.80%, 02/25/2066(1)(4)
78,775
273,078
0.93%, 06/25/2066(1)(4)
226,565
2,103,142
2.21%, 01/25/2067(1)(4)
1,825,281
Federal Home Loan Mortgage Corp.
Seasoned Credit Risk Transfer Trust
553,725
2.50%, 08/25/2059
449,546
225,452
3.50%, 08/25/2057(4)
216,469
447,108
3.50%, 11/25/2057
419,974
1,197,773
3.50%, 07/25/2058
1,117,576
238,898
3.50%, 08/25/2058
220,458
200,090
3.50%, 08/26/2058
191,046
1,611,886
3.50%, 10/25/2058
1,464,805
Federal National Mortgage Association
Connecticut Avenue Securities Trust
430,000
6.15%, 01/25/2044, 30 day USD SOFR
Average + 1.80%(1)(2)
434,546
615,000
6.15%, 02/25/2044, 30 day USD SOFR
Average + 1.80%(1)(2)
621,150
55,846
6.66%, 08/25/2030, 30 day USD SOFR
Average + 2.31%(2)
56,717
555,800
7.45%, 10/25/2041, 30 day USD SOFR
Average + 3.10%(1)(2)
568,083
1,309,000
7.50%, 12/25/2041, 30 day USD SOFR
Average + 3.15%(1)(2)
1,342,505
3,885,000
8.85%, 01/25/2042, 30 day USD SOFR
Average + 4.50%(1)(2)
4,051,068
1,395,000
9.60%, 03/25/2042, 30 day USD SOFR
Average + 5.25%(1)(2)
1,484,245
1,545,000
10.60%, 03/25/2042, 30 day USD SOFR
Average + 6.25%(1)(2)
1,666,513
GCAT Trust
431,430
0.87%, 01/25/2066(1)(4)
363,195
541,330
1.04%, 05/25/2066(1)(4)
450,995
688,855
1.09%, 05/25/2066(1)(4)
593,554
1,064,409
1.09%, 08/25/2066(1)(4)
879,228
492,221
1.92%, 08/25/2066(1)(4)
454,221
The accompanying notes are an integral part of these financial statements.
 
58
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 18.3% - (continued)
Whole Loan Collateral CMO - 6.5% - (continued)
Imperial Fund Mortgage Trust
$  562,776
1.07%, 09/25/2056(1)(4)
$474,210
2,197,151
3.64%, 03/25/2067(1)(5)
2,089,849
Legacy Mortgage Asset Trust
277,574
4.65%, 11/25/2060(1)(5)
274,216
372,635
5.75%, 04/25/2061(1)(5)
368,841
540,438
5.75%, 07/25/2061(1)(5)
540,715
422,588
MetLife Securitization Trust 3.75%,
03/25/2057(1)(4)
409,222
MFA Trust
40,070
1.01%, 01/26/2065(1)(4)
37,696
399,079
1.03%, 11/25/2064(1)(4)
347,680
222,743
1.15%, 04/25/2065(1)(4)
208,647
New Residential Mortgage Loan Trust
314,287
0.94%, 07/25/2055(1)(4)
284,549
162,444
0.94%, 10/25/2058(1)(4)
157,077
2,121,685
1.16%, 11/27/2056(1)(4)
1,846,494
1,902,873
2.28%, 04/25/2061(1)(4)
1,674,862
333,868
3.50%, 12/25/2057(1)(4)
321,980
272,352
3.79%, 09/25/2057(1)(4)
256,785
209,895
4.00%, 04/25/2057(1)(4)
202,717
227,951
4.00%, 08/27/2057(1)(4)
220,099
88,557
5.22%, 01/25/2048, 1 mo. USD Term
SOFR + 0.86%(1)(2)
86,794
1,080,377
NMLT Trust 1.19%, 05/25/2056(1)(4)
922,343
OBX Trust
4,622,054
1.05%, 07/25/2061(1)(4)
3,744,283
708,058
1.07%, 02/25/2066(1)(4)
603,836
942,544
1.96%, 10/25/2061(1)(4)
793,571
1,796,304
2.31%, 11/25/2061(1)(4)
1,594,011
PRET LLC
457,158
4.74%, 07/25/2051(1)(5)
454,333
3,255,000
5.66%, 07/25/2055(1)(5)
3,253,688
2,975,000
5.73%, 07/25/2055(1)(5)
2,974,999
5,013,757
5.74%, 06/25/2055(1)(5)
4,989,411
2,199,736
5.93%, 10/25/2054(1)(5)
2,183,696
603,045
5.93%, 10/25/2054(1)(5)
600,547
407,666
5.96%, 09/25/2054(1)(5)
403,281
PRET Trust
4,087,474
4.00%, 07/25/2069(1)(5)
3,967,201
2,894,948
4.15%, 04/25/2065(1)(5)
2,792,678
PRPM LLC
4,052,426
3.75%, 04/25/2055(1)(5)
3,909,679
552,380
5.70%, 11/25/2029(1)(5)
553,173
2,805,000
5.77%, 08/25/2030(1)(4)
2,805,297
1,784,148
5.87%, 11/25/2029(1)(5)
1,776,958
1,095,000
5.93%, 07/25/2030(1)(5)
1,094,250
571,111
6.26%, 05/25/2030(1)(5)
574,450
4,940,277
6.47%, 05/25/2030(1)(5)
4,943,019
294,185
RCO VIII Mortgage LLC 6.43%,
05/25/2030(1)(5)
295,772
127,289
Residential Mortgage Loan Trust 0.86%,
01/25/2065(1)(4)
121,824
1,088,931
SG Residential Mortgage Trust 1.16%,
07/25/2061(1)(4)
904,524
1,100,672
STAR Trust 1.22%, 05/25/2065(1)(4)
1,025,584
Starwood Mortgage Residential Trust
142,566
0.94%, 05/25/2065(1)(4)
133,637
761,821
1.13%, 06/25/2056(1)(4)
663,855
1,158,340
1.92%, 11/25/2066(1)(4)
1,015,844
Towd Point Mortgage Trust
566,742
1.75%, 10/25/2060(1)
511,453
573,175
2.90%, 10/25/2059(1)(4)
547,763
1,903,798
2.92%, 11/30/2060(1)(4)
1,609,239
Shares or Principal Amount
Market Value†
ASSET & COMMERCIAL MORTGAGE-BACKED SECURITIES - 18.3% - (continued)
Whole Loan Collateral CMO - 6.5% - (continued)
$  238,319
3.25%, 03/25/2058(1)(4)
$234,772
29,106
3.25%, 07/25/2058(1)(4)
28,724
28,211
3.75%, 05/25/2058(1)(4)
27,551
375,258
TRK Trust 1.15%, 07/25/2056(1)(4)
337,285
Verus Securitization Trust
67,703
0.82%, 10/25/2063(1)(4)
65,273
279,438
0.92%, 02/25/2064(1)(4)
257,843
1,688,912
0.94%, 07/25/2066(1)(4)
1,400,183
3,764,879
1.01%, 09/25/2066(1)(4)
3,204,322
266,058
1.03%, 02/25/2066(1)(4)
234,920
768,813
1.82%, 11/25/2066(1)(4)
697,961
1,649,684
1.83%, 10/25/2066(1)(5)
1,480,960
1,359,544
2.72%, 01/25/2067(1)(5)
1,263,129
2,335,450
3.80%, 04/25/2067(1)(5)
2,240,179
1,167,687
4.13%, 02/25/2067(1)(5)
1,112,022
2,581,594
4.91%, 06/25/2067(1)(5)
2,573,764
234,722
VOLT C LLC 5.99%, 05/25/2051(1)(5)
234,186
471,187
VOLT CII LLC 5.87%, 08/25/2051(1)(5)
469,838
41,213
VOLT XCIV LLC 6.24%, 02/27/2051(1)(5)
41,187
42,927
VOLT XCIX LLC 6.12%, 04/25/2051(1)(5)
42,857
148,679
VOLT XCV LLC 6.24%, 03/27/2051(1)(5)
148,362
95,517
VOLT XCVII LLC 6.24%, 04/25/2051(1)(5)
95,420
 
129,991,321
Total Asset & Commercial
Mortgage-Backed Securities
(cost $371,690,818)
$365,319,137
CORPORATE BONDS - 22.8%
Advertising - 0.1%
2,362,000
Lamar Media Corp. 3.63%, 01/15/2031
$2,172,900
Aerospace & Defense - 0.3%
1,025,000
BAE Systems PLC 5.13%, 03/26/2029(1)
1,048,582
Boeing Co.
427,000
2.95%, 02/01/2030
396,541
325,000
3.20%, 03/01/2029
309,577
50,000
3.63%, 02/01/2031
47,169
178,000
3.75%, 02/01/2050
125,883
290,000
5.15%, 05/01/2030
294,603
2,025,000
5.71%, 05/01/2040
2,011,716
365,000
6.39%, 05/01/2031
392,684
770,000
6.53%, 05/01/2034
838,074
L3Harris Technologies, Inc.
440,000
5.05%, 06/01/2029
448,122
26,000
5.40%, 07/31/2033
26,685
516,000
5.50%, 08/15/2054
497,679
 
6,437,315
Agriculture - 0.4%
BAT Capital Corp.
231,000
2.26%, 03/25/2028
218,159
26,700
3.56%, 08/15/2027
26,204
1,455,000
5.63%, 08/15/2035
1,477,918
325,000
5.83%, 02/20/2031
340,359
525,000
JBS USA LUX SARL/JBS USA Food
Co./JBS USA Foods Group 5.95%,
04/20/2035(1)
541,717
Philip Morris International, Inc.
25,000
1.75%, 11/01/2030
21,716
50,000
3.38%, 08/15/2029
48,021
1,460,000
4.38%, 11/01/2027
1,461,006
1,040,000
4.75%, 11/01/2031
1,040,985
182,000
4.88%, 11/15/2043
164,857
305,000
5.13%, 11/17/2027
309,668
The accompanying notes are an integral part of these financial statements.
 
59
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 22.8% - (continued)
Agriculture - 0.4% - (continued)
$  1,200,000
5.13%, 02/15/2030
$1,228,725
315,000
5.13%, 02/13/2031
321,670
85,000
5.25%, 02/13/2034
86,059
85,000
5.38%, 02/15/2033
87,231
548,000
5.63%, 09/07/2033
569,958
 
7,944,253
Apparel - 0.2%
Tapestry, Inc.
290,000
5.10%, 03/11/2030
293,997
1,073,000
5.50%, 03/11/2035
1,077,927
1,904,000
William Carter Co. 5.63%, 03/15/2027(1)
1,888,073
 
3,259,997
Auto Manufacturers - 0.2%
Daimler Truck Finance North America LLC
735,000
5.38%, 01/13/2032(1)
748,321
300,000
5.50%, 09/20/2033(1)
304,300
2,830,000
Ford Motor Co. 3.25%, 02/12/2032
2,397,629
General Motors Financial Co., Inc.
25,000
2.35%, 01/08/2031
21,792
710,000
5.45%, 07/15/2030
722,233
 
4,194,275
Beverages - 0.2%
Bacardi Ltd./Bacardi-Martini BV
100,000
5.25%, 01/15/2029(1)
101,562
501,000
5.40%, 06/15/2033(1)
501,601
860,000
Bacardi-Martini BV 6.00%, 02/01/2035(1)
882,537
Constellation Brands, Inc.
820,000
3.15%, 08/01/2029
778,065
760,000
4.80%, 05/01/2030
764,060
 
3,027,825
Biotechnology - 0.1%
1,350,000
Biogen, Inc. 5.75%, 05/15/2035
1,384,823
Chemicals - 0.3%
1,920,000
OCP SA 7.50%, 05/02/2054(6)
1,939,267
3,830,000
Sherwin-Williams Co. 5.15%, 08/15/2035(7)
3,820,604
 
5,759,871
Commercial Banks - 4.1%
EUR 
1,085,000
Banca Transilvania SA 8.88%, 04/27/2027,
(8.88% fixed rate until 04/27/2026; 1 yr.
EURIBOR ICE Swap + 5.58%
thereafter)(6)(8)
1,286,960
Bank of America Corp.
$ 200,000
1.66%, 03/11/2027, (1.66% fixed rate
until 03/11/2026; 6 mo. USD SOFR +
0.91% thereafter)(8)
196,422
830,000
1.90%, 07/23/2031, (1.90% fixed rate
until 07/23/2030; 6 mo. USD SOFR +
1.53% thereafter)(8)
729,269
1,226,000
1.92%, 10/24/2031, (1.92% fixed rate
until 10/24/2030; 6 mo. USD SOFR +
1.37% thereafter)(8)
1,069,184
299,000
2.09%, 06/14/2029, (2.09% fixed rate
until 06/14/2028; 6 mo. USD SOFR +
1.06% thereafter)(8)
279,933
100,000
2.30%, 07/21/2032, (2.30% fixed rate
until 07/21/2031; 6 mo. USD SOFR +
1.22% thereafter)(8)
87,161
1,130,000
2.48%, 09/21/2036, (2.48% fixed rate
until 09/21/2031; 5 yr. USD CMT +
1.20% thereafter)(8)
962,097
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 22.8% - (continued)
Commercial Banks - 4.1% - (continued)
$  2,107,000
2.50%, 02/13/2031, (2.50% fixed rate
until 02/13/2030; 3 mo. USD Term
SOFR + 1.25% thereafter)(8)
$1,923,251
785,000
2.59%, 04/29/2031, (2.59% fixed rate
until 04/29/2030; 6 mo. USD SOFR +
2.15% thereafter)(8)
717,587
1,127,000
2.69%, 04/22/2032, (2.69% fixed rate
until 04/22/2031; 6 mo. USD SOFR +
1.32% thereafter)(8)
1,010,564
309,000
2.97%, 02/04/2033, (2.97% fixed rate
until 02/04/2032; 6 mo. USD SOFR +
1.33% thereafter)(8)
276,626
25,000
4.44%, 01/20/2048, (4.44% fixed rate
until 01/20/2047; 3 mo. USD Term
SOFR + 2.25% thereafter)(8)
21,337
100,000
4.95%, 07/22/2028, (4.95% fixed rate
until 07/22/2027; 6 mo. USD SOFR +
2.04% thereafter)(8)
100,888
50,000
4.98%, 01/24/2029, (4.98% fixed rate
until 01/24/2028; 6 mo. USD SOFR +
0.83% thereafter)(8)
50,621
865,000
5.16%, 01/24/2031, (5.16% fixed rate
until 01/24/2030; 6 mo. USD SOFR +
1.00% thereafter)(8)
884,975
150,000
5.47%, 01/23/2035, (5.47% fixed rate
until 01/23/2034; 6 mo. USD SOFR +
1.65% thereafter)(8)
153,939
1,640,000
5.52%, 10/25/2035, (5.52% fixed rate
until 10/25/2034; 6 mo. USD SOFR +
1.74% thereafter)(8)
1,641,576
Bank of New York Mellon Corp.
300,000
4.60%, 07/26/2030, (4.60% fixed rate
until 07/26/2029; 6 mo. USD SOFR +
1.76% thereafter)(8)
301,897
52,000
4.97%, 04/26/2034, (4.97% fixed rate
until 04/26/2033; 6 mo. USD SOFR +
1.61% thereafter)(8)
52,193
689,000
5.06%, 07/22/2032, (5.06% fixed rate
until 07/22/2031; 6 mo. USD SOFR +
1.23% thereafter)(8)
702,562
514,000
5.19%, 03/14/2035, (5.19% fixed rate
until 03/14/2034; 6 mo. USD SOFR +
1.42% thereafter)(8)
520,616
45,000
5.61%, 07/21/2039, (5.61% fixed rate
until 07/21/2034; 6 mo. USD SOFR +
1.77% thereafter)(8)
46,011
2,000,000
BNP Paribas SA 5.91%, 11/19/2035,
(5.91% fixed rate until 11/19/2034;
6 mo. USD SOFR + 1.92%
thereafter)(1)(8)
2,035,967
BPCE SA
2,075,000
5.39%, 05/28/2031, (5.39% fixed rate
until 05/28/2030; 6 mo. USD SOFR +
1.58% thereafter)(1)(8)
2,113,292
500,000
5.75%, 07/19/2033, (5.75% fixed rate
until 07/19/2032; 6 mo. USD SOFR +
2.87% thereafter)(1)(8)
512,096
1,380,000
5.88%, 01/14/2031, (5.88% fixed rate
until 01/14/2030; 6 mo. USD SOFR +
1.68% thereafter)(1)(8)
1,430,058
1,400,000
6.51%, 01/18/2035, (6.51% fixed rate
until 01/18/2034; 6 mo. USD SOFR +
2.79% thereafter)(1)(8)
1,465,862
1,905,000
Citibank NA 4.91%, 05/29/2030
1,934,885
The accompanying notes are an integral part of these financial statements.
 
60
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 22.8% - (continued)
Commercial Banks - 4.1% - (continued)
Citigroup, Inc.
$  34,000
2.56%, 05/01/2032, (2.56% fixed rate
until 05/01/2031; 6 mo. USD SOFR +
1.17% thereafter)(8)
$30,102
425,000
2.57%, 06/03/2031, (2.57% fixed rate
until 06/03/2030; 6 mo. USD SOFR +
2.11% thereafter)(8)
385,394
175,000
4.41%, 03/31/2031, (4.41% fixed rate
until 03/31/2030; 6 mo. USD SOFR +
3.91% thereafter)(8)
172,938
100,000
4.54%, 09/19/2030, (4.54% fixed rate
until 09/19/2029; 6 mo. USD SOFR +
1.34% thereafter)(8)
99,594
1,570,000
4.95%, 05/07/2031, (4.95% fixed rate
until 05/07/2030; 6 mo. USD SOFR +
1.46% thereafter)(8)
1,584,910
300,000
5.45%, 06/11/2035, (5.45% fixed rate
until 06/11/2034; 6 mo. USD SOFR +
1.45% thereafter)(8)
306,101
31,000
5.50%, 09/13/2025
31,030
Citizens Financial Group, Inc.
1,165,000
5.25%, 03/05/2031, (5.25% fixed rate
until 03/05/2030; 6 mo. USD SOFR +
1.26% thereafter)(8)
1,179,992
100,000
5.64%, 05/21/2037, (5.64% fixed rate
until 05/21/2032; 5 yr. USD CMT +
2.75% thereafter)(8)
98,948
110,000
5.72%, 07/23/2032, (5.72% fixed rate
until 07/23/2031; 6 mo. USD SOFR +
1.91% thereafter)(8)
113,491
160,000
6.65%, 04/25/2035, (6.65% fixed rate
until 04/25/2034; 6 mo. USD SOFR +
2.33% thereafter)(8)
173,155
Credit Agricole SA
2,280,000
5.22%, 05/27/2031, (5.22% fixed rate
until 05/27/2030; 6 mo. USD SOFR +
1.46% thereafter)(1)(8)
2,317,249
1,955,000
6.25%, 01/10/2035, (6.25% fixed rate
until 01/10/2034; 6 mo. USD SOFR +
2.67% thereafter)(1)(8)
2,030,120
1,005,000
Deutsche Bank AG 5.30%, 05/09/2031,
(5.30% fixed rate until 05/09/2030;
6 mo. USD SOFR + 1.72% thereafter)(8)
1,021,730
Goldman Sachs Group, Inc.
416,000
1.99%, 01/27/2032, (1.99% fixed rate
until 01/27/2031; 6 mo. USD SOFR +
1.09% thereafter)(8)
360,927
625,000
2.38%, 07/21/2032, (2.38% fixed rate
until 07/21/2031; 6 mo. USD SOFR +
1.25% thereafter)(8)
545,974
20,000
2.91%, 07/21/2042, (2.91% fixed rate
until 07/21/2041; 6 mo. USD SOFR +
1.47% thereafter)(8)
14,288
221,000
3.80%, 03/15/2030
215,019
1,380,000
4.69%, 10/23/2030, (4.69% fixed rate
until 10/23/2029; 6 mo. USD SOFR +
1.14% thereafter)(8)
1,378,940
465,000
5.02%, 10/23/2035, (5.02% fixed rate
until 10/23/2034; 6 mo. USD SOFR +
1.42% thereafter)(8)
458,639
1,665,000
5.05%, 07/23/2030, (5.05% fixed rate
until 07/23/2029; 6 mo. USD SOFR +
1.21% thereafter)(8)
1,691,789
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 22.8% - (continued)
Commercial Banks - 4.1% - (continued)
$  610,000
5.22%, 04/23/2031, (5.22% fixed rate
until 04/23/2030; 6 mo. USD SOFR +
1.58% thereafter)(8)
$623,745
200,000
5.33%, 07/23/2035, (5.33% fixed rate
until 07/23/2034; 6 mo. USD SOFR +
1.55% thereafter)(8)
202,043
840,000
5.73%, 04/25/2030, (5.73% fixed rate
until 04/25/2029; 6 mo. USD SOFR +
1.27% thereafter)(8)
872,181
165,000
5.85%, 04/25/2035, (5.85% fixed rate
until 04/25/2034; 6 mo. USD SOFR +
1.55% thereafter)(8)
172,890
123,000
6.56%, 10/24/2034, (6.56% fixed rate
until 10/24/2033; 6 mo. USD SOFR +
1.95% thereafter)(8)
135,903
HSBC Holdings PLC
360,000
2.21%, 08/17/2029, (2.21% fixed rate
until 08/17/2028; 6 mo. USD SOFR +
1.29% thereafter)(8)
335,157
440,000
2.85%, 06/04/2031, (2.85% fixed rate
until 06/04/2030; 6 mo. USD SOFR +
2.39% thereafter)(8)
402,875
970,000
5.13%, 03/03/2031, (5.13% fixed rate
until 03/03/2030; 6 mo. USD SOFR +
1.29% thereafter)(8)
983,413
2,535,000
5.24%, 05/13/2031, (5.24% fixed rate
until 05/13/2030; 6 mo. USD SOFR +
1.57% thereafter)(8)
2,581,394
1,295,000
5.29%, 11/19/2030, (5.29% fixed rate
until 11/19/2029; 6 mo. USD SOFR +
1.29% thereafter)(8)
1,322,165
450,000
5.55%, 03/04/2030, (5.55% fixed rate
until 03/04/2029; 6 mo. USD SOFR +
1.46% thereafter)(8)
462,874
JP Morgan Chase & Co.
913,000
2.55%, 11/08/2032, (2.55% fixed rate
until 11/08/2031; 6 mo. USD SOFR +
1.18% thereafter)(8)
802,682
1,419,000
3.70%, 05/06/2030, (3.70% fixed rate
until 05/06/2029; 3 mo. USD Term
SOFR + 1.42% thereafter)(8)
1,379,821
978,000
4.01%, 04/23/2029, (4.01% fixed rate
until 04/23/2028; 3 mo. USD Term
SOFR + 1.38% thereafter)(8)
967,146
1,415,000
4.51%, 10/22/2028, (4.51% fixed rate
until 10/22/2027; 6 mo. USD SOFR +
0.86% thereafter)(8)
1,416,665
400,000
4.57%, 06/14/2030, (4.57% fixed rate
until 06/14/2029; 6 mo. USD SOFR +
1.75% thereafter)(8)
401,340
500,000
4.59%, 04/26/2033, (4.59% fixed rate
until 04/26/2032; 6 mo. USD SOFR +
1.80% thereafter)(8)
494,041
717,000
4.85%, 07/25/2028, (4.85% fixed rate
until 07/25/2027; 6 mo. USD SOFR +
1.99% thereafter)(8)
722,772
310,000
4.95%, 10/22/2035, (4.95% fixed rate
until 10/22/2034; 6 mo. USD SOFR +
1.34% thereafter)(8)
306,569
1,125,000
5.00%, 07/22/2030, (5.00% fixed rate
until 07/22/2029; 6 mo. USD SOFR +
1.13% thereafter)(8)
1,144,093
The accompanying notes are an integral part of these financial statements.
 
