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
811-23222
Hartford Funds Exchange-Traded 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:
(610) 386-4068
Date of fiscal year end:
July 31
Date of reporting period:
July 31, 2026
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
Annual Shareholder Report
July 31, 2026
Hartford AAA CLO ETF
TRPA/Cboe BZX
This annual shareholder report contains important information about the Hartford AAA CLO ETF (the "Fund") for the period of August 1, 2025 to July 31, 2026. You can find additional information about the Fund at hartfordfunds.com/reports-etf. You can also request this information by contacting us by calling 1‑800‑456‑7526.
What were the Fund costs for the last year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment Costs paid as a percentage
of a $10,000 investment
Hartford AAA CLO ETF $25 0.24%
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
United States (U.S.) fixed income sectors generated positive total returns during the trailing twelve-month period ended July 31, 2026. The period was defined by elevated macro uncertainty, with increasingly divergent regional policy paths, persistent inflation, and shifting geopolitical risks. On an excess return basis, credit sectors produced positive returns over duration-equivalent government bonds on tighter spreads, strong investor demand, and positive fund flows. Most developed markets’ sovereign yields finished the period higher, though the move was not uniform. U.S. Treasury yields were volatile throughout the period as markets balanced resilient economic growth, persistent inflation, and evolving expectations for Federal Reserve policy. The performance described below is relative to the JP Morgan CLOIE AAA Index, the Fund’s performance benchmark.
Top Contributors to Performance
  • The Fund’s credit quality positioning was a contributor to performance during the period. The fund has flexibility to invest up to 20% in AA or A-rated CLOs to enhance income and total return potential. The fund averaged an allocation of approximately 14% outside of AAA-rated CLOs during the period which provided the portfolio with additional yield and return.
  • The Fund’s security selection was the primary contributor to relative returns during the period, specifically within AAA CLOs.
  • Out-of-benchmark exposure to single A CLOs was additive.
Top Detractors to Performance
  • The Fund’s underweight allocation to AAA CLOs was a slight detractor to returns over the period.
The views expressed reflect the opinions of Wellington Management Company, LLP as of the date of this report and are subject to change based on what we consider to be changes in market, economic or other conditions. These views are not intended to be a forecast of future events and are no guarantee of future results.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative index. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Average Annual Total Returns
For the Periods Ended July 31, 2026		 1 Year 5 Years Since Inception
(May 30, 2018)
Fund 5.14% 3.43% 3.56%
JP Morgan CLOIE AAA Index 5.02% 5.07% 4.16%
Bloomberg US Aggregate Bond Index 2.71% -0.40% 1.81%
The JP Morgan CLOIE AAA Index is the Fund's performance index and the Bloomberg US Aggregate Bond Index serves as the Fund's regulatory index and provides a broad measure of market performance.
The Fund’s past performance is not a good predictor of the Fund’s future performance. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Visit hartfordfunds.com for the most recent performance information.
Key Fund Statistics
as of July 31, 2026
Fund's net assets $110,757,494
Total number of portfolio holdings (excluding derivatives, if any) 136
Total investment management fees paid $254,038
Portfolio turnover rate (excludes in-kind creation or redemption transactions, if any) 51%
Graphical Representation of Holdings
as of July 31, 2026
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Security Type
Asset-Backed & Commercial Mortgage-Backed Securities 97.0 %
Short-Term Investments 0.5 %
Other Assets & Liabilities 2.5 %
Total 100.0 %
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information, please visit the Fund’s website at the website address included at the beginning of this report.
The ETFs are distributed by ALPS Distributors, Inc. (ALPS).
AR_ATRPA_0726
HF_Logo_Tag

Annual Shareholder Report

July 31, 2026

Hartford Alpha Capture Value ETF
(formerly, Hartford Quality Value ETF)
ACVU/Cboe BZX
This annual shareholder report contains important information about the Hartford Alpha Capture Value ETF (the "Fund") for the period of August 1, 2025 to July 31, 2026. You can find additional information about the Fund at hartfordfunds.com/reports-etf. You can also request this information by contacting us by calling 1‑800‑456‑7526.
This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment Costs paid as a percentage
of a $10,000 investment
Hartford Alpha Capture Value ETF $52 0.45%
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
The Fund transitioned from the Hartford Quality Value ETF to the Hartford Alpha Capture Value ETF during the twelve-month period. The commentary covers the period since inception of the Hartford Alpha Capture Value ETF: April 30, 2026 through July 31, 2026.
United States (U.S.) value equities, as measured by the Russell 1000 Value Index, rose over the three-month period ending July 31, 2026. Despite anxiety about the inflationary impacts of the U.S.-Iran conflict and the prospect of higher interest rates, equity markets were propelled to a series of record highs by robust corporate earnings, elevated earnings-growth expectations, solid economic data, and massive demand for Artificial Intelligence (AI). The performance described below is relative to the Russell 1000 Value Index, the Fund’s performance benchmark.
Top Contributors to Performance
  • Security selection within the Materials, Consumer Staples, and Information Technology sectors contributed positively to relative performance.
  • An underweight allocation to Materials also contributed positively to relative performance.
  • Top individual contributors over the period were an overweight position in Flex (Information Technology), not holding Walmart (Consumer Staples), and an out-of-benchmark position in Eli Lilly (Health Care).
Top Detractors to Performance
  • Sector allocation, a result of the Fund’s bottom-up stock selection process, was the primary relative detractor during the period due to the Fund’s underweight to Information Technology and overweights to Utilities and Energy.
  • Security selection was also a modest relative detractor during the period, driven by weak selection within the Industrials, Financials, and Consumer Discretionary sectors.
  • The largest individual detractors over the period were not holding Applied Materials (Information Technology) and overweight positions in ConocoPhillips (Energy) and Kroger (Consumer Staples).
The views expressed reflect the opinions of Wellington Management Company, LLP as of the date of this report and are subject to change based on what we consider to be changes in market, economic or other conditions. These views are not intended to be a forecast of future events and are no guarantee of future results.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative indices. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Average Annual Total Returns
For the Periods Ended July 31, 2026		 1 Year 5 Years 10 Years
Fund 30.04% 10.03% 10.87%
Russell 1000 Value Index 31.19% 11.83% 11.62%
Russell 1000 Index 18.94% 12.12% 14.82%
Prior to the close of business on October 13, 2023, the Fund operated as an open-end mutual fund (the "Predecessor Fund"). The Fund has the same investment objective, strategies and policies as the Predecessor Fund. The returns prior to the Fund's listing on the exchange include the returns of the Predecessor Fund's share classes and operating expenses as follows: Class F (February 28, 2017 to October 13, 2013); and Class I (August 31, 2006 to February 27, 2017).
The Russell 1000 Value Index serves as the Fund's performance index and the Russell 1000 Index serves as the Fund's regulatory index and provides a broad measure of market performance.
The Fund’s past performance is not a good predictor of the Fund’s future performance. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Visit hartfordfunds.com for the most recent performance information.
Key Fund Statistics
as of July 31, 2026
Fund's net assets $180,275,911
Total number of portfolio holdings (excluding derivatives, if any) 108
Total investment management fees paid $811,471
Portfolio turnover rate (excludes in-kind creation or redemption transactions, if any) 118%
Graphical Representation of Holdings
as of July 31, 2026
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Sector *
Financials 20.0 %
Information Technology 18.4 %
Health Care 14.7 %
Industrials 11.2 %
Consumer Discretionary 10.2 %
Utilities 6.4 %
Energy 5.8 %
Consumer Staples 5.5 %
Real Estate 3.1 %
Communication Services 2.1 %
Materials 2.0 %
Short-Term Investments 0.5 %
Other Assets & Liabilities 0.1 %
Total 100.0 %
​*
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
Material Fund Changes
This is a summary of certain changes to the Fund since August 1, 2025. For more complete information, you may review the Fund's prospectus dated November 26, 2025, which is currently available at hartfordfunds.com/reports-etf or upon request by calling 1-800-456-7526 or sending an e-mail to orders@mysummaryprospectus.com. 
Effective as of April 30, 2026, the Fund's name, ticker symbol, principal investment strategy, and portfolio manager were changed. As a result of the changes to the principal investment strategy, the principal risks of Quantitative Investing Risk and Active Trading Risk were added.
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_AACVU_0726
HF_Logo_Tag

Annual Shareholder Report

July 31, 2026

Hartford Core Bond ETF
HCRB/Cboe BZX
This annual shareholder report contains important information about the Hartford Core Bond ETF (the "Fund") for the period of August 1, 2025 to July 31, 2026. You can find additional information about the Fund at hartfordfunds.com/reports-etf. You can also request this information by contacting us by calling 1‑800‑456‑7526.
This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment Costs paid as a percentage
of a $10,000 investment
Hartford Core Bond ETF $29 0.29%
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
United States (U.S.) fixed income sectors generated positive total returns during the trailing twelve-month period ended July 31, 2026. The period was defined by elevated macro uncertainty, with increasingly divergent regional policy paths, persistent inflation, and shifting geopolitical risks. On an excess return basis, credit sectors produced positive returns over duration-equivalent government bonds on tighter spreads, strong investor demand, and positive fund flows. Most developed markets’ sovereign yields finished the period higher, though the move was not uniform. U.S. Treasury yields were volatile throughout the period as markets balanced resilient economic growth, persistent inflation, and evolving expectations for Federal Reserve policy. The performance described below is relative to the Bloomberg US Aggregate Bond Index, the Fund’s performance benchmark.
Top Contributors to Performance
  • The Fund’s allocation to structured finance was the top positive contributor to results led by an allocation to Non-Agency Residential Mortgage-Backed Securities (RMBS). Exposure to other securitized sectors including Commercial Mortgage-Backed Securities (CMBS), Collateralized Loan Obligations (CLOs), and Asset-Backed Securities (ABS) contributed positively to relative performance. Positioning within agency MBS also aided results.
  • .An allocation to Treasury Inflation Protected securities (TIPS) modestly benefited results.
Top Detractors to Performance
  • Duration and yield curve positioning were the main detractors from relative performance.
  • Within Investment Grade Credit, an overall underweight to Industrials and Financials hurt relative performance.
The Fund held tactical interest rate positions during the period, including interest rate futures, swaps and options. Overall duration and yield curve positioning detracted from relative results. Credit default swaps (CDX, CDS) were used to manage credit exposure and overall portfolio risk, this position had a small positive impact on performance.
The views expressed reflect the opinions of Wellington Management Company, LLP as of the date of this report and are subject to change based on what we consider to be changes in market, economic or other conditions. These views are not intended to be a forecast of future events and are no guarantee of future results.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative index. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Average Annual Total Returns
For the Periods Ended July 31, 2026		 1 Year 5 Years Since Inception
(February 19, 2020)
Fund 2.67% -0.37% 0.66%
Bloomberg US Aggregate Bond Index 2.71% -0.40% 0.42%
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, 2026
Fund's net assets $398,559,320
Total number of portfolio holdings 788
Total investment management fees paid $1,027,920
Portfolio turnover rate (excludes to be announced (TBA) roll transactions,
and in-kind creation or redemption
transactions, if any)		 72%
Graphical Representation of Holdings
as of July 31, 2026
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Security Type
U.S. Government Securities 46.3 %
U.S. Government Agencies^ 36.6 %
Asset-Backed & Commercial Mortgage-Backed Securities 19.5 %
Corporate Bonds 12.8 %
Foreign Government Obligations 1.0 %
Short-Term Investments 0.2 %
Other Assets & Liabilities -16.4 %
Total 100.0 %
​^
All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities.
Material Fund Changes
This is a summary of certain changes to the Fund since August 1, 2025. For more complete information, you may review the Fund's prospectus dated November 26, 2025, which is currently available at hartfordfunds.com/reports-etf or upon request by calling 1-800-456-7526 or sending an e-mail to orders@mysummaryprospectus.com.
Effective as of November 26, 2025, “Counterparty Risk” was added as a principal risk of the Fund.
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information, please visit the Fund’s website at the website address included at the beginning of this report.
The ETFs are distributed by ALPS Distributors, Inc. (ALPS).
AR_AHCRB_0726
HF_Logo_Tag
Annual Shareholder Report
July 31, 2026
Hartford Dynamic Bond ETF
DYNB/The NASDAQ Stock Market LLC
This annual shareholder report contains important information about the Hartford Dynamic Bond ETF (the "Fund") for the period of September 23, 2025 (commencement of operations of Fund) to July 31, 2026. You can find additional information about the Fund at hartfordfunds.com/reports-etf. You can also request this information by contacting us by calling 1‑800‑456‑7526.
What were the Fund costs for the last year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment* Costs paid as a percentage
of a $10,000 investment^
Hartford Dynamic Bond ETF $51 0.60%
*
Cost of a $10,000 investment for a full twelve-month period would have been higher.
^
Annualized.
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
United States (U.S.) fixed income sectors generated positive total returns during the trailing twelve-month period ended July 31, 2026. The period was defined by elevated macro uncertainty, with increasingly divergent regional policy paths, persistent inflation, and shifting geopolitical risks. On an excess return basis, credit sectors produced positive returns over duration-equivalent government bonds on tighter spreads, strong investor demand, and positive fund flows. Most developed markets’ sovereign yields finished the period higher, though the move was not uniform. U.S. Treasury yields were volatile throughout the period as markets balanced resilient economic growth, persistent inflation, and evolving expectations for Federal Reserve policy. The performance described below is relative to the Bloomberg US Aggregate Bond Index, the Fund’s performance benchmark, since the ETF inception date of September 23, 2025.
Top Contributors to Performance
  • The Fund’s allocation to Investment Grade Credit, which was led by Financials and an allocation to High Yield Credit mainly Industrials, were among the top contributors to the positive results. 
  • The Fund’s allocation to Emerging Market Government-Related Credit positioning contributed positively to relative results.
Top Detractors to Performance
  • The Fund’s duration and yield curve positioning detracted modestly from performance during the period.
  • The Fund’s allocation to Emerging Market High Yield Corporates hurt results.
During the period, the Fund employed the tactical use of interest rate futures and credit default index swaps to hedge exposure and gain liquid exposure to credit risk. Credit default index swaps contributed positively to performance while interest rate future positions had a negligible impact on results.
The views expressed reflect the opinions of Wellington Management Company, LLP as of the date of this report and are subject to change based on what we consider to be changes in market, economic or other conditions. These views are not intended to be a forecast of future events and are no guarantee of future results.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative index. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Cumulative Total Returns
For the Period Ended July 31, 2026		 Since Inception
(September 23, 2025)
Fund 0.09%
Bloomberg US Aggregate Bond Index 0.28%
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, 2026
Fund's net assets $61,972,942
Total number of portfolio holdings (excluding derivatives, if any) 168
Total investment management fees paid $229,035
Portfolio turnover rate (excludes in-kind creation or redemption transactions, if any)* 808%
*
Reflects rate for the period of September 23, 2025 through July 31, 2026.
Graphical Representation of Holdings
as of July 31, 2026
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Security Type
Corporate Bonds 43.9 %
U.S. Government Securities 36.7 %
Foreign Government Obligations 0.6 %
Short-Term Investments 19.2 %
Other Assets & Liabilities -0.4 %
Total 100.0 %
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_ADYNB_0726
HF_Logo_Tag
Annual Shareholder Report
July 31, 2026
Hartford Large Cap Growth ETF
HFGO/Cboe BZX
This annual shareholder report contains important information about the Hartford Large Cap Growth ETF (the "Fund") for the period of August 1, 2025 to July 31, 2026. You can find additional information about the Fund at hartfordfunds.com/reports-etf. You can also request this information by contacting us by calling 1‑800‑456‑7526.
What were the Fund costs for the last year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment Costs paid as a percentage
of a $10,000 investment
Hartford Large Cap Growth ETF $62 0.59%
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
United States (U.S.) equities, as measured by the Russell 1000 Growth Index, posted positive results for the twelve-month period ending July 31, 2026. The performance described below is relative to the Russell 1000 Growth Index, the Fund’s performance benchmark.
Top Contributors to Performance
  • Security selection was the primary driver of the Fund’s positive performance specifically stock selection in the Information Technology sector.
  • The largest individual relative contributors during the period included an out of benchmark allocation to ARM Holdings (Information Technology) and an underweight to Micron Technology (Information Technology).
Top Detractors to Performance
  • Sector allocation, a result of the Fund’s bottom-up stock selection process, detracted from returns. Allocation effect was driven by our underweight to Health Care and Industrials and overweight to Real Estate.
  • The largest individual relative detractors during the period included an underweight to Apple (Information Technology) and an overweight to Netflix (Communication Services).
The views expressed reflect the opinions of Wellington Management Company, LLP as of the date of this report and are subject to change based on what we consider to be changes in market, economic or other conditions. These views are not intended to be a forecast of future events and are no guarantee of future results.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative indices. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Average Annual Total Returns
For the Periods Ended July 31, 2026		 1 Year Since Inception
(November 09, 2021)
Fund 8.74% 7.38%
Russell 1000 Growth Index 8.03% 10.56%
Russell 1000 Index 18.94% 11.22%
The Russell 1000 Growth Index serves as the Fund's performance index and the Russell 1000 Index serves as the Fund's regulatory index and provides a broad measure of market performance.
The Fund’s past performance is not a good predictor of the Fund’s future performance. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Visit hartfordfunds.com for the most recent performance information.
Key Fund Statistics
as of July 31, 2026
Fund's net assets $200,832,093
Total number of portfolio holdings (excluding derivatives, if any) 50
Total investment management fees paid $1,071,403
Portfolio turnover rate (excludes in-kind creation or redemption transactions, if any) 94%
Graphical Representation of Holdings
as of July 31, 2026
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Sector *
Information Technology 56.2 %
Communication Services 20.2 %
Consumer Discretionary 8.2 %
Health Care 6.8 %
Industrials 4.7 %
Financials 2.1 %
Energy 0.4 %
Short-Term Investments 0.7 %
Other Assets & Liabilities 0.7 %
Total 100.0 %
​*
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information, please visit the Fund’s website at the website address included at the beginning of this report.
The ETFs are distributed by ALPS Distributors, Inc. (ALPS).
AR_AHFGO_0726
HF_Logo_Tag

Annual Shareholder Report

July 31, 2026

Hartford Municipal Opportunities ETF
HMOP/NYSE Arca
This annual shareholder report contains important information about the Hartford Municipal Opportunities ETF (the "Fund") for the period of August 1, 2025 to July 31, 2026. You can find additional information about the Fund at hartfordfunds.com/reports-etf. You can also request this information by contacting us by calling 1‑800‑456‑7526.
What were the Fund costs for the last year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment Costs paid as a percentage
of a $10,000 investment
Hartford Municipal Opportunities ETF $30 0.29%
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
United States (U.S.) fixed income sectors generated positive total returns during the trailing twelve-month period ended July 31, 2026. The period was defined by elevated macro uncertainty, with increasingly divergent regional policy paths, persistent inflation, and shifting geopolitical risks. On an excess return basis, credit sectors produced positive returns over duration-equivalent government bonds on tighter spreads, strong investor demand, and positive fund flows. Most developed markets’ sovereign yields finished the period higher, though the move was not uniform. U.S. Treasury yields were volatile throughout the period as markets balanced resilient economic growth, persistent inflation, and evolving expectations for Federal Reserve policy. The performance described below is relative to the Bloomberg Municipal 1-15 Year Blend (1-17) Index, the Fund’s performance benchmark.
Top Contributors to Performance
  • Security selection within High-Yield Healthcare and Investment-Grade Industrial Development sectors contributed meaningfully to performance during the period.
  • Duration and yield curve positioning also contributed to performance, as we were overweight longer maturities while yields rallied during the period.
Top Detractors to Performance
  • Our underweight allocation within Investment-Grade General Obligation (GO) bonds detracted from performance, specifically within the local and state GO sectors during the period.
  • Our underweight allocation within Investment-Grade Sewer and Water, multiple Utilities, Transportation, and Lease sectors also detracted from performance during the period.
The views expressed reflect the opinions of Wellington Management Company, LLP as of the date of this report and are subject to change based on what we consider to be changes in market, economic or other conditions. These views are not intended to be a forecast of future events and are no guarantee of future results.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative indices. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Average Annual Total Returns
For the Periods Ended July 31, 2026		 1 Year 5 Years Since Inception
(December 13, 2017)
Fund 4.65% 0.98% 2.58%
Bloomberg Municipal Bond 1-15 Year Blend (1-17) Index 3.64% 0.87% 2.14%
Bloomberg Municipal Bond Index 5.26% 0.51% 2.16%
The Bloomberg Municipal Bond 1-15 Year Blend (1-17) Index serves as the Fund's performance index and the Bloomberg Municipal Bond Index serves as the Fund's regulatory index and provides a broad measure of market performance.
The Fund’s past performance is not a good predictor of the Fund’s future performance. The graph and table do not reflect the deduction of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Visit hartfordfunds.com for the most recent performance information.
Key Fund Statistics
as of July 31, 2026
Fund's net assets $784,488,265
Total number of portfolio holdings (excluding derivatives, if any) 624
Total investment management fees paid $1,972,452
Portfolio turnover rate (excludes in-kind creation or redemption transactions, if any) 36%
Graphical Representation of Holdings
as of July 31, 2026
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by State
Texas 10.5 %
Illinois 8.4 %
Alabama 7.5 %
New York 5.8 %
California 5.5 %
Wisconsin 4.5 %
Massachusetts 4.3 %
Georgia 3.3 %
Florida 3.2 %
Washington 3.2 %
Other Non-Municipal Bonds 1.9 %
Other Municipal Bonds* 38.4 %
Short-Term Investments 0.8 %
Other Assets & Liabilities 2.7 %
Total 100.0 %
*
Ten largest state allocations are presented. Additional state allocations are found in Other Municipal Bonds.
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information, please visit the Fund’s website at the website address included at the beginning of this report.
The ETFs are distributed by ALPS Distributors, Inc. (ALPS).
AR_AHMOP_0726
HF_Logo_Tag
Annual Shareholder Report
July 31, 2026
Hartford Schroders Tax-Aware Bond ETF
HTAB/NYSE Arca
This annual shareholder report contains important information about the Hartford Schroders Tax-Aware Bond ETF (the "Fund") for the period of August 1, 2025 to July 31, 2026. You can find additional information about the Fund at hartfordfunds.com/reports-etf. You can also request this information by contacting us by calling 1‑800‑456‑7526.
This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment Costs paid as a percentage
of a $10,000 investment
Hartford Schroders Tax-Aware Bond ETF $40 0.39%
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
United States (U.S.) fixed income sectors, as measured by the Bloomberg Aggregate Bond Index, generated positive total returns during the trailing twelve-month period ending July 31, 2026. Credit sectors produced positive excess returns over duration-equivalent government bonds despite spreads remaining relatively unchanged for the period as the extra income earned resulted in outperformance relative to duration-neutral Treasuries. Other risk assets such as Agency Mortgages were notably ahead of credit as lower rate volatility was supportive. Tax-Exempt Municipals were generally the best Investment-Grade sector in terms of excess returns to Treasuries as elevated yields attracted consistent cash flows into the sector despite heavy supply. The performance described below is relative to the Bloomberg Municipal Bond Index, the Fund’s performance benchmark.
Top Contributors to Performance
  • Sector selection within the Tax-Exempt Municipal sector was materially positive with the underweight to GO (General Obligation) bonds, overweight to Federal Agency, overweight to Corporate-Supported and overweight to Health Care sectors, notable contributors. The additional yield pick-up for the structured sectors such as Federal Agency and Corporate-Supported was attractive and new issuance was sufficient to meet demand.
  • Duration impacts were notably positive as yields rose modestly over the period and the portfolio benefitted from a shorter duration relative to the benchmark.
  • Yield curve impacts were also notably positive as being overweight at longer maturities in a flattening curve environment was constructive.
Top Detractors to Performance
  • Security selection within Tax-Exempt Municipals was notably negative with GO’s, Health Care and Utilities, the largest detractors. The impact was spread across multiple issuers although Texas school district bonds were notable as possible reductions in state income taxes were viewed as a negative for the sector.
  • Tax-Exempt Federal Agency, Utilities, Transportation and Sales Tax Revenue also detracted as a result of security selection. With higher yields over the period, the longer duration of the sectors contributed negatively.
The views expressed in this section reflect the opinions of the Fund's sub-adviser, Schroder Investment Management North America Ltd. as of the date of this report and are subject to change based on changes in market, economic or other conditions. These views are not intended to be a forecast of future events and are no guarantee of future results.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative index. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Average Annual Total Returns
For the Periods Ended July 31, 2026		 1 Year 5 Years Since Inception
(April 18, 2018)
Fund 5.91% 0.42% 2.13%
Bloomberg Municipal Bond Index 5.26% 0.51% 2.32%
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, 2026
Fund's net assets $288,206,377
Total number of portfolio holdings 173
Total investment management fees paid $1,261,819
Portfolio turnover rate (excludes in-kind creation or redemption transactions, if any) 59%
Graphical Representation of Holdings
as of July 31, 2026
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Security Type
Municipal Bonds 73.6 %
U.S. Government Securities 5.8 %
U.S. Government Agencies^ 4.6 %
Corporate Bonds 2.9 %
Short-Term Investments 12.0 %
Other Assets & Liabilities 1.1 %
Total 100.0 %
​^
All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities.
Material Fund Changes
This is a summary of certain changes to the Fund since August 1, 2025. For more complete information, you may review the Fund's prospectus dated November 26, 2025, which is currently available at hartfordfunds.com/reports-etf or upon request by calling 1-800-456-7526 or sending an e-mail to orders@mysummaryprospectus.com.
Effective as of November 26, 2025, the Fund’s principal investment strategy was revised to remove the reference to investments in to-be-announced transactions (TBAs). In addition, “To-Be-Announced (TBA) Transactions Risk” was removed from the principal risk of the Fund and designated instead as a secondary risk.
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information, please visit the Fund’s website at the website address included at the beginning of this report.
The ETFs are distributed by ALPS Distributors, Inc. (ALPS).
AR_AHTAB_0726
HF_Logo_Tag
Annual Shareholder Report
July 31, 2026
Hartford Strategic Income ETF
HFSI/Cboe BZX
This annual shareholder report contains important information about the Hartford Strategic Income ETF (the "Fund") for the period of August 1, 2025 to July 31, 2026. You can find additional information about the Fund at hartfordfunds.com/reports-etf. You can also request this information by contacting us by calling 1‑800‑456‑7526.
This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment Costs paid as a percentage
of a $10,000 investment
Hartford Strategic Income ETF $50 0.49%
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
United States (U.S.) fixed income sectors generated positive total returns during the trailing twelve-month period ended July 31, 2026. The period was defined by elevated macro uncertainty, with increasingly divergent regional policy paths, persistent inflation, and shifting geopolitical risks. On an excess return basis, credit sectors produced positive returns over duration-equivalent government bonds on tighter spreads, strong investor demand, and positive fund flows. Most developed markets’ sovereign yields finished the period higher, though the move was not uniform. U.S. Treasury yields were volatile throughout the period as markets balanced resilient economic growth, persistent inflation, and evolving expectations for Federal Reserve policy. The performance described below is relative to the Bloomberg US Aggregate Index, the Fund’s performance benchmark.
Top Contributors to Performance
  • An allocation to High Yield was the top positive contributor to relative performance, led by Industrials and Financials. The Fund’s modest allocation to convertible bonds focused on digitization and healthcare innovation themes also aided relative performance. An allocation to Bank Loans had a positive impact on results.
  • The Fund’s exposure to Emerging Market (EM) debt, both EM Corporate and select EM Sovereign debt, had a positive impact on relative performance amid spread narrowing.
  • The Fund’s allocation to structured finance sectors had a positive impact on results. The Fund’s positioning within Non-Agency Residential Mortgage-Backed Securities (RMBS) benefited relative performance. Exposure to other securitized sectors including Commercial Mortgage-Backed Securities (CMBS), and Asset-Backed Securities (ABS) also contributed positively to relative results.
  • The Fund implemented tactical duration and yield curve positioning relative to the benchmark which helped results over the period.
Top Detractors to Performance
  • The Fund’s underweight positioning to agency MBS passthroughs hurt relative results.
  • The Fund’s underweight positioning to Investment Grade Credit negatively affected relative performance.
During the period, the Fund used futures, currency forwards and currency options to implement non-U.S. rate and currency positions and also made use of interest rate swaps and total return swaps to manage interest rate risk and duration of the portfolio. This derivative positioning aided relative results, in aggregate. Credit swaps (CDS, CDX and iTRAXX) were used to manage credit exposure and overall portfolio risk. High yield credit derivative positions contributed positively to results.
The views expressed reflect the opinions of Wellington Management Company, LLP as of the date of this report and are subject to change based on what we consider to be changes in market, economic or other conditions. These views are not intended to be a forecast of future events and are no guarantee of future results.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative index. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Average Annual Total Returns
For the Periods Ended July 31, 2026		 1 Year Since Inception
(September 21, 2021)
Fund 5.10% 2.55%
Bloomberg US Aggregate Bond Index 2.71% -0.42%
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, 2026
Fund's net assets $1,072,099,870
Total number of portfolio holdings 1,412
Total investment management fees paid $2,587,946
Portfolio turnover rate (excludes to be announced (TBA) roll transactions,
and in-kind creation or redemption
transactions, if any)		 211%
Graphical Representation of Holdings
as of July 31, 2026
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Security Type
U.S. Government Securities 23.9 %
Corporate Bonds 23.2 %
U.S. Government Agencies^ 20.8 %
Asset-Backed & Commercial Mortgage-Backed Securities 18.9 %
Senior Floating Rate Interests 10.8 %
Foreign Government Obligations 5.6 %
Convertible Bonds 3.0 %
Preferred Stocks 0.8 %
Exchange-Traded Funds 0.4 %
Common Stocks 0.0 %†
Convertible Preferred Stocks 0.0 %†
Purchased Options 0.0 %†
Warrants 0.0 %†
Short-Term Investments 6.1 %
Other Assets & Liabilities -13.5 %
Total 100.0 %
​^
All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities.
​†
Percentage rounds to zero.
Material Fund Changes
This is a summary of certain changes to the Fund since August 1, 2025. For more complete information, you may review the Fund's prospectus dated November 26, 2025, which is currently available at hartfordfunds.com/reports-etf or upon request by calling 1-800-456-7526 or sending an e-mail to orders@mysummaryprospectus.com.
Effective as of November 26, 2025, “Counterparty Risk” was added as a principal risk of the Fund.
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information, please visit the Fund’s website at the website address included at the beginning of this report.
The ETFs are distributed by ALPS Distributors, Inc. (ALPS).
AR_AHFSI_0726
HF_Logo_Tag

