# EDGAR Filing Document

**Accession Number:** 0001605803
**File Stem:** 0001193125-25-229311
**Filing Date:** 2025-10
**Character Count:** 452897
**Document Hash:** 917cb25fe67b717d8a147d09ca3b2e2d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-229311.hdr.sgml**: 20251003

**ACCESSION NUMBER**: 0001193125-25-229311

**CONFORMED SUBMISSION TYPE**: N-CSR

**PUBLIC DOCUMENT COUNT**: 27

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20251003

**DATE AS OF CHANGE**: 20251003

**EFFECTIVENESS DATE**: 20251003

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Lattice Strategies Trust
- **CENTRAL INDEX KEY:** 0001605803

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** N-CSR
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23002
- **FILM NUMBER:** 251372228

**BUSINESS ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087
- **BUSINESS PHONE:** 610-386-4068

**MAIL ADDRESS:**
- **STREET 1:** 690 LEE ROAD
- **CITY:** WAYNE
- **STATE:** PA
- **ZIP:** 19087

## Series and Classes Contracts Data

### Hartford Multifactor Developed Markets (ex-US) ETF (Series ID: S000047583)

| Class ID   | Class Name                                         | Ticker Symbol   |
|:---|:---|:---|
| C000149406 | Hartford Multifactor Developed Markets (ex-US) ETF | RODM            |

### Hartford Multifactor Emerging Markets ETF (Series ID: S000047584)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000149407 | Hartford Multifactor Emerging Markets ETF | ROAM            |

### Hartford Multifactor US Equity ETF (Series ID: S000047586)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000149409 | Hartford Multifactor US Equity ETF | ROUS            |

### Hartford Multifactor Small Cap ETF (Series ID: S000047587)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000149410 | Hartford Multifactor Small Cap ETF | ROSC            |

### Hartford Disciplined US Equity ETF (Series ID: S000078063)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000238811 | Hartford Disciplined US Equity ETF | HDUS            |

### Hartford US Quality Growth ETF (Series ID: S000083139)

| Class ID   | Class Name                     | Ticker Symbol   |
|:---|:---|:---|
| C000246653 | Hartford US Quality Growth ETF | HQGO            |

### Hartford US Value ETF (Series ID: S000083140)

| Class ID   | Class Name            | Ticker Symbol   |
|:---|:---|:---|
| C000246654 | Hartford US Value ETF | VMAX            |

?xml version='1.0' encoding='ASCII'? LATTICE STRATEGIES TRUST

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

### FORM N-CSR

#### CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT INVESTMENT COMPANIES
Investment Company Act file number

#### 811-23002

## Lattice Strategies Trust
(Exact name of registrant as specified in charter)

690 Lee Road, Wayne, Pennsylvania 19087

(Address of Principal Executive Offices) (Zip Code)

Thomas R. Phillips, Esquire

Hartford Funds Management Company, LLC

690 Lee Road

Wayne, Pennsylvania 19087

(Name and Address of Agent for Service)

Copy to:

John V. O'Hanlon, Esquire

Dechert LLP

One International Place, 40th Floor

100 Oliver Street

Boston, Massachusetts 02110-2605

Registrant's telephone number, including area code:

&nbsp;&nbsp;&nbsp;&nbsp;(610) 386-4068

Date of fiscal year end:

July 31

Date of reporting period:

July 31, 2025

Form N-CSR is to be used by management investment companies to file reports with the Commission not later than 10 days after the transmission to stockholders of any report that is required to be transmitted to stockholders under Rule 30e-1 under the Investment Company Act of 1940 (17 CFR 270.30e-1). The Commission may use the information provided on Form N-CSR in its regulatory, disclosure review, inspection, and policymaking roles.

A registrant is required to disclose the information specified by Form N-CSR, and the Commission will make this information public. A registrant is not required to respond to the collection of information contained in Form N-CSR unless the Form displays a currently valid Office of Management and Budget ("OMB") control number. Please direct comments concerning the accuracy of the information collection burden estimate and any suggestions for reducing the burden to Secretary, Securities and Exchange Commission, 100 F Street, NE, Washington, DC 20549-1090. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.

 **Item 1. Reports to Stockholders.**

(a) ![HF_Logo_Tag](g870130images_237.jpg)

### Annual Shareholder Report

### July 31, 2025

### Hartford Disciplined US Equity ETF

### HDUS/ NYSE Arca
This annual shareholder report contains important information about the Hartford Disciplined US Equity ETF (the "Fund") for the period of October 1, 2024 to July 31, 2025. This annual report covers less than a full 12 month period (effective May 1, 2025, the Fund changed it's fiscal year end from September 30 to July 31). 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<sup>\*</sup>** | **Costs paid as a percentage<br>of a $10,000 investment<sup>^</sup>** |
| Hartford Disciplined US Equity ETF | $17 | 0.19% |

---

---

| |
|:---|
| \*<sup>Costs of a $10,000 investment for a full 12 month period would be higher.</sup> |
| ^<sup>Annualized.</sup> |

---

#### How did the Fund perform last year and what impacted its performance?
**Management's Discussion of Fund Performance**

Large-Cap U.S. equities generated positive returns over the trailing one-year period ending July 31, 2025, as measured by the Russell 1000 Index. Performance across sectors was mixed over the period led by positive return in the Communication Services sector while the Healthcare sector had the largest negative return over the trailing one-year period.

#### Top Contributors to Performance
* The Fund's positive active exposures to the Momentum and Dividend Yield risk factors were contributors to performance as these factors generated positive excess return for the trailing twelve-month period. 

* Positive stock selection in Healthcare contributed to performance for the period. 

#### Top Detractors to Performance
* Positive active exposure to Value, Small Size, and Low Volatility contributed negatively to performance, as higher volatility, growth stocks and larger-cap equities outperformed for the period. 

* Negative stock selection in Industrials detracted from performance for the period. 

**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](g870130chartimages_172601.jpg)

---

| | | |
|:---|:---|:---|
| **Average Annual Total Returns<br>For the Periods Ended July 31, 2025** | **1 Year** | **Since Inception<br>(November 16, 2022)** |
| Fund | 16.31%<sup>†</sup> | 18.66% |
| Hartford Disciplined US Equity Index | 16.52% | 18.89% |
| Russell 1000 Index (Gross) | 16.54% | 20.14% |

---

<sup>†</sup>&nbsp;&nbsp; <sup>Cumulative performance for the period was 11.16%.</sup>

**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

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;Fund's net assets | &nbsp;&nbsp;&nbsp;&nbsp;$138717113 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total number of portfolio holdings (excluding derivatives, if any) | &nbsp;&nbsp;&nbsp;&nbsp;260 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total investment advisory fees paid\* | &nbsp;&nbsp;&nbsp;&nbsp;$209456 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio turnover rate (excludes in-kind creation or redemption transactions)\* | &nbsp;&nbsp;&nbsp;&nbsp;33% |

---

<sup>\*</sup> <sup>Reflects for the period October 1, 2024 through July 31, 2025.</sup>

#### 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** <sup>\*</sup>

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;Information Technology | 30.5% |
| &nbsp;&nbsp;&nbsp;&nbsp;Financials | 11.7% |
| &nbsp;&nbsp;&nbsp;&nbsp;Industrials | 10.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;Communication Services | 10.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Discretionary | 9.9% |
| &nbsp;&nbsp;&nbsp;&nbsp;Health Care | 8.6% |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Staples | 6.7% |
| &nbsp;&nbsp;&nbsp;&nbsp;Real Estate | 3.9% |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy | 3.1% |
| &nbsp;&nbsp;&nbsp;&nbsp;Materials | 2.7% |
| &nbsp;&nbsp;&nbsp;&nbsp;Utilities | 1.9% |
| &nbsp;&nbsp;&nbsp;&nbsp;Short-Term Investments | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;Other Assets & Liabilities | 0.1% |
| &nbsp;&nbsp;&nbsp;&nbsp;Total | 100.0% |

---

<sup><sup>\*</sup></sup> <sup>For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.</sup>

#### 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_AHDUS_0725

![HF_Logo_Tag](g870130images_237.jpg)

### Annual Shareholder Report

### July 31, 2025

### Hartford Multifactor Developed Markets (ex-US) ETF

### RODM/ NYSE Arca
This annual shareholder report contains important information about the Hartford Multifactor Developed Markets (ex-US) ETF (the "Fund") for the period of October 1, 2024 to July 31, 2025. This annual report covers less than a full 12 month period (effective May 1, 2025, the Fund changed it's fiscal year end from September 30 to July 31). 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<sup>\*</sup>** | **Costs paid as a percentage<br>of a $10,000 investment<sup>^</sup>** |
| Hartford Multifactor Developed Markets (ex-US) ETF | $26 | 0.29% |

---

---

| |
|:---|
| \*<sup>Costs of a $10,000 investment for a full 12 month period would be higher.</sup> |
| ^<sup>Annualized.</sup> |

---

#### How did the Fund perform last year and what impacted its performance?
**Management's Discussion of Fund Performance**

International developed market equities generated strong returns over the trailing one-year period ending July 31, 2025 as measured by the MSCI World ex USA Index. Equities were positive across most countries within the index led by performance from the Financials and Industrials sectors.

#### Top Contributors to Performance
* The Fund's positive active exposures to the Value, Small Size, and Momentum risk factors contributed positively to performance as these factors generated positive excess return for the trailing twelve-month period. 

* Positive stock selection in Healthcare, Financials, and Materials were top contributors to performance. 

* Performance also benefited from positive security selection in Israel, Denmark, and Canada. 

#### Top Detractors to Performance
* The Fund was negatively affected from its positive active exposures to Low Volatility and Dividend Yield as these risk factors underperformed. 

* Negative stock selection in Utilities detracted from performance. 

* Underweights to Germany and Spain also detracted from performance. 

**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](g870130chartimages_172597.jpg)

---

| | | | |
|:---|:---|:---|:---|
| **Average Annual Total Returns<br>For the Periods Ended July 31, 2025** | **1 Year** | **5 Years** | **10 Years** |
| Fund | 21.40%<sup>†</sup> | 10.47% | 6.46% |
| Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index | 21.73% | 10.67% | 6.63% |
| MSCI World ex USA Index (Net) | 13.70% | 10.65% | 6.36% |

---

<sup>†</sup>&nbsp;&nbsp; <sup>Cumulative performance for the period was 14.78%.</sup>

**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

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;Fund's net assets | &nbsp;&nbsp;&nbsp;&nbsp;$1158932071 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total number of portfolio holdings (excluding derivatives, if any) | &nbsp;&nbsp;&nbsp;&nbsp;320 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total investment advisory fees paid\* | &nbsp;&nbsp;&nbsp;&nbsp;$2678108 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio turnover rate (excludes in-kind creation or redemption transactions)\* | &nbsp;&nbsp;&nbsp;&nbsp;25% |

---

<sup>\*</sup> <sup>Reflects for the period October 1, 2024 through July 31, 2025.</sup>

#### 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 Country <sup>\*</sup>** 

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;Japan | 19.9 |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | 14.6 |
| &nbsp;&nbsp;&nbsp;&nbsp;United Kingdom | 10.8 |
| &nbsp;&nbsp;&nbsp;&nbsp;Australia | 10.2 |
| &nbsp;&nbsp;&nbsp;&nbsp;United States | 5.7 |
| &nbsp;&nbsp;&nbsp;&nbsp;France | 5.3 |
| &nbsp;&nbsp;&nbsp;&nbsp;Germany | 4.9 |
| &nbsp;&nbsp;&nbsp;&nbsp;Israel | 3.8 |
| &nbsp;&nbsp;&nbsp;&nbsp;Netherlands | 2.9 |
| &nbsp;&nbsp;&nbsp;&nbsp;Sweden | 2.9 |
| &nbsp;&nbsp;&nbsp;&nbsp;Other | 18.2 |
| &nbsp;&nbsp;&nbsp;&nbsp;Short-Term Investments | 1.2 |
| &nbsp;&nbsp;&nbsp;&nbsp;Other Assets & Liabilities | (0.4) |
| &nbsp;&nbsp;&nbsp;&nbsp;Total | 100.0 |

---

---

| |
|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;\*<sup>For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\*<sup>Ten largest country/geographic regions are presented. Additional country/geographic regions are found in Other.</sup> |

---

#### 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_ARODM_0725

![HF_Logo_Tag](g870130images_237.jpg)

### Annual Shareholder Report

### July 31, 2025

### Hartford Multifactor Emerging Markets ETF

### ROAM/ NYSE Arca
This annual shareholder report contains important information about the Hartford Multifactor Emerging Markets ETF (the "Fund") for the period of October 1, 2024 to July 31, 2025. This annual report covers less than a full 12 month period (effective May 1, 2025, the Fund changed it's fiscal year end from September 30 to July 31). 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<sup>\*</sup>** | **Costs paid as a percentage<br>of a $10,000 investment<sup>^</sup>** |
| Hartford Multifactor Emerging Markets ETF | $38 | 0.44% |

---

---

| |
|:---|
| \*<sup>Costs of a $10,000 investment for a full 12 month period would be higher.</sup> |
| ^<sup>Annualized.</sup> |

---

#### How did the Fund perform last year and what impacted its performance?
**Management's Discussion of Fund Performance**

Emerging Market equities generated strong returns over the trailing one-year period ending July 31, 2025 as measured by the MSCI Emerging Markets Index. Equities were positive across most countries within the index led by contribution to return from the Financials, Information Technology, and Communication Services sectors.

#### Top Contributors to Performance
* The Fund's positive active exposures to the Value and Small Size risk factors contributed positively to performance as these factors generated positive excess return for the trailing twelve-month period. 

* Positive stock selection in Financials, Industrials, and Materials contributed to results. 

* Performance also benefited from positive security selection in South Korea and Thailand. 

#### Top Detractors to Performance
* The Fund was negatively affected by its positive active exposures to the Dividend Yield and Low Volatility risk factors as these factors generated negative excess return for the trailing twelve-month period. 

* Negative stock selection in Communication Services, Consumer Discretionary, and Information Technology detracted from results. 

* Negative stock selection in Taiwan and Hong Kong and an overweight in Turkey also detracted from performance. 

**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](g870130chartimages_172598.jpg)

---

| | | | |
|:---|:---|:---|:---|
| **Average Annual Total Returns<br>For the Periods Ended July 31, 2025** | **1 Year** | **5 Years** | **10 Years** |
| Fund | 14.38%<sup>†</sup> | 9.93% | 5.14% |
| Hartford Multifactor Emerging Markets Equity Index | 14.89% | 10.87% | 0.00%\* |
| MSCI Emerging Markets Index (Net) | 17.18% | 5.40% | 5.77% |

---

---

| |
|:---|
| <sup>†</sup> |
| <sup>\*</sup> &nbsp;&nbsp; <sup>The Hartford Multifactor Emerging Markets Equity Index commenced operations on June 28, 2019. Reflects annualized returns starting on June 28, 2019.</sup> |

---

Performance information prior to September 11, 2019 reflects the Fund's performance when it tracked its prior index.

**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

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;Fund's net assets | &nbsp;&nbsp;&nbsp;&nbsp;$39371428 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total number of portfolio holdings (excluding derivatives, if any) | &nbsp;&nbsp;&nbsp;&nbsp;315 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total investment advisory fees paid\* | &nbsp;&nbsp;&nbsp;&nbsp;$114469 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio turnover rate (excludes in-kind creation or redemption transactions)\* | &nbsp;&nbsp;&nbsp;&nbsp;32% |

---

<sup>\*</sup> <sup>Reflects for the period October 1, 2024 through July 31, 2025.</sup>

#### 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 Country <sup>\*</sup>** 

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;China | 21.1 | % |
| &nbsp;&nbsp;&nbsp;&nbsp;Taiwan | 15.9 | % |
| &nbsp;&nbsp;&nbsp;&nbsp;India | 14.9 | % |
| &nbsp;&nbsp;&nbsp;&nbsp;South Korea | 14.0 | % |
| &nbsp;&nbsp;&nbsp;&nbsp;Saudi Arabia | 5.5 | % |
| &nbsp;&nbsp;&nbsp;&nbsp;Thailand | 3.7 | % |
| &nbsp;&nbsp;&nbsp;&nbsp;Indonesia | 3.5 | % |
| &nbsp;&nbsp;&nbsp;&nbsp;Malaysia | 3.2 | % |
| &nbsp;&nbsp;&nbsp;&nbsp;Poland | 3.2 | % |
| &nbsp;&nbsp;&nbsp;&nbsp;Brazil | 4.3 | % |
| &nbsp;&nbsp;&nbsp;&nbsp;Other | 10.2 | %<sup>\*\*</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;Short-Term Investments | 0.4 | % |
| &nbsp;&nbsp;&nbsp;&nbsp;Other Assets & Liabilities | 0.1 | % |
| &nbsp;&nbsp;&nbsp;&nbsp;Total | 100.0 | % |

---

---

| |
|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;\*<sup>For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;\*\*<sup>Ten largest country/geographic regions are presented. Additional country/geographic regions are found in Other.</sup> |

---

#### 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_AROAM_0725

![HF_Logo_Tag](g870130images_237.jpg)

### Annual Shareholder Report

### July 31, 2025

### Hartford Multifactor Small Cap ETF

### ROSC/ NYSE Arca
This annual shareholder report contains important information about the Hartford Multifactor Small Cap ETF (the "Fund") for the period of October 1, 2024 to July 31, 2025. This annual report covers less than a full 12 month period (effective May 1, 2025, the Fund changed it's fiscal year end from September 30 to July 31). 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<sup>\*</sup>** | **Costs paid as a percentage<br>of a $10,000 investment<sup>^</sup>** |
| Hartford Multifactor Small Cap ETF | $28 | 0.34% |

---

---

| |
|:---|
| \*<sup>Costs of a $10,000 investment for a full 12 month period would be higher.</sup> |
| ^<sup>Annualized.</sup> |

---

#### How did the Fund perform last year and what impacted its performance?
**Management's Discussion of Fund Performance**

Small-Cap U.S. equities generated negative returns over the trailing one-year period ending July 31, 2025 as measured by the Russell 2000 Index. Performance across sectors was mixed over the period led by positive return in the Consumer Staples and Industrials sectors while Energy and Healthcare had the largest negative returns over the trailing one-year period.

#### Top Contributors to Performance
* The Fund's positive active exposure to the Dividend Yield risk factor contributed to performance as this factor generated positive excess return for the trailing twelve-month period. 

* Positive stock selection in Healthcare contributed to performance for the period. 

#### Top Detractors to Performance
* Positive active exposure to Value, Small Size, and Low Volatility contributed negatively to performance, as higher volatility, growth stocks and larger-cap equities outperformed for the period. 

* Negative stock selection in Industrials detracted from performance for the period. 

**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](g870130chartimages_172599.jpg)

---

| | | | |
|:---|:---|:---|:---|
| **Average Annual Total Returns<br>For the Period Ended July 31, 2025** | **1 Year** | **5 Years** | **10 Years** |
| Fund | (4.54)%<sup>†</sup> | 12.53% | 7.95% |
| Hartford Multifactor Small Cap Index | (4.19)% | 12.92% | 0.00%\* |
| Russell 2000 Index (Gross) | (0.55)% | 9.81% | 7.43% |
| Russell 3000 Index (Gross) | 15.68% | 15.19% | 13.02% |

---

---

| |
|:---|
| <sup>†</sup> |
| <sup>\*</sup> &nbsp;&nbsp; <sup>The Hartford Multifactor Small Cap Index commenced operations on June 28, 2019. Reflects annualized returns starting on June 28, 2019.</sup> |

---

The Russell 2000 Index is the Fund's performance index and the Russell 3000 Index serves as the Fund's regulatory index and provides a broad measure of market performance.

Performance information prior to November 06, 2019 reflects the Fund's performance when it tracked its prior index.

**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

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;Fund's net assets | &nbsp;&nbsp;&nbsp;&nbsp;$35571241 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total number of portfolio holdings (excluding derivatives, if any) | &nbsp;&nbsp;&nbsp;&nbsp;311 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total investment advisory fees paid\* | &nbsp;&nbsp;&nbsp;&nbsp;$93549 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio turnover rate (excludes in-kind creation or redemption transactions)\* | &nbsp;&nbsp;&nbsp;&nbsp;25% |

---

<sup>\*</sup> <sup>Reflects for the period October 1, 2024 through July 31, 2025.</sup>

#### 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** <sup>\*</sup>

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;Financials | 17.9% |
| &nbsp;&nbsp;&nbsp;&nbsp;Industrials | 17.6% |
| &nbsp;&nbsp;&nbsp;&nbsp;Health Care | 16.8% |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Discretionary | 12.0% |
| &nbsp;&nbsp;&nbsp;&nbsp;Information Technology | 10.6% |
| &nbsp;&nbsp;&nbsp;&nbsp;Real Estate | 6.7% |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Staples | 5.5% |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy | 3.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;Materials | 3.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;Communication Services | 3.1% |
| &nbsp;&nbsp;&nbsp;&nbsp;Utilities | 3.0% |
| &nbsp;&nbsp;&nbsp;&nbsp;Short-Term Investments | 2.6% |
| &nbsp;&nbsp;&nbsp;&nbsp;Other Assets & Liabilities | (2.3)% |
| &nbsp;&nbsp;&nbsp;&nbsp;Total | 100.0% |

---

<sup><sup>\*</sup></sup> <sup>For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.</sup>

#### 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_AROSC_0725

![HF_Logo_Tag](g870130images_237.jpg)

### Annual Shareholder Report

### July 31, 2025

### Hartford Multifactor US Equity ETF

### ROUS/ NYSE Arca
This annual shareholder report contains important information about the Hartford Multifactor US Equity ETF (the "Fund") for the period of October 1, 2024 to July 31, 2025. This annual report covers less than a full 12 month period (effective May 1, 2025, the Fund changed it's fiscal year end from September 30 to July 31). 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<sup>\*</sup>** | **Costs paid as a percentage<br>of a $10,000 investment<sup>^</sup>** |
| Hartford Multifactor US Equity ETF | $16 | 0.19% |

---

---

| |
|:---|
| \*<sup>Costs of a $10,000 investment for a full 12 month period would be higher.</sup> |
| ^<sup>Annualized.</sup> |

---

#### How did the Fund perform last year and what impacted its performance?
**Management's Discussion of Fund Performance**

Large-Cap U.S. equities generated positive returns over the trailing one-year period ending July 31, 2025, as measured by the Russell 1000 Index. Performance across sectors was mixed over the period led by positive return in the Communication Services sector while the Healthcare sector had the largest negative return over the trailing one-year period.

#### Top Contributors to Performance
* The Fund's positive active exposures to the Dividend yield and Momentum risk factors were contributors to performance as these factors generated positive excess return for the trailing twelve-month period. 

* Positive stock selection in the Consumer Staples and Utilities sectors contributed to performance. 

#### Top Detractors to Performance .
* Positive active exposure to Value, Small Size, and Low Volatility contributed negatively to performance, as higher volatility, growth stocks and larger-cap equities outperformed for the period. 

* Negative stock selection occurred in Information Technology led by underweights in NVIDIA and Microsoft. 

* Negative stock selection in Industrials and Consumer Discretionary were also top detractors over the period. 

**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](g870130chartimages_172600.jpg)

---

| | | | |
|:---|:---|:---|:---|
| **Average Annual Total Returns<br>For the Periods Ended July 31, 2025** | **1 Year** | **5 Years** | **10 Years** |
| Fund | 9.72%<sup>†</sup> | 13.59% | 10.11% |
| Hartford Multifactor Large Cap Index | 9.91% | 13.75% | 0.00%\* |
| Russell 1000 Index (Gross) | 16.54% | 15.49% | 13.38% |

---

---

| |
|:---|
| <sup>†</sup> |
| <sup>\*</sup> &nbsp;&nbsp; <sup>The Hartford Multifactor Large Cap Index commenced operations on June 28, 2019. Reflects annualized returns starting on June 28, 2019.</sup> |

---

Performance information prior to September 11, 2019 reflects the Fund's performance when it tracked its prior index.

**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

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;Fund's net assets | &nbsp;&nbsp;&nbsp;&nbsp;$473099675 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total number of portfolio holdings (excluding derivatives, if any) | &nbsp;&nbsp;&nbsp;&nbsp;334 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total investment advisory fees paid\* | &nbsp;&nbsp;&nbsp;&nbsp;$717045 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio turnover rate (excludes in-kind creation or redemption transactions)\* | &nbsp;&nbsp;&nbsp;&nbsp;26% |

---

<sup>\*</sup> <sup>Reflects for the period October 1, 2024 through July 31, 2025.</sup>

#### 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** <sup>\*</sup>

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;Information Technology | 29.1% |
| &nbsp;&nbsp;&nbsp;&nbsp;Financials | 12.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;Health Care | 10.9% |
| &nbsp;&nbsp;&nbsp;&nbsp;Industrials | 10.9% |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Discretionary | 9.7% |
| &nbsp;&nbsp;&nbsp;&nbsp;Communication Services | 7.8% |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Staples | 7.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;Utilities | 4.6% |
| &nbsp;&nbsp;&nbsp;&nbsp;Materials | 3.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy | 2.7% |
| &nbsp;&nbsp;&nbsp;&nbsp;Real Estate | 1.4% |
| &nbsp;&nbsp;&nbsp;&nbsp;Short-Term Investments | 0.1% |
| &nbsp;&nbsp;&nbsp;&nbsp;Other Assets & Liabilities | 0.2% |
| &nbsp;&nbsp;&nbsp;&nbsp;Total | 100.0% |

---

<sup><sup>\*</sup></sup> <sup>For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.</sup>

#### 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_AROUS_0725

![HF_Logo_Tag](g870130images_237.jpg)

### Annual Shareholder Report

### July 31, 2025

### Hartford US Quality Growth ETF

### HQGO/ The NASDAQ Stock Market LLC
This annual shareholder report contains important information about the Hartford US Quality Growth ETF (the "Fund") for the period of October 1, 2024 to July 31, 2025. This annual report covers less than a full 12 month period (effective May 1, 2025, the Fund changed it's fiscal year end from September 30 to July 31). 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<sup>\*</sup>** | **Costs paid as a percentage<br>of a $10,000 investment<sup>^</sup>** |
| Hartford US Quality Growth ETF | $30 | 0.34% |

---

---

| |
|:---|
| \*<sup>Costs of a $10,000 investment for a full 12 month period would be higher.</sup> |
| ^<sup>Annualized.</sup> |

---

#### How did the Fund perform last year and what impacted its performance?
**Management's Discussion of Fund Performance**

U.S. equities were positive over the trailing one-year period ending July 31, 2025, as measured by the Russell 1000 Index and led by large-cap growth stocks as the Russell 1000 Growth Index outperformed the broad index. Within the Russell 1000 Growth Index, performance was positive across most sectors with strong performance from Information Technology being the largest contributor to return.

#### Top Contributors to Performance
* The Fund's positive active exposure to Dividend Yield was a contributor to performance as this risk factor generated positive excess return for the period. 

* Positive stock selection in Consumer Staples also contributed to performance. 

#### Top Detractors to Performance
* Positive active exposure to Value, Small Size, and Low Volatility contributed negatively to performance, as higher volatility, growth stocks and larger-cap equities outperformed for the period. 

* An underweight and negative stock selection in Information Technology detracted from performance during the period. 

* An overweight and negative stock selection in Healthcare also detracted from performance. 

**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](g870130chartimages_172602.jpg)

---

| | | |
|:---|:---|:---|
| **Average Annual Total Returns<br>For the Periods Ended July 31, 2025** | **1 Year** | **Since Inception<br>(December 05, 2023)** |
| Fund | 14.16%<sup>†</sup> | 22.24% |
| Hartford US Quality Growth Index | 14.49% | 22.59% |
| Russell 1000 Growth Index (Gross) | 23.75% | 29.77% |
| Russell 1000 Index (Gross) | 16.54% | 23.21% |

---

<sup>†</sup>&nbsp;&nbsp; <sup>Cumulative performance for the period was 9.62%.</sup>

The Russell 1000 Growth Index is 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

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;Fund's net assets | &nbsp;&nbsp;&nbsp;&nbsp;$45590662 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total number of portfolio holdings (excluding derivatives, if any) | &nbsp;&nbsp;&nbsp;&nbsp;222 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total investment advisory fees paid\* | &nbsp;&nbsp;&nbsp;&nbsp;$114999 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio turnover rate (excludes in-kind creation or redemption transactions)\* | &nbsp;&nbsp;&nbsp;&nbsp;34% |

---

<sup>\*</sup> <sup>Reflects for the period October 1, 2024 through July 31, 2025.</sup>

#### 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** <sup>\*</sup>

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;Information Technology | 42.1 | % |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Discretionary | 14.0 | % |
| &nbsp;&nbsp;&nbsp;&nbsp;Communication Services | 12.8 | % |
| &nbsp;&nbsp;&nbsp;&nbsp;Health Care | 8.6 | % |
| &nbsp;&nbsp;&nbsp;&nbsp;Industrials | 5.9 | % |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Staples | 5.5 | % |
| &nbsp;&nbsp;&nbsp;&nbsp;Financials | 5.1 | % |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy | 3.1 | % |
| &nbsp;&nbsp;&nbsp;&nbsp;Materials | 1.7 | % |
| &nbsp;&nbsp;&nbsp;&nbsp;Real Estate | 1.1 | % |
| &nbsp;&nbsp;&nbsp;&nbsp;Utilities | 0.1 | % |
| &nbsp;&nbsp;&nbsp;&nbsp;Other Assets & Liabilities | 0.0 | %<sup>†</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp;Total | 100.0 | % |

---

---

| |
|:---|
| &nbsp;&nbsp;&nbsp;&nbsp; <sup><sup>\*</sup></sup>&nbsp;&nbsp;&nbsp; <sup>For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.</sup> |
| &nbsp;&nbsp;&nbsp;&nbsp; <sup><sup>†</sup></sup>&nbsp;&nbsp;&nbsp; <sup>Percentage rounds to zero.</sup> |

---

#### 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_AHQGO_0725

![HF_Logo_Tag](g870130images_237.jpg)

### Annual Shareholder Report

### July 31, 2025

### Hartford US Value ETF

### VMAX/ Cboe BZX
This annual shareholder report contains important information about the Hartford US Value ETF (the "Fund") for the period of October 1, 2024 to July 31, 2025. This annual report covers less than a full 12 month period (effective May 1, 2025, the Fund changed it's fiscal year end from September 30 to July 31). 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<sup>\*</sup>** | **Costs paid as a percentage<br>of a $10,000 investment<sup>^</sup>** |
| Hartford US Value ETF | $25 | 0.29% |

---

---

| |
|:---|
| \*<sup>Costs of a $10,000 investment for a full 12 month period would be higher.</sup> |
| ^<sup>Annualized.</sup> |

---

#### How did the Fund perform last year and what impacted its performance?
**Management's Discussion of Fund Performance**

U.S. equities were positive over the trailing one-year period ending July 31, 2025, as measured by the Russell 1000 Index. Large-cap value stocks as measured by the Russell 1000 Value Index underperformed the broad index but still generated positive returns. Within the Russell 1000 Value Index, performance was positive across most sectors led by the Communication Services and Financials sectors.

#### Top Contributors to Performance
* The Fund's negative active exposure to the Low Volatility risk factor contributed to performance as this factor generated negative excess return for the period. 

* The Fund's overweight and positive stock selection in the Utilities sector contributed to results. 

* The Fund's underweight in Healthcare and overweight to Financials also contributed. 

#### Top Detractors to Performance
* The Fund was negatively affected by its positive active exposures to Value, Quality, and Small Size as these risk factors generated negative excess return for the period. 

* Negative stock selection in Industrials, Energy, and Consumer Discretionary also detracted. 

**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](g870130chartimages_172603.jpg)

---

| | | |
|:---|:---|:---|
| **Average Annual Total Returns<br>For the Periods Ended July 31, 2025** | **1 Year** | **Since Inception<br>(December 05, 2023)** |
| Fund | 6.51%<sup>†</sup> | 17.81% |
| Hartford US Value Index | 6.70% | 17.58% |
| Russell 1000 Value Index (Gross) | 8.79% | 15.63% |
| Russell 1000 Index (Gross) | 16.54% | 23.21% |

---

<sup>†</sup>&nbsp;&nbsp; <sup>Cumulative performance for the period was 4.24%.</sup>

The Russell 1000 Value Index is 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

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;Fund's net assets | &nbsp;&nbsp;&nbsp;&nbsp;$44166784 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total number of portfolio holdings (excluding derivatives, if any) | &nbsp;&nbsp;&nbsp;&nbsp;148 |
| &nbsp;&nbsp;&nbsp;&nbsp;Total investment advisory fees paid\* | &nbsp;&nbsp;&nbsp;&nbsp;$100443 |
| &nbsp;&nbsp;&nbsp;&nbsp;Portfolio turnover rate (excludes in-kind creation or redemption transactions)\* | &nbsp;&nbsp;&nbsp;&nbsp;42% |

---

<sup>\*</sup> <sup>Reflects for the period October 1, 2024 through July 31, 2025.</sup>

#### 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** <sup>\*</sup>

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;Financials | 34.0% |
| &nbsp;&nbsp;&nbsp;&nbsp;Energy | 9.7% |
| &nbsp;&nbsp;&nbsp;&nbsp;Information Technology | 8.5% |
| &nbsp;&nbsp;&nbsp;&nbsp;Health Care | 8.3% |
| &nbsp;&nbsp;&nbsp;&nbsp;Industrials | 8.0% |
| &nbsp;&nbsp;&nbsp;&nbsp;Utilities | 7.8% |
| &nbsp;&nbsp;&nbsp;&nbsp;Communication Services | 7.0% |
| &nbsp;&nbsp;&nbsp;&nbsp;Real Estate | 4.8% |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Staples | 4.5% |
| &nbsp;&nbsp;&nbsp;&nbsp;Consumer Discretionary | 3.7% |
| &nbsp;&nbsp;&nbsp;&nbsp;Materials | 3.6% |
| &nbsp;&nbsp;&nbsp;&nbsp;Other Assets & Liabilities | 0.1% |
| &nbsp;&nbsp;&nbsp;&nbsp;Total | 100.0% |

---

<sup><sup>\*</sup></sup> <sup>For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.</sup>

#### 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_AVMAX_0725

------

(b) Not applicable.

#### Item 2. Code of Ethics.
The registrant, as of the end of the period covered by this report, has adopted a code of ethics that applies to the registrant's principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party. There have been no amendments, during the period covered by this report, to a provision of the code of ethics that applies to the registrant's principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party, and that relates to any element of the code of ethics description. The registrant has not granted any waivers, including an implicit waiver, from a provision of the code of ethics that applies to the registrant's principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party, that relates to one or more of the items set forth in paragraph (b) of this item's instructions. A copy of the code of ethics is filed herewith.

#### Item 3. Audit Committee Financial Expert.
The Board of Trustees of the registrant (the "Board") has designated David Sung as an Audit Committee Financial Expert. Mr. Sung is considered by the Board to be an independent trustee.

#### Item 4. Principal Accountant Fees and Services.
(a) <u>Audit Fees:</u> The aggregate fees billed for each of the last two fiscal years for professional services rendered by the principal accountant for the audit of the registrant's annual financial statements or services that are normally provided by the accountant in connection with statutory and regulatory filings or engagements for those fiscal years were:

$148,623 for the fiscal year ended July 31, 2025; $202,990 for the fiscal year ended September 30, 2024.

(b) <u>Audit Related Fees:</u> The aggregate fees billed in each of the last two fiscal years for assurance and related services by the principal accountant that are reasonably related to the performance of the audit of the registrant's financial statements and are not reported under paragraph (a) of this Item were:

$0 for the fiscal year ended July 31, 2025; $0 for the fiscal year ended September 30, 2024.

(c) <u>Tax Fees</u>: The aggregate fees billed in each of the last two fiscal years for professional services rendered by the principal accountant for tax compliance, tax advice, and tax planning were:

$61,152 for the fiscal year ended July 31, 2025; $84,000 for the fiscal year ended September 30, 2024. Tax-related services are principally in connection with, but not limited to, general tax compliance services and excise tax review.

(d) <u>All Other Fees:</u> The aggregate fees billed in each of the last two fiscal years for products and services provided by the principal accountant, other than the services reported in paragraphs (a) through (c) of this Item were:

$131 for the fiscal year ended July 31, 2025; $123 for the fiscal year ended September 30, 2024. These fees were principally in connection with, but not limited to, general audit related products and services and an accounting research tool subscription.

------

(e) <u>Pre-Approval Policies and Procedures</u> 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(1) The Pre-Approval Policies and Procedures (the "Policy") adopted by the Audit Committee of the Registrant (also, the "Fund") sets forth the procedures pursuant to which services performed by the independent registered public accounting firm for the Registrant may be pre-approved. The following summarizes the pre-approval requirements under the Policy.

a. The Audit Committee must pre-approve all audit services and non-audit services that the independent registered public accounting firm provides to the Fund.

b. The Audit Committee must pre-approve any engagement of the independent registered public accounting firm to provide non-audit services to any Service Affiliate (which is defined to include any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the Fund) during the period of the independent registered public accounting firm's engagement to provide audit services to the Fund, if the non-audit services to the Service Affiliate directly impact the Fund's operations and financial reporting.

c. The Audit Committee, from time to time, may designate one or more of its members who are Independent Trustees (each a "Designated Member") to consider, on the Audit Committee's behalf, any non-audit services, whether to the Fund or to any Service Affiliate, that have not been pre-approved by the Audit Committee. The Designated Member also shall review, on the Audit Committee's behalf, any proposed material change in the nature or extent of any non-audit services previously approved. In considering any requested non-audit services or proposed material change in such services, the Designated Member shall not authorize services which would exceed $50,000 in fees for such services.

d. The independent registered public accounting firm may not provide specified prohibited non-audit services set forth in the Policy to the Fund, the Fund's investment adviser, the Service Affiliates or any other member of the investment company complex.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(2) One hundred percent of the services described in items 4(b) through 4(d) were approved in accordance with the Audit Committee's Pre-Approval Policy. As a result, none of such services was approved pursuant to paragraph (c)(7)(i)(c) of Rule 2-01 of Regulation S-X.

(f) None of the hours expended on the principal accountant's engagement to audit the registrant's financial statements for the fiscal year ended July 31, 2025, were attributed to work performed by persons other than the principal accountant's full-time, permanent employees.

(g) The aggregate non-audit fees billed by the registrant's accountant for services rendered to the registrant, and rendered to the registrant's investment adviser (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any entity controlling, controlled by, or under common control with the adviser that provides ongoing services to the registrant for each of the last two fiscal years of the registrant were:

The aggregate non-audit fees billed by the registrant's accountant for services rendered to the registrant: $61,283 for the fiscal year ended July 31, 2025; $84,123 for the fiscal year ended September 30, 2024.

The aggregate non-audit fees billed by the registrant's accountant for services rendered to the registrant's investment adviser (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any entity controlling, controlled by, or under common control with the adviser was $121,499 for the fiscal year ended July 31, 2025 and $121,199 for the fiscal year ended September 30, 2024.

------

(h) The registrant's audit committee of the board of trustees has considered whether the provision of non-audit services that were rendered to the registrant's investment adviser (not including any sub-adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any entity controlling, controlled by, or under common control with the investment adviser that provides ongoing services to the registrant that were not pre-approved pursuant to paragraph (c)(7)(ii) of Rule 2-01 of Regulation S-X is compatible with maintaining the principal accountant's independence.

(i) Not applicable.

(j) Not applicable.

#### Item 5. Audit Committee of Listed Registrants.
(a) The Registrant has an audit committee that was established by the Board of Trustees of the Registrant in accordance with Section 3(a)(58)(A) of the Securities Exchange Act of 1934, as amended. The members of the Registrant's Audit Committee are Hilary E. Ackermann, Derrick D. Cephas, Paul L. Rosenberg, and David Sung.

(b) Not applicable.

#### Item 6. Investments.
(a) The information required by this item 6(a) is included in the Annual Financial Statements and Other Information filed under Item 7 of this form.

(b) Not applicable.

#### Item 7. Financial Statements and Financial Highlights for Open-End Management Investment Companies.

#### Item 8. Changes in and Disagreements with Accountants for Open-End Management Investment Companies.

#### Item 9. Proxy Disclosures for Open-End Management Investment Companies.

#### Item 10. Remuneration Paid to Directors, Officers, and Others of Open-End Management Investment Companies.

#### Item 11. Statement Regarding Basis for Approval of Investment Advisory Contract.

------

![](g870130imgf7b667491.jpg)

Hartford Systematic ETFs

Annual Financial Statements

and Other Information

July 31, 2025

---

| |
|:---|
| ◼Hartford Disciplined US Equity ETF |
| ◼Hartford Multifactor Developed Markets (ex-US) ETF |
| ◼Hartford Multifactor Emerging Markets ETF |
| ◼Hartford Multifactor Small Cap ETF |
| ◼Hartford Multifactor US Equity ETF |
| ◼Hartford US Quality Growth ETF |
| ◼Hartford US Value ETF |

---

------

**Hartford Systematic ETFs**

**Table of Contents** 

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; &nbsp;&nbsp;&nbsp;&nbsp;Please note that this report includes responses to Items 7-11 of Form N-CSR, which is a reporting form filed with <br> the U.S. Securities and Exchange Commission by mutual funds and exchange traded funds. Certain Form N-CSR <br> items listed below may not be applicable.<br>|  |
| **[Item 7. Financial Statements and Financial Highlights for Open-End Management Investment Companies](#xx_4029e44c-1259-4943-9390-591115b3e2ad_SOI-BookHeader_1)** |  |
| [Schedules of Investments:](#xx_4029e44c-1259-4943-9390-591115b3e2ad_SOI-BookHeader_1) |  |
| [Hartford Disciplined US Equity ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_SOI-BookHeader_1)  | 3 |
| [Hartford Multifactor Developed Markets (ex-US) ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_SOI-BookHeader_5)  | 7 |
| [Hartford Multifactor Emerging Markets ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_SOI-BookHeader_9)  | 11 |
| [Hartford Multifactor Small Cap ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_SOI-BookHeader_13)  | 15 |
| [Hartford Multifactor US Equity ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_SOI-BookHeader_17)  | 19 |
| [Hartford US Quality Growth ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_SOI-BookHeader_21)  | 23 |
| [Hartford US Value ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_SOI-BookHeader_24)  | 26 |
| [Glossary](#xx_4029e44c-1259-4943-9390-591115b3e2ad_SOI-BookHeader_26)  | 28 |
| [Statements of Assets and Liabilities:](#xx_4029e44c-1259-4943-9390-591115b3e2ad_FIN-BookHeader_1) |  |
| [Hartford Disciplined US Equity ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_FIN-BookHeader_1) | 29 |
| [Hartford Multifactor Developed Markets (ex-US) ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_FIN-BookHeader_1) | 29 |
| [Hartford Multifactor Emerging Markets ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_FIN-BookHeader_1) | 29 |
| [Hartford Multifactor Small Cap ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_FIN-BookHeader_1) | 29 |
| [Hartford Multifactor US Equity ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_FIN-BookHeader_1) | 29 |
| [Hartford US Quality Growth ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_FIN-BookHeader_1) | 29 |
| [Hartford US Value ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_FIN-BookHeader_1) | 29 |
| [Statements of Operations:](#xx_4029e44c-1259-4943-9390-591115b3e2ad_SOP-BookHeader_1) |  |
| [Hartford Disciplined US Equity ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_SOP-BookHeader_1) | 30 |
| [Hartford Multifactor Developed Markets (ex-US) ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_SOP-BookHeader_1) | 30 |
| [Hartford Multifactor Emerging Markets ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_SOP-BookHeader_1) | 30 |
| [Hartford Multifactor Small Cap ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_SOP-BookHeader_2) | 31 |
| [Hartford Multifactor US Equity ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_SOP-BookHeader_2) | 31 |
| [Hartford US Quality Growth ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_SOP-BookHeader_2) | 31 |
| [Hartford US Value ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_SOP-BookHeader_3) | 32 |
| [Statements of Changes in Net Assets:](#xx_4029e44c-1259-4943-9390-591115b3e2ad_SOC-BookHeader_1) |  |
| [Hartford Disciplined US Equity ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_SOC-BookHeader_1) | 33 |
| [Hartford Multifactor Developed Markets (ex-US) ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_SOC-BookHeader_1) | 33 |
| [Hartford Multifactor Emerging Markets ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_SOC-BookHeader_2) | 34 |
| [Hartford Multifactor Small Cap ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_SOC-BookHeader_2) | 34 |
| [Hartford Multifactor US Equity ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_SOC-BookHeader_3) | 35 |
| [Hartford US Quality Growth ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_SOC-BookHeader_3) | 35 |
| [Hartford US Value ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_SOC-BookHeader_4) | 36 |
| [Financial Highlights:](#xx_4029e44c-1259-4943-9390-591115b3e2ad_FIHI-BookHeader_1) |  |
| [Hartford Disciplined US Equity ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_FIHI-BookHeader_1) | 37 |
| [Hartford Multifactor Developed Markets (ex-US) ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_FIHI-BookHeader_1) | 37 |
| [Hartford Multifactor Emerging Markets ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_FIHI-BookHeader_1) | 37 |
| [Hartford Multifactor Small Cap ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_FIHI-BookHeader_1) | 37 |
| [Hartford Multifactor US Equity ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_FIHI-BookHeader_2) | 38 |
| [Hartford US Quality Growth ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_FIHI-BookHeader_2) | 38 |

---

------

**Hartford Systematic ETFs**

---

| | |
|:---|:---|
| [Hartford US Value ETF](#xx_4029e44c-1259-4943-9390-591115b3e2ad_FIHI-BookHeader_2) | 38 |
| [Notes to Financial Statements](#xx_4029e44c-1259-4943-9390-591115b3e2ad_NFS-BookHeader_1) | 39 |
| [Report of Independent Registered Public Accounting Firm](#xx_4029e44c-1259-4943-9390-591115b3e2ad_Audit-BookHeader-606_1) | 55 |
| **[Item 8. Changes in and Disagreements with Accountants for Open-End Management Investment Companies](#xx_4029e44c-1259-4943-9390-591115b3e2ad_CDA-BookHeader_1)** | 56 |
| **[Item 9. Proxy Disclosures for Open-End Management Companies](#xx_4029e44c-1259-4943-9390-591115b3e2ad_SPI-BookHeader_1)** | 57 |
| **[Item 10. Remuneration Paid to](#xx_4029e44c-1259-4943-9390-591115b3e2ad_REMUN-BookHeader_1)[Trustees](#xx_4029e44c-1259-4943-9390-591115b3e2ad_REMUN-BookHeader_1)[, Officers, and Others of Open-End Management Companies](#xx_4029e44c-1259-4943-9390-591115b3e2ad_REMUN-BookHeader_1)**  | 58 |
| **[Item 11. Statement Regarding Basis for Approval of Investment Advisory Contract](#xx_4029e44c-1259-4943-9390-591115b3e2ad_InvestAgr-BookHeader_1)** | 59 |
| [Index Glossary for Indices Included in the Annual Shareholder Report (Unaudited)](#xx_4029e44c-1259-4943-9390-591115b3e2ad_cBench-BookHeader_1)  | 60 |

---

------

**Item 7. Financial Statements and Financial Highlights for Open-End Management Investment Companies.**

**Hartford Disciplined US Equity ETF**

***Schedule of Investments***

***July 31, 2025***

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> <br>|
| **COMMON STOCKS - 99.7%** | **COMMON STOCKS - 99.7%** | **COMMON STOCKS - 99.7%** |
|  | **Automobiles & Components - 2.0%** | **Automobiles & Components - 2.0%** |
| 2023 | Autoliv, Inc. | &nbsp;&nbsp;&nbsp; $225666 |
| 7669 | Gentex Corp. | &nbsp;&nbsp;&nbsp; 202615 |
| 7435 | Tesla, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 2291987 |
|  |  | &nbsp;&nbsp;&nbsp; 2720268 |
|  | **Banks - 2.0%** | **Banks - 2.0%** |
| 1339 | Bank of America Corp. | &nbsp;&nbsp;&nbsp; 63295 |
| 4873 | Citigroup, Inc. | &nbsp;&nbsp;&nbsp; 456600 |
| 5243 | JP Morgan Chase & Co. | &nbsp;&nbsp;&nbsp; 1553186 |
| 504 | M&T Bank Corp. | &nbsp;&nbsp;&nbsp; 95105 |
| 6957 | Wells Fargo & Co. | &nbsp;&nbsp;&nbsp; 560943 |
|  |  | &nbsp;&nbsp;&nbsp; 2729129 |
|  | **Capital Goods - 5.6%** | **Capital Goods - 5.6%** |
| 930 | AAON, Inc. | &nbsp;&nbsp;&nbsp; 77655 |
| 799 | Acuity, Inc. | &nbsp;&nbsp;&nbsp; 248769 |
| 3125 | Allison Transmission Holdings, Inc. | &nbsp;&nbsp;&nbsp; 281469 |
| 1310 | Armstrong World Industries, Inc. | &nbsp;&nbsp;&nbsp; 246503 |
| 752 | BWX Technologies, Inc. | &nbsp;&nbsp;&nbsp; 114251 |
| 1842 | Cummins, Inc. | &nbsp;&nbsp;&nbsp; 677156 |
| 77 | Curtiss-Wright Corp. | &nbsp;&nbsp;&nbsp; 37747 |
| 158 | Deere & Co. | &nbsp;&nbsp;&nbsp; 82851 |
| 3174 | Donaldson Co., Inc. | &nbsp;&nbsp;&nbsp; 228433 |
| 1755 | Dycom Industries, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 471762 |
| 502 | Eaton Corp. PLC | &nbsp;&nbsp;&nbsp; 193130 |
| 1525 | EMCOR Group, Inc. | &nbsp;&nbsp;&nbsp; 956922 |
| 655 | Emerson Electric Co. | &nbsp;&nbsp;&nbsp; 95309 |
| 2854 | General Electric Co. | &nbsp;&nbsp;&nbsp; 773662 |
| 312 | Howmet Aerospace, Inc. | &nbsp;&nbsp;&nbsp; 56088 |
| 283 | Lennox International, Inc. | &nbsp;&nbsp;&nbsp; 172347 |
| 314 | Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp; 132188 |
| 375 | Mueller Industries, Inc. | &nbsp;&nbsp;&nbsp; 32014 |
| 967 | NEXTracker, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 56337 |
| 438 | Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp; 37532 |
| 1346 | Owens Corning | &nbsp;&nbsp;&nbsp; 187673 |
| 1632 | PACCAR, Inc. | &nbsp;&nbsp;&nbsp; 161176 |
| 98 | Parker-Hannifin Corp. | &nbsp;&nbsp;&nbsp; 71726 |
| 6818 | RTX Corp. | &nbsp;&nbsp;&nbsp; 1074312 |
| 2859 | Snap-on, Inc. | &nbsp;&nbsp;&nbsp; 918282 |
| 664 | Trane Technologies PLC | &nbsp;&nbsp;&nbsp; 290885 |
| 722 | Vertiv Holdings Co. Class A | &nbsp;&nbsp;&nbsp; 105123 |
|  |  | &nbsp;&nbsp;&nbsp; 7781302 |
|  | **Commercial & Professional Services - 3.8%** | **Commercial & Professional Services - 3.8%** |
| 570 | Automatic Data Processing, Inc. | &nbsp;&nbsp;&nbsp; 176415 |
| 403 | Booz Allen Hamilton Holding Corp. | &nbsp;&nbsp;&nbsp; 43254 |
| 287 | Broadridge Financial Solutions, Inc. | &nbsp;&nbsp;&nbsp; 71036 |
| 3175 | Cintas Corp. | &nbsp;&nbsp;&nbsp; 706596 |
| 15902 | Genpact Ltd. | &nbsp;&nbsp;&nbsp; 700483 |
| 4092 | Paychex, Inc. | &nbsp;&nbsp;&nbsp; 590598 |
| 623 | Republic Services, Inc. | &nbsp;&nbsp;&nbsp; 143695 |
| 4952 | Robert Half, Inc. | &nbsp;&nbsp;&nbsp; 182778 |
| 4154 | Rollins, Inc. | &nbsp;&nbsp;&nbsp; 237900 |
| 13738 | Veralto Corp. | &nbsp;&nbsp;&nbsp; 1440155 |
| 2982 | Verisk Analytics, Inc. | &nbsp;&nbsp;&nbsp; 831113 |
| 837 | Waste Management, Inc. | &nbsp;&nbsp;&nbsp; 191807 |
|  |  | &nbsp;&nbsp;&nbsp; 5315830 |
|  | **Consumer Discretionary Distribution & Retail - 5.7%** | **Consumer Discretionary Distribution & Retail - 5.7%** |
| 23980 | Amazon.com, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 5613958 |
| 3453 | Best Buy Co., Inc. | &nbsp;&nbsp;&nbsp; 224652 |
| 403 | Dick's Sporting Goods, Inc. | &nbsp;&nbsp;&nbsp; 85239 |
| 7053 | eBay, Inc. | &nbsp;&nbsp;&nbsp; 647113 |
| 1512 | Home Depot, Inc. | &nbsp;&nbsp;&nbsp; 555675 |
| 1910 | LKQ Corp. | &nbsp;&nbsp;&nbsp; 56288 |
| 1057 | Lowe's Cos., Inc. | &nbsp;&nbsp;&nbsp; 236313 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** |
|  | **Consumer Discretionary Distribution & Retail - 5.7% - (continued)** | **Consumer Discretionary Distribution & Retail - 5.7% - (continued)** |
| 2638 | TJX Cos., Inc. | &nbsp;&nbsp;&nbsp; $328510 |
| 1109 | Williams-Sonoma, Inc. | &nbsp;&nbsp;&nbsp; 207438 |
|  |  | &nbsp;&nbsp;&nbsp; 7955186 |
|  | **Consumer Durables & Apparel - 0.4%** | **Consumer Durables & Apparel - 0.4%** |
| 1458 | Garmin Ltd. | &nbsp;&nbsp;&nbsp; 318952 |
| 859 | Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp; 256626 |
| 333 | Tapestry, Inc. | &nbsp;&nbsp;&nbsp; 35974 |
|  |  | &nbsp;&nbsp;&nbsp; 611552 |
|  | **Consumer Services - 1.8%** | **Consumer Services - 1.8%** |
| 146 | Booking Holdings, Inc. | &nbsp;&nbsp;&nbsp; 803593 |
| 1123 | Boyd Gaming Corp. | &nbsp;&nbsp;&nbsp; 95343 |
| 2926 | Darden Restaurants, Inc. | &nbsp;&nbsp;&nbsp; 590086 |
| 891 | DoorDash, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 222973 |
| 119 | Expedia Group, Inc. | &nbsp;&nbsp;&nbsp; 21446 |
| 3495 | H&R Block, Inc. | &nbsp;&nbsp;&nbsp; 189918 |
| 1943 | Starbucks Corp. | &nbsp;&nbsp;&nbsp; 173238 |
| 2006 | Texas Roadhouse, Inc. | &nbsp;&nbsp;&nbsp; 371371 |
|  |  | &nbsp;&nbsp;&nbsp; 2467968 |
|  | **Consumer Staples Distribution & Retail - 1.7%** | **Consumer Staples Distribution & Retail - 1.7%** |
| 25251 | Albertsons Cos., Inc. Class A | &nbsp;&nbsp;&nbsp; 485324 |
| 310 | BJ's Wholesale Club Holdings, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 32829 |
| 706 | Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp; 663386 |
| 3935 | Kroger Co. | &nbsp;&nbsp;&nbsp; 275844 |
| 8937 | Walmart, Inc. | &nbsp;&nbsp;&nbsp; 875647 |
|  |  | &nbsp;&nbsp;&nbsp; 2333030 |
|  | **Energy - 3.1%** | **Energy - 3.1%** |
| 10374 | Antero Midstream Corp. | &nbsp;&nbsp;&nbsp; 190363 |
| 1204 | Cheniere Energy, Inc. | &nbsp;&nbsp;&nbsp; 284000 |
| 7741 | Chevron Corp. | &nbsp;&nbsp;&nbsp; 1173845 |
| 3191 | Chord Energy Corp. | &nbsp;&nbsp;&nbsp; 352063 |
| 1791 | ConocoPhillips | &nbsp;&nbsp;&nbsp; 170754 |
| 813 | Coterra Energy, Inc. | &nbsp;&nbsp;&nbsp; 19829 |
| 4355 | EOG Resources, Inc. | &nbsp;&nbsp;&nbsp; 522687 |
| 6146 | Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp; 686140 |
| 6700 | Kinder Morgan, Inc. | &nbsp;&nbsp;&nbsp; 188002 |
| 14352 | Permian Resources Corp. | &nbsp;&nbsp;&nbsp; 203224 |
| 105 | Targa Resources Corp. | &nbsp;&nbsp;&nbsp; 17473 |
| 12017 | Viper Energy, Inc. | &nbsp;&nbsp;&nbsp; 452560 |
|  |  | &nbsp;&nbsp;&nbsp; 4260940 |
|  | **Equity Real Estate Investment Trusts (REITs) - 3.9%** | **Equity Real Estate Investment Trusts (REITs) - 3.9%** |
| 6607 | Agree Realty Corp. REIT | &nbsp;&nbsp;&nbsp; 473722 |
| 6315 | Americold Realty Trust, Inc. REIT | &nbsp;&nbsp;&nbsp; 101545 |
| 2577 | Digital Realty Trust, Inc. REIT | &nbsp;&nbsp;&nbsp; 454686 |
| 2186 | EastGroup Properties, Inc. REIT | &nbsp;&nbsp;&nbsp; 356843 |
| 179 | Equinix, Inc. REIT | &nbsp;&nbsp;&nbsp; 140545 |
| 912 | First Industrial Realty Trust, Inc. REIT | &nbsp;&nbsp;&nbsp; 44433 |
| 22988 | Gaming & Leisure Properties, Inc. REIT | &nbsp;&nbsp;&nbsp; 1047793 |
| 9836 | Lamar Advertising Co. Class A, REIT | &nbsp;&nbsp;&nbsp; 1202451 |
| 9603 | Omega Healthcare Investors, Inc. REIT | &nbsp;&nbsp;&nbsp; 373557 |
| 767 | Prologis, Inc. REIT | &nbsp;&nbsp;&nbsp; 81900 |
| 4294 | Simon Property Group, Inc. REIT | &nbsp;&nbsp;&nbsp; 703314 |
| 575 | Terreno Realty Corp. REIT | &nbsp;&nbsp;&nbsp; 31907 |
| 10521 | VICI Properties, Inc. REIT | &nbsp;&nbsp;&nbsp; 342984 |
|  |  | &nbsp;&nbsp;&nbsp; 5355680 |
|  | **Financial Services - 7.3%** | **Financial Services - 7.3%** |
| 28938 | AGNC Investment Corp. REIT<sup>(1)</sup>  | &nbsp;&nbsp;&nbsp; 272885 |
| 424 | American Express Co. | &nbsp;&nbsp;&nbsp; 126907 |
| 6500 | Annaly Capital Management, Inc. REIT | &nbsp;&nbsp;&nbsp; 132145 |
| 9417 | Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp; 955355 |
| 394 | Berkshire Hathaway, Inc. Class B<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 185921 |
| 88 | Blackrock, Inc. | &nbsp;&nbsp;&nbsp; 97329 |