61
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 22.8% - (continued)
Commercial Banks - 4.1% - (continued)
$  785,000
5.10%, 04/22/2031, (5.10% fixed rate
until 04/22/2030; 6 mo. USD SOFR +
1.44% thereafter)(8)
$802,800
530,000
5.14%, 01/24/2031, (5.14% fixed rate
until 01/24/2030; 6 mo. USD SOFR +
1.01% thereafter)(8)
541,645
25,000
5.29%, 07/22/2035, (5.29% fixed rate
until 07/22/2034; 6 mo. USD SOFR +
1.46% thereafter)(8)
25,330
739,000
5.30%, 07/24/2029, (5.30% fixed rate
until 07/24/2028; 6 mo. USD SOFR +
1.45% thereafter)(8)
756,689
911,000
5.34%, 01/23/2035, (5.34% fixed rate
until 01/23/2034; 6 mo. USD SOFR +
1.62% thereafter)(8)
931,400
1,705,000
5.58%, 07/23/2036, (5.58% fixed rate
until 07/23/2035; 6 mo. USD SOFR +
1.64% thereafter)(8)
1,727,088
2,000,000
5.58%, 04/22/2030, (5.58% fixed rate
until 04/22/2029; 6 mo. USD SOFR +
1.16% thereafter)(8)
2,073,261
450,000
6.09%, 10/23/2029, (6.09% fixed rate
until 10/23/2028; 6 mo. USD SOFR +
1.57% thereafter)(8)
471,382
175,000
6.40%, 05/15/2038
194,433
1,205,000
Lloyds Banking Group PLC 6.07%,
06/13/2036, (6.07% fixed rate until
06/13/2035; 1 yr. USD CMT + 1.60%
thereafter)(8)
1,232,982
EUR 
1,100,000
mBank SA 0.97%, 09/21/2027, (0.97%
fixed rate until 09/21/2026; 3 mo.
EURIBOR + 1.25% thereafter)(6)(8)
1,236,586
Morgan Stanley
$ 135,000
1.59%, 05/04/2027, (1.59% fixed rate
until 05/04/2026; 6 mo. USD SOFR +
0.88% thereafter)(8)
131,954
855,000
1.79%, 02/13/2032, (1.79% fixed rate
until 02/13/2031; 6 mo. USD SOFR +
1.03% thereafter)(8)
731,378
75,000
2.24%, 07/21/2032, (2.24% fixed rate
until 07/21/2031; 6 mo. USD SOFR +
1.18% thereafter)(8)
64,990
1,006,000
2.70%, 01/22/2031, (2.70% fixed rate
until 01/22/2030; 6 mo. USD SOFR +
1.14% thereafter)(8)
927,105
840,000
3.62%, 04/01/2031, (3.62% fixed rate
until 04/01/2030; 6 mo. USD SOFR +
3.12% thereafter)(8)
804,588
50,000
3.97%, 07/22/2038(4)
43,785
635,000
4.43%, 01/23/2030, (4.43% fixed rate
until 01/23/2029; 3 mo. USD Term
SOFR + 1.89% thereafter)(8)
633,022
25,000
4.46%, 04/22/2039, (4.46% fixed rate
until 04/22/2038; 3 mo. USD Term
SOFR + 1.69% thereafter)(8)
23,120
280,000
4.65%, 10/18/2030, (4.65% fixed rate
until 10/18/2029; 6 mo. USD SOFR +
1.10% thereafter)(8)
280,559
177,000
5.16%, 04/20/2029, (5.16% fixed rate
until 04/20/2028; 6 mo. USD SOFR +
1.59% thereafter)(8)
179,854
390,000
5.23%, 01/15/2031, (5.23% fixed rate
until 01/15/2030; 6 mo. USD SOFR +
1.11% thereafter)(8)
399,504
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 22.8% - (continued)
Commercial Banks - 4.1% - (continued)
$  495,000
5.45%, 07/20/2029, (5.45% fixed rate
until 07/20/2028; 6 mo. USD SOFR +
1.63% thereafter)(8)
$508,093
1,395,000
5.66%, 04/18/2030, (5.66% fixed rate
until 04/18/2029; 6 mo. USD SOFR +
1.26% thereafter)(8)
1,445,542
40,000
6.34%, 10/18/2033, (6.34% fixed rate
until 10/18/2032; 6 mo. USD SOFR +
2.56% thereafter)(8)
43,346
61,000
7.25%, 04/01/2032
69,988
1,460,000
Royal Bank of Canada 5.15%, 02/04/2031,
(5.15% fixed rate until 02/04/2030;
6 mo. USD SOFR + 1.03% thereafter)(8)
1,488,960
1,280,000
Societe Generale SA 5.25%, 05/22/2029,
(5.25% fixed rate until 05/22/2028;
6 mo. USD SOFR + 1.42%
thereafter)(1)(8)
1,293,581
1,810,000
Sumitomo Mitsui Financial Group, Inc.
5.25%, 07/08/2036, (5.25% fixed rate
until 07/08/2035; 6 mo. USD SOFR +
1.50% thereafter)(8)
1,820,715
1,635,000
UBS Group AG 6.44%, 08/11/2028,
(6.44% fixed rate until 08/11/2027;
6 mo. USD SOFR + 3.70%
thereafter)(1)(8)
1,692,139
Wells Fargo & Co.
660,000
2.57%, 02/11/2031, (2.57% fixed rate
until 02/11/2030; 3 mo. USD Term
SOFR + 1.26% thereafter)(8)
605,127
1,944,000
3.35%, 03/02/2033, (3.35% fixed rate
until 03/02/2032; 6 mo. USD SOFR +
1.50% thereafter)(8)
1,779,597
100,000
4.48%, 04/04/2031, (4.48% fixed rate
until 04/04/2030; 3 mo. USD Term
SOFR + 4.03% thereafter)(8)
99,436
665,000
4.90%, 07/25/2033, (4.90% fixed rate
until 07/25/2032; 6 mo. USD SOFR +
2.10% thereafter)(8)
664,410
177,000
5.01%, 04/04/2051, (5.01% fixed rate
until 04/04/2050; 3 mo. USD Term
SOFR + 4.50% thereafter)(8)
160,396
1,055,000
5.15%, 04/23/2031, (5.15% fixed rate
until 04/23/2030; 6 mo. USD SOFR +
1.50% thereafter)(8)
1,076,561
450,000
5.24%, 01/24/2031, (5.24% fixed rate
until 01/24/2030; 6 mo. USD SOFR +
1.11% thereafter)(8)
460,717
160,000
5.50%, 01/23/2035, (5.50% fixed rate
until 01/23/2034; 6 mo. USD SOFR +
1.78% thereafter)(8)
163,964
901,000
5.57%, 07/25/2029, (5.57% fixed rate
until 07/25/2028; 6 mo. USD SOFR +
1.74% thereafter)(8)
927,747
250,000
6.49%, 10/23/2034, (6.49% fixed rate
until 10/23/2033; 6 mo. USD SOFR +
2.06% thereafter)(8)
273,329
 
81,235,031
Commercial Services - 0.5%
Ashtead Capital, Inc.
805,000
2.45%, 08/12/2031(1)
696,308
500,000
4.25%, 11/01/2029(1)
488,240
Block, Inc.
2,285,000
3.50%, 06/01/2031
2,094,107
The accompanying notes are an integral part of these financial statements.
 
62
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 22.8% - (continued)
Commercial Services - 0.5% - (continued)
$  2,573,000
6.50%, 05/15/2032
$2,640,382
Howard University
100,000
2.39%, 10/01/2027
94,574
100,000
2.70%, 10/01/2029
91,581
325,000
2.80%, 10/01/2030
292,409
105,000
2.90%, 10/01/2031
91,322
265,000
3.48%, 10/01/2041
191,221
Service Corp. International
1,549,000
3.38%, 08/15/2030
1,411,564
2,125,000
5.13%, 06/01/2029
2,105,677
 
10,197,385
Construction Materials - 0.3%
2,890,000
Builders FirstSource, Inc. 5.00%,
03/01/2030(1)
2,828,958
Standard Industries, Inc.
669,000
3.38%, 01/15/2031(1)
597,638
3,062,000
4.38%, 07/15/2030(1)
2,898,915
 
6,325,511
Diversified Financial Services - 0.5%
American Express Co.
1,828,000
5.02%, 04/25/2031, (5.02% fixed rate
until 04/25/2030; 6 mo. USD SOFR +
1.44% thereafter)(8)
1,860,557
1,455,000
5.09%, 01/30/2031, (5.09% fixed rate
until 01/30/2030; 6 mo. USD SOFR +
1.02% thereafter)(8)
1,485,950
975,000
Ameriprise Financial, Inc. 5.20%,
04/15/2035
977,179
Capital One Financial Corp.
295,000
6.05%, 02/01/2035, (6.05% fixed rate
until 02/01/2034; 6 mo. USD SOFR +
2.26% thereafter)(8)
307,334
530,000
6.18%, 01/30/2036, (6.18% fixed rate
until 01/30/2035; 6 mo. USD SOFR +
2.04% thereafter)(8)
544,102
200,000
6.70%, 11/29/2032
218,595
1,843,000
7.62%, 10/30/2031, (7.62% fixed rate
until 10/30/2030; 6 mo. USD SOFR +
3.07% thereafter)(8)
2,075,285
1,125,000
7.96%, 11/02/2034, (7.96% fixed rate
until 11/02/2033; 6 mo. USD SOFR +
3.37% thereafter)(8)
1,310,657
795,000
Synchrony Financial 6.00%, 07/29/2036,
(6.00% fixed rate until 07/29/2035;
6 mo. USD SOFR + 2.07% thereafter)(8)
797,393
 
9,577,052
Electric - 3.1%
915,000
AES Andes SA 6.25%, 03/14/2032(1)
930,203
Alabama Power Co.
100,000
3.05%, 03/15/2032
90,727
295,000
3.45%, 10/01/2049
209,865
728,000
4.15%, 08/15/2044
594,151
95,000
5.10%, 04/02/2035
95,486
American Electric Power Co., Inc.
25,000
2.30%, 03/01/2030
22,541
35,000
5.75%, 11/01/2027
35,913
615,000
6.95%, 12/15/2054, (6.95% fixed rate
until 09/15/2034; 5 yr. USD CMT +
2.68% thereafter)(8)
649,206
Baltimore Gas & Electric Co.
20,000
2.25%, 06/15/2031
17,688
1,045,000
5.45%, 06/01/2035
1,071,241
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 22.8% - (continued)
Electric - 3.1% - (continued)
$  489,000
Cleco Corporate Holdings LLC 3.38%,
09/15/2029
$452,181
Consolidated Edison Co. of New York, Inc.
395,000
3.20%, 12/01/2051
261,578
262,000
3.95%, 04/01/2050
202,837
160,000
4.00%, 11/15/2057
118,149
950,000
5.50%, 03/15/2055
918,752
290,000
5.70%, 05/15/2054
288,023
Dominion Energy, Inc.
100,000
4.25%, 06/01/2028
99,465
440,000
4.90%, 08/01/2041
396,167
820,000
5.00%, 06/15/2030
833,927
Duke Energy Carolinas LLC
30,000
3.20%, 08/15/2049
20,219
180,000
4.25%, 12/15/2041
153,602
100,000
5.30%, 02/15/2040
99,491
Duke Energy Corp.
2,384,000
2.55%, 06/15/2031
2,117,017
25,000
3.25%, 01/15/2082, (3.25% fixed rate
until 01/15/2027; 5 yr. USD CMT +
2.32% thereafter)(8)
23,981
370,000
3.30%, 06/15/2041
276,808
527,700
3.75%, 09/01/2046
390,523
1,160,000
5.00%, 08/15/2052
1,012,257
95,000
5.45%, 06/15/2034
97,382
2,000
6.45%, 09/01/2054, (6.45% fixed rate
until 06/01/2034; 5 yr. USD CMT +
2.59% thereafter)(8)
2,059
925,000
Duke Energy Florida LLC 1.75%,
06/15/2030
814,698
Duke Energy Indiana LLC
30,000
2.75%, 04/01/2050
18,411
1,171,000
3.25%, 10/01/2049
794,324
Duke Energy Ohio, Inc.
15,000
3.70%, 06/15/2046
11,198
435,000
5.55%, 03/15/2054
422,719
Duke Energy Progress LLC
341,000
3.70%, 10/15/2046
257,984
755,000
5.05%, 03/15/2035
755,989
810,000
5.55%, 03/15/2055
791,809
110,000
Edison International 5.25%, 03/15/2032
105,386
Eversource Energy
1,445,000
5.13%, 05/15/2033
1,444,253
1,687,000
5.50%, 01/01/2034
1,715,909
Georgia Power Co.
548,000
4.30%, 03/15/2042
470,394
1,080,000
4.55%, 03/15/2030
1,086,164
100,000
4.85%, 03/15/2031
101,734
580,000
5.20%, 03/15/2035
586,282
1,505,000
Interstate Power & Light Co. 5.60%,
06/29/2035
1,544,275
310,000
Jersey Central Power & Light Co. 5.10%,
01/15/2035
308,722
150,000
Monongahela Power Co. 5.85%,
02/15/2034(1)
155,948
Niagara Mohawk Power Corp.
40,000
1.96%, 06/27/2030(1)
35,257
456,000
5.29%, 01/17/2034(1)
456,959
685,000
NSTAR Electric Co. 5.40%, 06/01/2034
701,605
380,000
Ohio Edison Co. 5.50%, 01/15/2033(1)
389,860
Oncor Electric Delivery Co. LLC
101,000
0.55%, 10/01/2025
100,395
855,000
5.35%, 04/01/2035(1)
871,830
The accompanying notes are an integral part of these financial statements.
 
63
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 22.8% - (continued)
Electric - 3.1% - (continued)
Pacific Gas & Electric Co.
$  330,500
2.50%, 02/01/2031
$288,544
491,000
3.30%, 08/01/2040
359,120
410,000
3.50%, 08/01/2050
268,910
1,296,000
4.55%, 07/01/2030
1,270,883
325,000
4.75%, 02/15/2044
268,762
214,000
4.95%, 07/01/2050
176,854
295,000
5.80%, 05/15/2034
299,367
1,202,000
5.90%, 06/15/2032
1,237,162
947,000
5.90%, 10/01/2054
887,625
731,000
6.10%, 01/15/2029
756,024
1,501,000
6.15%, 01/15/2033
1,558,897
282,000
6.15%, 03/01/2055
270,065
196,000
6.40%, 06/15/2033
206,798
51,000
6.75%, 01/15/2053
52,938
904,000
6.95%, 03/15/2034
983,434
Pinnacle West Capital Corp.
1,222,000
4.90%, 05/15/2028
1,232,859
1,132,000
5.15%, 05/15/2030
1,153,953
1,045,000
Public Service Co. of Oklahoma 5.20%,
01/15/2035
1,042,660
Public Service Enterprise Group, Inc.
1,630,000
4.90%, 03/15/2030
1,651,462
255,000
5.45%, 04/01/2034
260,247
590,000
6.13%, 10/15/2033
628,924
Puget Energy, Inc.
471,000
4.10%, 06/15/2030
453,712
564,000
4.22%, 03/15/2032
530,908
2,990,000
5.73%, 03/15/2035
2,996,674
980,000
San Diego Gas & Electric Co. 5.40%,
04/15/2035
999,110
Southern California Edison Co.
265,000
3.65%, 02/01/2050
180,576
410,000
4.00%, 04/01/2047
298,326
313,000
4.05%, 03/15/2042
243,496
980,000
4.13%, 03/01/2048
732,639
571,000
4.20%, 03/01/2029
558,843
190,000
4.65%, 10/01/2043
157,391
1,160,000
5.45%, 03/01/2035
1,155,442
220,000
5.70%, 03/01/2053
199,214
785,000
5.88%, 12/01/2053
734,202
230,000
5.90%, 03/01/2055
216,503
1,040,000
5.95%, 11/01/2032
1,076,959
265,000
6.20%, 09/15/2055
260,461
Southern Co.
1,095,000
3.25%, 07/01/2026
1,083,005
75,000
4.00%, 01/15/2051, (4.00% fixed rate
until 10/15/2025; 5 yr. USD CMT +
3.73% thereafter)(8)
74,591
390,000
4.85%, 03/15/2035
379,679
275,000
Trans-Allegheny Interstate Line Co. 5.00%,
01/15/2031(1)
278,575
Virginia Electric & Power Co.
89,000
2.45%, 12/15/2050
49,896
50,000
2.95%, 11/15/2051
31,086
45,000
4.20%, 05/15/2045
36,736
1,165,000
5.00%, 04/01/2033
1,173,425
1,392,000
5.00%, 01/15/2034
1,383,626
435,000
5.05%, 08/15/2034
435,551
1,310,000
5.15%, 03/15/2035
1,314,563
345,000
5.35%, 01/15/2054
323,795
125,000
5.65%, 03/15/2055
123,245
Wisconsin Power & Light Co.
920,000
5.38%, 03/30/2034
940,717
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 22.8% - (continued)
Electric - 3.1% - (continued)
$  10,000
6.38%, 08/15/2037
$10,871
Xcel Energy, Inc.
150,000
1.75%, 03/15/2027
143,510
563,000
4.60%, 06/01/2032
549,626
1,185,000
4.75%, 03/21/2028
1,192,112
850,000
5.60%, 04/15/2035
865,766
 
61,463,863
Engineering & Construction - 0.1%
1,235,000
IHS Holding Ltd. 6.25%, 11/29/2028(1)
1,214,330
International Airport Finance SA
1,045,470
12.00%, 03/15/2033(1)
1,115,355
481,826
12.00%, 03/15/2033(6)
514,033
 
2,843,718
Entertainment - 0.3%
Warnermedia Holdings, Inc.
3,458,000
4.28%, 03/15/2032(7)
2,903,821
797,000
5.14%, 03/15/2052
492,251
WMG Acquisition Corp.
715,000
3.75%, 12/01/2029(1)
671,221
2,850,000
3.88%, 07/15/2030(1)
2,660,010
 
6,727,303
Environmental Control - 0.3%
Clean Harbors, Inc.
764,000
4.88%, 07/15/2027(1)
757,726
3,697,000
6.38%, 02/01/2031(1)
3,774,829
Republic Services, Inc.
290,000
1.45%, 02/15/2031
246,713
330,000
4.88%, 04/01/2029
336,242
595,000
5.20%, 11/15/2034
606,464
Waste Management, Inc.
790,000
3.88%, 01/15/2029
777,700
455,000
4.95%, 03/15/2035
454,535
 
6,954,209
Food - 0.8%
663,000
Cencosud SA 5.95%, 05/28/2031(1)
683,281
JBS USA Holding Lux SARL/JBS USA
Food Co./JBS Lux Co. SARL
585,000
5.75%, 04/01/2033
599,902
355,000
6.75%, 03/15/2034
386,424
JBS USA Holding Lux SARL/JBS USA
Foods Group Holdings, Inc./JBS USA
Food Co.
1,905,000
5.50%, 01/15/2036(1)
1,897,247
705,000
6.38%, 04/15/2066(1)
694,855
1,315,000
Kraft Heinz Foods Co. 5.20%, 03/15/2032
1,324,381
Mars, Inc.
5,000
2.45%, 07/16/2050(1)
2,838
825,000
4.60%, 03/01/2028(1)
829,539
2,660,000
5.00%, 03/01/2032(1)
2,684,491
1,385,000
5.20%, 03/01/2035(1)
1,391,630
1,965,000
5.65%, 05/01/2045(1)
1,951,500
400,000
5.70%, 05/01/2055(1)
394,698
495,000
5.80%, 05/01/2065(1)
490,175
1,070,000
Pilgrim's Pride Corp. 4.25%, 04/15/2031
1,022,719
1,090,000
Sysco Corp. 5.10%, 09/23/2030
1,113,007
 
15,466,687
Gas - 0.3%
636,000
Boston Gas Co. 3.76%, 03/16/2032(1)
587,985
Brooklyn Union Gas Co.
665,000
3.87%, 03/04/2029(1)
645,205
90,000
4.87%, 08/05/2032(1)
86,757
The accompanying notes are an integral part of these financial statements.
 
64
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 22.8% - (continued)
Gas - 0.3% - (continued)
KeySpan Gas East Corp.
$  45,000
5.82%, 04/01/2041(1)
$43,356
235,000
5.99%, 03/06/2033(1)
243,502
NiSource, Inc.
91,000
1.70%, 02/15/2031
77,587
501,000
3.49%, 05/15/2027
492,181
770,000
5.35%, 07/15/2035
772,469
470,000
5.40%, 06/30/2033
479,768
Southern California Gas Co.
893,000
5.60%, 04/01/2054
873,228
1,835,000
6.00%, 06/15/2055
1,866,770
 
6,168,808
Healthcare - Products - 0.6%
Alcon Finance Corp.
806,000
2.75%, 09/23/2026(1)
788,352
215,000
5.75%, 12/06/2052(1)
214,607
Avantor Funding, Inc.
1,695,000
3.88%, 11/01/2029(1)
1,598,559
2,450,000
4.63%, 07/15/2028(1)
2,395,103
1,440,000
GE HealthCare Technologies, Inc. 5.50%,
06/15/2035
1,469,878
Hologic, Inc.
1,267,000
3.25%, 02/15/2029(1)
1,199,799
857,000
4.63%, 02/01/2028(1)
844,235
1,245,000
Smith & Nephew PLC 2.03%, 10/14/2030
1,089,217
1,750,000
Solventum Corp. 5.40%, 03/01/2029
1,800,470
 
11,400,220
Healthcare - Services - 0.5%
Centene Corp.
1,505,000
2.50%, 03/01/2031(7)
1,263,450
1,620,000
2.63%, 08/01/2031
1,352,799
1,055,000
4.63%, 12/15/2029
1,003,184
75,000
Cigna Group 4.80%, 07/15/2046
64,799
Humana, Inc.
50,000
1.35%, 02/03/2027
47,696
35,000
5.38%, 04/15/2031
35,702
1,545,000
5.55%, 05/01/2035
1,547,579
10,000
5.75%, 12/01/2028
10,349
Icon Investments Six DAC
335,000
5.81%, 05/08/2027
340,543
200,000
5.85%, 05/08/2029
207,405
555,000
6.00%, 05/08/2034
567,996
UnitedHealth Group, Inc.
1,738,000
2.75%, 05/15/2040
1,242,612
3,000
4.25%, 03/15/2043
2,501
70,000
4.45%, 12/15/2048
57,163
223,000
4.95%, 05/15/2062
187,836
170,000
5.30%, 02/15/2030
174,887
530,000
5.30%, 06/15/2035
535,584
980,000
5.38%, 04/15/2054
900,603
10,000
5.50%, 04/15/2064
9,166
365,000
5.75%, 07/15/2064
347,355
430,000
5.88%, 02/15/2053
424,320
 
10,323,529
Home Builders - 0.2%
Taylor Morrison Communities, Inc.
1,372,000
5.13%, 08/01/2030(1)
1,354,406
2,055,000
5.75%, 01/15/2028(1)
2,072,073
 
3,426,479
Insurance - 0.5%
1,630,000
Arthur J Gallagher & Co. 5.15%,
02/15/2035
1,620,466
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 22.8% - (continued)
Insurance - 0.5% - (continued)
Athene Global Funding
$  1,230,000
2.65%, 10/04/2031(1)
$1,075,906
2,005,000
4.72%, 10/08/2029(1)
1,993,314
25,000
5.53%, 07/11/2031(1)
25,480
75,000
5.58%, 01/09/2029(1)
77,079
1,110,000
CNO Global Funding 4.88%, 12/10/2027(1)
1,116,506
Equitable Financial Life Global Funding
323,000
1.80%, 03/08/2028(1)
301,386
630,000
5.00%, 03/27/2030(1)
638,809
930,000
Equitable Holdings, Inc. 4.35%,
04/20/2028
926,032
1,240,000
Lincoln Financial Global Funding 4.63%,
05/28/2028(1)
1,242,495
 
9,017,473
Internet - 0.3%
Alphabet, Inc.
20,000
2.05%, 08/15/2050
11,041
2,905,000
5.30%, 05/15/2065
2,820,794
Gen Digital, Inc.
1,225,000
6.25%, 04/01/2033(1)
1,248,861
892,000
6.75%, 09/30/2027(1)
906,655
1,960,000
Meta Platforms, Inc. 5.55%, 08/15/2064
1,901,550
 
6,888,901
Investment Company Security - 0.4%
3,790,000
Ares Strategic Income Fund 5.80%,
09/09/2030(1)
3,792,506
2,100,000
HPS Corporate Lending Fund 5.85%,
06/05/2030(1)
2,106,601
1,965,000
Sixth Street Lending Partners 6.13%,
07/15/2030(1)
2,002,120
 
7,901,227
IT Services - 0.5%
1,971,000
Gartner, Inc. 4.50%, 07/01/2028(1)
1,938,836
Hewlett Packard Enterprise Co.
360,000
5.00%, 10/15/2034
349,235
1,930,000
5.60%, 10/15/2054
1,773,749
3,501,000
Insight Enterprises, Inc. 6.63%,
05/15/2032(1)
3,580,212
1,430,000
International Business Machines Corp.
4.80%, 02/10/2030
1,449,964
 
9,091,996
Lodging - 0.1%
Las Vegas Sands Corp.
885,000
5.63%, 06/15/2028
899,084
1,340,000
6.00%, 06/14/2030
1,378,105
 
2,277,189
Machinery-Diversified - 0.2%
1,363,000
Otis Worldwide Corp. 2.57%, 02/15/2030
1,253,700
1,021,000
Regal Rexnord Corp. 6.05%, 04/15/2028
1,051,788
1,070,000
Westinghouse Air Brake Technologies
Corp. 4.90%, 05/29/2030
1,083,122
 
3,388,610
Media - 0.6%
Charter Communications
Operating LLC/Charter Communications
Operating Capital
310,000
2.25%, 01/15/2029
284,896
475,000
2.30%, 02/01/2032(7)
398,415
1,240,000
2.80%, 04/01/2031
1,098,526
199,000
3.50%, 03/01/2042
140,010
955,000
3.70%, 04/01/2051
616,489
The accompanying notes are an integral part of these financial statements.
 
65
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 22.8% - (continued)
Media - 0.6% - (continued)
$  300,000
4.40%, 04/01/2033
$279,216
674,000
5.05%, 03/30/2029
677,862
555,000
5.25%, 04/01/2053
457,605
615,000
5.38%, 05/01/2047
521,500
344,000
5.75%, 04/01/2048
304,438
202,000
6.48%, 10/23/2045
196,540
545,000
6.55%, 06/01/2034
574,668
24,000
6.65%, 02/01/2034
25,441
Comcast Corp.
1,449,000
2.89%, 11/01/2051
870,551
686,000
3.20%, 07/15/2036
571,912
583,000
3.75%, 04/01/2040
479,512
Cox Communications, Inc.
715,000
2.60%, 06/15/2031(1)
626,321
50,000
4.60%, 08/15/2047(1)
37,861
25,000
4.70%, 12/15/2042(1)
20,121
575,000
5.45%, 09/01/2034(1)
562,966
75,000
5.80%, 12/15/2053(1)
66,603
1,250,000
5.95%, 09/01/2054(1)
1,140,035
Discovery Communications LLC
600
3.95%, 03/20/2028
578
1,068,000
6.35%, 06/01/2040
806,340
Paramount Global
675,000
5.25%, 04/01/2044
545,264
400,000
5.85%, 09/01/2043
355,137
1,095,000
6.88%, 04/30/2036
1,139,363
Time Warner Cable LLC
160,000
5.88%, 11/15/2040
151,356
25,000
6.55%, 05/01/2037
25,686
 
12,975,212
Mining - 0.3%
Glencore Funding LLC
100,000
2.50%, 09/01/2030(1)
89,980
50,000
3.88%, 04/27/2051(1)
36,716
890,000
4.00%, 03/27/2027(1)
881,254
50,000
4.88%, 03/12/2029(1)
50,429
50,000
4.88%, 03/12/2029(6)
50,428
1,080,000
5.37%, 04/04/2029(1)
1,105,937
175,000
5.40%, 05/08/2028(1)
178,460
290,000
5.63%, 04/04/2034(1)
295,674
811,000
6.38%, 10/06/2030(1)
866,829
905,000
6.50%, 10/06/2033(1)
980,317
561,000
Rio Tinto Alcan, Inc. 6.13%, 12/15/2033
606,113
Rio Tinto Finance USA PLC
625,000
5.00%, 03/14/2032
634,751
80,000
5.00%, 03/09/2033
81,131
955,000
5.88%, 03/14/2065
960,301
 
6,818,320
Miscellaneous Manufacturing - 0.1%
1,100,000
Siemens Funding BV 4.60%, 05/28/2030(1)
1,110,457
Oil & Gas - 2.0%
Aker BP ASA
2,313,000
4.00%, 01/15/2031(1)
2,191,681
505,000
5.13%, 10/01/2034(1)
484,860
525,000
5.80%, 10/01/2054(1)
477,211
APA Corp.
845,000
6.10%, 02/15/2035(1)
827,729
605,000
6.75%, 02/15/2055(1)
568,732
1,105,000
Azule Energy Finance PLC 8.13%,
01/23/2030(1)(7)
1,113,209
BP Capital Markets America, Inc.
247,000
2.94%, 06/04/2051
153,250
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 22.8% - (continued)
Oil & Gas - 2.0% - (continued)
$  500,000
3.06%, 06/17/2041
$368,580
267,000
3.80%, 09/21/2025
266,727
ConocoPhillips Co.
1,369,000
3.80%, 03/15/2052
990,622
384,000
4.03%, 03/15/2062
275,610
555,000
5.30%, 05/15/2053
511,324
92,000
5.55%, 03/15/2054
87,483
475,000
5.65%, 01/15/2065
449,818
1,062,000
5.70%, 09/15/2063
1,015,287
Coterra Energy, Inc.
1,767,000
5.40%, 02/15/2035
1,741,691
1,223,000
5.60%, 03/15/2034
1,229,411
Diamondback Energy, Inc.
25,000
4.40%, 03/24/2051
19,348
50,000
5.40%, 04/18/2034
50,118
390,000
5.55%, 04/01/2035
392,478
215,000
5.75%, 04/18/2054
199,690
400,000
5.90%, 04/18/2064
369,409
303,000
6.25%, 03/15/2053
300,586
Ecopetrol SA
2,100,000
4.63%, 11/02/2031
1,813,151
1,455,000
7.75%, 02/01/2032
1,448,852
2,045,000
8.38%, 01/19/2036
2,019,513
Energean Israel Finance Ltd.
1,765,000
5.88%, 03/30/2031(6)
1,648,334
600,000
8.50%, 09/30/2033(6)
621,798
Eni SpA
1,360,000
5.50%, 05/15/2034(1)
1,372,126
1,160,000
5.75%, 05/19/2035(1)
1,183,743
EOG Resources, Inc.
23,000
3.90%, 04/01/2035
20,923
785,000
5.00%, 07/15/2032
790,900
1,075,000
5.35%, 01/15/2036
1,083,017
950,000
5.65%, 12/01/2054
923,630
EQT Corp.
25,000
3.63%, 05/15/2031(1)
23,187
1,220,000
4.50%, 01/15/2029(1)
1,205,344
Hess Corp.
2,111,000
7.13%, 03/15/2033
2,423,032
310,000
7.30%, 08/15/2031
354,421
1,225,000
Leviathan Bond Ltd. 6.50%, 06/30/2027(6)
1,215,812
1,480,000
Patterson-UTI Energy, Inc. 7.15%,
10/01/2033
1,531,221
2,735,000
Saudi Arabian Oil Co. 6.38%,
06/02/2055(1)
2,773,834
TotalEnergies Capital SA
510,000
5.43%, 09/10/2064
473,994
1,490,000
5.64%, 04/05/2064
1,428,779
1,230,000
Var Energi ASA 5.88%, 05/22/2030(1)
1,265,774
1,085,000
Viper Energy Partners LLC 5.70%,
08/01/2035
1,078,382
 
40,784,621
Packaging & Containers - 0.2%
3,375,000
Ball Corp. 6.00%, 06/15/2029
3,435,004
Pharmaceuticals - 0.4%
2,200,000
Cardinal Health, Inc. 5.00%, 11/15/2029
2,235,483
1,495,000
Cencora, Inc. 4.85%, 12/15/2029
1,511,959
CVS Health Corp.
435,000
1.75%, 08/21/2030
376,113
249,000
1.88%, 02/28/2031
212,816
586,000
2.13%, 09/15/2031
499,918
565,000
3.25%, 08/15/2029
535,302
25,000
5.40%, 06/01/2029
25,662
The accompanying notes are an integral part of these financial statements.
 