Annual Shareholder Report

July 31, 2026

Hartford Total Return Bond ETF
HTRB/NYSE Arca
This annual shareholder report contains important information about the Hartford Total Return Bond ETF (the "Fund") for the period of August 1, 2025 to July 31, 2026. You can find additional information about the Fund at hartfordfunds.com/reports-etf. You can also request this information by contacting us by calling 1‑800‑456‑7526.
This report describes changes to the Fund that occurred during the reporting period.
What were the Fund costs for the last year?
(Based on a hypothetical $10,000 investment)
Fund Name Costs of a $10,000 investment Costs paid as a percentage
of a $10,000 investment
Hartford Total Return Bond ETF $29 0.29%
How did the Fund perform last year and what impacted its performance?
Management's Discussion of Fund Performance
United States (U.S.) fixed income sectors generated positive total returns during the trailing twelve-month period ended July 31, 2026. The period was defined by elevated macro uncertainty, with increasingly divergent regional policy paths, persistent inflation, and shifting geopolitical risks. On an excess return basis, credit sectors produced positive returns over duration-equivalent government bonds on tighter spreads, strong investor demand, and positive fund flows. Most developed markets’ sovereign yields finished the period higher, though the move was not uniform. U.S. Treasury yields were volatile throughout the period as markets balanced resilient economic growth, persistent inflation, and evolving expectations for Federal Reserve policy. The performance described below is relative to the Bloomberg US Aggregate Bond Index, the Fund’s performance benchmark.
Top Contributors to Performance
  • The Fund’s allocation to structured finance was the top positive contributor to results led by an allocation to Non-Agency Residential Mortgage-Backed Securities (RMBS). Exposure to other securitized sectors including Commercial Mortgage-Backed Securities (CMBS), Collateralized Loan Obligations (CLOs), and Asset-Backed Securities (ABS) contributed positively to relative performance. Positioning within agency MBS also benefited results despite an increase in volatility.
  • Out-of-benchmark exposure to High Yield aided results over the period, particularly Industrials.
Top Detractors to Performance
  • Duration and yield curve positioning were the main detractors from relative performance.
  • The Fund’s underweight in Investment Grade Credit, particularly positioning within Industrials and Financials, detracted from relative performance.
The Fund held tactical interest rate positions during the period, including interest rate futures and swaps. Overall duration and yield curve positioning detracted from relative results. During the period, the Fund used currency forwards and options to implement non-U.S. rate and currency positions which had a negligible impact on performance, in aggregate. Credit default swaps (CDX, CDS) and credit swaps ITRAXX were used to manage credit exposure and overall portfolio risk. High yield credit default swaps positions had a positive impact on performance during the period, and investment grade CDX also had a small positive impact.
The views expressed reflect the opinions of Wellington Management Company, LLP as of the date of this report and are subject to change based on what we consider to be changes in market, economic or other conditions. These views are not intended to be a forecast of future events and are no guarantee of future results.
Comparison of Change in Value of $ 10,000 Investment
The graph below represents the hypothetical growth of a $10,000 investment in the Fund and the comparative index. The Fund’s past performance is not a good predictor of the Fund’s future performance.
Fund Performance - Growth of 10K
Average Annual Total Returns
For the Periods Ended July 31, 2026		 1 Year 5 Years Since Inception
(September 27, 2017)
Fund 3.07% -0.08% 2.03%
Bloomberg US Aggregate Bond Index 2.71% -0.40% 1.54%
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, 2026
Fund's net assets $2,208,622,351
Total number of portfolio holdings 1,799
Total investment management fees paid $6,287,749
Portfolio turnover rate (excludes to be announced (TBA) roll transactions,
and in-kind creation or redemption
transactions, if any)		 94%
Graphical Representation of Holdings
as of July 31, 2026
The table below shows the investment makeup of the Fund, representing the percentage of net assets of the Fund.
Composition by Security Type
U.S. Government Agencies^ 42.6 %
U.S. Government Securities 30.7 %
Asset-Backed & Commercial Mortgage-Backed Securities 22.8 %
Corporate Bonds 17.7 %
Foreign Government Obligations 2.2 %
Senior Floating Rate Interests 1.1 %
Convertible Bonds 0.1 %
Municipal Bonds 0.0 %†
Preferred Stocks 0.0 %†
Short-Term Investments 0.3 %
Other Assets & Liabilities -17.5 %
Total 100.0 %
​^
All, or a portion of the securities categorized as U.S. Government Agencies, were agency mortgage-backed securities.
​†
Percentage rounds to zero.
Material Fund Changes
This is a summary of certain changes to the Fund since August 1, 2025. For more complete information, you may review the Fund's prospectus dated November 26, 2025, which is currently available at hartfordfunds.com/reports-etf or upon request by calling 1-800-456-7526 or sending an e-mail to orders@mysummaryprospectus.com.
Effective as of November 26, 2025, “Counterparty Risk” was added as a principal risk of the Fund.
Availability of Additional Information
For additional information about the Fund, including its prospectus, financial information, holdings, and proxy voting information, please visit the Fund’s website at the website address included at the beginning of this report.
The ETFs are distributed by ALPS Distributors, Inc. (ALPS).
AR_AHTRB_0726

(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)

Audit Fees: 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:

$277,212 for the fiscal year ended July 31, 2026; $237,490 for the fiscal year ended July 31, 2025.

 

  (b)

Audit-Related Fees: 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:

$56,000 for the fiscal year ended July 31, 2026; $0 for the fiscal year ended July 31, 2025. Audit related services are for SAS 100 procedures, N-14 consent, and consent for certain out of cycle registration statements.

 

  (c)

Tax Fees: 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:

$81,765 for the fiscal year ended July 31, 2026; $69,888 for the fiscal year ended July 31, 2025. Tax-related services are principally in connection with, but not limited to, general tax compliance services and excise tax review.

 

  (d)

All Other Fees: 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:

$219 for the fiscal year ended July 31, 2026; $209 for the fiscal year ended July 31, 2025. These fees were principally in connection with, but not limited to, general audit related products and services and an accounting research tool subscription.

 

(e)   

  

(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 Directors (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.

 

(e)   

  

(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)

Less than 50% of the hours expended on the principal accountant’s engagement to audit the registrant’s financial statements for the fiscal year ended July 31, 2026 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: $81,984 for the fiscal year ended July 31, 2026; $70,097 for the fiscal year ended July 31, 2025.

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 $1,199 for the fiscal year ended July 31, 2026 and $121,499 for the fiscal year ended July 31, 2025.

 

  (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.

 
Hartford Active ETFs
Annual Financial Statements
and Other Information
July 31, 2026  
◼Hartford AAA CLO ETF
◼Hartford Alpha Capture Value ETF1
◼Hartford Core Bond ETF
◼Hartford Dynamic Bond ETF
◼Hartford Large Cap Growth ETF
◼Hartford Municipal Opportunities ETF
◼Hartford Schroders Tax-Aware Bond ETF
◼Hartford Strategic Income ETF
◼Hartford Total Return Bond ETF
 
1
Formerly, Hartford Quality Value ETF
Hartford Active ETFs
Table of Contents 
 
 
    Please note that this report includes responses to Items 7-11 of Form N-CSR, which is a reporting form filed with
the U.S. Securities and Exchange Commission by mutual funds and exchange traded funds. Certain Form N-CSR
items listed below may not be applicable.
 
 
 
3
7
9
21
26
28
38
42
70
96
 
97
97
97
97
97
98
98
98
98
 
99
99
99
99
99
100
100
100
100
 
101
101
102
102
103
103
104
104
Hartford Active ETFs
 
 
105
 
106
106
106
106
106
107
107
107
108
109
132
133
134
135
136
137
Item 7. Financial Statements and Financial Highlights for Open-End Management Investment Companies.
Hartford AAA CLO ETF
Schedule of Investments
July 31, 2026  
 
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 97.0%
Asset-Backed - Finance & Insurance - 18.2%
$  1,000,000
720 East CLO IV Ltd. Series 2024-1A, 4.93%,
07/15/2039, 3 mo. USD Term SOFR +
1.26%(1)(2)
$999,927
260,000
AB BSL CLO 6 Ltd. Series 2025-6A, 5.32%,
07/20/2039, 3 mo. USD Term SOFR +
1.55%(1)(2)
260,304
500,000
AGL CLO 21 Ltd. Series 2022-21A, 5.38%,
10/21/2037, 3 mo. USD Term SOFR +
1.65%(1)(2)
500,572
1,000,000
Bain Capital Credit CLO Ltd. Series 2024-1A,
4.96%, 04/16/2039, 3 mo. USD Term SOFR +
1.17%(1)(2)
998,687
500,000
Ballyrock CLO 22 Ltd. Series 2024-22A, 4.83%,
07/15/2039, 3 mo. USD Term SOFR +
1.20%(1)(2)
499,967
1,050,000
Barings CLO Ltd. Series 2024-1A, 5.33%,
01/20/2039, 3 mo. USD Term SOFR +
1.60%(1)(2)
1,050,848
500,000
Benefit Street Partners CLO XVII Ltd. Series
2019-17A, 5.50%, 10/15/2037, 3 mo. USD
Term SOFR + 1.75%(1)(2)
500,804
1,000,000
Benefit Street Partners CLO XXXV Ltd. Series
2024-35A, 5.25%, 07/25/2039, 3 mo. USD
Term SOFR + 1.50%(1)(2)
1,001,355
Carlyle U.S. CLO Ltd.
1,100,000
Series 2022-3A, 4.89%, 04/20/2039, 3 mo.
USD Term SOFR + 1.16%(1)(2)
1,098,574
800,000
Series 2021-11AR, 5.58%, 07/25/2039, 3 mo.
USD Term SOFR + 1.80%(1)(2)
800,000
490,000
CBAM Ltd. Series 2017-1A, 5.53%, 01/20/2038,
3 mo. USD Term SOFR + 1.80%(1)(2)
491,615
CIFC Funding Ltd.
500,000
Series 2014-2RA, 5.53%, 10/24/2037, 3 mo.
USD Term SOFR + 1.75%(1)(2)
501,119
800,000
Series 2017-3A, 5.57%, 04/20/2037, 3 mo.
USD Term SOFR + 1.92%(1)(2)
799,982
1,100,000
Elmwood CLO 20 Ltd. Series 2022-7A, 4.93%,
01/20/2039, 3 mo. USD Term SOFR +
1.20%(1)(2)
1,100,795
1,000,000
Flatiron CLO 24 Ltd. Series 2023-2A, 4.94%,
01/15/2039, 3 mo. USD Term SOFR +
1.19%(1)(2)
1,000,722
250,000
GoldenTree Loan Management U.S. CLO 19 Ltd.
Series 2024-19A, 4.88%, 07/20/2039, 3 mo.
USD Term SOFR + 1.15%(1)(2)
249,871
500,000
Golub Capital Partners CLO 74 B Ltd. Series
2024-74A, 5.41%, 07/25/2037, 3 mo. USD
Term SOFR + 1.60%(1)(2)
500,496
680,000
Madison Park Funding LXVII Ltd. Series
2024-67AR, 5.66%, 07/25/2039, 3 mo. USD
Term SOFR + 1.85%(1)(2)
679,999
500,000
Magnetite LI Ltd. Series 2025-51A, 5.01%,
10/25/2038, 3 mo. USD Term SOFR +
1.20%(1)(2)
500,934
1,000,000
Magnetite LII Ltd. Series 2025-52A, 5.33%,
01/25/2039, 3 mo. USD Term SOFR +
1.52%(1)(2)
1,000,715
1,000,000
Magnetite XXVII Ltd. Series 2020-27A, 4.96%,
10/20/2038, 3 mo. USD Term SOFR +
1.23%(1)(2)
1,001,650
OCP CLO Ltd.
500,000
Series 2025-48A, 4.95%, 12/15/2038, 3 mo.
USD Term SOFR + 1.20%(1)(2)
501,085
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 97.0% -
(continued)
Asset-Backed - Finance & Insurance - 18.2% - (continued)
$  400,000
Series 2015-10A, 5.46%, 01/26/2038, 3 mo.
USD Term SOFR + 1.65%(1)(2)
$400,466
260,000
OHA Credit Funding 15-R Ltd. Series
2023-15RA, 5.38%, 07/20/2038, 3 mo. USD
Term SOFR + 1.65%(1)(2)
260,899
500,000
OHA Credit Partners XI Ltd. Series 2015-11A,
4.93%, 07/20/2039, 3 mo. USD Term SOFR +
1.20%(1)(2)
500,663
1,000,000
OHA Loan Funding Ltd. Series 2015-1A, 4.98%,
10/19/2038, 3 mo. USD Term SOFR +
1.25%(1)(2)
1,002,132
500,000
RR 16 Ltd. Series 2021-16A, 4.91%, 07/15/2041,
3 mo. USD Term SOFR + 1.22%(1)(2)
500,910
500,000
Sixth Street CLO XVI Ltd. Series 2020-16A,
4.90%, 01/21/2039, 3 mo. USD Term SOFR +
1.17%(1)(2)
499,237
1,000,000
Sixth Street CLO XXIV Ltd. Series 2024-24A,
4.99%, 04/23/2037, 3 mo. USD Term SOFR +
1.24%(1)(2)
1,003,417
 
20,207,745
Other Asset-Backed Securities - 78.8%
720 East CLO Ltd.
420,000
Series 2023-IA, 5.12%, 04/15/2038, 3 mo.
USD Term SOFR + 1.37%(1)(2)
420,708
1,000,000
Series 2023-2A, 5.20%, 10/15/2038, 3 mo.
USD Term SOFR + 1.45%(1)(2)
994,532
880,000
720 East CLO VI Ltd. Series 2024-3A, 5.09%,
01/20/2038, 3 mo. USD Term SOFR +
1.36%(1)(2)
881,244
2,000,000
AGL CLO 3 Ltd. Series 2020-3A, 4.90%,
04/15/2038, 3 mo. USD Term SOFR +
1.15%(1)(2)
1,996,312
1,000,000
AGL CLO 33 Ltd. Series 2024-33A, 5.08%,
07/21/2037, 3 mo. USD Term SOFR +
1.35%(1)(2)
1,000,007
AIMCO CLO
1,000,000
Series 2017-AA, 4.87%, 01/20/2038, 3 mo.
USD Term SOFR + 1.14%(1)(2)
1,001,462
375,000
Series 2018-AA, 5.06%, 10/17/2037, 3 mo.
USD Term SOFR + 1.31%(1)(2)
375,536
400,000
Allegany Park CLO Ltd. Series 2019-1A, 4.83%,
01/20/2035, 3 mo. USD Term SOFR +
1.10%(1)(2)
400,410
1,000,000
Apidos CLO Ltd. Series 2024-50A, 5.07%,
01/20/2038, 3 mo. USD Term SOFR +
1.34%(1)(2)
1,002,085
675,000
Apidos CLO XLVI Ltd. Series 2023-46A, 5.18%,
10/24/2038, 3 mo. USD Term SOFR +
1.40%(1)(2)
675,088
600,000
Apidos CLO XXVIII Ltd. Series 2017-28A, 5.38%,
10/20/2038, 3 mo. USD Term SOFR +
1.65%(1)(2)
601,386
1,000,000
Apidos CLO XXXIX Ltd. Series 2022-39A, 4.96%,
10/21/2038, 3 mo. USD Term SOFR +
1.23%(1)(2)
1,000,792
800,000
Ares Loan Funding VI Ltd. Series 2024-ALF6AR,
5.55%, 07/15/2039, 3 mo. USD Term SOFR +
1.80%(1)(2)
800,801
Ares LXIII CLO Ltd.
650,000
Series 2022-63A, 5.06%, 10/15/2038, 3 mo.
USD Term SOFR + 1.31%(1)(2)
650,885
550,000
Series 2022-63A, 5.35%, 10/15/2038, 3 mo.
USD Term SOFR + 1.60%(1)(2)
551,436
The accompanying notes are an integral part of these financial statements.
 