---

*The accompanying notes are an integral part of these financial statements.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

3 <br>

------

**Hartford Disciplined US Equity ETF**

***Schedule of Investments – (continued)***

***July 31, 2025***

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** |
|  | **Financial Services - 7.3% - (continued)** | **Financial Services - 7.3% - (continued)** |
| 187 | Blackstone, Inc. | &nbsp;&nbsp;&nbsp; $32344 |
| 270 | Charles Schwab Corp. | &nbsp;&nbsp;&nbsp; 26387 |
| 3065 | CME Group, Inc. | &nbsp;&nbsp;&nbsp; 852928 |
| 741 | Coinbase Global, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 279920 |
| 191 | FactSet Research Systems, Inc. | &nbsp;&nbsp;&nbsp; 76954 |
| 5940 | Franklin Resources, Inc. | &nbsp;&nbsp;&nbsp; 142560 |
| 1136 | Jack Henry & Associates, Inc. | &nbsp;&nbsp;&nbsp; 192910 |
| 12983 | Janus Henderson Group PLC | &nbsp;&nbsp;&nbsp; 562164 |
| 565 | LPL Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp; 223587 |
| 1192 | Mastercard, Inc. Class A | &nbsp;&nbsp;&nbsp; 675232 |
| 323 | Moody's Corp. | &nbsp;&nbsp;&nbsp; 166581 |
| 3322 | Morgan Stanley | &nbsp;&nbsp;&nbsp; 473252 |
| 106 | MSCI, Inc. | &nbsp;&nbsp;&nbsp; 59504 |
| 289 | Nasdaq, Inc. | &nbsp;&nbsp;&nbsp; 27808 |
| 2046 | Northern Trust Corp. | &nbsp;&nbsp;&nbsp; 265980 |
| 2827 | PayPal Holdings, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 194385 |
| 715 | Raymond James Financial, Inc. | &nbsp;&nbsp;&nbsp; 119498 |
| 46732 | Rithm Capital Corp. REIT | &nbsp;&nbsp;&nbsp; 562186 |
| 7124 | SEI Investments Co. | &nbsp;&nbsp;&nbsp; 627767 |
| 29895 | Starwood Property Trust, Inc. REIT | &nbsp;&nbsp;&nbsp; 581757 |
| 2419 | State Street Corp. | &nbsp;&nbsp;&nbsp; 270323 |
| 7920 | T. Rowe Price Group, Inc. | &nbsp;&nbsp;&nbsp; 803484 |
| 3333 | Visa, Inc. Class A | &nbsp;&nbsp;&nbsp; 1151451 |
|  |  | &nbsp;&nbsp;&nbsp; 10139504 |
|  | **Food, Beverage & Tobacco - 3.9%** | **Food, Beverage & Tobacco - 3.9%** |
| 20117 | Altria Group, Inc. | &nbsp;&nbsp;&nbsp; 1246047 |
| 442 | Bunge Global SA | &nbsp;&nbsp;&nbsp; 35254 |
| 11401 | Cal-Maine Foods, Inc. | &nbsp;&nbsp;&nbsp; 1267107 |
| 930 | Coca-Cola Consolidated, Inc. | &nbsp;&nbsp;&nbsp; 103927 |
| 1562 | Hershey Co. | &nbsp;&nbsp;&nbsp; 290735 |
| 4897 | Ingredion, Inc. | &nbsp;&nbsp;&nbsp; 644151 |
| 11043 | PepsiCo, Inc. | &nbsp;&nbsp;&nbsp; 1523051 |
| 11049 | Primo Brands Corp. | &nbsp;&nbsp;&nbsp; 305063 |
|  |  | &nbsp;&nbsp;&nbsp; 5415335 |
|  | **Health Care Equipment & Services - 3.3%** | **Health Care Equipment & Services - 3.3%** |
| 5233 | Abbott Laboratories | &nbsp;&nbsp;&nbsp; 660352 |
| 8600 | Boston Scientific Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 902312 |
| 3415 | Cardinal Health, Inc. | &nbsp;&nbsp;&nbsp; 530076 |
| 188 | DaVita, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 26389 |
| 897 | Encompass Health Corp. | &nbsp;&nbsp;&nbsp; 98769 |
| 1755 | GE HealthCare Technologies, Inc. | &nbsp;&nbsp;&nbsp; 125167 |
| 307 | Intuitive Surgical, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 147695 |
| 426 | Lantheus Holdings, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 30327 |
| 9340 | Medtronic PLC | &nbsp;&nbsp;&nbsp; 842842 |
| 586 | Penumbra, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 147830 |
| 2699 | Quest Diagnostics, Inc. | &nbsp;&nbsp;&nbsp; 451839 |
| 792 | Stryker Corp. | &nbsp;&nbsp;&nbsp; 311042 |
| 1362 | UnitedHealth Group, Inc. | &nbsp;&nbsp;&nbsp; 339901 |
|  |  | &nbsp;&nbsp;&nbsp; 4614541 |
|  | **Household & Personal Products - 1.1%** | **Household & Personal Products - 1.1%** |
| 1249 | BellRing Brands, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 68170 |
| 4083 | Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp; 342360 |
| 5878 | Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp; 732516 |
| 2262 | Procter & Gamble Co. | &nbsp;&nbsp;&nbsp; 340363 |
|  |  | &nbsp;&nbsp;&nbsp; 1483409 |
|  | **Insurance - 2.4%** | **Insurance - 2.4%** |
| 352 | Allstate Corp. | &nbsp;&nbsp;&nbsp; 71544 |
| 6077 | Axis Capital Holdings Ltd. | &nbsp;&nbsp;&nbsp; 570266 |
| 959 | Chubb Ltd. | &nbsp;&nbsp;&nbsp; 255132 |
| 29856 | Old Republic International Corp. | &nbsp;&nbsp;&nbsp; 1079892 |
| 223 | Progressive Corp. | &nbsp;&nbsp;&nbsp; 53975 |
| 930 | Prudential Financial, Inc. | &nbsp;&nbsp;&nbsp; 96330 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** |
|  | **Insurance - 2.4% - (continued)** | **Insurance - 2.4% - (continued)** |
| 2005 | Travelers Cos., Inc. | &nbsp;&nbsp;&nbsp; $521781 |
| 6241 | Unum Group | &nbsp;&nbsp;&nbsp; 448166 |
| 139 | White Mountains Insurance Group Ltd. | &nbsp;&nbsp;&nbsp; 248504 |
|  |  | &nbsp;&nbsp;&nbsp; 3345590 |
|  | **Materials - 2.7%** | **Materials - 2.7%** |
| 72 | Air Products & Chemicals, Inc. | &nbsp;&nbsp;&nbsp; 20727 |
| 11144 | Amcor PLC | &nbsp;&nbsp;&nbsp; 104196 |
| 4115 | CF Industries Holdings, Inc. | &nbsp;&nbsp;&nbsp; 381995 |
| 378 | Corteva, Inc. | &nbsp;&nbsp;&nbsp; 27265 |
| 2348 | CRH PLC | &nbsp;&nbsp;&nbsp; 224117 |
| 442 | Eastman Chemical Co. | &nbsp;&nbsp;&nbsp; 32094 |
| 2977 | Ecolab, Inc. | &nbsp;&nbsp;&nbsp; 779260 |
| 878 | Element Solutions, Inc. | &nbsp;&nbsp;&nbsp; 20721 |
| 6787 | Knife River Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 559792 |
| 4747 | LyondellBasell Industries NV Class A | &nbsp;&nbsp;&nbsp; 274994 |
| 654 | PPG Industries, Inc. | &nbsp;&nbsp;&nbsp; 68997 |
| 1647 | Reliance, Inc. | &nbsp;&nbsp;&nbsp; 477844 |
| 141 | Royal Gold, Inc. | &nbsp;&nbsp;&nbsp; 21350 |
| 5893 | RPM International, Inc. | &nbsp;&nbsp;&nbsp; 691897 |
| 273 | Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp; 90330 |
|  |  | &nbsp;&nbsp;&nbsp; 3775579 |
|  | **Media & Entertainment - 9.0%** | **Media & Entertainment - 9.0%** |
| 31556 | Alphabet, Inc. Class A | &nbsp;&nbsp;&nbsp; 6055596 |
| 14740 | Fox Corp. Class A | &nbsp;&nbsp;&nbsp; 821902 |
| 4883 | Meta Platforms, Inc. Class A | &nbsp;&nbsp;&nbsp; 3776707 |
| 1064 | Netflix, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 1233602 |
| 5013 | New York Times Co. Class A | &nbsp;&nbsp;&nbsp; 260125 |
| 1778 | ROBLOX Corp. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 244991 |
| 1855 | Trade Desk, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 161311 |
|  |  | &nbsp;&nbsp;&nbsp; 12554234 |
|  | **Pharmaceuticals, Biotechnology & Life Sciences - 5.3%** | **Pharmaceuticals, Biotechnology & Life Sciences - 5.3%** |
| 3889 | AbbVie, Inc. | &nbsp;&nbsp;&nbsp; 735099 |
| 166 | Agilent Technologies, Inc. | &nbsp;&nbsp;&nbsp; 19058 |
| 315 | Alnylam Pharmaceuticals, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 123556 |
| 1398 | Biogen, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 178944 |
| 20268 | Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp; 877807 |
| 1215 | Eli Lilly & Co. | &nbsp;&nbsp;&nbsp; 899185 |
| 9464 | Exelixis, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 342786 |
| 10923 | Gilead Sciences, Inc. | &nbsp;&nbsp;&nbsp; 1226544 |
| 11709 | Johnson & Johnson | &nbsp;&nbsp;&nbsp; 1928941 |
| 4186 | Merck & Co., Inc. | &nbsp;&nbsp;&nbsp; 327010 |
| 1510 | West Pharmaceutical Services, Inc. | &nbsp;&nbsp;&nbsp; 361282 |
| 2433 | Zoetis, Inc. | &nbsp;&nbsp;&nbsp; 354707 |
|  |  | &nbsp;&nbsp;&nbsp; 7374919 |
|  | **Semiconductors & Semiconductor Equipment - 11.5%** | **Semiconductors & Semiconductor Equipment - 11.5%** |
| 2340 | Applied Materials, Inc. | &nbsp;&nbsp;&nbsp; 421340 |
| 12500 | Broadcom, Inc. | &nbsp;&nbsp;&nbsp; 3671250 |
| 968 | Credo Technology Group Holding Ltd.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 107980 |
| 310 | KLA Corp. | &nbsp;&nbsp;&nbsp; 272499 |
| 6074 | Lam Research Corp. | &nbsp;&nbsp;&nbsp; 576058 |
| 3122 | Marvell Technology, Inc. | &nbsp;&nbsp;&nbsp; 250915 |
| 50480 | NVIDIA Corp. | &nbsp;&nbsp;&nbsp; 8978878 |
| 1157 | NXP Semiconductors NV | &nbsp;&nbsp;&nbsp; 247332 |
| 4756 | QUALCOMM, Inc. | &nbsp;&nbsp;&nbsp; 697991 |
| 2575 | Skyworks Solutions, Inc. | &nbsp;&nbsp;&nbsp; 176491 |
| 3318 | Texas Instruments, Inc. | &nbsp;&nbsp;&nbsp; 600757 |
|  |  | &nbsp;&nbsp;&nbsp; 16001491 |
|  | **Software & Services - 12.0%** | **Software & Services - 12.0%** |
| 942 | Accenture PLC Class A | &nbsp;&nbsp;&nbsp; 251608 |
| 65 | Adobe, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 23250 |
| 399 | Atlassian Corp. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 76520 |

---

*The accompanying notes are an integral part of these financial statements.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

4 <br>

------

**Hartford Disciplined US Equity ETF**

***Schedule of Investments – (continued)***

***July 31, 2025***

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** |
|  | **Software & Services - 12.0% - (continued)** | **Software & Services - 12.0% - (continued)** |
| 111 | Autodesk, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; $33645 |
| 3824 | Clearwater Analytics Holdings, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 77474 |
| 1522 | Cloudflare, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 316089 |
| 5291 | Cognizant Technology Solutions Corp. Class A | &nbsp;&nbsp;&nbsp; 379682 |
| 1257 | Crowdstrike Holdings, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 571394 |
| 2040 | Datadog, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 285559 |
| 4567 | Dolby Laboratories, Inc. Class A | &nbsp;&nbsp;&nbsp; 344078 |
| 45822 | Dropbox, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 1244984 |
| 478 | Elastic NV<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 40009 |
| 37 | Fair Isaac Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 53159 |
| 587 | Fortinet, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 58641 |
| 383 | Gitlab, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 16779 |
| 1226 | Guidewire Software, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 277346 |
| 401 | HubSpot, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 208380 |
| 198 | InterDigital, Inc. | &nbsp;&nbsp;&nbsp; 51124 |
| 3165 | International Business Machines Corp. | &nbsp;&nbsp;&nbsp; 801220 |
| 15349 | Microsoft Corp. | &nbsp;&nbsp;&nbsp; 8188691 |
| 4472 | Oracle Corp. | &nbsp;&nbsp;&nbsp; 1134859 |
| 4634 | Palantir Technologies, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 733794 |
| 496 | Palo Alto Networks, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 86106 |
| 2598 | Salesforce, Inc. | &nbsp;&nbsp;&nbsp; 671141 |
| 661 | ServiceNow, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 623402 |
| 187 | Snowflake, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 41795 |
|  |  | &nbsp;&nbsp;&nbsp; 16590729 |
|  | **Technology Hardware & Equipment - 7.0%** | **Technology Hardware & Equipment - 7.0%** |
| 4399 | Amphenol Corp. Class A | &nbsp;&nbsp;&nbsp; 468537 |
| 30059 | Apple, Inc. | &nbsp;&nbsp;&nbsp; 6239347 |
| 2303 | Arista Networks, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 283776 |
| 5273 | Cisco Systems, Inc. | &nbsp;&nbsp;&nbsp; 358986 |
| 7803 | Corning, Inc. | &nbsp;&nbsp;&nbsp; 493462 |
| 178 | F5, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 55789 |
| 1045 | Flex Ltd.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 52114 |
| 2518 | HP, Inc. | &nbsp;&nbsp;&nbsp; 62446 |
| 946 | Jabil, Inc. | &nbsp;&nbsp;&nbsp; 211119 |
| 825 | Keysight Technologies, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 135226 |
| 7958 | NetApp, Inc. | &nbsp;&nbsp;&nbsp; 828666 |
| 2378 | TE Connectivity PLC | &nbsp;&nbsp;&nbsp; 489273 |
|  |  | &nbsp;&nbsp;&nbsp; 9678741 |
|  | **Telecommunication Services - 1.3%** | **Telecommunication Services - 1.3%** |
| 26938 | AT&T, Inc. | &nbsp;&nbsp;&nbsp; 738371 |
| 242 | T-Mobile U.S., Inc. | &nbsp;&nbsp;&nbsp; 57695 |
| 23422 | Verizon Communications, Inc. | &nbsp;&nbsp;&nbsp; 1001525 |
|  |  | &nbsp;&nbsp;&nbsp; 1797591 |
|  | **Transportation - 1.0%** | **Transportation - 1.0%** |
| 2520 | CH Robinson Worldwide, Inc. | &nbsp;&nbsp;&nbsp; 290606 |
| 654 | FedEx Corp. | &nbsp;&nbsp;&nbsp; 146163 |
| 276 | JB Hunt Transport Services, Inc. | &nbsp;&nbsp;&nbsp; 39758 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** |  | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** |
|  | **Transportation - 1.0% - (continued)** | **Transportation - 1.0% - (continued)** | **Transportation - 1.0% - (continued)** |
| 3296 | Ryder System, Inc. | Ryder System, Inc. | &nbsp;&nbsp;&nbsp; $585732 |
| 2255 | Uber Technologies, Inc.<sup>\*</sup>  | Uber Technologies, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 197876 |
| 789 | United Parcel Service, Inc. Class B | United Parcel Service, Inc. Class B | &nbsp;&nbsp;&nbsp; 67980 |
|  |  |  | &nbsp;&nbsp;&nbsp; 1328115 |
|  | **Utilities - 1.9%** | **Utilities - 1.9%** | **Utilities - 1.9%** |
| 7422 | CenterPoint Energy, Inc. | CenterPoint Energy, Inc. | &nbsp;&nbsp;&nbsp; 288122 |
| 951 | Constellation Energy Corp. | Constellation Energy Corp. | &nbsp;&nbsp;&nbsp; 330796 |
| 5134 | Evergy, Inc. | Evergy, Inc. | &nbsp;&nbsp;&nbsp; 363487 |
| 4517 | NextEra Energy, Inc. | NextEra Energy, Inc. | &nbsp;&nbsp;&nbsp; 320978 |
| 2952 | NRG Energy, Inc. | NRG Energy, Inc. | &nbsp;&nbsp;&nbsp; 493575 |
| 12626 | OGE Energy Corp. | OGE Energy Corp. | &nbsp;&nbsp;&nbsp; 573473 |
| 4053 | Xcel Energy, Inc. | Xcel Energy, Inc. | &nbsp;&nbsp;&nbsp; 297652 |
|  |  |  | &nbsp;&nbsp;&nbsp; 2668083 |
|  | Total Common Stocks <br>(cost $110,646,964)<br>|  | &nbsp;&nbsp;&nbsp; $138298746 |
| **SHORT-TERM INVESTMENTS - 0.2%** | **SHORT-TERM INVESTMENTS - 0.2%** | **SHORT-TERM INVESTMENTS - 0.2%** | **SHORT-TERM INVESTMENTS - 0.2%** |
|  | **Securities Lending Collateral - 0.2%** | **Securities Lending Collateral - 0.2%** | **Securities Lending Collateral - 0.2%** |
| 279035 | State Street Navigator Securities Lending <br> Government Money Market Portfolio, 4.26%<sup>(2)</sup>  | State Street Navigator Securities Lending <br> Government Money Market Portfolio, 4.26%<sup>(2)</sup>  | &nbsp;&nbsp;&nbsp; $279035 |
|  | Total Short-Term Investments <br>(cost $279,035) | Total Short-Term Investments <br>(cost $279,035) | &nbsp;&nbsp;&nbsp; $279035 |
|  | Total Investments <br>(cost $110,925,999)<br>| 99.9<br> %<br>| &nbsp;&nbsp;&nbsp; $138577781 |
|  | Other Assets and Liabilities | 0.1<br> %<br>| &nbsp;&nbsp;&nbsp; 139332 |
|  | Net Assets | 100.0<br> %<br>| &nbsp;&nbsp;&nbsp; $138717113 |

---

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. <br> <sup>(1)</sup> Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. <br> <sup>(2)</sup> Current yield as of period end.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures Contracts Outstanding at July 31, 2025**  | **Futures Contracts Outstanding at July 31, 2025**  | **Futures Contracts Outstanding at July 31, 2025**  | **Futures Contracts Outstanding at July 31, 2025**  | **Futures Contracts Outstanding at July 31, 2025**  |
| **Description** | **Number of** <br>**Contracts**<br>| **Expiration** <br>**Date**<br>| **Current** <br>**Notional** <br>**Amount**<br>| **Value and** <br>**Unrealized** <br>**Appreciation/** <br>**(Depreciation)**<br>|
| **Long position contracts:** | **Long position contracts:** | **Long position contracts:** | **Long position contracts:** | **Long position contracts:** |
| S&P 500 (E-Mini) Future | 13 | 09/19/2025 | &nbsp;&nbsp; $414326 | &nbsp;&nbsp; $13553 |
| **Total futures contracts** | **Total futures contracts** | **Total futures contracts** | **Total futures contracts** | &nbsp;&nbsp; $13553 |

---

<sup>†</sup> 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.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

5 <br>

------

**Hartford Disciplined US Equity 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Total** | **Level 1** | **Level 2** | **Level 3**<sup>(1)</sup> <br>|
| **Assets** |  |  |  |  |
| Common Stocks  | &nbsp;&nbsp; $138298746 | &nbsp;&nbsp; $138298746 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |
| Short-Term Investments  | &nbsp;&nbsp; 279035 | &nbsp;&nbsp; 279035 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Futures Contracts<sup>(2)</sup>  | &nbsp;&nbsp; 13553 | &nbsp;&nbsp; 13553 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| **Total** | &nbsp;&nbsp; $138591334 | &nbsp;&nbsp; $138591334 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(1)</sup> For the period ended July 31, 2025, there were no transfers in and out of Level 3. <br> <sup>(2)</sup> 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.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

6 <br>

------

**Hartford Multifactor Developed Markets (ex-US) ETF**

***Schedule of Investments***

***July 31, 2025***

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> <br>|
| **COMMON STOCKS - 98.9%** | **COMMON STOCKS - 98.9%** | **COMMON STOCKS - 98.9%** |
|  | **Australia - 10.2%** | **Australia - 10.2%** |
| 470989 | AGL Energy Ltd. | &nbsp;&nbsp;&nbsp; $2947553 |
| 348470 | Ampol Ltd. | &nbsp;&nbsp;&nbsp; 6136311 |
| 5570 | ANZ Group Holdings Ltd. | &nbsp;&nbsp;&nbsp; 110169 |
| 278781 | Bendigo & Adelaide Bank Ltd. | &nbsp;&nbsp;&nbsp; 2198791 |
| 251874 | BHP Group Ltd. | &nbsp;&nbsp;&nbsp; 6365135 |
| 296541 | BlueScope Steel Ltd. | &nbsp;&nbsp;&nbsp; 4538356 |
| 586986 | Brambles Ltd. | &nbsp;&nbsp;&nbsp; 9036328 |
| 13781 | Cochlear Ltd. | &nbsp;&nbsp;&nbsp; 2826195 |
| 472167 | Coles Group Ltd. | &nbsp;&nbsp;&nbsp; 6305057 |
| 213021 | Computershare Ltd. | &nbsp;&nbsp;&nbsp; 5781022 |
| 22124 | EBOS Group Ltd. | &nbsp;&nbsp;&nbsp; 534191 |
| 1385688 | Endeavour Group Ltd. | &nbsp;&nbsp;&nbsp; 3648996 |
| 227876 | Fortescue Ltd. | &nbsp;&nbsp;&nbsp; 2607178 |
| 814460 | Insurance Australia Group Ltd. | &nbsp;&nbsp;&nbsp; 4598900 |
| 68121 | JB Hi-Fi Ltd. | &nbsp;&nbsp;&nbsp; 4899129 |
| 718450 | Lottery Corp. Ltd. | &nbsp;&nbsp;&nbsp; 2507151 |
| 754620 | Medibank Pvt Ltd. | &nbsp;&nbsp;&nbsp; 2477896 |
| 274690 | Orica Ltd. | &nbsp;&nbsp;&nbsp; 3781248 |
| 546417 | Origin Energy Ltd. | &nbsp;&nbsp;&nbsp; 4105629 |
| 18606 | Pro Medicus Ltd. | &nbsp;&nbsp;&nbsp; 3856072 |
| 1044385 | Qantas Airways Ltd. | &nbsp;&nbsp;&nbsp; 7309284 |
| 521669 | QBE Insurance Group Ltd. | &nbsp;&nbsp;&nbsp; 7792336 |
| 89935 | Rio Tinto PLC | &nbsp;&nbsp;&nbsp; 5359862 |
| 162183 | Santos Ltd. | &nbsp;&nbsp;&nbsp; 821797 |
| 184712 | Sonic Healthcare Ltd. | &nbsp;&nbsp;&nbsp; 3283569 |
| 258944 | Stockland REIT | &nbsp;&nbsp;&nbsp; 925302 |
| 7976 | Technology One Ltd. | &nbsp;&nbsp;&nbsp; 210960 |
| 2856666 | Telstra Group Ltd. | &nbsp;&nbsp;&nbsp; 9141143 |
| 28513 | Wesfarmers Ltd. | &nbsp;&nbsp;&nbsp; 1574207 |
| 123374 | Woolworths Group Ltd. | &nbsp;&nbsp;&nbsp; 2502976 |
|  |  | &nbsp;&nbsp;&nbsp; 118182743 |
|  | **Austria - 0.2%** | **Austria - 0.2%** |
| 22627 | ANDRITZ AG | &nbsp;&nbsp;&nbsp; 1586236 |
| 44496 | Raiffeisen Bank International AG | &nbsp;&nbsp;&nbsp; 1295605 |
|  |  | &nbsp;&nbsp;&nbsp; 2881841 |
|  | **Belgium - 1.0%** | **Belgium - 1.0%** |
| 5262 | Ackermans & van Haaren NV | &nbsp;&nbsp;&nbsp; 1297273 |
| 37370 | Ageas SA | &nbsp;&nbsp;&nbsp; 2555616 |
| 34804 | UCB SA | &nbsp;&nbsp;&nbsp; 7586559 |
|  |  | &nbsp;&nbsp;&nbsp; 11439448 |
|  | **Brazil - 0.3%** | **Brazil - 0.3%** |
| 107236 | Yara International ASA | &nbsp;&nbsp;&nbsp; 4001510 |
|  | **Canada - 14.6%** | **Canada - 14.6%** |
| 30272 | Alimentation Couche-Tard, Inc. | &nbsp;&nbsp;&nbsp; 1576496 |
| 98014 | Bank of Montreal | &nbsp;&nbsp;&nbsp; 10842473 |
| 80065 | Bank of Nova Scotia | &nbsp;&nbsp;&nbsp; 4464367 |
| 42475 | Canadian Imperial Bank of Commerce | &nbsp;&nbsp;&nbsp; 3042421 |
| 1700 | Canadian National Railway Co. | &nbsp;&nbsp;&nbsp; 159087 |
| 52123 | CCL Industries, Inc. Class B | &nbsp;&nbsp;&nbsp; 2919913 |
| 52949 | CGI, Inc. | &nbsp;&nbsp;&nbsp; 5115857 |
| 699 | Constellation Software, Inc. | &nbsp;&nbsp;&nbsp; 2416850 |
| 32161 | Descartes Systems Group, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 3401347 |
| 47572 | Dollarama, Inc. | &nbsp;&nbsp;&nbsp; 6516354 |
| 60063 | Element Fleet Management Corp. | &nbsp;&nbsp;&nbsp; 1565709 |
| 92475 | Emera, Inc.<sup>(1)</sup>  | &nbsp;&nbsp;&nbsp; 4351686 |
| 7022 | Fairfax Financial Holdings Ltd. | &nbsp;&nbsp;&nbsp; 12447461 |
| 107570 | Fortis, Inc. | &nbsp;&nbsp;&nbsp; 5275213 |
| 26063 | George Weston Ltd. | &nbsp;&nbsp;&nbsp; 4963385 |
| 75725 | Gildan Activewear, Inc. | &nbsp;&nbsp;&nbsp; 3833491 |
| 172059 | Great-West Lifeco, Inc. | &nbsp;&nbsp;&nbsp; 6475158 |
| 97540 | Hydro One Ltd.<sup>(2)</sup>  | &nbsp;&nbsp;&nbsp; 3456989 |
| 60071 | iA Financial Corp., Inc. | &nbsp;&nbsp;&nbsp; 5893045 |
| 55657 | Imperial Oil Ltd.<sup>(1)</sup>  | &nbsp;&nbsp;&nbsp; 4650865 |
| 15174 | Intact Financial Corp. | &nbsp;&nbsp;&nbsp; 3143346 |
| 149042 | Kinross Gold Corp. | &nbsp;&nbsp;&nbsp; 2384672 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 98.9% - (continued)** | **COMMON STOCKS - 98.9% - (continued)** | **COMMON STOCKS - 98.9% - (continued)** |
|  | **Canada - 14.6% - (continued)** | **Canada - 14.6% - (continued)** |
| 64303 | Loblaw Cos. Ltd. | &nbsp;&nbsp;&nbsp; $10421593 |
| 18195 | Magna International, Inc. | &nbsp;&nbsp;&nbsp; 745995 |
| 209166 | Manulife Financial Corp. | &nbsp;&nbsp;&nbsp; 6485803 |
| 73824 | Metro, Inc. | &nbsp;&nbsp;&nbsp; 5657410 |
| 22149 | National Bank of Canada | &nbsp;&nbsp;&nbsp; 2309020 |
| 68166 | Nutrien Ltd. | &nbsp;&nbsp;&nbsp; 4053327 |
| 156627 | Open Text Corp. | &nbsp;&nbsp;&nbsp; 4619905 |
| 56281 | Power Corp. of Canada | &nbsp;&nbsp;&nbsp; 2273141 |
| 25891 | RB Global, Inc. | &nbsp;&nbsp;&nbsp; 2802960 |
| 15760 | Restaurant Brands International, Inc. | &nbsp;&nbsp;&nbsp; 1071755 |
| 72779 | Royal Bank of Canada | &nbsp;&nbsp;&nbsp; 9359067 |
| 31064 | Stantec, Inc. | &nbsp;&nbsp;&nbsp; 3403098 |
| 69565 | Sun Life Financial, Inc. | &nbsp;&nbsp;&nbsp; 4250733 |
| 107192 | Suncor Energy, Inc. | &nbsp;&nbsp;&nbsp; 4237129 |
| 167178 | TELUS Corp. | &nbsp;&nbsp;&nbsp; 2698935 |
| 17796 | Thomson Reuters Corp.<sup>(1)</sup>  | &nbsp;&nbsp;&nbsp; 3579409 |
| 25745 | Toronto-Dominion Bank | &nbsp;&nbsp;&nbsp; 1879270 |
|  |  | &nbsp;&nbsp;&nbsp; 168744735 |
|  | **China - 1.7%** | **China - 1.7%** |
| 1950000 | BOC Hong Kong Holdings Ltd. | &nbsp;&nbsp;&nbsp; 8768790 |
| 551000 | SITC International Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp; 1786363 |
| 142900 | Wilmar International Ltd. | &nbsp;&nbsp;&nbsp; 324935 |
| 4663800 | Yangzijiang Shipbuilding Holdings Ltd. | &nbsp;&nbsp;&nbsp; 9202858 |
|  |  | &nbsp;&nbsp;&nbsp; 20082946 |
|  | **Denmark - 0.8%** | **Denmark - 0.8%** |
| 4401 | AP Moller - Maersk AS Class B | &nbsp;&nbsp;&nbsp; 8771827 |
| 3984 | Carlsberg AS Class B | &nbsp;&nbsp;&nbsp; 500089 |
| 5699 | Novo Nordisk AS Class B | &nbsp;&nbsp;&nbsp; 274904 |
|  |  | &nbsp;&nbsp;&nbsp; 9546820 |
|  | **Finland - 2.1%** | **Finland - 2.1%** |
| 52248 | Elisa OYJ | &nbsp;&nbsp;&nbsp; 2700588 |
| 84536 | Fortum OYJ | &nbsp;&nbsp;&nbsp; 1556799 |
| 50635 | Kesko OYJ Class B | &nbsp;&nbsp;&nbsp; 1105768 |
| 91338 | Kone OYJ Class B | &nbsp;&nbsp;&nbsp; 5638935 |
| 15230 | Konecranes OYJ | &nbsp;&nbsp;&nbsp; 1277728 |
| 2114243 | Nokia OYJ ADR | &nbsp;&nbsp;&nbsp; 8626111 |
| 35849 | Orion OYJ Class B | &nbsp;&nbsp;&nbsp; 2884477 |
|  |  | &nbsp;&nbsp;&nbsp; 23790406 |
|  | **France - 5.3%** | **France - 5.3%** |
| 3837 | Air Liquide SA | &nbsp;&nbsp;&nbsp; 758875 |
| 73063 | BNP Paribas SA | &nbsp;&nbsp;&nbsp; 6694957 |
| 29364 | Cie de Saint-Gobain SA | &nbsp;&nbsp;&nbsp; 3370938 |
| 202442 | Cie Generale des Etablissements Michelin SCA | &nbsp;&nbsp;&nbsp; 7243097 |
| 62356 | Danone SA | &nbsp;&nbsp;&nbsp; 5130043 |
| 396218 | Engie SA | &nbsp;&nbsp;&nbsp; 8897498 |
| 13618 | EssilorLuxottica SA | &nbsp;&nbsp;&nbsp; 4061836 |
| 849923 | Orange SA | &nbsp;&nbsp;&nbsp; 12981738 |
| 113197 | TotalEnergies SE | &nbsp;&nbsp;&nbsp; 6739690 |
| 37394 | Vinci SA | &nbsp;&nbsp;&nbsp; 5226864 |
|  |  | &nbsp;&nbsp;&nbsp; 61105536 |
|  | **Germany - 4.6%** | **Germany - 4.6%** |
| 20543 | Allianz SE | &nbsp;&nbsp;&nbsp; 8163535 |
| 57452 | Bayerische Motoren Werke AG | &nbsp;&nbsp;&nbsp; 5515670 |
| 33795 | Daimler Truck Holding AG | &nbsp;&nbsp;&nbsp; 1656667 |
| 17983 | Deutsche Boerse AG | &nbsp;&nbsp;&nbsp; 5229998 |
| 31886 | Deutsche Post AG | &nbsp;&nbsp;&nbsp; 1439732 |
| 141944 | Deutsche Telekom AG | &nbsp;&nbsp;&nbsp; 5114303 |
| 132730 | E.ON SE | &nbsp;&nbsp;&nbsp; 2423821 |
| 54267 | Heidelberg Materials AG | &nbsp;&nbsp;&nbsp; 12577535 |
| 32488 | Mercedes-Benz Group AG | &nbsp;&nbsp;&nbsp; 1862925 |
| 1636 | Merck KGaA | &nbsp;&nbsp;&nbsp; 206535 |
| 6066 | Muenchener Rueckversicherungs-Gesellschaft AG <br> in Muenchen | &nbsp;&nbsp;&nbsp; 3996298 |

---

*The accompanying notes are an integral part of these financial statements.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

7 <br>

------

**Hartford Multifactor Developed Markets (ex-US) ETF**

***Schedule of Investments – (continued)***

***July 31, 2025***

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 98.9% - (continued)** | **COMMON STOCKS - 98.9% - (continued)** | **COMMON STOCKS - 98.9% - (continued)** |
|  | **Germany - 4.6% - (continued)** | **Germany - 4.6% - (continued)** |
| 65582 | RWE AG | &nbsp;&nbsp;&nbsp; $2695471 |
| 8507 | SAP SE | &nbsp;&nbsp;&nbsp; 2441961 |
|  |  | &nbsp;&nbsp;&nbsp; 53324451 |
|  | **Guatemala - 0.1%** | **Guatemala - 0.1%** |
| 27790 | Millicom International Cellular SA | &nbsp;&nbsp;&nbsp; 1115769 |
|  | **Hong Kong - 2.5%** | **Hong Kong - 2.5%** |
| 1031000 | CK Asset Holdings Ltd. | &nbsp;&nbsp;&nbsp; 4734720 |
| 303480 | CLP Holdings Ltd. | &nbsp;&nbsp;&nbsp; 2634670 |
| 337100 | Hang Seng Bank Ltd. | &nbsp;&nbsp;&nbsp; 4921231 |
| 1427000 | HKT Trust & HKT Ltd. | &nbsp;&nbsp;&nbsp; 2246843 |
| 44326 | Jardine Matheson Holdings Ltd. | &nbsp;&nbsp;&nbsp; 2417097 |
| 1343591 | Sino Land Co. Ltd. | &nbsp;&nbsp;&nbsp; 1548981 |
| 462000 | Sun Hung Kai Properties Ltd. | &nbsp;&nbsp;&nbsp; 5502802 |
| 17500 | Swire Pacific Ltd. Class A | &nbsp;&nbsp;&nbsp; 158392 |
| 5053292 | WH Group Ltd.<sup>(2)</sup>  | &nbsp;&nbsp;&nbsp; 5091916 |
|  |  | &nbsp;&nbsp;&nbsp; 29256652 |
|  | **Ireland - 0.5%** | **Ireland - 0.5%** |
| 663739 | AIB Group PLC | &nbsp;&nbsp;&nbsp; 5279792 |
|  | **Israel - 3.8%** | **Israel - 3.8%** |
| 63325 | Amot Investments Ltd. | &nbsp;&nbsp;&nbsp; 434162 |
| 489936 | Bank Hapoalim BM | &nbsp;&nbsp;&nbsp; 9242441 |
| 550533 | Bank Leumi Le-Israel BM | &nbsp;&nbsp;&nbsp; 10234663 |
| 681747 | Bezeq The Israeli Telecommunication Corp. Ltd. | &nbsp;&nbsp;&nbsp; 1273026 |
| 7183 | Check Point Software Technologies Ltd.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 1337475 |
| 7576 | FIBI Holdings Ltd. | &nbsp;&nbsp;&nbsp; 554254 |
| 28134 | First International Bank of Israel Ltd. | &nbsp;&nbsp;&nbsp; 1963724 |
| 52789 | Harel Insurance Investments & Financial Services <br> Ltd. | &nbsp;&nbsp;&nbsp; 1601128 |
| 176741 | ICL Group Ltd. | &nbsp;&nbsp;&nbsp; 1107041 |
| 478629 | Israel Discount Bank Ltd. Class A | &nbsp;&nbsp;&nbsp; 4600628 |
| 15637 | Matrix IT Ltd. | &nbsp;&nbsp;&nbsp; 577065 |
| 105833 | Migdal Insurance & Financial Holdings Ltd. | &nbsp;&nbsp;&nbsp; 324743 |
| 65629 | Mizrahi Tefahot Bank Ltd. | &nbsp;&nbsp;&nbsp; 4072070 |
| 31243 | Partner Communications Co. Ltd. | &nbsp;&nbsp;&nbsp; 289168 |
| 1913 | Paz Retail & Energy Ltd. | &nbsp;&nbsp;&nbsp; 354564 |
| 95113 | Phoenix Financial Ltd. | &nbsp;&nbsp;&nbsp; 3260521 |
| 107377 | Shufersal Ltd. | &nbsp;&nbsp;&nbsp; 1302729 |
| 33898 | Tower Semiconductor Ltd.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 1586689 |
|  |  | &nbsp;&nbsp;&nbsp; 44116091 |
|  | **Italy - 1.7%** | **Italy - 1.7%** |
| 1568676 | A2A SpA | &nbsp;&nbsp;&nbsp; 3829647 |
| 293252 | Banca Monte dei Paschi di Siena SpA | &nbsp;&nbsp;&nbsp; 2505900 |
| 312040 | Enel SpA | &nbsp;&nbsp;&nbsp; 2761805 |
| 27036 | Leonardo SpA | &nbsp;&nbsp;&nbsp; 1462725 |
| 50126 | Recordati Industria Chimica e Farmaceutica SpA | &nbsp;&nbsp;&nbsp; 2891534 |
| 325757 | Unipol Assicurazioni SpA | &nbsp;&nbsp;&nbsp; 6567666 |
|  |  | &nbsp;&nbsp;&nbsp; 20019277 |
|  | **Japan - 19.9%** | **Japan - 19.9%** |
| 86700 | Air Water, Inc. | &nbsp;&nbsp;&nbsp; 1292190 |
| 89682 | Alfresa Holdings Corp. | &nbsp;&nbsp;&nbsp; 1309222 |
| 199500 | ALSOK Co. Ltd. | &nbsp;&nbsp;&nbsp; 1396546 |
| 54100 | Amada Co. Ltd. | &nbsp;&nbsp;&nbsp; 613453 |
| 72100 | ANA Holdings, Inc. | &nbsp;&nbsp;&nbsp; 1345273 |
| 76600 | Asahi Kasei Corp. | &nbsp;&nbsp;&nbsp; 537236 |
| 33100 | Bandai Namco Holdings, Inc. | &nbsp;&nbsp;&nbsp; 1079470 |
| 67400 | BIPROGY, Inc. | &nbsp;&nbsp;&nbsp; 2728783 |
| 92693 | Bridgestone Corp. | &nbsp;&nbsp;&nbsp; 3776210 |
| 171900 | Brother Industries Ltd. | &nbsp;&nbsp;&nbsp; 2944099 |
| 246203 | Canon, Inc.<sup>(1)</sup>  | &nbsp;&nbsp;&nbsp; 7034605 |
| 77900 | COMSYS Holdings Corp. | &nbsp;&nbsp;&nbsp; 1796677 |
| 69600 | Concordia Financial Group Ltd. | &nbsp;&nbsp;&nbsp; 467561 |
| 172400 | Dai Nippon Printing Co. Ltd. | &nbsp;&nbsp;&nbsp; 2669711 |
| 6500 | Daito Trust Construction Co. Ltd. | &nbsp;&nbsp;&nbsp; 670321 |
| 212800 | Daiwa House Industry Co. Ltd. | &nbsp;&nbsp;&nbsp; 7075658 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 98.9% - (continued)** | **COMMON STOCKS - 98.9% - (continued)** | **COMMON STOCKS - 98.9% - (continued)** |
|  | **Japan - 19.9% - (continued)** | **Japan - 19.9% - (continued)** |
| 51800 | Fujitsu Ltd. | &nbsp;&nbsp;&nbsp; $1137573 |
| 140100 | Haseko Corp. | &nbsp;&nbsp;&nbsp; 2089933 |
| 2000 | Hirose Electric Co. Ltd. | &nbsp;&nbsp;&nbsp; 254228 |
| 12600 | Iyogin Holdings, Inc. | &nbsp;&nbsp;&nbsp; 148024 |
| 338400 | Japan Airlines Co. Ltd. | &nbsp;&nbsp;&nbsp; 6765976 |
| 1603 | Japan Metropolitan Fund Invest REIT | &nbsp;&nbsp;&nbsp; 1172732 |
| 416700 | Japan Post Bank Co. Ltd. | &nbsp;&nbsp;&nbsp; 4693222 |
| 292581 | Japan Post Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp; 2726634 |
| 180200 | Japan Post Insurance Co. Ltd. | &nbsp;&nbsp;&nbsp; 4641053 |
| 196800 | KDDI Corp. | &nbsp;&nbsp;&nbsp; 3250250 |
| 2022 | KDX Realty Investment Corp. REIT | &nbsp;&nbsp;&nbsp; 2183295 |
| 85600 | Kinden Corp. | &nbsp;&nbsp;&nbsp; 2711989 |
| 133400 | Kirin Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp; 1771930 |
| 21500 | Komatsu Ltd. | &nbsp;&nbsp;&nbsp; 695023 |
| 316600 | Kuraray Co. Ltd. | &nbsp;&nbsp;&nbsp; 3951846 |
| 123200 | Kyowa Kirin Co. Ltd. | &nbsp;&nbsp;&nbsp; 2125987 |
| 131300 | Kyushu Railway Co. | &nbsp;&nbsp;&nbsp; 3193182 |
| 242900 | Lion Corp. | &nbsp;&nbsp;&nbsp; 2384696 |
| 22600 | McDonald's Holdings Co. Japan Ltd. | &nbsp;&nbsp;&nbsp; 907033 |
| 623200 | Mebuki Financial Group, Inc. | &nbsp;&nbsp;&nbsp; 3410943 |
| 97850 | Medipal Holdings Corp. | &nbsp;&nbsp;&nbsp; 1631971 |
| 64932 | MEIJI Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp; 1321119 |
| 357500 | Mitsubishi Chemical Group Corp. | &nbsp;&nbsp;&nbsp; 1965009 |
| 139700 | Mitsubishi UFJ Financial Group, Inc. | &nbsp;&nbsp;&nbsp; 1959114 |
| 274700 | Mizuho Financial Group, Inc. | &nbsp;&nbsp;&nbsp; 8181039 |
| 72100 | MS&AD Insurance Group Holdings, Inc. | &nbsp;&nbsp;&nbsp; 1554154 |
| 295785 | NEC Corp. | &nbsp;&nbsp;&nbsp; 8645857 |
| 166500 | NGK Insulators Ltd. | &nbsp;&nbsp;&nbsp; 2120871 |
| 149900 | NHK Spring Co. Ltd. | &nbsp;&nbsp;&nbsp; 1707224 |
| 96400 | Nihon Kohden Corp. | &nbsp;&nbsp;&nbsp; 1068442 |
| 106100 | Nippon Express Holdings, Inc. | &nbsp;&nbsp;&nbsp; 2337803 |
| 119800 | Niterra Co. Ltd. | &nbsp;&nbsp;&nbsp; 4158512 |
| 54300 | Nomura Real Estate Holdings, Inc. | &nbsp;&nbsp;&nbsp; 303368 |
| 1153500 | NTT, Inc. | &nbsp;&nbsp;&nbsp; 1170401 |
| 79200 | Obayashi Corp. | &nbsp;&nbsp;&nbsp; 1172778 |
| 293100 | Oji Holdings Corp. | &nbsp;&nbsp;&nbsp; 1439646 |
| 424200 | Ono Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp; 4765009 |
| 1362 | Orix J, Inc. REIT | &nbsp;&nbsp;&nbsp; 1790117 |
| 81746 | Osaka Gas Co. Ltd. | &nbsp;&nbsp;&nbsp; 2069519 |
| 91400 | Otsuka Corp. | &nbsp;&nbsp;&nbsp; 1741516 |
| 77300 | Otsuka Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp; 3751101 |
| 242100 | Panasonic Holdings Corp. | &nbsp;&nbsp;&nbsp; 2317320 |
| 97900 | Resona Holdings, Inc. | &nbsp;&nbsp;&nbsp; 903572 |
| 410800 | Ricoh Co. Ltd. | &nbsp;&nbsp;&nbsp; 3631811 |
| 233200 | Sankyo Co. Ltd. | &nbsp;&nbsp;&nbsp; 4371289 |
| 324100 | Santen Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp; 3595368 |
| 97000 | Sanwa Holdings Corp. | &nbsp;&nbsp;&nbsp; 2667105 |
| 137200 | SCSK Corp. | &nbsp;&nbsp;&nbsp; 4297557 |
| 2300 | Secom Co. Ltd. | &nbsp;&nbsp;&nbsp; 82772 |
| 160400 | Sega Sammy Holdings, Inc. | &nbsp;&nbsp;&nbsp; 3309359 |
| 216000 | Seiko Epson Corp. | &nbsp;&nbsp;&nbsp; 2763600 |
| 292865 | Sekisui Chemical Co. Ltd. | &nbsp;&nbsp;&nbsp; 5122875 |
| 49200 | Shimamura Co. Ltd. | &nbsp;&nbsp;&nbsp; 3592864 |
| 138400 | Shionogi & Co. Ltd. | &nbsp;&nbsp;&nbsp; 2341383 |
| 259500 | Skylark Holdings Co. Ltd. | &nbsp;&nbsp;&nbsp; 4954804 |
| 2483400 | SoftBank Corp. | &nbsp;&nbsp;&nbsp; 3607238 |
| 74700 | Sompo Holdings, Inc. | &nbsp;&nbsp;&nbsp; 2219731 |
| 191493 | Subaru Corp. | &nbsp;&nbsp;&nbsp; 3536694 |
| 157700 | Sumitomo Electric Industries Ltd. | &nbsp;&nbsp;&nbsp; 3937916 |
| 169800 | Sumitomo Mitsui Financial Group, Inc. | &nbsp;&nbsp;&nbsp; 4349507 |
| 136900 | Sumitomo Mitsui Trust Group, Inc. | &nbsp;&nbsp;&nbsp; 3617737 |
| 32400 | Suntory Beverage & Food Ltd. | &nbsp;&nbsp;&nbsp; 983443 |
| 109700 | Taiheiyo Cement Corp. | &nbsp;&nbsp;&nbsp; 2707238 |
| 531400 | Takashimaya Co. Ltd. | &nbsp;&nbsp;&nbsp; 4118928 |
| 184800 | Takeda Pharmaceutical Co. Ltd. | &nbsp;&nbsp;&nbsp; 5157381 |
| 92000 | TIS, Inc. | &nbsp;&nbsp;&nbsp; 2956324 |
| 131200 | Tohoku Electric Power Co., Inc.<sup>(1)</sup>  | &nbsp;&nbsp;&nbsp; 924533 |