66
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 22.8% - (continued)
Pharmaceuticals - 0.4% - (continued)
$  75,000
5.70%, 06/01/2034
$76,804
25,000
5.88%, 06/01/2053
23,704
1,060,000
6.75%, 12/10/2054, (6.75% fixed rate
until 09/10/2034; 5 yr. USD CMT +
2.52% thereafter)(8)
1,060,878
1,385,000
Viatris, Inc. 3.85%, 06/22/2040
1,016,092
 
7,574,731
Pipelines - 1.2%
2,090,000
Cheniere Energy Partners LP 5.55%,
10/30/2035(1)
2,100,537
Columbia Pipelines Holding Co. LLC
300,000
5.10%, 10/01/2031(1)
301,279
1,048,000
5.68%, 01/15/2034(1)
1,062,892
1,869,000
6.04%, 08/15/2028(1)
1,942,528
Columbia Pipelines Operating Co. LLC
205,000
5.93%, 08/15/2030(1)
215,745
48,000
6.04%, 11/15/2033(1)
50,456
1,210,000
DT Midstream, Inc. 5.80%, 12/15/2034(1)
1,230,796
Enbridge, Inc.
920,000
3.13%, 11/15/2029
867,709
490,000
5.55%, 06/20/2035
494,648
235,000
5.63%, 04/05/2034
240,482
Energy Transfer LP
479,000
3.75%, 05/15/2030
459,030
235,000
5.15%, 02/01/2043
206,782
50,000
5.35%, 05/15/2045
44,944
1,165,000
5.70%, 04/01/2035
1,181,298
230,000
6.40%, 12/01/2030
246,812
99,000
7.38%, 02/01/2031(1)
103,548
Enterprise Products Operating LLC
335,000
3.30%, 02/15/2053
220,577
1,360,000
4.60%, 01/15/2031
1,358,875
20,000
4.85%, 08/15/2042
18,157
265,000
5.20%, 01/15/2036
265,451
750,000
5.55%, 02/16/2055
717,815
20,000
5.95%, 02/01/2041
20,618
Galaxy Pipeline Assets Bidco Ltd.
38
2.16%, 03/31/2034(1)
34
1,417,600
2.94%, 09/30/2040(1)
1,173,138
Hess Midstream Operations LP
730,000
4.25%, 02/15/2030(1)
706,339
1,105,000
6.50%, 06/01/2029(1)
1,138,262
ONEOK, Inc.
223,000
3.10%, 03/15/2030
208,258
470,000
4.40%, 10/15/2029
466,017
340,000
4.75%, 10/15/2031
336,791
39,000
4.85%, 02/01/2049
31,735
632,000
5.05%, 11/01/2034
614,318
100,000
5.15%, 10/15/2043
88,412
535,000
6.05%, 09/01/2033
561,407
10,000
6.10%, 11/15/2032
10,573
27,000
6.50%, 09/01/2030(1)
28,808
235,000
6.63%, 09/01/2053
243,044
115,000
7.15%, 01/15/2051
124,704
Targa Resources Corp.
510,000
4.90%, 09/15/2030
512,743
1,340,000
5.55%, 08/15/2035
1,342,762
295,000
5.65%, 02/15/2036
296,903
205,000
6.50%, 03/30/2034
220,270
Targa Resources Partners LP/Targa
Resources Partners Finance Corp.
1,125,000
4.00%, 01/15/2032
1,048,170
100,000
4.88%, 02/01/2031
98,850
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 22.8% - (continued)
Pipelines - 1.2% - (continued)
Whistler Pipeline LLC
$  100,000
5.40%, 09/30/2029(1)
$101,397
865,000
5.70%, 09/30/2031(1)
883,123
458,000
5.95%, 09/30/2034(1)
463,173
 
24,050,210
Real Estate Investment Trusts - 0.4%
1,680,000
American Tower Corp. 2.70%, 04/15/2031
1,503,287
1,410,000
Cousins Properties LP 5.38%, 02/15/2032
1,423,378
Crown Castle, Inc.
1,715,000
2.25%, 01/15/2031
1,498,880
1,490,000
3.10%, 11/15/2029
1,398,700
2,440,000
Iron Mountain, Inc. 6.25%, 01/15/2033(1)
2,481,671
 
8,305,916
Retail - 0.3%
AutoZone, Inc.
161,000
4.75%, 08/01/2032
159,995
360,000
4.75%, 02/01/2033
355,073
25,000
5.20%, 08/01/2033
25,225
450,000
5.40%, 07/15/2034
459,676
107,000
6.55%, 11/01/2033
117,867
FirstCash, Inc.
3,099,000
4.63%, 09/01/2028(1)
3,029,892
735,000
5.63%, 01/01/2030(1)
727,392
1,240,000
McDonald's Corp. 3.63%, 09/01/2049
899,063
 
5,774,183
Semiconductors - 0.8%
Broadcom, Inc.
1,565,000
4.15%, 02/15/2028
1,556,838
50,000
4.30%, 11/15/2032
48,329
315,000
5.05%, 07/12/2029
321,504
2,300,000
5.20%, 07/15/2035
2,310,884
Foundry JV Holdco LLC
660,000
5.50%, 01/25/2031(1)
673,605
985,000
5.90%, 01/25/2033(1)
1,012,211
625,000
6.10%, 01/25/2036(1)
638,718
1,365,000
6.15%, 01/25/2032(1)
1,428,029
345,000
6.25%, 01/25/2035(1)
359,375
Intel Corp.
280,000
2.80%, 08/12/2041
184,080
794,000
3.05%, 08/12/2051
459,017
767,000
3.25%, 11/15/2049
468,135
2,185,000
3.73%, 12/08/2047
1,495,317
75,000
4.00%, 12/15/2032
69,562
265,000
4.75%, 03/25/2050
209,960
Marvell Technology, Inc.
773,000
2.45%, 04/15/2028
734,352
390,000
2.95%, 04/15/2031
353,705
1,525,000
Micron Technology, Inc. 5.65%, 11/01/2032
1,576,413
1,713,000
Qorvo, Inc. 3.38%, 04/01/2031(1)
1,537,779
1,420,000
QUALCOMM, Inc. 4.75%, 05/20/2032
1,432,712
 
16,870,525
Software - 0.7%
2,949,000
Fair Isaac Corp. 4.00%, 06/15/2028(1)
2,848,155
Open Text Corp.
4,204,000
3.88%, 12/01/2029(1)
3,935,125
1,935,000
6.90%, 12/01/2027(1)
1,997,918
Oracle Corp.
875,000
2.88%, 03/25/2031
793,170
136,000
2.95%, 04/01/2030
126,538
476,000
3.60%, 04/01/2040
375,692
518,000
3.60%, 04/01/2050
355,695
424,000
3.85%, 04/01/2060
285,837
The accompanying notes are an integral part of these financial statements.
 
67
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 22.8% - (continued)
Software - 0.7% - (continued)
$  670,000
3.95%, 03/25/2051
$486,712
50,000
4.00%, 07/15/2046
38,189
8,000
4.13%, 05/15/2045
6,294
100,000
4.30%, 07/08/2034
94,003
1,210,000
4.70%, 09/27/2034
1,162,573
185,000
5.25%, 02/03/2032
188,906
623,000
5.50%, 09/27/2064
556,631
 
13,251,438
Telecommunications - 0.4%
NTT Finance Corp.
345,000
4.88%, 07/16/2030(1)
346,952
3,340,000
5.17%, 07/16/2032(1)
3,368,832
T-Mobile USA, Inc.
360,000
2.55%, 02/15/2031
321,599
5,000
3.00%, 02/15/2041
3,658
38,000
3.30%, 02/15/2051
25,211
1,665,000
3.50%, 04/15/2031
1,560,846
532,000
3.88%, 04/15/2030
515,632
290,000
4.70%, 01/15/2035
280,588
495,000
5.13%, 05/15/2032
502,195
60,000
5.75%, 01/15/2034
62,614
260,000
5.80%, 09/15/2062
253,860
 
7,241,987
Transportation - 0.0%
935,000
Union Pacific Corp. 5.60%, 12/01/2054
925,024
Total Corporate Bonds
(cost $452,128,307)
$453,974,078
FOREIGN GOVERNMENT OBLIGATIONS - 2.1%
Bermuda - 0.1%
Bermuda Government International Bonds
455,000
2.38%, 08/20/2030(1)
$404,431
1,305,000
5.00%, 07/15/2032(1)
1,292,903
 
1,697,334
Bulgaria - 0.1%
Bulgaria Government International Bonds
EUR 
845,000
1.38%, 09/23/2050(6)
567,236
1,195,000
4.88%, 05/13/2036(6)
1,509,901
 
2,077,137
Colombia - 0.2%
Colombia Government International Bonds
$ 2,650,000
5.00%, 06/15/2045
1,848,375
885,000
5.20%, 05/15/2049
611,332
200,000
5.63%, 02/26/2044
152,030
710,000
8.38%, 11/07/2054
691,121
 
3,302,858
Hungary - 0.2%
Hungary Government International Bonds
EUR 
1,970,000
1.63%, 04/28/2032(6)
1,974,012
$ 720,000
5.38%, 09/26/2030(1)
729,021
865,000
6.00%, 09/26/2035(1)
871,011
 
3,574,044
Indonesia - 0.1%
EUR 
2,600,000
Indonesia Government International Bonds
1.10%, 03/12/2033
2,488,537
Shares or Principal Amount
Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 2.1% - (continued)
Israel - 0.1%
Israel Government International Bonds
$  1,195,000
2.75%, 07/03/2030
$1,085,422
1,705,000
5.38%, 02/19/2030
1,742,217
 
2,827,639
Ivory Coast - 0.1%
EUR 
  1,290,000
Ivory Coast Government International
Bonds 4.88%, 01/30/2032(6)
1,363,218
Mexico - 0.6%
Mexico Government International Bonds
$ 850,000
3.50%, 02/12/2034
711,875
365,000
4.40%, 02/12/2052
254,953
450,000
4.75%, 04/27/2032
426,856
136,000
4.75%, 03/08/2044
107,168
1,865,000
6.00%, 05/07/2036
1,827,700
1,320,000
6.34%, 05/04/2053
1,205,820
575,000
6.35%, 02/09/2035
583,625
665,000
6.40%, 05/07/2054
609,472
1,095,000
6.63%, 01/29/2038
1,100,475
2,370,000
6.88%, 05/13/2037
2,445,840
1,960,000
7.38%, 05/13/2055
2,018,800
 
11,292,584
North Macedonia - 0.1%
North Macedonia Government
International Bonds
EUR 
985,000
3.68%, 06/03/2026(1)
1,127,193
835,000
3.68%, 06/03/2026(6)
955,540
 
2,082,733
Panama - 0.0%
Panama Government International Bonds
$ 95,000
6.70%, 01/26/2036
95,287
330,000
6.85%, 03/28/2054
306,900
 
402,187
Peru - 0.0%
510,000
Peru Government International Bonds
5.38%, 02/08/2035
507,741
Philippines - 0.1%
Philippines Government International
Bonds
EUR 
1,400,000
1.20%, 04/28/2033
1,349,195
900,000
1.75%, 04/28/2041
739,094
 
2,088,289
Romania - 0.4%
Romania Government International Bonds
1,265,000
2.63%, 12/02/2040(1)
935,616
890,000
2.63%, 12/02/2040(6)
658,259
5,520,000
2.75%, 04/14/2041(6)
4,108,819
1,205,000
2.88%, 04/13/2042(6)
894,671
$ 1,116,000
5.75%, 03/24/2035(1)
1,057,457
396,000
5.88%, 01/30/2029(1)
402,112
490,000
7.50%, 02/10/2037(1)
519,963
 
8,576,897
Total Foreign Government
Obligations
(cost $44,853,773)
$42,281,198
MUNICIPAL BONDS - 0.3%
Development - 0.1%
1,290,000
New York Transportation Dev Corp., NY,
Rev 4.25%, 09/01/2035
$1,261,251
The accompanying notes are an integral part of these financial statements.
 
68
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 0.3% - (continued)
General - 0.2%
$  1,630,000
County of Riverside, CA, Rev 3.07%,
02/15/2028
$1,579,827
1,530,000
Philadelphia Auth for Industrial Dev, PA,
Rev, (NPFG) 6.55%, 10/15/2028
1,614,915
 
3,194,742
School District - 0.0%
Chicago Board of Education, IL, GO
220,000
6.14%, 12/01/2039
203,572
885,000
6.32%, 11/01/2029
866,783
 
1,070,355
Transportation - 0.0%
600,000
Metropolitan Transportation Auth, NY, Rev
5.00%, 11/15/2050
580,373
Total Municipal Bonds
(cost $6,376,633)
$6,106,721
U.S. GOVERNMENT AGENCIES - 41.7%
Mortgage-Backed Agencies - 41.7%
Federal Home Loan Mortgage Corp. - 10.2%
12,799,634
0.15%, 10/25/2034(3)(4)
$206,544
6,584,844
0.21%, 02/25/2035(3)(4)
132,521
8,768,318
0.28%, 05/25/2034(3)(4)
213,249
4,564,341
0.37%, 12/25/2033(3)(4)
129,276
3,086,484
0.48%, 01/25/2034(3)(4)
88,010
1,365,534
0.61%, 10/25/2026(3)(4)
8,266
6,532,082
0.72%, 12/25/2030(3)(4)
207,682
3,104,142
0.73%, 06/25/2027(3)(4)
32,965
1,450,704
0.87%, 11/25/2030(3)(4)
54,174
543,816
1.00%, 10/25/2040
437,554
892,381
1.00%, 02/25/2051
767,856
2,543,136
1.02%, 10/25/2030(3)(4)
106,447
3,320,278
1.11%, 01/25/2030(3)(4)
135,234
4,236,639
1.11%, 06/25/2030(3)(4)
190,665
5,774,632
1.40%, 05/25/2055, 30 day USD SOFR
Average + 5.75%(2)(3)
375,909
3,282,379
1.43%, 05/25/2030(3)(4)
184,431
4,335,114
1.50%, 05/15/2037(3)
233,232
2,478,217
1.50%, 09/25/2047
2,064,136
2,049,934
1.57%, 05/25/2030(3)(4)
125,351
201,840
1.75%, 10/15/2042
174,929
295,521
2.00%, 06/01/2036
270,131
155,496
2.00%, 12/01/2040
132,943
934,080
2.00%, 05/01/2041
793,059
3,008,153
2.00%, 06/01/2041
2,567,024
1,036,686
2.00%, 12/01/2041
883,772
4,650,798
2.00%, 02/15/2042(3)
440,183
638,937
2.00%, 10/01/2050
503,897
748,412
2.00%, 02/01/2051
593,989
3,930,693
2.00%, 03/01/2051
3,098,778
1,333,556
2.00%, 04/01/2051
1,048,846
714,561
2.00%, 05/01/2051
569,313
708,448
2.00%, 07/01/2051
556,937
309,250
2.00%, 08/01/2051
244,168
313,279
2.00%, 11/01/2051
248,431
1,108,665
2.00%, 01/01/2052
879,523
1,236,832
2.00%, 04/01/2052
982,780
2,022,556
2.00%, 06/15/2052(3)
265,785
2,295,865
2.50%, 04/25/2036(3)
204,707
453,110
2.50%, 05/01/2050
377,528
537,258
2.50%, 06/01/2050
447,824
1,471,803
2.50%, 06/25/2050(3)
208,820
3,204,104
2.50%, 07/01/2050
2,667,167
Shares or Principal Amount
Market Value†
U.S. GOVERNMENT AGENCIES - 41.7% - (continued)
Mortgage-Backed Agencies - 41.7% - (continued)
Federal Home Loan Mortgage Corp. - 10.2% - (continued)
$  873,071
2.50%, 08/01/2050
$725,138
1,311,589
2.50%, 09/01/2050
1,091,373
1,013,724
2.50%, 10/01/2050
850,883
952,457
2.50%, 11/01/2050
788,874
289,522
2.50%, 02/01/2051
242,095
737,757
2.50%, 03/01/2051
607,683
330,728
2.50%, 05/01/2051
273,825
210,995
2.50%, 07/01/2051
174,917
292,881
2.50%, 08/01/2051
242,377
501,366
2.50%, 10/01/2051
414,558
2,363,333
2.50%, 11/01/2051
1,972,806
1,381,949
2.50%, 03/15/2052(3)
210,950
857,188
2.50%, 03/25/2052
762,061
2,031,518
2.50%, 04/01/2052
1,673,330
2,829,213
2.50%, 08/25/2052(3)
434,523
846,173
3.00%, 10/01/2032
817,829
2,845
3.00%, 05/15/2041
2,720
79,945
3.00%, 07/01/2047
70,373
290,875
3.00%, 12/15/2047
224,830
109,093
3.00%, 01/01/2048
95,453
2,633,136
3.00%, 12/25/2049(3)
456,889
545,684
3.00%, 07/01/2050
474,736
674,536
3.00%, 08/01/2050
583,582
305,148
3.00%, 08/01/2051
261,305
2,362,886
3.00%, 08/25/2051(3)
380,047
1,853,652
3.00%, 09/25/2051(3)
688,558
964,035
3.00%, 10/01/2051
838,050
368,908
3.00%, 01/01/2052
320,433
1,895,583
3.00%, 05/01/2052
1,628,502
112,221
3.00%, 07/01/2052
96,198
2,775,569
3.00%, 08/01/2052
2,376,962
866,682
3.50%, 01/15/2033(3)
70,986
277,679
3.50%, 05/15/2034(3)
19,444
552,123
3.50%, 10/15/2042
508,550
263,626
3.50%, 10/15/2045
243,130
574,958
3.50%, 12/01/2046
526,622
525,035
3.50%, 12/15/2046
481,912
344,255
3.50%, 01/01/2047
318,507
227,749
3.50%, 03/15/2047
209,282
105,044
3.50%, 06/01/2047
96,190
132,244
3.50%, 12/01/2047
120,478
140,482
3.50%, 01/01/2048
128,054
198,579
3.50%, 12/01/2048
180,389
766,350
3.50%, 04/01/2050
698,801
266,990
4.00%, 05/01/2038
260,592
336,440
4.00%, 05/25/2040(3)
51,014
600,255
4.00%, 09/15/2041
581,857
7,583
4.00%, 01/01/2042
7,259
142,097
4.00%, 03/01/2042
136,151
3,692
4.00%, 04/01/2042
3,535
6,036
4.00%, 06/01/2042
5,776
1,513,612
4.00%, 03/25/2045(3)
250,057
86,251
4.00%, 04/01/2047
82,123
168,709
4.00%, 11/01/2047
159,104
341,180
4.00%, 12/01/2047
327,119
1,165,258
4.00%, 04/01/2049
1,090,925
310,871
4.00%, 05/01/2049
292,879
945,340
4.00%, 07/01/2049
893,741
1,307,973
4.00%, 09/25/2050(3)
264,930
930,801
4.50%, 07/01/2052
889,156
69,442
5.00%, 09/01/2035
69,962
265,592
5.00%, 09/15/2036(3)
38,680
823,852
5.00%, 03/15/2045(3)
169,264
The accompanying notes are an integral part of these financial statements.
 
69
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
U.S. GOVERNMENT AGENCIES - 41.7% - (continued)
Mortgage-Backed Agencies - 41.7% - (continued)
Federal Home Loan Mortgage Corp. - 10.2% - (continued)
$  152,031
5.00%, 02/15/2048(3)
$30,218
37,641
5.00%, 09/01/2048
37,407
24,129
5.00%, 02/01/2049
23,950
6,036,511
5.00%, 09/01/2052
5,904,349
662,763
5.00%, 10/01/2052
647,693
86,982
5.00%, 11/01/2052
85,131
27,053
5.00%, 01/01/2053
26,459
2,344,801
5.00%, 04/01/2053
2,292,581
3,988,239
5.00%, 11/01/2054
3,882,491
5,614
5.50%, 02/01/2029
5,652
2,221,984
5.50%, 12/01/2037
2,261,288
10,196
5.50%, 12/01/2038
10,308
331,480
5.50%, 05/15/2040(3)
61,036
297,854
5.50%, 06/15/2046(3)
52,538
286,206
5.50%, 10/15/2046(3)
56,489
265,344
5.50%, 02/01/2049
269,255
31,017
5.50%, 03/01/2049
31,360
1,051,851
5.50%, 02/01/2053
1,050,322
2,049,377
5.50%, 04/01/2053
2,045,160
18,536,035
5.50%, 04/01/2054
18,454,434
23,588,424
5.50%, 08/01/2054
23,484,581
34,755,829
5.50%, 09/01/2054
34,602,823
973,904
6.00%, 11/01/2052
990,331
661,911
6.00%, 12/01/2052
675,593
297,572
6.00%, 03/01/2053
305,139
6,138,339
6.00%, 09/01/2053
6,238,730
693,616
6.00%, 11/01/2053
704,125
1,723,369
6.00%, 12/01/2053
1,749,046
363,175
6.00%, 01/01/2054
368,572
1,766,817
6.00%, 02/01/2054
1,792,664
717,937
6.00%, 03/01/2054
730,565
754,962
6.00%, 04/01/2054
772,570
2,494,467
6.00%, 05/01/2054
2,530,672
5,596,232
6.00%, 06/01/2054
5,681,800
3,656,522
6.00%, 08/01/2054
3,709,880
359,930
6.20%, 11/25/2043, 30 day USD SOFR
Average + 1.85%(1)(2)
364,148
653,000
6.45%, 09/25/2041, 30 day USD SOFR
Average + 2.10%(1)(2)
658,714
892,000
7.25%, 04/25/2042, 30 day USD SOFR
Average + 2.90%(1)(2)
918,938
1,545,000
7.70%, 09/25/2041, 30 day USD SOFR
Average + 3.35%(1)(2)
1,578,055
1,310,000
7.70%, 05/25/2042, 30 day USD SOFR
Average + 3.35%(1)(2)
1,362,398
2,545,000
7.70%, 06/25/2043, 30 day USD SOFR
Average + 3.35%(1)(2)
2,654,247
5,285,000
7.75%, 10/25/2041, 30 day USD SOFR
Average + 3.40%(1)(2)
5,424,340
2,460,000
7.85%, 05/25/2043, 30 day USD SOFR
Average + 3.50%(1)(2)
2,596,850
380,000
7.90%, 08/25/2042, 30 day USD SOFR
Average + 3.55%(1)(2)
398,273
2,925,000
8.00%, 11/25/2041, 30 day USD SOFR
Average + 3.65%(1)(2)
3,014,172
3,460,000
8.05%, 09/25/2042, 30 day USD SOFR
Average + 3.70%(1)(2)
3,634,992
1,305,000
8.10%, 02/25/2042, 30 day USD SOFR
Average + 3.75%(1)(2)
1,355,055
970,000
8.35%, 07/25/2042, 30 day USD SOFR
Average + 4.00%(1)(2)
1,023,350
Shares or Principal Amount
Market Value†
U.S. GOVERNMENT AGENCIES - 41.7% - (continued)
Mortgage-Backed Agencies - 41.7% - (continued)
Federal Home Loan Mortgage Corp. - 10.2% - (continued)
$  1,593,000
8.85%, 06/25/2042, 30 day USD SOFR
Average + 4.50%(1)(2)
$1,692,114
2,280,000
9.60%, 03/25/2042, 30 day USD SOFR
Average + 5.25%(1)(2)
2,420,809
 
203,474,032
Federal National Mortgage Association - 9.7%
115,730
0.00%, 06/25/2041(9)(10)
86,244
2,124,321
0.29%, 01/25/2030(3)(4)
17,885
5,812,376
1.13%, 06/25/2034(3)(4)
342,012
3,405,359
1.45%, 05/25/2029(3)(4)
123,194
3,945,398
1.49%, 03/25/2055, 30 day USD SOFR
Average + 5.84%(2)(3)
245,514
2,744,914
1.50%, 11/25/2035(3)
130,853
198,413
1.50%, 07/01/2051
147,387
3,442,229
1.50%, 09/01/2051
2,555,760
5,954,971
1.60%, 10/25/2054, 30 day USD SOFR
Average + 5.95%(2)(3)
371,940
54,480
2.00%, 03/01/2036
49,687
436,499
2.00%, 05/01/2036
396,295
992,147
2.00%, 08/01/2036
902,208
549,853
2.00%, 09/01/2036
504,280
346,826
2.00%, 12/01/2036
318,075
533,905
2.00%, 09/01/2040
461,641
2,012,954
2.00%, 12/01/2040
1,724,349
544,468
2.00%, 04/01/2041
464,687
188,326
2.00%, 05/01/2041
160,732
1,648
2.00%, 09/25/2041
1,551
757,818
2.00%, 10/01/2041
646,201
3,035
2.00%, 12/25/2041
2,834
492,114
2.00%, 02/01/2042
420,158
210,049
2.00%, 03/25/2044
198,964
225,841
2.00%, 05/25/2044
210,519
1,396,511
2.00%, 03/25/2050
1,153,253
529,333
2.00%, 08/25/2050
362,129
1,884,556
2.00%, 10/01/2050
1,494,169
5,275,430
2.00%, 10/25/2050(3)
680,580
1,567,220
2.00%, 12/01/2050
1,240,003
3,436,318
2.00%, 02/01/2051
2,708,490
5,404,886
2.00%, 03/01/2051
4,252,048
7,099,124
2.00%, 04/01/2051
5,578,369
1,051,666
2.00%, 05/01/2051
826,365
568,629
2.00%, 06/01/2051
445,558
2,489,632
2.00%, 07/01/2051
1,962,209
1,337,705
2.00%, 08/01/2051
1,067,249
1,294,864
2.00%, 09/01/2051
1,023,665
1,954,124
2.00%, 03/25/2052(3)
248,414
8,137,994
2.00%, 04/01/2052
6,417,159
412,619
2.25%, 04/01/2033
354,504
1,008,034
2.50%, 06/25/2045
844,215
6,036
2.50%, 03/25/2046
5,595
567,630
2.50%, 04/01/2050
471,555
536,061
2.50%, 06/01/2050
445,279
4,076,433
2.50%, 07/01/2050
3,397,124
861,223
2.50%, 09/01/2050
713,331
1,382,548
2.50%, 10/01/2050
1,155,264
1,489,215
2.50%, 12/01/2050
1,233,447
345,420
2.50%, 01/01/2051
287,410
2,284,509
2.50%, 02/01/2051
1,885,433
1,492,036
2.50%, 02/25/2051(3)
274,061
2,183,100
2.50%, 04/25/2051(3)
354,439
7,428,433
2.50%, 05/01/2051
6,154,897
1,326,090
2.50%, 06/01/2051
1,094,285
The accompanying notes are an integral part of these financial statements.
 