3
Hartford AAA CLO ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 97.0% -
(continued)
Other Asset-Backed Securities - 78.8% - (continued)
Ares XLIII CLO Ltd.
$  500,000
Series 2017-43A, 5.10%, 01/15/2038, 3 mo.
USD Term SOFR + 1.35%(1)(2)
$501,028
450,000
Series 2017-43A, 5.70%, 01/15/2038, 3 mo.
USD Term SOFR + 1.95%(1)(2)
450,483
3,750,000
Ares XXVII CLO Ltd. Series 2013-2A, 4.99%,
10/28/2034, 3 mo. USD Term SOFR +
1.15%(1)(2)
3,753,127
1,350,000
Bain Capital Credit CLO Ltd. Series 2023-1A,
5.19%, 07/16/2038, 3 mo. USD Term SOFR +
1.40%(1)(2)
1,353,143
675,000
Ballyrock CLO 15 Ltd. Series 2021-1A, 5.60%,
01/15/2038, 3 mo. USD Term SOFR +
1.85%(1)(2)
675,499
1,000,000
Ballyrock CLO 16 Ltd. Series 2021-16A, 4.88%,
04/20/2038, 3 mo. USD Term SOFR +
1.15%(1)(2)
1,000,630
1,000,000
Ballyrock CLO 17 Ltd. Series 2021-17A, 5.23%,
10/20/2038, 3 mo. USD Term SOFR +
1.50%(1)(2)
1,000,876
600,000
Ballyrock CLO 21 Ltd. Series 2022-21A, 5.29%,
10/20/2037, 3 mo. USD Term SOFR +
1.56%(1)(2)
600,640
Barings CLO Ltd.
500,000
Series 2020-1A, 5.01%, 01/15/2038, 3 mo.
USD Term SOFR + 1.26%(1)(2)
501,159
850,000
Series 2020-4A, 5.10%, 10/20/2037, 3 mo.
USD Term SOFR + 1.37%(1)(2)
852,037
1,000,000
Series 2019-2A, 5.10%, 01/15/2038, 3 mo.
USD Term SOFR + 1.35%(1)(2)
1,001,304
1,195,000
Benefit Street Partners CLO IV Ltd. Series
2014-IVA, 4.98%, 10/20/2038, 3 mo. USD
Term SOFR + 1.25%(1)(2)
1,196,398
500,000
Benefit Street Partners CLO XXXVIII Ltd. Series
2024-38A, 5.12%, 01/25/2038, 3 mo. USD
Term SOFR + 1.31%(1)(2)
500,783
698,884
Blackrock DLF IX-L CLO LP Series 2023-2A,
6.11%, 10/20/2033, 3 mo. USD Term SOFR +
2.38%(1)(2)
699,668
650,000
Carlyle Global Market Strategies CLO Ltd. Series
2016-3A, 5.53%, 07/20/2034, 3 mo. USD Term
SOFR + 1.80%(1)(2)
650,324
Carlyle U.S. CLO Ltd.
840,000
Series 2017-2AR, 4.95%, 07/20/2037, 3 mo.
USD Term SOFR + 1.22%(1)(2)
841,647
1,000,000
Series 2021-6A, 5.04%, 01/15/2038, 3 mo.
USD Term SOFR + 1.29%(1)(2)
1,001,877
500,000
Series 2021-1A, 5.75%, 01/15/2040, 3 mo.
USD Term SOFR + 2.00%(1)(2)
500,231
CIFC Funding Ltd.
500,000
Series 2023-3A, 4.93%, 01/20/2039, 3 mo.
USD Term SOFR + 1.20%(1)(2)
499,741
1,000,000
Series 2019-4A, 5.05%, 07/15/2038, 3 mo.
USD Term SOFR + 1.30%(1)(2)
1,001,541
1,100,000
Series 2021-3A, 5.20%, 10/15/2038, 3 mo.
USD Term SOFR + 1.45%(1)(2)
1,102,474
825,000
Series 2019-6A, 5.24%, 07/16/2037, 3 mo.
USD Term SOFR + 1.45%(1)(2)
825,299
1,000,000
Series 2018-2A, 5.33%, 10/20/2037, 3 mo.
USD Term SOFR + 1.60%(1)(2)
1,001,161
250,000
Series 2021-4A, 5.65%, 07/23/2037, 3 mo.
USD Term SOFR + 1.90%(1)(2)
249,822
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 97.0% -
(continued)
Other Asset-Backed Securities - 78.8% - (continued)
$  1,000,000
CTM CLO Ltd. Series 2025-1A, 5.25%,
07/15/2038, 3 mo. USD Term SOFR +
1.50%(1)(2)
$1,003,110
1,000,000
Danby Park CLO Ltd. Series 2022-1A, 5.09%,
10/21/2037, 3 mo. USD Term SOFR +
1.36%(1)(2)
1,001,040
1,000,000
Dryden 94 CLO Ltd. Series 2022-94A, 5.11%,
10/15/2037, 3 mo. USD Term SOFR +
1.36%(1)(2)
1,001,905
1,000,000
Elmwood CLO 14 Ltd. Series 2022-1A, 5.03%,
10/20/2038, 3 mo. USD Term SOFR +
1.30%(1)(2)
1,001,985
1,000,000
Elmwood CLO 19 Ltd. Series 2022-6A, 4.99%,
10/17/2038, 3 mo. USD Term SOFR +
1.24%(1)(2)
1,001,230
1,000,000
Elmwood CLO II Ltd. Series 2019-2A, 5.08%,
10/20/2037, 3 mo. USD Term SOFR +
1.35%(1)(2)
1,001,001
1,000,000
Elmwood CLO X Ltd. Series 2021-3A, 5.03%,
07/20/2038, 3 mo. USD Term SOFR +
1.30%(1)(2)
1,002,375
550,000
Flatiron CLO 20 Ltd. Series 2020-1A, 5.09%,
11/20/2038, 3 mo. USD Term SOFR +
1.45%(1)(2)
551,157
1,000,000
Flatiron RR CLO Ltd. Series 2024-3A, 5.09%,
10/18/2037, 3 mo. USD Term SOFR +
1.36%(1)(2)
1,001,197
440,000
Franklin Park Place CLO VI LLC Series 2025-1A,
5.75%, 07/15/2038, 3 mo. USD Term SOFR +
2.00%(1)(2)
440,242
500,000
Galaxy XXV CLO Ltd. Series 2018-25A, 4.92%,
04/25/2036, 3 mo. USD Term SOFR +
1.11%(1)(2)
500,289
500,000
Kennedy Lewis CLO 8 Ltd. Series 8A, 5.83%,
01/20/2038, 3 mo. USD Term SOFR +
2.10%(1)(2)
499,890
1,000,000
Kennedy Lewis CLO 9 Ltd. Series 9A, 5.08%,
01/20/2038, 3 mo. USD Term SOFR +
1.35%(1)(2)
1,001,344
320,000
Kennedy Lewis CLO 10 Ltd. Series 2022-10A,
5.53%, 01/22/2038, 3 mo. USD Term SOFR +
1.80%(1)(2)
320,352
1,000,000
GoldenTree Loan Management U.S. CLO 15 Ltd.
Series 2022-15A, 5.16%, 10/20/2038, 3 mo.
USD Term SOFR + 1.43%(1)(2)
1,002,554
900,000
GoldenTree Loan Management U.S. CLO 16 Ltd.
Series 2022-16A, 4.85%, 01/20/2038, 3 mo.
USD Term SOFR + 1.12%(1)(2)
898,189
500,000
GoldenTree Loan Management U.S. CLO 24 Ltd.
Series 2025-24A, 4.88%, 10/20/2038, 3 mo.
USD Term SOFR + 1.15%(1)(2)
499,639
300,000
Golub Capital Partners CLO 45M Ltd. Series
2019-45A, 5.35%, 07/20/2037, 3 mo. USD
Term SOFR + 1.62%(1)(2)
298,928
HLEND CLO LLC
1,000,000
Series 2023-1A, 5.17%, 10/22/2038, 3 mo.
USD Term SOFR + 1.44%(1)(2)
997,260
520,000
Series 2025-3A, 5.43%, 01/20/2037, 3 mo.
USD Term SOFR + 1.70%(1)(2)
517,448
1,075,000
Kings Park CLO Ltd. Series 2021-1A, 4.93%,
01/21/2039, 3 mo. USD Term SOFR +
1.20%(1)(2)
1,075,162
The accompanying notes are an integral part of these financial statements.
 
4
Hartford AAA CLO ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 97.0% -
(continued)
Other Asset-Backed Securities - 78.8% - (continued)
$  2,000,000
KKR CLO 52 Ltd. Series 2023-52A, 5.11%,
07/16/2038, 3 mo. USD Term SOFR +
1.32%(1)(2)
$2,007,092
550,000
Madison Park Funding LI Ltd. Series 2021-51A,
5.18%, 10/19/2038, 3 mo. USD Term SOFR +
1.45%(1)(2)
550,225
1,020,000
Madison Park Funding LXXV Ltd. Series
2025-75A, 5.20%, 01/17/2039, 3 mo. USD
Term SOFR + 1.45%(1)(2)
1,020,648
675,000
Madison Park Funding XVII Ltd. Series
2015-17A, 5.78%, 10/21/2037, 3 mo. USD
Term SOFR + 2.05%(1)(2)
674,471
1,000,000
Madison Park Funding XXXVII Ltd. Series
2019-37A, 5.28%, 04/15/2037, 3 mo. USD
Term SOFR + 1.53%(1)(2)
1,000,474
1,000,000
Magnetite XXVIII Ltd. Series 2020-28A, 4.99%,
01/15/2038, 3 mo. USD Term SOFR +
1.24%(1)(2)
1,002,306
250,000
Magnetite XXXVII Ltd. Series 2023-37A, 5.01%,
10/25/2038, 3 mo. USD Term SOFR +
1.20%(1)(2)
250,296
1,000,000
Neuberger Berman CLO XVI-S Ltd. Series
2017-16SA, 4.93%, 04/15/2039, 3 mo. USD
Term SOFR + 1.18%(1)(2)
999,723
1,000,000
Neuberger Berman Loan Advisers CLO 31 Ltd.
Series 2019-31A, 4.96%, 01/20/2039, 3 mo.
USD Term SOFR + 1.23%(1)(2)
1,001,030
375,000
Neuberger Berman Loan Advisers NBLA CLO 52
Ltd. Series 2022-52A, 5.78%, 10/24/2038,
3 mo. USD Term SOFR + 2.00%(1)(2)
375,174
500,000
Niagara Park CLO Ltd. Series 2019-1A, 5.75%,
01/17/2038, 3 mo. USD Term SOFR +
2.00%(1)(2)
500,549
500,000
Oak Hill Credit Partners X-R Ltd. Series
2014-10RA, 4.86%, 04/20/2038, 3 mo. USD
Term SOFR + 1.13%(1)(2)
499,647
500,000
Oaktree CLO Ltd. Series 2023-1A, 5.25%,
04/15/2038, 3 mo. USD Term SOFR +
1.50%(1)(2)
501,539
930,000
Obra CLO 2 Ltd. Series 2025-2A, 5.27%,
07/20/2038, 3 mo. USD Term SOFR +
1.54%(1)(2)
933,421
550,000
OCP Aegis CLO Ltd. Series 2025-47A, 5.13%,
01/21/2038, 3 mo. USD Term SOFR +
1.40%(1)(2)
547,736
OCP CLO Ltd.
850,000
Series 2020-18AR, 4.95%, 07/21/2039, 3 mo.
USD Term SOFR + 1.22%(1)(2)
849,975
995,000
Series 2016-12A, 5.10%, 10/18/2037, 3 mo.
USD Term SOFR + 1.37%(1)(2)
996,982
1,000,000
Series 2017-14A, 5.30%, 07/20/2037, 3 mo.
USD Term SOFR + 1.57%(1)(2)
1,001,871
500,000
Series 2017-13A, 5.73%, 11/26/2037, 3 mo.
USD Term SOFR + 2.00%(1)(2)
500,237
1,000,000
Octagon 60 Ltd. Series 2022-1A, 5.31%,
10/20/2037, 3 mo. USD Term SOFR +
1.58%(1)(2)
1,000,406
350,000
Octagon 64 Ltd. Series 2022-1A, 5.28%,
07/21/2037, 3 mo. USD Term SOFR +
1.55%(1)(2)
350,145
625,000
OHA Credit Funding 10-R Ltd. Series
2021-10RA, 4.99%, 07/18/2037, 3 mo. USD
Term SOFR + 1.26%(1)(2)
625,805
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 97.0% -
(continued)
Other Asset-Backed Securities - 78.8% - (continued)
$  780,000
OHA Credit Funding 16-R Ltd. Series
2023-16RA, 5.13%, 10/20/2038, 3 mo. USD
Term SOFR + 1.40%(1)(2)
$781,770
1,000,000
OHA Credit Funding 3 Ltd. Series 2019-3A,
5.05%, 01/20/2038, 3 mo. USD Term SOFR +
1.32%(1)(2)
1,001,206
1,000,000
OHA Credit Funding 7 Ltd. Series 2020-7A,
5.01%, 07/19/2038, 3 mo. USD Term SOFR +
1.28%(1)(2)
1,001,587
750,000
OHA Loan Funding Ltd. Series 2016-1A, 5.43%,
07/20/2037, 3 mo. USD Term SOFR +
1.70%(1)(2)
750,250
Palmer Square CLO Ltd.
1,000,000
Series 2021-3A, 5.04%, 10/15/2038, 3 mo.
USD Term SOFR + 1.29%(1)(2)
1,001,618
850,000
Series 2022-3A, 5.28%, 07/20/2037, 3 mo.
USD Term SOFR + 1.55%(1)(2)
850,345
750,000
RAD CLO 21 Ltd. Series 2023-21A, 4.88%,
01/25/2037, 3 mo. USD Term SOFR +
1.07%(1)(2)
749,391
1,000,000
RAD CLO 25 Ltd. Series 2024-25A, 5.39%,
07/20/2037, 3 mo. USD Term SOFR +
1.66%(1)(2)
1,000,594
1,000,000
RAD CLO 27 Ltd. Series 2024-27A, 5.07%,
01/15/2038, 3 mo. USD Term SOFR +
1.32%(1)(2)
1,001,157
1,000,000
Regatta 30 Funding Ltd. Series 2024-4A, 5.13%,
01/25/2038, 3 mo. USD Term SOFR +
1.32%(1)(2)
1,001,439
500,000
Regatta VII Funding Ltd. Series 2016-1A, 5.13%,
06/20/2034, 3 mo. USD Term SOFR +
1.45%(1)(2)
500,486
Regatta XIX Funding Ltd.
250,000
Series 2022-1A, 4.97%, 10/20/2038, 3 mo.
USD Term SOFR + 1.24%(1)(2)
250,246
550,000
Series 2022-1A, 5.13%, 10/20/2038, 3 mo.
USD Term SOFR + 1.40%(1)(2)
550,069
1,100,000
Regatta XXIV Funding Ltd. Series 2021-5A,
5.05%, 01/20/2038, 3 mo. USD Term SOFR +
1.32%(1)(2)
1,101,327
500,000
Regatta XXVI Funding Ltd. Series 2023-2A,
5.06%, 01/25/2039, 3 mo. USD Term SOFR +
1.25%(1)(2)
500,873
545,000
RR 27 Ltd. Series 2023-27A, 5.20%, 10/15/2040,
3 mo. USD Term SOFR + 1.45%(1)(2)
545,296
500,000
RR 38 Ltd. Series 2025-38A, 5.25%, 04/15/2040,
3 mo. USD Term SOFR + 1.50%(1)(2)
500,081
1,100,000
RR 42 Ltd. Series 2025-42A, 4.96%, 10/15/2040,
3 mo. USD Term SOFR + 1.21%(1)(2)
1,100,601
1,125,000
Sixth Street CLO 27 Ltd. Series 2024-27A,
5.09%, 01/17/2038, 3 mo. USD Term SOFR +
1.34%(1)(2)
1,126,469
1,035,000
Symetra CLO Ltd. Series 2025-1A, 5.02%,
04/20/2038, 3 mo. USD Term SOFR +
1.29%(1)(2)
1,037,551
850,000
Symphony CLO 36 Ltd. Series 2022-36A, 5.14%,
10/24/2037, 3 mo. USD Term SOFR +
1.36%(1)(2)
850,934
1,000,000
Texas Debt Capital CLO Ltd. Series 2023-1A,
5.03%, 07/20/2038, 3 mo. USD Term SOFR +
1.30%(1)(2)
1,001,494
The accompanying notes are an integral part of these financial statements.
 
5
Hartford AAA CLO ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 97.0% -
(continued)
Other Asset-Backed Securities - 78.8% - (continued)
Voya CLO Ltd.
$  560,000
Series 2019-1A, 5.12%, 10/15/2037, 3 mo.
USD Term SOFR + 1.37%(1)(2)
$560,646
550,000
Series 2022-3A, 5.13%, 10/20/2036, 3 mo.
USD Term SOFR + 1.40%(1)(2)
549,466
 
87,234,521
Total Asset-Backed & Commercial
Mortgage-Backed Securities
(cost $107,508,290)
$107,442,266
SHORT-TERM INVESTMENTS - 0.5%
Repurchase Agreements - 0.5%
588,456
Fixed Income Clearing Corp. Repurchase
Agreement dated 07/31/2026 at 3.64%, due
on 08/03/2026 with a maturity value of
$588,635; collateralized by U.S. Treasury
Note at 3.88%, maturing 04/15/2029, with a
market value of $600,359
$588,456
Total Short-Term Investments
(cost $588,456)
$588,456
Total Investments
(cost $108,096,746)
97.5
%
$108,030,722
Other Assets and Liabilities
2.5
%
2,726,772
Net Assets
100.0
%
$110,757,494
Note:
Percentage of investments as shown is the ratio of the total market value to net assets.
The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.  
(1)
Security was purchased pursuant to Rule 144A under the Securities Act of 1933
and may be sold in transactions that are exempt from registration (typically only to
qualified institutional buyers) or in a public offering registered under the Securities
Act of 1933. At July 31, 2026, the aggregate value of these securities was
$107,442,266, representing 97.0% of net assets.
(2)
Variable or floating rate securities. Interest rate resets periodically. The rate shown
is the effective interest rate as of period end. Security description also includes the
reference rate and spread if published and available. Variable rate securities with a
floor or ceiling feature are disclosed at the inherent rate, where applicable. Certain
variable rate securities are not based on a published reference rate and spread but
are determined by the issuer or agent and are based on current market conditions;
these securities do not indicate a reference rate and spread in the description. For
fixed to variable securities, the rate remains fixed until designated date stated in
security description.
†
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, 2026 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Asset-Backed & Commercial Mortgage-Backed Securities 
$107,442,266
$—
$107,442,266
$—
Short-Term Investments 
588,456
—
588,456
—
Total
$108,030,722
$—
$108,030,722
$—
 
(1)
For the year ended July 31, 2026, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.
 
6
Hartford Alpha Capture Value ETF (formerly, Hartford Quality Value ETF)
Schedule of Investments
July 31, 2026  
 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 98.6%
Automobiles & Components - 0.1%
2,303
General Motors Co.
$204,645
Banks - 5.3%
40,119
Bank of America Corp.
2,485,372
47,569
Columbia Banking System, Inc.
1,487,483
4,378
M&T Bank Corp.
1,078,258
18,433
Pinnacle Financial Partners, Inc.
1,939,704
6,654
Southstate Bank Corp.
699,269
4,150
Truist Financial Corp.
215,136
20,139
Wells Fargo & Co.
1,741,016
 
9,646,238
Capital Goods - 8.0%
6,148
AAON, Inc.
547,541
4,534
Boeing Co.*
979,979
2,579
Deere & Co.
1,528,496
1,213
General Dynamics Corp.
465,088
28,272
Ingersoll Rand, Inc.
2,357,319
5,488
JBT Marel Corp.
759,923
12,290
Mercury Systems, Inc.*
1,193,359
10,493
Otis Worldwide Corp.
754,971
6,263
PACCAR, Inc.
830,975
8,622
Regal Rexnord Corp.
1,769,493
12,508
Trex Co., Inc.*
542,347
6,457
WESCO International, Inc.
2,217,915
1,481
Westinghouse Air Brake Technologies Corp.
430,764
 
14,378,170
Commercial & Professional Services - 1.3%
6,110
Automatic Data Processing, Inc.
1,628,071
947
CACI International, Inc. Class A*
471,369
3,050
TransUnion
239,791
 
2,339,231
Consumer Discretionary Distribution & Retail - 9.0%
47,275
Amazon.com, Inc.*
12,838,945
2,343
Boot Barn Holdings, Inc.*
349,084
2,385
Dick's Sporting Goods, Inc.(1)
467,245
3,219
Pool Corp.
597,800
12,742
TJX Cos., Inc.
2,004,826
 
16,257,900
Consumer Durables & Apparel - 0.4%
12,449
Somnigroup International, Inc.(1)
813,293
Consumer Services - 0.6%
7,050
Airbnb, Inc. Class A*
1,068,216
Consumer Staples Distribution & Retail - 0.7%
13,844
Sysco Corp.
1,180,062
Energy - 5.8%
54,950
ConocoPhillips
6,620,376
10,450
Diamondback Energy, Inc.
2,120,828
25,297
Williams Cos., Inc.
1,809,747
 
10,550,951
Equity Real Estate Investment Trusts (REITs) - 3.1%
1,619
AvalonBay Communities, Inc. REIT
300,502
14,583
Crown Castle, Inc. REIT
1,112,683
6,003
Prologis, Inc. REIT
868,094
796
Public Storage REIT
258,039
9,591
Simon Property Group, Inc. REIT
2,199,888
20,286
UDR, Inc. REIT
774,114
 
5,513,320
Financial Services - 7.6%
27,685
Ally Financial, Inc.
1,199,591
1,394
American Express Co.
468,732
1,030
Blackrock, Inc.
1,123,102
2,845
KKR & Co., Inc.
288,568
Shares or Principal Amount
Market Value†
COMMON STOCKS - 98.6% - (continued)
Financial Services - 7.6% - (continued)
8,643
Morgan Stanley
$1,818,660
2,797
Morningstar, Inc.
538,618
5,311
Raymond James Financial, Inc.
934,630
3,215
S&P Global, Inc.
1,324,355
20,372
Stifel Financial Corp.
1,689,043
8,812
Visa, Inc. Class A
3,226,338
11,368
Voya Financial, Inc.
1,130,320
 
13,741,957
Food, Beverage & Tobacco - 4.2%
8,938
Archer-Daniels-Midland Co.
708,515
12,734
Constellation Brands, Inc. Class A
1,658,349
50,012
Keurig Dr. Pepper, Inc.
1,556,374
18,770
Philip Morris International, Inc.
3,581,691
 
7,504,929
Health Care Equipment & Services - 5.4%
6,797
Becton Dickinson & Co.
1,125,719
4,662
Cardinal Health, Inc.
1,072,400
3,418
Cencora, Inc.
1,064,160
2,019
Elevance Health, Inc.
758,821
3,522
HCA Healthcare, Inc.
1,417,922
2,155
Labcorp Holdings, Inc.
666,326
4,324
STERIS PLC
987,602
6,400
UnitedHealth Group, Inc.
2,652,160
 
9,745,110
Household & Personal Products - 0.7%
11,721
Kimberly-Clark Corp.
1,281,222
Insurance - 6.3%
10,719
American International Group, Inc.
842,299
15,869
Chubb Ltd.
5,564,940
16,029
Marsh & McLennan Cos., Inc.
3,040,541
20,505
MetLife, Inc.
1,971,146
 
11,418,926
Materials - 2.0%
25,378
Freeport-McMoRan, Inc.
1,589,424
50,310
James Hardie Industries PLC*
1,322,650
1,728
Reliance, Inc.
701,741
 
3,613,815
Media & Entertainment - 2.1%
4,009
Alphabet, Inc. Class A
1,427,725
24,663
Walt Disney Co.
2,372,334
 
3,800,059
Pharmaceuticals, Biotechnology & Life Sciences - 9.3%
14,545
AbbVie, Inc.
3,649,922
4,091
Danaher Corp.
797,663
2,079
Eli Lilly & Co.
2,388,438
13,462
Gilead Sciences, Inc.
1,752,887
14,657
Johnson & Johnson
3,757,322
23,118
Merck & Co., Inc.
3,009,964
17,243
Zoetis, Inc.
1,332,712
 
16,688,908
Semiconductors & Semiconductor Equipment - 3.1%
1,250
Broadcom, Inc.
486,600
21,382
Intel Corp.*
1,928,656
6,697
MKS, Inc.
1,992,023
1,082
NXP Semiconductors NV
247,951
6,350
QUALCOMM, Inc.
937,324
 
5,592,554
Software & Services - 8.2%
25,885
Microsoft Corp.
12,029,277
6,937
Roper Technologies, Inc.
2,719,096
 
14,748,373
The accompanying notes are an integral part of these financial statements.
 
7
Hartford Alpha Capture Value ETF (formerly, Hartford Quality Value ETF)
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
COMMON STOCKS - 98.6% - (continued)
Technology Hardware & Equipment - 7.1%
23,577
Apple, Inc.
$7,283,171
26,085
Cisco Systems, Inc.
3,025,599
2,104
Dell Technologies, Inc. Class C
852,899
10,223
Flex Ltd.*
1,162,866
1,565
NetApp, Inc.
279,353
706
TD SYNNEX Corp.
180,524
 
12,784,412
Transportation - 1.9%
2,522
Delta Air Lines, Inc.
220,523
18,147
Hub Group, Inc. Class A
844,380
4,784
United Airlines Holdings, Inc.*
580,443
6,228
United Parcel Service, Inc. Class B
649,082
5,633
XPO, Inc.*
1,132,064
 
3,426,492
Utilities - 6.4%
3,736
American Electric Power Co., Inc.
477,648
10,448
American Water Works Co., Inc.
1,401,808
1,933
Atmos Energy Corp.
333,984
15,594
CMS Energy Corp.
1,122,612
31,179
Duke Energy Corp.
3,910,782
64,950
Exelon Corp.
2,976,009
13,984
Sempra
1,238,283
 
11,461,126
Total Common Stocks
(cost $163,848,393)
$177,759,909
EXCHANGE-TRADED FUNDS - 0.8%
Other Investment Pools & Funds - 0.8%
5,802
iShares Russell 1000 Value ETF
$1,461,060
Total Exchange-Traded Funds
(cost $1,428,184)
$1,461,060
Total Long-Term Investments
(cost $165,276,577)
$179,220,969
Shares or Principal Amount
Market Value†
SHORT-TERM INVESTMENTS - 0.5%
Securities Lending Collateral - 0.5%
843,300
State Street Navigator Securities Lending
Government Money Market Portfolio, 3.63%(2)
$843,300
Total Short-Term Investments
(cost $843,300)
$843,300
Total Investments
(cost $166,119,877)
99.9
%
$180,064,269
Other Assets and Liabilities
0.1
%
211,642
Net Assets
100.0
%
$180,275,911
Note:
Percentage of investments as shown is the ratio of the total market value to net assets.
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.  
*
Non-income producing.
(1)
Represents entire or partial securities on loan. See Note 8 in the accompanying
Notes to Financial Statements for securities lending information.
(2)
Current yield as of period end.
†
See Significant Accounting Policies of accompanying Notes to Financial
Statements regarding valuation of investments.
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of July 31, 2026 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Common Stocks 
$177,759,909
$177,759,909
$—
$—
Exchange-Traded Funds 
1,461,060
1,461,060
—
—
Short-Term Investments 
843,300
843,300
—
—
Total
$180,064,269
$180,064,269
$—
$—
 
(1)
For the year ended July 31, 2026, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.
 