---

*The accompanying notes are an integral part of these financial statements.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

8 <br>

------

**Hartford Multifactor Developed Markets (ex-US) ETF**

***Schedule of Investments – (continued)***

***July 31, 2025***

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 98.9% - (continued)** | **COMMON STOCKS - 98.9% - (continued)** | **COMMON STOCKS - 98.9% - (continued)** |
|  | **Japan - 19.9% - (continued)** | **Japan - 19.9% - (continued)** |
| 64996 | Tokyo Gas Co. Ltd. | &nbsp;&nbsp;&nbsp; $2180569 |
| 37800 | Tokyo Tatemono Co. Ltd. | &nbsp;&nbsp;&nbsp; 638979 |
| 198700 | Tosoh Corp. | &nbsp;&nbsp;&nbsp; 3010966 |
| 18319 | Toyo Suisan Kaisha Ltd. | &nbsp;&nbsp;&nbsp; 1176472 |
| 11400 | Yokogawa Electric Corp. | &nbsp;&nbsp;&nbsp; 305197 |
|  |  | &nbsp;&nbsp;&nbsp; 231187666 |
|  | **Netherlands - 2.9%** | **Netherlands - 2.9%** |
| 290676 | Koninklijke Ahold Delhaize NV | &nbsp;&nbsp;&nbsp; 11511183 |
| 1533446 | Koninklijke KPN NV | &nbsp;&nbsp;&nbsp; 6880013 |
| 109237 | NN Group NV | &nbsp;&nbsp;&nbsp; 7396608 |
| 46984 | Wolters Kluwer NV | &nbsp;&nbsp;&nbsp; 7351114 |
|  |  | &nbsp;&nbsp;&nbsp; 33138918 |
|  | **New Zealand - 0.5%** | **New Zealand - 0.5%** |
| 161452 | Contact Energy Ltd.<sup>(1)</sup>  | &nbsp;&nbsp;&nbsp; 868303 |
| 98709 | Fisher & Paykel Healthcare Corp. Ltd.<sup>(1)</sup>  | &nbsp;&nbsp;&nbsp; 2144442 |
| 30810 | Freightways Group Ltd. | &nbsp;&nbsp;&nbsp; 202804 |
| 362307 | Kiwi Property Group Ltd. REIT | &nbsp;&nbsp;&nbsp; 208541 |
| 1568221 | Spark New Zealand Ltd. | &nbsp;&nbsp;&nbsp; 2251628 |
|  |  | &nbsp;&nbsp;&nbsp; 5675718 |
|  | **Norway - 1.8%** | **Norway - 1.8%** |
| 39196 | Aker BP ASA | &nbsp;&nbsp;&nbsp; 953107 |
| 440105 | Equinor ASA | &nbsp;&nbsp;&nbsp; 11445736 |
| 33051 | Europris ASA<sup>(2)</sup>  | &nbsp;&nbsp;&nbsp; 312418 |
| 250665 | Hoegh Autoliners ASA | &nbsp;&nbsp;&nbsp; 2544773 |
| 186446 | Orkla ASA | &nbsp;&nbsp;&nbsp; 1974325 |
| 25608 | SpareBank 1 SMN | &nbsp;&nbsp;&nbsp; 479249 |
| 204887 | Telenor ASA | &nbsp;&nbsp;&nbsp; 3158860 |
|  |  | &nbsp;&nbsp;&nbsp; 20868468 |
|  | **Singapore - 2.8%** | **Singapore - 2.8%** |
| 93708 | BW LPG Ltd.<sup>(2)</sup>  | &nbsp;&nbsp;&nbsp; 1264498 |
| 62009 | DBS Group Holdings Ltd. | &nbsp;&nbsp;&nbsp; 2289938 |
| 616852 | Oversea-Chinese Banking Corp. Ltd. | &nbsp;&nbsp;&nbsp; 8021192 |
| 520500 | Sembcorp Industries Ltd. | &nbsp;&nbsp;&nbsp; 3113331 |
| 896600 | Singapore Airlines Ltd.<sup>(1)</sup>  | &nbsp;&nbsp;&nbsp; 4699487 |
| 734600 | Singapore Technologies Engineering Ltd. | &nbsp;&nbsp;&nbsp; 4965847 |
| 280100 | United Overseas Bank Ltd. | &nbsp;&nbsp;&nbsp; 7813481 |
|  |  | &nbsp;&nbsp;&nbsp; 32167774 |
|  | **Spain - 0.5%** | **Spain - 0.5%** |
| 33785 | CaixaBank SA | &nbsp;&nbsp;&nbsp; 319016 |
| 212989 | Iberdrola SA | &nbsp;&nbsp;&nbsp; 3743189 |
| 34786 | Repsol SA | &nbsp;&nbsp;&nbsp; 528734 |
| 133937 | Telefonica SA<sup>(1)</sup>  | &nbsp;&nbsp;&nbsp; 693518 |
|  |  | &nbsp;&nbsp;&nbsp; 5284457 |
|  | **Sweden - 2.9%** | **Sweden - 2.9%** |
| 92903 | Essity AB Class B | &nbsp;&nbsp;&nbsp; 2298825 |
| 182451 | Securitas AB Class B | &nbsp;&nbsp;&nbsp; 2719996 |
| 218103 | SKF AB Class B | &nbsp;&nbsp;&nbsp; 5110777 |
| 150560 | SSAB AB Class A | &nbsp;&nbsp;&nbsp; 873143 |
| 43680 | Swedish Orphan Biovitrum AB<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 1206595 |
| 344232 | Tele2 AB Class B | &nbsp;&nbsp;&nbsp; 5336411 |
| 1027568 | Telefonaktiebolaget LM Ericsson Class B | &nbsp;&nbsp;&nbsp; 7511086 |
| 1471108 | Telia Co. AB<sup>(1)</sup>  | &nbsp;&nbsp;&nbsp; 5216813 |
| 111975 | Volvo AB Class B | &nbsp;&nbsp;&nbsp; 3226231 |
|  |  | &nbsp;&nbsp;&nbsp; 33499877 |
|  | **Switzerland - 1.7%** | **Switzerland - 1.7%** |
| 9556 | ABB Ltd. | &nbsp;&nbsp;&nbsp; 629810 |
| 180993 | Sandoz Group AG | &nbsp;&nbsp;&nbsp; 10415372 |
| 4838 | Schindler Holding AG | &nbsp;&nbsp;&nbsp; 1706899 |
| 6682 | Sonova Holding AG | &nbsp;&nbsp;&nbsp; 1829208 |
| 8064 | Zurich Insurance Group AG | &nbsp;&nbsp;&nbsp; 5527273 |
|  |  | &nbsp;&nbsp;&nbsp; 20108562 |
|  | **United Kingdom - 10.8%** | **United Kingdom - 10.8%** |
| 101191 | AstraZeneca PLC ADR | &nbsp;&nbsp;&nbsp; 7396050 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 98.9% - (continued)** | **COMMON STOCKS - 98.9% - (continued)** | **COMMON STOCKS - 98.9% - (continued)** |
|  | **United Kingdom - 10.8% - (continued)** | **United Kingdom - 10.8% - (continued)** |
| 529824 | Aviva PLC | &nbsp;&nbsp;&nbsp; $4547611 |
| 416754 | BAE Systems PLC | &nbsp;&nbsp;&nbsp; 9949266 |
| 200338 | Beazley PLC | &nbsp;&nbsp;&nbsp; 2371474 |
| 5115 | British American Tobacco PLC ADR | &nbsp;&nbsp;&nbsp; 274573 |
| 1236091 | BT Group PLC | &nbsp;&nbsp;&nbsp; 3387702 |
| 121821 | Bunzl PLC | &nbsp;&nbsp;&nbsp; 3633714 |
| 774000 | CK Hutchison Holdings Ltd. | &nbsp;&nbsp;&nbsp; 5067975 |
| 34923 | Coca-Cola Europacific Partners PLC | &nbsp;&nbsp;&nbsp; 3384737 |
| 142643 | Compass Group PLC | &nbsp;&nbsp;&nbsp; 5030630 |
| 46875 | DCC PLC | &nbsp;&nbsp;&nbsp; 2952725 |
| 867502 | HSBC Holdings PLC | &nbsp;&nbsp;&nbsp; 10593825 |
| 290234 | Imperial Brands PLC | &nbsp;&nbsp;&nbsp; 11345757 |
| 38373 | Intertek Group PLC | &nbsp;&nbsp;&nbsp; 2508577 |
| 1559010 | Lloyds Banking Group PLC | &nbsp;&nbsp;&nbsp; 1605104 |
| 911782 | NatWest Group PLC | &nbsp;&nbsp;&nbsp; 6358817 |
| 24373 | Next PLC | &nbsp;&nbsp;&nbsp; 3970469 |
| 246833 | Pearson PLC | &nbsp;&nbsp;&nbsp; 3503283 |
| 37859 | Reckitt Benckiser Group PLC | &nbsp;&nbsp;&nbsp; 2841712 |
| 70678 | RELX PLC | &nbsp;&nbsp;&nbsp; 3681409 |
| 38388 | Sage Group PLC | &nbsp;&nbsp;&nbsp; 619769 |
| 293541 | Smith & Nephew PLC | &nbsp;&nbsp;&nbsp; 4515818 |
| 59931 | Smiths Group PLC | &nbsp;&nbsp;&nbsp; 1865364 |
| 42068 | SSE PLC | &nbsp;&nbsp;&nbsp; 1029073 |
| 395743 | Standard Chartered PLC | &nbsp;&nbsp;&nbsp; 7125027 |
| 1323657 | Tesco PLC | &nbsp;&nbsp;&nbsp; 7451568 |
| 60525 | Unilever PLC | &nbsp;&nbsp;&nbsp; 3530621 |
| 4656125 | Vodafone Group PLC | &nbsp;&nbsp;&nbsp; 5053812 |
|  |  | &nbsp;&nbsp;&nbsp; 125596462 |
|  | **United States - 5.7%** | **United States - 5.7%** |
| 38338 | Amrize Ltd.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 1938499 |
| 19644 | BP PLC ADR | &nbsp;&nbsp;&nbsp; 631555 |
| 14102 | CSL Ltd. | &nbsp;&nbsp;&nbsp; 2459656 |
| 266810 | GSK PLC ADR<sup>(1)</sup>  | &nbsp;&nbsp;&nbsp; 9911992 |
| 900906 | Haleon PLC | &nbsp;&nbsp;&nbsp; 4286009 |
| 38338 | Holcim AG | &nbsp;&nbsp;&nbsp; 3067795 |
| 28495 | Nestle SA | &nbsp;&nbsp;&nbsp; 2494913 |
| 96606 | Novartis AG | &nbsp;&nbsp;&nbsp; 11205368 |
| 30162 | Roche Holding AG | &nbsp;&nbsp;&nbsp; 9549474 |
| 91521 | Sanofi SA | &nbsp;&nbsp;&nbsp; 8258517 |
| 110074 | Shell PLC | &nbsp;&nbsp;&nbsp; 3949017 |
| 43914 | Swiss Re AG | &nbsp;&nbsp;&nbsp; 7908900 |
|  |  | &nbsp;&nbsp;&nbsp; 65661695 |
|  | Total Common Stocks <br>(cost $910,142,103)<br>| &nbsp;&nbsp;&nbsp; $1146077614 |
| **PREFERRED STOCKS - 0.3%** | **PREFERRED STOCKS - 0.3%** | **PREFERRED STOCKS - 0.3%** |
|  | **Germany - 0.3%** | **Germany - 0.3%** |
| 36030 | Henkel AG & Co. KGaA (Preference Shares)<sup>(3)</sup>  | &nbsp;&nbsp;&nbsp; $2786873 |
| 14845 | Volkswagen AG (Preference Shares)<sup>(3)</sup>  | &nbsp;&nbsp;&nbsp; 1565196 |
|  | Total Preferred Stocks <br>(cost $4,634,737)<br>| &nbsp;&nbsp;&nbsp; $4352069 |
| **WARRANTS - 0.0%** | **WARRANTS - 0.0%** | **WARRANTS - 0.0%** |
|  | **Canada - 0.0%** | **Canada - 0.0%** |
| 1030 | Constellation Software, Inc. Expires <br> 03/31/2040<sup>\*(4)(5)</sup>  | &nbsp;&nbsp;&nbsp; $— |
|  | Total Warrants <br>(cost $—)<br>| &nbsp;&nbsp;&nbsp; $— |
|  | Total Long-Term Investments <br>(cost $914,776,840)<br>| &nbsp;&nbsp;&nbsp; $1150429683 |

---

*The accompanying notes are an integral part of these financial statements.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

9 <br>

------

**Hartford Multifactor Developed Markets (ex-US) ETF**

***Schedule of Investments – (continued)***

***July 31, 2025***

------

---

| | | | |
|:---|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** |  | **Market Value**<sup>†</sup> |
| **SHORT-TERM INVESTMENTS - 1.2%** | **SHORT-TERM INVESTMENTS - 1.2%** | **SHORT-TERM INVESTMENTS - 1.2%** | **SHORT-TERM INVESTMENTS - 1.2%** |
|  | **Securities Lending Collateral - 1.2%** | **Securities Lending Collateral - 1.2%** | **Securities Lending Collateral - 1.2%** |
| 13608730 | State Street Navigator Securities Lending <br> Government Money Market Portfolio, <br> 4.26%<sup>(6)</sup>  | State Street Navigator Securities Lending <br> Government Money Market Portfolio, <br> 4.26%<sup>(6)</sup>  | &nbsp;&nbsp;&nbsp; $13608730 |
|  | Total Short-Term Investments <br>(cost $13,608,730) | Total Short-Term Investments <br>(cost $13,608,730) | &nbsp;&nbsp;&nbsp; $13608730 |
|  | Total Investments <br>(cost $928,385,570)<br>| 100.4<br> %<br>| &nbsp;&nbsp;&nbsp; $1164038413 |
|  | Other Assets and Liabilities | (0.4)%<br>| &nbsp;&nbsp;&nbsp; (5106342)<br>|
|  | Net Assets | 100.0<br> %<br>| &nbsp;&nbsp;&nbsp; $1158932071 |

---

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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(1)</sup> Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. 

<sup>(2)</sup> 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 $10,125,821, representing 0.9% of net assets. 

<sup>(3)</sup> Currently no rate available.

<sup>(4)</sup> 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 $0 or 0.0% of net assets.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Period** <br>**Acquired**<br>| **Security Name** | **Shares/** <br>**Par Value**<br>| **Total Cost** | **Market Value** |
| 08/2023 | &nbsp;&nbsp; Constellation Software, <br> Inc. Expires <br> 03/31/2040 Warrants<br>| &nbsp;&nbsp; 1030 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(5)</sup> Investment valued using significant unobservable inputs. <br> <sup>(6)</sup> Current yield as of period end.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures Contracts Outstanding at July 31, 2025**  | **Futures Contracts Outstanding at July 31, 2025**  | **Futures Contracts Outstanding at July 31, 2025**  | **Futures Contracts Outstanding at July 31, 2025**  | **Futures Contracts Outstanding at July 31, 2025**  |
| **Description** | **Number of** <br>**Contracts**<br>| **Expiration** <br>**Date**<br>| **Current** <br>**Notional** <br>**Amount**<br>| **Value and** <br>**Unrealized** <br>**Appreciation/** <br>**(Depreciation)**<br>|
| **Long position contracts:** | **Long position contracts:** | **Long position contracts:** | **Long position contracts:** | **Long position contracts:** |
| MSCI EAFE Index Future | 33 | 09/19/2025 | &nbsp;&nbsp; $4312110 | &nbsp;&nbsp; $(86509)<br>|
| **Total futures contracts** | **Total futures contracts** | **Total futures contracts** | **Total futures contracts** | &nbsp;&nbsp; $(86509)<br>|

---

<sup>†</sup> 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Total** | **Level 1** | **Level 2** | **Level 3**<sup>(1)</sup> <br>|
| **Assets** |  |  |  |  |
| Common Stocks  | &nbsp;&nbsp; $1146077614 | &nbsp;&nbsp; $1146077614 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |
| Preferred Stocks  | &nbsp;&nbsp; 4352069 | &nbsp;&nbsp; 4352069 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Warrants  | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Short-Term Investments  | &nbsp;&nbsp; 13608730 | &nbsp;&nbsp; 13608730 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| **Total** | &nbsp;&nbsp; $1164038413 | &nbsp;&nbsp; $1164038413 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |
| **Liabilities** |  |  |  |  |
| Futures Contracts<sup>(2)</sup>  | &nbsp;&nbsp; $(86509)<br>| &nbsp;&nbsp; $(86509)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |
| **Total** | &nbsp;&nbsp; $(86509)<br>| &nbsp;&nbsp; $(86509)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(1)</sup> For the period ended July 31, 2025, there were no transfers in and out of Level 3. <br> <sup>(2)</sup> Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended July 31, 2025 is not presented.

*The accompanying notes are an integral part of these financial statements.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

10 <br>

------

**Hartford Multifactor Emerging Markets ETF**

***Schedule of Investments***

***July 31, 2025***

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> <br>|
| **COMMON STOCKS - 97.3%** | **COMMON STOCKS - 97.3%** | **COMMON STOCKS - 97.3%** |
|  | **Brazil - 2.9%** | **Brazil - 2.9%** |
| 18985 | Ambev SA | &nbsp;&nbsp;&nbsp; $42253 |
| 9418 | Banco do Brasil SA | &nbsp;&nbsp;&nbsp; 33140 |
| 10817 | Cia de Saneamento Basico do Estado de Sao Paulo <br> SABESP | &nbsp;&nbsp;&nbsp; 209267 |
| 3997 | Embraer SA | &nbsp;&nbsp;&nbsp; 57586 |
| 46307 | Lojas Renner SA | &nbsp;&nbsp;&nbsp; 134573 |
| 3932 | Suzano SA | &nbsp;&nbsp;&nbsp; 36626 |
| 31311 | Telefonica Brasil SA | &nbsp;&nbsp;&nbsp; 176058 |
| 38921 | TIM SA | &nbsp;&nbsp;&nbsp; 143975 |
| 23377 | Vale SA ADR | &nbsp;&nbsp;&nbsp; 222783 |
| 20407 | Vibra Energia SA | &nbsp;&nbsp;&nbsp; 77311 |
|  |  | &nbsp;&nbsp;&nbsp; 1133572 |
|  | **Chile - 0.7%** | **Chile - 0.7%** |
| 742609 | Banco de Chile | &nbsp;&nbsp;&nbsp; 101621 |
| 12598 | Cencosud SA | &nbsp;&nbsp;&nbsp; 37701 |
| 89557 | Colbun SA | &nbsp;&nbsp;&nbsp; 13170 |
| 9264 | Empresas Copec SA | &nbsp;&nbsp;&nbsp; 60925 |
| 293382 | Enel Chile SA | &nbsp;&nbsp;&nbsp; 18668 |
| 9900 | Falabella SA | &nbsp;&nbsp;&nbsp; 49041 |
|  |  | &nbsp;&nbsp;&nbsp; 281126 |
|  | **China - 21.1%** | **China - 21.1%** |
| 13500 | AAC Technologies Holdings, Inc. | &nbsp;&nbsp;&nbsp; 68704 |
| 519000 | Agricultural Bank of China Ltd. Class H | &nbsp;&nbsp;&nbsp; 340490 |
| 12500 | Alibaba Group Holding Ltd. | &nbsp;&nbsp;&nbsp; 184236 |
| 158000 | Aluminum Corp. of China Ltd. Class H | &nbsp;&nbsp;&nbsp; 125394 |
| 6600 | ANTA Sports Products Ltd. | &nbsp;&nbsp;&nbsp; 75669 |
| 560000 | Bank of China Ltd. Class H | &nbsp;&nbsp;&nbsp; 323873 |
| 100000 | Bank of Communications Co. Ltd. Class H | &nbsp;&nbsp;&nbsp; 90064 |
| 16000 | BYD Co. Ltd. Class H<sup>(1)</sup>  | &nbsp;&nbsp;&nbsp; 235210 |
| 16500 | BYD Electronic International Co. Ltd. | &nbsp;&nbsp;&nbsp; 69153 |
| 17000 | China Coal Energy Co. Ltd. Class H | &nbsp;&nbsp;&nbsp; 20920 |
| 404000 | China Construction Bank Corp. Class H | &nbsp;&nbsp;&nbsp; 414293 |
| 11000 | China Everbright Bank Co. Ltd. Class H | &nbsp;&nbsp;&nbsp; 5171 |
| 202000 | China Feihe Ltd.<sup>(2)</sup>  | &nbsp;&nbsp;&nbsp; 120171 |
| 103500 | China Hongqiao Group Ltd.<sup>(1)</sup>  | &nbsp;&nbsp;&nbsp; 274242 |
| 81000 | China Life Insurance Co. Ltd. Class H | &nbsp;&nbsp;&nbsp; 234745 |
| 48000 | China Merchants Bank Co. Ltd. Class H | &nbsp;&nbsp;&nbsp; 311847 |
| 89500 | China Overseas Land & Investment Ltd. | &nbsp;&nbsp;&nbsp; 155057 |
| 152000 | China Petroleum & Chemical Corp. Class H | &nbsp;&nbsp;&nbsp; 89070 |
| 35500 | China Resources Land Ltd. | &nbsp;&nbsp;&nbsp; 130468 |
| 9000 | China Shenhua Energy Co. Ltd. Class H | &nbsp;&nbsp;&nbsp; 39038 |
| 38000 | China State Construction International Holdings Ltd. | &nbsp;&nbsp;&nbsp; 58283 |
| 129700 | China Tower Corp. Ltd. Class H<sup>(2)</sup>  | &nbsp;&nbsp;&nbsp; 181745 |
| 18000 | CITIC Ltd. | &nbsp;&nbsp;&nbsp; 27011 |
| 169000 | COSCO SHIPPING Holdings Co. Ltd. Class H<sup>(1)</sup>  | &nbsp;&nbsp;&nbsp; 309151 |
| 400000 | CSPC Pharmaceutical Group Ltd. | &nbsp;&nbsp;&nbsp; 505478 |
| 5600 | ENN Energy Holdings Ltd. | &nbsp;&nbsp;&nbsp; 45692 |
| 6800 | Fuyao Glass Industry Group Co. Ltd. Class H<sup>(2)</sup>  | &nbsp;&nbsp;&nbsp; 49159 |
| 38000 | Geely Automobile Holdings Ltd. | &nbsp;&nbsp;&nbsp; 85585 |
| 24000 | Haidilao International Holding Ltd.<sup>(2)</sup>  | &nbsp;&nbsp;&nbsp; 42558 |
| 8000 | Hansoh Pharmaceutical Group Co. Ltd.<sup>(2)</sup>  | &nbsp;&nbsp;&nbsp; 36025 |
| 37000 | Hisense Home Appliances Group Co. Ltd. Class H<sup>(1)</sup>  | &nbsp;&nbsp;&nbsp; 106522 |
| 482000 | Industrial & Commercial Bank of China Ltd. Class H | &nbsp;&nbsp;&nbsp; 369636 |
| 13406 | JD.com, Inc. Class A | &nbsp;&nbsp;&nbsp; 209885 |
| 21000 | Jiangxi Copper Co. Ltd. Class H | &nbsp;&nbsp;&nbsp; 42214 |
| 130000 | Kunlun Energy Co. Ltd. | &nbsp;&nbsp;&nbsp; 125363 |
| 214000 | Lenovo Group Ltd. | &nbsp;&nbsp;&nbsp; 275883 |
| 27500 | Li Ning Co. Ltd. | &nbsp;&nbsp;&nbsp; 58363 |
| 6900 | Meituan Class B<sup>\*(2)</sup>  | &nbsp;&nbsp;&nbsp; 106884 |
| 1980 | NetEase, Inc. | &nbsp;&nbsp;&nbsp; 51556 |
| 450000 | People's Insurance Co. Group of China Ltd. Class H | &nbsp;&nbsp;&nbsp; 346242 |
| 220000 | PetroChina Co. Ltd. Class H | &nbsp;&nbsp;&nbsp; 214955 |
| 74000 | PICC Property & Casualty Co. Ltd. Class H | &nbsp;&nbsp;&nbsp; 153845 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 97.3% - (continued)** | **COMMON STOCKS - 97.3% - (continued)** | **COMMON STOCKS - 97.3% - (continued)** |
|  | **China - 21.1% - (continued)** | **China - 21.1% - (continued)** |
| 14000 | Ping An Insurance Group Co. of China Ltd. Class H | &nbsp;&nbsp;&nbsp; $96216 |
| 323000 | Postal Savings Bank of China Co. Ltd. Class H<sup>(2)</sup>  | &nbsp;&nbsp;&nbsp; 228363 |
| 24600 | Shanghai Pharmaceuticals Holding Co. Ltd. Class H | &nbsp;&nbsp;&nbsp; 39297 |
| 81200 | Sinopharm Group Co. Ltd. Class H | &nbsp;&nbsp;&nbsp; 195087 |
| 2800 | Sunny Optical Technology Group Co. Ltd. | &nbsp;&nbsp;&nbsp; 26092 |
| 1200 | Tencent Holdings Ltd. | &nbsp;&nbsp;&nbsp; 84076 |
| 86000 | Tingyi Cayman Islands Holding Corp. | &nbsp;&nbsp;&nbsp; 126864 |
| 2000 | Trip.com Group Ltd. | &nbsp;&nbsp;&nbsp; 125350 |
| 131000 | Want Want China Holdings Ltd. | &nbsp;&nbsp;&nbsp; 94620 |
| 60000 | Weichai Power Co. Ltd. Class H | &nbsp;&nbsp;&nbsp; 127185 |
| 4200 | WuXi AppTec Co. Ltd. Class H<sup>(1)(2)</sup>  | &nbsp;&nbsp;&nbsp; 56553 |
| 38200 | Xiaomi Corp. Class B<sup>\*(2)</sup>  | &nbsp;&nbsp;&nbsp; 258641 |
| 2300 | Zhuzhou CRRC Times Electric Co. Ltd. Class H | &nbsp;&nbsp;&nbsp; 9346 |
| 45400 | ZTE Corp. Class H<sup>(1)</sup>  | &nbsp;&nbsp;&nbsp; 144008 |
|  |  | &nbsp;&nbsp;&nbsp; 8321548 |
|  | **India - 14.9%** | **India - 14.9%** |
| 6602 | Aurobindo Pharma Ltd.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 85903 |
| 2440 | Axis Bank Ltd. | &nbsp;&nbsp;&nbsp; 29760 |
| 2113 | Bajaj Finance Ltd. | &nbsp;&nbsp;&nbsp; 21256 |
| 34126 | Bank of Baroda | &nbsp;&nbsp;&nbsp; 92667 |
| 21087 | Bharat Petroleum Corp. Ltd. | &nbsp;&nbsp;&nbsp; 79270 |
| 8407 | Bharti Airtel Ltd. | &nbsp;&nbsp;&nbsp; 183719 |
| 81152 | Canara Bank | &nbsp;&nbsp;&nbsp; 99357 |
| 5278 | Cipla Ltd. | &nbsp;&nbsp;&nbsp; 93668 |
| 31211 | Coal India Ltd. | &nbsp;&nbsp;&nbsp; 134092 |
| 8172 | Coforge Ltd. | &nbsp;&nbsp;&nbsp; 163088 |
| 1490 | Coromandel International Ltd. | &nbsp;&nbsp;&nbsp; 45779 |
| 1617 | Divi's Laboratories Ltd. | &nbsp;&nbsp;&nbsp; 121747 |
| 8695 | Dr. Reddy's Laboratories Ltd. ADR | &nbsp;&nbsp;&nbsp; 123643 |
| 23773 | Embassy Office Parks REIT | &nbsp;&nbsp;&nbsp; 107384 |
| 6943 | Eternal Ltd.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 24396 |
| 7949 | Federal Bank Ltd. | &nbsp;&nbsp;&nbsp; 18369 |
| 241 | Fortis Healthcare Ltd. | &nbsp;&nbsp;&nbsp; 2359 |
| 39935 | GAIL India Ltd. | &nbsp;&nbsp;&nbsp; 81002 |
| 1758 | Glenmark Pharmaceuticals Ltd. | &nbsp;&nbsp;&nbsp; 42829 |
| 19019 | HCL Technologies Ltd. | &nbsp;&nbsp;&nbsp; 318703 |
| 6071 | HDFC Bank Ltd. | &nbsp;&nbsp;&nbsp; 139871 |
| 714 | Hero MotoCorp Ltd. | &nbsp;&nbsp;&nbsp; 34728 |
| 12579 | Hindalco Industries Ltd. | &nbsp;&nbsp;&nbsp; 98085 |
| 852 | Hindustan Unilever Ltd. | &nbsp;&nbsp;&nbsp; 24522 |
| 3485 | ICICI Bank Ltd. ADR | &nbsp;&nbsp;&nbsp; 117444 |
| 2498 | Indus Towers Ltd.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 10351 |
| 15615 | Infosys Ltd. ADR | &nbsp;&nbsp;&nbsp; 261083 |
| 2801 | JSW Steel Ltd. | &nbsp;&nbsp;&nbsp; 33520 |
| 4978 | Kotak Mahindra Bank Ltd. | &nbsp;&nbsp;&nbsp; 112438 |
| 6621 | Krishna Institute of Medical Sciences Ltd.<sup>\*(2)</sup>  | &nbsp;&nbsp;&nbsp; 56778 |
| 2095 | Larsen & Toubro Ltd. | &nbsp;&nbsp;&nbsp; 86970 |
| 3969 | Laurus Labs Ltd.<sup>(2)</sup>  | &nbsp;&nbsp;&nbsp; 39616 |
| 1352 | LTIMindtree Ltd.<sup>(2)</sup>  | &nbsp;&nbsp;&nbsp; 78806 |
| 4468 | Lupin Ltd. | &nbsp;&nbsp;&nbsp; 98394 |
| 5759 | Mahindra & Mahindra Ltd. | &nbsp;&nbsp;&nbsp; 210581 |
| 1307 | Maruti Suzuki India Ltd. | &nbsp;&nbsp;&nbsp; 188115 |
| 3721 | Max Healthcare Institute Ltd. | &nbsp;&nbsp;&nbsp; 52927 |
| 1304 | Mphasis Ltd. | &nbsp;&nbsp;&nbsp; 41535 |
| 85187 | National Aluminium Co. Ltd. | &nbsp;&nbsp;&nbsp; 179965 |
| 65560 | NMDC Ltd. | &nbsp;&nbsp;&nbsp; 52980 |
| 38230 | NTPC Ltd. | &nbsp;&nbsp;&nbsp; 145874 |
| 3763 | Oberoi Realty Ltd. | &nbsp;&nbsp;&nbsp; 70025 |
| 10288 | Oil & Natural Gas Corp. Ltd. | &nbsp;&nbsp;&nbsp; 28304 |
| 89 | Oracle Financial Services Software Ltd. | &nbsp;&nbsp;&nbsp; 8611 |
| 13 | Page Industries Ltd. | &nbsp;&nbsp;&nbsp; 7243 |
| 2113 | Persistent Systems Ltd. | &nbsp;&nbsp;&nbsp; 124478 |
| 9586 | Petronet LNG Ltd. | &nbsp;&nbsp;&nbsp; 31538 |

---

*The accompanying notes are an integral part of these financial statements.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

11 <br>

------

**Hartford Multifactor Emerging Markets ETF**

***Schedule of Investments – (continued)***

***July 31, 2025***

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 97.3% - (continued)** | **COMMON STOCKS - 97.3% - (continued)** | **COMMON STOCKS - 97.3% - (continued)** |
|  | **India - 14.9% - (continued)** | **India - 14.9% - (continued)** |
| 64000 | Piramal Pharma Ltd. | &nbsp;&nbsp;&nbsp; $143951 |
| 16117 | Power Grid Corp. of India Ltd. | &nbsp;&nbsp;&nbsp; 53540 |
| 25066 | Samvardhana Motherson International Ltd. | &nbsp;&nbsp;&nbsp; 27805 |
| 8107 | State Bank of India | &nbsp;&nbsp;&nbsp; 73718 |
| 11353 | Sun Pharmaceutical Industries Ltd. | &nbsp;&nbsp;&nbsp; 221192 |
| 6414 | Tata Consultancy Services Ltd. | &nbsp;&nbsp;&nbsp; 222355 |
| 23974 | Tata Motors Ltd. | &nbsp;&nbsp;&nbsp; 182257 |
| 5691 | Tata Steel Ltd. | &nbsp;&nbsp;&nbsp; 10261 |
| 10310 | Tech Mahindra Ltd. | &nbsp;&nbsp;&nbsp; 172271 |
| 1970 | Torrent Pharmaceuticals Ltd. | &nbsp;&nbsp;&nbsp; 84151 |
| 78998 | Union Bank of India Ltd. | &nbsp;&nbsp;&nbsp; 118102 |
| 43816 | Vedanta Ltd. | &nbsp;&nbsp;&nbsp; 212906 |
| 45317 | Wipro Ltd. ADR<sup>(1)</sup>  | &nbsp;&nbsp;&nbsp; 123262 |
|  |  | &nbsp;&nbsp;&nbsp; 5849544 |
|  | **Indonesia - 3.5%** | **Indonesia - 3.5%** |
| 1534100 | Alamtri Resources Indonesia Tbk. PT | &nbsp;&nbsp;&nbsp; 172475 |
| 626100 | Astra International Tbk. PT | &nbsp;&nbsp;&nbsp; 194051 |
| 38300 | Bank Central Asia Tbk. PT | &nbsp;&nbsp;&nbsp; 19261 |
| 77800 | Bank Negara Indonesia Persero Tbk. PT | &nbsp;&nbsp;&nbsp; 18959 |
| 387600 | Bank Rakyat Indonesia Persero Tbk. PT | &nbsp;&nbsp;&nbsp; 87390 |
| 340500 | Indofood Sukses Makmur Tbk. PT | &nbsp;&nbsp;&nbsp; 176406 |
| 1156500 | Kalbe Farma Tbk. PT | &nbsp;&nbsp;&nbsp; 100504 |
| 2988200 | Perusahaan Gas Negara Tbk. PT | &nbsp;&nbsp;&nbsp; 296005 |
| 124900 | Sumber Alfaria Trijaya Tbk. PT | &nbsp;&nbsp;&nbsp; 17610 |
| 724500 | Telkom Indonesia Persero Tbk. PT | &nbsp;&nbsp;&nbsp; 126804 |
| 110700 | United Tractors Tbk. PT | &nbsp;&nbsp;&nbsp; 162468 |
|  |  | &nbsp;&nbsp;&nbsp; 1371933 |
|  | **Malaysia - 3.2%** | **Malaysia - 3.2%** |
| 37800 | Alliance Bank Malaysia Bhd. | &nbsp;&nbsp;&nbsp; 39794 |
| 57400 | AMMB Holdings Bhd. | &nbsp;&nbsp;&nbsp; 67965 |
| 107146 | CIMB Group Holdings Bhd. | &nbsp;&nbsp;&nbsp; 164550 |
| 61500 | Gamuda Bhd. | &nbsp;&nbsp;&nbsp; 74694 |
| 35500 | IHH Healthcare Bhd. | &nbsp;&nbsp;&nbsp; 55352 |
| 157800 | KPJ Healthcare Bhd. | &nbsp;&nbsp;&nbsp; 95827 |
| 76644 | Malayan Banking Bhd. | &nbsp;&nbsp;&nbsp; 168743 |
| 3200 | Petronas Gas Bhd. | &nbsp;&nbsp;&nbsp; 13490 |
| 28700 | Press Metal Aluminium Holdings Bhd. | &nbsp;&nbsp;&nbsp; 35934 |
| 49700 | Public Bank Bhd. | &nbsp;&nbsp;&nbsp; 49059 |
| 59394 | RHB Bank Bhd. | &nbsp;&nbsp;&nbsp; 85366 |
| 65700 | Sime Darby Bhd. | &nbsp;&nbsp;&nbsp; 25109 |
| 78000 | Telekom Malaysia Bhd. | &nbsp;&nbsp;&nbsp; 123447 |
| 67700 | Tenaga Nasional Bhd. | &nbsp;&nbsp;&nbsp; 206671 |
| 13800 | United Plantations Bhd. | &nbsp;&nbsp;&nbsp; 70084 |
|  |  | &nbsp;&nbsp;&nbsp; 1276085 |
|  | **Mexico - 2.0%** | **Mexico - 2.0%** |
| 22660 | Alfa SAB de CV Class A | &nbsp;&nbsp;&nbsp; 16560 |
| 5324 | Arca Continental SAB de CV | &nbsp;&nbsp;&nbsp; 55614 |
| 244 | Coca-Cola Femsa SAB de CV ADR | &nbsp;&nbsp;&nbsp; 20262 |
| 22660 | Controladora Alpek SAB de CV<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 3249 |
| 1290 | Fomento Economico Mexicano SAB de CV ADR | &nbsp;&nbsp;&nbsp; 116693 |
| 404 | Gruma SAB de CV Class B | &nbsp;&nbsp;&nbsp; 6973 |
| 5661 | Grupo Aeroportuario del Centro Norte SAB de CV | &nbsp;&nbsp;&nbsp; 75466 |
| 13275 | Grupo Financiero Banorte SAB de CV Class O | &nbsp;&nbsp;&nbsp; 118455 |
| 33989 | Grupo Mexico SAB de CV Series B | &nbsp;&nbsp;&nbsp; 212453 |
| 11528 | Prologis Property Mexico SA de CV REIT | &nbsp;&nbsp;&nbsp; 43777 |
| 32605 | Wal-Mart de Mexico SAB de CV | &nbsp;&nbsp;&nbsp; 96282 |
|  |  | &nbsp;&nbsp;&nbsp; 765784 |
|  | **Philippines - 1.3%** | **Philippines - 1.3%** |
| 42470 | BDO Unibank, Inc. | &nbsp;&nbsp;&nbsp; 103895 |
| 27990 | International Container Terminal Services, Inc. | &nbsp;&nbsp;&nbsp; 214966 |
| 13050 | Manila Electric Co. | &nbsp;&nbsp;&nbsp; 120136 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 97.3% - (continued)** | **COMMON STOCKS - 97.3% - (continued)** | **COMMON STOCKS - 97.3% - (continued)** |
|  | **Philippines - 1.3% - (continued)** | **Philippines - 1.3% - (continued)** |
| 14990 | Metropolitan Bank & Trust Co. | &nbsp;&nbsp;&nbsp; $19068 |
| 2435 | PLDT, Inc. | &nbsp;&nbsp;&nbsp; 54976 |
|  |  | &nbsp;&nbsp;&nbsp; 513041 |
|  | **Poland - 3.2%** | **Poland - 3.2%** |
| 3255 | Asseco Poland SA | &nbsp;&nbsp;&nbsp; 176785 |
| 727 | Bank Polska Kasa Opieki SA | &nbsp;&nbsp;&nbsp; 39855 |
| 825 | CCC SA<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 42830 |
| 399 | Grupa Kety SA | &nbsp;&nbsp;&nbsp; 93392 |
| 21 | LPP SA | &nbsp;&nbsp;&nbsp; 93864 |
| 11106 | ORLEN SA | &nbsp;&nbsp;&nbsp; 248829 |
| 11345 | Powszechna Kasa Oszczednosci Bank Polski SA | &nbsp;&nbsp;&nbsp; 250295 |
| 19394 | Powszechny Zaklad Ubezpieczen SA | &nbsp;&nbsp;&nbsp; 327319 |
|  |  | &nbsp;&nbsp;&nbsp; 1273169 |
|  | **Russia - 0.0%** | **Russia - 0.0%** |
| 70980 | Gazprom PJSC<sup>\*(3)</sup>  | &nbsp;&nbsp;&nbsp; — |
| 3097 | Gazprom PJSC ADR<sup>\*(3)</sup>  | &nbsp;&nbsp;&nbsp; — |
| 38700 | GMK Norilskiy Nickel PAO<sup>\*(3)</sup>  | &nbsp;&nbsp;&nbsp; — |
| 310 | LUKOIL PJSC<sup>\*(3)</sup>  | &nbsp;&nbsp;&nbsp; — |
| 87 | LUKOIL PJSC ADR<sup>\*(3)</sup>  | &nbsp;&nbsp;&nbsp; — |
| 7 | MMC Norilsk Nickel PJSC ADR<sup>\*(3)</sup>  | &nbsp;&nbsp;&nbsp; — |
| 64472 | Sberbank of Russia PJSC<sup>\*(3)</sup>  | &nbsp;&nbsp;&nbsp; — |
|  | **Saudi Arabia - 5.5%** | **Saudi Arabia - 5.5%** |
| 5055 | Al Rajhi Bank | &nbsp;&nbsp;&nbsp; 127686 |
| 23862 | Arab National Bank | &nbsp;&nbsp;&nbsp; 138295 |
| 1015 | Arabian Internet & Communications Services Co. | &nbsp;&nbsp;&nbsp; 64589 |
| 10267 | Banque Saudi Fransi | &nbsp;&nbsp;&nbsp; 46968 |
| 11111 | Dar Al Arkan Real Estate Development Co.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 56575 |
| 439 | Elm Co. | &nbsp;&nbsp;&nbsp; 106500 |
| 15553 | Etihad Etisalat Co. | &nbsp;&nbsp;&nbsp; 253751 |
| 28104 | Jarir Marketing Co. | &nbsp;&nbsp;&nbsp; 96275 |
| 18558 | Riyad Bank | &nbsp;&nbsp;&nbsp; 139515 |
| 3343 | SABIC Agri-Nutrients Co. | &nbsp;&nbsp;&nbsp; 106232 |
| 38771 | Saudi Arabian Oil Co.<sup>(2)</sup>  | &nbsp;&nbsp;&nbsp; 251162 |
| 6461 | Saudi Awwal Bank | &nbsp;&nbsp;&nbsp; 55807 |
| 16740 | Saudi Electricity Co. | &nbsp;&nbsp;&nbsp; 65914 |
| 54020 | Saudi Investment Bank | &nbsp;&nbsp;&nbsp; 207232 |
| 17041 | Saudi National Bank | &nbsp;&nbsp;&nbsp; 170360 |
| 23350 | Saudi Telecom Co. | &nbsp;&nbsp;&nbsp; 261692 |
|  |  | &nbsp;&nbsp;&nbsp; 2148553 |
|  | **South Africa - 2.2%** | **South Africa - 2.2%** |
| 22648 | FirstRand Ltd. | &nbsp;&nbsp;&nbsp; 97017 |
| 11117 | Gold Fields Ltd. ADR | &nbsp;&nbsp;&nbsp; 270810 |
| 6651 | Harmony Gold Mining Co. Ltd. ADR | &nbsp;&nbsp;&nbsp; 89523 |
| 4181 | Mr. Price Group Ltd. | &nbsp;&nbsp;&nbsp; 48857 |
| 7770 | MTN Group Ltd. | &nbsp;&nbsp;&nbsp; 65894 |
| 1976 | Nedbank Group Ltd. | &nbsp;&nbsp;&nbsp; 27163 |
| 7794 | Old Mutual Ltd. | &nbsp;&nbsp;&nbsp; 5504 |
| 13598 | Standard Bank Group Ltd. | &nbsp;&nbsp;&nbsp; 176276 |
| 8969 | Vodacom Group Ltd. | &nbsp;&nbsp;&nbsp; 68984 |
|  |  | &nbsp;&nbsp;&nbsp; 850028 |
|  | **South Korea - 14.0%** | **South Korea - 14.0%** |
| 9610 | BNK Financial Group, Inc. | &nbsp;&nbsp;&nbsp; 101103 |
| 5933 | Coway Co. Ltd. | &nbsp;&nbsp;&nbsp; 465895 |
| 858 | DB Insurance Co. Ltd. | &nbsp;&nbsp;&nbsp; 79192 |
| 4138 | Doosan Bobcat, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 165305 |
| 1685 | Hankook Tire & Technology Co. Ltd. | &nbsp;&nbsp;&nbsp; 54008 |
| 392 | HD Hyundai Electric Co. Ltd. | &nbsp;&nbsp;&nbsp; 141615 |
| 83 | HD Korea Shipbuilding & Offshore Engineering Co. Ltd. | &nbsp;&nbsp;&nbsp; 21486 |
| 2632 | HMM Co. Ltd. | &nbsp;&nbsp;&nbsp; 44506 |
| 2862 | Hyundai Glovis Co. Ltd. | &nbsp;&nbsp;&nbsp; 304402 |

---

*The accompanying notes are an integral part of these financial statements.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

12 <br>

------

**Hartford Multifactor Emerging Markets ETF**

***Schedule of Investments – (continued)***

***July 31, 2025***

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 97.3% - (continued)** | **COMMON STOCKS - 97.3% - (continued)** | **COMMON STOCKS - 97.3% - (continued)** |
|  | **South Korea - 14.0% - (continued)** | **South Korea - 14.0% - (continued)** |
| 1068 | Hyundai Mobis Co. Ltd. | &nbsp;&nbsp;&nbsp; $226800 |
| 877 | Hyundai Motor Co. | &nbsp;&nbsp;&nbsp; 134699 |
| 7115 | JB Financial Group Co. Ltd. | &nbsp;&nbsp;&nbsp; 118515 |
| 3257 | KB Financial Group, Inc. | &nbsp;&nbsp;&nbsp; 260457 |
| 4155 | Kia Corp. | &nbsp;&nbsp;&nbsp; 306502 |
| 145 | Korea Zinc Co. Ltd. | &nbsp;&nbsp;&nbsp; 83646 |
| 3271 | Korean Air Lines Co. Ltd. | &nbsp;&nbsp;&nbsp; 55900 |
| 1071 | KT&G Corp. | &nbsp;&nbsp;&nbsp; 100937 |
| 1526 | LG Electronics, Inc. | &nbsp;&nbsp;&nbsp; 85169 |
| 540 | LS Electric Co. Ltd. | &nbsp;&nbsp;&nbsp; 120904 |
| 798 | NAVER Corp. | &nbsp;&nbsp;&nbsp; 135225 |
| 810 | Orion Corp. | &nbsp;&nbsp;&nbsp; 65008 |
| 844 | Samsung E&A Co. Ltd. | &nbsp;&nbsp;&nbsp; 16128 |
| 1515 | Samsung Electro-Mechanics Co. Ltd. | &nbsp;&nbsp;&nbsp; 162446 |
| 9335 | Samsung Electronics Co. Ltd. | &nbsp;&nbsp;&nbsp; 480617 |
| 812 | Samsung Fire & Marine Insurance Co. Ltd. | &nbsp;&nbsp;&nbsp; 257922 |
| 2033 | Samsung SDS Co. Ltd. | &nbsp;&nbsp;&nbsp; 234115 |
| 283 | Samyang Foods Co. Ltd. | &nbsp;&nbsp;&nbsp; 294265 |
| 2664 | SK Hynix, Inc. | &nbsp;&nbsp;&nbsp; 525385 |
| 1183 | SK Square Co. Ltd.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 129748 |
| 6171 | SK Telecom Co. Ltd. | &nbsp;&nbsp;&nbsp; 249635 |
| 5848 | Woori Financial Group, Inc. | &nbsp;&nbsp;&nbsp; 104157 |
|  |  | &nbsp;&nbsp;&nbsp; 5525692 |
|  | **Taiwan - 15.9%** | **Taiwan - 15.9%** |
| 8000 | Accton Technology Corp. | &nbsp;&nbsp;&nbsp; 239082 |
| 5000 | Advantech Co. Ltd. | &nbsp;&nbsp;&nbsp; 56202 |
| 47000 | ASE Technology Holding Co. Ltd. | &nbsp;&nbsp;&nbsp; 240137 |
| 13000 | Asustek Computer, Inc. | &nbsp;&nbsp;&nbsp; 288332 |
| 5039 | Bizlink Holding, Inc. | &nbsp;&nbsp;&nbsp; 153799 |
| 3000 | Catcher Technology Co. Ltd. | &nbsp;&nbsp;&nbsp; 21308 |
| 51000 | Cathay Financial Holding Co. Ltd. | &nbsp;&nbsp;&nbsp; 104059 |
| 48000 | Chicony Electronics Co. Ltd. | &nbsp;&nbsp;&nbsp; 210671 |
| 12000 | Chroma ATE, Inc. | &nbsp;&nbsp;&nbsp; 173080 |
| 21000 | Chunghwa Telecom Co. Ltd. | &nbsp;&nbsp;&nbsp; 90761 |
| 127000 | Compal Electronics, Inc. | &nbsp;&nbsp;&nbsp; 125521 |
| 68000 | CTBC Financial Holding Co. Ltd. | &nbsp;&nbsp;&nbsp; 93978 |
| 17000 | Delta Electronics, Inc. | &nbsp;&nbsp;&nbsp; 322942 |
| 6000 | Elite Material Co. Ltd. | &nbsp;&nbsp;&nbsp; 222129 |
| 177000 | Eva Airways Corp. | &nbsp;&nbsp;&nbsp; 224456 |
| 27000 | Evergreen Marine Corp. Taiwan Ltd. | &nbsp;&nbsp;&nbsp; 179111 |
| 12000 | Far EasTone Telecommunications Co. Ltd.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 32847 |
| 17000 | Fubon Financial Holding Co. Ltd. | &nbsp;&nbsp;&nbsp; 46932 |
| 51224 | Hon Hai Precision Industry Co. Ltd. | &nbsp;&nbsp;&nbsp; 305482 |
| 4000 | International Games System Co. Ltd. | &nbsp;&nbsp;&nbsp; 105336 |
| 95000 | KGI Financial Holding Co. Ltd. | &nbsp;&nbsp;&nbsp; 48379 |
| 27000 | King Yuan Electronics Co. Ltd. | &nbsp;&nbsp;&nbsp; 106743 |
| 500 | Largan Precision Co. Ltd. | &nbsp;&nbsp;&nbsp; 39618 |
| 39245 | Lite-On Technology Corp. | &nbsp;&nbsp;&nbsp; 156467 |
| 4000 | Lotes Co. Ltd. | &nbsp;&nbsp;&nbsp; 190301 |
| 5000 | MediaTek, Inc. | &nbsp;&nbsp;&nbsp; 229500 |
| 19000 | Micro-Star International Co. Ltd. | &nbsp;&nbsp;&nbsp; 91666 |
| 13000 | Novatek Microelectronics Corp. | &nbsp;&nbsp;&nbsp; 206885 |
| 77000 | Pegatron Corp. | &nbsp;&nbsp;&nbsp; 206382 |
| 6000 | President Chain Store Corp. | &nbsp;&nbsp;&nbsp; 51462 |
| 12000 | Quanta Computer, Inc. | &nbsp;&nbsp;&nbsp; 113175 |
| 12000 | Realtek Semiconductor Corp. | &nbsp;&nbsp;&nbsp; 231175 |
| 20000 | Taiwan Business Bank | &nbsp;&nbsp;&nbsp; 10788 |
| 22000 | Taiwan Mobile Co. Ltd.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 77762 |
| 1887 | Taiwan Semiconductor Manufacturing Co. Ltd. ADR | &nbsp;&nbsp;&nbsp; 455937 |
| 43000 | Uni-President Enterprises Corp. | &nbsp;&nbsp;&nbsp; 114100 |
| 124000 | United Microelectronics Corp. | &nbsp;&nbsp;&nbsp; 172618 |
| 26379 | Vanguard International Semiconductor Corp. | &nbsp;&nbsp;&nbsp; 82546 |
| 35686 | Wistron Corp. | &nbsp;&nbsp;&nbsp; 147060 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 97.3% - (continued)** | **COMMON STOCKS - 97.3% - (continued)** | **COMMON STOCKS - 97.3% - (continued)** |
|  | **Taiwan - 15.9% - (continued)** | **Taiwan - 15.9% - (continued)** |
| 1000 | Wiwynn Corp. | &nbsp;&nbsp;&nbsp; $92638 |
| 3194 | Yageo Corp. | &nbsp;&nbsp;&nbsp; 56716 |
| 62000 | Yang Ming Marine Transport Corp. | &nbsp;&nbsp;&nbsp; 126295 |
|  |  | &nbsp;&nbsp;&nbsp; 6244378 |
|  | **Thailand - 3.7%** | **Thailand - 3.7%** |
| 34389 | Advanced Info Service PCL NVDR | &nbsp;&nbsp;&nbsp; 306218 |
| 173600 | Bangkok Dusit Medical Services PCL NVDR | &nbsp;&nbsp;&nbsp; 114211 |
| 75700 | Delta Electronics Thailand PCL NVDR | &nbsp;&nbsp;&nbsp; 338195 |
| 39862 | Gulf Development PCL NVDR<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 57634 |
| 32300 | Kasikornbank PCL NVDR | &nbsp;&nbsp;&nbsp; 160116 |
| 176300 | Krung Thai Bank PCL NVDR | &nbsp;&nbsp;&nbsp; 118684 |
| 122500 | PTT PCL NVDR | &nbsp;&nbsp;&nbsp; 124637 |
| 806100 | Sansiri PCL NVDR | &nbsp;&nbsp;&nbsp; 36506 |
| 29300 | SCB X PCL NVDR | &nbsp;&nbsp;&nbsp; 113416 |
| 1473600 | TMBThanachart Bank PCL NVDR | &nbsp;&nbsp;&nbsp; 87027 |
|  |  | &nbsp;&nbsp;&nbsp; 1456644 |
|  | **Turkey - 2.3%** | **Turkey - 2.3%** |
| 144515 | Akbank TAS | &nbsp;&nbsp;&nbsp; 240307 |
| 11235 | BIM Birlesik Magazalar AS | &nbsp;&nbsp;&nbsp; 146827 |
| 25692 | KOC Holding AS | &nbsp;&nbsp;&nbsp; 113482 |
| 56225 | Mavi Giyim Sanayi Ve Ticaret AS Class B<sup>(2)</sup>  | &nbsp;&nbsp;&nbsp; 58589 |
| 2107 | Migros Ticaret AS | &nbsp;&nbsp;&nbsp; 27198 |
| 83890 | Reysas Tasimacilik ve Lojistik Ticaret AS<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 35236 |
| 5891 | Turk Hava Yollari AO | &nbsp;&nbsp;&nbsp; 41796 |
| 50393 | Turkcell Iletisim Hizmetleri AS | &nbsp;&nbsp;&nbsp; 115763 |
| 66851 | Turkiye Is Bankasi AS Class C | &nbsp;&nbsp;&nbsp; 24406 |
| 28658 | Turkiye Petrol Rafinerileri AS | &nbsp;&nbsp;&nbsp; 119241 |
|  |  | &nbsp;&nbsp;&nbsp; 922845 |
|  | **United Kingdom - 0.4%** | **United Kingdom - 0.4%** |
| 3661 | Anglogold Ashanti PLC | &nbsp;&nbsp;&nbsp; 169321 |
|  | **United States - 0.5%** | **United States - 0.5%** |
| 15574 | JBS NV BDR<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 213892 |
|  | Total Common Stocks <br>(cost $32,163,148)<br>| &nbsp;&nbsp;&nbsp; $38317155 |
| **PREFERRED STOCKS - 2.2%** | **PREFERRED STOCKS - 2.2%** | **PREFERRED STOCKS - 2.2%** |
|  | **Brazil - 1.4%** | **Brazil - 1.4%** |
| 79624 | Cia Energetica de Minas Gerais (Preference Shares)<sup>(4)</sup>  | &nbsp;&nbsp;&nbsp; $146916 |
| 22066 | Gerdau SA (Preference Shares)<sup>(4)</sup>  | &nbsp;&nbsp;&nbsp; 66373 |
| 54227 | Petroleo Brasileiro SA - Petrobras (Preference <br> Shares)<sup>(4)</sup>  | &nbsp;&nbsp;&nbsp; 316147 |
|  |  | &nbsp;&nbsp;&nbsp; 529436 |
|  | **Chile - 0.3%** | **Chile - 0.3%** |
| 34491 | Embotelladora Andina SA (Preference Shares)<sup>(4)</sup>  | &nbsp;&nbsp;&nbsp; 131471 |
|  | **Colombia - 0.5%** | **Colombia - 0.5%** |
| 18255 | Grupo Cibest SA (Preference Shares)<sup>(4)</sup>  | &nbsp;&nbsp;&nbsp; 200733 |
|  | Total Preferred Stocks <br>(cost $780,271)<br>| &nbsp;&nbsp;&nbsp; $861640 |
|  | Total Long-Term Investments <br>(cost $32,943,419)<br>| &nbsp;&nbsp;&nbsp; $39178795 |

---

*The accompanying notes are an integral part of these financial statements.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

13 <br>

------

**Hartford Multifactor Emerging Markets ETF**

***Schedule of Investments – (continued)***

***July 31, 2025***

------

---

| | | | |
|:---|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** |  | **Market Value**<sup>†</sup> |
| **SHORT-TERM INVESTMENTS - 0.4%** | **SHORT-TERM INVESTMENTS - 0.4%** | **SHORT-TERM INVESTMENTS - 0.4%** | **SHORT-TERM INVESTMENTS - 0.4%** |
|  | **Securities Lending Collateral - 0.4%** | **Securities Lending Collateral - 0.4%** | **Securities Lending Collateral - 0.4%** |
| 135951 | State Street Navigator Securities Lending <br> Government Money Market Portfolio, 4.26%<sup>(5)</sup>  | State Street Navigator Securities Lending <br> Government Money Market Portfolio, 4.26%<sup>(5)</sup>  | &nbsp;&nbsp;&nbsp; $135951 |
|  | Total Short-Term Investments <br>(cost $135,951) | Total Short-Term Investments <br>(cost $135,951) | &nbsp;&nbsp;&nbsp; $135951 |
|  | Total Investments <br>(cost $33,079,370)<br>| 99.9<br> %<br>| &nbsp;&nbsp;&nbsp; $39314746 |
|  | Other Assets and Liabilities | 0.1<br> %<br>| &nbsp;&nbsp;&nbsp; 56682 |
|  | Net Assets | 100.0<br> %<br>| &nbsp;&nbsp;&nbsp; $39371428 |

---

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.