70
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
U.S. GOVERNMENT AGENCIES - 41.7% - (continued)
Mortgage-Backed Agencies - 41.7% - (continued)
Federal National Mortgage Association - 9.7% - (continued)
$  710,017
2.50%, 07/01/2051
$587,861
316,887
2.50%, 08/01/2051
264,926
457,737
2.50%, 09/01/2051
378,953
6,902,044
2.50%, 10/01/2051
5,724,431
6,657,640
2.50%, 11/01/2051
5,546,287
2,060,310
2.50%, 12/01/2051
1,710,123
795,052
2.50%, 01/01/2052
660,856
8,750,554
2.50%, 03/01/2052
7,180,173
460,354
2.50%, 04/01/2052
382,610
1,949,422
2.50%, 06/25/2052(3)
297,645
2,298,158
2.50%, 09/25/2052(3)
362,238
1,105,766
2.50%, 01/01/2057
907,020
334,278
3.00%, 04/25/2033(3)
20,525
128,616
3.00%, 08/01/2033
124,337
923,481
3.00%, 06/01/2038
877,546
392,137
3.00%, 11/25/2042
351,225
2,446
3.00%, 02/25/2043
2,393
947,989
3.00%, 06/01/2043
849,533
1,051,711
3.00%, 11/01/2044
940,313
1,053,202
3.00%, 01/25/2045
950,177
55,798
3.00%, 01/25/2046
52,305
759,751
3.00%, 02/25/2047
710,286
5,606,258
3.00%, 08/01/2048
4,944,247
272,746
3.00%, 08/25/2049
246,167
347,189
3.00%, 02/01/2050
303,700
1,438,828
3.00%, 07/01/2050
1,260,016
1,322,263
3.00%, 08/01/2050
1,141,752
550,738
3.00%, 10/01/2050
473,636
2,222,089
3.00%, 12/01/2050
1,928,664
675,906
3.00%, 05/01/2051
593,244
1,193,201
3.00%, 07/01/2051
1,028,576
321,948
3.00%, 08/01/2051
280,278
1,731,519
3.00%, 10/01/2051
1,497,643
1,840,897
3.00%, 11/01/2051
1,586,134
1,007,031
3.00%, 12/01/2051
869,807
475,114
3.00%, 01/01/2052
410,097
1,529,272
3.00%, 01/25/2052(3)
242,458
573,064
3.00%, 04/01/2052
496,028
720,054
3.00%, 05/01/2052
623,170
22,986
3.00%, 06/01/2052
19,683
541,761
3.00%, 09/01/2052
464,125
880,950
3.50%, 07/25/2033(3)
62,185
384,519
3.50%, 08/25/2033(3)
31,949
149,867
3.50%, 04/25/2034(3)
3,902
792,067
3.50%, 05/01/2037
757,754
431,007
3.50%, 11/25/2039(3)
37,280
397,392
3.50%, 10/01/2041
370,484
2,801
3.50%, 05/25/2042
2,691
1,250,457
3.50%, 08/01/2043
1,151,821
39,837
3.50%, 07/25/2044
39,434
174,548
3.50%, 12/01/2045
160,712
173,759
3.50%, 01/01/2046
160,086
126,178
3.50%, 03/01/2046
116,365
641,083
3.50%, 12/01/2046
594,559
218,474
3.50%, 05/01/2047
200,805
1,721,241
3.50%, 09/01/2047
1,567,025
1,650,876
3.50%, 12/01/2047
1,503,979
203,615
3.50%, 01/01/2048
184,813
2,130,138
3.50%, 02/01/2048
1,951,603
71,281
3.50%, 06/01/2048
64,540
340,529
3.50%, 07/01/2048
312,707
73,374
3.50%, 11/01/2048
66,848
1,075,624
3.50%, 03/25/2049
990,449
Shares or Principal Amount
Market Value†
U.S. GOVERNMENT AGENCIES - 41.7% - (continued)
Mortgage-Backed Agencies - 41.7% - (continued)
Federal National Mortgage Association - 9.7% - (continued)
$  453,625
3.50%, 04/25/2049
$434,303
546,142
3.50%, 06/01/2049
502,346
349,418
3.50%, 09/01/2050
318,402
755,315
3.50%, 11/01/2051
677,167
1,115,423
3.50%, 04/01/2052
1,007,825
628,617
3.50%, 05/01/2056
557,983
507,041
3.50%, 11/25/2057
486,530
921,290
3.50%, 05/01/2058
821,172
890,077
3.50%, 12/25/2058
790,162
489,202
4.00%, 08/01/2038
481,592
1,950
4.00%, 11/01/2040
1,869
20,100
4.00%, 02/01/2041
19,279
298,933
4.00%, 06/01/2041
288,452
3,795
4.00%, 09/01/2041
3,635
5,777
4.00%, 10/01/2041
5,543
140,810
4.00%, 01/01/2042
134,738
185,322
4.00%, 02/01/2042
177,361
49,454
4.00%, 05/01/2042
47,303
1,936
4.00%, 09/01/2042
1,852
725,542
4.00%, 01/01/2043
694,679
15,069
4.00%, 10/01/2043
14,428
1,227,804
4.00%, 12/01/2043
1,166,390
182,766
4.00%, 03/01/2046
173,170
236,192
4.00%, 09/01/2047
221,862
424,052
4.00%, 10/01/2047
398,436
218,787
4.00%, 11/01/2047
205,490
1,344,627
4.00%, 06/01/2048
1,260,084
1,705,110
4.00%, 10/01/2048
1,601,718
656,080
4.00%, 01/01/2049
618,307
1,448,735
4.00%, 04/01/2049
1,347,775
81,914
4.00%, 08/01/2049
77,613
511,082
4.00%, 09/01/2049
478,427
3,013,189
4.00%, 02/25/2050(3)
639,978
1,028,379
4.00%, 04/01/2050
966,694
1,560,631
4.00%, 06/25/2050(3)
314,782
1,317,573
4.00%, 09/25/2050(3)
251,832
1,671,766
4.00%, 11/25/2050(3)
347,792
666,380
4.00%, 08/01/2051
628,610
1,897,197
4.00%, 04/01/2052
1,750,446
720,025
4.00%, 06/01/2052
668,902
1,996,519
4.39%, 04/01/2029
2,005,031
1,819,767
4.48%, 02/01/2029
1,830,035
500,305
4.50%, 12/01/2037
496,448
357,588
4.50%, 04/01/2048
345,459
156,296
4.50%, 04/01/2049
150,705
2,185,444
4.50%, 05/25/2049(3)
403,084
684,434
4.50%, 01/01/2051
650,388
1,116,030
4.50%, 08/01/2052
1,066,097
1,227,103
4.50%, 03/01/2053
1,164,817
4,725,316
4.50%, 10/01/2053
4,486,877
215,000
4.75%, 04/01/2028
216,845
1,900,000
4.91%, 01/01/2029
1,933,712
231,387
5.00%, 06/25/2048(3)
33,873
1,752,706
5.00%, 12/25/2051
1,733,386
892,408
5.00%, 07/01/2052
874,296
7,313,221
5.00%, 09/01/2052
7,151,665
208,985
5.00%, 10/01/2052
204,007
111,208
5.00%, 11/01/2052
108,720
129,057
5.00%, 12/01/2052
125,984
1,465,000
5.07%, 12/01/2028
1,494,254
2,170,834
5.50%, 11/25/2035
2,181,079
750,236
5.50%, 04/01/2038
763,507
240,963
5.50%, 04/25/2044(3)
35,697
The accompanying notes are an integral part of these financial statements.
 
71
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
U.S. GOVERNMENT AGENCIES - 41.7% - (continued)
Mortgage-Backed Agencies - 41.7% - (continued)
Federal National Mortgage Association - 9.7% - (continued)
$  1,629,568
5.50%, 06/25/2051
$1,634,462
1,966,138
5.50%, 12/25/2051
1,975,246
1,675,310
5.50%, 02/25/2052
1,679,962
1,908,361
5.50%, 03/25/2052
1,913,106
1,771,170
5.50%, 04/25/2052
1,777,071
654,706
5.50%, 10/01/2052
654,531
1,224,690
5.50%, 11/01/2052
1,224,121
2,295,131
5.50%, 12/01/2052
2,292,957
1,238,556
5.50%, 06/01/2053
1,237,391
1,444,228
5.50%, 07/01/2053
1,439,619
148,385
5.50%, 03/01/2054
147,731
572,777
6.00%, 04/01/2044
584,929
1,779,050
6.00%, 08/25/2044
1,809,370
301,461
6.00%, 01/01/2053
306,085
698,629
6.00%, 05/01/2053
716,913
362,420
6.00%, 11/01/2053
367,971
350,971
6.00%, 01/01/2054
356,057
1,076,535
6.00%, 02/01/2054
1,092,315
670,865
6.00%, 03/01/2054
681,159
1,470,105
6.00%, 05/01/2054
1,491,010
1,247,072
6.00%, 06/01/2054
1,264,805
1,281,397
6.00%, 09/01/2054
1,301,174
 
192,225,528
Government National Mortgage Association - 7.2%
107,716
2.00%, 06/16/2042
99,648
1,151,305
2.00%, 10/20/2050
929,798
3,348,351
2.00%, 12/20/2050
2,703,720
225,340
2.00%, 12/20/2051
181,949
5,438,418
2.00%, 02/20/2052
4,391,869
620,731
2.00%, 03/20/2052
501,198
605,418
2.00%, 10/20/2052
488,936
9,900,000
2.00%, 08/20/2054(11)
7,990,145
25,629
2.50%, 05/20/2040
25,200
1,572,893
2.50%, 10/20/2049
1,390,263
1,193,177
2.50%, 11/20/2049
1,009,391
947,315
2.50%, 03/20/2051
797,348
834,855
2.50%, 09/20/2051
702,453
2,798,955
2.50%, 10/20/2051
2,355,059
21,585,000
2.50%, 08/20/2054(11)
18,148,417
1,216,527
3.00%, 01/16/2044
1,108,779
579,328
3.00%, 02/20/2047
509,151
458,019
3.00%, 05/20/2049
422,177
174,123
3.00%, 03/20/2050
152,575
2,429,724
3.00%, 07/20/2050(3)
326,232
391,342
3.00%, 11/20/2050
343,151
3,555,145
3.00%, 04/20/2051
3,110,358
5,274,999
3.00%, 06/20/2051
4,614,732
2,046,504
3.00%, 08/20/2051
1,789,700
1,301,458
3.00%, 09/20/2051
1,138,119
403,274
3.00%, 10/20/2051
352,797
2,791,076
3.00%, 12/20/2051
2,439,989
686,125
3.00%, 02/20/2052
630,001
641,700
3.00%, 04/20/2052
560,942
176,469
3.50%, 11/20/2042
159,312
668,767
3.50%, 03/20/2044
617,081
425,180
3.50%, 06/20/2046
390,959
92,861
3.50%, 07/20/2046
84,775
98,539
3.50%, 10/20/2046
90,405
428,627
3.50%, 02/20/2047
392,574
114,799
3.50%, 05/20/2047
104,966
117,496
3.50%, 07/20/2047
107,334
86,036
3.50%, 11/20/2047
78,559
Shares or Principal Amount
Market Value†
U.S. GOVERNMENT AGENCIES - 41.7% - (continued)
Mortgage-Backed Agencies - 41.7% - (continued)
Government National Mortgage Association - 7.2% - (continued)
$  105,162
3.50%, 03/20/2048
$96,002
500,486
3.50%, 02/20/2049
456,796
1,147,857
3.50%, 06/20/2049
1,035,257
2,802,088
3.50%, 11/20/2049
2,538,516
300,628
3.50%, 12/20/2049
271,235
181,758
3.50%, 01/20/2050
164,658
696,839
3.50%, 06/20/2050
629,695
2,795,007
3.50%, 02/20/2051
2,519,069
1,056,050
3.50%, 11/20/2052
936,236
1,570,898
3.50%, 01/20/2053
1,413,069
253,294
3.88%, 08/15/2042
237,982
856,372
4.00%, 09/16/2042(3)
201,517
256,024
4.00%, 09/20/2042(3)
31,022
185,225
4.00%, 12/20/2044(3)
33,938
400,359
4.00%, 08/20/2045
375,332
545,178
4.00%, 09/20/2047
509,072
2,323,998
4.00%, 11/20/2047
2,170,083
345,167
4.00%, 12/20/2047
321,966
884,742
4.00%, 02/20/2048
824,910
14,952
4.00%, 04/20/2048
13,925
785,137
4.00%, 07/20/2048
733,121
2,655,896
4.00%, 08/20/2052
2,467,106
777,166
4.50%, 02/20/2040
764,758
698,700
4.50%, 05/20/2041
687,541
571,862
4.50%, 06/16/2043(3)
105,700
286,227
4.50%, 05/20/2045(3)
64,116
2,836,738
4.50%, 08/20/2045(3)
564,169
450,680
4.50%, 12/16/2046(3)
63,398
308,915
4.50%, 05/20/2048(3)
45,638
199,246
4.50%, 06/20/2048(3)
37,139
146,024
4.50%, 05/20/2052
139,404
612,074
4.50%, 08/20/2052
585,837
558,366
4.50%, 09/20/2052
533,051
2,535,747
4.50%, 10/20/2052
2,422,338
2,243,678
4.50%, 11/20/2052
2,141,959
835,000
4.50%, 08/20/2054(11)
792,316
5,229,949
4.50%, 11/20/2054
4,965,255
5,098,345
4.50%, 12/20/2054
4,840,311
555,170
5.00%, 05/20/2040
558,129
441,437
5.00%, 06/20/2040
445,136
173,114
5.00%, 07/20/2040
174,139
248,363
5.00%, 12/20/2043(3)
52,680
1,101,781
5.00%, 07/16/2044(3)
180,913
203,086
5.00%, 11/16/2046(3)
32,008
205,596
5.00%, 06/16/2047(3)
35,971
2,234,441
5.00%, 10/20/2047(3)
460,033
269,836
5.00%, 11/16/2047(3)
51,757
736,437
5.00%, 11/20/2049
728,780
7,927,500
5.00%, 08/20/2054(11)
7,736,018
189,434
5.50%, 02/20/2044(3)
8,064
150,306
5.50%, 09/15/2045
157,374
216,609
5.50%, 09/20/2045(3)
40,978
16,215,000
5.50%, 08/20/2054(11)
16,171,236
18,061,000
6.00%, 08/20/2054(11)
18,302,981
1,108,841
6.00%, 07/20/2055
1,125,559
 
144,235,255
Uniform Mortgage-Backed Security - 14.6%
37,497,000
2.00%, 08/01/2054(11)
29,325,855
6,841,000
2.50%, 08/01/2054(11)
5,604,324
2,300,000
3.00%, 08/01/2055(11)
1,967,999
23,722,000
3.50%, 08/01/2054(11)
21,189,161
4,644,000
4.00%, 08/01/2054(11)
4,282,721
The accompanying notes are an integral part of these financial statements.
 
72
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Shares or Principal Amount
Market Value†
U.S. GOVERNMENT AGENCIES - 41.7% - (continued)
Mortgage-Backed Agencies - 41.7% - (continued)
Uniform Mortgage-Backed Security - 14.6% - (continued)
$  4,115,000
5.00%, 08/01/2054(11)
$4,004,708
15,965,000
5.50%, 08/01/2039(11)
16,233,663
198,251,000
6.00%, 08/01/2054(11)
200,991,192
2,790,000
6.50%, 08/01/2054(11)
2,877,640
3,895,000
7.00%, 08/01/2054(11)
4,092,183
 
290,569,446
Total U.S. Government Agencies
(cost $847,230,072)
$830,504,261
U.S. GOVERNMENT SECURITIES - 31.6%
U.S. Treasury Securities - 31.6%
U.S. Treasury Bonds - 11.0%
35,940,000
1.25%, 05/15/2050(12)
$17,036,402
19,520,000
1.63%, 11/15/2050
10,135,912
5,795,000
2.50%, 02/15/2045
4,030,921
8,585,000
2.75%, 11/15/2042
6,471,614
7,220,000
2.88%, 08/15/2045
5,334,621
56,000
2.88%, 05/15/2052
38,833
3,325,000
3.00%, 11/15/2045
2,503,491
1,395,000
3.00%, 02/15/2048
1,024,235
23,885,000
3.00%, 08/15/2052(13)
16,979,809
3,365,000
3.13%, 02/15/2043
2,676,884
2,645,000
3.13%, 08/15/2044
2,061,550
13,195,000
3.13%, 05/15/2048
9,890,065
25,825,000
3.38%, 08/15/2042
21,443,829
6,010,000
3.38%, 05/15/2044
4,886,412
55,565,000
3.38%, 11/15/2048
43,416,668
8,720,000
3.63%, 08/15/2043
7,418,131
8,845,000
3.63%, 02/15/2044
7,484,736
30,905,000
3.63%, 05/15/2053
24,841,101
15,767,400
4.13%, 08/15/2044
14,276,888
1,455,000
4.13%, 08/15/2053
1,280,684
5,405,000
4.25%, 08/15/2054
4,861,122
13,005,000
4.50%, 11/15/2054
12,200,316
 
220,294,224
U.S. Treasury Inflation-Indexed Bonds - 2.5%
15,341,058
0.25%, 02/15/2050(14)
8,746,249
747,994
0.63%, 02/15/2043(14)
551,435
23,280,195
0.75%, 02/15/2042(14)
17,948,975
10,428,982
0.75%, 02/15/2045(14)
7,539,299
3,690,006
1.00%, 02/15/2046(14)
2,764,575
13,882,051
1.38%, 02/15/2044(14)
11,564,154
 
49,114,687
U.S. Treasury Inflation-Indexed Notes - 1.2%
24,945,650
1.75%, 01/15/2034(14)
24,664,769
U.S. Treasury Notes - 16.9%
16,965,000
1.38%, 11/15/2031(15)
14,426,214
17,865,000
2.75%, 08/15/2032
16,351,360
17,770,000
3.50%, 02/15/2033
16,985,621
42,535,000
3.75%, 05/15/2028
42,382,140
10,645,000
3.88%, 08/15/2033
10,389,270
71,810,000
4.00%, 01/31/2029
72,023,186
25,115,000
4.00%, 02/15/2034
24,629,378
13,455,000
4.13%, 03/31/2031
13,520,698
39,630,000
4.13%, 11/30/2031
39,699,662
18,255,000
4.38%, 11/30/2030
18,588,011
26,650,000
4.38%, 01/31/2032
27,051,832
Shares or Principal Amount
Market Value†
U.S. GOVERNMENT SECURITIES - 31.6% - (continued)
U.S. Treasury Securities - 31.6% - (continued)
U.S. Treasury Notes - 16.9% - (continued)
$  25,385,000
4.50%, 04/15/2027
$25,595,220
14,405,000
4.50%, 11/15/2033
14,660,464
 
336,303,056
Total U.S. Government Securities
(cost $680,336,796)
$630,376,736
Total Long-Term Investments
(cost $2,402,616,399)
$2,328,562,131
SHORT-TERM INVESTMENTS - 0.5%
Repurchase Agreements - 0.2%
3,808,664
Fixed Income Clearing Corp.
Repurchase Agreement dated
07/31/2025 at 4.36%, due on
08/01/2025 with a maturity value of
$3,809,125; collateralized by
U.S. Treasury Inflation-Indexed Note
at 1.63%, maturing 10/15/2027, with
a market value of $3,884,944
$3,808,664
Securities Lending Collateral - 0.3%
6,277,193
State Street Navigator Securities
Lending Government Money Market
Portfolio, 4.26%(16)
6,277,193
Total Short-Term Investments
(cost $10,085,857)
$10,085,857
Total Investments Excluding
Purchased Options
(cost $2,412,702,256)
117.3
%
$2,338,647,988
Total Purchased Options
(cost $493,914)
0.0
%
$487,848
Total Investments
(cost $2,413,196,170)
117.3
%
$2,339,135,836
Other Assets and Liabilities
(17.3
)%
(345,675,395
)
Net Assets
100.0
%
$1,993,460,441
Note:
Percentage of investments as shown is the ratio of the total market value to net assets.
The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.  
(1)
Security was purchased pursuant to Rule 144A under the Securities Act of 1933
and may be sold in transactions that are exempt from registration (typically only to
qualified institutional buyers) or in a public offering registered under the Securities
Act of 1933. At July 31, 2025, the aggregate value of these securities was
$502,644,806, representing 25.2% of net assets.
(2)
Variable rate securities; the rate reported is the coupon rate in effect at July 31,
2025. Base lending rates may be subject to a floor or cap.
(3)
Securities disclosed are interest-only strips.
The accompanying notes are an integral part of these financial statements.
 
73
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
(4)
Variable or floating rate security, which interest rate adjusts periodically based on
changes in current interest rates and prepayments on the underlying pool of
assets. Rate shown is the rate in effect as of period end.
(5)
Security is a “step-up” bond where coupon increases or steps up at a
predetermined date. Rate shown is current coupon rate.
(6)
Security is exempt from registration under Regulation S under the Securities Act of
1933, which exempts from registration securities offered and sold outside of the
United States. Security may not be offered or sold in the United States except
pursuant to an exemption from, or in a transaction not subject to, the registration
requirements of the Securities Act of 1933. At July 31, 2025, the aggregate value
of these securities was $20,544,874, representing 1.0% of net assets.
(7)
Represents entire or partial securities on loan. See Note 8 in the accompanying
Notes to Financial Statements for securities lending information.
(8)
Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at
July 31, 2025. Rate will reset at a future date. Base lending rates may be subject
to a floor or cap.
(9)
Security disclosed is principal-only strips.
(10)
Security is a zero-coupon bond.
(11)
Represents or includes a TBA transaction.
(12)
All, or a portion of the security, was pledged as collateral in connection with TBAs.
As of July 31, 2025, the market value of securities pledged was $54,039.
(13)
All, or a portion of the security, was pledged as collateral in connection with
futures contracts. As of July 31, 2025, the market value of securities pledged was
$6,334,105.
(14)
The principal amount for these securities are adjusted for inflation and the interest
payments equal a fixed percentage of the inflation-adjusted principal amount.
(15)
All, or a portion of the security, was pledged as collateral in connection with
centrally cleared swap contracts. As of July 31, 2025, the market value of
securities pledged was $5,952,461.
(16)
Current yield as of period end.
 
OTC Swaptions Outstanding at July 31, 2025
Description
Counter-
party
Exercise Price/
FX Rate/Rate
Pay/
Receive
Floating
Rate
Expiration
Date
Notional
Amount
 
Value†
Premiums
Paid
(Received)
by Fund
Unrealized
Appreciation/
(Depreciation)
Purchased swaptions:
Call
10 Year Interest Rate Swap Option*
BNP
4.13
%
Pay
07/31/2028
USD
4,675,000
$247,717
$246,957
$760
Put
10 Year Interest Rate Swap Option*
BNP
4.13
%
Pay
07/31/2028
USD
4,675,000
$240,131
$246,957
$(6,826
)
Total purchased OTC swaption contracts
$487,848
$493,914
$(6,066
)
 
*
Swaptions with forward premiums.
 
Futures Contracts Outstanding at July 31, 2025
Description
Number of
Contracts
Expiration
Date
Current
Notional
Amount
Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
Australian 10-Year Bond Future
530
09/15/2025
$38,828,663
$31,436
Canadian 10-Year Bond Future
775
09/18/2025
67,558,497
(405,467
)
Euro-BUND Future
10
09/08/2025
1,484,481
(16,146
)
U.S. Treasury 2-Year Note Future
207
09/30/2025
42,845,766
(215,570
)
U.S. Treasury 5-Year Note Future
851
09/30/2025
92,054,265
288,921
U.S. Treasury Ultra Bond Future
264
09/19/2025
30,970,500
65,439
Total
 
 
$(251,387
)
Short position contracts:
Euro BUXL 30-Year Bond Future
(63)
09/08/2025
$(8,463,877
)
$271,058
Euro-BTP Italian Bond Future
(290)
09/08/2025
(40,082,591
)
59,512
French Government Bond Future
(346)
09/08/2025
(48,824,593
)
433,679
U.S. Treasury 10-Year Note Future
(776)
09/19/2025
(86,184,500
)
(44,414
)
U.S. Treasury 10-Year Ultra Future
(64)
09/19/2025
(7,237,000
)
(57,424
)
U.S. Treasury Long Bond Future
(111)
09/19/2025
(12,674,812
)
(314,955
)
Total
 
 
$347,456
Total futures contracts
$96,069
 
The accompanying notes are an integral part of these financial statements.
 