8
Hartford Core Bond ETF
Schedule of Investments
July 31, 2026  
 
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.5%
Asset-Backed - Automobile - 0.9%
$  190,000
American Credit Acceptance Receivables Trust
Series 2026-2, 4.50%, 10/08/2030(1)
$189,261
215,000
Avis Budget Rental Car Funding AESOP LLC
Series 2024-3A, 5.23%, 12/20/2030(1)
216,482
655,000
Bridgecrest Lending Auto Securitization Trust
Series 2026-3, 5.02%, 04/15/2032
654,934
165,000
CarMax Select Receivables Trust Series
2026-B, 4.64%, 12/16/2030
164,991
Credit Acceptance Auto Loan Trust
165,000
Series 2026-1A, 4.65%, 04/15/2036(1)
163,945
470,000
Series 2024-2A, 6.11%, 08/15/2034(1)
476,220
180,000
Exeter Automobile Receivables Trust Series
2025-4A, 4.40%, 05/15/2030
179,667
375,000
GLS Auto Receivables Issuer Trust Series
2025-1A, 4.98%, 07/16/2029(1)
376,104
716,000
GLS Auto Select Receivables Trust Series
2025-3A, 4.81%, 09/15/2031(1)
714,532
190,000
Hertz Vehicle Financing III LLC Series 2025-2A,
5.13%, 09/25/2031(1)
188,818
Securitized Term Auto Receivables Trust
200,238
Series 2025-B, 4.93%, 12/29/2032(1)
201,036
46,666
Series 2025-A, 5.04%, 07/25/2031(1)
46,893
115,000
Yamaha Motor Master Trust II Series 2026-A,
4.43%, 04/15/2031(1)
114,141
 
3,687,024
Asset-Backed - Finance & Insurance - 1.5%
505,000
Benefit Street Partners CLO XXXIII Ltd. Series
2023-33A, 5.00%, 01/25/2039, 3 mo. USD
Term SOFR + 1.19%(1)(2)
505,345
270,000
Birch Grove CLO 4 Ltd. Series 2022-4AR,
5.55%, 07/15/2037, 3 mo. USD Term SOFR +
1.60%(1)(2)
269,990
778,759
FirstKey Homes Trust Series 2021-SFR1,
1.54%, 08/17/2038(1)
777,163
Palmer Square Loan Funding Ltd.
750,000
Series 2024-1A, 4.90%, 10/15/2032, 3 mo.
USD Term SOFR + 1.15%(1)(2)
748,351
670,000
Series 2026-1A, 5.09%, 07/15/2034, 3 mo.
USD Term SOFR + 1.40%(1)(2)
671,099
830,000
STAR Trust Series 2026-SFR8, 5.07%,
09/17/2043, 1 mo. USD Term SOFR +
1.40%(1)(2)
829,997
436,236
Tricon Residential Trust Series 2025-SFR2,
5.20%, 08/17/2044(1)
427,651
1,075,000
Tricon Trust Series 2026-SFR2, 4.98%,
06/17/2043, 1 mo. USD Term SOFR +
1.30%(1)(2)
1,075,661
535,000
Volofin Finance DAC Series 2026-1A, 5.51%,
12/31/2037(1)
534,995
 
5,840,252
Asset-Backed - Home Equity - 0.3%
153,960
COOPR Residential Mortgage Trust Series
2026-CES1, 4.87%, 02/25/2061(1)(3)
151,521
132,758
FIGRE Trust Series 2026-HE1, 4.98%,
01/25/2056(1)(2)
130,501
720,841
GS Mortgage-Backed Securities Trust Series
2026-HLTV1, 5.63%, 11/25/2066(1)(2)
718,552
134,624
OBX Trust Series 2026-CES1, 5.19%,
04/25/2056(1)(3)
133,383
 
1,133,957
Asset-Backed - Manufactured Housing - 0.0%
44,317
Cascade MH Asset Trust Series 2021-MH1,
1.75%, 02/25/2046(1)
39,697
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.5% -
(continued)
Asset-Backed - Student Loan - 0.0%
Navient Private Education Refi Loan Trust
$  88,467
Series 2021-EA, 0.97%, 12/16/2069(1)
$78,533
155,741
Series 2021-FA, 1.11%, 02/18/2070(1)
137,229
 
215,762
Commercial Mortgage-Backed Securities - 6.5%
405,000
245 Park Avenue Trust Series 2017-245P,
3.51%, 06/05/2037(1)
400,196
195,000
ALA Trust Series 2025-OANA, 5.42%,
06/15/2040, 1 mo. USD Term SOFR +
1.74%(1)(2)
195,731
510,000
AREIT Trust Series 2025-CRE11, 5.23%,
07/25/2043, 1 mo. USD Term SOFR +
1.55%(1)(2)
510,742
BBCMS Mortgage Trust
1,821,118
Series 2024-C26, 1.01%, 05/15/2057(2)(4)
117,376
1,153,925
Series 2024-C28, 1.11%, 09/15/2057(2)(4)
78,603
1,073,739
Series 2025-C32, 1.12%, 02/15/2062(2)(4)
81,036
999,768
Series 2024-C24, 1.62%, 02/15/2057(2)(4)
83,984
775,000
Series 2026-5C40, 5.53%, 02/15/2059(2)
777,491
670,000
Series 2026-5C42, 5.60%, 06/15/2059
682,793
BDS LLC
1,450,000
Series 2026-FL18, 4.92%, 02/19/2044, 1 mo.
USD Term SOFR + 1.30%(1)(2)
1,450,793
295,000
Series 2026-FL17, 5.02%, 05/19/2043, 1 mo.
USD Term SOFR + 1.35%(1)(2)
295,479
Benchmark Mortgage Trust
2,763,065
Series 2023-B39, 0.57%, 07/15/2056(2)(4)
87,686
964,890
Series 2023-B40, 1.17%, 12/15/2056(2)(4)
45,068
550,506
Series 2020-B22, 1.49%, 01/15/2054(2)(4)
28,491
431,513
Series 2020-B18, 1.75%, 07/15/2053(2)(4)
21,192
265,000
Series 2026-V20, 5.44%, 02/15/2059
264,584
1,680,470
BMO Mortgage Trust Series 2024-C9, 0.86%,
07/15/2057(2)(4)
96,296
625,000
BOCA Commercial Mortgage Trust Series
2025-BOCA, 5.28%, 12/15/2042, 1 mo. USD
Term SOFR + 1.60%(1)(2)
626,171
165,000
BSTN Commercial Mortgage Trust Series
2025-HUB, 4.90%, 04/13/2041(1)(2)
162,083
410,000
BWAY Mortgage Trust Series 2025-1535,
6.31%, 05/05/2042(1)(2)
410,809
BX Commercial Mortgage Trust
1,020,000
Series 2026-ALOHA, 5.03%, 04/15/2043,
1 mo. USD Term SOFR + 1.35%(1)(2)
1,021,248
995,564
Series 2026-LP3, 5.06%, 04/15/2043, 1 mo.
USD Term SOFR + 1.38%(1)(2)
998,675
1,130,000
Series 2026-CSMO, 5.08%, 02/15/2043,
1 mo. USD Term SOFR + 1.40%(1)(2)
1,132,776
BX Trust
1,530,000
Series 2026-CART, 4.73%, 02/15/2036, 1 mo.
USD Term SOFR + 1.05%(1)(2)
1,524,259
531,000
Series 2025-ARIA, 5.03%, 12/13/2042(1)(2)
527,471
220,000
Series 2026-CLS, 5.08%, 05/15/2043, 1 mo.
USD Term SOFR + 1.40%(1)(2)
220,413
Commercial Mortgage Trust
100,000
Series 2022-HC, 2.82%, 01/10/2039(1)
97,889
130,000
Series 2024-CBM, 5.87%, 12/10/2041(1)(2)
130,727
280,000
DBGS Mortgage Trust Series 2018-C1, 4.47%,
10/15/2051
276,508
331,201
DBJPM Mortgage Trust Series 2020-C9, 1.58%,
09/15/2053(2)(4)
12,960
120,000
DC Trust Series 2024-HLTN, 5.73%,
04/13/2040(1)(2)
119,784
Extended Stay America Trust
702,690
Series 2026-ESH2, 4.88%, 02/15/2043, 1 mo.
USD Term SOFR + 1.20%(1)(2)
703,782
The accompanying notes are an integral part of these financial statements.
 
9
Hartford Core Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.5% -
(continued)
Commercial Mortgage-Backed Securities - 6.5% - (continued)
$  125,207
Series 2025-ESH, 4.98%, 10/15/2042, 1 mo.
USD Term SOFR + 1.30%(1)(2)
$125,442
380,000
FS Commercial Mortgage Trust Series
2026-PALM, 5.05%, 07/15/2041, 1 mo. USD
Term SOFR + 1.40%(1)(2)
380,356
565,000
GS Mortgage Securities Corp. II Series
2024-70P, 5.31%, 03/10/2041(1)(2)
560,008
282,381
GS Mortgage Securities Trust Series 2016-GS4,
3.44%, 11/10/2049(2)
281,505
195,000
GS REFT Issuer Ltd. Series 2026-FL1, 5.17%,
10/19/2043, 1 mo. USD Term SOFR +
1.50%(1)(2)
195,726
139,636
HIH Trust Series 2024-61P, 5.52%, 10/15/2041,
1 mo. USD Term SOFR + 1.84%(1)(2)
139,897
825,000
HTL Commercial Mortgage Trust Series
2024-T53, 5.88%, 05/10/2039(1)(2)
827,803
505,000
INT Commercial Mortgage Trust Series
2025-PLAZA, 4.88%, 11/05/2037(1)(2)
498,865
485,000
IRV Trust Series 2025-200P, 5.29%,
03/14/2047(1)(2)
480,956
JPMDB Commercial Mortgage Securities Trust
361,715
Series 2016-C4, 3.14%, 12/15/2049
359,868
27,077
Series 2017-C7, 3.24%, 10/15/2050
26,896
120,000
JW Commercial Mortgage Trust Series
2026-MRCO, 5.18%, 06/15/2039, 1 mo. USD
Term SOFR + 1.50%(1)(2)
120,150
505,000
LBTY Commercial Mortgage Trust Series
2026-225L, 4.59%, 02/10/2043(1)(2)
491,460
330,000
MF1 Ltd. Series 2022-FL8, 5.42%, 02/19/2037,
1 mo. USD Term SOFR + 1.75%(1)(2)
329,706
373,234
MSWF Commercial Mortgage Trust Series
2023-2, 0.92%, 12/15/2056(2)(4)
18,931
100,000
MTN Commercial Mortgage Trust Series
2026-LPFX, 4.99%, 05/15/2043(1)(2)
99,024
1,170,000
National Commercial Mortgage Trust Series
2026-IND, 5.03%, 06/15/2043, 1 mo. USD
Term SOFR +1.35%(1)(2)
1,171,461
370,000
NRTH Commercial Mortgage Trust Series
2025-PARK, 5.07%, 10/15/2040, 1 mo. USD
Term SOFR + 1.39%(1)(2)
370,925
NYC Commercial Mortgage Trust
540,000
Series 2025-300P, 4.88%, 07/13/2042(1)(2)
530,646
640,000
Series 2025-3BP, 4.89%, 02/15/2042, 1 mo.
USD Term SOFR + 1.21%(1)(2)
639,600
200,000
Series 2026-1PARK, 4.96%, 02/15/2043,
1 mo. USD Term SOFR + 1.25%(1)(2)
200,000
245,000
PFP Ltd. Series 2026-14, 4.99%, 12/18/2043,
1 mo. USD Term SOFR + 1.32%(1)(2)
244,999
50,000
SG Commercial Mortgage Securities Trust
Series 2020-COVE, 2.63%, 03/15/2037(1)
48,426
290,000
SHOPS Commercial Mortgage Trust Series
2026-CSTL, 4.81%, 05/05/2039(1)(2)
285,790
705,000
SHR Trust Series 2024-LXRY, 5.63%,
10/15/2041, 1 mo. USD Term SOFR +
1.95%(1)(2)
706,101
600,000
SLG Office Trust Series 2026-OMA, 4.97%,
04/15/2041(1)(2)
593,307
565,000
TEXAS Commercial Mortgage Trust Series
2025-TWR, 4.97%, 04/15/2042, 1 mo. USD
Term SOFR + 1.29%(1)(2)
564,299
Wells Fargo Commercial Mortgage Trust
1,585,229
Series 2024-C63, 1.00%, 08/15/2057(2)(4)
102,875
420,000
Series 2017-RB1, 3.64%, 03/15/2050
414,492
Wells Fargo NA
3,899,618
Series 2019-BN24, 0.63%, 11/15/2062(2)(4)
72,673
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.5% -
(continued)
Commercial Mortgage-Backed Securities - 6.5% - (continued)
$  1,707,000
Series 2024-BNK47, 0.82%, 06/15/2057(2)(4)
$85,482
852,810
Series 2019-BN16, 0.93%, 02/15/2052(2)(4)
14,816
880,923
Series 2023-5YR4, 1.00%, 12/15/2056(2)(4)
16,153
881,949
Series 2023-BNK45, 1.07%, 02/15/2056(2)(4)
44,649
1,836,455
Series 2024-BNK48, 1.14%, 10/15/2057(2)(4)
135,402
1,351,841
Series 2020-BN29, 1.29%, 11/15/2053(2)(4)
59,754
1,221,112
Series 2020-BN28, 1.76%, 03/15/2063(2)(4)
70,457
145,000
Series 2018-BN15, 4.41%, 11/15/2061(2)
143,270
575,000
Series 2026-5YR20, 5.34%, 02/15/2059
571,393
385,000
WHARF Commercial Mortgage Trust Series
2025-DC, 5.35%, 07/15/2040(1)(2)
387,244
275,000
Willowbrook Mall Series 2025-WBRK, 5.87%,
03/05/2035(1)(2)
277,924
 
25,871,827
Other Asset-Backed Securities - 2.9%
295,000
Amur Equipment Finance Receivables XV LLC
Series 2025-1A, 5.18%, 11/20/2031(1)
296,069
167,237
Auxilior Term Funding LLC Series 2024-1A,
5.49%, 07/15/2031(1)
168,537
315,000
Benefit Street Partners CLO XXXI Ltd. Series
2023-31A, 5.56%, 04/25/2038, 3 mo. USD
Term SOFR + 1.75%(1)(2)
315,757
30,785
Blue Owl Asset Leasing Trust LLC Series
2024-1A, 5.05%, 03/15/2029(1)
30,829
CF Hippolyta Issuer LLC
91,521
Series 2021-1A, 1.53%, 03/15/2061(1)
71,515
123,101
Series 2020-1, 1.69%, 07/15/2060(1)
101,398
94,889
Series 2022-1A, 5.97%, 08/15/2062(1)
94,234
61,706
Commercial Equipment Finance LLC Series
2024-1A, 5.97%, 07/16/2029(1)
61,918
143,250
DB Master Finance LLC Series 2021-1A, 2.79%,
11/20/2051(1)
125,973
Domino's Pizza Master Issuer LLC
441,515
Series 2021-1A, 2.66%, 04/25/2051(1)
418,759
432,000
Series 2019-1A, 3.67%, 10/25/2049(1)
412,786
FirstKey Homes Trust
147,408
Series 2022-SFR1, 4.15%, 05/19/2039(1)
146,541
487,891
Series 2022-SFR2, 4.25%, 07/17/2039(1)
484,619
460,000
Flatiron CLO 21 Ltd. Series 2021-1A, 5.09%,
10/19/2037, 3 mo. USD Term SOFR +
1.36%(1)(2)
460,511
Progress Residential Trust
137,413
Series 2022-SFR3, 3.20%, 04/17/2039(1)
135,812
245,000
Series 2026-SFR1, 4.00%, 02/17/2043(1)
229,403
391,537
Series 2022-SFR4, 4.44%, 05/17/2041(1)
384,053
100,163
Series 2022-SFR5, 4.45%, 06/17/2039(1)
99,677
175,356
Series 2022-SFR7, 4.75%, 10/27/2039(1)
174,791
495,000
Retained Vantage Data Centers Issuer LLC
Series 2023-1A, 5.00%, 09/15/2048(1)
488,723
635,000
RR 23 Ltd. Series 2022-23A, 5.40%,
07/15/2037, 3 mo. USD Term SOFR +
1.65%(1)(2)
635,880
124,547
SCF Equipment Leasing LLC Series 2024-1A,
5.52%, 01/20/2032(1)
125,693
Stack Infrastructure Issuer LLC
285,000
Series 2023-2A, 5.90%, 07/25/2048(1)
285,063
130,000
Series 2024-1A, 5.90%, 03/25/2049(1)
130,492
131,924
Sunnova Hestia II Issuer LLC Series
2024-GRID1, 5.63%, 07/20/2051(1)
120,654
Tricon Residential Trust
649,547
Series 2022-SFR1, 3.86%, 04/17/2039(1)
643,694
302,199
Series 2024-SFR4, 4.30%, 11/17/2041(1)
293,943
289,253
Series 2025-SFR1, 4.78%, 03/17/2042, 1 mo.
USD Term SOFR + 1.10%(1)(2)
288,529
The accompanying notes are an integral part of these financial statements.
 
10
Hartford Core Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.5% -
(continued)
Other Asset-Backed Securities - 2.9% - (continued)
$  463,375
Series 2026-SFR1, 4.78%, 02/17/2043, 1 mo.
USD Term SOFR + 1.10%(1)(2)
$462,506
1,275,000
Vantage Data Centers LLC Series 2025-1A,
5.13%, 08/15/2055(1)
1,242,905
330,000
VB-S1 Issuer LLC Series 2024-1A, 5.59%,
05/15/2054(1)
331,502
75,216
VFI ABS LLC Series 2025-1A, 4.78%,
06/24/2030(1)
75,257
Wendy's Funding LLC
194,544
Series 2021-1A, 2.37%, 06/15/2051(1)
179,559
132,626
Series 2018-1A, 3.88%, 03/15/2048(1)
129,729
157,477
Series 2019-1A, 4.08%, 06/15/2049(1)
151,042
724,800
Series 2022-1A, 4.24%, 03/15/2052(1)
702,271
110,369
Series 2022-1A, 4.54%, 03/15/2052(1)
103,958
Wingstop Funding LLC
531,900
Series 2020-1A, 2.84%, 12/05/2050(1)
516,393
145,000
Series 2024-1A, 5.86%, 12/05/2054(1)
146,636
380,000
Zayo Issuer LLC Series 2025-1A, 5.65%,
03/20/2055(1)
380,068
 
11,647,679
Whole Loan Collateral CMO - 7.4%
Angel Oak Mortgage Trust
52,768
Series 2021-1, 0.91%, 01/25/2066(1)(2)
46,379
192,849
Series 2021-5, 0.95%, 07/25/2066(1)(2)
164,718
18,538
Series 2020-R1, 0.99%, 04/25/2053(1)(2)
17,912
52,277
Series 2021-2, 0.99%, 04/25/2066(1)(2)
45,176
136,583
Series 2021-4, 1.04%, 01/20/2065(1)(2)
114,506
98,089
Series 2021-3, 1.07%, 05/25/2066(1)(2)
84,460
335,383
Series 2021-6, 1.46%, 09/25/2066(1)(2)
281,851
7,475
Series 2020-4, 1.47%, 06/25/2065(1)(2)
7,303
21,549
Series 2020-3, 1.69%, 04/25/2065(1)(2)
20,623
150,180
Series 2021-8, 1.82%, 11/25/2066(1)(2)
133,836
435,573
Series 2022-1, 3.88%, 12/25/2066(1)(3)
402,274
68,983
Series 2022-2, 4.07%, 01/25/2067(1)(2)
64,558
567,417
Series 2022-6, 4.30%, 07/25/2067(1)(3)
565,262
9,527
Arroyo Mortgage Trust Series 2019-1, 3.81%,
01/25/2049(1)(2)
9,272
89,207
BINOM Securitization Trust Series 2021-INV1,
2.03%, 06/25/2056(1)(2)
81,292
22,752
BRAVO Residential Funding Trust Series
2021-NQM1, 0.94%, 02/25/2049(1)(2)
21,197
5,145
Bunker Hill Loan Depositary Trust Series
2019-2, 2.88%, 07/25/2049(1)(3)
5,059
218,294
CIM Trust Series 2021-R6, 1.43%,
07/25/2061(1)(2)
200,056
COLT Mortgage Loan Trust
24,114
Series 2021-2R, 0.80%, 07/27/2054(1)
21,475
78,144
Series 2021-1, 0.91%, 06/25/2066(1)(2)
67,530
138,566
Series 2021-2, 0.92%, 08/25/2066(1)(2)
117,667
245,386
Series 2021-3, 0.96%, 09/27/2066(1)(2)
203,136
346,040
Series 2021-HX1, 1.11%, 10/25/2066(1)(2)
295,523
19,211
Series 2020-2R, 1.33%, 10/26/2065(1)(2)
18,232
192,934
Series 2021-4, 1.40%, 10/25/2066(1)(2)
162,537
352,320
Series 2022-1, 2.28%, 12/27/2066(1)(2)
328,349
249,646
Series 2026-1, 4.76%, 02/25/2071(1)(2)
245,948
793,487
Series 2024-7, 5.54%, 12/26/2069(1)(3)
792,919
185,447
COLT Trust Series 2020-RPL1, 1.39%,
01/25/2065(1)(2)
156,543
CSMC Trust
58,250
Series 2021-AFC1, 0.83%, 03/25/2056(1)(2)
47,918
136,419
Series 2021-NQM5, 0.94%, 05/25/2066(1)(2)
111,143
310,852
Series 2021-NQM6, 1.17%, 07/25/2066(1)(2)
264,072
105,855
Series 2020-RPL4, 2.00%, 01/25/2060(1)(2)
94,511
29,519
Series 2020-NQM1, 2.21%, 05/25/2065(1)(3)
28,357
169,256
Series 2021-NQM8, 2.84%, 10/25/2066(1)(2)
150,004
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.5% -
(continued)
Whole Loan Collateral CMO - 7.4% - (continued)
$  447,692
Series 2022-NQM1, 3.27%, 11/25/2066(1)(2)
$401,399
55,941
Series 2021-RPL4, 4.14%, 12/27/2060(1)(2)
54,973
32,402
Deephaven Residential Mortgage Trust Series
2021-2, 0.90%, 04/25/2066(1)(2)
28,844
Ellington Financial Mortgage Trust
21,852
Series 2021-1, 0.80%, 02/25/2066(1)(2)
18,729
41,827
Series 2021-2, 0.93%, 06/25/2066(1)(2)
35,268
9,091
Series 2020-2, 1.18%, 10/25/2065(1)(2)
8,690
239,596
Series 2021-3, 1.24%, 09/25/2066(1)(2)
196,443
850,417
Series 2022-1, 2.21%, 01/25/2067(1)(2)
743,867
353,885
Series 2025-INV5, 5.08%, 12/25/2070(1)(2)
350,850
11,978
Federal Home Loan Mortgage Corp. Seasoned
Credit Risk Transfer Trust Series 2020-1,
2.50%, 08/25/2059
11,097
Federal National Mortgage Association
Connecticut Avenue Securities Trust
423,261
Series 2026-R03, 4.72%, 04/25/2046, 30 day
USD SOFR Average + 1.10%(1)(2)
424,175
94,000
Series 2024-R02, 5.42%, 02/25/2044, 30 day
USD SOFR Average + 1.80%(1)(2)
94,751
334,961
Series 2023-R07, 6.87%, 09/25/2043, 30 day
USD SOFR Average + 3.25%(1)(2)
344,468
365,000
Series 2021-R02, 6.92%, 11/25/2041, 30 day
USD SOFR Average + 3.30%(1)(2)
367,564
738,577
Finance of America Structured Securities Trust
Series 2026-PC2, 4.50%, 06/25/2056(1)(2)
721,972
GCAT Trust
66,408
Series 2021-NQM1, 0.87%, 01/25/2066(1)(2)
57,476
71,266
Series 2021-NQM2, 1.04%, 05/25/2066(1)(2)
61,974
237,970
Series 2021-NQM4, 1.09%, 08/25/2066(1)(2)
199,110
328,231
Series 2021-NQM5, 1.26%, 07/25/2066(1)(2)
270,572
282,470
Series 2021-NQM6, 1.86%, 08/25/2066(1)(2)
257,154
93,770
Series 2021-NQM7, 1.92%, 08/25/2066(1)(2)
86,967
11,358
Series 2020-NQM2, 2.56%, 04/25/2065(1)(3)
10,904
1,349
Series 2020-NQM1, 3.25%, 01/25/2060(1)(3)
1,340
GS Mortgage-Backed Securities Trust
347,405
Series 2026-NQM1, 4.87%, 03/25/2066(1)(2)
341,968
203,296
Series 2026-NQM1, 5.12%, 03/25/2066(1)(3)
200,621
Imperial Fund Mortgage Trust
121,267
Series 2021-NQM2, 1.07%, 09/25/2056(1)(2)
101,470
405,215
Series 2021-NQM4, 2.09%, 01/25/2057(1)(2)
343,165
110,603
JP Morgan Mortgage Trust Series 2026-LTV1,
5.42%, 09/25/2056(1)(2)
109,786
Legacy Mortgage Asset Trust
52,135
Series 2021-GS4, 5.65%, 11/25/2060(1)(3)
51,226
44,321
Series 2021-GS2, 5.75%, 04/25/2061(1)(3)
43,611
61,524
Series 2021-GS3, 5.75%, 07/25/2061(1)(3)
60,995
MetLife Securitization Trust
26,851
Series 2018-1A, 3.75%, 03/25/2057(1)(2)
25,789
10,623
Series 2019-1A, 3.75%, 04/25/2058(1)(2)
10,504
MFA Trust
7,732
Series 2020-NQM3, 1.01%, 01/26/2065(1)(2)
7,435
83,415
Series 2021-NQM2, 1.03%, 11/25/2064(1)(2)
73,615
Morgan Stanley Residential Mortgage Loan
Trust
637,580
Series 2025-SPL1, 4.25%, 02/25/2065(1)(2)
614,747
740,445
Series 2026-DSC1, 4.77%, 01/25/2071(1)(2)
726,884
429,331
Series 2026-NQM1, 4.81%, 12/25/2070(1)(2)
422,434
306,009
Series 2026-DSC1, 5.02%, 01/25/2071(1)(3)
300,531
138,817
Series 2026-NQM6, 5.46%, 05/26/2071(1)(2)
138,208
New Residential Mortgage Loan Trust
40,305
Series 2021-NQ1R, 0.94%, 07/25/2055(1)(2)
36,804
232,446
Series 2021-NQM3, 1.16%, 11/27/2056(1)(2)
204,082
374,330
Series 2022-NQM1, 2.28%, 04/25/2061(1)(2)
333,519
52,328
Series 2018-RPL1, 3.50%, 12/25/2057(1)(2)
50,569
8,970
Series 2016-1A, 3.75%, 03/25/2056(1)(2)
8,520
The accompanying notes are an integral part of these financial statements.
 