<sup>(1)</sup> Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. 

<sup>(2)</sup> 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 $1,565,050, representing 4.0% of net assets. 

<sup>(3)</sup> Investment valued using significant unobservable inputs.

<sup>(4)</sup> Currently no rate available.

<sup>(5)</sup> Current yield as of period end.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures Contracts Outstanding at July 31, 2025**  | **Futures Contracts Outstanding at July 31, 2025**  | **Futures Contracts Outstanding at July 31, 2025**  | **Futures Contracts Outstanding at July 31, 2025**  | **Futures Contracts Outstanding at July 31, 2025**  |
| **Description** | **Number of** <br>**Contracts**<br>| **Expiration** <br>**Date**<br>| **Current** <br>**Notional** <br>**Amount**<br>| **Value and** <br>**Unrealized** <br>**Appreciation/** <br>**(Depreciation)**<br>|
| **Long position contracts:** | **Long position contracts:** | **Long position contracts:** | **Long position contracts:** | **Long position contracts:** |
| MSCI Emerging Markets Index Future | 4 | 09/19/2025 | &nbsp;&nbsp; $247660 | &nbsp;&nbsp; $5302 |
| **Total futures contracts** | **Total futures contracts** | **Total futures contracts** | **Total futures contracts** | &nbsp;&nbsp; $5302 |

---

<sup>†</sup> 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Total** | **Level 1** | **Level 2** | **Level 3**<sup>(1)</sup> <br>|
| **Assets** |  |  |  |  |
| Common Stocks  | &nbsp;&nbsp; $38317155 | &nbsp;&nbsp; $38317155 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |
| Preferred Stocks  | &nbsp;&nbsp; 861640 | &nbsp;&nbsp; 861640 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Short-Term Investments  | &nbsp;&nbsp; 135951 | &nbsp;&nbsp; 135951 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Futures Contracts<sup>(2)</sup>  | &nbsp;&nbsp; 5302 | &nbsp;&nbsp; 5302 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| **Total** | &nbsp;&nbsp; $39320048 | &nbsp;&nbsp; $39320048 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(1)</sup> For the period ended July 31, 2025, there were no transfers in and out of Level 3. <br> <sup>(2)</sup> Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the period ended July 31, 2025 is not presented.

*The accompanying notes are an integral part of these financial statements.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

14 <br>

------

**Hartford Multifactor Small Cap ETF**

***Schedule of Investments***

***July 31, 2025***

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> <br>|
| **COMMON STOCKS - 99.7%** | **COMMON STOCKS - 99.7%** | **COMMON STOCKS - 99.7%** |
|  | **Automobiles & Components - 2.2%** | **Automobiles & Components - 2.2%** |
| 8767 | Garrett Motion, Inc. | &nbsp;&nbsp;&nbsp; $114322 |
| 2188 | Patrick Industries, Inc. | &nbsp;&nbsp;&nbsp; 212761 |
| 5083 | Phinia, Inc. | &nbsp;&nbsp;&nbsp; 257708 |
| 5987 | Standard Motor Products, Inc. | &nbsp;&nbsp;&nbsp; 181765 |
|  |  | &nbsp;&nbsp;&nbsp; 766556 |
|  | **Banks - 12.5%** | **Banks - 12.5%** |
| 1273 | Ameris Bancorp | &nbsp;&nbsp;&nbsp; 87010 |
| 1893 | Arrow Financial Corp. | &nbsp;&nbsp;&nbsp; 50732 |
| 2125 | Associated Banc-Corp. | &nbsp;&nbsp;&nbsp; 52572 |
| 1472 | Banner Corp. | &nbsp;&nbsp;&nbsp; 91374 |
| 302 | Business First Bancshares, Inc. | &nbsp;&nbsp;&nbsp; 7173 |
| 2254 | Cathay General Bancorp | &nbsp;&nbsp;&nbsp; 101926 |
| 6555 | Central Pacific Financial Corp. | &nbsp;&nbsp;&nbsp; 174756 |
| 81 | City Holding Co. | &nbsp;&nbsp;&nbsp; 9890 |
| 3222 | CNB Financial Corp. | &nbsp;&nbsp;&nbsp; 73945 |
| 1351 | Community Trust Bancorp, Inc. | &nbsp;&nbsp;&nbsp; 72927 |
| 241 | Customers Bancorp, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 15364 |
| 1290 | Enterprise Financial Services Corp. | &nbsp;&nbsp;&nbsp; 71195 |
| 5206 | Financial Institutions, Inc. | &nbsp;&nbsp;&nbsp; 132701 |
| 5281 | First BanCorp | &nbsp;&nbsp;&nbsp; 110003 |
| 124 | First BanCorp/Southern Pines NC | &nbsp;&nbsp;&nbsp; 6211 |
| 4244 | First Busey Corp. | &nbsp;&nbsp;&nbsp; 94726 |
| 437 | First Commonwealth Financial Corp. | &nbsp;&nbsp;&nbsp; 7215 |
| 3600 | First Financial Bancorp | &nbsp;&nbsp;&nbsp; 87264 |
| 1952 | First Financial Corp. | &nbsp;&nbsp;&nbsp; 104530 |
| 2596 | First Hawaiian, Inc. | &nbsp;&nbsp;&nbsp; 62953 |
| 1887 | First Merchants Corp. | &nbsp;&nbsp;&nbsp; 71932 |
| 5504 | Fulton Financial Corp. | &nbsp;&nbsp;&nbsp; 98797 |
| 6765 | Hanmi Financial Corp. | &nbsp;&nbsp;&nbsp; 154310 |
| 23151 | Heritage Commerce Corp. | &nbsp;&nbsp;&nbsp; 214147 |
| 1071 | Hilltop Holdings, Inc. | &nbsp;&nbsp;&nbsp; 31702 |
| 236 | HomeTrust Bancshares, Inc. | &nbsp;&nbsp;&nbsp; 9171 |
| 23518 | Hope Bancorp, Inc. | &nbsp;&nbsp;&nbsp; 234945 |
| 2981 | Independent Bank Corp. | &nbsp;&nbsp;&nbsp; 91070 |
| 2237 | International Bancshares Corp. | &nbsp;&nbsp;&nbsp; 152519 |
| 1524 | National Bank Holdings Corp. Class A | &nbsp;&nbsp;&nbsp; 56479 |
| 1560 | NBT Bancorp, Inc. | &nbsp;&nbsp;&nbsp; 64553 |
| 5470 | Northeast Community Bancorp, Inc. | &nbsp;&nbsp;&nbsp; 113010 |
| 5163 | Northwest Bancshares, Inc. | &nbsp;&nbsp;&nbsp; 60407 |
| 521 | OceanFirst Financial Corp. | &nbsp;&nbsp;&nbsp; 8742 |
| 4844 | OFG Bancorp | &nbsp;&nbsp;&nbsp; 206451 |
| 3680 | Peoples Bancorp, Inc. | &nbsp;&nbsp;&nbsp; 105395 |
| 2909 | Preferred Bank | &nbsp;&nbsp;&nbsp; 264195 |
| 3050 | Renasant Corp. | &nbsp;&nbsp;&nbsp; 111752 |
| 3239 | S&T Bancorp, Inc. | &nbsp;&nbsp;&nbsp; 118677 |
| 2645 | Shore Bancshares, Inc. | &nbsp;&nbsp;&nbsp; 41024 |
| 688 | Simmons First National Corp. Class A | &nbsp;&nbsp;&nbsp; 13189 |
| 1970 | Stellar Bancorp, Inc. | &nbsp;&nbsp;&nbsp; 58174 |
| 139 | Third Coast Bancshares, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 5233 |
| 4372 | Towne Bank | &nbsp;&nbsp;&nbsp; 153151 |
| 926 | TriCo Bancshares | &nbsp;&nbsp;&nbsp; 38077 |
| 4661 | TrustCo Bank Corp. | &nbsp;&nbsp;&nbsp; 156423 |
| 3209 | Univest Financial Corp. | &nbsp;&nbsp;&nbsp; 92548 |
| 6903 | Veritex Holdings, Inc. | &nbsp;&nbsp;&nbsp; 218963 |
| 235 | WaFd, Inc. | &nbsp;&nbsp;&nbsp; 6840 |
| 2805 | WesBanco, Inc. | &nbsp;&nbsp;&nbsp; 84515 |
|  |  | &nbsp;&nbsp;&nbsp; 4450858 |
|  | **Capital Goods - 9.3%** | **Capital Goods - 9.3%** |
| 78 | Alamo Group, Inc. | &nbsp;&nbsp;&nbsp; 17361 |
| 2952 | Apogee Enterprises, Inc. | &nbsp;&nbsp;&nbsp; 123955 |
| 1762 | Argan, Inc. | &nbsp;&nbsp;&nbsp; 431655 |
| 5163 | Atmus Filtration Technologies, Inc. | &nbsp;&nbsp;&nbsp; 200892 |
| 895 | Blue Bird Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 40087 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** |
|  | **Capital Goods - 9.3% - (continued)** | **Capital Goods - 9.3% - (continued)** |
| 5048 | DNOW, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; $78547 |
| 1348 | DXP Enterprises, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 152675 |
| 1007 | Global Industrial Co. | &nbsp;&nbsp;&nbsp; 34298 |
| 1930 | GMS, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 211605 |
| 698 | Greenbrier Cos., Inc. | &nbsp;&nbsp;&nbsp; 31759 |
| 4926 | Hyster-Yale, Inc. | &nbsp;&nbsp;&nbsp; 206941 |
| 1030 | IES Holdings, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 363662 |
| 2569 | Karat Packaging, Inc. | &nbsp;&nbsp;&nbsp; 69954 |
| 2147 | LSI Industries, Inc. | &nbsp;&nbsp;&nbsp; 39290 |
| 2301 | Masterbrand, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 25380 |
| 101 | McGrath RentCorp | &nbsp;&nbsp;&nbsp; 12604 |
| 3116 | Miller Industries, Inc. | &nbsp;&nbsp;&nbsp; 126977 |
| 4872 | MRC Global, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 71521 |
| 2012 | MSC Industrial Direct Co., Inc. Class A | &nbsp;&nbsp;&nbsp; 174280 |
| 874 | Preformed Line Products Co. | &nbsp;&nbsp;&nbsp; 134885 |
| 6426 | REV Group, Inc. | &nbsp;&nbsp;&nbsp; 318408 |
| 6174 | Rush Enterprises, Inc. Class A | &nbsp;&nbsp;&nbsp; 334260 |
| 1117 | Tennant Co. | &nbsp;&nbsp;&nbsp; 92197 |
|  |  | &nbsp;&nbsp;&nbsp; 3293193 |
|  | **Commercial & Professional Services - 6.9%** | **Commercial & Professional Services - 6.9%** |
| 1764 | ABM Industries, Inc. | &nbsp;&nbsp;&nbsp; 81373 |
| 3914 | Barrett Business Services, Inc. | &nbsp;&nbsp;&nbsp; 179927 |
| 3327 | Brady Corp. Class A | &nbsp;&nbsp;&nbsp; 234786 |
| 5038 | Civeo Corp. | &nbsp;&nbsp;&nbsp; 125900 |
| 1680 | CSG Systems International, Inc. | &nbsp;&nbsp;&nbsp; 104933 |
| 8493 | Deluxe Corp. | &nbsp;&nbsp;&nbsp; 136737 |
| 10723 | Ennis, Inc. | &nbsp;&nbsp;&nbsp; 190869 |
| 4146 | Heidrick & Struggles International, Inc. | &nbsp;&nbsp;&nbsp; 184621 |
| 6817 | HNI Corp. | &nbsp;&nbsp;&nbsp; 350667 |
| 6143 | IBEX Holdings Ltd.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 181649 |
| 3673 | Interface, Inc. | &nbsp;&nbsp;&nbsp; 75737 |
| 697 | Kelly Services, Inc. Class A | &nbsp;&nbsp;&nbsp; 8538 |
| 1868 | Kforce, Inc. | &nbsp;&nbsp;&nbsp; 65100 |
| 490 | ManpowerGroup, Inc. | &nbsp;&nbsp;&nbsp; 20213 |
| 3520 | Pitney Bowes, Inc. | &nbsp;&nbsp;&nbsp; 39987 |
| 14873 | Resources Connection, Inc. | &nbsp;&nbsp;&nbsp; 75257 |
| 23930 | Steelcase, Inc. Class A | &nbsp;&nbsp;&nbsp; 247197 |
| 357 | UniFirst Corp. | &nbsp;&nbsp;&nbsp; 61058 |
| 13647 | Virco Mfg. Corp. | &nbsp;&nbsp;&nbsp; 105628 |
|  |  | &nbsp;&nbsp;&nbsp; 2470177 |
|  | **Consumer Discretionary Distribution & Retail - 4.7%** | **Consumer Discretionary Distribution & Retail - 4.7%** |
| 8435 | Buckle, Inc. | &nbsp;&nbsp;&nbsp; 416436 |
| 4731 | Build-A-Bear Workshop, Inc. | &nbsp;&nbsp;&nbsp; 239909 |
| 870 | Dillard's, Inc. Class A<sup>(1)</sup>  | &nbsp;&nbsp;&nbsp; 406229 |
| 5319 | Haverty Furniture Cos., Inc. | &nbsp;&nbsp;&nbsp; 109731 |
| 6820 | J Jill, Inc. | &nbsp;&nbsp;&nbsp; 106938 |
| 2256 | Kohl's Corp. | &nbsp;&nbsp;&nbsp; 24455 |
| 64 | Penske Automotive Group, Inc. | &nbsp;&nbsp;&nbsp; 10714 |
| 373 | Shoe Carnival, Inc. | &nbsp;&nbsp;&nbsp; 7631 |
| 876 | Signet Jewelers Ltd. | &nbsp;&nbsp;&nbsp; 69292 |
| 7857 | Upbound Group, Inc. | &nbsp;&nbsp;&nbsp; 162129 |
| 1670 | Urban Outfitters, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 125718 |
|  |  | &nbsp;&nbsp;&nbsp; 1679182 |
|  | **Consumer Durables & Apparel - 3.1%** | **Consumer Durables & Apparel - 3.1%** |
| 1657 | Acushnet Holdings Corp. | &nbsp;&nbsp;&nbsp; 131930 |
| 2502 | Carter's, Inc. | &nbsp;&nbsp;&nbsp; 60648 |
| 7912 | Ethan Allen Interiors, Inc. | &nbsp;&nbsp;&nbsp; 235540 |
| 435 | G-III Apparel Group Ltd.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 10266 |
| 4791 | Hamilton Beach Brands Holding Co. Class A | &nbsp;&nbsp;&nbsp; 74596 |
| 1190 | JAKKS Pacific, Inc. | &nbsp;&nbsp;&nbsp; 21075 |
| 5807 | La-Z-Boy, Inc. | &nbsp;&nbsp;&nbsp; 208878 |
| 5419 | Levi Strauss & Co. Class A | &nbsp;&nbsp;&nbsp; 106700 |

---

*The accompanying notes are an integral part of these financial statements.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

15 <br>

------

**Hartford Multifactor Small Cap ETF**

***Schedule of Investments – (continued)***

***July 31, 2025***

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** |
|  | **Consumer Durables & Apparel - 3.1% - (continued)** | **Consumer Durables & Apparel - 3.1% - (continued)** |
| 2374 | Movado Group, Inc. | &nbsp;&nbsp;&nbsp; $36821 |
| 1762 | Oxford Industries, Inc. | &nbsp;&nbsp;&nbsp; 67273 |
| 3307 | Smith & Wesson Brands, Inc. | &nbsp;&nbsp;&nbsp; 26291 |
| 616 | Steven Madden Ltd. | &nbsp;&nbsp;&nbsp; 14787 |
| 1399 | Sturm Ruger & Co., Inc. | &nbsp;&nbsp;&nbsp; 47790 |
| 5275 | Superior Group of Cos., Inc. | &nbsp;&nbsp;&nbsp; 50904 |
|  |  | &nbsp;&nbsp;&nbsp; 1093499 |
|  | **Consumer Services - 2.1%** | **Consumer Services - 2.1%** |
| 2529 | ADT, Inc. | &nbsp;&nbsp;&nbsp; 21117 |
| 166 | Biglari Holdings, Inc. Class B<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 51181 |
| 39 | Graham Holdings Co. Class B | &nbsp;&nbsp;&nbsp; 37213 |
| 6321 | Laureate Education, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 142855 |
| 14066 | Perdoceo Education Corp. | &nbsp;&nbsp;&nbsp; 404819 |
| 1302 | Travel & Leisure Co. | &nbsp;&nbsp;&nbsp; 77144 |
|  |  | &nbsp;&nbsp;&nbsp; 734329 |
|  | **Consumer Staples Distribution & Retail - 3.3%** | **Consumer Staples Distribution & Retail - 3.3%** |
| 1371 | Andersons, Inc. | &nbsp;&nbsp;&nbsp; 49247 |
| 4067 | Ingles Markets, Inc. Class A | &nbsp;&nbsp;&nbsp; 255936 |
| 3936 | Natural Grocers by Vitamin Cottage, Inc. | &nbsp;&nbsp;&nbsp; 149135 |
| 1802 | PriceSmart, Inc. | &nbsp;&nbsp;&nbsp; 193715 |
| 8780 | SpartanNash Co. | &nbsp;&nbsp;&nbsp; 233021 |
| 3854 | Weis Markets, Inc. | &nbsp;&nbsp;&nbsp; 279068 |
|  |  | &nbsp;&nbsp;&nbsp; 1160122 |
|  | **Energy - 3.3%** | **Energy - 3.3%** |
| 1172 | California Resources Corp. | &nbsp;&nbsp;&nbsp; 56467 |
| 2428 | CNX Resources Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 73593 |
| 4917 | Energy Services of America Corp. | &nbsp;&nbsp;&nbsp; 53743 |
| 10272 | FutureFuel Corp. | &nbsp;&nbsp;&nbsp; 41602 |
| 12132 | Granite Ridge Resources, Inc. | &nbsp;&nbsp;&nbsp; 62965 |
| 1007 | Gulfport Energy Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 175349 |
| 1094 | International Seaways, Inc. | &nbsp;&nbsp;&nbsp; 43651 |
| 8982 | Liberty Energy, Inc. | &nbsp;&nbsp;&nbsp; 110838 |
| 3188 | Northern Oil & Gas, Inc. | &nbsp;&nbsp;&nbsp; 89774 |
| 2487 | Peabody Energy Corp. | &nbsp;&nbsp;&nbsp; 40165 |
| 599 | PrimeEnergy Resources Corp.<sup>\*(1)</sup>  | &nbsp;&nbsp;&nbsp; 100973 |
| 5297 | Ranger Energy Services, Inc. Class A | &nbsp;&nbsp;&nbsp; 70927 |
| 1085 | Riley Exploration Permian, Inc. | &nbsp;&nbsp;&nbsp; 28470 |
| 1918 | Select Water Solutions, Inc. | &nbsp;&nbsp;&nbsp; 18470 |
| 36428 | VAALCO Energy, Inc. | &nbsp;&nbsp;&nbsp; 135512 |
| 2180 | World Kinect Corp. | &nbsp;&nbsp;&nbsp; 59448 |
|  |  | &nbsp;&nbsp;&nbsp; 1161947 |
|  | **Equity Real Estate Investment Trusts (REITs) - 6.1%** | **Equity Real Estate Investment Trusts (REITs) - 6.1%** |
| 846 | Acadia Realty Trust REIT | &nbsp;&nbsp;&nbsp; 15837 |
| 2418 | Alexander & Baldwin, Inc. REIT | &nbsp;&nbsp;&nbsp; 43476 |
| 1102 | American Assets Trust, Inc. REIT | &nbsp;&nbsp;&nbsp; 20971 |
| 7054 | American Healthcare, Inc. REIT | &nbsp;&nbsp;&nbsp; 272567 |
| 17235 | Apple Hospitality, Inc. REIT | &nbsp;&nbsp;&nbsp; 202511 |
| 6006 | Broadstone Net Lease, Inc. REIT | &nbsp;&nbsp;&nbsp; 97537 |
| 759 | COPT Defense Properties REIT | &nbsp;&nbsp;&nbsp; 20706 |
| 6340 | CTO Realty Growth, Inc. REIT | &nbsp;&nbsp;&nbsp; 104673 |
| 2640 | EPR Properties REIT | &nbsp;&nbsp;&nbsp; 145306 |
| 499 | Four Corners Property Trust, Inc. REIT | &nbsp;&nbsp;&nbsp; 12595 |
| 3228 | Getty Realty Corp. REIT | &nbsp;&nbsp;&nbsp; 89706 |
| 2260 | Highwoods Properties, Inc. REIT | &nbsp;&nbsp;&nbsp; 65563 |
| 1309 | Innovative Industrial Properties, Inc. REIT | &nbsp;&nbsp;&nbsp; 67675 |
| 4763 | LTC Properties, Inc. REIT | &nbsp;&nbsp;&nbsp; 162133 |
| 1736 | LXP Industrial Trust REIT | &nbsp;&nbsp;&nbsp; 13471 |
| 979 | National Health Investors, Inc. REIT | &nbsp;&nbsp;&nbsp; 68393 |
| 908 | One Liberty Properties, Inc. REIT | &nbsp;&nbsp;&nbsp; 20321 |
| 8648 | Outfront Media, Inc. REIT | &nbsp;&nbsp;&nbsp; 151600 |
| 14693 | Park Hotels & Resorts, Inc. REIT | &nbsp;&nbsp;&nbsp; 156627 |
| 6766 | RLJ Lodging Trust REIT | &nbsp;&nbsp;&nbsp; 50068 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** |
|  | **Equity Real Estate Investment Trusts (REITs) - 6.1% - (continued)** | **Equity Real Estate Investment Trusts (REITs) - 6.1% - (continued)** |
| 3239 | Sabra Health Care, Inc. REIT | &nbsp;&nbsp;&nbsp; $58399 |
| 3960 | SITE Centers Corp. REIT | &nbsp;&nbsp;&nbsp; 42649 |
| 19219 | Sunstone Hotel Investors, Inc. REIT | &nbsp;&nbsp;&nbsp; 168166 |
| 498 | UMH Properties, Inc. REIT | &nbsp;&nbsp;&nbsp; 8107 |
| 4734 | Urban Edge Properties REIT | &nbsp;&nbsp;&nbsp; 93355 |
| 2169 | Whitestone REIT | &nbsp;&nbsp;&nbsp; 26440 |
|  |  | &nbsp;&nbsp;&nbsp; 2178852 |
|  | **Financial Services - 1.9%** | **Financial Services - 1.9%** |
| 10028 | Acacia Research Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 35499 |
| 4540 | Bread Financial Holdings, Inc. | &nbsp;&nbsp;&nbsp; 278302 |
| 5927 | Chicago Atlantic Real Estate Finance, Inc. REIT | &nbsp;&nbsp;&nbsp; 76992 |
| 3189 | Enact Holdings, Inc. | &nbsp;&nbsp;&nbsp; 110850 |
| 3978 | EZCORP, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 56965 |
| 880 | Federated Hermes, Inc. | &nbsp;&nbsp;&nbsp; 43621 |
| 942 | Oppenheimer Holdings, Inc. Class A | &nbsp;&nbsp;&nbsp; 71413 |
|  |  | &nbsp;&nbsp;&nbsp; 673642 |
|  | **Food, Beverage & Tobacco - 1.9%** | **Food, Beverage & Tobacco - 1.9%** |
| 10951 | Flowers Foods, Inc. | &nbsp;&nbsp;&nbsp; 173573 |
| 1134 | John B Sanfilippo & Son, Inc. | &nbsp;&nbsp;&nbsp; 71794 |
| 2921 | Pilgrim's Pride Corp. | &nbsp;&nbsp;&nbsp; 138426 |
| 4268 | Universal Corp. | &nbsp;&nbsp;&nbsp; 232478 |
| 2311 | WK Kellogg Co. | &nbsp;&nbsp;&nbsp; 53269 |
|  |  | &nbsp;&nbsp;&nbsp; 669540 |
|  | **Health Care Equipment & Services - 9.6%** | **Health Care Equipment & Services - 9.6%** |
| 1433 | Addus HomeCare Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 153016 |
| 853 | Amedisys, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 84106 |
| 6519 | Bioventus, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 42504 |
| 9167 | BrightSpring Health Services, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 189299 |
| 948 | CONMED Corp. | &nbsp;&nbsp;&nbsp; 48490 |
| 2387 | CorVel Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 211488 |
| 6751 | Cross Country Healthcare, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 90801 |
| 48168 | DocGo, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 65508 |
| 5390 | Electromed, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 98152 |
| 20191 | Embecta Corp. | &nbsp;&nbsp;&nbsp; 205141 |
| 5367 | HealthStream, Inc. | &nbsp;&nbsp;&nbsp; 140401 |
| 1624 | iRadimed Corp. | &nbsp;&nbsp;&nbsp; 94744 |
| 1536 | Kewaunee Scientific Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 85002 |
| 2941 | LeMaitre Vascular, Inc. | &nbsp;&nbsp;&nbsp; 238927 |
| 2827 | National HealthCare Corp. | &nbsp;&nbsp;&nbsp; 271477 |
| 2487 | National Research Corp. | &nbsp;&nbsp;&nbsp; 31087 |
| 9114 | OraSure Technologies, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 28982 |
| 3388 | Pediatrix Medical Group, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 41503 |
| 19868 | Premier, Inc. Class A | &nbsp;&nbsp;&nbsp; 426765 |
| 2330 | Pro-Dex, Inc.<sup>\*(1)</sup>  | &nbsp;&nbsp;&nbsp; 116616 |
| 14263 | Select Medical Holdings Corp. | &nbsp;&nbsp;&nbsp; 210950 |
| 3715 | Semler Scientific, Inc.<sup>\*(1)</sup>  | &nbsp;&nbsp;&nbsp; 133183 |
| 19607 | Sensus Healthcare, Inc.<sup>\*(1)</sup>  | &nbsp;&nbsp;&nbsp; 109603 |
| 10124 | Tactile Systems Technology, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 101037 |
| 2752 | TruBridge, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 57297 |
| 1521 | Utah Medical Products, Inc. | &nbsp;&nbsp;&nbsp; 84568 |
| 10700 | Viemed Healthcare, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 65163 |
|  |  | &nbsp;&nbsp;&nbsp; 3425810 |
|  | **Household & Personal Products - 0.4%** | **Household & Personal Products - 0.4%** |
| 572 | Lifevantage Corp.<sup>(1)</sup>  | &nbsp;&nbsp;&nbsp; 7179 |
| 2231 | Oil-Dri Corp. of America | &nbsp;&nbsp;&nbsp; 125828 |
|  |  | &nbsp;&nbsp;&nbsp; 133007 |
|  | **Insurance - 3.4%** | **Insurance - 3.4%** |
| 6428 | CNO Financial Group, Inc. | &nbsp;&nbsp;&nbsp; 236807 |
| 4958 | Employers Holdings, Inc. | &nbsp;&nbsp;&nbsp; 204666 |
| 148 | HCI Group, Inc. | &nbsp;&nbsp;&nbsp; 20726 |
| 2115 | Horace Mann Educators Corp. | &nbsp;&nbsp;&nbsp; 89951 |

---

*The accompanying notes are an integral part of these financial statements.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

16 <br>

------

**Hartford Multifactor Small Cap ETF**

***Schedule of Investments – (continued)***

***July 31, 2025***

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** |
|  | **Insurance - 3.4% - (continued)** | **Insurance - 3.4% - (continued)** |
| 2049 | Mercury General Corp. | &nbsp;&nbsp;&nbsp; $141893 |
| 1133 | Safety Insurance Group, Inc. | &nbsp;&nbsp;&nbsp; 79707 |
| 8172 | SiriusPoint Ltd.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 160253 |
| 79 | Stewart Information Services Corp. | &nbsp;&nbsp;&nbsp; 5129 |
| 4525 | United Fire Group, Inc. | &nbsp;&nbsp;&nbsp; 120139 |
| 6904 | Universal Insurance Holdings, Inc. | &nbsp;&nbsp;&nbsp; 163211 |
|  |  | &nbsp;&nbsp;&nbsp; 1222482 |
|  | **Materials - 3.2%** | **Materials - 3.2%** |
| 413 | Alpha Metallurgical Resources, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 48763 |
| 3691 | Greif, Inc. Class A | &nbsp;&nbsp;&nbsp; 234120 |
| 493 | Hawkins, Inc. | &nbsp;&nbsp;&nbsp; 80497 |
| 78 | NewMarket Corp. | &nbsp;&nbsp;&nbsp; 53586 |
| 1343 | Olympic Steel, Inc. | &nbsp;&nbsp;&nbsp; 41767 |
| 2453 | Ramaco Resources, Inc. Class A | &nbsp;&nbsp;&nbsp; 49919 |
| 21 | Ramaco Resources, Inc. Class B | &nbsp;&nbsp;&nbsp; 285 |
| 1420 | Ryerson Holding Corp. | &nbsp;&nbsp;&nbsp; 29252 |
| 19159 | SunCoke Energy, Inc. | &nbsp;&nbsp;&nbsp; 141585 |
| 4022 | Sylvamo Corp. | &nbsp;&nbsp;&nbsp; 185293 |
| 5181 | Warrior Met Coal, Inc. | &nbsp;&nbsp;&nbsp; 266200 |
|  |  | &nbsp;&nbsp;&nbsp; 1131267 |
|  | **Media & Entertainment - 1.7%** | **Media & Entertainment - 1.7%** |
| 1838 | John Wiley & Sons, Inc. Class A | &nbsp;&nbsp;&nbsp; 70947 |
| 3146 | Scholastic Corp. | &nbsp;&nbsp;&nbsp; 77612 |
| 676 | Shutterstock, Inc. | &nbsp;&nbsp;&nbsp; 12952 |
| 13529 | Teads Holding Co.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 34228 |
| 19870 | TEGNA, Inc. | &nbsp;&nbsp;&nbsp; 331829 |
| 1831 | Travelzoo<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 18292 |
| 1896 | Yelp, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 65279 |
|  |  | &nbsp;&nbsp;&nbsp; 611139 |
|  | **Pharmaceuticals, Biotechnology & Life Sciences - 7.2%** | **Pharmaceuticals, Biotechnology & Life Sciences - 7.2%** |
| 3164 | ACADIA Pharmaceuticals, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 75398 |
| 1511 | ADMA Biologics, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 28256 |
| 3365 | Amphastar Pharmaceuticals, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 70497 |
| 14830 | Catalyst Pharmaceuticals, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 316324 |
| 6279 | Collegium Pharmaceutical, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 187491 |
| 10552 | Harmony Biosciences Holdings, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 371219 |
| 12586 | Innoviva, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 228688 |
| 24151 | Organon & Co. | &nbsp;&nbsp;&nbsp; 234265 |
| 806 | Pacira BioSciences, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 16998 |
| 308 | Perrigo Co. PLC | &nbsp;&nbsp;&nbsp; 8214 |
| 8937 | Phibro Animal Health Corp. Class A | &nbsp;&nbsp;&nbsp; 236830 |
| 1063 | Prestige Consumer Healthcare, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 78609 |
| 1558 | Protagonist Therapeutics, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 83914 |
| 11296 | Puma Biotechnology, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 35130 |
| 35342 | SIGA Technologies, Inc. | &nbsp;&nbsp;&nbsp; 233611 |
| 10169 | Supernus Pharmaceuticals, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 356932 |
|  |  | &nbsp;&nbsp;&nbsp; 2562376 |
|  | **Real Estate Management & Development - 0.5%** | **Real Estate Management & Development - 0.5%** |
| 5023 | Five Point Holdings LLC Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 26773 |
| 4842 | Newmark Group, Inc. Class A | &nbsp;&nbsp;&nbsp; 73453 |
| 5564 | RMR Group, Inc. Class A | &nbsp;&nbsp;&nbsp; 89358 |
|  |  | &nbsp;&nbsp;&nbsp; 189584 |
|  | **Semiconductors & Semiconductor Equipment - 0.8%** | **Semiconductors & Semiconductor Equipment - 0.8%** |
| 9996 | Amkor Technology, Inc. | &nbsp;&nbsp;&nbsp; 225510 |
| 3021 | Photronics, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 61507 |
|  |  | &nbsp;&nbsp;&nbsp; 287017 |
|  | **Software & Services - 1.8%** | **Software & Services - 1.8%** |
| 12871 | A10 Networks, Inc. | &nbsp;&nbsp;&nbsp; 237084 |
| 8236 | Adeia, Inc. | &nbsp;&nbsp;&nbsp; 106656 |
| 5997 | Hackett Group, Inc. | &nbsp;&nbsp;&nbsp; 140270 |
| 676 | OneSpan, Inc. | &nbsp;&nbsp;&nbsp; 9971 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** |
|  | **Software & Services - 1.8% - (continued)** | **Software & Services - 1.8% - (continued)** |
| 1370 | Progress Software Corp. | &nbsp;&nbsp;&nbsp; $65869 |
| 4760 | Teradata Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 99627 |
|  |  | &nbsp;&nbsp;&nbsp; 659477 |
|  | **Technology Hardware & Equipment - 8.0%** | **Technology Hardware & Equipment - 8.0%** |
| 3837 | Bel Fuse, Inc. Class B | &nbsp;&nbsp;&nbsp; 498963 |
| 6831 | Benchmark Electronics, Inc. | &nbsp;&nbsp;&nbsp; 262994 |
| 2275 | BK Technologies Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 88361 |
| 9882 | CompoSecure, Inc. Class A<sup>\*(1)</sup>  | &nbsp;&nbsp;&nbsp; 140423 |
| 2624 | Crane NXT Co. | &nbsp;&nbsp;&nbsp; 155708 |
| 17925 | Daktronics, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 290743 |
| 2825 | Diebold Nixdorf, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 159019 |
| 2556 | ePlus, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 165578 |
| 26948 | Immersion Corp. | &nbsp;&nbsp;&nbsp; 187828 |
| 1748 | M-Tron Industries, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 76877 |
| 629 | Napco Security Technologies, Inc. | &nbsp;&nbsp;&nbsp; 19203 |
| 944 | OSI Systems, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 208633 |
| 2878 | PC Connection, Inc. | &nbsp;&nbsp;&nbsp; 177256 |
| 647 | Plexus Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 82493 |
| 707 | ScanSource, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 27460 |
| 518 | TTM Technologies, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 24476 |
| 15341 | Vishay Intertechnology, Inc. | &nbsp;&nbsp;&nbsp; 251439 |
| 869 | Vishay Precision Group, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 23046 |
|  |  | &nbsp;&nbsp;&nbsp; 2840500 |
|  | **Telecommunication Services - 1.4%** | **Telecommunication Services - 1.4%** |
| 6035 | IDT Corp. Class B | &nbsp;&nbsp;&nbsp; 355522 |
| 6974 | Spok Holdings, Inc. | &nbsp;&nbsp;&nbsp; 127903 |
|  |  | &nbsp;&nbsp;&nbsp; 483425 |
|  | **Transportation - 1.4%** | **Transportation - 1.4%** |
| 2269 | Covenant Logistics Group, Inc. | &nbsp;&nbsp;&nbsp; 54796 |
| 2720 | Hub Group, Inc. Class A | &nbsp;&nbsp;&nbsp; 95255 |
| 1336 | Matson, Inc. | &nbsp;&nbsp;&nbsp; 142658 |
| 4797 | Schneider National, Inc. Class B | &nbsp;&nbsp;&nbsp; 117287 |
| 3023 | Universal Logistics Holdings, Inc. | &nbsp;&nbsp;&nbsp; 72340 |
| 1037 | Werner Enterprises, Inc. | &nbsp;&nbsp;&nbsp; 28746 |
|  |  | &nbsp;&nbsp;&nbsp; 511082 |
|  | **Utilities - 3.0%** | **Utilities - 3.0%** |
| 625 | ALLETE, Inc. | &nbsp;&nbsp;&nbsp; 41206 |
| 3227 | Avista Corp. | &nbsp;&nbsp;&nbsp; 120367 |
| 128 | Black Hills Corp. | &nbsp;&nbsp;&nbsp; 7396 |
| 2720 | Consolidated Water Co. Ltd. | &nbsp;&nbsp;&nbsp; 79125 |
| 11510 | MDU Resources Group, Inc. | &nbsp;&nbsp;&nbsp; 198548 |
| 276 | Northwest Natural Holding Co. | &nbsp;&nbsp;&nbsp; 11018 |
| 1950 | Northwestern Energy Group, Inc. | &nbsp;&nbsp;&nbsp; 104715 |
| 632 | ONE Gas, Inc. | &nbsp;&nbsp;&nbsp; 45946 |
| 1217 | Otter Tail Corp. | &nbsp;&nbsp;&nbsp; 93928 |
| 2764 | Portland General Electric Co. | &nbsp;&nbsp;&nbsp; 113656 |
| 962 | Spire, Inc. | &nbsp;&nbsp;&nbsp; 71640 |
| 2512 | TXNM Energy, Inc. | &nbsp;&nbsp;&nbsp; 142656 |
| 900 | Unitil Corp. | &nbsp;&nbsp;&nbsp; 46422 |
|  |  | &nbsp;&nbsp;&nbsp; 1076623 |
|  | Total Common Stocks <br>(cost $32,831,274)<br>| &nbsp;&nbsp;&nbsp; $35465686 |

---

*The accompanying notes are an integral part of these financial statements.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

17 <br>

------

**Hartford Multifactor Small Cap ETF**

***Schedule of Investments – (continued)***

***July 31, 2025***

------

---

| | | | |
|:---|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** |  | **Market Value**<sup>†</sup> |
| **SHORT-TERM INVESTMENTS - 2.6%** | **SHORT-TERM INVESTMENTS - 2.6%** | **SHORT-TERM INVESTMENTS - 2.6%** | **SHORT-TERM INVESTMENTS - 2.6%** |
|  | **Securities Lending Collateral - 2.6%** | **Securities Lending Collateral - 2.6%** | **Securities Lending Collateral - 2.6%** |
| 936661 | State Street Navigator Securities Lending Government <br> Money Market Portfolio, 4.26%<sup>(2)</sup>  | State Street Navigator Securities Lending Government <br> Money Market Portfolio, 4.26%<sup>(2)</sup>  | &nbsp;&nbsp;&nbsp; $936661 |
|  | Total Short-Term Investments <br>(cost $936,661) | Total Short-Term Investments <br>(cost $936,661) | &nbsp;&nbsp;&nbsp; $936661 |
|  | Total Investments <br>(cost $33,767,935)<br>| 102.3<br> %<br>| &nbsp;&nbsp;&nbsp; $36402347 |
|  | Other Assets and Liabilities | (2.3)%<br>| &nbsp;&nbsp;&nbsp; (831106)<br>|
|  | Net Assets | 100.0<br> %<br>| &nbsp;&nbsp;&nbsp; $35571241 |

---

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. <br> <sup>(1)</sup> Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. <br> <sup>(2)</sup> Current yield as of period end.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures Contracts Outstanding at July 31, 2025**  | **Futures Contracts Outstanding at July 31, 2025**  | **Futures Contracts Outstanding at July 31, 2025**  | **Futures Contracts Outstanding at July 31, 2025**  | **Futures Contracts Outstanding at July 31, 2025**  |
| **Description** | **Number of** <br>**Contracts**<br>| **Expiration** <br>**Date**<br>| **Current** <br>**Notional** <br>**Amount**<br>| **Value and** <br>**Unrealized** <br>**Appreciation/** <br>**(Depreciation)**<br>|
| **Long position contracts:** | **Long position contracts:** | **Long position contracts:** | **Long position contracts:** | **Long position contracts:** |
| E-Mini Russell 2000 | 1 | 09/19/2025 | &nbsp;&nbsp; $111010 | &nbsp;&nbsp; $5078 |
| **Total futures contracts** | **Total futures contracts** | **Total futures contracts** | **Total futures contracts** | &nbsp;&nbsp; $5078 |

---

<sup>†</sup> 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Total** | **Level 1** | **Level 2** | **Level 3**<sup>(1)</sup> <br>|
| **Assets** |  |  |  |  |
| Common Stocks  | &nbsp;&nbsp; $35465686 | &nbsp;&nbsp; $35465686 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |
| Short-Term Investments  | &nbsp;&nbsp; 936661 | &nbsp;&nbsp; 936661 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Futures Contracts<sup>(2)</sup>  | &nbsp;&nbsp; 5078 | &nbsp;&nbsp; 5078 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| **Total** | &nbsp;&nbsp; $36407425 | &nbsp;&nbsp; $36407425 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(1)</sup> For the period ended July 31, 2025, there were no transfers in and out of Level 3. <br> <sup>(2)</sup> 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.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

18 <br>

------

**Hartford Multifactor US Equity ETF**

***Schedule of Investments***

***July 31, 2025***

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> <br>|
| **COMMON STOCKS - 99.7%** | **COMMON STOCKS - 99.7%** | **COMMON STOCKS - 99.7%** |
|  | **Automobiles & Components - 0.1%** | **Automobiles & Components - 0.1%** |
| 4067 | Autoliv, Inc. | &nbsp;&nbsp;&nbsp; $453674 |
|  | **Banks - 2.9%** | **Banks - 2.9%** |
| 8458 | Bank of America Corp. | &nbsp;&nbsp;&nbsp; 399810 |
| 21005 | Bank OZK | &nbsp;&nbsp;&nbsp; 1035547 |
| 19908 | Citigroup, Inc. | &nbsp;&nbsp;&nbsp; 1865380 |
| 562 | Cullen/Frost Bankers, Inc. | &nbsp;&nbsp;&nbsp; 71604 |
| 14648 | Fifth Third Bancorp | &nbsp;&nbsp;&nbsp; 608917 |
| 58966 | Huntington Bancshares, Inc. | &nbsp;&nbsp;&nbsp; 968811 |
| 11012 | JP Morgan Chase & Co. | &nbsp;&nbsp;&nbsp; 3262195 |
| 13051 | M&T Bank Corp. | &nbsp;&nbsp;&nbsp; 2462724 |
| 2677 | PNC Financial Services Group, Inc. | &nbsp;&nbsp;&nbsp; 509353 |
| 5268 | Popular, Inc. | &nbsp;&nbsp;&nbsp; 603607 |
| 18725 | U.S. Bancorp | &nbsp;&nbsp;&nbsp; 841876 |
| 3187 | UMB Financial Corp. | &nbsp;&nbsp;&nbsp; 350538 |
| 10782 | Wells Fargo & Co. | &nbsp;&nbsp;&nbsp; 869353 |
|  |  | &nbsp;&nbsp;&nbsp; 13849715 |
|  | **Capital Goods - 7.1%** | **Capital Goods - 7.1%** |
| 11507 | 3M Co. | &nbsp;&nbsp;&nbsp; 1717075 |
| 865 | AAON, Inc. | &nbsp;&nbsp;&nbsp; 72228 |
| 3417 | Acuity, Inc. | &nbsp;&nbsp;&nbsp; 1063883 |
| 15992 | Allison Transmission Holdings, Inc. | &nbsp;&nbsp;&nbsp; 1440399 |
| 3279 | Applied Industrial Technologies, Inc. | &nbsp;&nbsp;&nbsp; 890248 |
| 1485 | Boise Cascade Co. | &nbsp;&nbsp;&nbsp; 124458 |
| 3725 | Caterpillar, Inc. | &nbsp;&nbsp;&nbsp; 1631624 |
| 6560 | Cummins, Inc. | &nbsp;&nbsp;&nbsp; 2411587 |
| 1214 | Deere & Co. | &nbsp;&nbsp;&nbsp; 636585 |
| 12516 | Donaldson Co., Inc. | &nbsp;&nbsp;&nbsp; 900777 |
| 3275 | Dover Corp. | &nbsp;&nbsp;&nbsp; 593234 |
| 451 | Dycom Industries, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 121233 |
| 3695 | EMCOR Group, Inc. | &nbsp;&nbsp;&nbsp; 2318576 |
| 54871 | Fastenal Co. | &nbsp;&nbsp;&nbsp; 2531199 |
| 7626 | Ferguson Enterprises, Inc. | &nbsp;&nbsp;&nbsp; 1703115 |
| 1569 | Honeywell International, Inc. | &nbsp;&nbsp;&nbsp; 348867 |
| 7084 | Illinois Tool Works, Inc. | &nbsp;&nbsp;&nbsp; 1813291 |
| 215 | Lennox International, Inc. | &nbsp;&nbsp;&nbsp; 130935 |
| 2074 | Lockheed Martin Corp. | &nbsp;&nbsp;&nbsp; 873113 |
| 12119 | Masco Corp. | &nbsp;&nbsp;&nbsp; 825667 |
| 13456 | Mueller Industries, Inc. | &nbsp;&nbsp;&nbsp; 1148739 |
| 4860 | Oshkosh Corp. | &nbsp;&nbsp;&nbsp; 614936 |
| 15150 | Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp; 1298203 |
| 1202 | Owens Corning | &nbsp;&nbsp;&nbsp; 167595 |
| 11744 | PACCAR, Inc. | &nbsp;&nbsp;&nbsp; 1159837 |
| 5008 | Snap-on, Inc. | &nbsp;&nbsp;&nbsp; 1608520 |
| 1701 | Toro Co. | &nbsp;&nbsp;&nbsp; 126299 |
| 2115 | Trane Technologies PLC | &nbsp;&nbsp;&nbsp; 926539 |
| 1913 | UFP Industries, Inc. | &nbsp;&nbsp;&nbsp; 187474 |
| 3742 | Valmont Industries, Inc. | &nbsp;&nbsp;&nbsp; 1361901 |
| 195 | Watsco, Inc. | &nbsp;&nbsp;&nbsp; 87922 |
| 520 | Watts Water Technologies, Inc. Class A | &nbsp;&nbsp;&nbsp; 136406 |
| 2471 | WW Grainger, Inc. | &nbsp;&nbsp;&nbsp; 2568703 |
|  |  | &nbsp;&nbsp;&nbsp; 33541168 |
|  | **Commercial & Professional Services - 2.4%** | **Commercial & Professional Services - 2.4%** |
| 2349 | Broadridge Financial Solutions, Inc. | &nbsp;&nbsp;&nbsp; 581401 |
| 7036 | Cintas Corp. | &nbsp;&nbsp;&nbsp; 1565862 |
| 39194 | Genpact Ltd. | &nbsp;&nbsp;&nbsp; 1726496 |
| 1919 | Maximus, Inc. | &nbsp;&nbsp;&nbsp; 141737 |
| 9618 | Paychex, Inc. | &nbsp;&nbsp;&nbsp; 1388166 |
| 2349 | Republic Services, Inc. | &nbsp;&nbsp;&nbsp; 541797 |
| 24788 | Robert Half, Inc. | &nbsp;&nbsp;&nbsp; 914925 |
| 6428 | Rollins, Inc. | &nbsp;&nbsp;&nbsp; 368132 |
| 19791 | Veralto Corp. | &nbsp;&nbsp;&nbsp; 2074690 |
| 4340 | Verisk Analytics, Inc. | &nbsp;&nbsp;&nbsp; 1209601 |
| 4660 | Waste Management, Inc. | &nbsp;&nbsp;&nbsp; 1067886 |
|  |  | &nbsp;&nbsp;&nbsp; 11580693 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** |
|  | **Consumer Discretionary Distribution & Retail - 6.0%** | **Consumer Discretionary Distribution & Retail - 6.0%** |
| 11878 | Amazon.com, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; $2780758 |
| 1637 | AutoNation, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 315352 |
| 500 | AutoZone, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 1884190 |
| 16481 | Bath & Body Works, Inc. | &nbsp;&nbsp;&nbsp; 477290 |
| 26429 | Best Buy Co., Inc. | &nbsp;&nbsp;&nbsp; 1719471 |
| 4067 | Dick's Sporting Goods, Inc. | &nbsp;&nbsp;&nbsp; 860211 |
| 29980 | eBay, Inc. | &nbsp;&nbsp;&nbsp; 2750665 |
| 47021 | Gap, Inc. | &nbsp;&nbsp;&nbsp; 915029 |
| 2334 | Group 1 Automotive, Inc. | &nbsp;&nbsp;&nbsp; 961958 |
| 8859 | Home Depot, Inc. | &nbsp;&nbsp;&nbsp; 3255771 |
| 8035 | Lowe's Cos., Inc. | &nbsp;&nbsp;&nbsp; 1796385 |
| 4275 | Murphy USA, Inc. | &nbsp;&nbsp;&nbsp; 1549602 |
| 20521 | O'Reilly Automotive, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 2017625 |
| 3451 | Ross Stores, Inc. | &nbsp;&nbsp;&nbsp; 471199 |
| 13170 | TJX Cos., Inc. | &nbsp;&nbsp;&nbsp; 1640060 |
| 25868 | Tractor Supply Co. | &nbsp;&nbsp;&nbsp; 1473183 |
| 1825 | Ulta Beauty, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 939893 |
| 12811 | Williams-Sonoma, Inc. | &nbsp;&nbsp;&nbsp; 2396297 |
|  |  | &nbsp;&nbsp;&nbsp; 28204939 |
|  | **Consumer Durables & Apparel - 1.5%** | **Consumer Durables & Apparel - 1.5%** |
| 2378 | Deckers Outdoor Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 252472 |
| 1169 | DR Horton, Inc. | &nbsp;&nbsp;&nbsp; 166980 |
| 4744 | Garmin Ltd. | &nbsp;&nbsp;&nbsp; 1037798 |
| 24628 | Kontoor Brands, Inc. | &nbsp;&nbsp;&nbsp; 1370795 |
| 11035 | Mattel, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 187705 |
| 6481 | NIKE, Inc. Class B | &nbsp;&nbsp;&nbsp; 484066 |
| 56 | NVR, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 422771 |
| 8123 | PulteGroup, Inc. | &nbsp;&nbsp;&nbsp; 917249 |
| 4221 | Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp; 1261024 |
| 17360 | Skechers USA, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 1098020 |
| 929 | Tapestry, Inc. | &nbsp;&nbsp;&nbsp; 100360 |
|  |  | &nbsp;&nbsp;&nbsp; 7299240 |
|  | **Consumer Services - 2.1%** | **Consumer Services - 2.1%** |
| 361 | Booking Holdings, Inc. | &nbsp;&nbsp;&nbsp; 1986966 |
| 471 | Domino's Pizza, Inc. | &nbsp;&nbsp;&nbsp; 218172 |
| 28590 | Frontdoor, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 1672515 |
| 5524 | Grand Canyon Education, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 931512 |
| 31423 | H&R Block, Inc. | &nbsp;&nbsp;&nbsp; 1707526 |
| 2136 | McDonald's Corp. | &nbsp;&nbsp;&nbsp; 640949 |
| 842 | Starbucks Corp. | &nbsp;&nbsp;&nbsp; 75073 |
| 11148 | Stride, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 1429508 |
| 8863 | Yum! Brands, Inc. | &nbsp;&nbsp;&nbsp; 1277601 |
|  |  | &nbsp;&nbsp;&nbsp; 9939822 |
|  | **Consumer Staples Distribution & Retail - 4.1%** | **Consumer Staples Distribution & Retail - 4.1%** |
| 171374 | Albertsons Cos., Inc. Class A | &nbsp;&nbsp;&nbsp; 3293808 |
| 6671 | BJ's Wholesale Club Holdings, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 706459 |
| 976 | Casey's General Stores, Inc. | &nbsp;&nbsp;&nbsp; 507647 |
| 2108 | Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp; 1980761 |
| 76566 | Kroger Co. | &nbsp;&nbsp;&nbsp; 5367277 |
| 22728 | Sysco Corp. | &nbsp;&nbsp;&nbsp; 1809149 |
| 6098 | Target Corp. | &nbsp;&nbsp;&nbsp; 612849 |
| 49948 | Walmart, Inc. | &nbsp;&nbsp;&nbsp; 4893905 |
|  |  | &nbsp;&nbsp;&nbsp; 19171855 |
|  | **Energy - 2.7%** | **Energy - 2.7%** |
| 20139 | Baker Hughes Co. | &nbsp;&nbsp;&nbsp; 907262 |
| 5246 | Cheniere Energy, Inc. | &nbsp;&nbsp;&nbsp; 1237426 |
| 12156 | Chevron Corp. | &nbsp;&nbsp;&nbsp; 1843336 |
| 9746 | ConocoPhillips | &nbsp;&nbsp;&nbsp; 929184 |
| 32500 | EOG Resources, Inc. | &nbsp;&nbsp;&nbsp; 3900650 |
| 26535 | Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp; 2962367 |
| 545 | Texas Pacific Land Corp. | &nbsp;&nbsp;&nbsp; 527631 |
| 5081 | Valero Energy Corp. | &nbsp;&nbsp;&nbsp; 697672 |
|  |  | &nbsp;&nbsp;&nbsp; 13005528 |