74
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
TBA Sale Commitments Outstanding at July 31, 2025
Description
Principal
Amount
Maturity
Date
Market
Value†
Unrealized
Appreciation/
(Depreciation)
Government National Mortgage Association, 4.00%
$670,000
08/20/2054
$(616,920
)
$(73
)
Uniform Mortgage-Backed Security, 3.50%
13,770,000
08/01/2054
(12,299,753
)
36,498
Uniform Mortgage-Backed Security, 4.50%
4,479,000
08/01/2054
(4,248,303
)
8,321
Uniform Mortgage-Backed Security, 5.50%
65,575,000
08/01/2054
(65,227,830
)
46,677
Uniform Mortgage-Backed Security, 6.50%
11,170,000
08/01/2054
(11,520,875
)
1,087
Total TBA sale commitments (proceeds receivable $94,006,191)
$(93,913,681
)
$92,510
At July 31, 2025, the aggregate market value of TBA Sale Commitments represents (4.7)% of total net assets.
 
Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2025
Payments made
by Fund
Payments received
by Fund
Notional
Amount
Expiration
Date
Periodic
Payment
Frequency
Upfront
Premiums
Paid
Upfront
Premiums
Received
Value†
Unrealized
Appreciation/
(Depreciation)
3.70% Fixed
12 Mo. USD SOFR
USD
11,075,000
05/31/2029
Annual
$—
$—
$(37,266
)
$(37,266
)
4.16% Fixed
12 Mo. USD SOFR
USD
35,970,000
03/19/2045
Annual
—
(68,312
)
(295,996
)
(227,684
)
2.97% Fixed
12 Mo. USD SOFR
USD
5,185,000
03/15/2053
Annual
2,891
—
970,644
967,753
2.88% Fixed
12 Mo. USD SOFR
USD
4,030,000
03/15/2053
Annual
43,257
—
822,243
778,986
3.25% Fixed
12 Mo. USD SOFR
USD
3,735,000
06/21/2053
Annual
—
(34,670
)
511,079
545,749
3.59% Fixed
12 Mo. USD SOFR
USD
8,150,000
09/20/2053
Annual
35,824
—
703,915
668,091
3.75% Fixed
12 Mo. USD SOFR
USD
3,325,000
12/18/2054
Annual
4,814
—
181,649
176,835
Total centrally cleared interest rate swaps contracts
$86,786
$(102,982
)
$2,856,268
$2,872,464
 
Foreign Currency Contracts Outstanding at July 31, 2025
Amount and Description of
Currency to be Purchased
Amount and Description of
Currency to be Sold
Counterparty
Settlement
Date
Appreciation/
(Depreciation)
1,149,000
BRL
201,791
USD
MSC
09/17/2025
$921
805,000
EUR
937,989
USD
NWM
09/17/2025
(13,625
)
1,407,000
EUR
1,649,315
USD
SSG
09/17/2025
(33,687
)
201,455
USD
1,149,000
BRL
GSC
09/17/2025
(1,257
)
23,161,370
USD
20,144,000
EUR
DEUT
09/17/2025
30,455
608,897
USD
515,000
EUR
GSC
09/17/2025
17,534
Total foreign currency contracts
$341
† See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.
The accompanying notes are an integral part of these financial statements.
 
75
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2025  
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of July 31, 2025 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Asset & Commercial Mortgage-Backed Securities 
$365,319,137
$—
$365,319,137
$—
Corporate Bonds 
453,974,078
—
453,974,078
—
Foreign Government Obligations 
42,281,198
—
42,281,198
—
Municipal Bonds 
6,106,721
—
6,106,721
—
U.S. Government Agencies 
830,504,261
—
830,504,261
—
U.S. Government Securities 
630,376,736
—
630,376,736
—
Short-Term Investments 
10,085,857
6,277,193
3,808,664
—
Purchased Options 
487,848
—
487,848
—
Foreign Currency Contracts(2) 
48,910
—
48,910
—
Futures Contracts(2) 
1,150,045
1,150,045
—
—
Swaps - Interest Rate(2) 
3,137,414
—
3,137,414
—
Total
$2,343,472,205
$7,427,238
$2,336,044,967
$—
Liabilities
Foreign Currency Contracts(2) 
$(48,569
)
$—
$(48,569
)
$—
Futures Contracts(2) 
(1,053,976
)
(1,053,976
)
—
—
Swaps - Interest Rate(2) 
(264,950
)
—
(264,950
)
—
TBA Sale Commitments 
(93,913,681
)
—
(93,913,681
)
—
Total
$(95,281,176
)
$(1,053,976
)
$(94,227,200
)
$—
 
(1)
For the year ended July 31, 2025, there were no transfers in and out of Level 3.
(2)
Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.
The accompanying notes are an integral part of these financial statements.
 
76
Hartford Active ETFs
GLOSSARY: (abbreviations used in preceding Schedules of Investments)
 
Counterparty Abbreviations:
BCLY
Barclays
BNP
BNP Paribas Securities Services
BOA
Bank of America Securities LLC
CBA
Commonwealth Bank of Australia
CBK
Citibank NA
CIBC
Canadian Imperial Bank of Commerce
DEUT
Deutsche Bank Securities, Inc.
GSC
Goldman Sachs & Co.
HSBC
Hongkong and Shanghai Banking Corporation
JPM
JP Morgan Chase & Co.
MSC
Morgan Stanley
NWM
NatWest Markets Plc
SGG
Societe Generale Group
SSG
State Street Global Markets LLC
UBS
UBS AG
Currency Abbreviations:
AUD
Australia Dollar
BRL
Brazil Real
CAD
Canadian Dollar
CHF
Switzerland Franc
CLP
Chile Peso
CNH
China Yuan Renminbi
CNY
China Yuan Renminbi
COP
Colombia Peso
CZK
Czech Republic Koruna
EUR
Euro Member Countries
GBP
British Pound
HUF
Hungary Forint
IDR
Indonesia Rupiah
INR
Indian Rupee
JPY
Japan Yen
MXN
Mexican Peso
MYR
Malaysia Ringgit
NOK
Norway Krone
PEN
Peru Nuevo Sol
PHP
Philippines Peso
PLN
Poland Zloty
RON
Romania New Leu
SEK
Sweden Krona
THB
Thailand Baht
TRY
Turkish Currency
USD
United States Dollar
UYU
Uruguay Peso
ZAR
South Africa Rand
Index Abbreviations:
CDX.NA.HY
Credit Derivatives North American High Yield
CMT
Constant Maturity Treasury Index
ICE
Intercontinental Exchange, Inc.
ITRAXX-XOVER
iTraxx Europe Crossover
Municipal Abbreviations:
Auth
Authority
COP
Certificate of Participation
Dev
Development
Dist
District
Facs
Facilities
GO
General Obligation
Redev
Redevelopment
Rev
Revenue
Other Abbreviations:
ADR
American Depositary Receipt
AG
Assured Guaranty Inc.
AMBAC
American Municipal Bond Assurance Corp.
ASA
Allmennaksjeselskap
BAM
Build America Mutual Assurance Co.
CLO
Collateralized Loan Obligation
CMO
Collateralized Mortgage Obligation
EURIBOR
Euro Interbank Offered Rate
FHLMC
Federal Home Loan Mortgage Corp.
FNMA
Federal National Mortgage Association
GmbH
Gesellschaft mit beschränkter Haftung
GNMA
Government National Mortgage Association
HUD
Housing and Urban Development
NPFG
National Public Finance Guarantee Corp.
PSF-GTD
Permanent School Fund
Q-SBLF
Qualified School Bond Loan Fund
REIT
Real Estate Investment Trust
SCH BD GTY
School Bond Guaranty
SIFMA
Securities Industry and Financial Markets Association
SOFR
Secured Overnight Financing Rate
ST AID
WITHHLDG
State Aid Withholding
ST INTERCEPT
State Intercept
TBA
To Be Announced
 
77
Hartford Active ETFs
 Statements of Assets and Liabilities
July 31, 2025  
 
 
Hartford
AAA
CLO
ETF
Hartford Core
Bond ETF
Hartford
Large Cap
Growth ETF
Hartford
Municipal
Opportunities
ETF
Hartford Quality
Value ETF
Assets:
Investments in securities, at market value(1) 
$108,057,237
$384,553,078
$158,326,489
$565,264,140
$170,358,326
Repurchase agreements
798,065
714,105
388,962
5,590,753
—
Cash
3,236,078
3,272,440
1,576,030
22,682,576
2,161,218
Foreign currency
—
104
—
—
—
Receivables:
Investment securities sold
—
530,674
—
—
—
Dividends and interest
321,961
2,679,525
8,317
5,537,125
156,210
Securities lending income
—
133
188
—
734
Variation margin on futures contracts
—
8,138
—
—
—
Variation margin on centrally cleared swap contracts
—
4,107
—
—
—
Tax reclaims
—
—
—
—
89,764
Total assets
112,413,341
391,762,304
160,299,986
599,074,594
172,766,252
Liabilities:
Obligation to return securities lending collateral
—
557,825
4,328
—
77,625
Payables:
Investment securities purchased
3,008,120
53,193,214
13,200
12,011,874
—
Investment management fees
21,809
82,974
77,860
142,923
68,085
Distributions payable
541,422
1,210,978
—
1,733,024
—
Total liabilities
3,571,351
55,044,991
95,388
13,887,821
145,710
Net assets
$108,841,990
$336,717,313
$160,204,598
$585,186,773
$172,620,542
Summary of Net Assets:
Paid-in-capital
$110,814,494
$378,608,522
$133,035,896
$604,966,413
$146,399,273
Distributable earnings (loss)
(1,972,504
)
(41,891,209
)
27,168,702
(19,779,640
)
26,221,269
Net assets
108,841,990
336,717,313
160,204,598
585,186,773
172,620,542
Net asset value per share
38.87
34.89
25.74
38.06
24.98
Shares issued and outstanding
2,800,000
9,650,000
6,225,000
15,375,000
6,909,258
Cost of investments
$108,840,348
$400,307,626
$111,982,346
$580,322,684
$144,016,607
Cost of foreign currency
$—
$98
$—
$—
$—
(1) Includes Investment in securities on loan, at market value
$—
$534,712
$1,064,412
$—
$76,005
The accompanying notes are an integral part of these financial statements.
 
78
Hartford Active ETFs
 Statements of Assets and Liabilities – (continued)
July 31, 2025  
 
 
Hartford
Schroders
Tax-Aware
Bond ETF
Hartford
Strategic
Income ETF
Hartford Total
Return Bond
ETF
Assets:
Investments in securities, at market value(1) 
$383,763,166
$175,712,083
$2,335,327,172
Repurchase agreements
—
—
3,808,664
Cash
414,276
1,349,493
18,625,082
Cash collateral due from broker on futures contracts
366,300
—
—
Foreign currency
—
2,456,979
2,460,570
Unrealized appreciation on foreign currency contracts
—
497,536
48,910
Receivables:
Investment securities sold
—
7,486,701
147,749,579
Fund shares sold
—
—
3,364,516
Dividends and interest
5,235,557
1,654,591
15,255,415
Securities lending income
—
—
893
Variation margin on futures contracts
—
35,400
82,414
Tax reclaims
—
14,840
—
Total assets
389,779,299
189,207,623
2,526,723,215
Liabilities:
Unrealized depreciation on foreign currency contracts
—
37,249
48,569
Obligation to return securities lending collateral
—
—
6,277,193
TBA sale commitments, at market value
—
—
93,913,681
Unfunded loan commitments
—
32,782
—
Payables:
Investment securities purchased
—
22,844,929
424,408,027
Investment management fees
133,718
63,368
496,199
Variation margin on futures contracts
30,983
—
—
Variation margin on centrally cleared swap contracts
—
20,821
263,926
Foreign taxes
—
442
—
Distributions payable
1,443,540
760,147
7,855,179
Total liabilities
1,608,241
23,759,738
533,262,774
Net assets
$388,171,058
$165,447,885
$1,993,460,441
Summary of Net Assets:
Paid-in-capital
$416,567,240
$171,360,247
$2,166,834,878
Distributable earnings (loss)
(28,396,182
)
(5,912,362
)
(173,374,437
)
Net assets
388,171,058
165,447,885
1,993,460,441
Net asset value per share
18.48
34.83
33.64
Shares issued and outstanding
21,000,000
4,750,000
59,250,000
Cost of investments
$404,918,169
$174,905,878
$2,413,196,170
Cost of foreign currency
$—
$2,457,093
$2,490,492
Proceeds of TBA sale commitments
$—
$—
$94,006,191
(1) Includes Investment in securities on loan, at market value
$—
$—
$6,060,691
The accompanying notes are an integral part of these financial statements.
 
79
Hartford Active ETFs
 Statements of Operations
For the Year Ended July 31, 2025 
 
 
Hartford
AAA
CLO
ETF
Hartford Core
Bond ETF
Hartford
Large Cap
Growth ETF
Hartford
Municipal
Opportunities
ETF
Hartford Quality
Value ETF
Investment Income:
Dividends
$—
$—
$499,765
$—
$4,577,504
Interest
5,863,209
12,922,791
51,771
18,609,721
124,382
Securities lending — net
—
3,097
340
—
7,729
Less: Foreign tax withheld
—
—
—
—
(54,181
)
Total investment income, net
5,863,209
12,925,888
551,876
18,609,721
4,655,434
Expenses:
Investment management fees
231,366
849,710
794,307
1,466,867
790,895
Total expenses
231,366
849,710
794,307
1,466,867
790,895
Net Investment Income (Loss)
5,631,843
12,076,178
(242,431
)
17,142,854
3,864,539
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign
Currency Transactions on:
Investments
(103,083
)
(252,690
)(1)
25,913,365
(1)
(3,473,512
)
17,689,329
(1)
Futures contracts
—
(1,670,274
)
—
—
—
Written options contracts
—
46,542
—
—
—
Swap contracts
—
(107,386
)
—
—
—
Other foreign currency transactions
—
—
—
—
(462
)
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign
Currency Transactions
(103,083
)
(1,983,808
)
25,913,365
(3,473,512
)
17,688,867
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other
Financial Instruments and Foreign Currency Transactions of:
Investments
(48,765
)
(45,750
)
8,703,730
(6,612,158
)
(17,276,318
)
Futures contracts
—
264,741
—
—
—
Swap contracts
—
199,490
—
—
—
Translation of other assets and liabilities in foreign currencies
—
7
—
—
—
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other
Financial Instruments and Foreign Currency Transactions
(48,765
)
418,488
8,703,730
(6,612,158
)
(17,276,318
)
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign
Currency Transactions
(151,848
)
(1,565,320
)
34,617,095
(10,085,670
)
412,549
Net Increase (Decrease) in Net Assets Resulting from Operations
$5,479,995
$10,510,858
$34,374,664
$7,057,184
$4,277,088
 
(1) 
Includes realized gains/(losses) as a result of in-kind redemptions (See Note 11 in the Notes to Financial Statements).
The accompanying notes are an integral part of these financial statements.
 
80
Hartford Active ETFs
 Statements of Operations – (continued)
For the Year Ended July 31, 2025 
 
 
Hartford
Schroders
Tax-Aware
Bond ETF
Hartford
Strategic
Income ETF
Hartford Total
Return Bond
ETF
Investment Income:
Dividends
$—
$46,817
$—
Interest
17,427,208
5,871,723
93,069,968
Securities lending — net
—
493
5,885
Less: Foreign tax withheld
—
(6,360
)
(617
)
Total investment income, net
17,427,208
5,912,673
93,075,236
Expenses:
Investment management fees
1,639,498
460,848
5,611,114
Total expenses
1,639,498
460,848
5,611,114
Net Investment Income (Loss)
15,787,710
5,451,825
87,464,122
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions on:
Investments
1,445,933
285,963
(1)
4,091,122
(1)
Less: Foreign taxes paid on realized capital gains
—
(27
)
—
Purchased options contracts
—
(1,648
)
—
Futures contracts
372,296
(780,471
)
(14,357,806
)
Written options contracts
—
165,608
439,676
Swap contracts
—
(86,739
)
(1,091,689
)
Foreign currency contracts
—
(1,088,379
)
(961,282
)
Other foreign currency transactions
—
(19,588
)
164,416
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions
1,818,229
(1,525,281
)
(11,715,563
)
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign
Currency Transactions of:
Investments*
(25,594,515
)
2,038,169
(13,845,232
)
Purchased options contracts
—
—
(6,066
)
Futures contracts
(127,731
)
18,298
(656,641
)
Swap contracts
—
502,696
1,926,893
Foreign currency contracts
—
488,277
5,481
Translation of other assets and liabilities in foreign currencies
—
7,631
(13,338
)
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign
Currency Transactions
(25,722,246
)
3,055,071
(12,588,903
)
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions
(23,904,017
)
1,529,790
(24,304,466
)
Net Increase (Decrease) in Net Assets Resulting from Operations
$(8,116,307
)
$6,981,615
$63,159,656
* Includes change in unrealized appreciation (depreciation) on deferred capital gains tax
$—
$(442
)
$—
 
(1) 
Includes realized gains/(losses) as a result of in-kind redemptions (See Note 11 in the Notes to Financial Statements).
The accompanying notes are an integral part of these financial statements.
 
81
Hartford Active ETFs
 Statements of Changes in Net Assets  
 
 
Hartford AAA
CLO ETF
Hartford Core
Bond ETF
 
For the
Year Ended
July 31,
2025
For the
Year Ended
July 31,
2024
For the
Year Ended
July 31,
2025
For the
Year Ended
July 31,
2024
Operations:
Net investment income (loss)
$5,631,843
$5,132,116
$12,076,178
$10,193,950
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions
(103,083
)
(712,415
)
(1,983,808
)
(4,032,924
)
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and
foreign currency transactions
(48,765
)
2,735,590
418,488
10,055,366
Net Increase (Decrease) in Net Assets Resulting from Operations
5,479,995
7,155,291
10,510,858
16,216,392
Distributions to Shareholders
(5,825,455
)
(4,989,643
)
(12,483,704
)
(10,127,908
)
Capital Share Transactions:
Sold
31,200,990
80,622,231
89,084,286
65,266,301
Redeemed
(5,834,990
)
(44,788,251
)
(19,204,439
)
(53,803,040
)
Other Capital
22,123
51,365
38,346
26,663
Net increase (decrease) from capital share transactions
25,388,123
35,885,345
69,918,193
11,489,924
Net Increase (Decrease) in Net Assets
25,042,663
38,050,993
67,945,347
17,578,408
Net Assets:
Beginning of period
83,799,327
45,748,334
268,771,966
251,193,558
End of period
$108,841,990
$83,799,327
$336,717,313
$268,771,966
The accompanying notes are an integral part of these financial statements.
 
82
Hartford Active ETFs
 Statements of Changes in Net Assets – (continued) 
 
 
Hartford
Large Cap
Growth ETF
Hartford Municipal
Opportunities ETF
 
For the
Year Ended
July 31,
2025
For the
Year Ended
July 31,
2024
For the
Year Ended
July 31,
2025
For the
Year Ended
July 31,
2024
Operations:
Net investment income (loss)
$(242,431
)
$(210,044
)
$17,142,854
$12,905,411
Net realized gain (loss) on investments
25,913,365
5,709,859
(3,473,512
)
(551,005
)
Net changes in unrealized appreciation (depreciation) of investments
8,703,730
21,516,765
(6,612,158
)
8,310,517
Net Increase (Decrease) in Net Assets Resulting from Operations
34,374,664
27,016,580
7,057,184
20,664,923
Distributions to Shareholders
—
—
(17,506,927
)
(12,686,167
)
Capital Share Transactions:
Sold
62,937,233
1,269,158
169,331,279
69,372,185
Redeemed
(61,987,709
)
(418,147
)
(12,558,984
)
(15,152,214
)
Other Capital
338
29
119,686
50,715
Net increase (decrease) from capital share transactions
949,862
851,040
156,891,981
54,270,686
Net Increase (Decrease) in Net Assets
35,324,526
27,867,620
146,442,238
62,249,442
Net Assets:
Beginning of period
124,880,072
97,012,452
438,744,535
376,495,093
End of period
$160,204,598
$124,880,072
$585,186,773
$438,744,535
The accompanying notes are an integral part of these financial statements.
 
83
Hartford Active ETFs
 Statements of Changes in Net Assets – (continued) 
 
 
Hartford
Quality Value ETF(1)
Hartford Schroders Tax-Aware
Bond ETF
 
For the
Year Ended
July 31,
2025
For the
Period Ended
July 31,
2024(2)
For the
Year Ended
October 31, 2023
For the
Year Ended
July 31,
2025
For the
Year Ended
July 31,
2024
Operations:
Net investment income (loss)
$3,864,539
$3,276,774
$4,548,697
$15,787,710
$8,617,375
Net realized gain (loss) on investments, other financial instruments and
foreign currency transactions
17,688,867
12,970,482
1,553,830
1,818,229
(2,944,869
)
Net changes in unrealized appreciation (depreciation) of investments and
other financial instruments
(17,276,318
)
19,415,461
(10,410,498
)
(25,722,246
)
7,017,065
Net Increase (Decrease) in Net Assets Resulting from Operations
4,277,088
35,662,717
(4,307,971
)
(8,116,307
)
12,689,571
Distributions to Shareholders
(6,565,269
)
(4,889,088
)
(15,608,432
)
(15,989,953
)
(8,417,815
)
Capital Share Transactions:(3)
Sold
58,650,579
23,096,821
179,997,849
136,109,047
246,151,269
Issued on reinvestment of distributions
—
—
15,400,431
—
—
Redeemed
(61,484,904
)
(37,907,914
)
(258,575,478
)
(82,687,630
)
(34,167,302
)
Other Capital
—
—
—
205,608
207,422
Net increase (decrease) from capital share transactions
(2,834,325
)
(14,811,093
)
(63,177,198
)
53,627,025
212,191,389
Net Increase (Decrease) in Net Assets
(5,122,506
)
15,962,536
(83,093,601
)
29,520,765
216,463,145
Net Assets:
Beginning of period
177,743,048
161,780,512
244,874,113
358,650,293
142,187,148
End of period
$172,620,542
$177,743,048
$161,780,512
$388,171,058
$358,650,293
 
(1) 
As of October 13, 2023, the Hartford Quality Value ETF converted from a mutual fund to an ETF pursuant to an Agreement and Plan of Reorganization and Liquidation (the
"Reorganization"). All information and references to periods prior to the close of business on October 13, 2023 refers to the Predecessor Fund (as defined in Note 1). See Note 1 in
the Notes to Financial Statements for additional information about the Reorganization.
(2) 
For the period from November 1, 2023 to July 31, 2024. Effective June 1, 2024, the Hartford Quality Value ETF changed its fiscal year end from October 31 to July 31 (See Note 1
in the Notes to Financial Statements).
(3) 
Reflects the Reorganization from Hartford Quality Value Fund as of October 13, 2023. See Note 1 in the Notes to Financial Statements.
The accompanying notes are an integral part of these financial statements.
 
84
Hartford Active ETFs
 Statements of Changes in Net Assets – (continued) 
 
 
Hartford Strategic
Income ETF
Hartford Total Return
Bond ETF
 
For the
Year Ended
July 31,
2025
For the
Year Ended
July 31,
2024
For the
Year Ended
July 31,
2025
For the
Year Ended
July 31,
2024
Operations:
Net investment income (loss)
$5,451,825
$3,252,110
$87,464,122
$62,856,261
Net realized gain (loss) on investments, other financial instruments and foreign currency
transactions
(1,525,281
)
(884,384
)
(11,715,563
)
(4,751,056
)
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments
and foreign currency transactions
3,055,071
3,274,978
(12,588,903
)
42,476,042
Net Increase (Decrease) in Net Assets Resulting from Operations
6,981,615
5,642,704
63,159,656
100,581,247
Distributions to Shareholders
(6,033,274
)
(3,702,553
)
(87,837,699
)
(62,097,166
)
Capital Share Transactions:
Sold
111,059,369
6,702,200
526,419,944
542,784,597
Redeemed
(3,368,622
)
(5,063,636
)
(193,721,995
)
(89,360,062
)
Other Capital
47,845
10,563
189,807
230,048
Net increase (decrease) from capital share transactions
107,738,592
1,649,127
332,887,756
453,654,583
Net Increase (Decrease) in Net Assets
108,686,933
3,589,278
308,209,713
492,138,664
Net Assets:
Beginning of period
56,760,952
53,171,674
1,685,250,728
1,193,112,064
End of period
$165,447,885
$56,760,952
$1,993,460,441
$1,685,250,728
The accompanying notes are an integral part of these financial statements.
 
85
Hartford Active ETFs
Financial Highlights
 
 
—Selected Per-Share Data(1)—
—Ratios and Supplemental Data —
 
Net Asset
Value at
Beginning
of Period
Net
Investment
Income
(Loss)
Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
Total
from
Investment
Operations
Other
Capital
Dividends
from Net
Investment
Income
Distributions
from
Capital
Gains
Total
Dividends
and
Distributions
Net
Asset
Value at
End of
Period
Total
Return(2)
Net
Assets at
End of
Period
(000s)
Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
Portfolio
Turnover(4)
Hartford AAA CLO ETF
For the Year Ended July 31, 2025
 
$38.98
$2.27
$(0.05
)
$2.22
$0.01
$(2.34
)
$—
$(2.34
)
$38.87
5.90
%
$108,842
0.24
%
0.24
%
5.84
%
51
%
For the Year Ended July 31, 2024
 
$38.12
$2.23
$0.70
$2.93
$0.02
$(2.09
)
$—
$(2.09
)
$38.98
7.90
%
$83,799
0.26
%
0.26
%
5.76
%
171
%
For the Year Ended July 31, 2023
 
$38.50
$1.31
$(0.34
)
$0.97
$0.01
$(1.36
)
$—
$(1.36
)
$38.12
2.63
%
$45,748
0.29
%
0.29
%
3.43
%
14
%
For the Year Ended July 31, 2022
 
$41.03
$0.77
$(2.41
)
$(1.64
)
$0.01
$(0.85
)
$(0.05
)
$(0.90
)
$38.50
(4.01
)%
$82,775
0.29
%
0.29
%
1.92
%
41
%(5)
For the Year Ended July 31, 2021
 
$40.88
$0.90
$0.17
$1.07
$0.02
$(0.94
)
$—
$(0.94
)
$41.03
2.69
%
$129,241
0.29
%
0.29
%
2.20
%
41
%(5)
Hartford Core Bond ETF
For the Year Ended July 31, 2025
 
$35.13
$1.44
$(0.20
)
$1.24
$0.00
(6)
$(1.48
)
$—
$(1.48
)
$34.89
3.59
%
$336,717
0.29
%
0.29
%
4.12
%
47
%(7)
For the Year Ended July 31, 2024
 
$34.41
$1.36
$0.71
$2.07
$0.00
(6)
$(1.35
)
$—
$(1.35
)
$35.13
6.19
%(8)
$268,772
0.29
%
0.29
%
3.98
%
43
%(7)
For the Year Ended July 31, 2023
 
$36.62
$1.03
$(2.25
)
$(1.22
)
$0.00
(6)
$(0.99
)
$—
$(0.99
)
$34.41
(3.29
)%
$251,194
0.29
%
0.29
%
2.97
%
60
%(7)
For the Year Ended July 31, 2022
 
$41.48
$0.55
$(4.72
)
$(4.17
)
$0.01
$(0.56
)
$(0.14
)
$(0.70
)
$36.62
(10.11
)%
$247,163
0.29
%
0.29
%
1.42
%
36
%(7)
For the Year Ended July 31, 2021
 
$42.52
$0.44
$(0.73
)
$(0.29
)
$0.03
$(0.45
)
$(0.33
)
$(0.78
)
$41.48
(0.59
)%
$265,503
0.29
%
0.29
%
1.06
%
30
%(7)
Hartford Large Cap Growth ETF
For the Year Ended July 31, 2025
 
$20.47
$(0.04
)
$5.31
$5.27
$0.00
(6)
$—
$—
$—
$25.74
25.75
%
$160,205
0.59
%
0.59
%
(0.18
)%
68
%
For the Year Ended July 31, 2024
 
$16.04
$(0.03
)
$4.46
$4.43
$0.00
(6)
$—
$—
$—
$20.47
27.62
%(8)
$124,880
0.59
%
0.59
%
(0.20
)%
97
%
For the Year Ended July 31, 2023
 
$12.95
$(0.01
)
$3.10
$3.09
$0.00
(6)
$—
$—
$—
$16.04
23.86
%
$97,012
0.59
%
0.59
%
(0.07
)%
103
%
For the Period Ended July 31, 2022(11)
 
$20.00
$(0.04
)
$(7.01
)
$(7.05
)
$0.00
(6)
$—
$—
$—
$12.95
(35.25
)%(9)
$78,370
0.59
%(10)
0.59
%(10)
(0.38
)%(10)
90
%
Hartford Municipal Opportunities ETF
For the Year Ended July 31, 2025
 
$38.83
$1.31
$(0.78
)
$0.53
$0.01
$(1.31
)
$—
$(1.31
)
$38.06
1.41
%
$585,187
0.29
%
0.29
%
3.39
%
43
%
For the Year Ended July 31, 2024
 
$38.03
$1.25
$0.77
$2.02
$0.00
(6)
$(1.22
)
$—
$(1.22
)
$38.83
5.42
%
$438,745
0.29
%
0.29
%
3.26
%
38
%
For the Year Ended July 31, 2023
 
$38.78
$1.05
$(0.81
)
$0.24
$0.01
$(1.00
)
$—
$(1.00
)
$38.03
0.70
%
$376,495
0.29
%
0.29
%
2.79
%
16
%
For the Year Ended July 31, 2022
 
$42.32
$0.69
$(3.56
)
$(2.87
)
$0.01
$(0.68
)
$—
$(0.68
)
$38.78
(6.80
)%
$269,489
0.29
%
0.29
%
1.73
%
37
%
For the Year Ended July 31, 2021
 
$42.52
$0.80
$0.98
$1.78
$0.01
$(0.79
)
$(1.20
)
$(1.99
)
$42.32
4.40
%
$201,043
0.29
%
0.29
%
1.92
%
17
%
The accompanying notes are an integral part of these financial statements.
 