11
Hartford Core Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 19.5% -
(continued)
Whole Loan Collateral CMO - 7.4% - (continued)
$  23,634
Series 2019-3A, 3.75%, 11/25/2058(1)(2)
$22,410
106,060
Series 2017-2A, 4.00%, 03/25/2057(1)(2)
101,330
114,797
Series 2018-1A, 4.00%, 12/25/2057(1)(2)
110,349
202,012
Series 2026-NQM1, 4.82%, 11/25/2065(1)(2)
198,880
146,091
Series 2025-NQM7, 5.01%, 10/26/2065(1)(2)
145,183
628,015
Series 2025-NQM7, 5.26%, 10/26/2065(1)(3)
625,284
720,407
Series 2022-NQM4, 6.00%, 06/25/2062(1)(3)
716,640
138,042
NMLT Trust Series 2021-INV1, 1.19%,
05/25/2056(1)(2)
119,483
OBX Trust
154,965
Series 2021-NQM3, 1.05%, 07/25/2061(1)(2)
128,649
96,518
Series 2021-NQM1, 1.07%, 02/25/2066(1)(2)
85,046
125,009
Series 2021-NQM4, 1.96%, 10/25/2061(1)(2)
105,510
340,169
Series 2022-NQM1, 2.31%, 11/25/2061(1)(2)
303,039
408,476
Series 2026-NQM2, 4.82%, 12/01/2065(1)(2)
402,560
840,835
Series 2026-NQM6, 5.06%, 04/26/2066(1)(2)
834,669
260,000
Series 2026-NQM10, 5.43%, 06/25/2066(1)(2)
259,399
132,859
OLIT Trust Series 2025-HB2, 3.00%,
11/25/2038(1)(2)
130,370
Pretium Mortgage Credit Partners LLC
926,235
Series 2025-RPL6, 3.85%, 09/25/2069(1)(3)
910,018
861,079
Series 2025-RPL5, 4.15%, 01/25/2070(1)(3)
830,747
878,138
Series 2026-NPL2, 5.07%, 02/25/2056(1)(3)
870,825
176,764
Series 2026-NPL1, 5.18%, 01/25/2056(1)(3)
173,932
937,556
Series 2025-NPL11, 5.19%, 10/25/2055(1)(3)
938,079
473,586
Series 2025-NPL14, 5.27%, 12/25/2055(1)(3)
468,591
470,689
Series 2025-NPL7, 5.66%, 07/25/2055(1)(3)
466,022
438,855
Series 2025-NPL8, 5.73%, 08/25/2055(1)(3)
439,138
708,063
Series 2025-NPL6, 5.74%, 06/25/2055(1)(3)
708,542
PRPM LLC
815,090
Series 2025-RPL4, 3.00%, 05/25/2055(1)(3)
770,996
563,482
Series 2025-RPL2, 3.75%, 04/25/2055(1)(3)
547,647
502,028
Series 2026-1, 5.19%, 02/25/2031(1)(3)
497,005
293,370
Series 2025-7, 5.50%, 08/25/2030(1)(3)
292,183
152,608
Series 2025-5, 5.73%, 07/25/2030(1)(3)
151,540
71,110
Series 2025-3, 6.26%, 05/25/2030(1)(3)
70,455
182,026
PRPM Trust Series 2026-RCF1, 4.85%,
01/25/2056(1)(3)
179,347
12,067
Residential Mortgage Loan Trust Series
2021-1R, 0.86%, 01/25/2065(1)(2)
11,778
750,417
SG Residential Mortgage Trust Series 2021-2,
1.74%, 12/25/2061(1)(2)
633,083
Starwood Mortgage Residential Trust
12,541
Series 2021-2, 0.94%, 05/25/2065(1)(2)
11,974
3,910
Series 2020-3, 1.49%, 04/25/2065(1)(2)
3,859
250,172
Series 2021-6, 1.92%, 11/25/2066(1)(2)
218,588
Towd Point Mortgage Trust
70,074
Series 2020-4, 1.75%, 10/25/2060(1)
63,420
29,055
Series 2017-6, 2.75%, 10/25/2057(1)(2)
28,786
25,586
Series 2019-4, 2.90%, 10/25/2059(1)(2)
24,442
306,371
Series 2021-R1, 2.92%, 11/30/2060(1)(2)
269,014
75,213
TRK Trust Series 2021-INV1, 1.15%,
07/25/2056(1)(2)
67,700
Verus Securitization Trust
29,596
Series 2021-R2, 0.92%, 02/25/2064(1)(2)
28,229
109,033
Series 2021-4, 0.94%, 07/25/2066(1)(2)
90,992
458,931
Series 2021-5, 1.01%, 09/25/2066(1)(2)
390,329
33,810
Series 2021-2, 1.03%, 02/25/2066(1)(2)
30,468
171,955
Series 2021-8, 2.82%, 11/25/2066(1)(2)
154,703
361,179
Series 2021-7, 2.83%, 10/25/2066(1)(3)
326,537
256,436
Series 2022-1, 3.72%, 01/25/2067(1)(3)
238,960
 
29,523,398
Total Asset-Backed & Commercial
Mortgage-Backed Securities
(cost $79,570,619)
$77,959,596
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 12.8%
Aerospace & Defense - 0.2%
Boeing Co.
$  115,000
2.95%, 02/01/2030
$107,565
65,000
3.20%, 03/01/2029
62,502
20,000
3.65%, 03/01/2047
13,929
235,000
5.15%, 05/01/2030
236,170
185,000
6.39%, 05/01/2031
194,620
 
614,786
Agriculture - 0.3%
410,000
Imperial Brands Finance PLC 5.50%,
07/07/2036(1)
398,704
Philip Morris International, Inc.
130,000
4.38%, 11/01/2027
129,785
150,000
4.75%, 11/01/2031
148,887
290,000
5.13%, 02/15/2030
292,225
185,000
5.13%, 02/13/2031
186,563
15,000
5.63%, 11/17/2029
15,364
 
1,171,528
Beverages - 0.2%
100,000
Bacardi Ltd./Bacardi-Martini BV 5.40%,
06/15/2033(1)
98,300
Keurig Dr. Pepper, Inc.
126,000
2.25%, 03/15/2031
111,176
20,000
3.20%, 05/01/2030
18,719
15,000
3.35%, 03/15/2051
9,411
19,000
3.80%, 05/01/2050
12,990
35,000
3.95%, 04/15/2029
34,182
170,000
4.05%, 04/15/2032
159,884
125,000
4.60%, 05/15/2030
122,815
107,000
5.20%, 03/15/2031
107,135
194,000
5.30%, 03/15/2034(5)
191,586
 
866,198
Commercial Banks - 2.5%
Bank of America Corp.
150,000
1.92%, 10/24/2031, (1.92% fixed rate until
10/24/2030; 6 mo. USD SOFR + 1.37%
thereafter)(2)
132,145
405,000
2.69%, 04/22/2032, (2.69% fixed rate until
04/22/2031; 6 mo. USD SOFR + 1.32%
thereafter)(2)
363,270
20,000
5.46%, 05/09/2036, (5.46% fixed rate until
05/09/2035; 6 mo. USD SOFR + 1.64%
thereafter)(2)
19,973
305,000
Banque Federative du Credit Mutuel SA 5.15%,
07/09/2032, (5.15% fixed rate until
07/09/2031; 6 mo. USD SOFR + 1.20%
thereafter)(1)(2)
301,014
250,000
BPCE SA 5.77%, 06/02/2037, (5.77% fixed rate
until 06/02/2036; 6 mo. USD SOFR + 1.63%
thereafter)(1)(2)
245,253
CaixaBank SA
200,000
4.82%, 04/22/2032, (4.82% fixed rate until
04/22/2031; 6 mo. USD SOFR + 1.21%
thereafter)(1)(2)
196,338
200,000
5.40%, 04/22/2037, (5.40% fixed rate until
04/22/2036; 6 mo. USD SOFR + 1.53%
thereafter)(1)(2)
194,056
Citigroup, Inc.
15,000
2.98%, 11/05/2030, (2.98% fixed rate until
11/05/2029; 6 mo. USD SOFR + 1.42%
thereafter)(2)
14,084
95,000
4.50%, 09/11/2031, (4.50% fixed rate until
09/11/2030; 6 mo. USD SOFR + 1.17%
thereafter)(2)
92,828
The accompanying notes are an integral part of these financial statements.
 
12
Hartford Core Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 12.8% - (continued)
Commercial Banks - 2.5% - (continued)
$  22,000
6.27%, 11/17/2033, (6.27% fixed rate until
11/17/2032; 6 mo. USD SOFR + 2.34%
thereafter)(2)
$23,146
Goldman Sachs Group, Inc.
345,000
1.99%, 01/27/2032, (1.99% fixed rate until
01/27/2031; 6 mo. USD SOFR + 1.09%
thereafter)(2)
300,746
121,000
2.60%, 02/07/2030
111,746
55,000
4.69%, 10/23/2030, (4.69% fixed rate until
10/23/2029; 6 mo. USD SOFR + 1.14%
thereafter)(2)
54,375
50,000
4.75%, 01/28/2031, 3 mo. USD SOFR
+1.08%(2)
50,186
360,000
4.97%, 06/03/2032, (4.97% fixed rate until
06/03/2031; 6 mo. USD SOFR + 1.03%
thereafter)(2)
355,122
52,000
5.05%, 07/23/2030, (5.05% fixed rate until
07/23/2029; 6 mo. USD SOFR + 1.21%
thereafter)(2)
52,095
865,000
5.09%, 04/20/2034, (5.09% fixed rate until
04/20/2033; 6 mo. USD SOFR + 1.34%
thereafter)(2)
846,736
95,000
5.21%, 01/28/2031, (5.21% fixed rate until
01/28/2030; 6 mo. USD SOFR + 1.08%
thereafter)(2)
95,215
275,000
5.22%, 04/23/2031, (5.22% fixed rate until
04/23/2030; 6 mo. USD SOFR + 1.58%
thereafter)(2)
275,449
140,000
5.24%, 07/21/2032, (5.24% fixed rate until
07/21/2031; 6 mo. USD SOFR + 1.17%
thereafter)(2)
139,725
15,000
5.56%, 11/19/2045, (5.56% fixed rate until
11/19/2044; 6 mo. USD SOFR + 1.58%
thereafter)(2)
13,917
200,000
5.66%, 07/21/2037, (5.66% fixed rate until
07/21/2036; 6 mo. USD SOFR + 1.45%
thereafter)(2)
199,089
HSBC Holdings PLC
200,000
2.85%, 06/04/2031, (2.85% fixed rate until
06/04/2030; 6 mo. USD SOFR + 2.39%
thereafter)(2)
184,081
225,000
5.13%, 03/03/2031, (5.13% fixed rate until
03/03/2030; 6 mo. USD SOFR + 1.29%
thereafter)(2)
224,670
230,000
5.21%, 05/12/2034, (5.21% fixed rate until
05/12/2033; 6 mo. USD SOFR + 1.32%
thereafter)(2)
225,948
JP Morgan Chase & Co.
349,000
1.95%, 02/04/2032, (1.95% fixed rate until
02/04/2031; 6 mo. USD SOFR + 1.07%
thereafter)(2)
305,089
215,000
2.55%, 11/08/2032, (2.55% fixed rate until
11/08/2031; 6 mo. USD SOFR + 1.18%
thereafter)(2)
189,007
45,000
2.58%, 04/22/2032, (2.58% fixed rate until
04/22/2031; 3 mo. USD Term SOFR +
1.25% thereafter)(2)
40,196
175,000
4.26%, 10/22/2031, (4.26% fixed rate until
10/22/2030; 6 mo. USD SOFR + 0.93%
thereafter)(2)
169,500
295,000
4.51%, 10/22/2028, (4.51% fixed rate until
10/22/2027; 6 mo. USD SOFR + 0.86%
thereafter)(2)
294,353
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 12.8% - (continued)
Commercial Banks - 2.5% - (continued)
$  15,000
4.81%, 10/22/2036, (4.81% fixed rate until
10/22/2035; 6 mo. USD SOFR + 1.19%
thereafter)(2)
$14,242
165,000
4.91%, 07/25/2033, (4.91% fixed rate until
07/25/2032; 6 mo. USD SOFR + 2.08%
thereafter)(2)
162,824
265,000
5.00%, 07/22/2030, (5.00% fixed rate until
07/22/2029; 6 mo. USD SOFR + 1.13%
thereafter)(2)
265,470
500,000
5.10%, 04/22/2031, (5.10% fixed rate until
04/22/2030; 6 mo. USD SOFR + 1.44%
thereafter)(2)
501,393
115,000
5.14%, 01/24/2031, (5.14% fixed rate until
01/24/2030; 6 mo. USD SOFR + 1.01%
thereafter)(2)
115,420
100,000
5.19%, 02/05/2037, (5.19% fixed rate until
02/05/2036; 6 mo. USD SOFR + 1.30%
thereafter)(2)
96,032
120,000
5.34%, 01/23/2035, (5.34% fixed rate until
01/23/2034; 6 mo. USD SOFR + 1.62%
thereafter)(2)
119,641
200,000
5.58%, 04/22/2030, (5.58% fixed rate until
04/22/2029; 6 mo. USD SOFR + 1.16%
thereafter)(2)
203,334
155,000
6.09%, 10/23/2029, (6.09% fixed rate until
10/23/2028; 6 mo. USD SOFR + 1.57%
thereafter)(2)
159,163
Morgan Stanley
22,000
1.79%, 02/13/2032, (1.79% fixed rate until
02/13/2031; 6 mo. USD SOFR + 1.03%
thereafter)(2)
18,967
140,000
1.93%, 04/28/2032, (1.93% fixed rate until
04/28/2031; 6 mo. USD SOFR + 1.02%
thereafter)(2)
120,642
332,000
2.70%, 01/22/2031, (2.70% fixed rate until
01/22/2030; 6 mo. USD SOFR + 1.14%
thereafter)(2)
306,742
75,000
2.94%, 01/21/2033, (2.94% fixed rate until
01/21/2032; 6 mo. USD SOFR + 1.29%
thereafter)(2)
66,694
100,000
3.77%, 01/24/2029, (3.77% fixed rate until
01/24/2028; 3 mo. USD Term SOFR +
1.40% thereafter)(2)
98,628
141,000
3.97%, 07/22/2038(2)
120,505
26,000
4.24%, 01/09/2030, (4.24% fixed rate until
01/09/2029; 6 mo. USD SOFR + 0.80%
thereafter)(2)
25,568
45,000
4.36%, 10/22/2031, (4.36% fixed rate until
10/22/2030; 6 mo. USD SOFR + 1.07%
thereafter)(2)
43,594
355,000
4.71%, 03/12/2032, (4.71% fixed rate until
03/12/2031; 6 mo. USD SOFR + 1.20%
thereafter)(2)
346,949
105,000
4.81%, 04/16/2032, (4.81% fixed rate until
04/16/2031; 6 mo. USD SOFR + 1.18%
thereafter)(2)
102,987
90,000
5.23%, 01/15/2031, (5.23% fixed rate until
01/15/2030; 6 mo. USD SOFR + 1.11%
thereafter)(2)
90,458
120,000
5.30%, 04/10/2037, (5.30% fixed rate until
04/10/2036; 6 mo. USD SOFR + 1.41%
thereafter)(2)
116,457
225,000
5.45%, 07/20/2029, (5.45% fixed rate until
07/20/2028; 6 mo. USD SOFR + 1.63%
thereafter)(2)
227,363
The accompanying notes are an integral part of these financial statements.
 
13
Hartford Core Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 12.8% - (continued)
Commercial Banks - 2.5% - (continued)
$  190,000
5.61%, 07/17/2037, (5.61% fixed rate until
07/17/2036; 6 mo. USD SOFR + 1.43%
thereafter)(2)
$188,857
195,000
5.66%, 04/18/2030, (5.66% fixed rate until
04/18/2029; 6 mo. USD SOFR + 1.26%
thereafter)(2)
198,279
180,000
5.83%, 04/19/2035, (5.83% fixed rate until
04/19/2034; 6 mo. USD SOFR + 1.58%
thereafter)(2)
183,341
475,000
Morgan Stanley Private Bank NA 4.21%,
02/08/2030, (4.21% fixed rate until
02/08/2029; 6 mo. USD SOFR + 0.76%
thereafter)(2)
466,994
 
10,069,896
Commercial Services - 0.1%
320,000
Element Fleet Management Corp. 4.64%,
11/24/2030(1)
313,459
Diversified Financial Services - 0.3%
Intercontinental Exchange, Inc.
374,000
2.65%, 09/15/2040
261,775
15,000
3.00%, 09/15/2060
8,273
Synchrony Financial
35,000
2.88%, 10/28/2031
30,633
265,000
4.95%, 02/25/2032, (4.95% fixed rate until
02/25/2031; 6 mo. USD SOFR + 1.53%
thereafter)(2)
256,671
410,000
5.45%, 03/06/2031, (5.45% fixed rate until
03/06/2030; 6 mo. USD SOFR + 1.68%
thereafter)(2)
408,504
60,000
5.45%, 10/15/2030, (5.45% fixed rate until
10/15/2029; 6 mo. USD SOFR + 1.35%
thereafter)(2)
60,080
 
1,025,936
Electric - 2.7%
Alabama Power Co.
55,000
3.45%, 10/01/2049
36,981
97,000
4.15%, 08/15/2044
77,203
245,000
4.30%, 03/15/2031
238,902
CenterPoint Energy, Inc.
25,000
2.95%, 03/01/2030
23,287
175,000
5.40%, 06/01/2029
177,688
485,000
CHPE LLC 5.10%, 06/30/2033(1)
476,722
65,000
Cleco Corporate Holdings LLC 3.38%,
09/15/2029
61,073
Consolidated Edison Co. of New York, Inc.
195,000
3.20%, 12/01/2051
122,100
30,000
5.50%, 03/15/2055
27,139
190,000
5.75%, 11/15/2055
178,035
240,000
5.88%, 06/15/2056
228,327
Duke Energy Corp.
75,000
2.45%, 06/01/2030
68,495
500,000
2.55%, 06/15/2031
446,862
70,000
3.50%, 06/15/2051
45,231
120,000
3.75%, 09/01/2046
85,869
240,000
4.95%, 09/15/2035
229,969
Duke Energy Indiana LLC
45,000
2.75%, 04/01/2050
26,405
82,000
3.25%, 10/01/2049
53,046
40,000
6.45%, 04/01/2039
42,958
70,000
Duke Energy Ohio, Inc. 5.55%, 03/15/2054
64,162
Duke Energy Progress LLC
70,000
2.00%, 08/15/2031
61,262
40,000
4.20%, 08/15/2045
31,596
Edison International
265,000
4.80%, 03/15/2031
256,249
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 12.8% - (continued)
Electric - 2.7% - (continued)
$  250,000
6.25%, 03/15/2030
$255,824
60,000
6.95%, 11/15/2029
62,385
135,000
Eversource Energy 5.13%, 05/15/2033
132,975
FirstEnergy Corp.
70,000
3.90%, 07/15/2027(3)
69,641
45,000
4.85%, 07/15/2047(3)
37,518
71,000
Georgia Power Co. 4.30%, 03/15/2042
59,326
35,000
Massachusetts Electric Co. 6.24%,
07/20/2056(1)
34,067
230,000
NextEra Energy Capital Holdings, Inc. 6.20%,
10/01/2056, (6.20% fixed rate until
07/04/2036; 5 yr. USD CMT + 1.77%
thereafter)(2)
224,756
119,000
Oglethorpe Power Corp. 5.05%, 10/01/2048
101,521
Ohio Edison Co.
85,000
4.95%, 12/15/2029(1)
85,109
30,000
5.50%, 01/15/2033(1)
30,277
Ohio Power Co.
360,000
5.00%, 06/01/2033
353,021
20,000
5.65%, 06/01/2034
20,259
Pacific Gas & Electric Co.
730,000
2.50%, 02/01/2031
651,261
175,000
3.25%, 06/01/2031
160,257
102,000
3.30%, 08/01/2040
74,610
85,000
3.50%, 08/01/2050
54,378
90,000
4.50%, 07/01/2040
75,609
35,000
4.60%, 06/15/2043
28,224
50,000
4.75%, 02/15/2044
40,911
90,000
5.05%, 10/15/2032
88,548
145,000
5.70%, 03/01/2035
144,216
200,000
5.80%, 05/15/2034
201,529
55,000
5.90%, 10/01/2054
49,778
125,000
6.10%, 01/15/2029
128,268
90,000
6.10%, 10/15/2055
83,907
94,000
6.15%, 01/15/2033
97,001
75,000
6.15%, 03/01/2055
70,235
145,000
6.75%, 01/15/2053
146,743
51,000
6.95%, 03/15/2034
54,872
PacifiCorp
15,000
2.90%, 06/15/2052
8,468
35,000
5.10%, 04/15/2031
34,924
175,000
5.45%, 04/15/2033
174,985
70,000
5.80%, 04/15/2036
70,205
Pinnacle West Capital Corp.
139,000
4.90%, 05/15/2028
139,417
115,000
5.15%, 05/15/2030
115,464
350,000
Public Service Co. of Oklahoma 5.20%,
01/15/2035
341,174
Southern California Edison Co.
20,000
2.75%, 02/01/2032
17,687
242,000
3.65%, 02/01/2050
160,076
40,000
3.90%, 03/15/2043
29,852
174,000
4.00%, 04/01/2047
124,240
305,000
4.13%, 03/01/2048
220,552
117,000
4.65%, 10/01/2043
95,093
65,000
5.15%, 06/01/2029
65,323
35,000
5.45%, 03/01/2035
34,370
131,000
5.45%, 06/01/2052
112,842
173,000
5.70%, 03/01/2053
153,472
25,000
5.90%, 03/01/2055
22,878
70,000
Southern Co. 4.85%, 03/15/2035
66,933
Southern Power Co.
295,000
4.80%, 06/15/2031
291,650
350,000
4.90%, 10/01/2035
332,779
Southwestern Electric Power Co.
140,000
5.20%, 04/01/2036
135,274
55,000
5.90%, 04/01/2056
51,549
The accompanying notes are an integral part of these financial statements.
 