---

*The accompanying notes are an integral part of these financial statements.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

19 <br>

------

**Hartford Multifactor US Equity ETF**

***Schedule of Investments – (continued)***

***July 31, 2025***

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** |
|  | **Equity Real Estate Investment Trusts (REITs) - 1.3%** | **Equity Real Estate Investment Trusts (REITs) - 1.3%** |
| 6853 | Agree Realty Corp. REIT<sup>(1)</sup>  | &nbsp;&nbsp;&nbsp; $491360 |
| 3004 | AvalonBay Communities, Inc. REIT | &nbsp;&nbsp;&nbsp; 559585 |
| 6040 | Equity Residential REIT | &nbsp;&nbsp;&nbsp; 381728 |
| 2186 | Gaming & Leisure Properties, Inc. REIT | &nbsp;&nbsp;&nbsp; 99638 |
| 3955 | Lamar Advertising Co. Class A, REIT | &nbsp;&nbsp;&nbsp; 483499 |
| 6011 | Realty Income Corp. REIT | &nbsp;&nbsp;&nbsp; 337397 |
| 5225 | Simon Property Group, Inc. REIT | &nbsp;&nbsp;&nbsp; 855803 |
| 65450 | VICI Properties, Inc. REIT | &nbsp;&nbsp;&nbsp; 2133670 |
| 4809 | Welltower, Inc. REIT | &nbsp;&nbsp;&nbsp; 793822 |
| 1322 | WP Carey, Inc. REIT | &nbsp;&nbsp;&nbsp; 84819 |
|  |  | &nbsp;&nbsp;&nbsp; 6221321 |
|  | **Financial Services - 4.2%** | **Financial Services - 4.2%** |
| 29317 | Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp; 2974210 |
| 6597 | Berkshire Hathaway, Inc. Class B<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 3112992 |
| 669 | Capital One Financial Corp. | &nbsp;&nbsp;&nbsp; 143835 |
| 1026 | CME Group, Inc. | &nbsp;&nbsp;&nbsp; 285515 |
| 26322 | Interactive Brokers Group, Inc. Class A | &nbsp;&nbsp;&nbsp; 1725670 |
| 5494 | Janus Henderson Group PLC | &nbsp;&nbsp;&nbsp; 237890 |
| 2733 | Mastercard, Inc. Class A | &nbsp;&nbsp;&nbsp; 1548163 |
| 5984 | MGIC Investment Corp. | &nbsp;&nbsp;&nbsp; 154986 |
| 13634 | Northern Trust Corp. | &nbsp;&nbsp;&nbsp; 1772420 |
| 4083 | Raymond James Financial, Inc. | &nbsp;&nbsp;&nbsp; 682392 |
| 25412 | State Street Corp. | &nbsp;&nbsp;&nbsp; 2839791 |
| 30652 | Synchrony Financial | &nbsp;&nbsp;&nbsp; 2135525 |
| 9025 | T. Rowe Price Group, Inc. | &nbsp;&nbsp;&nbsp; 915586 |
| 4592 | Visa, Inc. Class A | &nbsp;&nbsp;&nbsp; 1586398 |
|  |  | &nbsp;&nbsp;&nbsp; 20115373 |
|  | **Food, Beverage & Tobacco - 2.3%** | **Food, Beverage & Tobacco - 2.3%** |
| 56371 | Altria Group, Inc. | &nbsp;&nbsp;&nbsp; 3491620 |
| 36472 | Cal-Maine Foods, Inc. | &nbsp;&nbsp;&nbsp; 4053498 |
| 2950 | Ingredion, Inc. | &nbsp;&nbsp;&nbsp; 388043 |
| 3563 | Kellanova | &nbsp;&nbsp;&nbsp; 284434 |
| 6714 | PepsiCo, Inc. | &nbsp;&nbsp;&nbsp; 925995 |
| 11949 | Philip Morris International, Inc. | &nbsp;&nbsp;&nbsp; 1960233 |
|  |  | &nbsp;&nbsp;&nbsp; 11103823 |
|  | **Health Care Equipment & Services - 5.3%** | **Health Care Equipment & Services - 5.3%** |
| 11837 | Abbott Laboratories | &nbsp;&nbsp;&nbsp; 1493711 |
| 1061 | Becton Dickinson & Co. | &nbsp;&nbsp;&nbsp; 189123 |
| 10556 | Boston Scientific Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 1107536 |
| 20508 | Cardinal Health, Inc. | &nbsp;&nbsp;&nbsp; 3183252 |
| 4481 | Cencora, Inc. | &nbsp;&nbsp;&nbsp; 1281925 |
| 981 | Chemed Corp. | &nbsp;&nbsp;&nbsp; 404466 |
| 39481 | CVS Health Corp. | &nbsp;&nbsp;&nbsp; 2451770 |
| 1582 | DaVita, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 222065 |
| 6818 | Elevance Health, Inc. | &nbsp;&nbsp;&nbsp; 1930039 |
| 775 | Encompass Health Corp. | &nbsp;&nbsp;&nbsp; 85335 |
| 1366 | GE HealthCare Technologies, Inc. | &nbsp;&nbsp;&nbsp; 97423 |
| 2524 | HCA Healthcare, Inc. | &nbsp;&nbsp;&nbsp; 893471 |
| 7822 | Henry Schein, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 529158 |
| 9919 | Humana, Inc. | &nbsp;&nbsp;&nbsp; 2478461 |
| 2582 | McKesson Corp. | &nbsp;&nbsp;&nbsp; 1790720 |
| 19476 | Medtronic PLC | &nbsp;&nbsp;&nbsp; 1757514 |
| 5570 | Quest Diagnostics, Inc. | &nbsp;&nbsp;&nbsp; 932474 |
| 5329 | ResMed, Inc. | &nbsp;&nbsp;&nbsp; 1449168 |
| 1734 | Stryker Corp. | &nbsp;&nbsp;&nbsp; 680994 |
| 7739 | UnitedHealth Group, Inc. | &nbsp;&nbsp;&nbsp; 1931345 |
|  |  | &nbsp;&nbsp;&nbsp; 24889950 |
|  | **Household & Personal Products - 0.8%** | **Household & Personal Products - 0.8%** |
| 12417 | Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp; 1041166 |
| 23583 | Kenvue, Inc. | &nbsp;&nbsp;&nbsp; 505620 |
| 15391 | Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp; 1918026 |
| 2909 | Procter & Gamble Co. | &nbsp;&nbsp;&nbsp; 437717 |
|  |  | &nbsp;&nbsp;&nbsp; 3902529 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** |
|  | **Insurance - 5.0%** | **Insurance - 5.0%** |
| 4022 | Aflac, Inc. | &nbsp;&nbsp;&nbsp; $399626 |
| 8945 | Allstate Corp. | &nbsp;&nbsp;&nbsp; 1818071 |
| 9654 | American International Group, Inc. | &nbsp;&nbsp;&nbsp; 749440 |
| 6322 | Arch Capital Group Ltd. | &nbsp;&nbsp;&nbsp; 544071 |
| 830 | Assurant, Inc. | &nbsp;&nbsp;&nbsp; 155459 |
| 15854 | Axis Capital Holdings Ltd. | &nbsp;&nbsp;&nbsp; 1487739 |
| 3786 | Chubb Ltd. | &nbsp;&nbsp;&nbsp; 1007228 |
| 8537 | Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp; 1259293 |
| 2800 | Everest Group Ltd. | &nbsp;&nbsp;&nbsp; 940240 |
| 1830 | Hanover Insurance Group, Inc. | &nbsp;&nbsp;&nbsp; 314083 |
| 3088 | Lincoln National Corp. | &nbsp;&nbsp;&nbsp; 117684 |
| 6469 | Loews Corp. | &nbsp;&nbsp;&nbsp; 585703 |
| 1182 | Markel Group, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 2373799 |
| 17173 | MetLife, Inc. | &nbsp;&nbsp;&nbsp; 1304289 |
| 54678 | Old Republic International Corp. | &nbsp;&nbsp;&nbsp; 1977703 |
| 1098 | Progressive Corp. | &nbsp;&nbsp;&nbsp; 265760 |
| 20769 | Prudential Financial, Inc. | &nbsp;&nbsp;&nbsp; 2151253 |
| 1135 | RenaissanceRe Holdings Ltd. | &nbsp;&nbsp;&nbsp; 276645 |
| 8396 | Travelers Cos., Inc. | &nbsp;&nbsp;&nbsp; 2184975 |
| 32209 | Unum Group | &nbsp;&nbsp;&nbsp; 2312928 |
| 721 | White Mountains Insurance Group Ltd. | &nbsp;&nbsp;&nbsp; 1289004 |
|  |  | &nbsp;&nbsp;&nbsp; 23514993 |
|  | **Materials - 3.2%** | **Materials - 3.2%** |
| 2341 | Air Products & Chemicals, Inc. | &nbsp;&nbsp;&nbsp; 673927 |
| 93884 | Amcor PLC | &nbsp;&nbsp;&nbsp; 877815 |
| 2020 | AptarGroup, Inc. | &nbsp;&nbsp;&nbsp; 317423 |
| 4354 | Cabot Corp. | &nbsp;&nbsp;&nbsp; 314272 |
| 19305 | CF Industries Holdings, Inc. | &nbsp;&nbsp;&nbsp; 1792083 |
| 2059 | Corteva, Inc. | &nbsp;&nbsp;&nbsp; 148516 |
| 5177 | CRH PLC | &nbsp;&nbsp;&nbsp; 494145 |
| 3212 | Eastman Chemical Co. | &nbsp;&nbsp;&nbsp; 233223 |
| 4948 | Ecolab, Inc. | &nbsp;&nbsp;&nbsp; 1295188 |
| 24735 | Graphic Packaging Holding Co. | &nbsp;&nbsp;&nbsp; 553075 |
| 7070 | Louisiana-Pacific Corp. | &nbsp;&nbsp;&nbsp; 639199 |
| 2530 | Packaging Corp. of America | &nbsp;&nbsp;&nbsp; 490187 |
| 9692 | PPG Industries, Inc. | &nbsp;&nbsp;&nbsp; 1022506 |
| 7413 | Reliance, Inc. | &nbsp;&nbsp;&nbsp; 2150734 |
| 16475 | RPM International, Inc. | &nbsp;&nbsp;&nbsp; 1934330 |
| 19715 | Sealed Air Corp. | &nbsp;&nbsp;&nbsp; 577058 |
| 5333 | Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp; 1764583 |
| 729 | Steel Dynamics, Inc. | &nbsp;&nbsp;&nbsp; 92991 |
|  |  | &nbsp;&nbsp;&nbsp; 15371255 |
|  | **Media & Entertainment - 5.3%** | **Media & Entertainment - 5.3%** |
| 35112 | Alphabet, Inc. Class A | &nbsp;&nbsp;&nbsp; 6737993 |
| 1195 | Charter Communications, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 321885 |
| 44405 | Comcast Corp. Class A | &nbsp;&nbsp;&nbsp; 1475578 |
| 13327 | Electronic Arts, Inc. | &nbsp;&nbsp;&nbsp; 2032234 |
| 55832 | Fox Corp. Class A | &nbsp;&nbsp;&nbsp; 3113192 |
| 1727 | Live Nation Entertainment, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 255078 |
| 17370 | Match Group, Inc. | &nbsp;&nbsp;&nbsp; 595270 |
| 7299 | Meta Platforms, Inc. Class A | &nbsp;&nbsp;&nbsp; 5645339 |
| 2365 | Netflix, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 2741981 |
| 26927 | New York Times Co. Class A | &nbsp;&nbsp;&nbsp; 1397242 |
| 5337 | Nexstar Media Group, Inc. | &nbsp;&nbsp;&nbsp; 998606 |
|  |  | &nbsp;&nbsp;&nbsp; 25314398 |
|  | **Pharmaceuticals, Biotechnology & Life Sciences - 5.7%** | **Pharmaceuticals, Biotechnology & Life Sciences - 5.7%** |
| 7662 | AbbVie, Inc. | &nbsp;&nbsp;&nbsp; 1448271 |
| 70477 | Alkermes PLC<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 1866936 |
| 55987 | Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp; 2424797 |
| 19600 | Corcept Therapeutics, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 1316532 |
| 2836 | Eli Lilly & Co. | &nbsp;&nbsp;&nbsp; 2098838 |
| 82922 | Exelixis, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 3003435 |
| 36301 | Gilead Sciences, Inc. | &nbsp;&nbsp;&nbsp; 4076239 |
| 19791 | Incyte Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 1482148 |
| 5339 | Jazz Pharmaceuticals PLC<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 612010 |

---

*The accompanying notes are an integral part of these financial statements.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

20 <br>

------

**Hartford Multifactor US Equity ETF**

***Schedule of Investments – (continued)***

***July 31, 2025***

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** |
|  | **Pharmaceuticals, Biotechnology & Life Sciences - 5.7% - (continued)** | **Pharmaceuticals, Biotechnology & Life Sciences - 5.7% - (continued)** |
| 18071 | Johnson & Johnson | &nbsp;&nbsp;&nbsp; $2977017 |
| 32904 | Merck & Co., Inc. | &nbsp;&nbsp;&nbsp; 2570460 |
| 39909 | Pfizer, Inc. | &nbsp;&nbsp;&nbsp; 929481 |
| 4310 | United Therapeutics Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 1183957 |
| 1343 | Waters Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 387805 |
| 3293 | Zoetis, Inc. | &nbsp;&nbsp;&nbsp; 480086 |
|  |  | &nbsp;&nbsp;&nbsp; 26858012 |
|  | **Real Estate Management & Development - 0.1%** | **Real Estate Management & Development - 0.1%** |
| 3301 | CBRE Group, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 514098 |
|  | **Semiconductors & Semiconductor Equipment - 3.8%** | **Semiconductors & Semiconductor Equipment - 3.8%** |
| 4017 | Applied Materials, Inc. | &nbsp;&nbsp;&nbsp; 723301 |
| 16151 | Broadcom, Inc. | &nbsp;&nbsp;&nbsp; 4743549 |
| 10780 | Cirrus Logic, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 1085654 |
| 905 | KLA Corp. | &nbsp;&nbsp;&nbsp; 795522 |
| 9914 | Lam Research Corp. | &nbsp;&nbsp;&nbsp; 940244 |
| 25551 | NVIDIA Corp. | &nbsp;&nbsp;&nbsp; 4544756 |
| 5537 | NXP Semiconductors NV | &nbsp;&nbsp;&nbsp; 1183644 |
| 17235 | QUALCOMM, Inc. | &nbsp;&nbsp;&nbsp; 2529409 |
| 7733 | Texas Instruments, Inc. | &nbsp;&nbsp;&nbsp; 1400137 |
|  |  | &nbsp;&nbsp;&nbsp; 17946216 |
|  | **Software & Services - 11.9%** | **Software & Services - 11.9%** |
| 8088 | Accenture PLC Class A | &nbsp;&nbsp;&nbsp; 2160305 |
| 11364 | ACI Worldwide, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 483652 |
| 1002 | Appfolio, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 267915 |
| 1862 | AppLovin Corp. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 727483 |
| 2311 | Atlassian Corp. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 443204 |
| 5831 | Autodesk, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 1767434 |
| 41376 | Box, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 1328170 |
| 3912 | Cadence Design Systems, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 1426198 |
| 20678 | Clearwater Analytics Holdings, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 418936 |
| 48751 | Cognizant Technology Solutions Corp. Class A | &nbsp;&nbsp;&nbsp; 3498372 |
| 10335 | Commvault Systems, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 1963133 |
| 512 | Datadog, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 71670 |
| 10788 | Docusign, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 816004 |
| 24228 | Dolby Laboratories, Inc. Class A | &nbsp;&nbsp;&nbsp; 1825338 |
| 131281 | Dropbox, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 3566905 |
| 1118 | Fair Isaac Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 1606253 |
| 24285 | Fortinet, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 2426071 |
| 4896 | Gartner, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 1658030 |
| 3727 | Gen Digital, Inc. | &nbsp;&nbsp;&nbsp; 109909 |
| 18172 | GoDaddy, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 2936232 |
| 1718 | HubSpot, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 892759 |
| 10019 | InterDigital, Inc. | &nbsp;&nbsp;&nbsp; 2586906 |
| 15046 | International Business Machines Corp. | &nbsp;&nbsp;&nbsp; 3808895 |
| 154 | Intuit, Inc. | &nbsp;&nbsp;&nbsp; 120910 |
| 39429 | Kyndryl Holdings, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 1489233 |
| 11110 | Microsoft Corp. | &nbsp;&nbsp;&nbsp; 5927185 |
| 555 | Nutanix, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 41719 |
| 13929 | Oracle Corp. | &nbsp;&nbsp;&nbsp; 3534762 |
| 1627 | Palo Alto Networks, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 282447 |
| 25508 | Pegasystems, Inc. | &nbsp;&nbsp;&nbsp; 1497575 |
| 735 | Roper Technologies, Inc. | &nbsp;&nbsp;&nbsp; 404544 |
| 4423 | Salesforce, Inc. | &nbsp;&nbsp;&nbsp; 1142594 |
| 1094 | ServiceNow, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 1031773 |
| 427 | Synopsys, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 270492 |
| 11273 | VeriSign, Inc. | &nbsp;&nbsp;&nbsp; 3030971 |
| 732 | Workday, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 167906 |
| 5037 | Zoom Communications, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 372990 |
|  |  | &nbsp;&nbsp;&nbsp; 56104875 |
|  | **Technology Hardware & Equipment - 13.4%** | **Technology Hardware & Equipment - 13.4%** |
| 26595 | Amphenol Corp. Class A | &nbsp;&nbsp;&nbsp; 2832633 |
| 21631 | Apple, Inc. | &nbsp;&nbsp;&nbsp; 4489947 |
| 14578 | Arista Networks, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 1796301 |
| 1116 | Arrow Electronics, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 129456 |
| 48420 | Avnet, Inc. | &nbsp;&nbsp;&nbsp; 2563355 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** | **COMMON STOCKS - 99.7% - (continued)** |
|  | **Technology Hardware & Equipment - 13.4% - (continued)** | **Technology Hardware & Equipment - 13.4% - (continued)** |
| 4284 | Badger Meter, Inc. | &nbsp;&nbsp;&nbsp; $808648 |
| 8917 | Belden, Inc. | &nbsp;&nbsp;&nbsp; 1102587 |
| 9944 | CDW Corp. | &nbsp;&nbsp;&nbsp; 1734035 |
| 9384 | Ciena Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 871211 |
| 64893 | Cisco Systems, Inc. | &nbsp;&nbsp;&nbsp; 4417915 |
| 39026 | Corning, Inc. | &nbsp;&nbsp;&nbsp; 2468004 |
| 29059 | Dell Technologies, Inc. Class C | &nbsp;&nbsp;&nbsp; 3855839 |
| 6679 | F5, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 2093332 |
| 18206 | Flex Ltd.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 907933 |
| 227589 | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp; 4708816 |
| 179027 | HP, Inc. | &nbsp;&nbsp;&nbsp; 4439870 |
| 14184 | Jabil, Inc. | &nbsp;&nbsp;&nbsp; 3165443 |
| 8804 | Keysight Technologies, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 1443064 |
| 7196 | Motorola Solutions, Inc. | &nbsp;&nbsp;&nbsp; 3158900 |
| 46384 | NetApp, Inc. | &nbsp;&nbsp;&nbsp; 4829966 |
| 9308 | Pure Storage, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 554012 |
| 15363 | Sanmina Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 1782722 |
| 13178 | TD SYNNEX Corp. | &nbsp;&nbsp;&nbsp; 1902771 |
| 19396 | TE Connectivity PLC | &nbsp;&nbsp;&nbsp; 3990727 |
| 2049 | Teledyne Technologies, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 1129040 |
| 5468 | Trimble, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 458711 |
| 40376 | Vontier Corp. | &nbsp;&nbsp;&nbsp; 1674393 |
|  |  | &nbsp;&nbsp;&nbsp; 63309631 |
|  | **Telecommunication Services - 2.5%** | **Telecommunication Services - 2.5%** |
| 166260 | AT&T, Inc. | &nbsp;&nbsp;&nbsp; 4557187 |
| 13508 | T-Mobile U.S., Inc. | &nbsp;&nbsp;&nbsp; 3220442 |
| 91495 | Verizon Communications, Inc. | &nbsp;&nbsp;&nbsp; 3912326 |
|  |  | &nbsp;&nbsp;&nbsp; 11689955 |
|  | **Transportation - 1.4%** | **Transportation - 1.4%** |
| 22257 | CH Robinson Worldwide, Inc. | &nbsp;&nbsp;&nbsp; 2566677 |
| 2874 | Delta Air Lines, Inc. | &nbsp;&nbsp;&nbsp; 152926 |
| 6150 | FedEx Corp. | &nbsp;&nbsp;&nbsp; 1374464 |
| 2754 | Landstar System, Inc. | &nbsp;&nbsp;&nbsp; 367301 |
| 11068 | Ryder System, Inc. | &nbsp;&nbsp;&nbsp; 1966894 |
|  |  | &nbsp;&nbsp;&nbsp; 6428262 |
|  | **Utilities - 4.6%** | **Utilities - 4.6%** |
| 11598 | Ameren Corp. | &nbsp;&nbsp;&nbsp; 1172906 |
| 8343 | American Electric Power Co., Inc. | &nbsp;&nbsp;&nbsp; 943927 |
| 7907 | Consolidated Edison, Inc. | &nbsp;&nbsp;&nbsp; 818375 |
| 9324 | Dominion Energy, Inc. | &nbsp;&nbsp;&nbsp; 544988 |
| 8261 | DTE Energy Co. | &nbsp;&nbsp;&nbsp; 1143405 |
| 9552 | Duke Energy Corp. | &nbsp;&nbsp;&nbsp; 1161905 |
| 20122 | Entergy Corp. | &nbsp;&nbsp;&nbsp; 1819632 |
| 7032 | Evergy, Inc. | &nbsp;&nbsp;&nbsp; 497866 |
| 34213 | Exelon Corp. | &nbsp;&nbsp;&nbsp; 1537532 |
| 9280 | National Fuel Gas Co. | &nbsp;&nbsp;&nbsp; 805411 |
| 12495 | NRG Energy, Inc. | &nbsp;&nbsp;&nbsp; 2089164 |
| 5544 | OGE Energy Corp. | &nbsp;&nbsp;&nbsp; 251808 |
| 25020 | PPL Corp. | &nbsp;&nbsp;&nbsp; 892964 |
| 7729 | Public Service Enterprise Group, Inc. | &nbsp;&nbsp;&nbsp; 693987 |
| 12133 | Southern Co. | &nbsp;&nbsp;&nbsp; 1146326 |
| 2825 | Talen Energy Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 1066635 |
| 31039 | UGI Corp. | &nbsp;&nbsp;&nbsp; 1122991 |
| 6481 | Vistra Corp. | &nbsp;&nbsp;&nbsp; 1351548 |
| 8682 | WEC Energy Group, Inc. | &nbsp;&nbsp;&nbsp; 947033 |
| 22730 | Xcel Energy, Inc. | &nbsp;&nbsp;&nbsp; 1669291 |
|  |  | &nbsp;&nbsp;&nbsp; 21677694 |
|  | Total Common Stocks <br>(cost $396,778,782)<br>| &nbsp;&nbsp;&nbsp; $472009019 |

---

*The accompanying notes are an integral part of these financial statements.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

21 <br>

------

**Hartford Multifactor US Equity ETF**

***Schedule of Investments – (continued)***

***July 31, 2025***

------

---

| | | | |
|:---|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** |  | **Market Value**<sup>†</sup> |
| **SHORT-TERM INVESTMENTS - 0.1%** | **SHORT-TERM INVESTMENTS - 0.1%** | **SHORT-TERM INVESTMENTS - 0.1%** | **SHORT-TERM INVESTMENTS - 0.1%** |
|  | **Securities Lending Collateral - 0.1%** | **Securities Lending Collateral - 0.1%** | **Securities Lending Collateral - 0.1%** |
| 373575 | State Street Navigator Securities Lending <br> Government Money Market Portfolio, 4.26%<sup>(2)</sup>  | State Street Navigator Securities Lending <br> Government Money Market Portfolio, 4.26%<sup>(2)</sup>  | &nbsp;&nbsp;&nbsp; $373575 |
|  | Total Short-Term Investments <br>(cost $373,575) | Total Short-Term Investments <br>(cost $373,575) | &nbsp;&nbsp;&nbsp; $373575 |
|  | Total Investments <br>(cost $397,152,357)<br>| 99.8<br> %<br>| &nbsp;&nbsp;&nbsp; $472382594 |
|  | Other Assets and Liabilities | 0.2<br> %<br>| &nbsp;&nbsp;&nbsp; 717081 |
|  | Net Assets | 100.0<br> %<br>| &nbsp;&nbsp;&nbsp; $473099675 |

---

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. <br> <sup>(1)</sup> Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information. <br> <sup>(2)</sup> Current yield as of period end.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Futures Contracts Outstanding at July 31, 2025**  | **Futures Contracts Outstanding at July 31, 2025**  | **Futures Contracts Outstanding at July 31, 2025**  | **Futures Contracts Outstanding at July 31, 2025**  | **Futures Contracts Outstanding at July 31, 2025**  |
| **Description** | **Number of** <br>**Contracts**<br>| **Expiration** <br>**Date**<br>| **Current** <br>**Notional** <br>**Amount**<br>| **Value and** <br>**Unrealized** <br>**Appreciation/** <br>**(Depreciation)**<br>|
| **Long position contracts:** | **Long position contracts:** | **Long position contracts:** | **Long position contracts:** | **Long position contracts:** |
| S&P 500 (E-Mini) Future | 3 | 09/19/2025 | &nbsp;&nbsp; $956138 | &nbsp;&nbsp; $51279 |
| **Total futures contracts** | **Total futures contracts** | **Total futures contracts** | **Total futures contracts** | &nbsp;&nbsp; $51279 |

---

<sup>†</sup> 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Total** | **Level 1** | **Level 2** | **Level 3**<sup>(1)</sup> <br>|
| **Assets** |  |  |  |  |
| Common Stocks  | &nbsp;&nbsp; $472009019 | &nbsp;&nbsp; $472009019 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |
| Short-Term Investments  | &nbsp;&nbsp; 373575 | &nbsp;&nbsp; 373575 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Futures Contracts<sup>(2)</sup>  | &nbsp;&nbsp; 51279 | &nbsp;&nbsp; 51279 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| **Total** | &nbsp;&nbsp; $472433873 | &nbsp;&nbsp; $472433873 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(1)</sup> For the period ended July 31, 2025, there were no transfers in and out of Level 3. <br> <sup>(2)</sup> 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.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

22 <br>

------

**Hartford US Quality Growth ETF**

***Schedule of Investments***

***July 31, 2025***

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> <br>|
| **COMMON STOCKS - 100.0%** | **COMMON STOCKS - 100.0%** | **COMMON STOCKS - 100.0%** |
|  | **Automobiles & Components - 3.0%** | **Automobiles & Components - 3.0%** |
| 4475 | Tesla, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; $1379508 |
|  | **Banks - 1.0%** | **Banks - 1.0%** |
| 1544 | JP Morgan Chase & Co. | &nbsp;&nbsp;&nbsp; 457395 |
|  | **Capital Goods - 4.3%** | **Capital Goods - 4.3%** |
| 214 | 3M Co. | &nbsp;&nbsp;&nbsp; 31933 |
| 1427 | A.O. Smith Corp. | &nbsp;&nbsp;&nbsp; 101017 |
| 120 | Acuity, Inc. | &nbsp;&nbsp;&nbsp; 37362 |
| 47 | Applied Industrial Technologies, Inc. | &nbsp;&nbsp;&nbsp; 12761 |
| 708 | Boise Cascade Co. | &nbsp;&nbsp;&nbsp; 59337 |
| 848 | Builders FirstSource, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 107806 |
| 367 | Caterpillar, Inc. | &nbsp;&nbsp;&nbsp; 160753 |
| 48 | Cummins, Inc. | &nbsp;&nbsp;&nbsp; 17646 |
| 571 | Donaldson Co., Inc. | &nbsp;&nbsp;&nbsp; 41095 |
| 4673 | Fastenal Co. | &nbsp;&nbsp;&nbsp; 215566 |
| 1181 | Ferguson Enterprises, Inc. | &nbsp;&nbsp;&nbsp; 263753 |
| 763 | Illinois Tool Works, Inc. | &nbsp;&nbsp;&nbsp; 195305 |
| 86 | Lennox International, Inc. | &nbsp;&nbsp;&nbsp; 52374 |
| 1003 | Masco Corp. | &nbsp;&nbsp;&nbsp; 68334 |
| 1094 | Otis Worldwide Corp. | &nbsp;&nbsp;&nbsp; 93745 |
| 269 | SiteOne Landscape Supply, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 37076 |
| 735 | Toro Co. | &nbsp;&nbsp;&nbsp; 54574 |
| 240 | Trane Technologies PLC | &nbsp;&nbsp;&nbsp; 105139 |
| 100 | UFP Industries, Inc. | &nbsp;&nbsp;&nbsp; 9800 |
| 50 | United Rentals, Inc. | &nbsp;&nbsp;&nbsp; 44147 |
| 143 | Watts Water Technologies, Inc. Class A | &nbsp;&nbsp;&nbsp; 37512 |
| 194 | WW Grainger, Inc. | &nbsp;&nbsp;&nbsp; 201671 |
|  |  | &nbsp;&nbsp;&nbsp; 1948706 |
|  | **Commercial & Professional Services - 1.2%** | **Commercial & Professional Services - 1.2%** |
| 894 | Cintas Corp. | &nbsp;&nbsp;&nbsp; 198960 |
| 260 | Paychex, Inc. | &nbsp;&nbsp;&nbsp; 37526 |
| 37 | Paycom Software, Inc. | &nbsp;&nbsp;&nbsp; 8567 |
| 2043 | Robert Half, Inc. | &nbsp;&nbsp;&nbsp; 75407 |
| 482 | Rollins, Inc. | &nbsp;&nbsp;&nbsp; 27604 |
| 1340 | Veralto Corp. | &nbsp;&nbsp;&nbsp; 140472 |
| 125 | Verisk Analytics, Inc. | &nbsp;&nbsp;&nbsp; 34839 |
|  |  | &nbsp;&nbsp;&nbsp; 523375 |
|  | **Consumer Discretionary Distribution & Retail - 9.1%** | **Consumer Discretionary Distribution & Retail - 9.1%** |
| 1024 | Abercrombie & Fitch Co. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 98325 |
| 9367 | Amazon.com, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 2192908 |
| 28 | AutoZone, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 105515 |
| 1864 | Bath & Body Works, Inc. | &nbsp;&nbsp;&nbsp; 53981 |
| 714 | Best Buy Co., Inc. | &nbsp;&nbsp;&nbsp; 46453 |
| 315 | Chewy, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 11561 |
| 385 | eBay, Inc. | &nbsp;&nbsp;&nbsp; 35324 |
| 628 | Etsy, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 36594 |
| 2741 | Gap, Inc. | &nbsp;&nbsp;&nbsp; 53340 |
| 2181 | Home Depot, Inc. | &nbsp;&nbsp;&nbsp; 801539 |
| 617 | Lowe's Cos., Inc. | &nbsp;&nbsp;&nbsp; 137943 |
| 1335 | O'Reilly Automotive, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 131257 |
| 323 | Ross Stores, Inc. | &nbsp;&nbsp;&nbsp; 44102 |
| 1139 | TJX Cos., Inc. | &nbsp;&nbsp;&nbsp; 141840 |
| 1397 | Tractor Supply Co. | &nbsp;&nbsp;&nbsp; 79559 |
| 148 | Ulta Beauty, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 76221 |
| 584 | Williams-Sonoma, Inc. | &nbsp;&nbsp;&nbsp; 109237 |
|  |  | &nbsp;&nbsp;&nbsp; 4155699 |
|  | **Consumer Durables & Apparel - 1.1%** | **Consumer Durables & Apparel - 1.1%** |
| 363 | Crocs, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 36202 |
| 626 | Deckers Outdoor Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 66462 |
| 370 | Kontoor Brands, Inc. | &nbsp;&nbsp;&nbsp; 20594 |
| 314 | Lululemon Athletica, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 62966 |
| 2116 | NIKE, Inc. Class B | &nbsp;&nbsp;&nbsp; 158044 |
| 10 | NVR, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 75495 |
| 147 | PulteGroup, Inc. | &nbsp;&nbsp;&nbsp; 16599 |
| 542 | PVH Corp. | &nbsp;&nbsp;&nbsp; 39794 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 100.0% - (continued)** | **COMMON STOCKS - 100.0% - (continued)** | **COMMON STOCKS - 100.0% - (continued)** |
|  | **Consumer Durables & Apparel - 1.1% - (continued)** | **Consumer Durables & Apparel - 1.1% - (continued)** |
| 52 | Ralph Lauren Corp. | &nbsp;&nbsp;&nbsp; $15535 |
| 214 | Skechers USA, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 13536 |
|  |  | &nbsp;&nbsp;&nbsp; 505227 |
|  | **Consumer Services - 0.7%** | **Consumer Services - 0.7%** |
| 33 | Booking Holdings, Inc. | &nbsp;&nbsp;&nbsp; 181634 |
| 897 | Frontdoor, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 52474 |
| 793 | H&R Block, Inc. | &nbsp;&nbsp;&nbsp; 43092 |
| 327 | Yum! Brands, Inc. | &nbsp;&nbsp;&nbsp; 47137 |
|  |  | &nbsp;&nbsp;&nbsp; 324337 |
|  | **Consumer Staples Distribution & Retail - 4.5%** | **Consumer Staples Distribution & Retail - 4.5%** |
| 4050 | Albertsons Cos., Inc. Class A | &nbsp;&nbsp;&nbsp; 77841 |
| 820 | Costco Wholesale Corp. | &nbsp;&nbsp;&nbsp; 770505 |
| 2006 | Kroger Co. | &nbsp;&nbsp;&nbsp; 140621 |
| 1552 | Sysco Corp. | &nbsp;&nbsp;&nbsp; 123539 |
| 732 | Target Corp. | &nbsp;&nbsp;&nbsp; 73566 |
| 8683 | Walmart, Inc. | &nbsp;&nbsp;&nbsp; 850760 |
|  |  | &nbsp;&nbsp;&nbsp; 2036832 |
|  | **Energy - 3.1%** | **Energy - 3.1%** |
| 1430 | ConocoPhillips | &nbsp;&nbsp;&nbsp; 136336 |
| 1905 | EOG Resources, Inc. | &nbsp;&nbsp;&nbsp; 228638 |
| 7525 | Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp; 840091 |
| 79 | Texas Pacific Land Corp. | &nbsp;&nbsp;&nbsp; 76483 |
| 2640 | Weatherford International PLC | &nbsp;&nbsp;&nbsp; 149292 |
|  |  | &nbsp;&nbsp;&nbsp; 1430840 |
|  | **Equity Real Estate Investment Trusts (REITs) - 0.4%** | **Equity Real Estate Investment Trusts (REITs) - 0.4%** |
| 148 | American Tower Corp. REIT | &nbsp;&nbsp;&nbsp; 30842 |
| 62 | Equinix, Inc. REIT | &nbsp;&nbsp;&nbsp; 48680 |
| 342 | Iron Mountain, Inc. REIT | &nbsp;&nbsp;&nbsp; 33297 |
| 479 | Lamar Advertising Co. Class A, REIT | &nbsp;&nbsp;&nbsp; 58558 |
|  |  | &nbsp;&nbsp;&nbsp; 171377 |
|  | **Financial Services - 4.1%** | **Financial Services - 4.1%** |
| 1092 | Berkshire Hathaway, Inc. Class B<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 515293 |
| 1229 | Mastercard, Inc. Class A | &nbsp;&nbsp;&nbsp; 696192 |
| 1867 | Visa, Inc. Class A | &nbsp;&nbsp;&nbsp; 644992 |
|  |  | &nbsp;&nbsp;&nbsp; 1856477 |
|  | **Food, Beverage & Tobacco - 0.7%** | **Food, Beverage & Tobacco - 0.7%** |
| 2028 | Altria Group, Inc. | &nbsp;&nbsp;&nbsp; 125614 |
| 221 | Monster Beverage Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 12984 |
| 1026 | PepsiCo, Inc. | &nbsp;&nbsp;&nbsp; 141506 |
| 280 | Philip Morris International, Inc. | &nbsp;&nbsp;&nbsp; 45934 |
|  |  | &nbsp;&nbsp;&nbsp; 326038 |
|  | **Health Care Equipment & Services - 3.3%** | **Health Care Equipment & Services - 3.3%** |
| 633 | Abbott Laboratories | &nbsp;&nbsp;&nbsp; 79878 |
| 102 | Align Technology, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 13159 |
| 145 | Boston Scientific Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 15213 |
| 51 | Chemed Corp. | &nbsp;&nbsp;&nbsp; 21027 |
| 581 | Dexcom, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 46927 |
| 244 | Edwards Lifesciences Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 19352 |
| 315 | Elevance Health, Inc. | &nbsp;&nbsp;&nbsp; 89170 |
| 2018 | Hims & Hers Health, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 133551 |
| 476 | Humana, Inc. | &nbsp;&nbsp;&nbsp; 118938 |
| 419 | IDEXX Laboratories, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 223876 |
| 299 | Inspire Medical Systems, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 37238 |
| 1031 | Lantheus Holdings, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 73397 |
| 173 | Medtronic PLC | &nbsp;&nbsp;&nbsp; 15612 |
| 302 | ResMed, Inc. | &nbsp;&nbsp;&nbsp; 82126 |
| 182 | Stryker Corp. | &nbsp;&nbsp;&nbsp; 71477 |
| 1812 | UnitedHealth Group, Inc. | &nbsp;&nbsp;&nbsp; 452203 |
|  |  | &nbsp;&nbsp;&nbsp; 1493144 |
|  | **Household & Personal Products - 0.3%** | **Household & Personal Products - 0.3%** |
| 919 | Colgate-Palmolive Co. | &nbsp;&nbsp;&nbsp; 77058 |

---

*The accompanying notes are an integral part of these financial statements.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

23 <br>

------

**Hartford US Quality Growth ETF**

***Schedule of Investments – (continued)***

***July 31, 2025***

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 100.0% - (continued)** | **COMMON STOCKS - 100.0% - (continued)** | **COMMON STOCKS - 100.0% - (continued)** |
|  | **Household & Personal Products - 0.3% - (continued)** | **Household & Personal Products - 0.3% - (continued)** |
| 440 | Kimberly-Clark Corp. | &nbsp;&nbsp;&nbsp; $54833 |
| 92 | Procter & Gamble Co. | &nbsp;&nbsp;&nbsp; 13843 |
|  |  | &nbsp;&nbsp;&nbsp; 145734 |
|  | **Materials - 1.7%** | **Materials - 1.7%** |
| 135 | Avery Dennison Corp. | &nbsp;&nbsp;&nbsp; 22649 |
| 245 | Cabot Corp. | &nbsp;&nbsp;&nbsp; 17684 |
| 360 | Ecolab, Inc. | &nbsp;&nbsp;&nbsp; 94234 |
| 728 | Louisiana-Pacific Corp. | &nbsp;&nbsp;&nbsp; 65818 |
| 1162 | PPG Industries, Inc. | &nbsp;&nbsp;&nbsp; 122591 |
| 459 | Reliance, Inc. | &nbsp;&nbsp;&nbsp; 133170 |
| 846 | RPM International, Inc. | &nbsp;&nbsp;&nbsp; 99329 |
| 690 | Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp; 228307 |
|  |  | &nbsp;&nbsp;&nbsp; 783782 |
|  | **Media & Entertainment - 12.7%** | **Media & Entertainment - 12.7%** |
| 12174 | Alphabet, Inc. Class A | &nbsp;&nbsp;&nbsp; 2336191 |
| 1138 | Electronic Arts, Inc. | &nbsp;&nbsp;&nbsp; 173534 |
| 4831 | Match Group, Inc. | &nbsp;&nbsp;&nbsp; 165558 |
| 2572 | Meta Platforms, Inc. Class A | &nbsp;&nbsp;&nbsp; 1989288 |
| 873 | Netflix, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 1012156 |
| 672 | New York Times Co. Class A | &nbsp;&nbsp;&nbsp; 34870 |
| 2119 | Pinterest, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 81793 |
|  |  | &nbsp;&nbsp;&nbsp; 5793390 |
|  | **Pharmaceuticals, Biotechnology & Life Sciences - 5.3%** | **Pharmaceuticals, Biotechnology & Life Sciences - 5.3%** |
| 404 | AbbVie, Inc. | &nbsp;&nbsp;&nbsp; 76364 |
| 4314 | Alkermes PLC<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 114278 |
| 85 | Alnylam Pharmaceuticals, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 33340 |
| 2677 | Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp; 115941 |
| 1047 | Corcept Therapeutics, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 70327 |
| 921 | Eli Lilly & Co. | &nbsp;&nbsp;&nbsp; 681604 |
| 3417 | Exelixis, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 123764 |
| 1697 | Gilead Sciences, Inc. | &nbsp;&nbsp;&nbsp; 190556 |
| 1132 | Incyte Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 84775 |
| 1044 | Johnson & Johnson | &nbsp;&nbsp;&nbsp; 171989 |
| 2429 | Merck & Co., Inc. | &nbsp;&nbsp;&nbsp; 189754 |
| 142 | Mettler-Toledo International, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 175183 |
| 194 | Regeneron Pharmaceuticals, Inc. | &nbsp;&nbsp;&nbsp; 105819 |
| 190 | Vertex Pharmaceuticals, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 86805 |
| 130 | Waters Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 37539 |
| 1029 | Zoetis, Inc. | &nbsp;&nbsp;&nbsp; 150018 |
|  |  | &nbsp;&nbsp;&nbsp; 2408056 |
|  | **Real Estate Management & Development - 0.7%** | **Real Estate Management & Development - 0.7%** |
| 2165 | CoStar Group, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 206086 |
| 1409 | Zillow Group, Inc. Class C<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 112086 |
|  |  | &nbsp;&nbsp;&nbsp; 318172 |
|  | **Semiconductors & Semiconductor Equipment - 14.2%** | **Semiconductors & Semiconductor Equipment - 14.2%** |
| 1530 | Applied Materials, Inc. | &nbsp;&nbsp;&nbsp; 275492 |
| 5577 | Broadcom, Inc. | &nbsp;&nbsp;&nbsp; 1637965 |
| 1466 | Cirrus Logic, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 147641 |
| 311 | KLA Corp. | &nbsp;&nbsp;&nbsp; 273378 |
| 2995 | Lam Research Corp. | &nbsp;&nbsp;&nbsp; 284046 |
| 818 | Lattice Semiconductor Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 40761 |
| 183 | Monolithic Power Systems, Inc. | &nbsp;&nbsp;&nbsp; 130157 |
| 17276 | NVIDIA Corp. | &nbsp;&nbsp;&nbsp; 3072882 |
| 770 | NXP Semiconductors NV | &nbsp;&nbsp;&nbsp; 164603 |
| 462 | ON Semiconductor Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 26038 |
| 1797 | QUALCOMM, Inc. | &nbsp;&nbsp;&nbsp; 263728 |
| 445 | Teradyne, Inc. | &nbsp;&nbsp;&nbsp; 47806 |
| 605 | Texas Instruments, Inc. | &nbsp;&nbsp;&nbsp; 109541 |
|  |  | &nbsp;&nbsp;&nbsp; 6474038 |
|  | **Software & Services - 19.5%** | **Software & Services - 19.5%** |
| 587 | Accenture PLC Class A | &nbsp;&nbsp;&nbsp; 156788 |
| 650 | Adobe, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 232498 |
| 642 | Appfolio, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 171658 |
| 821 | AppLovin Corp. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 320765 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 100.0% - (continued)** | **COMMON STOCKS - 100.0% - (continued)** | **COMMON STOCKS - 100.0% - (continued)** |
|  | **Software & Services - 19.5% - (continued)** | **Software & Services - 19.5% - (continued)** |
| 698 | Atlassian Corp. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; $133862 |
| 651 | Autodesk, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 197325 |
| 3999 | Box, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 128368 |
| 766 | Cadence Design Systems, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 279261 |
| 962 | Clearwater Analytics Holdings, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 19490 |
| 749 | Cloudflare, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 155552 |
| 2352 | Cognizant Technology Solutions Corp. Class A | &nbsp;&nbsp;&nbsp; 168779 |
| 820 | Commvault Systems, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 155759 |
| 382 | Crowdstrike Holdings, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 173646 |
| 1073 | Datadog, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 150199 |
| 1787 | Docusign, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 135169 |
| 489 | Dolby Laboratories, Inc. Class A | &nbsp;&nbsp;&nbsp; 36841 |
| 8370 | Dropbox, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 227413 |
| 308 | Elastic NV<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 25780 |
| 21 | EPAM Systems, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 3312 |
| 121 | Fair Isaac Corp.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 173843 |
| 1607 | Fortinet, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 160539 |
| 336 | Gartner, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 113786 |
| 509 | Gitlab, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 22299 |
| 594 | GoDaddy, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 95979 |
| 262 | HubSpot, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 136148 |
| 447 | International Business Machines Corp. | &nbsp;&nbsp;&nbsp; 113158 |
| 299 | Intuit, Inc. | &nbsp;&nbsp;&nbsp; 234754 |
| 1136 | Kyndryl Holdings, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 42907 |
| 724 | Manhattan Associates, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 159034 |
| 5165 | Microsoft Corp. | &nbsp;&nbsp;&nbsp; 2755527 |
| 30 | MongoDB, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 7137 |
| 1638 | Nutanix, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 123128 |
| 615 | Oracle Corp. | &nbsp;&nbsp;&nbsp; 156069 |
| 1688 | Palantir Technologies, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 267295 |
| 630 | Palo Alto Networks, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 109368 |
| 3000 | Pegasystems, Inc. | &nbsp;&nbsp;&nbsp; 176130 |
| 458 | Procore Technologies, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 32807 |
| 842 | Qualys, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 112045 |
| 521 | Salesforce, Inc. | &nbsp;&nbsp;&nbsp; 134590 |
| 509 | Samsara, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 19357 |
| 245 | ServiceNow, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 231064 |
| 127 | SPS Commerce, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 13826 |
| 390 | Synopsys, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 247053 |
| 525 | Tenable Holdings, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 16438 |
| 2581 | UiPath, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 30327 |
| 790 | VeriSign, Inc. | &nbsp;&nbsp;&nbsp; 212407 |
| 446 | Workday, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 102303 |
| 390 | Zoom Communications, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 28879 |
|  |  | &nbsp;&nbsp;&nbsp; 8900662 |
|  | **Technology Hardware & Equipment - 8.4%** | **Technology Hardware & Equipment - 8.4%** |
| 1305 | Amphenol Corp. Class A | &nbsp;&nbsp;&nbsp; 138996 |
| 8785 | Apple, Inc. | &nbsp;&nbsp;&nbsp; 1823503 |
| 1400 | Arista Networks, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 172508 |
| 171 | Badger Meter, Inc. | &nbsp;&nbsp;&nbsp; 32278 |
| 864 | CDW Corp. | &nbsp;&nbsp;&nbsp; 150664 |
| 2564 | Cisco Systems, Inc. | &nbsp;&nbsp;&nbsp; 174557 |
| 1378 | Dell Technologies, Inc. Class C | &nbsp;&nbsp;&nbsp; 182847 |
| 201 | F5, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 62997 |
| 5576 | HP, Inc. | &nbsp;&nbsp;&nbsp; 138285 |
| 851 | Keysight Technologies, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 139487 |
| 390 | Motorola Solutions, Inc. | &nbsp;&nbsp;&nbsp; 171202 |
| 2550 | NetApp, Inc. | &nbsp;&nbsp;&nbsp; 265532 |
| 1810 | Pure Storage, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 107731 |
| 733 | TE Connectivity PLC | &nbsp;&nbsp;&nbsp; 150815 |
| 2537 | Vontier Corp. | &nbsp;&nbsp;&nbsp; 105209 |
|  |  | &nbsp;&nbsp;&nbsp; 3816611 |
|  | **Telecommunication Services - 0.1%** | **Telecommunication Services - 0.1%** |
| 76 | T-Mobile U.S., Inc. | &nbsp;&nbsp;&nbsp; 18119 |
| 913 | Verizon Communications, Inc. | &nbsp;&nbsp;&nbsp; 39040 |
|  |  | &nbsp;&nbsp;&nbsp; 57159 |

---

*The accompanying notes are an integral part of these financial statements.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