86
Hartford Active ETFs
Financial Highlights – (continued)
 
—Selected Per-Share Data(1)—
—Ratios and Supplemental Data —
 
Net Asset
Value at
Beginning
of Period
Net
Investment
Income
(Loss)
Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
Total
from
Investment
Operations
Other
Capital
Dividends
from Net
Investment
Income
Distributions
from
Capital
Gains
Total
Dividends
and
Distributions
Net
Asset
Value at
End of
Period
Total
Return(2)
Net
Assets at
End of
Period
(000s)
Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
Portfolio
Turnover(4)
Hartford Quality Value ETF
For the Year Ended July 31, 2025
 
$25.36
$0.56
$0.02
$0.58
$—
$(0.53
)
$(0.43
)
$(0.96
)
$24.98
2.34
%
$172,621
0.45
%
0.45
%
2.20
%
31
%
For the Period Ended July 31, 2024(12)
 
$21.12
$0.45
$4.45
$4.90
$—
$(0.62
)
$(0.04
)
$(0.66
)
$25.36
23.55
%
$177,743
0.45
%
0.45
%
2.56
%
51
%
For the Year Ended October 31, 2023(13)
 
$23.22
$0.38
$(0.89
)
$(0.51
)
$—
$(0.47
)
$(1.12
)
$(1.59
)
$21.12
(2.60
)%
$161,781
0.51
%
0.46
%
1.75
%
30
%
For the Year Ended October 31, 2022
 
$25.84
$0.49
$(1.39
)
$(0.90
)
$—
$(0.47
)
$(1.25
)
$(1.72
)
$23.22
(3.78
)%
$12,495
0.55
%
0.46
%
2.07
%
24
%
For the Year Ended October 31, 2021
 
$18.31
$0.45
$7.62
$8.07
$—
$(0.54
)
$—
$(0.54
)
$25.84
44.84
%
$12,182
0.56
%
0.46
%
1.92
%
21
%
For the Year Ended October 31, 2020
 
$20.83
$0.50
$(1.82
)
$(1.32
)
$—
$(0.61
)
$(0.59
)
$(1.20
)
$18.31
(6.94
)%
$8,975
0.58
%
0.46
%
2.64
%
26
%
Hartford Schroders Tax-Aware Bond ETF
For the Year Ended July 31, 2025
 
$19.49
$0.72
$(1.01
)
$(0.29
)
$0.01
$(0.73
)
$—
$(0.73
)
$18.48
(1.52
)%
$388,171
0.39
%
0.39
%
3.76
%
66
%
For the Year Ended July 31, 2024
 
$19.35
$0.72
$0.08
$0.80
$0.02
$(0.68
)
$—
$(0.68
)
$19.49
4.36
%
$358,650
0.39
%
0.39
%
3.77
%
60
%
For the Year Ended July 31, 2023
 
$19.85
$0.60
$(0.55
)
$0.05
$0.02
$(0.57
)
$—
$(0.57
)
$19.35
0.43
%
$142,187
0.39
%
0.39
%
3.10
%
135
%
For the Year Ended July 31, 2022
 
$21.80
$0.31
$(1.74
)
$(1.43
)
$0.01
$(0.32
)
$(0.21
)
$(0.53
)
$19.85
(6.58
)%
$85,338
0.39
%
0.39
%
1.51
%
116
%
For the Year Ended July 31, 2021
 
$21.76
$0.25
$0.08
$0.33
$0.02
$(0.25
)
$(0.06
)
$(0.31
)
$21.80
1.64
%
$105,708
0.39
%
0.39
%
1.14
%
199
%
Hartford Strategic Income ETF
For the Year Ended July 31, 2025
 
$34.40
$2.02
$0.62
$2.64
$0.02
$(2.23
)
$—
$(2.23
)
$34.83
7.98
%
$165,448
0.50
%
0.50
%
5.86
%
136
%(14)
For the Year Ended July 31, 2024
 
$33.23
$1.92
$1.40
$3.32
$0.01
$(2.16
)
$—
$(2.16
)
$34.40
10.43
%
$56,761
0.54
%
0.54
%
5.75
%
56
%(14)
For the Year Ended July 31, 2023
 
$33.69
$1.61
$(0.24
)
$1.37
$0.00
(6)
$(1.83
)
$—
$(1.83
)
$33.23
4.28
%
$53,172
0.54
%
0.54
%
4.89
%
63
%(14)
For the Period Ended July 31, 2022(15)
 
$40.00
$0.91
$(6.35
)
$(5.44
)
$0.09
$(0.96
)
$—
$(0.96
)
$33.69
(13.52
)%(9)
$45,485
0.54
%(10)
0.54
%(10)
2.87
%(10)
39
%(14)
Hartford Total Return Bond ETF
For the Year Ended July 31, 2025
 
$34.05
$1.53
$(0.42
)
$1.11
$0.00
(6)
$(1.52
)
$—
$(1.52
)
$33.64
3.33
%
$1,993,460
0.29
%
0.29
%
4.52
%
61
%(16)
For the Year Ended July 31, 2024
 
$33.28
$1.48
$0.72
$2.20
$0.01
$(1.44
)
$—
$(1.44
)
$34.05
6.86
%
$1,685,251
0.29
%
0.29
%
4.46
%
45
%(16)
For the Year Ended July 31, 2023
 
$35.19
$1.25
$(2.01
)
$(0.76
)
$0.00
(6)
$(1.15
)
$—
$(1.15
)
$33.28
(2.12
)%
$1,193,112
0.29
%
0.29
%
3.72
%
69
%(16)
For the Year Ended July 31, 2022
 
$41.16
$0.93
$(5.18
)
$(4.25
)
$0.01
$(1.02
)
$(0.71
)
$(1.73
)
$35.19
(10.60
)%
$969,596
0.29
%
0.29
%
2.46
%
61
%(16)
The accompanying notes are an integral part of these financial statements.
 
87
Hartford Active ETFs
Financial Highlights – (continued)
 
—Selected Per-Share Data(1)—
—Ratios and Supplemental Data —
 
Net Asset
Value at
Beginning
of Period
Net
Investment
Income
(Loss)
Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
Total
from
Investment
Operations
Other
Capital
Dividends
from Net
Investment
Income
Distributions
from
Capital
Gains
Total
Dividends
and
Distributions
Net
Asset
Value at
End of
Period
Total
Return(2)
Net
Assets at
End of
Period
(000s)
Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)
Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)
Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
Portfolio
Turnover(4)
Hartford Total Return Bond ETF – (continued)
For the Year Ended July 31, 2021
 
$42.52
$0.85
$(0.35
)
$0.50
$0.01
$(0.91
)
$(0.96
)
$(1.87
)
$41.16
1.26
%
$1,059,971
0.29
%
0.29
%
2.07
%
49
%(16)
 
FINANCIAL HIGHLIGHTS FOOTNOTES
(1)
Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average
shares outstanding unless otherwise noted.
(2)
Total return is calculated assuming a hypothetical purchase of beneficial shares on the opening of the first day at the net asset value and a sale on the closing of the last day at the
net asset value of each period reported. Dividends and distributions, if any, are assumed for purposes of this calculation, to be reinvested at net asset value at the end of the
distribution day.
(3)
Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).
(4)
Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions.
(5)
Excluding TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 47% and 53% for the years ended July 31, 2022 and July 31,
2021 respectively.
(6)
Per share amount is less than $0.005.
(7)
Excluding TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 210%, 258%, 344%, 363% and 362% for the years ended July
31, 2025, July 31, 2024, July 31, 2023, July 31, 2022 and July 31, 2021 respectively.
(8)
The total returns have been calculated based on net assets which include adjustments made in accordance with U.S. Generally Accepted Accounting Principles required at period end
for financial reporting purposes. These figures do not necessarily reflect the total return experienced by the shareholder and disclosed in the Shareholder Report.
(9)
Not annualized.
(10)
Annualized.
(11)
Commenced operations on November 9, 2021.
(12)
For the period from November 1, 2023 to July 31, 2024. Effective June 1, 2024, the Hartford Quality Value ETF changed its fiscal year end from October 31 to July 31 (See Note 1 in
the Notes to Financial Statements).
(13)
As of October 13, 2023, the Hartford Quality Value ETF converted from a mutual fund to an ETF pursuant to an Agreement and Plan of Reorganization and Liquidation (the
"Reorganization"). All information and references to periods prior to the close of business on October 13, 2023 refers to the Predecessor Fund (as defined in Note 1). See Note 1 in
the Notes to Financial Statements for additional information about the Reorganization.
(14)
Excluding TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 201%, 162%, 173% and 143% for the years ended July 31, 2025,
July 31, 2024, July 31, 2023 and July 31, 2022 respectively.
(15)
Commenced operations on September 21, 2021.
(16)
Excluding TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 329%, 359%, 436%, 450% and 499% for the years ended July
31, 2025, July 31, 2024, July 31, 2023, July 31, 2022 and July 31, 2021 respectively.
The accompanying notes are an integral part of these financial statements.
 
88
Hartford Active ETFs
 Notes to Financial Statements
 July 31, 2025 
1.
Organization:
Hartford Funds Exchange-Traded Trust (the "Trust") is an open-end registered management investment company comprised of eight operational series as of July 31, 2025. Financial statements for the series of the Trust listed below (each, a "Fund" and collectively, the "Funds") are included in this report. 
Hartford Funds Exchange-Traded Trust:
Hartford AAA CLO ETF (the "AAA CLO ETF")
Hartford Core Bond ETF (the "Core Bond ETF")
Hartford Large Cap Growth ETF (the "Large Cap Growth ETF")
Hartford Municipal Opportunities ETF (the "Municipal Opportunities ETF")
Hartford Quality Value ETF (the "Quality Value ETF")
Hartford Schroders Tax-Aware Bond ETF (the "Tax-Aware Bond ETF")
Hartford Strategic Income ETF (the "Strategic Income ETF") (formerly, Hartford Sustainable Income ETF)
Hartford Total Return Bond ETF (the "Total Return Bond ETF")
AAA CLO ETF commenced operations on May 30, 2018 and changed its name, investment objective and strategy as of February 12, 2024. Core Bond ETF commenced operations on February 19, 2020. Large Cap Growth ETF commenced operations on November 9, 2021. Municipal Opportunities ETF commenced operations on December 13, 2017. Tax-Aware Bond ETF commenced operations on April 18, 2018. Strategic Income ETF commenced operations on September 21, 2021 and changed its name, investment objective and strategy as of September 30, 2024. Total Return Bond ETF commenced operations on September 27, 2017. Each Fund is an actively managed, exchange-traded fund ("ETF") that trades on an exchange like other publicly traded securities. Shares of Municipal Opportunities ETF, Tax-Aware Bond ETF and Total Return Bond ETF are listed and traded on NYSE Arca, Inc. ("NYSE Arca"). Shares of AAA CLO ETF, Core Bond ETF, Large Cap Growth ETF, Quality Value ETF and Strategic Income ETF are listed and traded on Cboe BZX Exchange, Inc. ("Cboe BZX"). Each share of a Fund represents a partial ownership in securities held by the Fund. Shares of a Fund may be purchased or redeemed directly from the Fund in Creation Units at net asset value ("NAV") only by certain large institutional investors ("Authorized Participants") who have entered into agreements with ALPS Distributors, Inc. ("ALPS" or the "Distributor"), the Funds’ Distributor.
Quality Value ETF acquired all the assets and liabilities of the Hartford Quality Value Fund (the "Predecessor Fund") pursuant to an Agreement and Plan of Reorganization and Liquidation as of the close of business on October 13, 2023 (the “Reorganization”). Prior to October 13, 2023, the financial statements of the Quality Value ETF reflect the historical results of the Predecessor Fund. All information and references to periods prior to the close of business on October 13, 2023, refer to the Predecessor Fund. Following the Reorganization, the Predecessor Fund’s performance and financial history were adopted by Quality Value ETF.
Effective as of June 1, 2024, the Quality Value ETF fiscal year end changed from October 31 to July 31.
The assets of each Fund are separate, and a shareholder's interest is limited to the Fund in which shares are held. The Trust was organized as a Delaware statutory trust on September 20, 2010 and is registered with the Securities and Exchange Commission (the "SEC") under the Investment Company Act of 1940, as amended (the "1940 Act"). The shares of the Funds are registered under the Securities Act of 1933, as amended (the "Securities Act"). Each Fund is a diversified open-end management investment company. Each Fund applies specialized accounting and reporting standards under Financial Accounting Standards Board ("FASB") Accounting Standards Codification Topic 946 "Financial Services – Investment Companies."
2.
Significant Accounting Policies:
The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles ("U.S. GAAP"). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.
a)
Determination of Net Asset Value – The 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
 
89
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2025 
net assets attributable to the shares by the number of shares outstanding. Information that becomes known to the Funds after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.
b)
Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV per share of each Fund, portfolio securities and other assets held in a Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions.
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"). 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.
 
90
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2025 
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 Value Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.
c)
Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost. Income tax-related interest and penalties, if incurred, are recorded as income tax expense.
The trade date for senior floating rate interests purchased in the primary loan market is considered the date on which the loan allocations are determined. The trade date for senior floating rate interests purchased in the secondary loan market is the date on which the transaction is entered into.
Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts, inflation adjustments and additional principal received in-kind in lieu of cash, is accrued on a daily basis. Paydown gains and losses on mortgage-related and other asset-backed securities are included in interest income in the Statements of Operations, as applicable.
Idle cash and currency balances may be swept into overnight sweep accounts held in a demand deposit account at State Street Bank and Trust Company ("State Street") that earn interest, which are classified as interest income on the Statements of Operations.
Please refer to Note 8 for Securities Lending information.
d)
Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. A Fund may also be subject to taxes withheld on foreign dividends and interest from securities in which a Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net investment income or net realized or unrealized gain (loss) on investments in these securities, if applicable. 
e)
Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.
 
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 Notes to Financial Statements – (continued)
 July 31, 2025 
A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.
Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.
f)
Dividend Distributions to Shareholders – Dividends are declared pursuant to a policy adopted by the Board. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of AAA CLO ETF, Core Bond ETF, Municipal Opportunities ETF, Tax-Aware Bond ETF, Strategic Income ETF and Total Return Bond ETF is to pay dividends from net investment income, if any, monthly and realized gains, if any, at least once a year. The policy of Large Cap Growth ETF and Quality Value ETF is to pay dividends from net investment income, if any, annually, and realized gains, if any, at least once a year. Dividends may be declared and paid more frequently or at any other times to comply with the distribution requirements of the Internal Revenue Code.
Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).
g)
Segment Reporting – The Funds adopted Financial Accounting Standards Board Accounting Standards Update 2023-07, Segment Reporting (Topic 280) - Improvements to Reportable Segment Disclosures (“ASU 2023-07”). Each Fund operates in one segment. The segment derives its revenues from Fund investments made in accordance with the defined investment strategy of such Fund, as prescribed in its prospectus. The Chief Operating Decision Maker (“CODM”) is the Senior Leadership Committee of the Investment Manager. The CODM monitors the operating results of each Fund. The financial information the CODM leverages to assess the segment’s performance and to make decisions for each Fund's single segment is consistent with that presented within the Fund’s financial statements and financial highlights.
3.
Securities and Other Investments:
a)
Restricted Securities – Each Fund may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities, if applicable, is included at the end of each Fund's Schedule of Investments.
b)
Investments Purchased on a When-Issued or Delayed-Delivery Basis – Delivery and payment for investments that have been purchased by a Fund on a forward commitment, or when-issued or delayed-delivery basis, take place beyond the customary settlement period. A Fund may dispose of or renegotiate a delayed-delivery transaction after it is entered into, and may sell delayed-delivery investments before they are delivered, which may result in a realized gain or loss. During this period, such investments are subject to market fluctuations, and a Fund identifies investments segregated in its records with a value at least equal to the amount of the commitment. See each Fund’s Schedule of Investments, if applicable, for when-issued or delayed-delivery investments as of July 31, 2025.
A Fund may enter into to-be announced ("TBA") commitments. TBA commitments are forward agreements for the purchase or sale of mortgage-backed securities for a fixed price, with payment and delivery on an agreed-upon future settlement date. The specific securities to be delivered are not identified at the trade date; however, delivered securities must meet specified terms, including issuer, rate and mortgage terms. Although a Fund may enter into TBA commitments with the intention of acquiring or delivering securities for its portfolio, the Fund can extend the settlement date, roll the transaction, or dispose of a commitment prior to settlement if deemed appropriate to do so. If the TBA commitment is closed through the acquisition of an offsetting TBA commitment, a Fund realizes a gain or loss. In a TBA roll transaction, a Fund generally purchases or sells the initial TBA commitment prior to the agreed upon settlement date and enters into a new TBA commitment for future delivery or receipt of the mortgage-backed securities. TBA commitments involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date. See each Fund's Schedule of Investments, if applicable, for TBA commitments as of July 31, 2025.
c)
Senior Floating Rate Interests – Certain Funds may invest in senior floating rate interests. Senior floating rate interests generally hold the most senior position in the capital structure of a business entity (the "Borrower"), are typically secured by specific collateral and have a claim on the assets and/or stock of the Borrower that is senior to that held by subordinated debt holders and stockholders of the Borrower. Senior floating rate interests are typically structured and administered by a financial institution that acts as the agent of the lenders participating in the senior floating rate interest. A Fund may invest in multiple series or tranches of a senior floating rate interest, which may have varying terms and carry different associated risks. A Fund may also enter into unfunded loan commitments, which are contractual obligations for
 
92
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2025 
future funding. Unfunded loan commitments may include revolving credit facilities, which may obligate a Fund to supply additional cash to the Borrower on demand. Unfunded loan commitments represent a future obligation in full. A Fund may receive a commitment fee based on the undrawn portion of the underlying line of credit portion of a senior floating rate interest. In certain circumstances, a Fund may receive various fees upon the restructure of a senior floating rate interest by a borrower. Fees earned/paid may be recorded as a component of income or realized gain/loss in the Statements of Operations.
Senior floating rate interests are typically rated below-investment-grade, which suggests they are more likely to default and generally pay higher interest rates than investment-grade loans. A default could lead to non-payment of income, which would result in a reduction of income to a Fund, and there can be no assurance that the liquidation of any collateral would satisfy the Borrower’s obligation in the event of non-payment of scheduled interest or principal payments, or that such collateral could be readily liquidated. See each Fund's Schedule of Investments, if applicable, for outstanding senior floating rate interests as of July 31, 2025.
d)
Mortgage-Related and Other Asset-Backed Securities – A Fund may invest in mortgage-related and other asset-backed securities. These securities include mortgage pass-through securities, collateralized mortgage obligations, commercial mortgage-backed securities, stripped mortgage-backed securities, asset-backed securities, collateralized debt obligations and other securities that directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property. Mortgage-related securities are created from pools of residential or commercial mortgage loans, including mortgage loans made by savings and loan institutions, mortgage bankers, commercial banks and others. Asset-backed securities are created from many types of assets, including auto loans, credit card receivables, home equity loans, and student loans. These securities provide a monthly payment that consists of both interest and principal payments. Interest payments may be determined by fixed or adjustable rates. The rate of prepayments on underlying mortgages will affect the price and volatility of a mortgage-related security, and may have the effect of shortening or extending the effective duration of the security relative to what was anticipated at the time of purchase. The timely payment of principal and interest of certain mortgage-related securities is guaranteed by the full faith and credit of the United States Government. Mortgage-related and other asset-backed securities created and guaranteed by non-governmental issuers, including government-sponsored corporations, may be supported by various forms of insurance or guarantees, but there can be no assurance that the private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. See each Fund's Schedule of Investments, if applicable, for mortgage-related and other asset-backed securities as of July 31, 2025.
e)
Repurchase Agreements – A repurchase agreement is an agreement between two parties whereby one party sells the other a security at a specified price with a commitment to repurchase the security later at an agreed-upon price, date and interest payment. Each Fund is permitted to enter into fully collateralized repurchase agreements. The Trust's Board has delegated to the sub-adviser(s), as applicable, the responsibility of evaluating the creditworthiness of the banks and securities dealers with which the Funds will engage in repurchase agreements. The sub-adviser(s) will monitor such transactions to ensure that the value of underlying collateral will be at least equal to the total amount of the repurchase obligation as required by the valuation provision of the repurchase agreement, including the accrued interest. Repurchase agreements carry the risk that the market value of the securities declines below the repurchase price. A Fund could also lose money if it is unable to recover the securities and the value of any collateral held. In the event the borrower commences bankruptcy proceedings, a court may characterize the transaction as a loan. If a Fund has not perfected a security interest in the underlying collateral, the Fund may be required to return the underlying collateral to the borrower’s estate and be treated as an unsecured creditor. As an unsecured creditor, the Fund could lose some or all of the principal and interest involved in the transaction. See each Fund's Schedule of Investments, if applicable, for repurchase agreements as of July 31, 2025. 
4.
Financial Derivative Instruments:
The following disclosures contain information on the derivative instruments used by a Fund during the period, the credit-risk-related contingent features in certain derivative instruments, and how such derivative instruments affect the financial position and results of operations of the applicable Fund. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.
a)
Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund may use futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant ("FCM") an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value ("variation margin") is paid or received
 
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 Notes to Financial Statements – (continued)
 July 31, 2025 
by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.
During the year ended July 31, 2025, each of Core Bond ETF, Tax-Aware Bond ETF, Strategic Income ETF and Total Return Bond ETF had used Futures Contracts.
b)
Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.
Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.
During the year ended July 31, 2025, each of Strategic Income ETF and Total Return Bond ETF had used Foreign Currency Contracts.
c)
Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or on a specific date. Option contracts are either over-the-counter ("OTC") options or executed in a registered exchange ("exchange-traded options"). A Fund may write (sell) covered call and put options on futures, swaps ("swaptions"), securities, commodities or currencies. Writing put options may increase a Fund’s exposure to the underlying instrument. Writing call options may decrease a Fund’s exposure to the underlying instrument. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options that are exercised or closed are added to the proceeds or offset amounts paid on the underlying futures, swaps, investments or currency transactions to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing call options may increase a Fund’s exposure to the underlying instrument. Purchasing put options may decrease a Fund’s exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund’s Statements of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into OTC options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements.
During the year ended July 31, 2025, each of Core Bond ETF, Strategic Income ETF and Total Return Bond ETF had used Options Contracts.
d)
Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified future intervals. Swap contracts are either privately negotiated in the over-the-counter market ("OTC swaps") or cleared through a central counterparty or derivatives clearing organization ("centrally cleared swaps"). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency.
Swaps are valued in accordance with the Valuation Procedures. Changes in market value, if any, are reflected as a component of net changes in unrealized appreciation or depreciation on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable for the change in value ("variation margin") on the Statements of Assets and Liabilities. Realized gains or losses on centrally cleared swaps are recorded upon the termination of the swaps. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap contract to compensate for differences between the stated terms of the swap contract and prevailing market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). These upfront premiums are recorded
 
94
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 Notes to Financial Statements – (continued)
 July 31, 2025 
as realized gains or losses on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations.
Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors).
A Fund’s maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract’s remaining life, and current market value, to the extent that amount is positive. The risk is mitigated by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances.
Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy.
Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A "buyer" of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the occurrence of certain events. The "seller" of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A "seller’s" exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract.
Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract.
During the year ended July 31, 2025, each of Strategic Income ETF and Total Return Bond ETF had used Credit Default Swap Contracts.
Interest Rate Swap Contracts – A Fund may use interest rate swaps to hedge interest rate and duration risk. In a typical interest rate swap, one party agrees to make regular payments equal to a floating interest rate, based on a specified interest rate or benchmark (e.g. Secured Overnight Financing Rate (“SOFR”)), multiplied by a notional amount, in return for payments equal to a fixed rate multiplied by the same amount, for a specific period of time. The net interest received or paid on interest rate swap contracts is recorded as a realized gain or loss. Interest rate swaps are marked to market daily and the change, if any, is recorded as an unrealized gain or loss in the Statements of Operations. When the interest rate swap contract is terminated early, a Fund records a realized gain or loss equal to the difference between the current market value and the upfront premium or cost.
 