14
Hartford Core Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 12.8% - (continued)
Electric - 2.7% - (continued)
$  270,000
Southwestern Public Service Co. 5.30%,
08/15/2036
$262,790
Virginia Electric & Power Co.
117,000
2.45%, 12/15/2050
62,955
110,000
4.90%, 09/15/2035
105,174
300,000
4.95%, 03/15/2036
285,397
120,000
5.00%, 01/15/2034
117,454
49,000
5.45%, 04/01/2053
44,125
Xcel Energy, Inc.
45,000
2.35%, 11/15/2031
39,255
40,000
5.60%, 04/15/2035
40,006
115,000
6.50%, 07/01/2036
121,327
 
10,554,277
Electronics - 0.1%
Hubbell, Inc.
50,000
4.65%, 06/15/2031
49,298
210,000
4.90%, 06/15/2033
205,004
 
254,302
Energy-Alternate Sources - 0.0%
84,000
Pacific Gas & Electric Co. 4.30%, 03/15/2045
63,905
Environmental Control - 0.0%
115,000
Veralto Corp. 5.50%, 09/18/2026
115,068
Food - 0.5%
Campbell's Co.
105,000
4.75%, 03/23/2035
96,099
275,000
5.40%, 03/21/2034
265,808
70,000
Conagra Brands, Inc. 5.40%, 08/01/2031
69,940
JBS NV/JBS USA Foods Group Holdings,
Inc./JBS USA Food Co. Holdings
85,000
5.63%, 03/10/2037(1)
82,932
80,000
6.25%, 03/01/2056
74,866
25,000
6.38%, 02/25/2055
23,720
458,000
6.38%, 04/15/2066
427,316
85,000
7.25%, 11/15/2053
89,360
Mars, Inc.
10,000
3.20%, 04/01/2030(1)
9,443
85,000
5.20%, 03/01/2035(1)
83,829
680,000
5.65%, 05/01/2045(1)
649,668
 
1,872,981
Gas - 0.4%
360,000
Atmos Energy Corp. 4.75%, 01/15/2032
355,451
Brooklyn Union Gas Co.
35,000
4.27%, 03/15/2048(1)
26,270
185,000
4.87%, 08/05/2032(1)
179,690
105,000
CenterPoint Energy Resources Corp. 1.75%,
10/01/2030
92,928
522,000
MPLX LP 5.50%, 06/01/2034
519,890
NiSource, Inc.
150,000
1.70%, 02/15/2031
129,894
25,000
4.38%, 05/15/2047
19,719
35,000
5.30%, 05/18/2036
34,246
45,000
5.35%, 04/01/2034
45,015
Southern California Gas Co.
75,000
5.75%, 06/01/2053
70,336
160,000
6.00%, 06/15/2055
155,578
 
1,629,017
Healthcare - Products - 0.1%
Augusta SpinCo Corp.
305,000
4.66%, 03/23/2031
300,027
145,000
4.95%, 03/23/2033
142,311
 
442,338
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 12.8% - (continued)
Healthcare - Services - 0.0%
HCA, Inc.
$  70,000
3.63%, 03/15/2032
$64,409
55,000
5.45%, 09/15/2034
54,628
45,000
5.60%, 04/01/2034
45,247
 
164,284
Insurance - 0.5%
175,000
Allstate Corp. 4.50%, 06/15/2043
145,798
Athene Global Funding
167,000
2.55%, 11/19/2030(1)
148,295
105,000
5.53%, 07/11/2031(1)
104,682
Athene Holding Ltd.
100,000
3.50%, 01/15/2031
92,769
125,000
5.88%, 01/15/2034(5)
124,615
100,000
Equitable Holdings, Inc. 4.57%, 02/15/2029(1)
98,673
215,000
Fortitude Global Funding 5.50%, 06/12/2031(1)
214,030
185,000
GA Global Funding Trust 5.20%, 12/09/2031(1)
181,136
Global Atlantic Fin Co.
205,000
3.13%, 06/15/2031(1)
181,943
10,000
7.95%, 06/15/2033(1)(5)
10,807
295,000
Globe Life, Inc. 4.80%, 06/15/2032
288,491
270,000
Principal Financial Group, Inc. 5.30%,
01/15/2037
261,850
 
1,853,089
Internet - 0.9%
Amazon.com, Inc.
5,000
4.25%, 03/13/2031
4,850
25,000
4.80%, 07/09/2031
24,763
475,000
5.95%, 03/13/2066
436,800
250,000
6.00%, 07/09/2046
243,039
445,000
6.25%, 07/09/2066
426,551
Meta Platforms, Inc.
500,000
5.55%, 08/15/2064
399,881
40,000
5.63%, 11/15/2055
33,454
560,000
5.75%, 11/15/2065
461,774
135,000
6.30%, 05/15/2056
123,892
1,030,000
6.45%, 05/15/2066
943,539
475,000
Sopaipilla Investor LLC 7.53%, 11/30/2048(1)
492,330
 
3,590,873
Investment Company Security - 0.2%
Ares Strategic Income Fund
15,000
5.55%, 04/15/2031
14,444
40,000
5.80%, 09/09/2030
39,190
Blackstone Private Credit Fund
80,000
5.95%, 07/16/2029
79,927
95,000
5.95%, 05/15/2031(5)
93,023
405,000
HA Sustainable Infrastructure Capital, Inc.
5.95%, 07/15/2033(1)
400,294
250,000
HPS Corporate Lending Fund 6.30%,
08/19/2031(1)
247,141
 
874,019
IT Services - 0.1%
215,000
Dell International LLC/EMC Corp. 5.00%,
02/15/2034
208,715
Machinery-Diversified - 0.1%
Westinghouse Air Brake Technologies Corp.
265,000
4.90%, 05/29/2030
264,197
260,000
5.61%, 03/11/2034
262,853
 
527,050
Media - 0.9%
Charter Communications Operating LLC/Charter
Communications Operating Capital
20,000
3.70%, 04/01/2051
11,823
83,000
3.85%, 04/01/2061
45,319
390,000
4.40%, 12/01/2061
233,458
The accompanying notes are an integral part of these financial statements.
 
15
Hartford Core Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 12.8% - (continued)
Media - 0.9% - (continued)
$  320,000
5.13%, 07/01/2049
$231,625
270,000
5.38%, 05/01/2047
205,436
755,000
5.75%, 04/01/2048
594,285
60,000
6.38%, 10/23/2035
58,063
25,000
6.55%, 06/01/2034
24,719
Comcast Corp.
25,000
1.95%, 01/15/2031
21,828
45,000
2.80%, 01/15/2051
23,692
430,000
2.89%, 11/01/2051
227,715
60,000
3.45%, 02/01/2050
36,220
132,000
3.75%, 04/01/2040
101,294
95,000
3.97%, 11/01/2047
64,415
165,000
4.65%, 02/15/2033
157,719
5,000
4.95%, 10/15/2058
3,728
80,000
5.50%, 05/15/2064
64,107
Cox Communications, Inc.
50,000
5.80%, 12/15/2053(1)
39,157
205,000
5.95%, 09/01/2054(1)
163,271
Space Exploration Technologies Corp.
780,000
5.65%, 07/15/2033(1)
747,261
450,000
6.60%, 07/15/2046(1)
401,337
 
3,456,472
Mining - 0.2%
Glencore Funding LLC
105,000
5.63%, 04/04/2034(1)
105,653
370,000
6.38%, 10/06/2030(1)
386,621
250,000
Southern Copper Corp. 5.35%, 06/24/2036
242,605
 
734,879
Oil & Gas - 0.3%
ConocoPhillips Co.
181,000
3.80%, 03/15/2052
126,796
133,000
4.03%, 03/15/2062
91,813
Diamondback Energy, Inc.
270,000
5.40%, 04/18/2034
269,154
155,000
5.90%, 04/18/2064
144,005
35,000
6.25%, 03/15/2053
34,713
475,000
Eni SpA 5.25%, 05/18/2036(1)
458,367
200,000
Saudi Arabian Oil Co. 6.38%, 06/02/2055(1)
193,396
 
1,318,244
Pharmaceuticals - 0.2%
265,000
Bayer U.S. Finance LLC 5.38%, 07/20/2033(1)
261,799
Cardinal Health, Inc.
360,000
4.50%, 09/15/2030
354,046
300,000
5.00%, 11/15/2029
301,220
 
917,065
Pipelines - 0.5%
Columbia Pipelines Holding Co. LLC
200,000
5.00%, 11/17/2032(1)
195,261
133,000
5.10%, 10/01/2031(1)
131,699
Energy Transfer LP
25,000
5.15%, 03/15/2045
21,583
135,000
7.50%, 07/01/2038
152,045
425,000
Green Palm Bidco SARL 5.96%, 06/30/2041(1)
416,435
200,000
Greensaif Pipelines Bidco SARL 6.13%,
02/23/2038(6)
199,757
MPLX LP
110,000
5.00%, 01/15/2033
107,660
25,000
5.20%, 03/01/2047
21,573
15,000
5.50%, 02/15/2049
13,271
ONEOK, Inc.
130,000
4.75%, 10/15/2031
127,275
315,000
5.05%, 11/01/2034
303,636
45,000
6.00%, 06/15/2035
45,995
120,000
6.05%, 09/01/2033
123,722
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 12.8% - (continued)
Pipelines - 0.5% - (continued)
Williams Cos., Inc.
$  15,000
4.85%, 03/01/2048
$12,450
180,000
5.15%, 03/15/2036
173,086
90,000
5.65%, 03/15/2033
91,307
 
2,136,755
Real Estate Investment Trusts - 0.2%
146,000
American Assets Trust LP 3.38%, 02/01/2031
132,384
240,000
Equinix, Inc. 5.50%, 08/15/2033
237,252
Prologis Targeted U.S. Logistics Fund LP
135,000
4.25%, 01/15/2031(1)
130,318
210,000
4.75%, 01/15/2036(1)
196,686
 
696,640
Semiconductors - 0.2%
Intel Corp.
294,000
3.25%, 11/15/2049
179,835
333,000
3.73%, 12/08/2047
226,034
105,000
4.10%, 05/11/2047
75,762
95,000
4.75%, 03/25/2050
73,905
165,000
5.63%, 02/10/2043
152,335
245,000
NVIDIA Corp. 5.55%, 06/15/2046
226,124
 
933,995
Software - 0.9%
Oracle Corp.
434,000
3.60%, 04/01/2040
300,248
290,000
3.60%, 04/01/2050
166,200
33,000
3.65%, 03/25/2041
22,384
277,000
3.80%, 11/15/2037
208,762
340,000
3.95%, 03/25/2051
207,221
25,000
4.00%, 07/15/2046
15,881
223,000
4.30%, 07/08/2034
191,120
275,000
4.70%, 09/27/2034
241,230
425,000
4.80%, 09/26/2032
391,170
390,000
5.35%, 05/04/2033
366,493
205,000
5.50%, 09/27/2064
148,083
42,000
5.88%, 09/26/2045
34,462
90,000
5.95%, 09/26/2055
71,509
255,000
6.00%, 08/03/2055
204,488
200,000
6.10%, 09/26/2065
157,155
110,000
6.13%, 08/03/2065
86,972
30,000
6.55%, 02/04/2046
26,549
100,000
6.70%, 02/04/2056
88,176
915,000
6.85%, 02/04/2066
805,096
 
3,733,199
Telecommunications - 0.2%
15,000
AT&T, Inc. 6.30%, 10/30/2066
13,813
305,000
Beacon Point DC LLC 6.13%, 11/30/2042(1)
292,657
245,000
NTT Finance Corp. 5.26%, 11/01/2033(1)
241,325
233,000
Road Michigan Property Owner I LLC 7.50%,
03/30/2045(1)
225,818
 
773,613
Trucking & Leasing - 0.0%
65,000
Penske Truck Leasing Co. LP/PTL Finance
Corp. 6.05%, 08/01/2028(1)
66,378
Total Corporate Bonds
(cost $53,120,115)
$50,978,961
FOREIGN GOVERNMENT OBLIGATIONS - 1.0%
Indonesia - 0.1%
255,000
Indonesia Government International Bonds
5.69%, 05/29/2036
$254,524
Israel - 0.1%
Israel Government International Bonds
200,000
2.75%, 07/03/2030
182,831
The accompanying notes are an integral part of these financial statements.
 
16
Hartford Core Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 1.0% - (continued)
Israel - 0.1% - (continued)
$  305,000
5.38%, 03/12/2029
$306,434
200,000
State of Israel 3.80%, 05/13/2060(6)
128,365
 
617,630
Mexico - 0.6%
Mexico Government International Bonds
1,365,000
5.38%, 03/22/2033
1,313,539
315,000
5.38%, 03/22/2033
303,125
340,000
5.63%, 02/09/2034
328,076
200,000
5.63%, 09/22/2035
190,400
295,000
6.25%, 08/27/2037
287,110
 
2,422,250
Philippines - 0.1%
310,000
Philippines Government International Bonds
5.33%, 06/24/2036
303,412
Romania - 0.1%
670,000
Romania Government International Bonds
3.63%, 03/27/2032(6)
595,064
Total Foreign Government Obligations
(cost $4,273,390)
$4,192,880
U.S. GOVERNMENT AGENCIES - 36.6%
Mortgage-Backed Agencies - 36.6%
Federal Home Loan Mortgage Corp. - 7.8%
221,861
0.86%, 11/25/2030(2)(4)
$6,817
93,294
1.10%, 01/25/2030(2)(4)
3,037
1,381,775
1.11%, 06/25/2030(2)(4)
50,034
1,157
1.13%, 12/15/2027
1,140
1,597
1.25%, 12/15/2027
1,569
1,499,367
1.37%, 06/25/2030(2)(4)
64,773
1,068,764
1.42%, 05/25/2030(2)(4)
49,091
361,942
1.50%, 12/25/2050
289,087
1,193,638
1.56%, 05/25/2030(2)(4)
58,437
160,398
1.63%, 04/25/2030(2)(4)
7,875
247,852
2.00%, 05/01/2036
224,510
858,536
2.00%, 11/01/2036
777,624
319,802
2.00%, 07/25/2050
277,910
182,797
2.00%, 10/01/2051
144,577
1,916,307
2.00%, 12/01/2051
1,499,315
2,848,991
2.00%, 01/01/2052
2,232,605
14,137
2.50%, 12/15/2042
12,803
790,358
2.50%, 09/01/2051
645,049
1,188,138
2.50%, 05/01/2052
982,267
1,474,998
3.00%, 01/01/2052
1,269,621
1,087,499
3.50%, 07/01/2052
968,792
1,059,996
4.00%, 01/01/2054
970,292
865,000
4.16%, 10/25/2030(2)
848,343
870,000
4.29%, 07/25/2030(2)
857,138
860,000
4.34%, 09/25/2030(2)
848,691
1,329,811
4.50%, 08/01/2052
1,257,536
4,998,162
4.50%, 05/01/2053
4,733,007
568,586
5.00%, 08/25/2052
565,352
1,508,497
5.00%, 11/01/2052
1,458,254
1,001,033
5.00%, 08/01/2053
971,265
998,964
5.00%, 06/01/2056
968,506
84,893
5.47%, 11/25/2043, 30 day USD SOFR
Average + 1.85%(1)(2)
85,315
524,634
5.50%, 06/01/2040
530,960
3,189,911
5.50%, 05/01/2054
3,161,866
963,539
6.00%, 06/01/2055
977,153
961,458
6.00%, 09/01/2055
977,837
640,000
6.52%, 04/25/2042, 30 day USD SOFR
Average + 2.90%(1)(2)
648,403
400,000
7.02%, 10/25/2041, 30 day USD SOFR
Average + 3.40%(1)(2)
402,115
Shares or Principal Amount
Market Value†
U.S. GOVERNMENT AGENCIES - 36.6% - (continued)
Mortgage-Backed Agencies - 36.6% - (continued)
Federal Home Loan Mortgage Corp. - 7.8% - (continued)
$  380,000
7.17%, 08/25/2042, 30 day USD SOFR
Average + 3.55%(1)(2)
$390,229
700,000
8.12%, 06/25/2042, 30 day USD SOFR
Average + 4.50%(1)(2)
722,114
 
30,941,309
Federal National Mortgage Association - 6.1%
6,853
1.25%, 02/25/2028
6,727
1,312
1.50%, 09/25/2027
1,294
746,682
2.00%, 02/01/2037
676,294
119,033
2.00%, 10/01/2051
93,364
431,552
2.00%, 11/01/2051
336,570
4,813,271
2.00%, 04/01/2052
3,777,188
803,821
2.50%, 02/01/2052
655,719
2,245,946
2.50%, 05/01/2052
1,846,968
837,482
2.50%, 06/01/2052
687,501
797,177
2.50%, 07/01/2052
653,045
679,166
2.50%, 08/01/2052
557,095
282,000
3.00%, 12/25/2045
250,973
278,112
3.00%, 10/25/2046
247,159
313,000
3.00%, 03/25/2047
269,451
153,616
3.00%, 03/01/2050
132,623
1,557,847
3.00%, 11/01/2051
1,342,555
389,911
3.50%, 08/01/2043
358,769
1,087,500
3.50%, 12/01/2055
965,433
1,064,998
4.00%, 05/01/2052
981,068
735,000
4.50%, 12/25/2041
713,684
2,422,011
4.50%, 12/01/2052
2,292,291
1,812,619
5.50%, 07/01/2040
1,832,853
1,893,926
5.50%, 06/01/2053
1,895,552
3,552,228
5.50%, 04/01/2054
3,528,318
 
24,102,494
Government National Mortgage Association - 7.3%
1,831,268
2.00%, 12/20/2050
1,469,267
1,735,000
2.00%, 08/01/2056(7)
1,388,813
1,657,241
2.50%, 03/20/2051
1,384,606
1,014,852
2.50%, 07/20/2051
847,881
2,463,405
2.50%, 09/20/2051
2,058,090
1,541,702
3.00%, 04/20/2051
1,339,363
335,356
3.00%, 05/20/2051
291,340
1,685,446
3.00%, 10/20/2051
1,464,214
2,524,080
3.50%, 08/20/2052
2,267,815
2,705,000
4.00%, 08/01/2056(7)
2,446,712
1,038,068
4.50%, 05/20/2053
980,935
1,036,931
4.50%, 06/20/2054
973,926
300,000
4.50%, 08/01/2056(7)
281,144
606,484
5.00%, 09/20/2051
598,324
2,337,143
5.00%, 09/20/2054
2,269,550
425,000
5.00%, 08/01/2056(7)
411,176
2,489,181
5.50%, 12/20/2054
2,476,821
2,769,955
5.50%, 02/20/2056
2,754,113
3,450,000
6.00%, 08/01/2056(7)
3,506,267
 
29,210,357
Uniform Mortgage-Backed Security - 15.4%
3,255,000
2.00%, 08/01/2056(7)
2,534,831
1,300,000
2.50%, 08/01/2041(7)
1,201,584
1,623,000
2.50%, 08/01/2056(7)
1,322,981
260,000
3.00%, 08/01/2041(7)
242,734
2,605,000
3.00%, 08/01/2056(7)
2,220,456
1,790,000
3.50%, 08/01/2056(7)
1,587,716
590,000
4.00%, 08/01/2041(7)
565,084
3,785,000
4.00%, 08/01/2056(7)
3,454,936
2,015,000
4.50%, 08/01/2041(7)
1,968,204
800,000
5.00%, 08/01/2041(7)
796,059
3,070,000
5.00%, 08/01/2056(7)
2,962,446
6,850,000
5.50%, 08/01/2041(7)
6,920,041
The accompanying notes are an integral part of these financial statements.
 
17
Hartford Core Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
U.S. GOVERNMENT AGENCIES - 36.6% - (continued)
Mortgage-Backed Agencies - 36.6% - (continued)
Uniform Mortgage-Backed Security - 15.4% - (continued)
$  13,755,000
5.50%, 08/01/2056(7)
$13,612,020
10,715,000
6.00%, 08/01/2056(7)
10,832,991
10,985,000
6.50%, 09/01/2056(7)
11,305,965
 
61,528,048
Total U.S. Government Agencies
(cost $149,014,907)
$145,782,208
U.S. GOVERNMENT SECURITIES - 46.3%
U.S. Treasury Securities - 46.3%
U.S. Treasury Bonds - 16.7%
4,350,000
1.13%, 08/15/2040
$2,625,463
7,390,000
1.38%, 11/15/2040
4,599,698
1,010,000
1.38%, 08/15/2050
468,151
2,455,000
1.63%, 11/15/2050
1,214,554
395,000
1.75%, 08/15/2041
254,497
2,675,000
1.88%, 02/15/2041
1,788,488
630,000
2.00%, 02/15/2050
348,321
4,290,000
2.00%, 08/15/2051
2,313,081
1,248,000
2.38%, 11/15/2049
755,430
6,930,000
2.38%, 05/15/2051
4,112,522
1,105,000
2.50%, 02/15/2045
740,350
2,415,000
2.50%, 05/15/2046
1,584,372
335,000
2.75%, 08/15/2042
245,832
4,720,000
3.00%, 02/15/2047
3,355,994
1,525,000
3.00%, 02/15/2048
1,070,836
6,105,000
3.00%, 08/15/2052(8)
4,110,382
1,080,000
3.13%, 05/15/2048
773,719
385,000
3.38%, 11/15/2048
287,126
1,825,000
3.63%, 08/15/2043
1,493,149
1,840,000
3.63%, 02/15/2044
1,496,366
1,464,000
3.75%, 11/15/2043
1,215,063
4,090,000
3.88%, 08/15/2040
3,617,253
900,000
4.13%, 08/15/2044
781,488
350,000
4.25%, 05/15/2039
328,535
1,475,000
4.25%, 02/15/2054
1,252,367
510,000
4.50%, 08/15/2039
488,484
1,305,000
4.50%, 02/15/2044
1,193,973
6,180,000
4.50%, 11/15/2054
5,474,370
365,000
4.63%, 11/15/2044
337,882
1,100,000
4.63%, 02/15/2046
1,013,375
2,595,000
5.00%, 05/15/2045
2,514,008
1,200,000
5.00%, 05/15/2046
1,160,812
12,850,000
6.13%, 08/15/2029
13,498,021
 
66,513,962
U.S. Treasury Inflation-Indexed Bonds - 0.6%
3,121,294
0.75%, 02/15/2042(9)
2,290,145
U.S. Treasury Inflation-Indexed Notes - 2.0%
8,485,149
1.25%, 04/15/2031(9)
8,146,205
U.S. Treasury Notes - 27.0%
500,000
0.63%, 05/15/2030
435,059
500,000
1.63%, 05/15/2031
440,059
3,160,000
1.88%, 02/28/2029
2,973,486
4,895,000
1.88%, 02/15/2032
4,275,285
4,565,000
2.75%, 08/15/2032
4,142,738
2,700,000
3.50%, 03/15/2029
2,645,367
2,785,000
3.63%, 12/31/2030
2,697,751
9,805,000
3.75%, 05/15/2028
9,717,291
5,800,000
3.75%, 05/31/2030
5,670,859
4,235,000
3.75%, 12/31/2030
4,123,004
5,625,000
3.75%, 02/28/2033
5,375,391
3,555,000
4.00%, 05/31/2030
3,506,674
2,800,000
4.00%, 07/31/2032
2,726,500
2,525,000
4.00%, 02/15/2034
2,428,734
4,475,000
4.00%, 11/15/2035
4,242,160
Shares or Principal Amount
Market Value†
U.S. GOVERNMENT SECURITIES - 46.3% - (continued)
U.S. Treasury Securities - 46.3% - (continued)
U.S. Treasury Notes - 27.0% - (continued)
$  11,300,000
4.13%, 06/30/2028
$11,270,426
2,250,000
4.13%, 03/31/2031
2,221,963
5,190,000
4.25%, 01/31/2030
5,169,118
7,990,000
4.25%, 11/15/2034(10)(11)
7,772,460
5,020,000
4.38%, 01/31/2032
4,997,253
6,846,000
4.38%, 05/15/2034
6,737,427
1,525,000
4.38%, 05/15/2036
1,484,969
3,080,000
4.50%, 11/15/2033
3,063,998
9,235,000
4.63%, 05/31/2031
9,310,395
 
107,428,367
Total U.S. Government Securities
(cost $196,815,389)
$184,378,679
Total Long-Term Investments
(cost $482,794,420)
$463,292,324
SHORT-TERM INVESTMENTS - 0.2%
Repurchase Agreements - 0.1%
258,375
Fixed Income Clearing Corp. Repurchase
Agreement dated 07/31/2026 at 3.64%,
due on 08/03/2026 with a maturity value of
$258,453; collateralized by U.S. Treasury
Note at 4.13%, maturing 06/30/2028, with
a market value of $263,617
$258,375
Securities Lending Collateral - 0.1%
475,160
State Street Navigator Securities Lending
Government Money Market Portfolio,
3.63%(12)
475,160
Total Short-Term Investments
(cost $733,535)
$733,535
Total Investments
(cost $483,527,955)
116.4
%
$464,025,859
Other Assets and Liabilities
(16.4
)%
(65,466,539
)
Net Assets
100.0
%
$398,559,320
Note:
Percentage of investments as shown is the ratio of the total market value to net assets.
The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.  
(1)
Security was purchased pursuant to Rule 144A under the Securities Act of 1933
and may be sold in transactions that are exempt from registration (typically only to
qualified institutional buyers) or in a public offering registered under the Securities
Act of 1933. At July 31, 2026, the aggregate value of these securities was
$84,262,300, representing 21.1% of net assets.
(2)
Variable or floating rate securities. Interest rate resets periodically. The rate shown
is the effective interest rate as of period end. Security description also includes the
reference rate and spread if published and available. Variable rate securities with a
floor or ceiling feature are disclosed at the inherent rate, where applicable. Certain
variable rate securities are not based on a published reference rate and spread but
are determined by the issuer or agent and are based on current market conditions;
these securities do not indicate a reference rate and spread in the description. For
fixed to variable securities, the rate remains fixed until designated date stated in
security description.
The accompanying notes are an integral part of these financial statements.
 