24 <br>

------

**Hartford US Quality Growth ETF**

***Schedule of Investments – (continued)***

***July 31, 2025***

------

---

| | | | |
|:---|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** |  | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 100.0% - (continued)** | **COMMON STOCKS - 100.0% - (continued)** | **COMMON STOCKS - 100.0% - (continued)** | **COMMON STOCKS - 100.0% - (continued)** |
|  | **Transportation - 0.5%** | **Transportation - 0.5%** | **Transportation - 0.5%** |
| 540 | CH Robinson Worldwide, Inc. | CH Robinson Worldwide, Inc. | &nbsp;&nbsp;&nbsp; $62273 |
| 85 | FedEx Corp. | FedEx Corp. | &nbsp;&nbsp;&nbsp; 18997 |
| 578 | Landstar System, Inc. | Landstar System, Inc. | &nbsp;&nbsp;&nbsp; 77088 |
| 161 | Old Dominion Freight Line, Inc. | Old Dominion Freight Line, Inc. | &nbsp;&nbsp;&nbsp; 24029 |
| 427 | Uber Technologies, Inc.<sup>\*</sup>  | Uber Technologies, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 37469 |
|  |  |  | &nbsp;&nbsp;&nbsp; 219856 |
|  | **Utilities - 0.1%** | **Utilities - 0.1%** | **Utilities - 0.1%** |
| 68 | Duke Energy Corp. | Duke Energy Corp. | &nbsp;&nbsp;&nbsp; 8272 |
| 105 | NextEra Energy, Inc. | NextEra Energy, Inc. | &nbsp;&nbsp;&nbsp; 7461 |
| 299 | Southern Co. | Southern Co. | &nbsp;&nbsp;&nbsp; 28249 |
|  |  |  | &nbsp;&nbsp;&nbsp; 43982 |
|  | Total Common Stocks <br>(cost $42,413,165)<br>|  | &nbsp;&nbsp;&nbsp; $45570397 |
|  | Total Investments <br>(cost $42,413,165)<br>| 100.0<br> %<br>| &nbsp;&nbsp;&nbsp; $45570397 |
|  | Other Assets and Liabilities | 0.0<br> %<br>| &nbsp;&nbsp;&nbsp; 20265 |
|  | Net Assets | 100.0<br> %<br>| &nbsp;&nbsp;&nbsp; $45590662 |

---

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. <br> <sup>†</sup> 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Total** | **Level 1** | **Level 2** | **Level 3**<sup>(1)</sup> <br>|
| **Assets** |  |  |  |  |
| Common Stocks  | &nbsp;&nbsp; $45570397 | &nbsp;&nbsp; $45570397 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |
| **Total** | &nbsp;&nbsp; $45570397 | &nbsp;&nbsp; $45570397 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(1)</sup> For the period 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.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

25 <br>

------

**Hartford US Value ETF**

***Schedule of Investments***

***July 31, 2025***

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> <br>|
| **COMMON STOCKS - 99.9%** | **COMMON STOCKS - 99.9%** | **COMMON STOCKS - 99.9%** |
|  | **Banks - 11.5%** | **Banks - 11.5%** |
| 7926 | Bank of America Corp. | &nbsp;&nbsp;&nbsp; $374662 |
| 9166 | Bank OZK | &nbsp;&nbsp;&nbsp; 451884 |
| 9790 | Citigroup, Inc. | &nbsp;&nbsp;&nbsp; 917323 |
| 3392 | Columbia Banking System, Inc. | &nbsp;&nbsp;&nbsp; 80730 |
| 5215 | Fifth Third Bancorp | &nbsp;&nbsp;&nbsp; 216788 |
| 10421 | Huntington Bancshares, Inc. | &nbsp;&nbsp;&nbsp; 171217 |
| 2062 | JP Morgan Chase & Co. | &nbsp;&nbsp;&nbsp; 610847 |
| 2828 | M&T Bank Corp. | &nbsp;&nbsp;&nbsp; 533644 |
| 1761 | PNC Financial Services Group, Inc. | &nbsp;&nbsp;&nbsp; 335065 |
| 1267 | Popular, Inc. | &nbsp;&nbsp;&nbsp; 145173 |
| 13743 | U.S. Bancorp | &nbsp;&nbsp;&nbsp; 617885 |
| 208 | UMB Financial Corp. | &nbsp;&nbsp;&nbsp; 22878 |
| 7359 | Wells Fargo & Co. | &nbsp;&nbsp;&nbsp; 593356 |
| 312 | Zions Bancorp NA | &nbsp;&nbsp;&nbsp; 16729 |
|  |  | &nbsp;&nbsp;&nbsp; 5088181 |
|  | **Capital Goods - 5.5%** | **Capital Goods - 5.5%** |
| 2436 | 3M Co. | &nbsp;&nbsp;&nbsp; 363500 |
| 4297 | Boise Cascade Co. | &nbsp;&nbsp;&nbsp; 360132 |
| 1213 | Caterpillar, Inc. | &nbsp;&nbsp;&nbsp; 531318 |
| 396 | Cummins, Inc. | &nbsp;&nbsp;&nbsp; 145577 |
| 46 | Deere & Co. | &nbsp;&nbsp;&nbsp; 24121 |
| 598 | Fastenal Co. | &nbsp;&nbsp;&nbsp; 27586 |
| 473 | Ferguson Enterprises, Inc. | &nbsp;&nbsp;&nbsp; 105635 |
| 1474 | Illinois Tool Works, Inc. | &nbsp;&nbsp;&nbsp; 377300 |
| 475 | Oshkosh Corp. | &nbsp;&nbsp;&nbsp; 60102 |
| 1043 | WESCO International, Inc. | &nbsp;&nbsp;&nbsp; 215859 |
| 200 | WW Grainger, Inc. | &nbsp;&nbsp;&nbsp; 207908 |
|  |  | &nbsp;&nbsp;&nbsp; 2419038 |
|  | **Commercial & Professional Services - 0.8%** | **Commercial & Professional Services - 0.8%** |
| 373 | Cintas Corp. | &nbsp;&nbsp;&nbsp; 83011 |
| 2815 | Genpact Ltd. | &nbsp;&nbsp;&nbsp; 124001 |
| 3870 | Robert Half, Inc. | &nbsp;&nbsp;&nbsp; 142842 |
|  |  | &nbsp;&nbsp;&nbsp; 349854 |
|  | **Consumer Discretionary Distribution & Retail - 3.4%** | **Consumer Discretionary Distribution & Retail - 3.4%** |
| 4494 | Bath & Body Works, Inc. | &nbsp;&nbsp;&nbsp; 130146 |
| 5228 | Best Buy Co., Inc. | &nbsp;&nbsp;&nbsp; 340134 |
| 28934 | Gap, Inc. | &nbsp;&nbsp;&nbsp; 563056 |
| 329 | Home Depot, Inc. | &nbsp;&nbsp;&nbsp; 120911 |
| 952 | Lowe's Cos., Inc. | &nbsp;&nbsp;&nbsp; 212839 |
| 180 | TJX Cos., Inc. | &nbsp;&nbsp;&nbsp; 22415 |
| 569 | Williams-Sonoma, Inc. | &nbsp;&nbsp;&nbsp; 106431 |
|  |  | &nbsp;&nbsp;&nbsp; 1495932 |
|  | **Consumer Services - 0.3%** | **Consumer Services - 0.3%** |
| 24 | Booking Holdings, Inc. | &nbsp;&nbsp;&nbsp; 132097 |
|  | **Consumer Staples Distribution & Retail - 3.2%** | **Consumer Staples Distribution & Retail - 3.2%** |
| 22657 | Albertsons Cos., Inc. Class A | &nbsp;&nbsp;&nbsp; 435468 |
| 10108 | Kroger Co. | &nbsp;&nbsp;&nbsp; 708571 |
| 158 | Target Corp. | &nbsp;&nbsp;&nbsp; 15879 |
| 2384 | Walmart, Inc. | &nbsp;&nbsp;&nbsp; 233584 |
|  |  | &nbsp;&nbsp;&nbsp; 1393502 |
|  | **Energy - 9.7%** | **Energy - 9.7%** |
| 9695 | APA Corp. | &nbsp;&nbsp;&nbsp; 187016 |
| 1554 | Baker Hughes Co. | &nbsp;&nbsp;&nbsp; 70008 |
| 4325 | Chevron Corp. | &nbsp;&nbsp;&nbsp; 655843 |
| 7505 | ConocoPhillips | &nbsp;&nbsp;&nbsp; 715527 |
| 2900 | Core Natural Resources, Inc. | &nbsp;&nbsp;&nbsp; 214049 |
| 1619 | Devon Energy Corp. | &nbsp;&nbsp;&nbsp; 53783 |
| 6887 | EOG Resources, Inc. | &nbsp;&nbsp;&nbsp; 826578 |
| 5032 | Exxon Mobil Corp. | &nbsp;&nbsp;&nbsp; 561772 |
| 11261 | Ovintiv, Inc. | &nbsp;&nbsp;&nbsp; 463728 |
| 8843 | Permian Resources Corp. | &nbsp;&nbsp;&nbsp; 125217 |

---

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 99.9% - (continued)** | **COMMON STOCKS - 99.9% - (continued)** | **COMMON STOCKS - 99.9% - (continued)** |
|  | **Energy - 9.7% - (continued)** | **Energy - 9.7% - (continued)** |
| 1364 | Valero Energy Corp. | &nbsp;&nbsp;&nbsp; $187291 |
| 3546 | Weatherford International PLC | &nbsp;&nbsp;&nbsp; 200526 |
|  |  | &nbsp;&nbsp;&nbsp; 4261338 |
|  | **Equity Real Estate Investment Trusts (REITs) - 3.4%** | **Equity Real Estate Investment Trusts (REITs) - 3.4%** |
| 387 | Equinix, Inc. REIT | &nbsp;&nbsp;&nbsp; 303861 |
| 3906 | Lamar Advertising Co. Class A, REIT | &nbsp;&nbsp;&nbsp; 477509 |
| 999 | Simon Property Group, Inc. REIT | &nbsp;&nbsp;&nbsp; 163626 |
| 14513 | VICI Properties, Inc. REIT | &nbsp;&nbsp;&nbsp; 473124 |
| 433 | Welltower, Inc. REIT | &nbsp;&nbsp;&nbsp; 71475 |
|  |  | &nbsp;&nbsp;&nbsp; 1489595 |
|  | **Financial Services - 15.8%** | **Financial Services - 15.8%** |
| 6585 | Bank of New York Mellon Corp. | &nbsp;&nbsp;&nbsp; 668048 |
| 1423 | Berkshire Hathaway, Inc. Class B<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 671485 |
| 2123 | Capital One Financial Corp. | &nbsp;&nbsp;&nbsp; 456445 |
| 119 | Goldman Sachs Group, Inc. | &nbsp;&nbsp;&nbsp; 86107 |
| 1856 | Interactive Brokers Group, Inc. Class A | &nbsp;&nbsp;&nbsp; 121679 |
| 5892 | Janus Henderson Group PLC | &nbsp;&nbsp;&nbsp; 255124 |
| 1117 | Mastercard, Inc. Class A | &nbsp;&nbsp;&nbsp; 632747 |
| 3156 | MGIC Investment Corp. | &nbsp;&nbsp;&nbsp; 81740 |
| 745 | Moody's Corp. | &nbsp;&nbsp;&nbsp; 384219 |
| 1106 | Morgan Stanley | &nbsp;&nbsp;&nbsp; 157561 |
| 49 | MSCI, Inc. | &nbsp;&nbsp;&nbsp; 27507 |
| 3140 | Northern Trust Corp. | &nbsp;&nbsp;&nbsp; 408200 |
| 6389 | PayPal Holdings, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 439308 |
| 123 | Raymond James Financial, Inc. | &nbsp;&nbsp;&nbsp; 20557 |
| 7687 | State Street Corp. | &nbsp;&nbsp;&nbsp; 859022 |
| 10340 | Synchrony Financial | &nbsp;&nbsp;&nbsp; 720388 |
| 5451 | T. Rowe Price Group, Inc. | &nbsp;&nbsp;&nbsp; 553004 |
| 1248 | Visa, Inc. Class A | &nbsp;&nbsp;&nbsp; 431146 |
|  |  | &nbsp;&nbsp;&nbsp; 6974287 |
|  | **Food, Beverage & Tobacco - 1.4%** | **Food, Beverage & Tobacco - 1.4%** |
| 6285 | Altria Group, Inc. | &nbsp;&nbsp;&nbsp; 389293 |
| 1980 | Cal-Maine Foods, Inc. | &nbsp;&nbsp;&nbsp; 220057 |
|  |  | &nbsp;&nbsp;&nbsp; 609350 |
|  | **Health Care Equipment & Services - 3.5%** | **Health Care Equipment & Services - 3.5%** |
| 338 | Cardinal Health, Inc. | &nbsp;&nbsp;&nbsp; 52465 |
| 8163 | CVS Health Corp. | &nbsp;&nbsp;&nbsp; 506922 |
| 2057 | Elevance Health, Inc. | &nbsp;&nbsp;&nbsp; 582296 |
| 914 | Humana, Inc. | &nbsp;&nbsp;&nbsp; 228381 |
| 943 | Medtronic PLC | &nbsp;&nbsp;&nbsp; 85096 |
| 441 | UnitedHealth Group, Inc. | &nbsp;&nbsp;&nbsp; 110056 |
|  |  | &nbsp;&nbsp;&nbsp; 1565216 |
|  | **Insurance - 6.6%** | **Insurance - 6.6%** |
| 389 | Allstate Corp. | &nbsp;&nbsp;&nbsp; 79064 |
| 674 | American International Group, Inc. | &nbsp;&nbsp;&nbsp; 52323 |
| 1213 | Axis Capital Holdings Ltd. | &nbsp;&nbsp;&nbsp; 113828 |
| 780 | Chubb Ltd. | &nbsp;&nbsp;&nbsp; 207511 |
| 1314 | Cincinnati Financial Corp. | &nbsp;&nbsp;&nbsp; 193828 |
| 9378 | Lincoln National Corp. | &nbsp;&nbsp;&nbsp; 357396 |
| 181 | Markel Group, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 363501 |
| 1357 | MetLife, Inc. | &nbsp;&nbsp;&nbsp; 103064 |
| 6800 | Old Republic International Corp. | &nbsp;&nbsp;&nbsp; 245956 |
| 57 | Progressive Corp. | &nbsp;&nbsp;&nbsp; 13796 |
| 5373 | Prudential Financial, Inc. | &nbsp;&nbsp;&nbsp; 556535 |
| 942 | Travelers Cos., Inc. | &nbsp;&nbsp;&nbsp; 245146 |
| 5436 | Unum Group | &nbsp;&nbsp;&nbsp; 390359 |
| 7 | White Mountains Insurance Group Ltd. | &nbsp;&nbsp;&nbsp; 12515 |
|  |  | &nbsp;&nbsp;&nbsp; 2934822 |
|  | **Materials - 3.6%** | **Materials - 3.6%** |
| 1598 | Cabot Corp. | &nbsp;&nbsp;&nbsp; 115343 |
| 2942 | Commercial Metals Co. | &nbsp;&nbsp;&nbsp; 152572 |
| 3402 | Louisiana-Pacific Corp. | &nbsp;&nbsp;&nbsp; 307575 |
| 1531 | Reliance, Inc. | &nbsp;&nbsp;&nbsp; 444189 |
| 926 | RPM International, Inc. | &nbsp;&nbsp;&nbsp; 108722 |

---

*The accompanying notes are an integral part of these financial statements.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

26 <br>

------

**Hartford US Value ETF**

***Schedule of Investments – (continued)***

***July 31, 2025***

------

---

| | | |
|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 99.9% - (continued)** | **COMMON STOCKS - 99.9% - (continued)** | **COMMON STOCKS - 99.9% - (continued)** |
|  | **Materials - 3.6% - (continued)** | **Materials - 3.6% - (continued)** |
| 983 | Sherwin-Williams Co. | &nbsp;&nbsp;&nbsp; $325255 |
| 916 | Steel Dynamics, Inc. | &nbsp;&nbsp;&nbsp; 116845 |
|  |  | &nbsp;&nbsp;&nbsp; 1570501 |
|  | **Media & Entertainment - 3.9%** | **Media & Entertainment - 3.9%** |
| 4183 | Alphabet, Inc. Class A | &nbsp;&nbsp;&nbsp; 802718 |
| 3015 | Comcast Corp. Class A | &nbsp;&nbsp;&nbsp; 100188 |
| 196 | Fox Corp. Class A | &nbsp;&nbsp;&nbsp; 10929 |
| 1043 | Meta Platforms, Inc. Class A | &nbsp;&nbsp;&nbsp; 806698 |
|  |  | &nbsp;&nbsp;&nbsp; 1720533 |
|  | **Pharmaceuticals, Biotechnology & Life Sciences - 4.8%** | **Pharmaceuticals, Biotechnology & Life Sciences - 4.8%** |
| 4213 | Alkermes PLC<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 111602 |
| 7680 | Bristol-Myers Squibb Co. | &nbsp;&nbsp;&nbsp; 332621 |
| 8000 | Exelixis, Inc.<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 289760 |
| 6427 | Gilead Sciences, Inc. | &nbsp;&nbsp;&nbsp; 721688 |
| 2141 | Johnson & Johnson | &nbsp;&nbsp;&nbsp; 352708 |
| 4164 | Merck & Co., Inc. | &nbsp;&nbsp;&nbsp; 325292 |
|  |  | &nbsp;&nbsp;&nbsp; 2133671 |
|  | **Real Estate Management & Development - 1.4%** | **Real Estate Management & Development - 1.4%** |
| 971 | CBRE Group, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 151223 |
| 5780 | Zillow Group, Inc. Class C<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 459799 |
|  |  | &nbsp;&nbsp;&nbsp; 611022 |
|  | **Semiconductors & Semiconductor Equipment - 1.5%** | **Semiconductors & Semiconductor Equipment - 1.5%** |
| 1827 | NVIDIA Corp. | &nbsp;&nbsp;&nbsp; 324969 |
| 2428 | QUALCOMM, Inc. | &nbsp;&nbsp;&nbsp; 356333 |
|  |  | &nbsp;&nbsp;&nbsp; 681302 |
|  | **Software & Services - 1.2%** | **Software & Services - 1.2%** |
| 126 | Accenture PLC Class A | &nbsp;&nbsp;&nbsp; 33655 |
| 580 | AppLovin Corp. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 226606 |
| 1700 | Cognizant Technology Solutions Corp. Class A | &nbsp;&nbsp;&nbsp; 121992 |
| 1867 | Dropbox, Inc. Class A<sup>\*</sup>  | &nbsp;&nbsp;&nbsp; 50726 |
| 303 | International Business Machines Corp. | &nbsp;&nbsp;&nbsp; 76704 |
|  |  | &nbsp;&nbsp;&nbsp; 509683 |
|  | **Technology Hardware & Equipment - 5.8%** | **Technology Hardware & Equipment - 5.8%** |
| 638 | Apple, Inc. | &nbsp;&nbsp;&nbsp; 132430 |
| 3493 | Cisco Systems, Inc. | &nbsp;&nbsp;&nbsp; 237803 |
| 2489 | Dell Technologies, Inc. Class C | &nbsp;&nbsp;&nbsp; 330265 |
| 40071 | Hewlett Packard Enterprise Co. | &nbsp;&nbsp;&nbsp; 829069 |
| 28767 | HP, Inc. | &nbsp;&nbsp;&nbsp; 713422 |
| 3036 | NetApp, Inc. | &nbsp;&nbsp;&nbsp; 316139 |
|  |  | &nbsp;&nbsp;&nbsp; 2559128 |
|  | **Telecommunication Services - 3.1%** | **Telecommunication Services - 3.1%** |
| 26819 | AT&T, Inc. | &nbsp;&nbsp;&nbsp; 735109 |
| 717 | T-Mobile U.S., Inc. | &nbsp;&nbsp;&nbsp; 170940 |
| 11313 | Verizon Communications, Inc. | &nbsp;&nbsp;&nbsp; 483744 |
|  |  | &nbsp;&nbsp;&nbsp; 1389793 |

---

---

| | | | |
|:---|:---|:---|:---|
| **Shares or Principal Amount** | **Shares or Principal Amount** |  | **Market Value**<sup>†</sup> |
| **COMMON STOCKS - 99.9% - (continued)** | **COMMON STOCKS - 99.9% - (continued)** | **COMMON STOCKS - 99.9% - (continued)** | **COMMON STOCKS - 99.9% - (continued)** |
|  | **Transportation - 1.7%** | **Transportation - 1.7%** | **Transportation - 1.7%** |
| 236 | CH Robinson Worldwide, Inc. | CH Robinson Worldwide, Inc. | &nbsp;&nbsp;&nbsp; $27216 |
| 1314 | Delta Air Lines, Inc. | Delta Air Lines, Inc. | &nbsp;&nbsp;&nbsp; 69918 |
| 541 | FedEx Corp. | FedEx Corp. | &nbsp;&nbsp;&nbsp; 120908 |
| 3061 | Ryder System, Inc. | Ryder System, Inc. | &nbsp;&nbsp;&nbsp; 543970 |
|  |  |  | &nbsp;&nbsp;&nbsp; 762012 |
|  | **Utilities - 7.8%** | **Utilities - 7.8%** | **Utilities - 7.8%** |
| 979 | Constellation Energy Corp. | Constellation Energy Corp. | &nbsp;&nbsp;&nbsp; 340535 |
| 312 | DTE Energy Co. | DTE Energy Co. | &nbsp;&nbsp;&nbsp; 43184 |
| 3031 | Duke Energy Corp. | Duke Energy Corp. | &nbsp;&nbsp;&nbsp; 368691 |
| 2800 | Entergy Corp. | Entergy Corp. | &nbsp;&nbsp;&nbsp; 253204 |
| 5439 | Exelon Corp. | Exelon Corp. | &nbsp;&nbsp;&nbsp; 244429 |
| 239 | National Fuel Gas Co. | National Fuel Gas Co. | &nbsp;&nbsp;&nbsp; 20743 |
| 273 | NextEra Energy, Inc. | NextEra Energy, Inc. | &nbsp;&nbsp;&nbsp; 19399 |
| 5081 | NRG Energy, Inc. | NRG Energy, Inc. | &nbsp;&nbsp;&nbsp; 849543 |
| 3911 | Southern Co. | Southern Co. | &nbsp;&nbsp;&nbsp; 369511 |
| 11448 | UGI Corp. | UGI Corp. | &nbsp;&nbsp;&nbsp; 414189 |
| 1854 | Vistra Corp. | Vistra Corp. | &nbsp;&nbsp;&nbsp; 386633 |
| 2059 | Xcel Energy, Inc. | Xcel Energy, Inc. | &nbsp;&nbsp;&nbsp; 151213 |
|  |  |  | &nbsp;&nbsp;&nbsp; 3461274 |
|  | Total Common Stocks <br>(cost $43,101,305)<br>|  | &nbsp;&nbsp;&nbsp; $44112131 |
|  | Total Investments <br>(cost $43,101,305)<br>| 99.9<br> %<br>| &nbsp;&nbsp;&nbsp; $44112131 |
|  | Other Assets and Liabilities | 0.1<br> %<br>| &nbsp;&nbsp;&nbsp; 54653 |
|  | Net Assets | 100.0<br> %<br>| &nbsp;&nbsp;&nbsp; $44166784 |

---

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. <br> <sup>†</sup> 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Total** | **Level 1** | **Level 2** | **Level 3**<sup>(1)</sup> <br>|
| **Assets** |  |  |  |  |
| Common Stocks  | &nbsp;&nbsp; $44112131 | &nbsp;&nbsp; $44112131 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |
| **Total** | &nbsp;&nbsp; $44112131 | &nbsp;&nbsp; $44112131 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(1)</sup> For the period 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.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

27 <br>

------

**Hartford Systematic ETFs**

***GLOSSARY: (abbreviations used in preceding Schedules of Investments)***

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Index Abbreviations:** | **Index Abbreviations:** |
| EAFE | Europe, Australasia and Far East  |
| S&P | Standard & Poor's  |
| **Other Abbreviations:** | **Other Abbreviations:** |
| ADR | American Depositary Receipt  |
| ASA | Allmennaksjeselskap  |
| BDR | Brazilian Depositary Receipt |
| Bhd | Berhad  |
| KGaA | Kommanditgesellschaft Auf Aktien  |
| MSCI | Morgan Stanley Capital International  |
| NVDR | Non-Voting Depositary Receipt  |
| PJSC | Private Joint Stock Company  |
| PT | Perseroan Terbatas  |
| REIT | Real Estate Investment Trust  |
| Tbk | Terbuka |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

28 <br>

------

**Hartford Systematic ETFs**

 ***Statements of Assets and Liabilities***

***July 31, 2025***

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
|  | **Hartford** <br>**Disciplined US** <br>**Equity ETF**<br>| **Hartford** <br>**Multifactor** <br>**Developed** <br>**Markets (ex-US)** <br>**ETF**<br>| **Hartford** <br>**Multifactor** <br>**Emerging** <br>**Markets ETF**<br>| **Hartford** <br>**Multifactor Small** <br>**Cap ETF**<br>| **Hartford** <br>**Multifactor US** <br>**Equity ETF**<br>| **Hartford** <br>**US** <br>**Quality** <br>**Growth** <br>**ETF**<br>| **Hartford** <br>**US** <br>**Value** <br>**ETF**<br>|
| **Assets:** |  |  |  |  |  |  |  |
| Investments in securities, at market <br> value<sup>(1)</sup> <br>| &nbsp;&nbsp; $138577781 | &nbsp;&nbsp; $1164038413 | &nbsp;&nbsp;&nbsp; $39314746 | &nbsp;&nbsp; $36402347 | &nbsp;&nbsp; $472382594 | &nbsp;&nbsp; $45570397 | &nbsp;&nbsp; $44112131 |
| Cash | &nbsp;&nbsp; 287709 | &nbsp;&nbsp; 2803014 | &nbsp;&nbsp;&nbsp; 21488 | &nbsp;&nbsp; 52515 | &nbsp;&nbsp; 672650 | &nbsp;&nbsp; 20688 | &nbsp;&nbsp; 12279 |
| Cash collateral due from broker on <br> futures contracts<br>| &nbsp;&nbsp; 59000 | &nbsp;&nbsp; 169000 | &nbsp;&nbsp;&nbsp; 48000 | &nbsp;&nbsp; 41000 | &nbsp;&nbsp; 111000 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Foreign currency | &nbsp;&nbsp; — | &nbsp;&nbsp; 539015 | &nbsp;&nbsp;&nbsp; 48235 | &nbsp;&nbsp; 946 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Receivables: |  |  |  |  |  |  |  |
| Investment securities sold  | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 30 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Dividends and interest  | &nbsp;&nbsp; 94961 | &nbsp;&nbsp; 1329626 | &nbsp;&nbsp;&nbsp; 165296 | &nbsp;&nbsp; 21079 | &nbsp;&nbsp; 385781 | &nbsp;&nbsp; 12644 | &nbsp;&nbsp; 53300 |
| Securities lending income | &nbsp;&nbsp; 58 | &nbsp;&nbsp; 20640 | &nbsp;&nbsp;&nbsp; 637 | &nbsp;&nbsp; 384 | &nbsp;&nbsp; 795 | &nbsp;&nbsp; 1 | &nbsp;&nbsp; — |
| Tax reclaims | &nbsp;&nbsp; — | &nbsp;&nbsp; 3973797 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; 1164 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Total assets | &nbsp;&nbsp; 139019509 | &nbsp;&nbsp; 1172873505 | &nbsp;&nbsp;&nbsp; 39598432 | &nbsp;&nbsp; 36519435 | &nbsp;&nbsp; 473552820 | &nbsp;&nbsp; 45603730 | &nbsp;&nbsp; 44177710 |
| **Liabilities:** |  |  |  |  |  |  |  |
| Obligation to return securities lending <br> collateral<br>| &nbsp;&nbsp; 279035 | &nbsp;&nbsp; 13608730 | &nbsp;&nbsp;&nbsp; 135951 | &nbsp;&nbsp; 936661 | &nbsp;&nbsp; 373575 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Payables: |  |  |  |  |  |  |  |
| Investment advisory fees | &nbsp;&nbsp; 21974 | &nbsp;&nbsp; 286019 | &nbsp;&nbsp;&nbsp; 13739 | &nbsp;&nbsp; 10459 | &nbsp;&nbsp; 76287 | &nbsp;&nbsp; 13068 | &nbsp;&nbsp; 10926 |
| Variation margin on futures <br> contracts<br>| &nbsp;&nbsp; 1387 | &nbsp;&nbsp; 46685 | &nbsp;&nbsp;&nbsp; 1464 | &nbsp;&nbsp; 1074 | &nbsp;&nbsp; 3283 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Foreign taxes | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 75850 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Total liabilities | &nbsp;&nbsp; 302396 | &nbsp;&nbsp; 13941434 | &nbsp;&nbsp;&nbsp; 227004 | &nbsp;&nbsp; 948194 | &nbsp;&nbsp; 453145 | &nbsp;&nbsp; 13068 | &nbsp;&nbsp; 10926 |
| Net assets  | &nbsp;&nbsp; $138717113 | &nbsp;&nbsp; $1158932071 | &nbsp;&nbsp;&nbsp; $39371428 | &nbsp;&nbsp; $35571241 | &nbsp;&nbsp; $473099675 | &nbsp;&nbsp; $45590662 | &nbsp;&nbsp; $44166784 |
| **Summary of Net Assets:** |  |  |  |  |  |  |  |
| Paid-in-capital | &nbsp;&nbsp; $118603472 | &nbsp;&nbsp; $1316187465 | &nbsp;&nbsp;&nbsp; $53252182 | &nbsp;&nbsp; $44920029 | &nbsp;&nbsp; $469462928 | &nbsp;&nbsp; $44311303 | &nbsp;&nbsp; $45001647 |
| Distributable earnings (loss) | &nbsp;&nbsp; 20113641 | &nbsp;&nbsp; (157255394)<br>| &nbsp;&nbsp;&nbsp; (13880754)<br>| &nbsp;&nbsp; (9348788)<br>| &nbsp;&nbsp; 3636747 | &nbsp;&nbsp; 1279359 | &nbsp;&nbsp; (834863)<br>|
| Net assets | &nbsp;&nbsp; 138717113 | &nbsp;&nbsp; 1158932071 | &nbsp;&nbsp;&nbsp; 39371428 | &nbsp;&nbsp; 35571241 | &nbsp;&nbsp; 473099675 | &nbsp;&nbsp; 45590662 | &nbsp;&nbsp; 44166784 |
| Net asset value per share  | 60.97 | 33.79 | &nbsp;&nbsp;&nbsp;&nbsp;26.25 | 41.85 | 53.91 | 55.26 | 50.48 |
| Shares issued and outstanding | &nbsp;&nbsp; 2275000 | &nbsp;&nbsp; 34300000 | &nbsp;&nbsp;&nbsp; 1500000 | &nbsp;&nbsp; 850000 | &nbsp;&nbsp; 8775000 | &nbsp;&nbsp; 825000 | &nbsp;&nbsp; 875000 |
| Cost of investments | &nbsp;&nbsp; $110925999 | &nbsp;&nbsp; $928385570 | &nbsp;&nbsp;&nbsp; $33079370 | &nbsp;&nbsp; $33767935 | &nbsp;&nbsp; $397152357 | &nbsp;&nbsp; $42413165 | &nbsp;&nbsp; $43101305 |
| Cost of foreign currency | &nbsp;&nbsp; $— | &nbsp;&nbsp; $544170 | &nbsp;&nbsp;&nbsp; $48462 | &nbsp;&nbsp; $830 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |
| <sup>(1)</sup> Includes Investment in securities on <br> loan, at market value<br>| &nbsp;&nbsp; $272885 | &nbsp;&nbsp; $31052525 | &nbsp;&nbsp;&nbsp; $981958 | &nbsp;&nbsp; $1007805 | &nbsp;&nbsp; $365670 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |

---

*The accompanying notes are an integral part of these financial statements.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

29 <br>

------

**Hartford Systematic ETFs**

 ***Statements of Operations*** 

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Hartford** <br>**Disciplined US** <br>**Equity ETF** | **Hartford** <br>**Disciplined US** <br>**Equity ETF** | **Hartford** <br>**Multifactor** <br>**Developed** <br>**Markets (ex-US)** <br>**ETF** | **Hartford** <br>**Multifactor** <br>**Developed** <br>**Markets (ex-US)** <br>**ETF** | **Hartford** <br>**Multifactor** <br>**Emerging** <br>**Markets ETF** | **Hartford** <br>**Multifactor** <br>**Emerging** <br>**Markets ETF** |
|  | **For the** <br>**Period Ended** <br>**July 31,** <br>**2025**<sup>(1)</sup> <br>| **For the** <br>**Year Ended** <br>**September 30, 2024** <br>| **For the** <br>**Period Ended** <br>**July 31,** <br>**2025**<sup>(1)</sup> <br>| **For the** <br>**Year Ended** <br>**September 30, 2024** <br>| **For the** <br>**Period Ended** <br>**July 31,** <br>**2025**<sup>(1)</sup> <br>| **For the** <br>**Year Ended** <br>**September 30, 2024** <br>|
| **Investment Income:** |  |  |  |  |  |  |
| Dividends | &nbsp;&nbsp; $1964232 | &nbsp;&nbsp; $2226710 | &nbsp;&nbsp;&nbsp; $33828664 | &nbsp;&nbsp; $47191677 | &nbsp;&nbsp; $1301071 | &nbsp;&nbsp; $1088110 |
| Non-cash dividends | &nbsp;&nbsp; 742 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Interest | &nbsp;&nbsp; 11720 | &nbsp;&nbsp; 19963 | &nbsp;&nbsp;&nbsp; 112413 | &nbsp;&nbsp; 198108 | &nbsp;&nbsp; 2601 | &nbsp;&nbsp; 3533 |
| Securities lending — net | &nbsp;&nbsp; 86 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 141107 | &nbsp;&nbsp; 265744 | &nbsp;&nbsp; 1712 | &nbsp;&nbsp; 1688 |
| Less: Foreign tax withheld | &nbsp;&nbsp; (670)<br>| &nbsp;&nbsp; (879)<br>| &nbsp;&nbsp;&nbsp; (3567658)<br>| &nbsp;&nbsp; (4397594)<br>| &nbsp;&nbsp; (171775)<br>| &nbsp;&nbsp; (146272)<br>|
| Total investment income, net | &nbsp;&nbsp; 1976110 | &nbsp;&nbsp; 2245794 | &nbsp;&nbsp;&nbsp; 30514526 | &nbsp;&nbsp; 43257935 | &nbsp;&nbsp; 1133609 | &nbsp;&nbsp; 947059 |
| **Expenses:** |  |  |  |  |  |  |
| Investment advisory fees | &nbsp;&nbsp; 209456 | &nbsp;&nbsp; 208391 | &nbsp;&nbsp;&nbsp; 2678108 | &nbsp;&nbsp; 3683758 | &nbsp;&nbsp; 114469 | &nbsp;&nbsp; 99166 |
| Total expenses | &nbsp;&nbsp; 209456 | &nbsp;&nbsp; 208391 | &nbsp;&nbsp;&nbsp; 2678108 | &nbsp;&nbsp; 3683758 | &nbsp;&nbsp; 114469 | &nbsp;&nbsp; 99166 |
| **Net Investment Income (Loss)** | &nbsp;&nbsp; 1766654 | &nbsp;&nbsp; 2037403 | &nbsp;&nbsp;&nbsp; 27836418 | &nbsp;&nbsp; 39574177 | &nbsp;&nbsp; 1019140 | &nbsp;&nbsp; 847893 |
| **Net Realized Gain (Loss) on Investments, Other** <br> **Financial Instruments and Foreign Currency** <br> **Transactions on:**<br>|  |  |  |  |  |  |
| Investments | &nbsp;&nbsp; 4025096 <br><sup>(3)</sup><br>| &nbsp;&nbsp; 8423295 <br><sup>(3)</sup><br>| &nbsp;&nbsp;&nbsp; 40035145 <br><sup>(3)</sup><br>| &nbsp;&nbsp; 102986779 <br><sup>(3)</sup><br>| &nbsp;&nbsp; (66147 )<sup>(3)</sup><br>| &nbsp;&nbsp; 44579 <br><sup>(3)</sup><br>|
| Less: Foreign taxes paid on realized capital <br> gains<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; (15242)<br>| &nbsp;&nbsp; (131452)<br>|
| Futures contracts | &nbsp;&nbsp; 36479 | &nbsp;&nbsp; 77489 | &nbsp;&nbsp;&nbsp; 229915 | &nbsp;&nbsp; 222263 | &nbsp;&nbsp; 35325 | &nbsp;&nbsp; (401)<br>|
| Other foreign currency transactions | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 64394 | &nbsp;&nbsp; 53475 | &nbsp;&nbsp; (5844)<br>| &nbsp;&nbsp; (12261)<br>|
| **Net Realized Gain (Loss) on Investments, Other** <br> **Financial Instruments and Foreign Currency** <br> **Transactions**<br>| &nbsp;&nbsp; 4061575 | &nbsp;&nbsp; 8500784 | &nbsp;&nbsp;&nbsp; 40329454 | &nbsp;&nbsp; 103262517 | &nbsp;&nbsp; (51908)<br>| &nbsp;&nbsp; (99535)<br>|
| **Net Changes in Unrealized Appreciation** <br> **(Depreciation) of Investments, Other** <br> **Financial Instruments and Foreign Currency** <br> **Transactions of:**<br>|  |  |  |  |  |  |
| Investments<sup>\*</sup> <br>| &nbsp;&nbsp; 7650657 | &nbsp;&nbsp; 20738761 | &nbsp;&nbsp;&nbsp; 80596890 | &nbsp;&nbsp; 123601352 | &nbsp;&nbsp; 1649742 | &nbsp;&nbsp; 4433608 |
| Futures contracts | &nbsp;&nbsp; 6792 | &nbsp;&nbsp; 6761 | &nbsp;&nbsp;&nbsp; (232058)<br>| &nbsp;&nbsp; 623544 | &nbsp;&nbsp; (5724)<br>| &nbsp;&nbsp; 14220 |
| Translation of other assets and liabilities in <br> foreign currencies<br>| &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; 51527 | &nbsp;&nbsp; 267946 | &nbsp;&nbsp; (1698)<br>| &nbsp;&nbsp; 1600 |
| **Net Changes in Unrealized Appreciation** <br> **(Depreciation) of Investments, Other** <br> **Financial Instruments and Foreign Currency** <br> **Transactions**<br>| &nbsp;&nbsp; 7657449 | &nbsp;&nbsp; 20745522 | &nbsp;&nbsp;&nbsp; 80416359 | &nbsp;&nbsp; 124492842 | &nbsp;&nbsp; 1642320 | &nbsp;&nbsp; 4449428 |
| **Net Gain (Loss) on Investments, Other Financial** <br> **Instruments and Foreign Currency** <br> **Transactions**<br>| &nbsp;&nbsp; 11719024 | &nbsp;&nbsp; 29246306 | &nbsp;&nbsp;&nbsp; 120745813 | &nbsp;&nbsp; 227755359 | &nbsp;&nbsp; 1590412 | &nbsp;&nbsp; 4349893 |
| **Net Increase (Decrease) in Net Assets Resulting** <br> **from Operations**<br>| &nbsp;&nbsp; $13485678 | &nbsp;&nbsp; $31283709 | &nbsp;&nbsp;&nbsp; $148582231 | &nbsp;&nbsp; $267329536 | &nbsp;&nbsp; $2609552 | &nbsp;&nbsp; $5197786 |
| \* Includes change in unrealized appreciation <br> (depreciation) on deferred capital gains tax<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $107666 | &nbsp;&nbsp; $(116860)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(1)</sup> For the period from October 1, 2024 to July 31, 2025. Effective May 1, 2025, the Funds changed fiscal year end from September 30 to July 31 (See Note 1 in the Notes to Financial Statements). 

<sup>(3)</sup> Includes realized gains/(losses) as a result of in-kind redemptions (See Note 12 in the Notes to Financial Statements).

*The accompanying notes are an integral part of these financial statements.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

30 <br>

------

**Hartford Systematic ETFs**

 ***Statements of Operations – (continued)*** 

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Hartford** <br>**Multifactor Small** <br>**Cap ETF** | **Hartford** <br>**Multifactor Small** <br>**Cap ETF** | **Hartford** <br>**Multifactor US** <br>**Equity ETF** | **Hartford** <br>**Multifactor US** <br>**Equity ETF** | **Hartford** <br>**US** <br>**Quality** <br>**Growth** <br>**ETF** | **Hartford** <br>**US** <br>**Quality** <br>**Growth** <br>**ETF** |
|  | **For the** <br>**Period Ended** <br>**July 31,** <br>**2025**<sup>(1)</sup> <br>| **For the** <br>**Year Ended** <br>**September 30, 2024** <br>| **For the** <br>**Period Ended** <br>**July 31,** <br>**2025**<sup>(1)</sup> <br>| **For the** <br>**Year Ended** <br>**September 30, 2024** <br>| **For the** <br>**Period Ended** <br>**July 31,** <br>**2025**<sup>(1)</sup> <br>| **For the** <br>**Period Ended** <br>**September 30, 2024** <br><sup>(2)</sup> <br>|
| **Investment Income:** |  |  |  |  |  |  |
| Dividends | &nbsp;&nbsp; $659770 | &nbsp;&nbsp; $771814 | &nbsp;&nbsp;&nbsp; $6989191 | &nbsp;&nbsp; $7423889 | &nbsp;&nbsp; $312298 | &nbsp;&nbsp; $48731 |
| Non-cash dividends | &nbsp;&nbsp; 61702 | &nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Interest | &nbsp;&nbsp; 3438 | &nbsp;&nbsp; 7966 | &nbsp;&nbsp;&nbsp; 23660 | &nbsp;&nbsp; 66536 | &nbsp;&nbsp; 823 | &nbsp;&nbsp; 246 |
| Securities lending — net | &nbsp;&nbsp; 2410 | &nbsp;&nbsp; 4944 | &nbsp;&nbsp;&nbsp; 818 | &nbsp;&nbsp; 467355 | &nbsp;&nbsp; 1 | &nbsp;&nbsp; 1618 |
| Less: Foreign tax withheld | &nbsp;&nbsp; (859)<br>| &nbsp;&nbsp; (738)<br>| &nbsp;&nbsp;&nbsp; (3929)<br>| &nbsp;&nbsp; (4827)<br>| &nbsp;&nbsp; (403)<br>| &nbsp;&nbsp; (39)<br>|
| Total investment income, net | &nbsp;&nbsp; 726461 | &nbsp;&nbsp; 783986 | &nbsp;&nbsp;&nbsp; 7009740 | &nbsp;&nbsp; 7952953 | &nbsp;&nbsp; 312719 | &nbsp;&nbsp; 50556 |
| **Expenses:** |  |  |  |  |  |  |
| Investment advisory fees | &nbsp;&nbsp; 93549 | &nbsp;&nbsp; 109166 | &nbsp;&nbsp;&nbsp; 717045 | &nbsp;&nbsp; 775770 | &nbsp;&nbsp; 114999 | &nbsp;&nbsp; 16129 |
| Total expenses | &nbsp;&nbsp; 93549 | &nbsp;&nbsp; 109166 | &nbsp;&nbsp;&nbsp; 717045 | &nbsp;&nbsp; 775770 | &nbsp;&nbsp; 114999 | &nbsp;&nbsp; 16129 |
| **Net Investment Income (Loss)** | &nbsp;&nbsp; 632912 | &nbsp;&nbsp; 674820 | &nbsp;&nbsp;&nbsp; 6292695 | &nbsp;&nbsp; 7177183 | &nbsp;&nbsp; 197720 | &nbsp;&nbsp; 34427 |
| **Net Realized Gain (Loss) on Investments and** <br> **Other Financial Instruments on:**<br>|  |  |  |  |  |  |
| Investments | &nbsp;&nbsp; (330451 )<sup>(3)</sup><br>| &nbsp;&nbsp; 2411652 <br><sup>(3)</sup><br>| &nbsp;&nbsp;&nbsp; 23415782 <br><sup>(3)</sup><br>| &nbsp;&nbsp; 39777167 <br><sup>(3)</sup><br>| &nbsp;&nbsp; 122497 <br><sup>(3)</sup><br>| &nbsp;&nbsp; 235518 <br><sup>(3)</sup><br>|
| Futures contracts | &nbsp;&nbsp; (5434)<br>| &nbsp;&nbsp; 23768 | &nbsp;&nbsp;&nbsp; 14511 | &nbsp;&nbsp; 344742 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| **Net Realized Gain (Loss) on Investments and** <br> **Other Financial Instruments**<br>| &nbsp;&nbsp; (335885)<br>| &nbsp;&nbsp; 2435420 | &nbsp;&nbsp;&nbsp; 23430293 | &nbsp;&nbsp; 40121909 | &nbsp;&nbsp; 122497 | &nbsp;&nbsp; 235518 |
| **Net Changes in Unrealized Appreciation** <br> **(Depreciation) of Investments, Other Financial** <br> **Instruments and Foreign Currency** <br> **Transactions of:**<br>|  |  |  |  |  |  |
| Investments | &nbsp;&nbsp; (982635)<br>| &nbsp;&nbsp; 4146950 | &nbsp;&nbsp;&nbsp; (5910551)<br>| &nbsp;&nbsp; 63280643 | &nbsp;&nbsp; 2052024 | &nbsp;&nbsp; 1105208 |
| Futures contracts | &nbsp;&nbsp; 2935 | &nbsp;&nbsp; 5833 | &nbsp;&nbsp;&nbsp; 30940 | &nbsp;&nbsp; 45919 | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Translation of other assets and liabilities in <br> foreign currencies<br>| &nbsp;&nbsp; 64 | &nbsp;&nbsp; 123 | &nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| **Net Changes in Unrealized Appreciation** <br> **(Depreciation) of Investments, Other Financial** <br> **Instruments and Foreign Currency** <br> **Transactions**<br>| &nbsp;&nbsp; (979636)<br>| &nbsp;&nbsp; 4152906 | &nbsp;&nbsp;&nbsp; (5879611)<br>| &nbsp;&nbsp; 63326562 | &nbsp;&nbsp; 2052024 | &nbsp;&nbsp; 1105208 |
| **Net Gain (Loss) on Investments and Other** <br> **Financial Instruments**<br>| &nbsp;&nbsp; (1315521)<br>| &nbsp;&nbsp; 6588326 | &nbsp;&nbsp;&nbsp; 17550682 | &nbsp;&nbsp; 103448471 | &nbsp;&nbsp; 2174521 | &nbsp;&nbsp; 1340726 |
| **Net Increase (Decrease) in Net Assets Resulting** <br> **from Operations**<br>| &nbsp;&nbsp; $(682609)<br>| &nbsp;&nbsp; $7263146 | &nbsp;&nbsp;&nbsp; $23843377 | &nbsp;&nbsp; $110625654 | &nbsp;&nbsp; $2372241 | &nbsp;&nbsp; $1375153 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(1)</sup> For the period from October 1, 2024 to July 31, 2025. Effective May 1, 2025, the Funds changed fiscal year end from September 30 to July 31 (See Note 1 in the Notes to Financial Statements). 

<sup>(2)</sup> Commenced operations on December 5, 2023.

<sup>(3)</sup> Includes realized gains/(losses) as a result of in-kind redemptions (See Note 12 in the Notes to Financial Statements).

*The accompanying notes are an integral part of these financial statements.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

31 <br>

------

**Hartford Systematic ETFs**

 ***Statements of Operations – (continued)*** 

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Hartford** <br>**US** <br>**Value** <br>**ETF** | **Hartford** <br>**US** <br>**Value** <br>**ETF** |
|  | **For the** <br>**Period Ended** <br>**July 31,** <br>**2025**<sup>(1)</sup> <br>| **For the** <br>**Period Ended** <br>**September 30, 2024** <br><sup>(2)</sup> <br>|
| **Investment Income:** |  |  |
| Dividends | &nbsp;&nbsp; $934003 | &nbsp;&nbsp; $122966 |
| Interest | &nbsp;&nbsp; 1280 | &nbsp;&nbsp; 297 |
| Securities lending — net | &nbsp;&nbsp; — | &nbsp;&nbsp; 5590 |
| Less: Foreign tax withheld | &nbsp;&nbsp; (360)<br>| &nbsp;&nbsp; (124)<br>|
| Total investment income, net | &nbsp;&nbsp; 934923 | &nbsp;&nbsp; 128729 |
| **Expenses:** |  |  |
| Investment advisory fees | &nbsp;&nbsp; 100443 | &nbsp;&nbsp; 13536 |
| Total expenses | &nbsp;&nbsp; 100443 | &nbsp;&nbsp; 13536 |
| **Net Investment Income (Loss)** | &nbsp;&nbsp; 834480 | &nbsp;&nbsp; 115193 |
| **Net Realized Gain (Loss) on Investments on:** |  |  |
| Investments | &nbsp;&nbsp; (885851 )<sup>(3)</sup><br>| &nbsp;&nbsp; 384005 <br><sup>(3)</sup><br>|
| **Net Realized Gain (Loss) on Investments** | &nbsp;&nbsp; (885851)<br>| &nbsp;&nbsp; 384005 |
| **Net Changes in Unrealized Appreciation (Depreciation) of:** |  |  |
| Investments | &nbsp;&nbsp; 231852 | &nbsp;&nbsp; 778974 |
| **Net Changes in Unrealized Appreciation (Depreciation)** | &nbsp;&nbsp; 231852 | &nbsp;&nbsp; 778974 |
| **Net Gain (Loss) on Investments** | &nbsp;&nbsp; (653999)<br>| &nbsp;&nbsp; 1162979 |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp; $180481 | &nbsp;&nbsp; $1278172 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(1)</sup> For the period from October 1, 2024 to July 31, 2025. Effective May 1, 2025, the Funds changed fiscal year end from September 30 to July 31 (See Note 1 in the Notes to Financial Statements). 

<sup>(2)</sup> Commenced operations on December 5, 2023.

<sup>(3)</sup> Includes realized gains/(losses) as a result of in-kind redemptions (See Note 12 in the Notes to Financial Statements).

*The accompanying notes are an integral part of these financial statements.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

32 <br>

------

**Hartford Systematic ETFs**

 ***Statements of Changes in Net Assets*** 

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Hartford** <br>**Disciplined** <br>**US Equity ETF** | **Hartford** <br>**Disciplined** <br>**US Equity ETF** | **Hartford** <br>**Disciplined** <br>**US Equity ETF** | **Hartford Multifactor** <br>**Developed Markets (ex-US) ETF** | **Hartford Multifactor** <br>**Developed Markets (ex-US) ETF** | **Hartford Multifactor** <br>**Developed Markets (ex-US) ETF** |
|  | **For the** <br>**Period Ended** <br>**July 31,** <br>**2025**<sup>(1)</sup> <br>| **For the** <br>**Year Ended** <br>**September 30, 2024** <br>| **For the** <br>**Period Ended** <br>**September 30, 2023** <br><sup>(2)</sup> <br>| **For the** <br>**Period Ended** <br>**July 31,** <br>**2025**<sup>(1)</sup> <br>| **For the** <br>**Year Ended** <br>**September 30, 2024** <br>| **For the** <br>**Year Ended** <br>**September 30, 2023** <br>|
| **Operations:** |  |  |  |  |  |  |
| Net investment income (loss) | &nbsp;&nbsp; $1766654 | &nbsp;&nbsp; $2037403 | &nbsp;&nbsp; $539963 | &nbsp;&nbsp; $27836418 | &nbsp;&nbsp; $39574177 | &nbsp;&nbsp; $58546456 |
| Net realized gain (loss) on investments, <br> other financial instruments and <br> foreign currency transactions<br>| &nbsp;&nbsp; 4061575 | &nbsp;&nbsp; 8500784 | &nbsp;&nbsp; (676380)<br>| &nbsp;&nbsp; 40329454 | &nbsp;&nbsp; 103262517 | &nbsp;&nbsp; (57970619)<br>|
| Net changes in unrealized appreciation <br> (depreciation) of investments, other <br> financial instruments and foreign <br> currency transactions<br>| &nbsp;&nbsp; 7657449 | &nbsp;&nbsp; 20745522 | &nbsp;&nbsp; (737636)<br>| &nbsp;&nbsp; 80416359 | &nbsp;&nbsp; 124492842 | &nbsp;&nbsp; 273178132 |
| **Net Increase (Decrease) in Net Assets** <br> **Resulting from Operations**<br>| &nbsp;&nbsp; 13485678 | &nbsp;&nbsp; 31283709 | &nbsp;&nbsp; (874053)<br>| &nbsp;&nbsp; 148582231 | &nbsp;&nbsp; 267329536 | &nbsp;&nbsp; 273753969 |
| **Distributions to Shareholders** | &nbsp;&nbsp; (1797874)<br>| &nbsp;&nbsp; (1830089)<br>| &nbsp;&nbsp; (425298)<br>| &nbsp;&nbsp; (42881372)<br>| &nbsp;&nbsp; (53499216)<br>| &nbsp;&nbsp; (51253586)<br>|
| **Capital Share Transactions:** |  |  |  |  |  |  |
| Sold | &nbsp;&nbsp; 44125756 | &nbsp;&nbsp; 48295083 | &nbsp;&nbsp; 103167962 | &nbsp;&nbsp; 11893295 | &nbsp;&nbsp; — | &nbsp;&nbsp; 147035206 |
| Redeemed | &nbsp;&nbsp; (39388368)<br>| &nbsp;&nbsp; (45338918)<br>| &nbsp;&nbsp; (11986475)<br>| &nbsp;&nbsp; (99074253)<br>| &nbsp;&nbsp; (561715572)<br>| &nbsp;&nbsp; (127513307)<br>|
| Other Capital | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; 555 | &nbsp;&nbsp; 2672 | &nbsp;&nbsp; 10308 |
| Net increase (decrease) from capital <br> share transactions<br>| &nbsp;&nbsp; 4737388 | &nbsp;&nbsp; 2956165 | &nbsp;&nbsp; 91181487 | &nbsp;&nbsp; (87180403)<br>| &nbsp;&nbsp; (561712900)<br>| &nbsp;&nbsp; 19532207 |
| **Net Increase (Decrease) in Net Assets** | &nbsp;&nbsp; 16425192 | &nbsp;&nbsp; 32409785 | &nbsp;&nbsp; 89882136 | &nbsp;&nbsp; 18520456 | &nbsp;&nbsp; (347882580)<br>| &nbsp;&nbsp; 242032590 |
| **Net Assets:** |  |  |  |  |  |  |
| Beginning of period  | &nbsp;&nbsp; 122291921 | &nbsp;&nbsp; 89882136 | &nbsp;&nbsp; — | &nbsp;&nbsp; 1140411615 | &nbsp;&nbsp; 1488294195 | &nbsp;&nbsp; 1246261605 |
| End of period | &nbsp;&nbsp; $138717113 | &nbsp;&nbsp; $122291921 | &nbsp;&nbsp; $89882136 | &nbsp;&nbsp; $1158932071 | &nbsp;&nbsp; $1140411615 | &nbsp;&nbsp; $1488294195 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(1)</sup> For the period from October 1, 2024 to July 31, 2025. Effective May 1, 2025, the Funds changed fiscal year end from September 30 to July 31 (See Note 1 in the Notes to Financial Statements). <br> <sup>(2)</sup> Commenced operations on November 16, 2022.