95
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 Notes to Financial Statements – (continued)
 July 31, 2025 
If an interest rate swap contract provides for payments in different currencies, the parties might agree to exchange the notional amount as well. Interest rate swaps may also depend on other prices or rates, such as the value of an index. The risks of interest rate swaps include changes in market conditions, which will affect the value of the contract or the cash flows and the possible inability of the counterparty to fulfill its obligations under the contract. A Fund’s maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from the counterparty over the contract’s remaining life, to the extent that amount is positive.
During the year ended July 31, 2025, each of Core Bond ETF, Strategic Income ETF and Total Return Bond ETF had used Interest Rate Swap Contracts.
e)
Additional Derivative Instrument Information:
Core Bond ETF 
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Assets:
Unrealized appreciation on futures contracts(1)
$129,282
$—
$—
$—
$—
$129,282
Unrealized appreciation on swap contracts(2)
439,202
—
—
—
—
439,202
Total
$568,484
$—
$—
$—
$—
$568,484
Liabilities:
Unrealized depreciation on futures contracts(1)
$99,951
$—
$—
$—
$—
$99,951
Unrealized depreciation on swap contracts(2)
25,774
—
—
—
—
25,774
Total
$125,725
$—
$—
$—
$—
$125,725
 
(1)
Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures
Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.
(2)
Amount represents the cumulative appreciation and depreciation on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the
current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities
within Unrealized appreciation and depreciation on OTC swap contracts, if applicable.
 
The Effect of Derivative Instruments on the Statement of Operations for the year ended July 31, 2025:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts
$(1,670,274
)
$—
$—
$—
$—
$(1,670,274
)
Net realized gain (loss) on written options contracts
46,542
—
—
—
—
46,542
Net realized gain (loss) on swap contracts
(78,609
)
—
(28,777
)
—
—
(107,386
)
Total
$(1,702,341
)
$—
$(28,777
)
$—
$—
$(1,731,118
)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives
Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts
$264,741
$—
$—
$—
$—
$264,741
Net change in unrealized appreciation (depreciation) of swap contracts
199,490
—
—
—
—
199,490
Total
$464,231
$—
$—
$—
$—
$464,231
For the year ended July 31, 2025, the average monthly amount or number per contract outstanding for each derivative type was as follows: 
Derivative Description
Average Notional
Par, Contracts
or Face Amount
Futures Contracts Number of Long Contracts
111
Futures Contracts Number of Short Contracts
(180
)
Written Options at Notional Amount
$(2,264,167
)
Swap Contracts at Notional Amount
$5,616,667
 
96
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2025 
Tax-Aware Bond ETF 
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Assets:
Unrealized appreciation on futures contracts(1)
$25,984
$—
$—
$—
$—
$25,984
Total
$25,984
$—
$—
$—
$—
$25,984
Liabilities:
Unrealized depreciation on futures contracts(1)
$153,715
$—
$—
$—
$—
$153,715
Total
$153,715
$—
$—
$—
$—
$153,715
 
(1)
Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures
Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.
 
The Effect of Derivative Instruments on the Statement of Operations for the year ended July 31, 2025:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts
$372,296
$—
$—
$—
$—
$372,296
Total
$372,296
$—
$—
$—
$—
$372,296
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized
as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts
$(127,731
)
$—
$—
$—
$—
$(127,731
)
Total
$(127,731
)
$—
$—
$—
$—
$(127,731
)
For the year ended July 31, 2025, the average monthly amount or number per contract outstanding for each derivative type was as follows: 
Derivative Description
Average Notional
Par, Contracts
or Face Amount
Futures Contracts Number of Long Contracts
2
Futures Contracts Number of Short Contracts
(33
)
 
97
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2025 
Strategic Income ETF 
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Assets:
Unrealized appreciation on futures contracts(1)
$281,873
$—
$—
$—
$—
$281,873
Unrealized appreciation on foreign currency contracts
—
497,536
—
—
—
497,536
Unrealized appreciation on swap contracts(2)
187,358
—
423,808
—
—
611,166
Total
$469,231
$497,536
$423,808
$—
$—
$1,390,575
Liabilities:
Unrealized depreciation on futures contracts(1)
$70,328
$—
$—
$—
$—
$70,328
Unrealized depreciation on foreign currency contracts
—
37,249
—
—
—
37,249
Unrealized depreciation on swap contracts(2)
—
—
10,616
—
—
10,616
Total
$70,328
$37,249
$10,616
$—
$—
$118,193
 
(1)
Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures
Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.
(2)
Amount represents the cumulative appreciation and depreciation on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the
current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities
within Unrealized appreciation and depreciation on OTC swap contracts, if applicable.
 
The Effect of Derivative Instruments on the Statement of Operations for the year ended July 31, 2025:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Realized Gain (Loss) on Derivatives Recognized as a Result of
Operations:
Net realized gain (loss) on purchased options contracts
$(1,648
)
$—
$—
$—
$—
$(1,648
)
Net realized gain (loss) on futures contracts
(780,471
)
—
—
—
—
(780,471
)
Net realized gain (loss) on written options contracts
165,608
—
—
—
—
165,608
Net realized gain (loss) on swap contracts
6,127
—
(92,866
)
—
—
(86,739
)
Net realized gain (loss) on foreign currency contracts
—
(1,088,379
)
—
—
—
(1,088,379
)
Total
$(610,384
)
$(1,088,379
)
$(92,866
)
$—
$—
$(1,791,629
)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives
Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts
$18,298
$—
$—
$—
$—
$18,298
Net change in unrealized appreciation (depreciation) of swap contracts
129,703
—
372,993
—
—
502,696
Net change in unrealized appreciation (depreciation) of foreign currency
contracts
—
488,277
—
—
—
488,277
Total
$148,001
$488,277
$372,993
$—
$—
$1,009,271
For the year ended July 31, 2025, the average monthly amount or number per contract outstanding for each derivative type was as follows: 
Derivative Description
Average Notional
Par, Contracts
or Face Amount
Purchased Options at Notional Amount
$626,317
Futures Contracts Number of Long Contracts
302
Futures Contracts Number of Short Contracts
(96
)
Written Options at Notional Amount
$(984,167
)
Swap Contracts at Notional Amount
$13,423,090
Foreign Currency Contracts Purchased at Contract Amount
$1,971,852
Foreign Currency Contracts Sold at Contract Amount
$16,185,783
 
98
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2025 
Total Return Bond ETF 
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Assets:
Investments in securities, at value (purchased options), market value
$487,848
$—
$—
$—
$—
$487,848
Unrealized appreciation on futures contracts(1)
1,150,045
—
—
—
—
1,150,045
Unrealized appreciation on foreign currency contracts
—
48,910
—
—
—
48,910
Unrealized appreciation on swap contracts(2)
3,137,414
—
—
—
—
3,137,414
Total
$4,775,307
$48,910
$—
$—
$—
$4,824,217
Liabilities:
Unrealized depreciation on futures contracts(1)
$1,053,976
$—
$—
$—
$—
$1,053,976
Unrealized depreciation on foreign currency contracts
—
48,569
—
—
—
48,569
Unrealized depreciation on swap contracts(2)
264,950
—
—
—
—
264,950
Total
$1,318,926
$48,569
$—
$—
$—
$1,367,495
 
(1)
Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures
Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.
(2)
Amount represents the cumulative appreciation and depreciation on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the
current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities
within Unrealized appreciation and depreciation on OTC swap contracts, if applicable.
 
The Effect of Derivative Instruments on the Statement of Operations for the year ended July 31, 2025:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Realized Gain (Loss) on Derivatives Recognized as a Result of
Operations:
Net realized gain (loss) on futures contracts
$(14,357,806
)
$—
$—
$—
$—
$(14,357,806
)
Net realized gain (loss) on written options contracts
439,676
—
—
—
—
439,676
Net realized gain (loss) on swap contracts
(576,463
)
—
(515,226
)
—
—
(1,091,689
)
Net realized gain (loss) on foreign currency contracts
—
(961,282
)
—
—
—
(961,282
)
Total
$(14,494,593
)
$(961,282
)
$(515,226
)
$—
$—
$(15,971,101
)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives
Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of investments in
purchased options contracts
$(6,066
)
$—
$—
$—
$—
$(6,066
)
Net change in unrealized appreciation (depreciation) of futures contracts
(656,641
)
—
—
—
—
(656,641
)
Net change in unrealized appreciation (depreciation) of swap contracts
1,939,141
—
(12,248
)
—
—
1,926,893
Net change in unrealized appreciation (depreciation) of foreign currency
contracts
—
5,481
—
—
—
5,481
Total
$1,276,434
$5,481
$(12,248
)
$—
$—
$1,269,667
For the year ended July 31, 2025, the average monthly amount or number per contract outstanding for each derivative type was as follows: 
Derivative Description
Average Notional
Par, Contracts
or Face Amount
Purchased Options at Notional Amount
$779,167
Futures Contracts Number of Long Contracts
2,034
Futures Contracts Number of Short Contracts
(1,969
)
Written Options at Notional Amount
$(21,389,167
)
Swap Contracts at Notional Amount
$63,534,167
Foreign Currency Contracts Purchased at Contract Amount
$1,459,799
Foreign Currency Contracts Sold at Contract Amount
$27,329,937
f)
Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master
 
99
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2025 
netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund's custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to a Fund, against any liabilities or payment obligations of the Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at the Fund's custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.
The following tables present a Fund's derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement ("MNA") and net of the related collateral received/pledged by a Fund as of July 31, 2025:   
Core Bond ETF
 
 
Derivative Financial Instruments:
Assets
Liabilities
Futures contracts
$129,282
$(99,951
)
Swap contracts
439,202
(25,774
)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities
568,484
(125,725
)
Derivatives not subject to a MNA
(568,484
)
125,725
Total gross amount of assets and liabilities subject to MNA or similar agreements
$—
$—
 
Tax-Aware Bond ETF
 
 
Derivative Financial Instruments:
Assets
Liabilities
Futures contracts
$—
$(127,731
)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities
—
(127,731
)
Derivatives not subject to a MNA
—
127,731
Total gross amount of assets and liabilities subject to MNA or similar agreements
$—
$—
 
Strategic Income ETF
 
 
Derivative Financial Instruments:
Assets
Liabilities
Foreign currency contracts
$497,536
$(37,249
)
Futures contracts
281,873
(70,328
)
Swap contracts
611,166
(10,616
)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities
1,390,575
(118,193
)
Derivatives not subject to a MNA
(893,039
)
80,944
Total gross amount of assets and liabilities subject to MNA or similar agreements
$497,536
$(37,249
)
 
Counterparty
Gross Amount
of Assets
Financial
Instruments
and Derivatives
Available
for Offset
Non-cash
Collateral
Received*
Cash
Collateral
Received*
Net Amount
of Assets
Bank of America Securities LLC
$5,775
$(3,446
)
$—
$—
$2,329
Barclays
32,319
(2,000
)
—
—
30,319
BNP Paribas Securities Services
906
(81
)
—
—
825
Citibank NA
2,048
(2,048
)
—
—
—
Commonwealth Bank of Australia
363
—
—
—
363
Deutsche Bank Securities, Inc.
176,444
—
—
—
176,444
Goldman Sachs & Co.
4,995
(1,712
)
—
—
3,283
HSBC Bank USA
2,158
—
—
—
2,158
JP Morgan Chase & Co.
172,953
(5,159
)
—
—
167,794
Morgan Stanley
2,883
(1,383
)
—
—
1,500
NatWest Markets Plc
51,111
—
—
—
51,111
Societe Generale Group
1,166
—
—
—
1,166
State Street Global Markets LLC
44,415
(20,951
)
—
—
23,464
Total
$497,536
$(36,780
)
$—
$—
$460,756

 

 
 
 
100
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2025 
Counterparty
Gross Amount
of Liabilities
Financial
Instruments
and Derivatives
Available
for Offset
Non-cash
Collateral
Pledged*
Cash
Collateral
Pledged*
Net Amount
of Liabilities
Bank of America Securities LLC
$(3,446
)
$3,446
$—
$—
$—
Barclays
(2,000
)
2,000
—
—
—
BNP Paribas Securities Services
(81
)
81
—
—
—
Canadian Imperial Bank of Commerce
(32
)
—
—
—
(32
)
Citibank NA
(2,405
)
2,048
—
—
(357
)
Goldman Sachs & Co.
(1,712
)
1,712
—
—
—
JP Morgan Chase & Co.
(5,159
)
5,159
—
—
—
Morgan Stanley
(1,383
)
1,383
—
—
—
State Street Global Markets LLC
(20,951
)
20,951
—
—
—
UBS AG
(80
)
—
—
—
(80
)
Total
$(37,249
)
$36,780
$—
$—
$(469
)
 
*
In some instances, the actual collateral received and/or pledged may be more than the amount shown.
 
Total Return Bond ETF
 
 
Derivative Financial Instruments:
Assets
Liabilities
Foreign currency contracts
$48,910
$(48,569
)
Futures contracts
1,150,045
(1,053,976
)
Purchased options
487,848
—
Swap contracts
3,137,414
(264,950
)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities
4,824,217
(1,367,495
)
Derivatives not subject to a MNA
(4,287,459
)
1,318,926
Total gross amount of assets and liabilities subject to MNA or similar agreements
$536,758
$(48,569
)
 
Counterparty
Gross Amount
of Assets
Financial
Instruments
and Derivatives
Available
for Offset
Non-cash
Collateral
Received*
Cash
Collateral
Received*
Net Amount
of Assets
BNP Paribas Securities Services
$487,848
$—
$—
$—
$487,848
Deutsche Bank Securities, Inc.
30,455
—
—
—
30,455
Goldman Sachs & Co.
17,534
(1,257
)
—
—
16,277
Morgan Stanley
921
—
—
—
921
Total
$536,758
$(1,257
)
$—
$—
$535,501

 

 
 
Counterparty
Gross Amount
of Liabilities
Financial
Instruments
and Derivatives
Available
for Offset
Non-cash
Collateral
Pledged*
Cash
Collateral
Pledged*
Net Amount
of Liabilities
Goldman Sachs & Co.
$(1,257
)
$1,257
$—
$—
$—
NatWest Markets Plc
(13,625
)
—
—
—
(13,625
)
State Street Global Markets LLC
(33,687
)
—
—
—
(33,687
)
Total
$(48,569
)
$1,257
$—
$—
$(47,312
)
 
*
In some instances, the actual collateral received and/or pledged may be more than the amount shown.
5.
Principal Risks:
A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund's prospectus provides details of its principal risks.
The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor
 
101
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2025 
sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities.
Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage-backed securities, senior floating rate interests and certain asset-backed securities. For certain asset-backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.
Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. Non-U.S. issuers may also be affected by political, social, economic or diplomatic developments in a foreign country or region or the U.S. (including the imposition of sanctions, tariffs, or other governmental restrictions). These risks are heightened for investments in issuers from countries with less developed markets.
Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.
Geopolitical events, including the invasion of Ukraine by Russia and the conflict between Israel and Hamas, have injected uncertainty into the global financial markets. 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.
A widespread health crisis, such as a global pandemic, could cause substantial market volatility, exchange trading suspensions or restrictions and closures of securities exchanges and businesses, impact the ability to complete redemptions, and adversely impact Fund performance.
6.
Federal Income Taxes:
a)
Each Fund intends to continue to qualify as a Regulated Investment Company ("RIC") under Subchapter M of the Internal Revenue Code ("IRC") by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2025. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.
b)
Net Investment Income (Loss), Net Realized Gains (Losses) and Distributions – Net investment income (loss) and net realized gains (losses) may differ for financial statement and tax purposes primarily because of losses deferred due to wash sale adjustments, foreign currency gains and losses, straddle deferrals, post-October losses deferrals, redemptions in-kind, derivatives, reclassification of dividend income, debt modification, late-year ordinary loss deferral, and adjustments related to Passive Foreign Investment Companies ("PFICs"). The character of distributions made during the year from net investment income or net realized gains may differ from their ultimate
 
102
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2025 
characterization for federal income tax purposes. Also, due to the timing of dividend distributions, the fiscal year in which amounts are distributed may differ from the year that the income or realized gains (losses) were recorded by each Fund.
c)
Distributions and Components of Distributable Earnings – The tax character of distributions paid by each Fund for the year ended July 31, 2025 and the year or period ended July 31, 2024 are as follows (as adjusted for dividends payable, if applicable): 
 
For the Year Ended
July 31, 2025
 
For the Year or Period Ended
July 31, 2024
Fund
Tax Exempt
Income
Ordinary
Income
Long-Term
Capital Gains(1)
 
Tax Exempt
Income
Ordinary
Income
Long-Term
Capital Gains(1)
AAA CLO ETF
$—
$5,825,455
$—
$—
$4,989,643
$—
Core Bond ETF
—
12,483,704
—
—
10,127,908
—
Large Cap Growth ETF
—
—
—
—
—
—
Municipal Opportunities ETF
16,182,939
1,323,988
—
11,811,311
874,856
—
Quality Value ETF(2)
—
3,731,973
2,833,296
—
4,642,738
246,350
Tax-Aware Bond ETF
13,716,390
2,273,563
—
6,143,266
2,274,549
—
Strategic Income ETF
—
6,033,274
—
—
3,702,553
—
Total Return Bond ETF
—
87,837,699
—
—
62,097,166
—
 
 
(1)
The Funds designate these distributions as long-term capital gains dividends pursuant to IRC Sec 852(b)(3)(c).
(2)
For the period from November 1, 2023 to July 31, 2024. Effective June 1, 2024, the Quality Value ETF changed its fiscal year end from October 31 to July 31 (See Note 1).
For the year ended October 31, 2023, the Predecessor Fund distributed $3,920,496 in ordinary income and $11,687,936 in long-term capital gains, respectively.
As of July 31, 2025, the components of total accumulated earnings (deficit) for each Fund on a tax basis are as follows: 
Fund
Tax Exempt
Income
Undistributed
Ordinary
Income
Accumulated
Capital and
Other Losses
Other
Temporary
Differences(1)
Unrealized
Appreciation
(Depreciation)
on Investments
Total
Accumulated
Earnings
(Deficit)
AAA CLO ETF
$—
$553,342
$(1,999,378
)
$(541,422
)
$14,954
$(1,972,504
)
Core Bond ETF
—
1,401,291
(26,809,159
)
(1,616,624
)
(14,866,717
)
(41,891,209
)
Large Cap Growth ETF
—
—
(18,533,137
)
(153,308
)
45,855,147
27,168,702
Municipal Opportunities ETF
1,986,592
—
(10,562,511
)
(1,733,024
)
(9,470,697
)
(19,779,640
)
Quality Value ETF
—
3,307,813
(3,020,583
)
—
25,934,039
26,221,269
Tax-Aware Bond ETF
1,476,881
—
(7,273,165
)
(1,443,540
)
(21,156,358
)
(28,396,182
)
Strategic Income ETF
—
1,618,414
(6,960,430
)
(828,867
)
258,521
(5,912,362
)
Total Return Bond ETF
—
12,645,817
(103,894,457
)
(9,900,046
)
(72,225,751
)
(173,374,437
)
 
(1)
The temporary differences noted above are comprised of distributions payable, straddle related deferrals, and ordinary income late year loss deferrals.
d)
Reclassification of Capital Accounts – The Funds may record reclassifications in their capital accounts. These reclassifications have no impact on the total net assets of the Funds. The reclassifications are a result of permanent differences between U.S. GAAP and tax accounting for such items as net operating loss, redemption in-kind, subsequent adjustments to wash sales, and reclassification of dividend income. Adjustments are made to reflect the impact these items have on the current and future earnings distributions to shareholders. Therefore, the source of the Funds' distributions may be shown in the accompanying Statements of Changes in Net Assets as from distributable earnings or from capital depending on the type of book and tax differences that exist. For the year ended July 31, 2025, the Funds recorded reclassifications to increase (decrease) the accounts listed below:  
Fund
Paid-in-Capital
Distributable
Earnings (Loss)
Core Bond ETF
$213,139
$(213,139
)
Large Cap Growth ETF
27,608,789
(27,608,789
)
Quality Value ETF
20,901,807
(20,901,807
)
Strategic Income ETF
46,967
(46,967
)
Total Return Bond ETF
1,638,998
(1,638,998
)
 
103
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2025 
e)
Capital Loss Carryforward – Under the Regulated Investment Company Modernization Act of 2010, funds are permitted to carry forward capital losses for an unlimited period.
At July 31, 2025 (tax year end), each Fund's capital loss carryforwards for U.S. federal income tax purposes were as follows: 
Fund
Short-Term
Capital Loss
Carryforward with
No Expiration
Long-Term
Capital Loss
Carryforward with
No Expiration
AAA CLO ETF
$22,321
$1,977,057
Core Bond ETF
15,245,201
11,563,958
Large Cap Growth ETF
18,533,137
—
Municipal Opportunities ETF
4,229,349
6,333,162
Quality Value ETF
1,925,553
1,095,030
Tax-Aware Bond ETF
2,988,421
4,284,744
Strategic Income ETF
2,031,612
4,928,818
Total Return Bond ETF
49,707,113
54,187,344
During the year ended July 31, 2025, Large Cap Growth ETF deferred 153,308 of Late-Year Ordinary Loss.
During the year ended July 31, 2025, Core Bond ETF utilized $32,158 and Tax-Aware Bond ETF utilized $1,994,154 of prior year capital loss carryforwards.
f)
Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at July 31, 2025 is different from book purposes primarily due to wash sale deferrals. The net unrealized appreciation/(depreciation) on investments for tax purposes, which consists of gross unrealized appreciation and depreciation was also different from book purposes primarily due to wash sale loss deferrals and mark-to-market adjustments on swaps, forwards, futures and options. Both the cost and unrealized appreciation and depreciation for federal income tax purposes are disclosed below: 
Fund
Tax Cost
Gross Unrealized
Appreciation
Gross Unrealized
(Depreciation)
Net Unrealized
Appreciation
(Depreciation)
AAA CLO ETF
$108,840,348
$163,515
$(148,561
)
$14,954
Core Bond ETF
400,530,744
2,264,942
(17,131,665
)
(14,866,723
)
Large Cap Growth ETF
112,860,304
47,449,097
(1,593,950
)
45,855,147
Municipal Opportunities ETF
580,325,590
3,573,195
(13,043,892
)
(9,470,697
)
Quality Value ETF
144,424,287
29,007,848
(3,073,809
)
25,934,039
Tax-Aware Bond ETF
404,919,524
725,298
(21,881,656
)
(21,156,358
)
Strategic Income ETF
175,635,798
3,174,851
(2,926,417
)
248,434
Total Return Bond ETF
2,414,182,574
18,267,274
(90,486,958
)
(72,219,684
)
g)
Accounting for Uncertainty in Income Taxes – Pursuant to provisions set forth by U.S. GAAP, HFMC reviews each Fund’s tax positions for all open tax years. As of July 31, 2025, HFMC had reviewed the open tax years and concluded that there was no reason to record a liability for net unrecognized tax obligations relating to uncertain income tax positions. Each Fund files U.S. tax returns. Although the statute of limitations for examining a Fund’s U.S. tax returns remains open for three years, no examination is currently in progress. The Funds recognize interest and penalties, if any, related to unrecognized tax benefits as income tax expense on the Statements of Operations. During the year ended July 31, 2025, the Funds did not incur any interest or penalties. HFMC is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax obligations will significantly change in the next twelve months.
7.
Expenses:
a)
Investment Management Agreement – HFMC serves as each Fund’s investment manager. The Trust, on behalf of each Fund, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Insurance Group, Inc. (formerly, The Hartford Financial Services Group, Inc.) ("The Hartford"). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP ("Wellington Management") under a sub-advisory agreement pursuant to which Wellington Management performs the daily investment of the assets of each of AAA CLO ETF, Core Bond ETF, Large Cap Growth ETF, Municipal Opportunities ETF, Quality Value ETF, Strategic Income ETF and Total Return Bond ETF in accordance with each Fund’s investment objective and policies. HFMC has contracted with Schroder Investment Management North America Inc. ("SIMNA") under a sub-advisory agreement with respect to Tax-Aware Bond ETF. SIMNA has contracted with Schroder Investment Management North America Limited ("SIMNA Ltd.") under sub-sub-advisory agreement with respect to Tax-Aware Bond ETF. SIMNA performs the daily investment of the assets for the Tax-Aware Bond ETF and SIMNA may allocate assets to or from SIMNA Ltd. in connection with the daily investment of the
 
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 Notes to Financial Statements – (continued)
 July 31, 2025 
assets for the Tax-Aware Bond ETF. HFMC pays a sub-advisory fee to the respective sub-adviser out of its management fee. SIMNA pays the sub-sub-advisory fees to SIMNA Ltd. out of the sub-advisory fees received from HFMC.
Under the Investment Management Agreement, the Investment Manager agrees to pay all expenses of each Fund, except (i) interest and taxes; (ii) brokerage expenses and other expenses (such as stamp taxes) connected with the execution of portfolio transactions or in connection with creation and redemption transactions; (iii) legal fees or expenses in connection with any arbitration, litigation or pending or threatened arbitration or litigation, including any settlements in connection therewith; (iv) extraordinary expenses; (v) distribution fees and expenses paid by a Fund under any distribution plan adopted pursuant to Rule 12b-1 under the 1940 Act; (vi) acquired fund fees and expenses; and (vii) the management fee payable to the Investment Manager under the Investment Management Agreement. The payment or assumption by the Investment Manager of any expense of a Fund that the Investment Manager is not required by the Investment Management Agreement to pay or assume shall not obligate the Investment Manager to pay or assume the same or any similar expense of a Fund on any subsequent occasion.
The table below reflects the rates of compensation paid to HFMC for investment management services rendered as of July 31, 2025; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates: 
Fund
Management Fee Rates
AAA CLO ETF
0.24%
Core Bond ETF
0.29%
Large Cap Growth ETF
0.59%
Municipal Opportunities ETF
0.29%
Quality Value ETF
0.45%
Tax-Aware Bond ETF
0.39%
Strategic Income ETF(1)
0.49%
Total Return Bond ETF
0.29%
 
(1)
Prior to September 30, 2024, the management fee rate was 0.54%.
b)
Accounting Services Agreement – HFMC provides the Funds with accounting services pursuant to a fund accounting agreement by and between the Trust, on behalf of each Fund, and HFMC. HFMC is not entitled to any compensation under this agreement. HFMC has delegated certain accounting and administrative services functions to State Street. The cost and expenses of such delegation are born by HFMC, not the Funds.
c)
Fees Paid Indirectly – The Large Cap Growth ETF and Quality Value ETF have entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc, to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of the Fund’s expenses. For the year ended July 31, 2025, the Funds did not recapture any fees.
d)
Distribution Plans – Each Fund, except Quality Value ETF, has adopted a Rule 12b-1 Distribution and Service Plan in accordance with Rule 12b-1 under the 1940 Act pursuant to which payments of up to 0.25% of each Fund’s average daily net assets may be made for the sale and distribution of its shares. The Board has determined that the Funds may not make payments under the Rule 12b-1 Distribution and Service Plan until authorized to do so by affirmative action of the Board. No Rule 12b-1 fees are currently paid by the Funds and there are no plans to impose these fees.
For the year ended July 31, 2025, the Funds did not pay any Rule 12b-1 fees.
e)
Remuneration Paid to Trustees and Officers – Certain officers of the Trust are trustees and/or officers of HFMC and/or The Hartford or its subsidiaries. For the year ended July 31, 2025, a portion of the Trust's Chief Compliance Officer’s ("CCO") compensation was paid by HFMC. As part of the Funds' Investment Management Agreement, HFMC also pays any Trustee and CCO compensation on behalf of the Funds.
8.
Securities Lending:
A Fund may lend portfolio securities to certain borrowers in U.S. and non-U.S. markets in an amount not to exceed one-third (33 1/3%) of the value of its total assets. A Fund may lend portfolio securities, provided that the borrower provides collateral that is maintained in an amount at least equal to the current market value of the securities loaned. Cash collateral is invested for the benefit of a Fund by the Fund’s lending agent pursuant to collateral investment guidelines. The collateral is marked to market daily, in an amount at least equal to the current market value of the securities loaned. The contractual maturities of the securities lending transactions are considered overnight and continuous.
A Fund is subject to certain risks while its securities are on loan, including the following: (i) the risk that the borrower defaults on the loan and the collateral is inadequate to cover the Fund’s loss; (ii) the risk that the earnings on the collateral invested are not sufficient to pay fees incurred in connection with the loan; (iii) the Fund could lose money in the event of a decline in the value of the collateral provided for loaned securities or
 