18
Hartford Core Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
(3)
Security is a “step-up” bond where coupon increases or steps up at a
predetermined date. Rate shown is current coupon rate.
(4)
Securities disclosed are interest-only strips.
(5)
Represents entire or partial securities on loan. See Note 8 in the accompanying
Notes to Financial Statements for securities lending information.
(6)
Security is exempt from registration under Regulation S under the Securities Act of
1933, which exempts from registration securities offered and sold outside of the
United States. Security may not be offered or sold in the United States except
pursuant to an exemption from, or in a transaction not subject to, the registration
requirements of the Securities Act of 1933. At July 31, 2026, the aggregate value
of these securities was $923,186, representing 0.2% of net assets.
(7)
Represents or includes a TBA transaction.
(8)
All, or a portion of the security, was pledged as collateral in connection with TBAs.
As of July 31, 2026, the market value of securities pledged was $258,540.
(9)
The principal amount for these securities are adjusted for inflation and the interest
payments equal a fixed percentage of the inflation-adjusted principal amount.
(10)
All, or a portion of the security, was pledged as collateral in connection with
centrally cleared swap contracts. As of July 31, 2026, the market value of
securities pledged was $1,361,883.
(11)
All, or a portion of the security, was pledged as collateral in connection with
futures contracts. As of July 31, 2026, the market value of securities pledged was
$243,193.
(12)
Current yield as of period end.
 
Futures Contracts Outstanding at July 31, 2026
Description
Number of
Contracts
Expiration
Date
Current
Notional
Amount
Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
U.S. Treasury 2-Year Note Future
14
09/30/2026
$2,878,531
$(1,221
)
U.S. Treasury 5-Year Note Future
47
09/30/2026
4,980,899
(6,174
)
U.S. Treasury 10-Year Ultra Future
56
09/21/2026
6,143,375
(45,756
)
Total
 
 
$(53,151
)
Short position contracts:
U.S. Treasury 10-Year Note Future
(6)
09/21/2026
$(648,000
)
$4,867
U.S. Treasury Long Bond Future
(27)
09/21/2026
(2,924,438
)
53,562
U.S. Treasury Ultra Bond Future
(31)
09/21/2026
(3,400,312
)
131,483
Total
 
 
$189,912
Total futures contracts
$136,761
 
TBA Sale Commitments Outstanding at July 31, 2026
Description
Principal
Amount
Maturity
Date
Market
Value†
Unrealized
Appreciation/
(Depreciation)
Government National Mortgage Association, 2.50%
$1,250,000
08/20/2056
$(1,043,150
)
$8,217
Government National Mortgage Association, 3.00%
975,000
08/20/2056
(845,241
)
7,770
Government National Mortgage Association, 3.50%
500,000
08/20/2056
(437,606
)
3,566
Government National Mortgage Association, 4.00%
1,080,000
08/20/2056
(976,876
)
9,847
Government National Mortgage Association, 4.50%
5,845,000
08/20/2056
(5,477,622
)
67,105
Government National Mortgage Association, 5.50%
6,945,000
08/20/2056
(6,899,056
)
25,007
Uniform Mortgage-Backed Security, 2.50%
1,190,000
08/13/2056
(970,024
)
5,591
Uniform Mortgage-Backed Security, 4.50%
2,190,000
08/13/2056
(2,056,252
)
26,900
Uniform Mortgage-Backed Security, 5.50%
1,445,000
08/15/2039
(1,459,775
)
6,674
Total TBA sale commitments (proceeds receivable $20,326,279)
$(20,165,602
)
$160,677
At July 31, 2026, the aggregate market value of TBA Sale Commitments represents (5.1)% of total net assets.
 
Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2026
Reference Entity
Notional
Amount(1)
(Pay)/Receive
Fixed Rate
Expiration
Date
Periodic
Payment
Frequency
Upfront
Premiums
Paid
Upfront
Premiums
Received
Value†
Unrealized
Appreciation/
(Depreciation)
Credit default swaps on indices:
Sell protection:
CDX.NA.IG.S46.V1
USD
11,800,000
1.00%
06/20/2031
Quarterly
$239,298
$—
$256,449
$17,151
Total
$239,298
$—
$256,449
$17,151
The accompanying notes are an integral part of these financial statements.
 
19
Hartford Core Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2026 – (continued)
Reference Entity
Notional
Amount(1)
(Pay)/Receive
Fixed Rate
Expiration
Date
Periodic
Payment
Frequency
Upfront
Premiums
Paid
Upfront
Premiums
Received
Value†
Unrealized
Appreciation/
(Depreciation)
Credit default swaps on single-name
issues:
 
 
 
 
Sell protection:
Alphabet, Inc. (AA+ )
USD
900,000
1.00%
06/20/2031
Quarterly
$21,213
$—
$17,281
$(3,932
)
Amazon.com, Inc. (AA)
USD
900,000
1.00%
06/20/2031
Quarterly
20,408
—
17,379
(3,029
)
Broadcom, Inc. (A-)
USD
905,000
1.00%
06/20/2031
Quarterly
18,885
—
2,578
(16,307
)
Meta Platforms, Inc. (AA-)
USD
910,000
1.00%
06/20/2031
Quarterly
12,088
—
4,904
(7,184
)
Oracle Corp. (BBB-)
USD
920,000
1.00%
12/20/2030
Quarterly
—
(9,177
)
(29,893
)
(20,716
)
Total
 
 
 
 
$72,594
$(9,177
)
$12,249
$(51,168
)
Total centrally cleared credit default swap contracts
$311,892
$(9,177
)
$268,698
$(34,017
)
 
(1)
The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under
the terms of that particular swap agreement.
 
Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2026
Payments made
by Fund
Payments received
by Fund
Notional
Amount
Expiration
Date
Periodic
Payment
Frequency
Upfront
Premiums
Paid
Upfront
Premiums
Received
Value†
Unrealized
Appreciation/
(Depreciation)
4.16% Fixed
12 mo. USD SOFR
USD
2,425,000
03/19/2045
Annual
$—
$(11,242
)
$114,765
$126,007
2.97% Fixed
12 mo. USD SOFR
USD
1,330,000
03/15/2053
Annual
2,773
—
327,388
324,615
3.25% Fixed
12 mo. USD SOFR
USD
495,000
06/21/2053
Annual
—
(4,832
)
99,708
104,540
3.59% Fixed
12 mo. USD SOFR
USD
570,000
09/20/2053
Annual
2,216
—
85,571
83,355
Total centrally cleared interest rate swaps contracts
$4,989
$(16,074
)
$627,432
$638,517
† 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, 2026 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Asset-Backed & Commercial Mortgage-Backed Securities 
$77,959,596
$—
$77,959,596
$—
Corporate Bonds 
50,978,961
—
50,978,961
—
Foreign Government Obligations 
4,192,880
—
4,192,880
—
U.S. Government Agencies 
145,782,208
—
145,782,208
—
U.S. Government Securities 
184,378,679
—
184,378,679
—
Short-Term Investments 
733,535
475,160
258,375
—
Futures Contracts(2) 
189,912
189,912
—
—
Swaps - Credit Default(2) 
17,151
—
17,151
—
Swaps - Interest Rate(2) 
638,517
—
638,517
—
Total
$464,871,439
$665,072
$464,206,367
$—
Liabilities
Futures Contracts(2) 
$(53,151
)
$(53,151
)
$—
$—
Swaps - Credit Default(2) 
(51,168
)
—
(51,168
)
—
TBA Sale Commitments 
(20,165,602
)
—
(20,165,602
)
—
Total
$(20,269,921
)
$(53,151
)
$(20,216,770
)
$—
 
(1)
For the year ended July 31, 2026, there were no transfers in and out of Level 3.
(2)
Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.
The accompanying notes are an integral part of these financial statements.
 
20
Hartford Dynamic Bond ETF
Schedule of Investments
July 31, 2026  
 
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 43.9%
Aerospace & Defense - 1.1%
$  200,000
BAE Systems PLC 3.40%, 04/15/2030(1)
$189,929
195,000
Boeing Co. 6.39%, 05/01/2031
205,140
135,000
Hexcel Corp. 4.90%, 05/15/2031
133,330
156,000
Honeywell Aerospace, Inc. 4.30%, 03/16/2031(1)
151,780
 
680,179
Agriculture - 0.7%
415,000
Imperial Brands Finance PLC 4.88%, 02/07/2032(1)
406,765
45,000
Philip Morris International, Inc. 5.13%, 02/15/2030
45,345
 
452,110
Airlines - 0.2%
125,000
American Airlines Pass-Through Trust 5.25%,
05/10/2040
121,190
Auto Manufacturers - 0.7%
155,000
American Honda Finance Corp. 5.20%, 04/08/2033
152,727
245,000
Hyundai Capital America 5.00%, 04/07/2031(1)
242,407
 
395,134
Chemicals - 2.0%
385,000
Nutrien Ltd. 4.85%, 05/29/2031
381,965
OCP SA
400,000
3.75%, 06/23/2031(2)
364,143
200,000
6.74%, 04/22/2031, (6.74% fixed rate until
04/22/2031; 5 yr. USD CMT + 2.75%
thereafter)(1)(3)(4)
196,373
270,000
SCIH Salt Holdings, Inc. 6.63%, 08/15/2031(1)
269,952
 
1,212,433
Commercial Banks - 5.6%
200,000
Banco Bilbao Vizcaya Argentaria SA 4.97%,
05/08/2031
197,895
115,000
Bank of Montreal 4.88%, 06/02/2032, (4.88% fixed
rate until 06/02/2031; 6 mo. USD SOFR +
0.96% thereafter)(4)
113,702
289,000
Bank of New York Mellon Corp. 4.54%,
04/23/2032, (4.54% fixed rate until 04/23/2031;
6 mo. USD SOFR + 0.90% thereafter)(4)
283,189
270,000
Barclays PLC 4.91%, 06/26/2030, (4.91% fixed
rate until 06/26/2029; 6 mo. USD SOFR +
0.91% thereafter)(4)
268,563
280,000
Deutsche Bank AG 5.06%, 04/14/2032, (5.06%
fixed rate until 04/14/2031; 6 mo. USD SOFR +
1.41% thereafter)(4)
276,678
310,000
Goldman Sachs Group, Inc. 5.24%, 07/21/2032,
(5.24% fixed rate until 07/21/2031; 6 mo. USD
SOFR + 1.17% thereafter)(4)
309,390
205,000
Intesa Sanpaolo SpA 5.00%, 06/29/2030, (5.00%
fixed rate until 06/29/2029; 1 yr. USD CMT +
0.80% thereafter)(1)(4)
204,084
235,000
JP Morgan Chase & Co. 5.04%, 07/23/2032,
(5.04% fixed rate until 07/23/2031; 6 mo. USD
SOFR + 1.02% thereafter)(4)
233,974
270,000
Manufacturers & Traders Trust Co. 4.55%,
04/18/2030, (4.55% fixed rate until 04/18/2029;
6 mo. USD SOFR + 0.94% thereafter)(4)
267,054
315,000
Morgan Stanley 5.17%, 07/14/2032, (5.17% fixed
rate until 07/14/2031; 6 mo. USD SOFR +
1.16% thereafter)(4)(5)
313,811
300,000
Royal Bank of Canada 4.40%, 04/17/2030, (4.40%
fixed rate until 04/17/2029; 6 mo. USD SOFR +
0.84% thereafter)(4)
296,091
100,000
Santander Holdings USA, Inc. 5.04%, 06/05/2030,
(5.04% fixed rate until 06/05/2029; 6 mo. USD
SOFR + 1.10% thereafter)(4)
99,504
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 43.9% - (continued)
Commercial Banks - 5.6% - (continued)
$  200,000
Sumitomo Mitsui Financial Group, Inc. 4.93%,
07/07/2032, (4.93% fixed rate until 07/07/2031;
6 mo. USD SOFR + 1.05% thereafter)(4)
$197,591
435,000
Wells Fargo & Co. 4.84%, 05/20/2032, (4.84%
fixed rate until 05/20/2031; 6 mo. USD SOFR +
0.97% thereafter)(4)
429,077
 
3,490,603
Commercial Services - 0.6%
Element Fleet Management Corp.
190,000
4.64%, 11/24/2030(1)
186,116
155,000
4.80%, 05/29/2029(1)
154,050
45,000
Sunbelt Rentals Holdings, Inc. 4.95%,
08/12/2030(1)
44,636
 
384,802
Diversified Financial Services - 1.9%
365,000
Aercap Funding DAC 4.88%, 07/07/2031
359,238
345,000
Aircastle Ltd./Aircastle Ireland DAC 5.00%,
05/15/2031(1)
339,138
155,000
American Express Co. 4.44%, 05/03/2030, (4.44%
fixed rate until 05/03/2029; 6 mo. USD SOFR +
0.81% thereafter)(4)
153,463
140,000
Capital One Financial Corp. 4.72%, 01/30/2032,
(4.72% fixed rate until 01/30/2031; 6 mo. USD
SOFR + 1.15% thereafter)(4)
136,901
PennyMac Financial Services, Inc.
145,000
6.75%, 02/15/2034(1)
134,491
15,000
6.88%, 05/15/2032(1)
14,338
60,000
Synchrony Financial 5.45%, 10/15/2030, (5.45%
fixed rate until 10/15/2029; 6 mo. USD SOFR +
1.35% thereafter)(4)
60,080
 
1,197,649
Electric - 5.9%
145,000
CHPE LLC 4.88%, 06/30/2031(1)
142,890
65,000
Cleco Corporate Holdings LLC 3.38%, 09/15/2029
61,073
250,000
Constellation Energy Generation LLC 4.80%,
01/15/2032
245,111
125,000
Dayton Power & Light Co. 4.55%, 08/15/2030
122,473
90,000
Duke Energy Carolinas LLC 4.65%, 06/15/2031
88,990
Edison International
360,000
4.80%, 03/15/2031
348,112
220,000
5.00%, 05/05/2028
220,066
70,000
Monongahela Power Co. 4.45%, 08/15/2029(1)
69,321
140,000
NextEra Energy Capital Holdings, Inc. 6.63%,
10/01/2066, (6.63% fixed rate until 07/04/2046;
5 yr. USD CMT + 1.69% thereafter)(4)
136,357
280,000
NRG Energy, Inc. 4.96%, 04/30/2031(1)
273,749
80,000
NSTAR Electric Co. 4.65%, 05/15/2031
79,029
Pacific Gas & Electric Co.
275,000
2.50%, 02/01/2031
245,338
365,000
4.95%, 07/01/2050
294,471
435,000
5.05%, 11/15/2031
430,439
260,000
5.05%, 10/15/2032
255,806
30,000
PacifiCorp 4.25%, 03/15/2029
29,516
125,000
Pinnacle West Capital Corp. 4.65%, 06/01/2029
124,448
470,000
Southern California Edison Co. 4.95%, 09/15/2031
464,460
 
3,631,649
Electronics - 1.1%
315,000
Fortive Corp. 4.75%, 05/15/2031
309,495
235,000
Honeywell International, Inc. 1.75%, 09/01/2031
202,011
185,000
Hubbell, Inc. 4.65%, 06/15/2031
182,402
 
693,908
Engineering & Construction - 0.3%
200,000
Mexico City Airport Trust 5.50%, 07/31/2047(1)
168,176
The accompanying notes are an integral part of these financial statements.
 
21
Hartford Dynamic Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 43.9% - (continued)
Entertainment - 0.2%
$  117,000
Caesars Entertainment, Inc. 6.50%,
02/15/2032(1)(5)
$111,802
Food - 0.4%
125,000
Mars, Inc. 4.80%, 03/01/2030(1)
124,574
135,000
Sysco Corp. 4.40%, 07/25/2031
130,394
 
254,968
Forest Products & Paper - 0.2%
115,000
Georgia-Pacific LLC 4.40%, 05/15/2029(1)
113,912
Gas - 0.2%
140,000
NiSource, Inc. 4.75%, 05/18/2031
138,384
Healthcare - Products - 0.4%
250,000
Medline Borrower LP/Medline Co-Issuer, Inc.
5.00%, 06/15/2031(1)
246,526
10,000
Thermo Fisher Scientific, Inc. 4.22%, 02/12/2031
9,731
 
256,257
Healthcare - Services - 0.2%
145,000
HCA, Inc. 4.70%, 05/15/2031
142,247
Insurance - 2.5%
130,000
American National Global Funding 5.00%,
06/22/2029(1)
129,097
325,000
American National Group, Inc. 6.14%,
06/13/2032(1)
331,635
Athene Global Funding
315,000
2.65%, 10/04/2031(1)
273,505
155,000
5.13%, 06/01/2029(1)
154,803
256,000
Fortitude Global Funding 5.50%, 06/12/2031(1)
254,845
380,000
GA Global Funding Trust 2.90%, 01/06/2032(1)
331,012
85,000
Sammons Financial Group, Inc. 5.95%,
06/15/2036(1)
83,428
 
1,558,325
Internet - 3.0%
Amazon.com, Inc.
315,000
5.10%, 07/09/2033
312,073
65,000
6.05%, 03/13/2076
60,090
590,000
6.25%, 07/09/2066
565,539
325,000
Beignet Investor LLC 6.58%, 05/30/2049(1)
315,076
665,000
Meta Platforms, Inc. 6.45%, 05/15/2066
609,178
 
1,861,956
Investment Company Security - 0.8%
HA Sustainable Infrastructure Capital, Inc.
210,000
5.95%, 07/15/2033(1)
207,560
305,000
6.15%, 01/15/2031
309,942
 
517,502
Iron/Steel - 0.3%
200,000
U.S. Steel Corp. 5.20%, 08/01/2031(1)
197,750
Leisure Time - 0.4%
257,000
NCL Corp. Ltd. 5.88%, 01/15/2031(1)
245,620
Lodging - 1.2%
200,000
Gohl Capital Holdings Ltd. 7.63%, 10/29/2031,
(7.63% fixed rate until 10/29/2031; 5 yr. USD
CMT + 3.71% thereafter)(2)(3)(4)
191,220
190,000
Las Vegas Sands Corp. 5.30%, 05/15/2031
187,491
200,000
MGM China Holdings Ltd. 6.25%, 05/15/2033(1)
192,393
200,000
Studio City Finance Ltd. 5.00%, 01/15/2029(1)
190,294
 
761,398
Media - 3.6%
Charter Communications Operating LLC/Charter
Communications Operating Capital
375,000
3.85%, 04/01/2061
204,756
70,000
3.95%, 06/30/2062
38,168
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 43.9% - (continued)
Media - 3.6% - (continued)
$  169,000
4.40%, 12/01/2061
$101,165
70,000
6.48%, 10/23/2045
60,696
115,000
Comcast Corp. 3.40%, 07/15/2046
73,072
200,000
Grupo Televisa SAB 5.00%, 05/13/2045
136,619
Paramount Global
555,000
4.20%, 05/19/2032(5)
471,922
140,000
4.95%, 01/15/2031
128,296
Space Exploration Technologies Corp.
295,000
5.65%, 07/15/2033(1)
282,618
310,000
6.60%, 07/15/2046(1)
276,476
245,000
6.65%, 07/15/2056(1)
216,814
Time Warner Cable LLC
75,000
5.50%, 09/01/2041
61,826
75,000
5.88%, 11/15/2040
64,097
107,000
Univision Communications, Inc. 8.88%,
04/15/2033(1)(5)
103,600
 
2,220,125
Mining - 0.7%
145,000
Glencore Funding LLC 4.90%, 07/01/2031(1)
143,386
200,000
Ivanhoe Mines Ltd. 7.88%, 01/23/2030(2)
201,140
70,000
Rio Tinto Finance USA PLC 4.88%, 03/14/2030
70,100
 
414,626
Miscellaneous Manufacturing - 0.4%
200,000
Eaton Corp. 4.20%, 03/06/2031
193,967
70,000
Entegris, Inc. 4.75%, 04/15/2029(1)
68,832
 
262,799
Oil & Gas - 0.7%
45,000
ConocoPhillips Co. 4.70%, 01/15/2030
44,869
Hilcorp Energy I LP/Hilcorp Finance Co.
50,000
6.25%, 04/15/2032(1)
48,538
30,000
6.88%, 05/15/2034(1)
29,384
95,000
Petroleos Mexicanos 6.35%, 02/12/2048
74,973
200,000
Saudi Arabian Oil Co. 5.88%, 07/17/2064(2)
176,895
75,000
SM Energy Co. 6.63%, 04/15/2034(1)
74,537
 
449,196
Oil & Gas Services - 0.2%
130,000
Schlumberger Investment SA 4.55%, 05/07/2031
128,112
Pharmaceuticals - 0.4%
225,000
Bayer U.S. Finance LLC 5.13%, 07/20/2031(1)
223,056
Pipelines - 1.7%
145,000
Enbridge, Inc. 4.85%, 03/27/2031
143,590
45,000
Enterprise Products Operating LLC 4.60%,
01/15/2031
44,509
Galaxy Pipeline Assets Bidco Ltd.
200,000
2.63%, 03/31/2036(2)
170,782
178,271
2.94%, 09/30/2040(2)
144,342
210,000
Green Palm Bidco SARL 5.96%, 06/30/2041(1)
205,768
190,000
Kinder Morgan, Inc. 5.55%, 08/01/2036
188,712
160,000
Rio Grande LNG LLC 5.25%, 06/30/2031(1)
157,998
 
1,055,701
Real Estate Investment Trusts - 1.8%
155,000
American Assets Trust LP 3.38%, 02/01/2031
140,544
80,000
Cousins Properties LP 5.25%, 07/15/2030
80,132
140,000
Equinix Europe 2 Financing Corp. LLC 4.60%,
11/15/2030
136,704
248,000
Piedmont Operating Partnership LP 3.15%,
08/15/2030
226,601
205,000
Public Storage Operating Co. 4.70%, 02/01/2032
202,336
305,000
SBA Communications Corp. 4.88%, 01/15/2030
303,709
 
1,090,026
Semiconductors - 1.0%
315,000
Intel Corp. 4.65%, 06/01/2031
308,002
160,000
Marvell Technology, Inc. 2.95%, 04/15/2031
145,075
The accompanying notes are an integral part of these financial statements.
 