*The accompanying notes are an integral part of these financial statements.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

33 <br>

------

**Hartford Systematic ETFs**

 ***Statements of Changes in Net Assets – (continued)*** 

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **Hartford Multifactor** <br>**Emerging Markets ETF** | **Hartford Multifactor** <br>**Emerging Markets ETF** | **Hartford Multifactor** <br>**Emerging Markets ETF** | **Hartford Multifactor** <br>**Small Cap ETF** | **Hartford Multifactor** <br>**Small Cap ETF** | **Hartford Multifactor** <br>**Small Cap ETF** |
|  | **For the** <br>**Period Ended** <br>**July 31,** <br>**2025**<sup>(1)</sup> <br>| **For the** <br>**Year Ended** <br>**September 30, 2024** <br>| **For the** <br>**Year Ended** <br>**September 30, 2023** <br>| **For the** <br>**Period Ended** <br>**July 31,** <br>**2025**<sup>(1)</sup> <br>| **For the** <br>**Year Ended** <br>**September 30, 2024** <br>| **For the** <br>**Year Ended** <br>**September 30, 2023** <br>|
| **Operations:** |  |  |  |  |  |  |
| Net investment income (loss) | &nbsp;&nbsp; $1019140 | &nbsp;&nbsp; $847893 | &nbsp;&nbsp; $841195 | &nbsp;&nbsp; $632912 | &nbsp;&nbsp; $674820 | &nbsp;&nbsp; $812601 |
| Net realized gain (loss) on investments, <br> other financial instruments and foreign <br> currency transactions<br>| &nbsp;&nbsp; (51908)<br>| &nbsp;&nbsp; (99535)<br>| &nbsp;&nbsp; (785065)<br>| &nbsp;&nbsp; (335885)<br>| &nbsp;&nbsp; 2435420 | &nbsp;&nbsp; (2222505)<br>|
| Net changes in unrealized appreciation <br> (depreciation) of investments, other <br> financial instruments and foreign currency <br> transactions<br>| &nbsp;&nbsp; 1642320 | &nbsp;&nbsp; 4449428 | &nbsp;&nbsp; 4568096 | &nbsp;&nbsp; (979636)<br>| &nbsp;&nbsp; 4152906 | &nbsp;&nbsp; 4340810 |
| **Net Increase (Decrease) in Net Assets** <br> **Resulting from Operations**<br>| &nbsp;&nbsp; 2609552 | &nbsp;&nbsp; 5197786 | &nbsp;&nbsp; 4624226 | &nbsp;&nbsp; (682609)<br>| &nbsp;&nbsp; 7263146 | &nbsp;&nbsp; 2930906 |
| **Distributions to Shareholders** | &nbsp;&nbsp; (1516014)<br>| &nbsp;&nbsp; (959414)<br>| &nbsp;&nbsp; (1299288)<br>| &nbsp;&nbsp; (580345)<br>| &nbsp;&nbsp; (672927)<br>| &nbsp;&nbsp; (745153)<br>|
| **Capital Share Transactions:** |  |  |  |  |  |  |
| Sold | &nbsp;&nbsp; 8670631 | &nbsp;&nbsp; 9684636 | &nbsp;&nbsp; 6121118 | &nbsp;&nbsp; 8126424 | &nbsp;&nbsp; 4072538 | &nbsp;&nbsp; 18907826 |
| Redeemed | &nbsp;&nbsp; (2300838)<br>| &nbsp;&nbsp; (1129750)<br>| &nbsp;&nbsp; (15969415)<br>| &nbsp;&nbsp; (3004532)<br>| &nbsp;&nbsp; (13222218)<br>| &nbsp;&nbsp; (14275447)<br>|
| Other Capital | &nbsp;&nbsp; 16394 | &nbsp;&nbsp; 18626 | &nbsp;&nbsp; 48147 | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| Net increase (decrease) from capital share <br> transactions<br>| &nbsp;&nbsp; 6386187 | &nbsp;&nbsp; 8573512 | &nbsp;&nbsp; (9800150)<br>| &nbsp;&nbsp; 5121892 | &nbsp;&nbsp; (9149680)<br>| &nbsp;&nbsp; 4632379 |
| **Net Increase (Decrease) in Net Assets** | &nbsp;&nbsp; 7479725 | &nbsp;&nbsp; 12811884 | &nbsp;&nbsp; (6475212)<br>| &nbsp;&nbsp; 3858938 | &nbsp;&nbsp; (2559461)<br>| &nbsp;&nbsp; 6818132 |
| **Net Assets:** |  |  |  |  |  |  |
| Beginning of period  | &nbsp;&nbsp; 31891703 | &nbsp;&nbsp; 19079819 | &nbsp;&nbsp; 25555031 | &nbsp;&nbsp; 31712303 | &nbsp;&nbsp; 34271764 | &nbsp;&nbsp; 27453632 |
| End of period | &nbsp;&nbsp; $39371428 | &nbsp;&nbsp; $31891703 | &nbsp;&nbsp; $19079819 | &nbsp;&nbsp; $35571241 | &nbsp;&nbsp; $31712303 | &nbsp;&nbsp; $34271764 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(1)</sup> For the period from October 1, 2024 to July 31, 2025. Effective May 1, 2025, the Funds changed fiscal year end from September 30 to July 31 (See Note 1 in the Notes to Financial Statements).

*The accompanying notes are an integral part of these financial statements.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

34 <br>

------

**Hartford Systematic ETFs**

 ***Statements of Changes in Net Assets – (continued)*** 

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
|  | **Hartford Multifactor** <br>**US Equity ETF** | **Hartford Multifactor** <br>**US Equity ETF** | **Hartford Multifactor** <br>**US Equity ETF** | **Hartford** <br>**US** <br>**Quality** <br>**Growth** <br>**ETF** | **Hartford** <br>**US** <br>**Quality** <br>**Growth** <br>**ETF** |
|  | **For the** <br>**Period Ended** <br>**July 31,** <br>**2025**<sup>(1)</sup> <br>| **For the** <br>**Year Ended** <br>**September 30, 2024** <br>| **For the** <br>**Year Ended** <br>**September 30, 2023** <br>| **For the** <br>**Period Ended** <br>**July 31,** <br>**2025**<sup>(1)</sup> <br>| **For the** <br>**Period Ended** <br>**September 30, 2024** <br><sup>(3)</sup> <br>|
| **Operations:** |  |  |  |  |  |
| Net investment income (loss) | &nbsp;&nbsp; $6292695 | &nbsp;&nbsp; $7177183 | &nbsp;&nbsp; $9040185 | &nbsp;&nbsp; $197720 | &nbsp;&nbsp; $34427 |
| Net realized gain (loss) on investments and other financial <br> instruments<br>| &nbsp;&nbsp; 23430293 | &nbsp;&nbsp; 40121909 | &nbsp;&nbsp; 1720561 | &nbsp;&nbsp; 122497 | &nbsp;&nbsp; 235518 |
| Net changes in unrealized appreciation (depreciation) of <br> investments and other financial instruments<br>| &nbsp;&nbsp; (5879611)<br>| &nbsp;&nbsp; 63326562 | &nbsp;&nbsp; 49633597 | &nbsp;&nbsp; 2052024 | &nbsp;&nbsp; 1105208 |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp; 23843377 | &nbsp;&nbsp; 110625654 | &nbsp;&nbsp; 60394343 | &nbsp;&nbsp; 2372241 | &nbsp;&nbsp; 1375153 |
| **Distributions to Shareholders** | &nbsp;&nbsp; (5896378)<br>| &nbsp;&nbsp; (7008886)<br>| &nbsp;&nbsp; (8841353)<br>| &nbsp;&nbsp; (174508)<br>| &nbsp;&nbsp; (25230)<br>|
| **Capital Share Transactions:** |  |  |  |  |  |
| Sold | &nbsp;&nbsp; 103664147 | &nbsp;&nbsp; 114529354 | &nbsp;&nbsp; 177619832 | &nbsp;&nbsp; 47337201 | &nbsp;&nbsp; 7356113 |
| Redeemed | &nbsp;&nbsp; (111201335)<br>| &nbsp;&nbsp; (150117945)<br>| &nbsp;&nbsp; (168252506)<br>| &nbsp;&nbsp; (10268792)<br>| &nbsp;&nbsp; (2381516)<br>|
| Net increase (decrease) from capital share transactions | &nbsp;&nbsp; (7537188)<br>| &nbsp;&nbsp; (35588591)<br>| &nbsp;&nbsp; 9367326 | &nbsp;&nbsp; 37068409 | &nbsp;&nbsp; 4974597 |
| **Net Increase (Decrease) in Net Assets** | &nbsp;&nbsp; 10409811 | &nbsp;&nbsp; 68028177 | &nbsp;&nbsp; 60920316 | &nbsp;&nbsp; 39266142 | &nbsp;&nbsp; 6324520 |
| **Net Assets:** |  |  |  |  |  |
| Beginning of period  | &nbsp;&nbsp; 462689864 | &nbsp;&nbsp; 394661687 | &nbsp;&nbsp; 333741371 | &nbsp;&nbsp; 6324520 | &nbsp;&nbsp; — |
| End of period | &nbsp;&nbsp; $473099675 | &nbsp;&nbsp; $462689864 | &nbsp;&nbsp; $394661687 | &nbsp;&nbsp; $45590662 | &nbsp;&nbsp; $6324520 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(1)</sup> For the period from October 1, 2024 to July 31, 2025. Effective May 1, 2025, the Funds changed fiscal year end from September 30 to July 31 (See Note 1 in the Notes to Financial Statements). <br> <sup>(3)</sup> Commenced operations on December 5, 2023.

*The accompanying notes are an integral part of these financial statements.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

35 <br>

------

**Hartford Systematic ETFs**

 ***Statements of Changes in Net Assets – (continued)*** 

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Hartford** <br>**US** <br>**Value** <br>**ETF** | **Hartford** <br>**US** <br>**Value** <br>**ETF** |
|  | **For the** <br>**Period Ended** <br>**July 31,** <br>**2025**<sup>(1)</sup> <br>| **For the** <br>**Period Ended** <br>**September 30, 2024** <br><sup>(3)</sup> <br>|
| **Operations:** |  |  |
| Net investment income (loss) | &nbsp;&nbsp; $834480 | &nbsp;&nbsp; $115193 |
| Net realized gain (loss) on investments | &nbsp;&nbsp; (885851)<br>| &nbsp;&nbsp; 384005 |
| Net changes in unrealized appreciation (depreciation) of investments | &nbsp;&nbsp; 231852 | &nbsp;&nbsp; 778974 |
| **Net Increase (Decrease) in Net Assets Resulting from Operations** | &nbsp;&nbsp; 180481 | &nbsp;&nbsp; 1278172 |
| **Distributions to Shareholders** | &nbsp;&nbsp; (717306)<br>| &nbsp;&nbsp; (87792)<br>|
| **Capital Share Transactions:** |  |  |
| Sold | &nbsp;&nbsp; 47097182 | &nbsp;&nbsp; 7278721 |
| Redeemed | &nbsp;&nbsp; (8541256)<br>| &nbsp;&nbsp; (2321418)<br>|
| Net increase (decrease) from capital share transactions | &nbsp;&nbsp; 38555926 | &nbsp;&nbsp; 4957303 |
| **Net Increase (Decrease) in Net Assets** | &nbsp;&nbsp; 38019101 | &nbsp;&nbsp; 6147683 |
| **Net Assets:** |  |  |
| Beginning of period  | &nbsp;&nbsp; 6147683 | &nbsp;&nbsp; — |
| End of period | &nbsp;&nbsp; $44166784 | &nbsp;&nbsp; $6147683 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(1)</sup> For the period from October 1, 2024 to July 31, 2025. Effective May 1, 2025, the Funds changed fiscal year end from September 30 to July 31 (See Note 1 in the Notes to Financial Statements). <br> <sup>(3)</sup> Commenced operations on December 5, 2023.

*The accompanying notes are an integral part of these financial statements.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

36 <br>

------

**Hartford Systematic ETFs**

***Financial Highlights***

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| ***—Selected Per-Share Data***<sup>(1)</sup>***—*** | ***—Selected Per-Share Data***<sup>(1)</sup>***—*** | ***—Selected Per-Share Data***<sup>(1)</sup>***—*** | ***—Selected Per-Share Data***<sup>(1)</sup>***—*** | ***—Selected Per-Share Data***<sup>(1)</sup>***—*** | ***—Selected Per-Share Data***<sup>(1)</sup>***—*** | ***—Selected Per-Share Data***<sup>(1)</sup>***—*** | ***—Selected Per-Share Data***<sup>(1)</sup>***—*** | ***—Ratios and Supplemental Data —*** | ***—Ratios and Supplemental Data —*** | ***—Ratios and Supplemental Data —*** | ***—Ratios and Supplemental Data —*** | ***—Ratios and Supplemental Data —*** | ***—Ratios and Supplemental Data —*** |
| **Net Asset** <br>**Value at** <br>**Beginning** <br>**of Period**<br>| **Net** <br>**Investment** <br>**Income** <br>**(Loss)**<br>| **Net** <br>**Realized** <br>**and** <br>**Unrealized** <br>**Gain (Loss)** <br>**on** <br>**Investments**<br>| **Total** <br>**from** <br>**Investment** <br>**Operations**<br>| **Other** <br>**Capital**<br>| **Dividends** <br>**from Net** <br>**Investment** <br>**Income**<br>| **Total** <br>**Dividends** <br>**and** <br>**Distributions**<br>| **Net** <br>**Asset** <br>**Value at** <br>**End of** <br>**Period**<br>| **Total** <br>**Return**<sup>(2)</sup> <br>| **Net** <br>**Assets at** <br>**End of** <br>**Period** <br>**(000s)**<br>| **Ratio of** <br>**Expenses** <br>**to** <br>**Average** <br>**Net** <br>**Assets** <br>**Before** <br>**Adjust-** <br>**ments**<sup>(3)</sup> <br>| **Ratio of** <br>**Expenses** <br>**to** <br>**Average** <br>**Net** <br>**Assets** <br>**After** <br>**Adjust-** <br>**ments**<sup>(3)</sup> <br>| **Ratio of** <br>**Net** <br>**Investment** <br>**Income** <br>**(Loss) to** <br>**Average** <br>**Net Assets**<br>| **Portfolio** <br>**Turnover**<sup>(4)</sup> <br>|
| **Hartford Disciplined US Equity ETF**  | **Hartford Disciplined US Equity ETF**  | **Hartford Disciplined US Equity ETF**  | **Hartford Disciplined US Equity ETF**  | **Hartford Disciplined US Equity ETF**  | **Hartford Disciplined US Equity ETF**  | **Hartford Disciplined US Equity ETF**  | **Hartford Disciplined US Equity ETF**  | **Hartford Disciplined US Equity ETF**  | **Hartford Disciplined US Equity ETF**  | **Hartford Disciplined US Equity ETF**  | **Hartford Disciplined US Equity ETF**  | **Hartford Disciplined US Equity ETF**  | **Hartford Disciplined US Equity ETF**  |
| For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  |
| $55.59 | $0.76 | $5.39 | $6.15 | $— | $(0.77)<br>| $(0.77)<br>| $60.97 | 11.16 %<sup>(6)</sup><br>| &nbsp;&nbsp;&nbsp; $138717 | 0.19 %<sup>(7)</sup><br>| 0.19 %<sup>(7)</sup><br>| 1.60 %<sup>(7)</sup><br>| 33<br> %<br>|
| For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 |
| $42.30 | $0.91 | $13.20 | $14.11 | $— | $(0.82)<br>| $(0.82)<br>| $55.59 | 33.57<br> %<br>| &nbsp;&nbsp;&nbsp; $122292 | 0.19<br> %<br>| 0.19<br> %<br>| 1.86<br> %<br>| 51<br> %<br>|
| For the Period Ended September 30, 2023<sup>(8)</sup>  | For the Period Ended September 30, 2023<sup>(8)</sup>  | For the Period Ended September 30, 2023<sup>(8)</sup>  | For the Period Ended September 30, 2023<sup>(8)</sup>  | For the Period Ended September 30, 2023<sup>(8)</sup>  | For the Period Ended September 30, 2023<sup>(8)</sup>  | For the Period Ended September 30, 2023<sup>(8)</sup>  | For the Period Ended September 30, 2023<sup>(8)</sup>  | For the Period Ended September 30, 2023<sup>(8)</sup>  | For the Period Ended September 30, 2023<sup>(8)</sup>  | For the Period Ended September 30, 2023<sup>(8)</sup>  | For the Period Ended September 30, 2023<sup>(8)</sup>  | For the Period Ended September 30, 2023<sup>(8)</sup>  | For the Period Ended September 30, 2023<sup>(8)</sup>  |
| $40.00 | $0.74 | $2.02 <br><sup>(9)</sup><br>| $2.76 | $— | $(0.46)<br>| $(0.46)<br>| $42.30 | 6.97 %<sup>(6)</sup><br>| &nbsp;&nbsp;&nbsp; $89882 | 0.19 %<sup>(7)</sup><br>| 0.19 %<sup>(7)</sup><br>| 1.99 %<sup>(7)</sup><br>| 90 %<sup>(10)</sup><br>|
| **Hartford Multifactor Developed Markets (ex-US) ETF**  | **Hartford Multifactor Developed Markets (ex-US) ETF**  | **Hartford Multifactor Developed Markets (ex-US) ETF**  | **Hartford Multifactor Developed Markets (ex-US) ETF**  | **Hartford Multifactor Developed Markets (ex-US) ETF**  | **Hartford Multifactor Developed Markets (ex-US) ETF**  | **Hartford Multifactor Developed Markets (ex-US) ETF**  | **Hartford Multifactor Developed Markets (ex-US) ETF**  | **Hartford Multifactor Developed Markets (ex-US) ETF**  | **Hartford Multifactor Developed Markets (ex-US) ETF**  | **Hartford Multifactor Developed Markets (ex-US) ETF**  | **Hartford Multifactor Developed Markets (ex-US) ETF**  | **Hartford Multifactor Developed Markets (ex-US) ETF**  | **Hartford Multifactor Developed Markets (ex-US) ETF**  |
| For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  |
| $30.62 | $0.78 | $3.60 | $4.38 | $0.00 <br><sup>(11)</sup><br>| $(1.21)<br>| $(1.21)<br>| $33.79 | 14.74 %<sup>(6)</sup><br>| &nbsp;&nbsp;&nbsp; $1158932 | 0.29 %<sup>(7)</sup><br>| 0.29 %<sup>(7)</sup><br>| 3.01 %<sup>(7)</sup><br>| 25<br> %<br>|
| For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 |
| $25.77 | $0.86 | $5.12 | $5.98 | $0.00 <br><sup>(11)</sup><br>| $(1.13)<br>| $(1.13)<br>| $30.62 | 23.77<br> %<br>| &nbsp;&nbsp;&nbsp; $1140412 | 0.29<br> %<br>| 0.29<br> %<br>| 3.12<br> %<br>| 61<br> %<br>|
| For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 |
| $21.86 | $1.02 | $3.79 | $4.81 | $0.00 <br><sup>(11)</sup><br>| $(0.90)<br>| $(0.90)<br>| $25.77 | 22.09<br> %<br>| &nbsp;&nbsp;&nbsp; $1488294 | 0.29<br> %<br>| 0.29<br> %<br>| 3.97<br> %<br>| 38<br> %<br>|
| For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 |
| $30.26 | $1.07 | $(8.03)<br>| $(6.96)<br>| $— | $(1.44)<br>| $(1.44)<br>| $21.86 | (23.89)%<br>| &nbsp;&nbsp;&nbsp; $1246262 | 0.29<br> %<br>| 0.29<br> %<br>| 3.82<br> %<br>| 33<br> %<br>|
| For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 |
| $25.89 | $0.99 | $4.37 | $5.36 | $— | $(0.99)<br>| $(0.99)<br>| $30.26 | 20.81<br> %<br>| &nbsp;&nbsp;&nbsp; $1945925 | 0.29<br> %<br>| 0.29<br> %<br>| 3.37<br> %<br>| 44<br> %<br>|
| For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 |
| $27.76 | $0.68 | $(1.79)<br>| $(1.11)<br>| $— | $(0.76)<br>| $(0.76)<br>| $25.89 | (4.04)%<br>| &nbsp;&nbsp;&nbsp; $2001148 | 0.29<br> %<br>| 0.29<br> %<br>| 2.60<br> %<br>| 57<br> %<br>|
| **Hartford Multifactor Emerging Markets ETF**  | **Hartford Multifactor Emerging Markets ETF**  | **Hartford Multifactor Emerging Markets ETF**  | **Hartford Multifactor Emerging Markets ETF**  | **Hartford Multifactor Emerging Markets ETF**  | **Hartford Multifactor Emerging Markets ETF**  | **Hartford Multifactor Emerging Markets ETF**  | **Hartford Multifactor Emerging Markets ETF**  | **Hartford Multifactor Emerging Markets ETF**  | **Hartford Multifactor Emerging Markets ETF**  | **Hartford Multifactor Emerging Markets ETF**  | **Hartford Multifactor Emerging Markets ETF**  | **Hartford Multifactor Emerging Markets ETF**  | **Hartford Multifactor Emerging Markets ETF**  |
| For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  |
| $25.51 | $0.80 | $1.08 | $1.88 | $0.01 | $(1.15)<br>| $(1.15)<br>| $26.25 | 7.88 %<sup>(6)</sup><br>| &nbsp;&nbsp;&nbsp; $39371 | 0.44 %<sup>(7)</sup><br>| 0.44 %<sup>(7)</sup><br>| 3.92 %<sup>(7)</sup><br>| 32<br> %<br>|
| For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 |
| $21.20 | $0.87 | $4.49 | $5.36 | $0.02 | $(1.07)<br>| $(1.07)<br>| $25.51 | 26.15<br> %<br>| &nbsp;&nbsp;&nbsp; $31892 | 0.44<br> %<br>| 0.44<br> %<br>| 3.76<br> %<br>| 54<br> %<br>|
| For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 |
| $18.25 | $0.72 | $3.24 | $3.96 | $0.04 | $(1.05)<br>| $(1.05)<br>| $21.20 | 22.32<br> %<br>| &nbsp;&nbsp;&nbsp; $19080 | 0.44<br> %<br>| 0.44<br> %<br>| 3.52<br> %<br>| 71<br> %<br>|
| For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 |
| $24.65 | $1.02 | $(6.43)<br>| $(5.41)<br>| $0.03 | $(1.02)<br>| $(1.02)<br>| $18.25 | (22.60)%<br>| &nbsp;&nbsp;&nbsp; $25555 | 0.44<br> %<br>| 0.44<br> %<br>| 4.55<br> %<br>| 70<br> %<br>|
| For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 |
| $19.58 | $0.69 | $5.10 | $5.79 | $0.01 | $(0.73)<br>| $(0.73)<br>| $24.65 | 29.81<br> %<br>| &nbsp;&nbsp;&nbsp; $41913 | 0.44<br> %<br>| 0.44<br> %<br>| 2.89<br> %<br>| 96<br> %<br>|
| For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 |
| $22.20 | $0.58 | $(2.37)<br>| $(1.79)<br>| $0.01 | $(0.84)<br>| $(0.84)<br>| $19.58 | (8.34)%<br>| &nbsp;&nbsp;&nbsp; $43086 | 0.44<br> %<br>| 0.44<br> %<br>| 2.80<br> %<br>| 77<br> %<br>|
| **Hartford Multifactor Small Cap ETF**  | **Hartford Multifactor Small Cap ETF**  | **Hartford Multifactor Small Cap ETF**  | **Hartford Multifactor Small Cap ETF**  | **Hartford Multifactor Small Cap ETF**  | **Hartford Multifactor Small Cap ETF**  | **Hartford Multifactor Small Cap ETF**  | **Hartford Multifactor Small Cap ETF**  | **Hartford Multifactor Small Cap ETF**  | **Hartford Multifactor Small Cap ETF**  | **Hartford Multifactor Small Cap ETF**  | **Hartford Multifactor Small Cap ETF**  | **Hartford Multifactor Small Cap ETF**  | **Hartford Multifactor Small Cap ETF**  |
| For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  |
| $43.74 | $0.81 | $(1.96)<br>| $(1.15)<br>| $— | $(0.74)<br>| $(0.74)<br>| $41.85 | (2.63 )%<sup>(6)</sup><br>| &nbsp;&nbsp;&nbsp; $35571 | 0.34 %<sup>(7)</sup><br>| 0.34 %<sup>(7)</sup><br>| 2.30 %<sup>(7)</sup><br>| 25<br> %<br>|
| For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 |
| $36.08 | $0.84 | $7.65 | $8.49 | $— | $(0.83)<br>| $(0.83)<br>| $43.74 | 23.70<br> %<br>| &nbsp;&nbsp;&nbsp; $31712 | 0.34<br> %<br>| 0.34<br> %<br>| 2.10<br> %<br>| 41<br> %<br>|
| For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 |
| $32.30 | $0.87 | $3.73 | $4.60 | $— | $(0.82)<br>| $(0.82)<br>| $36.08 | 14.30<br> %<br>| &nbsp;&nbsp;&nbsp; $34272 | 0.34<br> %<br>| 0.34<br> %<br>| 2.39<br> %<br>| 47<br> %<br>|
| For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 |
| $38.11 | $0.82 | $(5.81)<br>| $(4.99)<br>| $— | $(0.82)<br>| $(0.82)<br>| $32.30 | (13.38)%<br>| &nbsp;&nbsp;&nbsp; $27454 | 0.34<br> %<br>| 0.34<br> %<br>| 2.17<br> %<br>| 52<br> %<br>|

---

*The accompanying notes are an integral part of these financial statements.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

37 <br>

------

**Hartford Systematic ETFs**

***Financial Highlights – (continued)***

------

---

| | | | | | | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| ***—Selected Per-Share Data***<sup>(1)</sup>***—*** | ***—Selected Per-Share Data***<sup>(1)</sup>***—*** | ***—Selected Per-Share Data***<sup>(1)</sup>***—*** | ***—Selected Per-Share Data***<sup>(1)</sup>***—*** | ***—Selected Per-Share Data***<sup>(1)</sup>***—*** | ***—Selected Per-Share Data***<sup>(1)</sup>***—*** | ***—Selected Per-Share Data***<sup>(1)</sup>***—*** | ***—Selected Per-Share Data***<sup>(1)</sup>***—*** | ***—Ratios and Supplemental Data —*** | ***—Ratios and Supplemental Data —*** | ***—Ratios and Supplemental Data —*** | ***—Ratios and Supplemental Data —*** | ***—Ratios and Supplemental Data —*** | ***—Ratios and Supplemental Data —*** |
| **Net Asset**<br> **Value at**<br> **Beginning**<br> **of Period**<br>| **Net**<br> **Investment**<br> **Income**<br> **(Loss)**<br>| **Net**<br> **Realized**<br> **and**<br> **Unrealized**<br> **Gain (Loss)**<br> **on**<br> **Investments**<br>| **Total**<br> **from**<br> **Investment**<br> **Operations**<br>| **Other**<br> **Capital**<br>| **Dividends**<br> **from Net**<br> **Investment**<br> **Income**<br>| **Total**<br> **Dividends**<br> **and**<br> **Distributions**<br>| **Net**<br> **Asset**<br> **Value at**<br> **End of**<br> **Period**<br>| **Total**<br> **Return**<sup>(2)</sup><br>| **Net**<br> **Assets at**<br> **End of**<br> **Period**<br> **(000s)**<br>| **Ratio of**<br> **Expenses**<br> **to**<br> **Average**<br> **Net**<br> **Assets**<br> **Before**<br> **Adjust-**<br> **ments**<sup>(3)</sup><br>| **Ratio of**<br> **Expenses**<br> **to**<br> **Average**<br> **Net**<br> **Assets**<br> **After**<br> **Adjust-**<br> **ments**<sup>(3)</sup><br>| **Ratio of**<br> **Net**<br> **Investment**<br> **Income**<br> **(Loss) to**<br> **Average**<br> **Net Assets**<br>| **Portfolio**<br> **Turnover**<sup>(4)</sup><br>|
| **Hartford Multifactor Small Cap ETF – (continued)**  | **Hartford Multifactor Small Cap ETF – (continued)**  | **Hartford Multifactor Small Cap ETF – (continued)**  | **Hartford Multifactor Small Cap ETF – (continued)**  | **Hartford Multifactor Small Cap ETF – (continued)**  | **Hartford Multifactor Small Cap ETF – (continued)**  | **Hartford Multifactor Small Cap ETF – (continued)**  | **Hartford Multifactor Small Cap ETF – (continued)**  | **Hartford Multifactor Small Cap ETF – (continued)**  | **Hartford Multifactor Small Cap ETF – (continued)**  | **Hartford Multifactor Small Cap ETF – (continued)**  | **Hartford Multifactor Small Cap ETF – (continued)**  | **Hartford Multifactor Small Cap ETF – (continued)**  | **Hartford Multifactor Small Cap ETF – (continued)**  |
| For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 |
| $25.74 | $0.54 | $12.37 | $12.91 | $— | $(0.54)<br>| $(0.54)<br>| $38.11 | 50.39<br> %<br>| &nbsp;&nbsp;&nbsp; $24772 | 0.34<br> %<br>| 0.34<br> %<br>| 1.48<br> %<br>| 73<br> %<br>|
| For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 |
| $28.55 | $0.41 | $(2.34)<br>| $(1.93)<br>| $0.00 <br><sup>(11)</sup><br>| $(0.88)<br>| $(0.88)<br>| $25.74 | (7.05)%<br>| &nbsp;&nbsp;&nbsp; $7723 | 0.35<br> %<br>| 0.35<br> %<br>| 1.52<br> %<br>| 158<br> %<br>|
| **Hartford Multifactor US Equity ETF**  | **Hartford Multifactor US Equity ETF**  | **Hartford Multifactor US Equity ETF**  | **Hartford Multifactor US Equity ETF**  | **Hartford Multifactor US Equity ETF**  | **Hartford Multifactor US Equity ETF**  | **Hartford Multifactor US Equity ETF**  | **Hartford Multifactor US Equity ETF**  | **Hartford Multifactor US Equity ETF**  | **Hartford Multifactor US Equity ETF**  | **Hartford Multifactor US Equity ETF**  | **Hartford Multifactor US Equity ETF**  | **Hartford Multifactor US Equity ETF**  | **Hartford Multifactor US Equity ETF**  |
| For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  |
| $51.84 | $0.72 | $2.03 | $2.75 | $— | $(0.68)<br>| $(0.68)<br>| $53.91 | 5.36 %<sup>(6)</sup><br>| &nbsp;&nbsp;&nbsp; $473100 | 0.19 %<sup>(7)</sup><br>| 0.19 %<sup>(7)</sup><br>| 1.67 %<sup>(7)</sup><br>| 26<br> %<br>|
| For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 | For the Year Ended September 30, 2024 |
| $40.17 | $0.81 | $11.65 | $12.46 | $— | $(0.79)<br>| $(0.79)<br>| $51.84 | 31.23<br> %<br>| &nbsp;&nbsp;&nbsp; $462690 | 0.19<br> %<br>| 0.19<br> %<br>| 1.76<br> %<br>| 51<br> %<br>|
| For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 | For the Year Ended September 30, 2023 |
| $35.32 | $0.82 | $4.84 | $5.66 | $— | $(0.81)<br>| $(0.81)<br>| $40.17 | 16.10<br> %<br>| &nbsp;&nbsp;&nbsp; $394662 | 0.19<br> %<br>| 0.19<br> %<br>| 2.06<br> %<br>| 58<br> %<br>|
| For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 | For the Year Ended September 30, 2022 |
| $39.89 | $0.73 | $(4.60)<br>| $(3.87)<br>| $— | $(0.70)<br>| $(0.70)<br>| $35.32 | (9.89)%<br>| &nbsp;&nbsp;&nbsp; $333741 | 0.19<br> %<br>| 0.19<br> %<br>| 1.81<br> %<br>| 47<br> %<br>|
| For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 | For the Year Ended September 30, 2021 |
| $31.76 | $0.57 | $8.22 | $8.79 | $— | $(0.66)<br>| $(0.66)<br>| $39.89 | 27.83<br> %<br>| &nbsp;&nbsp;&nbsp; $385960 | 0.19<br> %<br>| 0.19<br> %<br>| 1.50<br> %<br>| 76<br> %<br>|
| For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 | For the Year Ended September 30, 2020 |
| $32.20 | $0.70 | $(0.45)<br>| $0.25 | $— | $(0.69)<br>| $(0.69)<br>| $31.76 | 0.92<br> %<br>| &nbsp;&nbsp;&nbsp; $245361 | 0.19<br> %<br>| 0.19<br> %<br>| 2.25<br> %<br>| 71<br> %<br>|
| **Hartford US Quality Growth ETF**  | **Hartford US Quality Growth ETF**  | **Hartford US Quality Growth ETF**  | **Hartford US Quality Growth ETF**  | **Hartford US Quality Growth ETF**  | **Hartford US Quality Growth ETF**  | **Hartford US Quality Growth ETF**  | **Hartford US Quality Growth ETF**  | **Hartford US Quality Growth ETF**  | **Hartford US Quality Growth ETF**  | **Hartford US Quality Growth ETF**  | **Hartford US Quality Growth ETF**  | **Hartford US Quality Growth ETF**  | **Hartford US Quality Growth ETF**  |
| For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  |
| $50.60 | $0.25 | $4.61 | $4.86 | $— | $(0.20)<br>| $(0.20)<br>| $55.26 | 9.62 %<sup>(6)</sup><br>| &nbsp;&nbsp;&nbsp; $45591 | 0.34 %<sup>(7)</sup><br>| 0.34 %<sup>(7)</sup><br>| 0.58 %<sup>(7)</sup><br>| 34<br> %<br>|
| For the Period Ended September 30, 2024<sup>(12)</sup>  | For the Period Ended September 30, 2024<sup>(12)</sup>  | For the Period Ended September 30, 2024<sup>(12)</sup>  | For the Period Ended September 30, 2024<sup>(12)</sup>  | For the Period Ended September 30, 2024<sup>(12)</sup>  | For the Period Ended September 30, 2024<sup>(12)</sup>  | For the Period Ended September 30, 2024<sup>(12)</sup>  | For the Period Ended September 30, 2024<sup>(12)</sup>  | For the Period Ended September 30, 2024<sup>(12)</sup>  | For the Period Ended September 30, 2024<sup>(12)</sup>  | For the Period Ended September 30, 2024<sup>(12)</sup>  | For the Period Ended September 30, 2024<sup>(12)</sup>  | For the Period Ended September 30, 2024<sup>(12)</sup>  | For the Period Ended September 30, 2024<sup>(12)</sup>  |
| $39.95 | $0.27 | $10.58 | $10.85 | $— | $(0.20)<br>| $(0.20)<br>| $50.60 | 27.19 %<sup>(6)</sup><br>| &nbsp;&nbsp;&nbsp; $6325 | 0.34 %<sup>(7)</sup><br>| 0.34 %<sup>(7)</sup><br>| 0.73 %<sup>(7)</sup><br>| 34 %<sup>(13)</sup><br>|
| **Hartford US Value ETF**  | **Hartford US Value ETF**  | **Hartford US Value ETF**  | **Hartford US Value ETF**  | **Hartford US Value ETF**  | **Hartford US Value ETF**  | **Hartford US Value ETF**  | **Hartford US Value ETF**  | **Hartford US Value ETF**  | **Hartford US Value ETF**  | **Hartford US Value ETF**  | **Hartford US Value ETF**  | **Hartford US Value ETF**  | **Hartford US Value ETF**  |
| For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  | For the Period Ended July 31, 2025<sup>(5)</sup>  |
| $49.18 | $0.98 | $1.07 <br><sup>(9)</sup><br>| $2.05 | $— | $(0.75)<br>| $(0.75)<br>| $50.48 | 4.24 %<sup>(6)</sup><br>| &nbsp;&nbsp;&nbsp; $44167 | 0.29 %<sup>(7)</sup><br>| 0.29 %<sup>(7)</sup><br>| 2.41 %<sup>(7)</sup><br>| 42<br> %<br>|
| For the Period Ended September 30, 2024<sup>(12)</sup>  | For the Period Ended September 30, 2024<sup>(12)</sup>  | For the Period Ended September 30, 2024<sup>(12)</sup>  | For the Period Ended September 30, 2024<sup>(12)</sup>  | For the Period Ended September 30, 2024<sup>(12)</sup>  | For the Period Ended September 30, 2024<sup>(12)</sup>  | For the Period Ended September 30, 2024<sup>(12)</sup>  | For the Period Ended September 30, 2024<sup>(12)</sup>  | For the Period Ended September 30, 2024<sup>(12)</sup>  | For the Period Ended September 30, 2024<sup>(12)</sup>  | For the Period Ended September 30, 2024<sup>(12)</sup>  | For the Period Ended September 30, 2024<sup>(12)</sup>  | For the Period Ended September 30, 2024<sup>(12)</sup>  | For the Period Ended September 30, 2024<sup>(12)</sup>  |
| $39.67 | $0.92 | $9.29 | $10.21 | $— | $(0.70)<br>| $(0.70)<br>| $49.18 | 25.83 %<sup>(6)</sup><br>| &nbsp;&nbsp;&nbsp; $6148 | 0.29 %<sup>(7)</sup><br>| 0.29 %<sup>(7)</sup><br>| 2.47 %<sup>(7)</sup><br>| 64 %<sup>(13)</sup><br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **FINANCIAL HIGHLIGHTS FOOTNOTES** | **FINANCIAL HIGHLIGHTS FOOTNOTES** |
| <sup>(1)</sup> | Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average <br> shares outstanding unless otherwise noted.<br>|
| <sup>(2)</sup> | 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 <br> 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 <br> distribution day.<br>|
| <sup>(3)</sup> | Adjustments include waivers and reimbursements, if applicable.  |
| <sup>(4)</sup> | Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions. |
| <sup>(5)</sup> | For the period from October 1, 2024 to July 31, 2025. Effective May 1, 2025, the Funds changed fiscal year end from September 30 to July 31 (See Note 1 in the Notes to Financial <br> Statements).<br>|
| <sup>(6)</sup> | Not annualized. |
| <sup>(7)</sup> | Annualized. |
| <sup>(8)</sup> | Commenced operations on November 16, 2022. |
| <sup>(9)</sup> | Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the Fund and the amount and <br> timing of per-share net realized and unrealized gain (loss) on such shares.<br>|
| <sup>(10)</sup> | Reflects the Fund's portfolio turnover for the period November 16, 2022 through September 30, 2023. |
| <sup>(11)</sup> | Per share amount is less than $0.005. |
| <sup>(12)</sup> | Commenced operations on December 5, 2023. |
| <sup>(13)</sup> | Reflects the Fund's portfolio turnover for the period December 5, 2023 through September 30, 2024. |

---

*The accompanying notes are an integral part of these financial statements.*

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

38 <br>

------

**Hartford Systematic ETFs**

 ***Notes to Financial Statements***

 ***July 31, 2025*** 

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**1.** **Organization:**

Lattice Strategies Trust (the "Trust") is an open-end registered management investment company comprised of seven 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.

---

| |
|:---|
| Lattice Strategies Trust:  |
| Hartford Disciplined US Equity ETF (the "Disciplined US Equity ETF")  |
| Hartford Multifactor Developed Markets (ex-US) ETF (the "Multifactor Developed Markets (ex-US) ETF")  |
| Hartford Multifactor Emerging Markets ETF (the "Multifactor Emerging Markets ETF")  |
| Hartford Multifactor Small Cap ETF (the "Multifactor Small Cap ETF")  |
| Hartford Multifactor US Equity ETF (the "Multifactor US Equity ETF")  |
| Hartford US Quality Growth ETF (the "US Quality Growth ETF")  |
| Hartford US Value ETF (the "US Value ETF") |

---

US Quality Growth ETF and US Value ETF commenced operations on December 5, 2023. Disciplined US Equity ETF commenced operations on November 16, 2022. Multifactor Small Cap ETF commenced operations on March 23, 2015. Each of the other Funds commenced operations on February 25, 2015.

Each Fund is an exchange-traded fund ("ETF") that trades on an exchange like other publicly traded securities. Each Fund is designed to track an index. Shares of Disciplined US Equity ETF, Multifactor Developed Markets (ex-US) ETF, Multifactor Emerging Markets ETF, Multifactor Small Cap ETF and Multifactor US Equity ETF are listed and traded on NYSE Arca, Inc. ("NYSE Arca"). Shares of US Value ETF are listed and traded on Cboe BZX Exchange, Inc. ("Cboe BZX"). Shares of US Quality Growth ETF are listed and traded on The NASDAQ Stock Market LLC ("NASDAQ Stock Market"). Each share of a Fund represents a partial ownership in the Fund's assets and liabilities, including 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.

Effective as of May 1, 2025, the Funds' fiscal year end changed from September 30 to July 31. Information shown for the period ended July 31, 2025 covers the period from October 1, 2024 through July 31, 2025.

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 April 15, 2014 and is registered with the U.S. 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;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 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

39 <br>

------

**Hartford Systematic ETFs**

 ***Notes to Financial Statements – (continued)***

 ***July 31, 2025*** 

------

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.

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:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• 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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

40 <br>

------

**Hartford Systematic ETFs**

 ***Notes to Financial Statements – (continued)***

 ***July 31, 2025*** 

------

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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;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.

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. Non-cash dividends, received in the form of securities, are recorded as income at fair value.

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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;e)

*Foreign Currency Transactions* – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.

A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.

Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;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 Multifactor Developed Markets (ex-US) ETF and Multifactor Emerging Markets ETF is to pay dividends from net investment income, if any, semi-annually. The policy of Disciplined US Equity ETF, Multifactor Small Cap ETF, Multifactor US Equity ETF, US Quality Growth ETF and US Value ETF is to pay dividends from net investment income, if any, quarterly. Amounts may vary significantly from period to period and realized gains, if any, are paid 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).

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

41 <br>

------

**Hartford Systematic ETFs**

 ***Notes to Financial Statements – (continued)***

 ***July 31, 2025*** 

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;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:**

*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.

**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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a)

*Futures Contracts* – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund may use futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant ("FCM") an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value ("variation margin") is paid or received by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.

During the period ended July 31, 2025, each of Disciplined US Equity ETF, Multifactor Developed Markets (ex-US) ETF, Multifactor Emerging Markets ETF, Multifactor Small Cap ETF and Multifactor US Equity ETF had used Futures Contracts.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b)

*Additional Derivative Instrument Information:*

**Disciplined US Equity ETF** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** |
|  | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** |
|  | **Interest Rate** <br>**Contracts**<br>| **Foreign** <br>**Currency** <br>**Contracts**<br>| **Credit** <br>**Contracts**<br>| **Equity** <br>**Contracts**<br>| **Commodity** <br>**Contracts**<br>| **Total** |
| **Assets:** |  |  |  |  |  |  |
| Unrealized appreciation on futures contracts<sup>(1)</sup> <br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $13553 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $13553 |
| Total | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $13553 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $13553 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(1)</sup> 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. 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

42 <br>

------

**Hartford Systematic ETFs**

 ***Notes to Financial Statements – (continued)***

 ***July 31, 2025*** 

------

**Disciplined US Equity ETF – (continued)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** |
|  | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** |
|  | **Interest Rate** <br>**Contracts**<br>| **Foreign** <br>**Currency** <br>**Contracts**<br>| **Credit** <br>**Contracts**<br>| **Equity** <br>**Contracts**<br>| **Commodity** <br>**Contracts**<br>| **Total** |
| **Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:** |  |  |  |  |  |  |
| Net realized gain (loss) on futures contracts | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $36479 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $36479 |
| Total | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $36479 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $36479 |
| **Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized** <br> **as a Result of Operations:**<br>|  |  |  |  |  |  |
| Net change in unrealized appreciation (depreciation) of futures contracts | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $6792 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $6792 |
| Total | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $6792 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $6792 |

---

**For the period ended July 31, 2025, the average monthly amount or number per contract outstanding for each derivative type was as follows:** 

---

| | |
|:---|:---|
| **Derivative Description** | **Average Notional** <br>**Par, Contracts** <br>**or Face Amount**<br>|
| Futures Contracts Number of Long Contracts | &nbsp;&nbsp; 13 |

---

**Multifactor Developed Markets (ex-US) ETF** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** |
|  | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** |
|  | **Interest Rate** <br>**Contracts**<br>| **Foreign** <br>**Currency** <br>**Contracts**<br>| **Credit** <br>**Contracts**<br>| **Equity** <br>**Contracts**<br>| **Commodity** <br>**Contracts**<br>| **Total** |
| **Liabilities:** |  |  |  |  |  |  |
| Unrealized depreciation on futures contracts<sup>(1)</sup> <br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $86509 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $86509 |
| Total | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $86509 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $86509 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(1)</sup> 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. 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** |
|  | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** |
|  | **Interest Rate** <br>**Contracts**<br>| **Foreign** <br>**Currency** <br>**Contracts**<br>| **Credit** <br>**Contracts**<br>| **Equity** <br>**Contracts**<br>| **Commodity** <br>**Contracts**<br>| **Total** |
| **Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:** |  |  |  |  |  |  |
| Net realized gain (loss) on futures contracts | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $229915 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $229915 |
| Total | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $229915 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $229915 |
| **Net Change in Unrealized Appreciation (Depreciation) on Derivatives** <br> **Recognized as a Result of Operations:**<br>|  |  |  |  |  |  |
| Net change in unrealized appreciation (depreciation) of futures contracts | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(232058)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $(232058)<br>|
| Total | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(232058)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $(232058)<br>|

---

**For the period ended July 31, 2025, the average monthly amount or number per contract outstanding for each derivative type was as follows:** 

---

| | |
|:---|:---|
| **Derivative Description** | **Average Notional** <br>**Par, Contracts** <br>**or Face Amount**<br>|
| Futures Contracts Number of Long Contracts | &nbsp;&nbsp; 49 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

43 <br>

------

**Hartford Systematic ETFs**

 ***Notes to Financial Statements – (continued)***

 ***July 31, 2025*** 

------

**Multifactor Emerging Markets ETF** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** |
|  | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** |
|  | **Interest Rate** <br>**Contracts**<br>| **Foreign** <br>**Currency** <br>**Contracts**<br>| **Credit** <br>**Contracts**<br>| **Equity** <br>**Contracts**<br>| **Commodity** <br>**Contracts**<br>| **Total** |
| **Assets:** |  |  |  |  |  |  |
| Unrealized appreciation on futures contracts<sup>(1)</sup> <br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $5302 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $5302 |
| Total | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $5302 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $5302 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(1)</sup> 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. 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** |
|  | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** |
|  | **Interest Rate** <br>**Contracts**<br>| **Foreign** <br>**Currency** <br>**Contracts**<br>| **Credit** <br>**Contracts**<br>| **Equity** <br>**Contracts**<br>| **Commodity** <br>**Contracts**<br>| **Total** |
| **Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:** |  |  |  |  |  |  |
| Net realized gain (loss) on futures contracts | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $35325 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $35325 |
| Total | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $35325 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $35325 |
| **Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized** <br> **as a Result of Operations:**<br>|  |  |  |  |  |  |
| Net change in unrealized appreciation (depreciation) of futures contracts | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(5724)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $(5724)<br>|
| Total | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(5724)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $(5724)<br>|

---

**For the period ended July 31, 2025, the average monthly amount or number per contract outstanding for each derivative type was as follows:** 

---

| | |
|:---|:---|
| **Derivative Description** | **Average Notional** <br>**Par, Contracts** <br>**or Face Amount**<br>|
| Futures Contracts Number of Long Contracts | &nbsp;&nbsp; 4 |

---

**Multifactor Small Cap ETF** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** |
|  | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** |
|  | **Interest Rate** <br>**Contracts**<br>| **Foreign** <br>**Currency** <br>**Contracts**<br>| **Credit** <br>**Contracts**<br>| **Equity** <br>**Contracts**<br>| **Commodity** <br>**Contracts**<br>| **Total** |
| **Assets:** |  |  |  |  |  |  |
| Unrealized appreciation on futures contracts<sup>(1)</sup> <br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $5078 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $5078 |
| Total | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $5078 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $5078 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(1)</sup> 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. 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

44 <br>

------

**Hartford Systematic ETFs**

 ***Notes to Financial Statements – (continued)***

 ***July 31, 2025*** 

------

**Multifactor Small Cap ETF – (continued)** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** |
|  | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** |
|  | **Interest Rate** <br>**Contracts**<br>| **Foreign** <br>**Currency** <br>**Contracts**<br>| **Credit** <br>**Contracts**<br>| **Equity** <br>**Contracts**<br>| **Commodity** <br>**Contracts**<br>| **Total** |
| **Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:** |  |  |  |  |  |  |
| Net realized gain (loss) on futures contracts | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(5434)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $(5434)<br>|
| Total | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(5434)<br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $(5434)<br>|
| **Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized** <br> **as a Result of Operations:**<br>|  |  |  |  |  |  |
| Net change in unrealized appreciation (depreciation) of futures contracts | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $2935 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $2935 |
| Total | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $2935 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $2935 |

---

**For the period ended July 31, 2025, the average monthly amount or number per contract outstanding for each derivative type was as follows:** 

---

| | |
|:---|:---|
| **Derivative Description** | **Average Notional** <br>**Par, Contracts** <br>**or Face Amount**<br>|
| Futures Contracts Number of Long Contracts | &nbsp;&nbsp; 1 |

---

**Multifactor US Equity ETF** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2025:** |
|  | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** |
|  | **Interest Rate** <br>**Contracts**<br>| **Foreign** <br>**Currency** <br>**Contracts**<br>| **Credit** <br>**Contracts**<br>| **Equity** <br>**Contracts**<br>| **Commodity** <br>**Contracts**<br>| **Total** |
| **Assets:** |  |  |  |  |  |  |
| Unrealized appreciation on futures contracts<sup>(1)</sup> <br>| &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $51279 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $51279 |
| Total | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $51279 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $51279 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(1)</sup> 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. 

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** | **The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2025:** |
|  | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** | **Risk Exposure Category** |
|  | **Interest Rate** <br>**Contracts**<br>| **Foreign** <br>**Currency** <br>**Contracts**<br>| **Credit** <br>**Contracts**<br>| **Equity** <br>**Contracts**<br>| **Commodity** <br>**Contracts**<br>| **Total** |
| **Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:** |  |  |  |  |  |  |
| Net realized gain (loss) on futures contracts | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $14511 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $14511 |
| Total | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $14511 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $14511 |
| **Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized** <br> **as a Result of Operations:**<br>|  |  |  |  |  |  |
| Net change in unrealized appreciation (depreciation) of futures contracts | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $30940 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $30940 |
| Total | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $30940 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $30940 |

---

**For the period ended July 31, 2025, the average monthly amount or number per contract outstanding for each derivative type was as follows:** 

---

| | |
|:---|:---|
| **Derivative Description** | **Average Notional** <br>**Par, Contracts** <br>**or Face Amount**<br>|
| Futures Contracts Number of Long Contracts | &nbsp;&nbsp; 3 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;c)

*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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

45 <br>

------

**Hartford Systematic 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:

---

| | | |
|:---|:---|:---|
| **Disciplined US Equity ETF**  |  |  |
| **Derivative Financial Instruments:** | **Assets** | **Liabilities** |
| Futures contracts | &nbsp;&nbsp; $13553 | &nbsp;&nbsp; $— |
| Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | &nbsp;&nbsp; 13553 | &nbsp;&nbsp; — |
| Derivatives not subject to a MNA | &nbsp;&nbsp; (13553)<br>| &nbsp;&nbsp; — |
| Total gross amount of assets and liabilities subject to MNA or similar agreements | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Multifactor Developed Markets (ex-US) ETF**  |  |  |
| **Derivative Financial Instruments:** | **Assets** | **Liabilities** |
| Futures contracts | &nbsp;&nbsp; $— | &nbsp;&nbsp; $(86509)<br>|
| Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | &nbsp;&nbsp; — | &nbsp;&nbsp; (86509)<br>|
| Derivatives not subject to a MNA | &nbsp;&nbsp; — | &nbsp;&nbsp; 86509 |
| Total gross amount of assets and liabilities subject to MNA or similar agreements | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Multifactor Emerging Markets ETF**  |  |  |
| **Derivative Financial Instruments:** | **Assets** | **Liabilities** |
| Futures contracts | &nbsp;&nbsp; $5302 | &nbsp;&nbsp; $— |
| Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | &nbsp;&nbsp; 5302 | &nbsp;&nbsp; — |
| Derivatives not subject to a MNA | &nbsp;&nbsp; (5302)<br>| &nbsp;&nbsp; — |
| Total gross amount of assets and liabilities subject to MNA or similar agreements | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Multifactor Small Cap ETF**  |  |  |
| **Derivative Financial Instruments:** | **Assets** | **Liabilities** |
| Futures contracts | &nbsp;&nbsp; $5078 | &nbsp;&nbsp; $— |
| Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | &nbsp;&nbsp; 5078 | &nbsp;&nbsp; — |
| Derivatives not subject to a MNA | &nbsp;&nbsp; (5078)<br>| &nbsp;&nbsp; — |
| Total gross amount of assets and liabilities subject to MNA or similar agreements | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| **Multifactor US Equity ETF**  |  |  |
| **Derivative Financial Instruments:** | **Assets** | **Liabilities** |
| Futures contracts | &nbsp;&nbsp; $51279 | &nbsp;&nbsp; $— |
| Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities | &nbsp;&nbsp; 51279 | &nbsp;&nbsp; — |
| Derivatives not subject to a MNA | &nbsp;&nbsp; (51279)<br>| &nbsp;&nbsp; — |
| Total gross amount of assets and liabilities subject to MNA or similar agreements | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— |

---

**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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

46 <br>

------

**Hartford Systematic 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.

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.