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 Notes to Financial Statements – (continued)
 July 31, 2025 
a decline in the value of any investments made with cash collateral; (iv) the risk that the borrower may use the loaned securities to cover a short sale, which may in turn place downward pressure on the market prices of the loaned securities; (v) the risk that return of loaned securities could be delayed and interfere with portfolio management decisions; (vi) the risk that any efforts to restrict or recall the securities for purposes of voting may not be effective; and (vii) operational risks (i.e., the risk of losses resulting from problems in the settlement and accounting process especially so in certain international markets). These events could also trigger adverse tax consequences for a Fund.
A Fund retains loan fees and the interest on cash collateral investments but is required to pay the borrower a rebate for the use of cash collateral. In cases where the lent security is of high value to borrowers, there may be a negative rebate (i.e., a net payment from the borrower to the applicable Fund). Upon termination of a loan, a Fund is required to return to the borrower an amount equal to the cash collateral, plus any rebate owed to the borrowers.
The net income earned on the securities lending (after payment of rebates and the lending agent's fee) is included on the Statements of Operations as Investment Income from securities lending. A Fund also receives payments from the borrower during the period of the loan, equivalent to dividends and interest earned on the securities loaned, which are recorded as Investment Income from dividends or interest, respectively, on the Statements of Operations.
The following table presents for each Fund that lends its portfolio securities the market value of the securities on loan and the cash and non-cash collateral posted by the borrower as of July 31, 2025.  
Fund
Investment Securities on Loan, at market value,
Presented on the Statements of Assets and Liabilities
Cash
Collateral(1)
Non-Cash
Collateral(1)
AAA CLO ETF
$—
$—
$—
Core Bond ETF
534,712
557,825
—
Large Cap Growth ETF
1,064,412
4,328
1,081,731
Municipal Opportunities ETF
—
—
—
Quality Value ETF
76,005
77,625
—
Tax-Aware Bond ETF
—
—
—
Strategic Income ETF
—
—
—
Total Return Bond ETF
6,060,691
6,277,193
—
 
(1)
It is each Fund’s policy to obtain additional collateral from, or return excess collateral to, the borrower by the end of the next business day following the valuation date of the
securities loaned. Therefore, the value of the collateral held may be temporarily less than that required under the lending contract due to timing.
9.
Custodian and Transfer Agent:
State Street serves as Custodian for the Funds pursuant to a custodian agreement ("Custodian Agreement") dated December 31, 2014, as amended from time to time.  As Custodian, State Street holds each Fund’s assets, calculates the net asset value of the shares and calculates net income and realized capital gains or losses. State Street serves as Transfer Agent of each Fund pursuant to a transfer agency and service agreement ("Transfer Agency and Service Agreement") dated February 13, 2018, as amended from time to time.  As Transfer Agent, State Street maintains the records of each Authorized Participant’s ownership of each Fund and processes the purchases and redemptions of Creation Units.
For the services provided under the Custodian Agreement and Transfer Agency and Service Agreement, HFMC, and not the Funds, compensates State Street pursuant to the Funds' unitary management fee structure.
10.
Affiliate Holdings:
As of July 31, 2025, affiliates of The Hartford had ownership of shares in certain Funds as follows:  
Fund
Percentage
of Fund
Large Cap Growth ETF
10
%
Strategic Income ETF
13
%
 
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Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2025 
As of July 31, 2025, affiliated funds of funds and the 529 plan for which HFMC serves as the program manager (the "529 plan") in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of their shares as a result of purchase and sale activity from these affiliated funds of funds and the 529 plan. Affiliated funds of funds and the 529 plan owned shares in the Funds listed below as follows: 
Fund
Percentage
of Fund
Core Bond ETF
56
%
Large Cap Growth ETF
55
%
Strategic Income ETF
35
%
Total Return Bond ETF
23
%
11.
Investment Transactions:
For the year ended July 31, 2025, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:  
Fund
Cost of Purchases
Excluding U.S.
Government
Obligations
Sales Proceeds
Excluding U.S.
Government
Obligations
Cost of Purchases
For U.S. Government
Obligations
Sales Proceeds
For U.S. Government
Obligations
Total Cost of
Purchases
Total Sales
Proceeds
AAA CLO ETF
$71,826,493
$48,117,895
$—
$—
$71,826,493
$48,117,895
Core Bond ETF
98,919,680
97,104,786
68,772,859
36,659,331
167,692,539
133,764,117
Large Cap Growth ETF
91,019,242
92,004,067
—
—
91,019,242
92,004,067
Municipal Opportunities ETF
370,193,149
208,557,869
—
15,000
370,193,149
208,572,869
Quality Value ETF
54,098,288
56,357,812
—
—
54,098,288
56,357,812
Tax-Aware Bond ETF
199,083,833
160,310,906
104,103,522
96,796,016
303,187,355
257,106,922
Strategic Income ETF
131,012,241
54,582,629
22,111,621
74,622,554
153,123,862
129,205,183
Total Return Bond ETF
672,439,243
643,766,458
558,851,539
508,163,905
1,231,290,782
1,151,930,363
For the year ended July 31, 2025, in-kind transactions, which are not included in the table above, associated with purchase or redemption of Creation Units were as follows: 
Fund
Cost of Purchases
Sales Proceeds
Realized
Gain/(Loss)
Core Bond ETF
$50,472,615
$14,720,482
$213,445
Large Cap Growth ETF
61,955,518
61,397,607
28,373,935
Quality Value ETF
56,565,662
60,018,166
21,032,844
Strategic Income ETF
84,339,956
3,255,388
47,375
Total Return Bond ETF
399,959,332
144,437,476
1,642,326
 
12.
Share Transactions:
Each Fund will issue and redeem shares at NAV only with certain Authorized Participants in large increments known as "Creation Units." Purchases of Creation Units are made by tendering a basket of designated securities to a Fund and redemption proceeds are paid with a basket of securities from the Fund with a balancing cash component to equate the market value of the basket securities delivered or redeemed to the NAV per Creation Unit on the transaction date. Cash may be substituted in an amount equivalent to the value of certain securities generally when they are not available in sufficient quantity for delivery. Each Fund’s shares are available in smaller increments to individual investors in the secondary market at market prices and may be subject to commissions. Authorized Participants may be required to pay a transaction fee when purchasing and redeeming Creation Units of the Fund. The transaction fee is used to defray the costs associated with the issuance and redemption of Creation Units, and is recorded as Other Capital on the Statements of Changes in Net Assets.
Purchase or redemption of Creation Units is only available to an Authorized Participant. An Authorized Participant is either (1) a "Participating Party" (i.e., a broker-dealer or other participant in the clearing process of the Continuous Net Settlement System of the NSCC) ("Clearing Process"), or (2) a participant of DTC ("DTC Participant"), and, in each case, must have executed an agreement ("Participation Agreement") with the Distributor with respect to creations and redemptions of Creation Units.
Shares of Municipal Opportunities ETF, Tax-Aware Bond ETF and Total Return Bond ETF are listed and traded throughout the day on the NYSE Arca and shares of AAA CLO ETF, Core Bond ETF, Large Cap Growth ETF, Quality Value ETF and Strategic Income ETF are listed and traded throughout the day on Cboe BZX. Shares of each Fund are publicly traded. Retail investors may purchase or sell shares in the secondary market (not from the Fund) through a broker or dealer. Investors purchasing or selling shares in the secondary market may pay a commission, market premium or discount or other transaction charge, to a broker or dealer, as well as some or all of the spread between the bid and the offered price
 
107
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2025 
for each purchase or sale transaction. Unless imposed by a broker or dealer, there is no minimum dollar amount upon purchase and no minimum number of shares that must be purchased in the secondary market. Because transactions in the secondary market occur at market prices, an investor may pay more than NAV upon purchase of shares and may receive less than a Fund’s NAV upon sale of shares.
Because each Fund is structured as an ETF, individual shares may only be purchased and sold on a listing exchange through a broker-dealer. The price of shares is based on market price, and because ETF shares trade at market prices rather than at NAV, shares may trade at a price greater than NAV (a premium) or less than NAV (a discount). Each Fund will only issue or redeem Creation Units to Authorized Participants who have entered into agreements with the Distributor. The Funds generally will issue or redeem Creation Units in return for a designated basket of securities (and an amount of cash) that the Fund specifies each day. The Funds do not impose any restrictions on the frequency of purchases and redemptions; however, the Funds reserve the right to reject or limit purchases at any time.
The following information is for the year ended July 31, 2025 and year or period ended July 31, 2024: 
 
For the Year Ended
July 31, 2025
For the Year or Period Ended
July 31, 2024
 
Shares
Amount
Shares
Amount
AAA CLO ETF
Shares Sold
800,000
$31,200,990
2,100,000
$80,622,231
Shares Redeemed
(150,000
)
(5,834,990
)
(1,150,000
)
(44,788,251
)
Other Capital
—
22,123
—
51,365
Total Net Increase (Decrease)
650,000
25,388,123
950,000
35,885,345
Core Bond ETF
Shares Sold
2,550,000
$89,084,286
1,900,000
$65,266,301
Shares Redeemed
(550,000
)
(19,204,439
)
(1,550,000
)
(53,803,040
)
Other Capital
—
38,346
—
26,663
Total Net Increase (Decrease)
2,000,000
69,918,193
350,000
11,489,924
Large Cap Growth ETF
Shares Sold
2,775,000
$62,937,233
75,000
$1,269,158
Shares Redeemed
(2,650,000
)
(61,987,709
)
(25,000
)
(418,147
)
Other Capital
—
338
—
29
Total Net Increase (Decrease)
125,000
949,862
50,000
851,040
Municipal Opportunities ETF
Shares Sold
4,400,000
$169,331,279
1,800,000
$69,372,185
Shares Redeemed
(325,000
)
(12,558,984
)
(400,000
)
(15,152,214
)
Other Capital
—
119,686
—
50,715
Total Net Increase (Decrease)
4,075,000
156,891,981
1,400,000
54,270,686
Quality Value ETF(1)(2)
Shares Sold
2,350,000
$58,650,579
925,001
$23,096,821
Shares Redeemed
(2,450,000
)
(61,484,904
)
(1,575,000
)
(37,907,914
)
Other Capital
—
—
—
—
Total Net Increase (Decrease)
(100,000
)
(2,834,325
)
(649,999
)
(14,811,093
)
Tax-Aware Bond ETF
Shares Sold
7,000,000
$136,109,047
12,900,000
$246,151,269
Shares Redeemed
(4,400,000
)
(82,687,630
)
(1,850,000
)
(34,167,302
)
Other Capital
—
205,608
—
207,422
Total Net Increase (Decrease)
2,600,000
53,627,025
11,050,000
212,191,389
Strategic Income ETF
Shares Sold
3,200,000
$111,059,369
200,000
$6,702,200
Shares Redeemed
(100,000
)
(3,368,622
)
(150,000
)
(5,063,636
)
Other Capital
—
47,845
—
10,563
Total Net Increase (Decrease)
3,100,000
107,738,592
50,000
1,649,127
Total Return Bond ETF
Shares Sold
15,500,000
$526,419,944
16,450,000
$542,784,597
Shares Redeemed
(5,750,000
)
(193,721,995
)
(2,800,000
)
(89,360,062
)
Other Capital
—
189,807
—
230,048
Total Net Increase (Decrease)
9,750,000
332,887,756
13,650,000
453,654,583
 
(1)
For the period from November 1, 2023 to July 31, 2024. Effective June 1, 2024, the Quality Value ETF changed its fiscal year end to July 31 (See Note 1 in the Notes to Financial
Statements).
(2)
The share transactions for the Quality Value ETF for the year ended October 31, 2023 are as follows:
 
 
108
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2025 
 
For the Year Ended
October 31, 2023(1)
Quality Value ETF
Shares
Amount
 
 
Shares Sold(2)
7,278,138
$156,946,712
Shares Issued for Reinvested Dividends(2)
37,745
858,432
Shares Redeemed(2)
(7,878,908
)
(170,802,378
)
Reorganization (see Note 1)
7,684,257
166,507,716
Net Increase (Decrease)(2)
7,121,232
153,510,482
Class A
Shares Sold
314,497
$7,284,449
Shares Issued for Reinvested Dividends
458,294
10,659,453
Shares Redeemed
(8,103,051
)
(179,821,950
)
Net Increase (Decrease)
(7,330,260
)
(161,878,048
)
Class C
Shares Sold
97,617
$1,876,188
Shares Issued for Reinvested Dividends
15,597
302,177
Shares Redeemed
(286,977
)
(5,349,607
)
Net Increase (Decrease)
(173,763
)
(3,171,242
)
Class I
Shares Sold
388,347
$8,732,221
Shares Issued for Reinvested Dividends
87,476
2,001,361
Shares Redeemed
(1,787,994
)
(39,221,923
)
Net Increase (Decrease)
(1,312,171
)
(28,488,341
)
Class R3
Shares Sold
2,736
$63,393
Shares Issued for Reinvested Dividends
2,297
54,524
Shares Redeemed
(44,059
)
(999,179
)
Net Increase (Decrease)
(39,026
)
(881,262
)
Class R4
Shares Sold
31,094
$738,003
Shares Issued for Reinvested Dividends
13,177
316,133
Shares Redeemed
(254,050
)
(5,787,791
)
Net Increase (Decrease)
(209,779
)
(4,733,655
)
Class R5
Shares Sold
603
$15,289
Shares Issued for Reinvested Dividends
910
22,057
Shares Redeemed
(15,180
)
(350,957
)
Net Increase (Decrease)
(13,667
)
(313,611
)
Class R6
Shares Sold
156,960
$3,721,449
Shares Issued for Reinvested Dividends
32,143
780,498
Shares Redeemed
(667,871
)
(15,451,489
)
Net Increase (Decrease)
(478,768
)
(10,949,542
)
Class Y
Shares Sold
25,536
$620,145
Shares Issued for Reinvested Dividends
16,684
405,796
Shares Redeemed
(316,362
)
(7,297,920
)
Net Increase (Decrease)
(274,142
)
(6,271,979
)
Total Net Increase (Decrease)
(2,710,344
)
$(63,177,198
)
 
(1)
As of October 13, 2023, the Quality Value ETF converted from a mutual fund to an ETF pursuant to an Agreement and Plan of Reorganization and Liquidation
(the "Reorganization"). All information and references to periods prior to the close of business on October 13, 2023 refers to the Predecessor Fund (as defined in Note 1). See
Note 1 for additional information about the Reorganization.
(2)
Includes Class F Shares of the Predecessor Fund prior to the Reorganization and the Quality Value ETF post Reorganization.
13.
Line of Credit:
The AAA CLO ETF, Core Bond ETF, Municipal Opportunities ETF, Tax-Aware Bond ETF, Strategic Income ETF, and Total Return Bond ETF participate  in a committed line of credit pursuant to a credit agreement dated February 27, 2025. Each such Fund may borrow under the line of credit for temporary or emergency purposes. These Funds (together with certain other Hartford Funds) may borrow up to $350 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. As of February 27, 2025, the interest rate on borrowings is equal to the higher of the Federal Funds Effective Rate and the Overnight Bank Funding Rate, plus an applicable margin. The
 
109
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2025 
facility also charges a commitment fee. From August 1, 2024 through February 27, 2025, these Funds (together with certain other Hartford Funds) had a similar agreement that enabled them to participate in a $350 million committed line of credit. The fees incurred by these Funds, if any, in connection with the credit facility during the period would be paid by the Investment Manager. During and as of the year ended July 31, 2025, none of these Funds had borrowings under these facilities.
14.
Indemnifications:
Under the Trust’s organizational documents, the Trust shall indemnify its officers and trustees to the full extent required or permitted under the applicable laws of the State of Delaware and federal securities laws. In addition, the Trust, on behalf of the Funds, may enter into contracts that contain a variety of indemnifications. The Trust’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Trust has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.
15.
Recent Accounting Pronouncement:
In December 2023, the FASB issued ASU 2023-09 Income Taxes (Topic 740): Improvements to Income Tax Disclosures. Effective for annual periods beginning after December 15, 2024, the amendments require greater disaggregation of disclosures related to income taxes paid. The ASU allows for early adoption and amendments that should be applied on a prospective basis. Management is currently evaluating the impact of the ASU but does not expect this guidance to materially impact the financial statements.
16.
Subsequent Events:
Management has evaluated all subsequent transactions and events through the date on which these financial statements were issued and has determined that no additional items require disclosure in these financial statements.
 
110
Report of Independent Registered Public Accounting Firm
To the Board of Trustees of Hartford Funds Exchange-Traded Trust and Shareholders of Hartford AAA CLO ETF, Hartford Core Bond ETF, Hartford Large Cap Growth ETF, Hartford Municipal Opportunities ETF, Hartford Quality Value ETF, Hartford Schroders Tax-Aware Bond ETF, Hartford Strategic Income ETF (formerly, Hartford Sustainable Income ETF) and Hartford Total Return Bond ETF
Opinions on the Financial Statements
We have audited the accompanying statements of assets and liabilities, including the schedules of investments, of each of the Funds listed in the table below (constituting Hartford Funds Exchange-Traded Trust, hereafter collectively referred to as the "Funds") as of July 31, 2025, the related statements of operations and of changes in net assets for each of the periods indicated in the table below, including the related notes, and the financial highlights for each of the periods indicated therein (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the financial position of each of the Funds listed in the table below as of July 31, 2025, the results of each of their operations and the changes in each of their net assets for the periods indicated in the table below, and each of the financial highlights for each of the periods indicated therein, in conformity with accounting principles generally accepted in the United States of America. 
Fund Name
Hartford AAA CLO ETF(1)
Hartford Core Bond ETF(1)
Hartford Large Cap Growth ETF(1)
Hartford Municipal Opportunities ETF(1)
Hartford Quality Value ETF(2)
Hartford Schroders Tax-Aware Bond ETF(1)
Hartford Strategic Income ETF(1)
Hartford Total Return Bond ETF(1)
 
(1)
Statement of operations for the year ended July 31, 2025 and the statement of changes in net assets for the years ended July 31, 2025 and 2024
(2)
Statement of operations for the year ended July 31, 2025 and the statement of changes in net assets for the year ended July 31, 2025, for the period November 1, 2023
through July 31, 2024 and for the year ended October 31, 2023
Basis for Opinions
These financial statements are the responsibility of the Funds’ management. Our responsibility is to express an opinion on the Funds’ financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Funds in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.
Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. Our procedures included confirmation of securities owned as of July 31, 2025 by correspondence with the custodian, transfer agent, agent banks and brokers; when replies were not received from agent banks and brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions.
/s/PricewaterhouseCoopers LLP
Philadelphia, Pennsylvania
September 25, 2025
We have served as the auditor of one or more investment companies in the Hartford Funds group of investment companies since 2020.
 
111
Hartford Active ETFs
 Item 8. Changes in and Disagreements with Accountants for Open-End Management Investment Companies.   
Not applicable. There were no changes in or disagreements with accountants during the period.
 
112
Hartford Active ETFs
Item 9. Proxy Disclosures for Open-End Management Investment Companies.
Not applicable. There were no matters submitted to a vote of shareholders during the period.
 
113
Hartford Active ETFs
 Item 10. Remuneration Paid to Trustees, Officers, and Others of Open-End Management Investment Companies.   
During the period August 1, 2024 through July 31, 2025, the Hartford Funds Exchange-Traded Trust paid no remuneration to any of its trustees or officers or to any affiliated person of its trustees or officers. Under each Fund's unitary management fee arrangements, remuneration for independent trustees is paid by Hartford Funds Exchange-Traded Trust out of the management fee.
 
114
Hartford Active ETFs
Item 11. Statement Regarding Basis for Approval of Investment Advisory Contract.
Not applicable. There were no approvals of investment advisory contracts during the period February 1, 2025 through July 31, 2025.
 
115
Hartford Active ETFs
Index Glossary for Indices Included in the Annual Shareholder Report (Unaudited)
 
Bloomberg Municipal Bond 1-15 Year Blend (1-17) Index (reflects no
deduction for fees, expenses or taxes) is a sub-index of the
Bloomberg Municipal Bond Index. It is a rules-based market
value-weighted index of bonds with maturities of 1 year to 17 years
engineered for the tax-exempt bond market.
Bloomberg Municipal Bond Index (reflects no deduction for fees,
expenses or taxes) is designed to cover the USD-denominated
long-term tax-exempt bond market.
Bloomberg US Aggregate Bond Index (reflects no deduction for fees,
expenses or taxes) is composed of securities that cover the US
investment grade fixed rate bond market, with index components for
government and corporate securities, mortgage pass-through
securities, and asset-backed securities.
JP Morgan CLOIE AAA Index (reflects no deduction for fees,
expenses or taxes) is designed to track the AAA-rated components of
the USD-denominated, broadly syndicated CLO market.
Russell 1000 Growth Index (Gross) (reflects no deduction for fees,
expenses or taxes) is designed to measure the performance of those
Russell 1000 Index companies with higher price-to-book ratios and
higher forecasted growth values. The Russell 1000 Index is designed
to measure the performance of the 1,000 largest companies in the
Russell 3000 Index based on their market capitalization and current
index membership.
Russell 1000 Index (reflects no deduction for fees, expenses or taxes)
is designed to measure the performance of the 1,000 largest
companies in the Russell 3000 Index. The Russell 3000 Index is
designed to measure the performance of the 3,000 largest US
companies based on total market capitalizations.
Russell 1000 Value Index (Gross) (reflects no deduction for fees,
expenses or taxes) is designed to measure the performance of those
Russell 1000 Index companies with lower price-to-book ratios and
lower forecasted growth values. The Russell 1000 Index is designed to
measure the performance of the 1,000 largest companies in the
Russell 3000 Index based on their market capitalization and current
index membership.
Additional Information Regarding Bloomberg Index(es).
“Bloomberg®” and the above referenced Bloomberg index(es) are
service marks of Bloomberg Finance L.P. and its affiliates, including
Bloomberg Index Services Limited (“BISL”), the administrator of the
index (collectively, “Bloomberg”), and have been licensed for use for
certain purposes by Hartford Funds Management Company, LLC
("HFMC"). The Funds are not sponsored, endorsed, sold or promoted
by Bloomberg. Bloomberg does not make any representation or
warranty, express or implied, to the owners of or counterparties to the
Funds or any member of the public regarding the advisability of
investing in securities generally or in the Funds particularly. The only
relationship of Bloomberg to HFMC is the licensing of certain
trademarks, trade names and service marks and of the above
referenced Bloomberg index(es), which is determined, composed and
calculated by BISL without regard to HFMC or the Funds. Bloomberg
has no obligation to take the needs of HFMC or the owners of the
Funds into consideration in determining, composing or calculating the
above referenced Bloomberg index(es). Bloomberg is not responsible
for and has not participated in the determination of the timing of,
prices at, or quantities of the Funds to be issued. Bloomberg shall not
have any obligation or liability, including, without limitation, to the
Funds' customers, in connection with the administration, marketing or
trading of the Funds.
BLOOMBERG DOES NOT GUARANTEE THE ACCURACY AND/OR
THE COMPLETENESS OF THE ABOVE REFERENCED BLOOMBERG
INDEX(ES) OR ANY DATA RELATED THERETO AND SHALL HAVE NO
LIABILITY FOR ANY ERRORS, OMISSIONS OR INTERRUPTIONS
THEREIN. BLOOMBERG DOES NOT MAKE ANY WARRANTY,
EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY
HFMC, OWNERS OF THE FUNDS OR ANY OTHER PERSON OR
ENTITY FROM THE USE OF THE ABOVE REFERENCED
BLOOMBERG INDEX(ES) OR ANY DATA RELATED THERETO.
BLOOMBERG DOES NOT MAKE ANY EXPRESS OR IMPLIED
WARRANTIES AND EXPRESSLY DISCLAIMS ALL WARRANTIES OF
MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE
OR USE WITH RESPECT TO THE ABOVE REFERENCED
BLOOMBERG INDEX(ES) OR ANY DATA RELATED THERETO.
WITHOUT LIMITING ANY OF THE FOREGOING, TO THE MAXIMUM
EXTENT ALLOWED BY LAW, BLOOMBERG, ITS LICENSORS, AND
ITS AND THEIR RESPECTIVE EMPLOYEES, CONTRACTORS,
AGENTS, SUPPLIERS, AND VENDORS SHALL HAVE NO LIABILITY
OR RESPONSIBILITY WHATSOEVER FOR ANY INJURY OR
DAMAGES --WHETHER DIRECT, INDIRECT, CONSEQUENTIAL,
INCIDENTAL, PUNITIVE OR OTHERWISE --ARISING IN
CONNECTION WITH THE ABOVE REFERENCED BLOOMBERG
INDEX(ES) OR ANY DATA OR VALUES RELATING THERETO
--WHETHER ARISING FROM THEIR NEGLIGENCE OR OTHERWISE,
EVEN IF NOTIFIED OF THE POSSIBILITY THEREOF.
 
116
This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report.
The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.
Investors should carefully consider a Fund’s investment objectives, risks, charges and expenses. This and other important information is contained in the Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.
Hartford Funds Management Company, LLC (HFMC) is the investment manager for the active ETFs. Hartford AAA CLO ETF, Hartford Core Bond ETF, Hartford Large Cap Growth ETF, Hartford Municipal Opportunities ETF, Hartford Quality Value ETF, Hartford Strategic Income ETF and Hartford Total Return Bond ETF are sub-advised by Wellington Management Company LLP (Wellington). Hartford Schroders Tax-Aware Bond ETF is sub-advised by Schroder Investment Management North America Inc. (“SIMNA”) and sub-sub-advised by Schroder Investment Management North America Ltd. (“SIMNA Ltd”, together with SIMNA, “Schroders”). HFMC, Wellington, SIMNA, and SIMNA Ltd. are all SEC registered investment advisers. The ETFs are distributed by ALPS Distributors, Inc., which is not affiliated with Wellington, Schroders or HFMC.
ETFAR-A25 09/25 Printed in the U.S.A.