A Fund's focus on securities of issuers that reflect a specific theme or focus on a specific sector or industry may affect the Fund's exposure to certain industries or types of investments. The Fund's relative investment performance may also be affected depending on whether such themes, sectors, industries or investments are in or out of favor with the market. Certain investments may be dependent on U.S. and foreign government policies, including tax incentives and subsidies and developments affecting companies focused on longevity and aging solutions generally. In addition, under certain market conditions, a Fund may underperform funds that invest in a broader array of investments.

Geopolitical events, including the invasion of Ukraine by Russia and the conflict between Israel and Hamas, have injected uncertainty into the global financial markets. One or more of the Funds hold positions in securities or other instruments that are economically tied to Russia. Investments in Russia are subject to political, economic, legal, market and currency risks, as well as the risks related to the economic sanctions on Russia imposed by the United States and/or other countries. Such sanctions which affect companies in many sectors, including energy, financial services and defense, among others, have adversely affected and could continue to adversely affect the global energy and financial markets and, thus, have adversely affected and could continue to adversely affect the value of a Fund's investments, even beyond any direct exposure the Fund may have to Russian issuers or the adjoining geographic regions. In addition, certain transactions have or may be prohibited and/or existing investments have or may become illiquid (e.g., because transacting in certain existing investments is prohibited), which could cause a Fund to sell other portfolio holdings at a disadvantageous time or price in order to meet redemptions.

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:**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;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, adjustments related to Passive Foreign Investment Companies ("PFICs"), redemptions-in-kind, reclassification of dividend income, RICs and certain derivatives. The character of distributions made during the year from net investment income or net realized gains may differ from their ultimate 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

47 <br>

------

**Hartford Systematic ETFs**

 ***Notes to Financial Statements – (continued)***

 ***July 31, 2025*** 

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;c)

*Distributions and Components of Distributable Earnings* – The tax character of distributions paid by each Fund for the period ended July 31, 2025, year or period ended September 30, 2024 and the year or period ended September 30, 2023 are as follows (as adjusted for dividends payable, if applicable):

---

| | | | |
|:---|:---|:---|:---|
|  | **For the Period Ended** <br>**July 31, 2025**<sup>(1)</sup> <br>| **For the Year or Period Ended** <br>**September 30, 2024**<br>| **For the Year or Period Ended** <br>**September 30, 2023**<br>|
| **Fund** | &nbsp;&nbsp; **Ordinary** <br>**Income**<br>| &nbsp;&nbsp; **Ordinary** <br>**Income**<br>| &nbsp;&nbsp; **Ordinary** <br>**Income**<br>|
| Disciplined US Equity ETF<sup>(2)</sup> <br>| &nbsp;&nbsp; $1797874 | &nbsp;&nbsp; $1830089 | &nbsp;&nbsp; $425298 |
| Multifactor Developed Markets (ex-US) ETF | &nbsp;&nbsp; 42881372 | &nbsp;&nbsp; 53499216 | &nbsp;&nbsp; 51253586 |
| Multifactor Emerging Markets ETF | &nbsp;&nbsp; 1516014 | &nbsp;&nbsp; 959414 | &nbsp;&nbsp; 1299288 |
| Multifactor Small Cap ETF | &nbsp;&nbsp; 580345 | &nbsp;&nbsp; 672927 | &nbsp;&nbsp; 745153 |
| Multifactor US Equity ETF | &nbsp;&nbsp; 5896378 | &nbsp;&nbsp; 7008886 | &nbsp;&nbsp; 8841353 |
| US Quality Growth ETF<sup>(3)</sup> <br>| &nbsp;&nbsp; 174508 | &nbsp;&nbsp; 25230 | &nbsp;&nbsp; — |
| US Value ETF<sup>(3)</sup> <br>| &nbsp;&nbsp; 717306 | &nbsp;&nbsp; 87792 | &nbsp;&nbsp; — |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(1)</sup> For the period from October 1, 2024 to July 31, 2025. Effective May 1, 2025, the Funds changed fiscal year end from September 30 to July 31 (See Note 1 in the Notes to Financial Statements). 

<sup>(2)</sup> Distributions for the period November 16, 2022 (commencement of operations) through September 30, 2023.

<sup>(3)</sup> Distributions for the period December 5, 2023 (commencement of operations) through September 30, 2024.

As of July 31, 2025, the components of total accumulated earnings (deficit) for each Fund on a tax basis are as follows:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Fund**  | **Undistributed** <br>**Ordinary** <br>**Income**<br>| **Accumulated** <br>**Capital and** <br>**Other Losses**<br>| **Unrealized** <br>**Appreciation** <br>**(Depreciation)** <br>**on Investments**<br>| **Total** <br>**Accumulated** <br>**Earnings** <br>**(Deficit)**<br>|
| Disciplined US Equity ETF | &nbsp;&nbsp; $275206 | &nbsp;&nbsp; $(7600318)<br>| &nbsp;&nbsp; $27438753 | &nbsp;&nbsp; $20113641 |
| Multifactor Developed Markets (ex-US) ETF | &nbsp;&nbsp; 3760496 | &nbsp;&nbsp; (391944844)<br>| &nbsp;&nbsp; 230928954 | &nbsp;&nbsp; (157255394)<br>|
| Multifactor Emerging Markets ETF | &nbsp;&nbsp; 407542 | &nbsp;&nbsp; (19738866)<br>| &nbsp;&nbsp; 5450570 | &nbsp;&nbsp; (13880754)<br>|
| Multifactor Small Cap ETF | &nbsp;&nbsp; 94316 | &nbsp;&nbsp; (11980443)<br>| &nbsp;&nbsp; 2537339 | &nbsp;&nbsp; (9348788)<br>|
| Multifactor US Equity ETF | &nbsp;&nbsp; 1056484 | &nbsp;&nbsp; (72447368)<br>| &nbsp;&nbsp; 75027631 | &nbsp;&nbsp; 3636747 |
| US Quality Growth ETF | &nbsp;&nbsp; 32409 | &nbsp;&nbsp; (1886854)<br>| &nbsp;&nbsp; 3133804 | &nbsp;&nbsp; 1279359 |
| US Value ETF | &nbsp;&nbsp; 143719 | &nbsp;&nbsp; (1988567)<br>| &nbsp;&nbsp; 1009985 | &nbsp;&nbsp; (834863)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;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 redemption in-kind transactions, 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 period ended July 31, 2025, the Funds recorded reclassifications to increase (decrease) the accounts listed below:

---

| | | |
|:---|:---|:---|
| **Fund**  | **Paid-in-Capital** | **Distributable** <br>**Earnings (Loss)**<br>|
| Disciplined US Equity ETF | &nbsp;&nbsp; $8038037 | &nbsp;&nbsp; $(8038037)<br>|
| Multifactor Developed Markets (ex-US) ETF | &nbsp;&nbsp; 19243315 | &nbsp;&nbsp; (19243315)<br>|
| Multifactor Emerging Markets ETF | &nbsp;&nbsp; 163467 | &nbsp;&nbsp; (163467)<br>|
| Multifactor Small Cap ETF | &nbsp;&nbsp; 1376365 | &nbsp;&nbsp; (1376365)<br>|
| Multifactor US Equity ETF | &nbsp;&nbsp; 28381919 | &nbsp;&nbsp; (28381919)<br>|
| US Quality Growth ETF | &nbsp;&nbsp; 1915014 | &nbsp;&nbsp; (1915014)<br>|
| US Value ETF | &nbsp;&nbsp; 994537 | &nbsp;&nbsp; (994537)<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

48 <br>

------

**Hartford Systematic ETFs**

 ***Notes to Financial Statements – (continued)***

 ***July 31, 2025*** 

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;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** <br>**Capital Loss** <br>**Carryforward with** <br>**No Expiration**<br>| **Long-Term** <br>**Capital Loss** <br>**Carryforward with** <br>**No Expiration**<br>|
| Disciplined US Equity ETF | &nbsp;&nbsp; $6661721 | &nbsp;&nbsp; $938597 |
| Multifactor Developed Markets (ex-US) ETF | &nbsp;&nbsp; 224238846 | &nbsp;&nbsp; 167705998 |
| Multifactor Emerging Markets ETF | &nbsp;&nbsp; 10957399 | &nbsp;&nbsp; 8781467 |
| Multifactor Small Cap ETF<sup>\*</sup> <br>| &nbsp;&nbsp; 5782647 | &nbsp;&nbsp; 6197796 |
| Multifactor US Equity ETF | &nbsp;&nbsp; 47241607 | &nbsp;&nbsp; 25205761 |
| US Quality Growth ETF | &nbsp;&nbsp; 1855080 | &nbsp;&nbsp; 31774 |
| US Value ETF | &nbsp;&nbsp; 1988567 | &nbsp;&nbsp; — |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>\*</sup> Future utilization of losses are subject to limitation under current tax laws.

During the period ended July 31, 2025, Multifactor Developed Markets (ex-US) ETF utilized $20,542,284, Multifactor Emerging Markets ETF utilized $39,934 and Multifactor US Equity ETF utilized $2,016,026 of prior year capital loss carryforwards.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;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 loss deferrals, PFIC mark-to-market adjustments and reclassification of dividend income. 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, reclassification of dividend income and mark-to-market adjustments on PFICs and futures. Both the cost and unrealized appreciation and depreciation for federal income tax purposes are disclosed below:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Fund** | **Tax Cost** | **Gross Unrealized** <br>**Appreciation**<br>| **Gross Unrealized** <br>**(Depreciation)**<br>| **Net Unrealized** <br>**Appreciation** <br>**(Depreciation)**<br>|
| Disciplined US Equity ETF  | &nbsp;&nbsp; $111139028 | &nbsp;&nbsp; $29593502 | &nbsp;&nbsp; $(2154749)<br>| &nbsp;&nbsp; $27438753 |
| Multifactor Developed Markets (ex-US) ETF  | &nbsp;&nbsp; 933266971 | &nbsp;&nbsp; 250607158 | &nbsp;&nbsp; (19835716)<br>| &nbsp;&nbsp; 230771442 |
| Multifactor Emerging Markets ETF  | &nbsp;&nbsp; 33787224 | &nbsp;&nbsp; 6937324 | &nbsp;&nbsp; (1409802)<br>| &nbsp;&nbsp; 5527522 |
| Multifactor Small Cap ETF  | &nbsp;&nbsp; 33865094 | &nbsp;&nbsp; 5140193 | &nbsp;&nbsp; (2602940)<br>| &nbsp;&nbsp; 2537253 |
| Multifactor US Equity ETF  | &nbsp;&nbsp; 397354965 | &nbsp;&nbsp; 91266113 | &nbsp;&nbsp; (16238484)<br>| &nbsp;&nbsp; 75027629 |
| US Quality Growth ETF  | &nbsp;&nbsp; 42436593 | &nbsp;&nbsp; 5319016 | &nbsp;&nbsp; (2185212)<br>| &nbsp;&nbsp; 3133804 |
| US Value ETF  | &nbsp;&nbsp; 43102146 | &nbsp;&nbsp; 3719191 | &nbsp;&nbsp; (2709206)<br>| &nbsp;&nbsp; 1009985 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;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 period 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:**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a)

*Investment Advisory Agreement* – Lattice Strategies LLC (the "Adviser" or "Lattice") serves as each Fund's investment adviser pursuant to an Investment Advisory Agreement with the Trust. Lattice is a wholly owned subsidiary of HFMC, which is an indirect subsidiary of The Hartford Insurance Group, Inc. (formerly, The Hartford Financial Services Group, Inc.) ("The Hartford"). Lattice has overall investment supervisory responsibility for each Fund. In addition, Lattice provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. Lattice has contracted with Mellon Investments Corporation ("Mellon") under a sub-advisory agreement pursuant to which Mellon performs the daily investment of the assets of each Fund in accordance with each Fund's investment objective and policies. Each Fund pays a fee to Lattice, a portion of which may be used to compensate Mellon.

Under the Investment Advisory Agreement, the Adviser agrees to pay all expenses of the Trust, except for (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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

49 <br>

------

**Hartford Systematic ETFs**

 ***Notes to Financial Statements – (continued)***

 ***July 31, 2025*** 

------

paid by the Trust under any distribution plan adopted pursuant to Rule 12b-1 under the 1940 Act; (vi) acquired fund fees and expenses; and (vii) the advisory fee payable to the Adviser under the Investment Advisory Agreement. The payment or assumption by the Adviser of any expense of the Trust that the Adviser is not required by the Investment Advisory Agreement to pay or assume shall not obligate the Adviser to pay or assume the same or any similar expense of the Trust on any subsequent occasion.

The schedule below reflects the rates of compensation paid to Lattice for investment advisory 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** |
| Disciplined US Equity ETF | &nbsp;&nbsp; 0.19% |
| Multifactor Developed Markets (ex-US) ETF | &nbsp;&nbsp; 0.29% |
| Multifactor Emerging Markets ETF | &nbsp;&nbsp; 0.44% |
| Multifactor Small Cap ETF | &nbsp;&nbsp; 0.34% |
| Multifactor US Equity ETF | &nbsp;&nbsp; 0.19% |
| US Quality Growth ETF | &nbsp;&nbsp; 0.34% |
| US Value ETF | &nbsp;&nbsp; 0.29% |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;b)

*Distribution Plans* – Each Fund has adopted a Rule 12b-1 Distribution and Service Plan in accordance with Rule 12b-1 under the 1940 Act pursuant to which payments of up to 0.25% of each Fund's average daily net assets may be made for the sale and distribution of its shares. The Board has determined that the Funds may not make payments under the Rule 12b-1 Distribution and Service Plan until authorized to do so by affirmative action of the Board. No Rule 12b-1 fees are currently paid by the Funds and there are no current plans to impose these fees.

For the period ended July 31, 2025, the Funds did not pay any Rule 12b-1 fees.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;c)

*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 period 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 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

50 <br>

------

**Hartford Systematic ETFs**

 ***Notes to Financial Statements – (continued)***

 ***July 31, 2025*** 

------

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,** <br>**Presented on the Statements of Assets and Liabilities**<br>| **Cash** <br>**Collateral**<sup>(1)</sup> <br>| **Non-Cash** <br>**Collateral**<sup>(1)</sup> <br>|
| Disciplined US Equity ETF | &nbsp;&nbsp; $272885 | &nbsp;&nbsp; $279035 | &nbsp;&nbsp; $3110 |
| Multifactor Developed Markets (ex-US) ETF | &nbsp;&nbsp; 31052525 | &nbsp;&nbsp; 13608730 | &nbsp;&nbsp; 18834480 |
| Multifactor Emerging Markets ETF | &nbsp;&nbsp; 981958 | &nbsp;&nbsp; 135951 | &nbsp;&nbsp; 909858 |
| Multifactor Small Cap ETF | &nbsp;&nbsp; 1007805 | &nbsp;&nbsp; 936661 | &nbsp;&nbsp; 93740 |
| Multifactor US Equity ETF | &nbsp;&nbsp; 365670 | &nbsp;&nbsp; 373575 | &nbsp;&nbsp; — |
| US Quality Growth ETF | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — |
| US Value ETF | &nbsp;&nbsp; — | &nbsp;&nbsp; — | &nbsp;&nbsp; — |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(1)</sup> 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, Lattice or an affiliate, 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** <br>**of Fund**<br>|
| Multifactor Small Cap ETF | &nbsp;&nbsp; 44<br> %<br>|
| US Quality Growth ETF | &nbsp;&nbsp; 0 %<sup>\*</sup><br>|
| US Value ETF | &nbsp;&nbsp; 0 %<sup>\*</sup><br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>\*</sup> Percentage rounds to zero.

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** <br>**of Fund**<br>|
| Multifactor Developed Markets (ex-US) ETF  | &nbsp;&nbsp; 9<br> %<br>|
| Multifactor US Equity ETF  | &nbsp;&nbsp; 10<br> %<br>|
| US Quality Growth ETF  | &nbsp;&nbsp; 94<br> %<br>|
| US Value ETF  | &nbsp;&nbsp; 98<br> %<br>|

---

**11.** **Beneficial Fund Ownership:**

As of July 31, 2025, to the knowledge of a Fund, Hartford Funds Management Company, LLC beneficially held more than 25% of the shares outstanding of the following Funds:

---

| | | |
|:---|:---|:---|
| **Fund** | **Shareholder** | **Percentage of Ownership** |
| Multifactor Small Cap ETF  | Hartford Funds Management Company, LLC | &nbsp;&nbsp; 44<br> %<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

51 <br>

------

**Hartford Systematic ETFs**

 ***Notes to Financial Statements – (continued)***

 ***July 31, 2025*** 

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**12.** **Investment Transactions:** 

For the period 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** <br>**Excluding U.S.** <br>**Government** <br>**Obligations**<br>| **Sales Proceeds** <br>**Excluding U.S.** <br>**Government** <br>**Obligations**<br>| **Total Cost of** <br>**Purchases**<br>| **Total Sales** <br>**Proceeds**<br>|
| Disciplined US Equity ETF | &nbsp;&nbsp; $43430774 | &nbsp;&nbsp; $43242940 | &nbsp;&nbsp; $43430774 | &nbsp;&nbsp; $43242940 |
| Multifactor Developed Markets (ex-US) ETF | &nbsp;&nbsp; 277267679 | &nbsp;&nbsp; 289613402 | &nbsp;&nbsp; 277267679 | &nbsp;&nbsp; 289613402 |
| Multifactor Emerging Markets ETF | &nbsp;&nbsp; 14976611 | &nbsp;&nbsp; 10027712 | &nbsp;&nbsp; 14976611 | &nbsp;&nbsp; 10027712 |
| Multifactor Small Cap ETF | &nbsp;&nbsp; 8492583 | &nbsp;&nbsp; 8265948 | &nbsp;&nbsp; 8492583 | &nbsp;&nbsp; 8265948 |
| Multifactor US Equity ETF | &nbsp;&nbsp; 118709417 | &nbsp;&nbsp; 117069409 | &nbsp;&nbsp; 118709417 | &nbsp;&nbsp; 117069409 |
| US Quality Growth ETF | &nbsp;&nbsp; 13402949 | &nbsp;&nbsp; 13366792 | &nbsp;&nbsp; 13402949 | &nbsp;&nbsp; 13366792 |
| US Value ETF | &nbsp;&nbsp; 17088888 | &nbsp;&nbsp; 17013035 | &nbsp;&nbsp; 17088888 | &nbsp;&nbsp; 17013035 |

---

For the period 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** <br>**Gain/(Loss)**<br>|
| Disciplined US Equity ETF | &nbsp;&nbsp; $44052799 | &nbsp;&nbsp; $39220951 | &nbsp;&nbsp; $8091263 |
| Multifactor Developed Markets (ex-US) ETF | &nbsp;&nbsp; 11300878 | &nbsp;&nbsp; 96863151 | &nbsp;&nbsp; 19669463 |
| Multifactor Emerging Markets ETF | &nbsp;&nbsp; 1797306 | &nbsp;&nbsp; 911028 | &nbsp;&nbsp; 178773 |
| Multifactor Small Cap ETF | &nbsp;&nbsp; 8126190 | &nbsp;&nbsp; 2949644 | &nbsp;&nbsp; 1375095 |
| Multifactor US Equity ETF | &nbsp;&nbsp; 102242178 | &nbsp;&nbsp; 109674344 | &nbsp;&nbsp; 28569644 |
| US Quality Growth ETF | &nbsp;&nbsp; 47398969 | &nbsp;&nbsp; 10216412 | &nbsp;&nbsp; 1919263 |
| US Value ETF | &nbsp;&nbsp; 47104586 | &nbsp;&nbsp; 8549106 | &nbsp;&nbsp; 1014198 |

---

**13.** **Share Transactions:** 

Each Fund will issue and redeem shares at NAV only with certain Authorized Participants in large increments known as ''Creation Units." Purchases of Creation Units are made by tendering a basket of designated securities and/or cash to a Fund and redemption proceeds are paid with a basket of securities and/or cash 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 securities included in the relevant baskets for any reason at the Trust's sole discretion. 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 Disciplined US Equity ETF, Multifactor Developed Markets (ex-US) ETF, Multifactor Emerging Markets ETF, Multifactor Small Cap ETF and Multifactor US Equity ETF are listed on the NYSE Arca and shares of US Value ETF are listed on the Cboe BZX. Shares of US Quality Growth ETF are listed on the NASDAQ Stock Market. Shares of each Fund are publicly traded. Retail investors may purchase or sell shares in the secondary market (not from the Fund) through a broker or dealer. Investors purchasing or selling shares in the secondary market may pay a commission, market premium or discount or other transaction charge, to a broker or dealer, as well as some or all of the spread between the bid and the offered price for each purchase or sale transaction. Unless imposed by a broker or dealer, there is no minimum dollar amount upon purchase and no minimum number of shares that must be purchased in the secondary market. Because transactions in the secondary market occur at market prices, an investor may pay more than NAV upon purchase of shares and may receive less than a Fund's NAV upon sale of shares.

Because each Fund is structured as an ETF, individual shares may only be purchased and sold on a listing exchange through a broker-dealer. The price of shares is based on market price, and because ETF shares trade at market prices rather than at NAV, shares may trade at a price greater than NAV (a premium) or less than NAV (a discount). Each Fund will only issue or redeem Creation Units to Authorized Participants who have entered into agreements with the Distributor. The Funds generally will issue or redeem Creation Units in return for a designated basket of securities and/or cash that the Fund specifies each business 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

52 <br>

------

**Hartford Systematic ETFs**

 ***Notes to Financial Statements – (continued)***

 ***July 31, 2025*** 

------

The following information is for the period ended July 31, 2025 and years or periods ended September 30, 2024 and 2023:

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
|  | **For the Period Ended** <br>**July 31, 2025**<sup>(1)</sup>  | **For the Period Ended** <br>**July 31, 2025**<sup>(1)</sup>  | **For the Year or Period Ended** <br>**September 30, 2024** | **For the Year or Period Ended** <br>**September 30, 2024** | **For the Year or Period Ended** <br>**September 30, 2023** | **For the Year or Period Ended** <br>**September 30, 2023** |
|  | **Shares** | **Amount** | **Shares** | **Amount** | **Shares** | **Amount** |
| **Disciplined US Equity ETF**<sup>(2)</sup> <br>|  |  |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp; 800000 | &nbsp;&nbsp;&nbsp;&nbsp; $44125756 | &nbsp;&nbsp;&nbsp;&nbsp; 950000 | &nbsp;&nbsp;&nbsp;&nbsp; $48295083 | &nbsp;&nbsp;&nbsp;&nbsp; 2400001 | &nbsp;&nbsp;&nbsp;&nbsp; $103167962 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp; (725000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (39388368)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (875000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (45338918)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (275001)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (11986475)<br>|
| Total Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp; 75000 | &nbsp;&nbsp;&nbsp;&nbsp; 4737388 | &nbsp;&nbsp;&nbsp;&nbsp; 75000 | &nbsp;&nbsp;&nbsp;&nbsp; 2956165 | &nbsp;&nbsp;&nbsp;&nbsp; 2125000 | &nbsp;&nbsp;&nbsp;&nbsp; 91181487 |
| **Multifactor Developed Markets** <br> **(ex-US) ETF**<br>|  |  |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp;&nbsp; $11893295 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; $— | &nbsp;&nbsp;&nbsp;&nbsp; 5950000 | &nbsp;&nbsp;&nbsp;&nbsp; $147035206 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp; (3300000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (99074253)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (20500000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (561715572)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (5200000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (127513307)<br>|
| Other Capital | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 555 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 2672 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 10308 |
| Total Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp; (2950000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (87180403)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (20500000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (561712900)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp; 19532207 |
| **Multifactor Emerging Markets ETF** |  |  |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp;&nbsp; $8670631 | &nbsp;&nbsp;&nbsp;&nbsp; 400000 | &nbsp;&nbsp;&nbsp;&nbsp; $9684636 | &nbsp;&nbsp;&nbsp;&nbsp; 300000 | &nbsp;&nbsp;&nbsp;&nbsp; $6121118 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp; (100000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (2300838)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (50000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (1129750)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (800000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (15969415)<br>|
| Other Capital | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 16394 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 18626 | &nbsp;&nbsp;&nbsp;&nbsp; — | &nbsp;&nbsp;&nbsp;&nbsp; 48147 |
| Total Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp; 250000 | &nbsp;&nbsp;&nbsp;&nbsp; 6386187 | &nbsp;&nbsp;&nbsp;&nbsp; 350000 | &nbsp;&nbsp;&nbsp;&nbsp; 8573512 | &nbsp;&nbsp;&nbsp;&nbsp; (500000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (9800150)<br>|
| **Multifactor Small Cap ETF** |  |  |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp; 200000 | &nbsp;&nbsp;&nbsp;&nbsp; $8126424 | &nbsp;&nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; $4072538 | &nbsp;&nbsp;&nbsp;&nbsp; 500000 | &nbsp;&nbsp;&nbsp;&nbsp; $18907826 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp; (75000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (3004532)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (325000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (13222218)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (400000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (14275447)<br>|
| Total Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp; 125000 | &nbsp;&nbsp;&nbsp;&nbsp; 5121892 | &nbsp;&nbsp;&nbsp;&nbsp; (225000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (9149680)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 100000 | &nbsp;&nbsp;&nbsp;&nbsp; 4632379 |
| **Multifactor US Equity ETF** |  |  |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp; 1975000 | &nbsp;&nbsp;&nbsp;&nbsp; $103664147 | &nbsp;&nbsp;&nbsp;&nbsp; 2375000 | &nbsp;&nbsp;&nbsp;&nbsp; $114529354 | &nbsp;&nbsp;&nbsp;&nbsp; 4575000 | &nbsp;&nbsp;&nbsp;&nbsp; $177619832 |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp; (2125000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (111201335)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (3275000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (150117945)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (4200000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (168252506)<br>|
| Total Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp; (150000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (7537188)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (900000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (35588591)<br>| &nbsp;&nbsp;&nbsp;&nbsp; 375000 | &nbsp;&nbsp;&nbsp;&nbsp; 9367326 |
| **US Quality Growth ETF**<sup>(3)</sup> <br>|  |  |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp; 900000 | &nbsp;&nbsp;&nbsp;&nbsp; $47337201 | &nbsp;&nbsp;&nbsp;&nbsp; 175001 | &nbsp;&nbsp;&nbsp;&nbsp; $7356113 |  |  |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp; (200000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (10268792)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (50001)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (2381516)<br>|  |  |
| Total Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp; 700000 | &nbsp;&nbsp;&nbsp;&nbsp; 37068409 | &nbsp;&nbsp;&nbsp;&nbsp; 125000 | &nbsp;&nbsp;&nbsp;&nbsp; 4974597 |  |  |
| **US Value ETF**<sup>(3)</sup> <br>|  |  |  |  |  |  |
| Shares Sold | &nbsp;&nbsp;&nbsp;&nbsp; 925000 | &nbsp;&nbsp;&nbsp;&nbsp; $47097182 | &nbsp;&nbsp;&nbsp;&nbsp; 175001 | &nbsp;&nbsp;&nbsp;&nbsp; $7278721 |  |  |
| Shares Redeemed | &nbsp;&nbsp;&nbsp;&nbsp; (175000)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (8541256)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (50001)<br>| &nbsp;&nbsp;&nbsp;&nbsp; (2321418)<br>|  |  |
| Total Net Increase (Decrease) | &nbsp;&nbsp;&nbsp;&nbsp; 750000 | &nbsp;&nbsp;&nbsp;&nbsp; 38555926 | &nbsp;&nbsp;&nbsp;&nbsp; 125000 | &nbsp;&nbsp;&nbsp;&nbsp; 4957303 |  |  |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(1)</sup> For the period from October 1, 2024 to July 31, 2025. Effective May 1, 2025, the Funds changed fiscal year end from September 30 to July 31 (See Note 1 in the Notes to Financial Statements). 

<sup>(2)</sup> Commenced operations on November 16, 2022.

<sup>(3)</sup> Commenced operations on December 5, 2023.

**14.** **Line of Credit:**

The Multifactor Emerging Markets ETF participates in a committed line of credit pursuant to a credit agreement dated February 27, 2025. The Fund may borrow under the line of credit for temporary or emergency purposes. The Fund (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 facility also charges a commitment fee. From October 1, 2024 through February 27, 2025, the Fund (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 period ended July 31, 2025, none of the Funds had borrowings under these facilities.

**15.** **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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

53 <br>

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**Hartford Systematic ETFs**

 ***Notes to Financial Statements – (continued)***

 ***July 31, 2025*** 

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**16.** **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.

**17.** **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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

54 <br>

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**Report of Independent Registered Public Accounting Firm**

***To the Board of Trustees of Lattice Strategies Trust and Shareholders of Hartford Disciplined US Equity ETF, Hartford Multifactor Developed Markets (ex-US) ETF, Hartford Multifactor Emerging Markets ETF, Hartford Multifactor Small Cap ETF, Hartford Multifactor US Equity ETF, Hartford US Quality Growth ETF and Hartford US Value 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 Lattice Strategies 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 Disciplined US Equity ETF<sup>(1)</sup> |
| Hartford Multifactor Developed Markets (ex-US) ETF<sup>(2)</sup> |
| Hartford Multifactor Emerging Markets ETF <sup>(2)</sup> |
| Hartford Multifactor Small Cap ETF <sup>(2)</sup> |
| Hartford Multifactor US Equity ETF <sup>(2)</sup> |
| Hartford US Quality Growth ETF <sup>(3)</sup> |
| Hartford US Value ETF <sup>(3)</sup> |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(1)</sup> Statement of operations for the period October 1, 2024 through July 31, 2025 and the year ended September 30, 2024 and the statement of changes in net assets for the period October 1, 2024 through July 31, 2025, for the year ended September 30, 2024, and for the period November 16, 2022 (commencement of operations) through September 30, 2023 

<sup>(2)</sup> Statement of operations for the period October 1, 2024 through July 31, 2025 and the year ended September 30, 2024 and the statement of changes in net assets for the period October 1, 2024 through July 31, 2025 and for the years ended September 30, 2024 and September 30, 2023 

<sup>(3)</sup> Statement of operations and statement of changes in net assets for the periods October 1, 2024 through July 31, 2025 and December 5, 2023 (commencement of operations) through September 30, 2024 

**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, and brokers; when replies were not received from 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

55 <br>

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**Hartford Systematic 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

56 <br>

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**Hartford Systematic 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.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

57 <br>

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**Hartford Systematic ETFs**

**Item 10. Remuneration Paid to Trustees, Officers, and Others of Open-End Management Investment Companies.** 

------

During the period October 1, 2024 through July 31, 2025, Lattice Strategies Trust paid no remuneration to any of its trustees or officers or to any affiliated person of its trustees or officers. Under the Trust's unitary management fee arrangements, remuneration for independent trustees is paid by Lattice out of the management fee.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

58 <br>

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**Hartford Systematic 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 October 1, 2024 through July 31, 2025.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

59 <br>

------

**Hartford Systematic ETFs**

***Index Glossary for Indices Included in the Annual Shareholder Report (Unaudited)***

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| **Hartford Disciplined US Equity Index** seeks to enhance return <br> potential available from investments in US large-cap equities through <br> multifactor security selection to target balanced and consistent <br> exposures across value, momentum and quality factors while seeking <br> to enhance dividend yield, control for total active risk, and reduce <br> volatility.<br>|
| **Hartford Multifactor Emerging Markets Equity Index** seeks to <br> enhance return potential available from investment in emerging market <br> companies by selecting equity securities exhibiting a favorable <br> combination of factors, including value, momentum, and quality while <br> reducing volatility by up to fifteen-percent over a complete market <br> cycle. <br>|
| **Hartford Multifactor Large Cap Index** seeks to enhance return <br> potential available from investment in the initial capitalization-weighted <br> universe by selecting equity securities exhibiting a favorable <br> combination of factors, including value, momentum, and quality while <br> reducing volatility by up to fifteen-percent over a complete market <br> cycle.<br>|
| **Hartford Multifactor Small Cap Index** seeks to enhance return <br> potential available from investment in a capitalization-weighted <br> universe of US small capitalization equities by selecting equity <br> securities exhibiting a favorable combination of factors, including <br> value, momentum, and quality while reducing volatility by up to <br> fifteen-percent over a complete market cycle.<br>|
| **Hartford Risk-Optimized Multifactor Developed Markets (ex-US)** <br> **Index** seeks to address risks and opportunities within developed <br> market stocks located outside the US by selecting equity securities <br> exhibiting a favorable combination of factors, including value, <br> momentum, and quality while reducing volatility by up to <br> fifteen-percent over a complete market cycle. <br>|
| **Hartford US Quality Growth Index** seeks to provide long-term capital <br> appreciation by investing in US equities with favorable growth <br> characteristics while maintaining what we consider to be enhanced <br> exposure to quality and also providing reasonable exposure to value <br> and momentum by maximizing exposure to quality while avoiding <br> negative exposure to value and momentum.<br>|
| **Hartford US Value Index** seeks to provide long-term capital <br> appreciation by investing in US equities with favorable value <br> characteristics and relatively lower market valuations by maximizing <br> exposure to value while avoiding negative exposure to quality and <br> momentum.<br>|
| **Additional Information Regarding MSCI Indices.** <br>Neither MSCI nor any other party involved in or related to compiling, <br> computing or creating the MSCI data makes any express or implied <br> warranties or representations with respect to such data (or the results <br> to be obtained by the use thereof), and all such parties hereby <br> expressly disclaim all warranties of originality, accuracy, <br> completeness, merchantability or fitness for a particular purpose with <br> respect to any of such data. Without limiting any of the foregoing, in <br>|

---

---

| |
|:---|
| no event shall MSCI, any of its affiliates or any third party involved in <br> or related to compiling, computing or creating the data have any <br> liability for any direct, indirect, special, punitive, consequential or any <br> other damages (including lost profits) even if notified of the possibility <br> of such damages. No further distribution or dissemination of the MSCI <br> data is permitted without MSCI's express written consent. <br>|
| **MSCI Emerging Markets Index (Net)** (reflects reinvested dividends net <br> of withholding taxes but reflects no deduction for fees, expenses or <br> other taxes) is designed to capture large and mid cap securities <br> across emerging market countries.<br>|
| **MSCI World ex USA Index (Net)** (reflects reinvested dividends net of <br> withholding taxes but reflects no deduction for fees, expenses or other <br> taxes) is designed to capture large and mid cap securities across <br> developed markets countries (excluding the US).<br>|
| **Russell 1000 Growth Index (Gross)** (reflects no deduction for fees, <br> expenses or taxes) is designed to measure the performance of those <br> Russell 1000 Index companies with higher price-to-book ratios and <br> higher forecasted growth values. The Russell 1000 Index is designed <br> to measure the performance of the 1,000 largest companies in the <br> Russell 3000 Index based on their market capitalization and current <br> index membership.<br>|
| **Russell 1000 Index (Gross)** (reflects no deduction for fees, expenses <br> or taxes) is designed to measure the performance of the 1,000 largest <br> companies in the Russell 3000 Index. The Russell 3000 Index is <br> designed to measure the performance of the 3,000 largest US <br> companies based on total market capitalization.<br>|
| **Russell 1000 Value Index (Gross)** (reflects no deduction for fees, <br> expenses or taxes) is designed to measure the performance of those <br> Russell 1000 Index companies with lower price-to-book ratios and <br> lower forecasted growth values. The Russell 1000 Index is designed to <br> measure the performance of the 1,000 largest companies in the <br> Russell 3000 Index based on their market capitalization and current <br> index membership. <br>|
| **Russell 2000 Index (Gross)** (reflects no deduction for fees, expenses <br> or taxes) is designed to measure the performance of 2,000 of the <br> smallest US-domiciled company common stocks based on a <br> combination of their market capitalization and current index <br> membership.<br>|
| **Russell 3000 Index (Gross)** (reflects no deduction for fees, expenses <br> or taxes) is designed to measure the performance of the 3,000 largest <br> US companies based on total market capitalization.<br>|

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

60 <br>

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This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report.

The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.

**Investors should carefully consider a Fund's investment objectives, risks, charges and expenses. This and other important information is contained in the Fund's prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.**

Exchange-traded products are distributed by ALPS Distributors, Inc. (ALPS). Advisory services are provided by Lattice Strategies, LLC (Lattice) and Mellon Investments Corporation. Hartford Funds refers to Hartford Funds Distributors, LLC, Member FINRA, Hartford Funds Management Company, LLC, and Lattice, which are not affiliated with ALPS.

ETFAR-MLT25 09/2025 Printed in the U.S.A.

![](g870130imgfc38f9bd2.jpg)

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#### Item 12. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.
Not applicable.

#### Item 13. Portfolio Managers of Closed-End Management Investment Companies.
Not applicable.

#### Item 14. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.
Not applicable.

------

#### Item 15. Submission of Matters to a Vote of Security Holders.
There have been no material changes to the procedures by which the shareholders may recommend nominees to the registrant's board of trustees, where those changes were implemented after the registrant last provided disclosure in response to the requirements of Item 407(c)(2)(iv) of Regulation S-K (17 CFR 229.407) (as required by Item 22(b)(15) of Schedule 14A (17 CFR 240.14a-101)), or this Item.

#### Item 16. Controls and Procedures.
(a) The registrant's principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant's disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the "1940 Act") (17 CFR 270.30a-3(c))) are generally effective to provide reasonable assurance, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)).

(b) There were no changes in the registrant's internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the period covered by this report that have materially affected, or are reasonably likely to materially affect, the registrant's internal control over financial reporting.

#### Item 17. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.
Not applicable.

#### Item 18. Recovery of Erroneously Awarded Compensation.
Not applicable.

#### Item 19. Exhibits.
(a)(1) [Code of Ethics is filed herewith.](d870130dex99codeeth.htm)

(a)(2) Not applicable.

---

| | |
|:---|:---|
| (a)(3) | [Separate certifications for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)) and Section 302 of the Sarbanes-Oxley Act of 2002 are attached hereto.](d870130dex99cert.htm)  |

---

(a)(4) Not applicable.

(a)(5) Not applicable.

(b) [Certifications pursuant to Rule 30a-2(b) under the 1940 Act and Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto.](d870130dex99906cert.htm)

------

#### SIGNATURES
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

---

| | | |
|:---|:---|:---|
|  | LATTICE STRATEGIES TRUST | LATTICE STRATEGIES TRUST |
| Date: October 3, 2025 | By: | /s/ Gregory A. Frost |
|  |  | Gregory A. Frost |
|  |  | President and Chief Executive Officer (Principal Executive Officer) |

---

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

---

| | | |
|:---|:---|:---|
| Date: October 3, 2025 | By: | /s/ Gregory A. Frost |
|  |  | Gregory A. Frost |
|  |  | President and Chief Executive Officer (Principal Executive Officer) |
| Date: October 3, 2025 | By: | /s/ Ankit Puri |
|  |  | Ankit Puri |
|  |  | Treasurer (Principal Accounting Officer) and Principal/Chief Financial Officer |

---

## Ex-99.Code

**THE HARTFORD FUNDS FAMILY OF FUNDS** 

**<u>SARBANES-OXLEY CODE OF ETHICS FOR SENIOR OFFICERS</u>**

**I.**  **<u>Introduction</u>** 

The Boards of Directors/Trustees (collectively, the "<u>Board</u>") of each registrant, and each series thereof, that is registered with the U.S. Securities and Exchange Commission ("SEC") as a management investment company under the Investment Company Act of 1940, as amended (the "Investment Company Act") and is part of the Hartford Funds Family of Funds (each, a "<u>Fund</u>" and collectively, the "<u>Funds</u>") have established this Code of Ethics ("Code") in accordance with Section 406 of the Sarbanes-Oxley Act of 2002. This Code does not supersede or otherwise affect the separate code of ethics that the Fund has adopted pursuant to Rule 17j-1 under the Investment Company Act.

**II.**  **<u>Covered Officers/Purpose of Code</u>** 

This Code applies to each Fund's Chief Executive Officer and Treasurer (collectively, the "Covered Officers") for the purpose of promoting:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• honest and ethical conduct, including the ethical handling of actual or apparent conflicts of interest between
personal and professional relationships;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• full, fair, accurate, timely and understandable disclosure in reports and documents that the Fund files with, or
submits to, the SEC and in other public communications made by the Fund;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• compliance with applicable laws and governmental rules and regulations;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the prompt internal reporting of violations of this Code to an appropriate person or persons identified herein;
and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• accountability for adherence to this Code.

Each Covered Officer owes a duty to the Funds to adhere to a high standard of business ethics, and should be sensitive to situations that may give rise to actual as well as apparent conflicts of interest. Each Covered Officer should encourage his or her colleagues who provide services to the Funds, whether directly or indirectly, to do the same.

For purposes of this Code, the Compliance Officer is the Fund's Chief Compliance Officer or his or her delegate.

**III.**  **<u>Covered Officers Should Handle Ethically Actual and Apparent Conflicts of Interest</u>** 

A "conflict of interest" occurs when a Covered Officer's private interest interferes with the interests of, or his or her service to, a Fund. For example, a conflict of interest would arise if a Covered Officer, or a member of his or her family, receives improper personal benefits as a result of his or her position with the Fund.

------

Certain conflicts of interest covered by this Code arise out of the relationships between Covered Officers and a Fund and already are subject to conflict of interest provisions in the Investment Company Act and the Investment Advisers Act of 1940, as amended (the "Investment Advisers Act"). For example, Covered Officers may not individually engage in certain transactions (such as the purchase or sale of securities or other property) with the Fund. The compliance programs and procedures of the Funds and their investment adviser and distributor are designed to prevent, or identify and correct, violations of these provisions. This Code does not, and is not intended to, repeat or replace these programs and procedures.

Although typically not presenting an opportunity for improper personal benefit, conflicts arise from, or as a result of, the contractual relationship between the Funds and their investment adviser and distributor, or affiliates of the investment adviser and distributor (together, the "Service Providers"), of which the Covered Officers are also officers or employees. As a result, this Code recognizes that the Covered Officers will, in the normal course of their duties, be involved in establishing policies and implementing decisions which will have different effects on the investment adviser, the distributor, Service Providers and the Funds. The participation of the Covered Officers in such activities is inherent in these contractual relationships and is consistent with the performance by the Covered Officers of their duties as officers of the Funds and, if addressed in conformity with the provisions of the Investment Company Act and the Investment Advisers Act, will be deemed to have been handled ethically.

Other conflicts of interest are covered by this Code, even if such conflicts of interest are not subject to provisions in the Investment Company Act and the Investment Advisers Act. Covered Officers should keep in mind that the following list of prohibitions does not cover every possible situation. The overarching principle – that the personal interest of a Covered Officer should not be placed improperly before the interest of the Funds– should be the guiding principle in all circumstances.

Each Covered Officer must:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• not use his or her personal influence or personal relationships improperly to influence investment decisions or
financial reporting by the Funds whereby the Covered Officer would benefit personally to the detriment of the Funds;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• not cause the Funds to take action, or fail to take action, for the individual personal benefit of the Covered
Officer rather than the benefit of the Funds; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• not use material non-public knowledge of portfolio transactions made or
contemplated for the Funds to profit personally or cause others to profit, by the market effect of such transactions.

There are some conflict of interest situations that should be discussed with the Compliance Officer of a Fund if material. Examples of these include:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• any outside business activity that detracts from the ability of a Covered Officer to devote appropriate time and
attention to his or her responsibilities as a Covered Officer of the Fund;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the receipt of any non-nominal gifts related to the business of the Fund
that may be inconsistent with any policy on gifts established by the Fund's investment adviser and distributor from time to time; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• a direct or indirect personal financial interest in commissions, transaction charges or spreads paid by the Fund
for effecting portfolio transactions or for selling or redeeming shares other than an interest arising from the Covered Officer's employment, such as compensation or equity ownership.

**IV.**  **<u>Disclosure and Compliance</u>** 

Each Covered Officer:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• must familiarize himself or herself with the disclosure requirements applicable to a Fund and its disclosure
controls and procedures;

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• must not knowingly misrepresent, or cause others to misrepresent, facts about the Fund to others, whether within
or outside the Fund, including to the Fund's directors and independent accountants, and to governmental regulators and self-regulatory organizations;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• should, to the extent appropriate within his or her area of responsibility, consult with other officers and
employees of the Fund and its investment adviser and distributor and take other appropriate steps with the goal of promoting full, fair, accurate and timely disclosure in the reports and documents the Fund files with, or submits to, the SEC and that
are signed or certified by him or her;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• must cooperate with the Fund's independent accountants, regulatory agencies and internal auditors in their
review or inspection of the Fund and its operations; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• comply with all laws, rules, and regulations applicable to the Fund's operations and business.

**V.**  **<u>Confidentiality</u>** 

Covered Officers must maintain the confidentiality of information entrusted to them by the Fund, except when disclosure is authorized by Fund counsel or required by laws or regulations. Whenever possible, Covered Officers should consult with Fund counsel if they believe they have a legal obligation to disclose confidential information. Confidential information includes all non-public information that might be of use to competitors, or harmful to the Fund or its shareholders, if disclosed. The obligation to preserve confidential information continues even after employment as a Covered Officer ends.

**VI.**  **<u>Reporting and Accountability</u>** 

Each Covered Officer must:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• upon adoption of this Code (or upon becoming a Covered Officer), affirm in writing that he or she has received
and read this Code, and understands it (Appendix A);

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• annually thereafter affirm that he or she has complied with the requirements of this Code (Appendix A);

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• not retaliate against any person for reports of potential violations that are made in good faith; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• notify the Compliance Officer promptly if he or she knows of any violation of this Code. Failure to do so is
itself a violation of this Code.

The Compliance Officer is responsible for applying this Code to specific situations in which questions are presented under it and has the authority to interpret this Code in any particular situation.

**VII.**  **<u>Investigations, Enforcements and Waivers</u>** 

The Funds will follow these procedures in investigating and enforcing this Code:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the Compliance Officer will take all appropriate action to investigate any violations and potential violations
reported to him or her;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• if, after such investigation, the Compliance Officer believes that no violation has occurred, the Compliance
Officer is not required to take any further action;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• any matter that the Compliance Officer believes is a violation will be reported to the Board of the Fund, or, if
applicable Compliance Committee after such investigation;

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• if the Board determines that a violation has occurred, it will consider appropriate action, which may, without
limitation, include review of, and appropriate modifications to, applicable policies and procedures; or notification to appropriate personnel of the investment adviser, distributor or their respective boards;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• the Board will be responsible for granting waivers, as appropriate; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• any changes to or waivers of this Code will, to the extent required, be disclosed as provided by SEC rules.

**VIII.**  **<u>Recordkeeping</u>** 

*General*. The Fund requires accurate recording and reporting of information in order to make responsible business decisions. All of the Fund's books, records, accounts and financial statements must be maintained in reasonable detail, must appropriately reflect the Fund's transactions and must conform both to applicable legal requirements and to the Fund's system of internal controls.

*Code Records*. A copy of this Code, any amendments hereto, and any reports or other records created in relation to waivers of or amendments to provisions of this Code shall be kept as records of the Fund for six years from the end of the fiscal year in which such document was created. Such records shall be furnished to the SEC or its staff upon request.

**IX.**  **<u>Amendments to the Code</u>** 

The Covered Officers and the Compliance Officer are encouraged to recommend improvements to this Code to the Board, and the Board may amend the Code in its discretion. In connection with any amendment to the Code, the Compliance Officer shall prepare a brief description of the amendment to the Board.

**X.**  **<u>Confidentiality</u>** 

All reports and records prepared or maintained pursuant to this Code will be considered confidential and will be maintained and protected accordingly. Except as otherwise required by law or this Code, such matters will not be disclosed to anyone other than the Board, the Funds' investment adviser and distributor, and their respective counsel.

**XI.**  **<u>Internal Use</u>** 

This Code is intended solely for the internal use by the Funds. This Code is a statement of certain fundamental principles, policies and procedures that govern the Covered Officers in the conduct of the Funds' business. It is not intended to and does not create any rights in any employee, investor, supplier, competitor, shareholder or any other person.

**Adopted: May 13, 2003** 

*Revision History* 

May 3, 2016

November 7, 2017

February 1, 2025 *(Revisions included an administrative non-material change that replaced references to registrant names with a single reference to "the Hartford Family of Funds." No other revisions were made.)*

------

**Appendix A** 

**Sarbanes-Oxley Code of Ethics for Senior Officers** 

**Initial and Annual Certification of Compliance** 

<u> </u>

**Name (please print)** 

**This is to certify that I have received a copy of the Sarbanes-Oxley Code of Ethics (the "Code") for Senior Officers for the Hartford Funds Family of Funds.** 

**I have read and understand the Code. Moreover, I agree to promptly report to the Chief Compliance Officer any violation or possible violation of this Code of which I become aware.** 

**Check one:** 

**Initial** 

**[ ] I further certify that I am subject to the Code and will comply with each of the Code's provisions to which I am subject.** 

**Annual** 

**[ ] I further certify that I have complied with and will continue to comply with each of the provisions of the Code to which I am subject.** 

<u> </u>

**Signature** 

<u> </u>

**Date**

## Ex-99.Cert

**<u>CERTIFICATION</u>**

I, Gregory A. Frost, certify that:

1. I have reviewed this report on Form N-CSR of the Lattice Strategies
Trust (File Number 811-23002, CIK Number 0001605803);

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a
material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report,
fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the
periods presented in this report;

4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining
disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and
have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be
designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is
being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Designed such internal control over financial reporting, or caused such internal control over financial
reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting
principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this
report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(d) Disclosed in this report any change in the registrant's internal control over financial reporting that
occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and

5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and
the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) All significant deficiencies and material weaknesses in the design or operation of internal control over
financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in
the registrant's internal control over financial reporting.

Date: October 3, 2025

---

| |
|:---|
| /s/ Gregory A. Frost |
| Gregory A. Frost |
| President and Chief Executive Officer (Principal Executive Officer) |

---

------

**<u>CERTIFICATION</u>**

I, Ankit Puri, certify that:

1. I have reviewed this report on Form N-CSR of the Lattice Strategies
Trust (File Number 811-23002, CIK Number 0001605803);

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a
material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report,
fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the
periods presented in this report;

4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining
disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and
have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be
designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is
being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Designed such internal control over financial reporting, or caused such internal control over financial
reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting
principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this
report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(d) Disclosed in this report any change in the registrant's internal control over financial reporting that
occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and

5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and
the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) All significant deficiencies and material weaknesses in the design or operation of internal control over
financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in
the registrant's internal control over financial reporting.

Date: October 3, 2025

---

| |
|:---|
| /s/ Ankit Puri |
| Ankit Puri |
| Treasurer (Principal Accounting Officer) and Principal/Chief Financial Officer |

---

## Exhibit 99.906

**<u>CERTIFICATION</u>**

Pursuant to Section 906 of the Sarbanes-Oxley Act of 2002

Pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 (subsections (a) and (b) of section 1350, chapter 63 of title 18, United States Code), each of the undersigned officers of the Lattice Strategies Trust (the "Registrant") does hereby certify, to such officer's knowledge, that:

The annual report on Form N-CSR of the Registrant for the period ended July 31, 2025 (the "Form N-CSR") fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934 and information contained in the Form N-CSR fairly presents, in all material respects, the financial condition and results of operations of the Registrant.

---

| | | |
|:---|:---|:---|
| Date: October 3, 2025 | By: | /s/ Gregory A. Frost |
|  |  | Gregory A. Frost |
|  |  | President and Chief Executive Officer (Principal Executive Officer) |
| Date: October 3, 2025 | By: | /s/ Ankit Puri |
|  |  | Ankit Puri |
|  |  | Treasurer (Principal Accounting Officer) and Principal/Chief Financial Officer |

---

This certification is being furnished to the Securities and Exchange Commission pursuant to Rule 30a-2(b) under the Investment Company Act of 1940, as amended, and 18 U.S.C. Section 1350 and is not being filed as part of the Report with the Securities and Exchange Commission.