22
Hartford Dynamic Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 43.9% - (continued)
Semiconductors - 1.0% - (continued)
$  85,000
NVIDIA Corp. 5.63%, 06/15/2056
$76,916
68,000
Qorvo, Inc. 3.38%, 04/01/2031(1)
61,661
 
591,654
Software - 2.0%
Cloud Software Group LLC
260,000
6.63%, 08/15/2033(1)
226,681
75,000
8.25%, 06/30/2032(1)
70,949
Oracle Corp.
300,000
6.10%, 09/26/2065
235,733
358,000
6.13%, 08/03/2065
283,055
117,000
6.70%, 02/04/2056
103,166
182,000
6.85%, 02/04/2066
160,139
209,000
Roper Technologies, Inc. 1.75%, 02/15/2031
180,499
 
1,260,222
Telecommunications - 1.2%
50,000
Lumen Technologies, Inc. 4.50%, 01/15/2029(1)
47,500
245,000
NTT Finance Corp. 5.01%, 11/01/2031(1)
241,997
80,000
Road Michigan Property Owner I LLC 7.50%,
03/30/2045(1)
77,534
200,000
Telecommunications Co. Telekom Srbija AD
Belgrade 7.25%, 05/18/2031(1)
197,673
155,000
Vodafone Group PLC 4.80%, 06/18/2031
152,237
 
716,941
Trucking & Leasing - 0.3%
200,000
DAE Funding LLC 3.38%, 03/20/2028(2)
192,634
Total Corporate Bonds
(cost $27,538,809)
$27,193,046
FOREIGN GOVERNMENT OBLIGATIONS - 0.6%
Mexico - 0.6%
250,000
Eagle Funding Luxco SARL 5.50%, 08/17/2030(2)
$249,562
265,000
Mexico Government International Bonds 3.77%,
05/24/2061
148,930
Total Foreign Government Obligations
(cost $406,556)
$398,492
U.S. GOVERNMENT SECURITIES - 36.7%
U.S. Treasury Securities - 36.7%
U.S. Treasury Bonds - 6.4%
2,020,000
1.13%, 05/15/2040
$1,232,358
180,000
3.50%, 02/15/2039
157,303
935,000
4.63%, 02/15/2040
902,750
1,605,000
5.00%, 05/15/2046(6)
1,552,586
110,000
5.00%, 05/15/2056
105,806
 
3,950,803
U.S. Treasury Notes - 30.3%
995,000
3.75%, 10/31/2032
953,529
4,520,000
3.75%, 02/28/2033
4,319,425
855,000
3.88%, 04/30/2030(7)
840,138
385,000
3.88%, 08/15/2034
365,554
935,000
4.00%, 03/31/2030
923,130
1,820,000
4.13%, 07/15/2029
1,809,762
1,750,000
4.13%, 11/30/2029
1,737,354
60,000
4.13%, 02/15/2036
57,338
2,610,000
4.25%, 03/31/2033
2,565,752
1,520,000
4.25%, 08/15/2035
1,471,728
Shares or Principal Amount
Market Value†
U.S. GOVERNMENT SECURITIES - 36.7% - (continued)
U.S. Treasury Securities - 36.7% - (continued)
U.S. Treasury Notes - 30.3% - (continued)
$  2,450,000
4.38%, 07/31/2031
$2,444,449
1,305,000
4.38%, 05/15/2036
1,270,744
 
18,758,903
Total U.S. Government Securities
(cost $22,891,662)
$22,709,706
Total Long-Term Investments
(cost $50,837,027)
$50,301,244
SHORT-TERM INVESTMENTS - 19.2%
Repurchase Agreements - 0.2%
127,188
Fixed Income Clearing Corp. Repurchase
Agreement dated 07/31/2026 at 3.64%, due
on 08/03/2026 with a maturity value of
$127,227; collateralized by U.S. Treasury
Note at 4.25%, maturing 07/31/2028, with a
market value of $129,929
$127,188
Securities Lending Collateral - 1.0%
604,118
State Street Navigator Securities Lending
Government Money Market Portfolio,
3.63%(8)
604,118
U.S. Treasury Securities - 18.0%
U.S. Treasury Bills - 18.0%
8,125,000
3.75%, 10/27/2026(9)
8,054,777
3,150,000
3.82%, 11/03/2026(9)
3,120,339
 
11,175,116
Total Short-Term Investments
(cost $11,901,602)
$11,906,422
Total Investments
(cost $62,738,629)
100.4
%
$62,207,666
Other Assets and Liabilities
(0.4
)%
(234,724
)
Net Assets
100.0
%
$61,972,942
Note:
Percentage of investments as shown is the ratio of the total market value to net assets.
The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.  
(1)
Security was purchased pursuant to Rule 144A under the Securities Act of 1933
and may be sold in transactions that are exempt from registration (typically only to
qualified institutional buyers) or in a public offering registered under the Securities
Act of 1933. At July 31, 2026, the aggregate value of these securities was
$9,447,029, representing 15.2% of net assets.
(2)
Security is exempt from registration under Regulation S under the Securities Act of
1933, which exempts from registration securities offered and sold outside of the
United States. Security may not be offered or sold in the United States except
pursuant to an exemption from, or in a transaction not subject to, the registration
requirements of the Securities Act of 1933. At July 31, 2026, the aggregate value
of these securities was $1,690,718, representing 2.7% of net assets.
(3)
Perpetual maturity security. Maturity date shown is the next call date or final legal
maturity date, whichever comes first.
The accompanying notes are an integral part of these financial statements.
 
23
Hartford Dynamic Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
(4)
Variable or floating rate securities. Interest rate resets periodically. The rate shown
is the effective interest rate as of period end. Security description also includes the
reference rate and spread if published and available. Variable rate securities with a
floor or ceiling feature are disclosed at the inherent rate, where applicable. Certain
variable rate securities are not based on a published reference rate and spread but
are determined by the issuer or agent and are based on current market conditions;
these securities do not indicate a reference rate and spread in the description. For
fixed to variable securities, the rate remains fixed until designated date stated in
security description.
(5)
Represents entire or partial securities on loan. See Note 8 in the accompanying
Notes to Financial Statements for securities lending information.
(6)
All, or a portion of the security, was pledged as collateral in connection with
futures contracts. As of July 31, 2026, the market value of securities pledged was
$77,388.
(7)
All, or a portion of the security, was pledged as collateral in connection with
centrally cleared swap contracts. As of July 31, 2026, the market value of
securities pledged was $786,094.
(8)
Current yield as of period end.
(9)
The rate shown represents current yield to maturity.
 
Futures Contracts Outstanding at July 31, 2026
Description
Number of
Contracts
Expiration
Date
Current
Notional
Amount
Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
U.S. Treasury 10-Year Note Future
19
09/21/2026
$2,052,000
$(9,652
)
Total futures contracts
$(9,652
)
 
OTC Credit Default Swap Contracts Outstanding at July 31, 2026
Reference Entity
Counter-
party
Notional
Amount(1)
(Pay)/Receive
Fixed Rate
Expiration
Date
Periodic
Payment
Frequency
Upfront
Premiums
Paid
Upfront
Premiums
Received
Value†
Unrealized
Appreciation/
(Depreciation)
Credit default swaps on single-name issues:
Sell protection:
Celanese U.S. Holdings LLC (BB)
GSC
USD
45,000
5.00%
06/20/2031
Quarterly
$5,817
$—
$6,541
$724
Celanese U.S. Holdings LLC (BB)
GSC
USD
15,000
5.00%
06/20/2031
Quarterly
1,863
—
2,180
317
Total OTC credit default swap contracts
$7,680
$—
$8,721
$1,041
 
(1)
The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under
the terms of that particular swap agreement.
 
Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2026
Reference Entity
Notional
Amount(1)
(Pay)/Receive
Fixed Rate
Expiration
Date
Periodic
Payment
Frequency
Upfront
Premiums
Paid
Upfront
Premiums
Received
Value†
Unrealized
Appreciation/
(Depreciation)
Credit default swaps on indices:
Sell protection:
CDX.NA.HY.S46.V1
USD
4,618,350
5.00%
06/20/2031
Quarterly
$344,065
$—
$372,851
$28,786
CDX.NA.IG.S46.V1
USD
3,050,000
1.00%
06/20/2031
Quarterly
63,123
—
66,286
3,163
Total
$407,188
$—
$439,137
$31,949
Credit default swaps on single-name issues:
 
 
 
 
Sell protection:
Broadcom, Inc. (A-)
USD
140,000
1.00%
06/20/2031
Quarterly
$2,921
$—
$399
$(2,522
)
Caesars Entertainment, Inc. (B+)
USD
100,000
5.00%
06/20/2031
Quarterly
5,773
—
5,162
(611
)
CCO Holdings Capital Corp (BB+)
USD
270,000
5.00%
06/20/2031
Quarterly
21,508
—
16,549
(4,959
)
Ford Motor Co. (BBB-)
USD
135,000
5.00%
06/20/2031
Quarterly
18,583
—
21,330
2,747
Lincoln National Corp. (BBB+)
USD
135,000
1.00%
06/20/2031
Quarterly
—
(3,581
)
(1,641
)
1,940
Meta Platforms, Inc. (AA-)
USD
155,000
1.00%
06/20/2031
Quarterly
1,891
—
835
(1,056
)
Oracle Corp. (BBB-)
USD
535,000
1.00%
06/20/2031
Quarterly
—
(12,972
)
(21,780
)
(8,808
)
Paramount Global (BB+)
USD
300,000
1.00%
06/20/2031
Quarterly
—
(25,274
)
(22,892
)
2,382
Total
 
 
 
 
$50,676
$(41,827
)
$(2,038
)
$(10,887
)
Total centrally cleared credit default swap contracts
$457,864
$(41,827
)
$437,099
$21,062
 
(1)
The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under
the terms of that particular swap agreement.
† 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.
 
24
Hartford Dynamic Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of July 31, 2026 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Corporate Bonds 
$27,193,046
$—
$27,193,046
$—
Foreign Government Obligations 
398,492
—
398,492
—
U.S. Government Securities 
22,709,706
—
22,709,706
—
Short-Term Investments 
11,906,422
604,118
11,302,304
—
Swaps - Credit Default(2) 
40,059
—
40,059
—
Total
$62,247,725
$604,118
$61,643,607
$—
Liabilities
Futures Contracts(2) 
$(9,652
)
$(9,652
)
$—
$—
Swaps - Credit Default(2) 
(17,956
)
—
(17,956
)
—
Total
$(27,608
)
$(9,652
)
$(17,956
)
$—
 
(1)
For the period ended July 31, 2026, there were no transfers in and out of Level 3.
(2)
Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.
The accompanying notes are an integral part of these financial statements.
 
25
Hartford Large Cap Growth ETF
Schedule of Investments
July 31, 2026  
 
Shares or Principal Amount
Market Value†
COMMON STOCKS - 98.6%
Automobiles & Components - 1.6%
10,269
Tesla, Inc.*
$3,195,815
Capital Goods - 4.7%
3,236
Axon Enterprise, Inc.*
1,707,831
6,348
Bloom Energy Corp. Class A*
1,306,482
3,307
Carpenter Technology Corp.
1,718,516
3,807
FTAI Aviation Ltd.
784,242
2,365
Howmet Aerospace, Inc.
667,545
12,038
Kratos Defense & Security Solutions, Inc.*
560,971
10,746
Vertiv Holdings Co. Class A
2,595,911
 
9,341,498
Consumer Discretionary Distribution & Retail - 5.0%
37,100
Amazon.com, Inc.*
10,075,618
Consumer Durables & Apparel - 0.5%
27,006
On Holding AG Class A*
978,697
Consumer Services - 1.1%
13,976
Airbnb, Inc. Class A*
2,117,643
Energy - 0.4%
10,321
Cameco Corp.
891,528
Financial Services - 2.1%
3,310
Evercore, Inc. Class A
1,061,054
19,236
KKR & Co., Inc.
1,951,107
11,069
Tradeweb Markets, Inc. Class A
1,112,435
 
4,124,596
Media & Entertainment - 19.7%
59,120
Alphabet, Inc. Class A
21,054,405
6,352
Alphabet, Inc. Class C
2,265,441
34,016
EchoStar Corp. Class A*
2,860,405
9,364
Liberty Media Corp.-Liberty Formula One
Class C*
918,889
11,211
Meta Platforms, Inc. Class A
6,241,276
17,946
Netflix, Inc.*
1,286,908
8,994
Reddit, Inc. Class A*
1,265,186
7,518
Spotify Technology SA*
3,758,549
 
39,651,059
Pharmaceuticals, Biotechnology & Life Sciences - 6.8%
7,258
Eli Lilly & Co.
8,338,281
9,161
Illumina, Inc.*
1,878,921
13,080
Natera, Inc.*
3,502,301
 
13,719,503
Semiconductors & Semiconductor Equipment - 27.3%
3,875
Advanced Micro Devices, Inc.*
1,845,081
9,863
ARM Holdings PLC ADR*
2,364,063
2,355
ASML Holding NV
3,836,295
31,684
Broadcom, Inc.
12,333,948
2,230
Cerebras Systems, Inc. Class A*
443,123
9,563
Marvell Technology, Inc.
1,793,636
160,659
NVIDIA Corp.
32,252,294
 
54,868,440
Software & Services - 10.8%
9,664
Cloudflare, Inc. Class A*
2,696,063
7,926
Datadog, Inc. Class A*
2,123,930
22,786
Microsoft Corp.
10,589,110
26,177
Palantir Technologies, Inc. Class A*
3,221,342
21,836
Shopify, Inc. Class A*
2,558,087
10,575
Trimble, Inc.*
598,333
 
21,786,865
Shares or Principal Amount
Market Value†
COMMON STOCKS - 98.6% - (continued)
Technology Hardware & Equipment - 18.1%
30,648
Apple, Inc.
$9,467,474
30,240
Arista Networks, Inc.*
5,453,784
7,694
Celestica, Inc.*
2,550,099
5,273
Coherent Corp.*
1,386,219
31,689
Corning, Inc.
4,381,004
32,913
Flex Ltd.*
3,743,854
4,530
Sandisk Corp.*
5,503,180
4,413
Seagate Technology Holdings PLC
3,778,102
 
36,263,716
Telecommunication Services - 0.5%
9,161
Space Exploration Technologies Corp. Class A*(1)
992,778
Total Common Stocks
(cost $158,083,783)
$198,007,756
SHORT-TERM INVESTMENTS - 0.7%
Repurchase Agreements - 0.2%
$  460,727
Fixed Income Clearing Corp. Repurchase
Agreement dated 07/31/2026 at 3.64%, due
on 08/03/2026 with a maturity value of
$460,867; collateralized by U.S. Treasury
Note at 4.13%, maturing 06/30/2028, with a
market value of $470,013
$460,727
Securities Lending Collateral - 0.5%
1,011,037
State Street Navigator Securities Lending
Government Money Market Portfolio,
3.63%(2)
1,011,037
Total Short-Term Investments
(cost $1,471,764)
$1,471,764
Total Investments
(cost $159,555,547)
99.3
%
$199,479,520
Other Assets and Liabilities
0.7
%
1,352,573
Net Assets
100.0
%
$200,832,093
Note:
Percentage of investments as shown is the ratio of the total market value to net assets.
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.  
*
Non-income producing.
(1)
Represents entire or partial securities on loan. See Note 8 in the accompanying
Notes to Financial Statements for securities lending information.
(2)
Current yield as of period end.
†
See Significant Accounting Policies of accompanying Notes to Financial
Statements regarding valuation of investments.
The accompanying notes are an integral part of these financial statements.
 
26
Hartford Large Cap Growth ETF
Schedule of Investments – (continued)
July 31, 2026  
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of July 31, 2026 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Common Stocks 
$198,007,756
$198,007,756
$—
$—
Short-Term Investments 
1,471,764
1,011,037
460,727
—
Total
$199,479,520
$199,018,793
$460,727
$—
 
(1)
For the year ended July 31, 2026, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.
 
27
Hartford Municipal Opportunities ETF
Schedule of Investments
July 31, 2026  
 
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 1.8%
Commercial Mortgage-Backed Securities - 1.8%
FRETE Trust
$  3,724,585
Series 2026-ML33, 4.51%, 10/25/2040(1)
$3,776,153
4,005,424
Series 2026-ML34, 4.63%, 12/25/2042(1)
4,080,758
5,616,112
Series 2026-ML35, 5.06%, 01/25/2043(1)
5,909,589
Total Asset-Backed & Commercial
Mortgage-Backed Securities
(cost $14,208,308)
$13,766,500
MUNICIPAL BONDS - 94.6%
Alabama - 7.5%
1,865,000
Alabama Housing Finance Auth, AL, Rev,
(FHLMC), (FNMA), (GNMA) 6.00%,
04/01/2055
$2,006,336
Black Belt Energy Gas Dist, AL, Rev
3,430,000
5.00%, 07/01/2033
3,547,090
2,070,000
5.00%, 10/01/2033
2,166,129
1,585,000
5.00%, 12/01/2034
1,664,142
4,960,000
5.00%, 10/01/2035
5,111,844
1,155,000
5.00%, 12/01/2035
1,199,152
1,200,000
5.00%, 10/01/2055(1)
1,242,977
2,000,000
5.25%, 12/01/2027
2,045,982
1,825,000
5.25%, 02/01/2053(1)
1,902,747
330,000
5.25%, 12/01/2053(1)
350,881
Energy Southeast A Cooperative Dist, AL, Rev
5,135,000
5.00%, 11/01/2033
5,373,514
2,335,000
5.50%, 11/01/2053(1)
2,466,071
2,600,000
Southeast Alabama Gas Supply Dist, AL, Rev
5.00%, 08/01/2054(1)
2,720,656
Southeast Energy Auth A Cooperative Dist, AL,
Rev
16,000,000
5.00%, 10/01/2030
16,959,693
1,295,000
5.00%, 09/01/2035
1,371,710
2,440,000
5.00%, 11/01/2035
2,524,817
4,000,000
5.00%, 05/01/2055(1)
4,218,500
1,855,000
5.25%, 03/01/2055(1)
1,890,986
415,000
5.50%, 01/01/2053(1)
438,640
 
59,201,867
Alaska - 1.5%
1,500,000
Alaska Housing Finance Corp., AK, Rev 2.90%,
12/01/2044
1,191,859
3,150,000
CIVICVentures, AK, Rev 5.00%, 09/01/2038
3,326,496
Municipality of Anchorage, AK, Rev,
1,740,000
(AG) 5.25%, 02/01/2038
1,885,226
1,495,000
(AG) 5.25%, 02/01/2039
1,607,589
1,250,000
(AG) 5.25%, 02/01/2040
1,333,235
1,225,000
Northern Tobacco Securitization Corp., AK, Rev
4.00%, 06/01/2039
1,219,076
1,215,000
State of Alaska International Airports System,
AK, Rev 5.00%, 10/01/2034
1,341,060
 
11,904,541
Arizona - 0.9%
Arizona Industrial Dev Auth, AZ, Rev,
665,000
(FHLMC), (FNMA), (GNMA) 4.05%,
10/01/2031
678,155
270,000
(FHLMC), (FNMA), (GNMA) 4.15%,
10/01/2032
273,500
280,000
(FHLMC), (FNMA), (GNMA) 4.25%,
10/01/2033
285,176
500,000
City of Phoenix Civic Improvement Corp., AZ,
Rev 5.00%, 07/01/2037
506,311
Maricopa County Industrial Dev Auth, AZ, Rev
230,000
4.00%, 10/15/2047(2)
197,475
195,000
5.00%, 09/01/2031
201,390
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 94.6% - (continued)
Arizona - 0.9% - (continued)
$  1,600,000
5.00%, 01/01/2038(3)
$1,742,822
Tempe Industrial Dev Auth, AZ, Rev
880,000
3.50%, 12/01/2030
870,121
1,190,000
4.38%, 12/01/2036
1,191,279
1,000,000
5.38%, 12/01/2046
1,026,191
 
6,972,420
California - 5.5%
795,000
Bay Area Toll Auth, CA, Rev 2.46%, 04/01/2056,
SIFMA Municipal Swap Index + 0.30%(1)
792,851
California Community Choice Financing Auth,
CA, Rev
4,415,000
5.00%, 11/01/2033
4,673,700
1,230,000
5.00%, 07/01/2035
1,328,881
2,730,000
5.00%, 12/01/2035
2,911,517
5,530,000
5.00%, 06/01/2036
5,885,884
2,000,000
5.00%, 05/01/2054(1)
2,086,708
5,040,000
5.00%, 12/01/2055(1)
5,188,481
1,430,000
5.00%, 01/01/2056(1)
1,443,436
4,000,000
5.00%, 10/01/2056(1)
4,221,211
205,000
California Enterprise Dev Auth, CA, Rev 5.00%,
08/01/2045
206,558
1,000,000
California Health Facs Financing Auth, CA, Rev
5.00%, 12/01/2032
1,074,002
California Municipal Finance Auth, CA, Rev,
180,000
(BAM) 4.00%, 05/15/2034
183,998
600,000
(BAM) 4.00%, 05/15/2037
604,416
2,250,000
5.00%, 06/30/2027
2,277,481
285,000
5.00%, 01/01/2041(2)
287,874
1,000,000
5.00%, 09/01/2060
1,017,736
City of Fontana, CA, Special Tax
500,000
4.00%, 09/01/2041
467,279
450,000
4.00%, 09/01/2046
409,853
525,000
4.00%, 09/01/2051
453,320
150,000
Fresno Unified School Dist, CA, GO 0.00%,
08/01/2032(4)
118,343
5,670,000
Golden State Tobacco Securitization Corp., CA,
Rev 0.00%, 06/01/2066(4)
530,001
1,000,000
Los Angeles Department of Water & Power, CA,
Rev, (BAM) 5.25%, 07/01/2045
1,065,756
Orange County Community Facs Dist, CA,
Special Tax
125,000
5.00%, 08/15/2032
130,327
115,000
5.00%, 08/15/2033
120,332
200,000
5.00%, 08/15/2034
209,491
175,000
5.00%, 08/15/2035
183,228
200,000
5.00%, 08/15/2036
208,895
595,000
Regents of the University of California Medical
Center Pooled, CA, Rev 5.00%, 05/15/2036
649,757
1,815,000
River Islands Public Financing Auth, CA, Special
Tax, (AG) 0.00%, 09/01/2055(4)
401,866
100,000
Romoland School Dist, CA, Special Tax 5.00%,
09/01/2043
100,846
885,000
San Bernardino Community College Dist, CA,
GO 0.00%, 08/01/2046(4)
328,465
San Joaquin Hills Transportation Corridor
Agency, CA, Rev,
235,000
(NPFG) 0.00%, 01/15/2032(4)
193,584
70,000
(NPFG) 0.00%, 01/15/2035(4)
50,805
1,250,000
4.00%, 01/15/2034
1,273,546
University of California, CA, Rev
585,000
5.25%, 05/15/2040
676,522
925,000
5.50%, 05/15/2040
1,051,451
 
42,808,401
Colorado - 2.0%
Baseline Metropolitan Dist No. 1, CO, GO,
375,000
(AG) 5.00%, 12/01/2030
402,161
The accompanying notes are an integral part of these financial statements.
 
28
Hartford Municipal Opportunities ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 94.6% - (continued)
Colorado - 2.0% - (continued)
$  635,000
(AG) 5.00%, 12/01/2032
$683,679
1,970,000
City & County of Denver Airport System, CO,
Rev 5.50%, 11/15/2032
2,204,445
Colorado Health Facs Auth, CO, Rev
170,000
4.00%, 12/01/2040
161,781
1,580,000
5.00%, 12/01/2034
1,702,177
1,000,000
5.00%, 12/01/2035
1,071,427
1,515,000
Colorado Housing & Finance Auth, CO, Rev,
(FHLMC), (FNMA), (GNMA) 6.50%,
11/01/2055
1,691,021
620,000
Denver City & County Housing Auth, CO, Rev
5.00%, 06/01/2029
640,889
160,000
Denver Convention Center Hotel Auth, CO, Rev
5.00%, 12/01/2031
160,617
1,280,000
E-470 Public Highway Auth, CO, Rev 0.00%,
09/01/2039(4)
710,441
1,030,000
Park Creek Metropolitan Dist, CO, Rev 5.00%,
12/01/2029
1,071,477
450,000
Park Creek Metropolitan Dist, CO, Tax
Allocation, (AG) 5.00%, 12/01/2032
490,887
300,000
Public Auth for Colorado Energy, CO, Rev
6.50%, 11/15/2038
348,016
Regional Transportation Dist, CO, Rev
500,000
4.00%, 07/15/2039
471,459
400,000
5.00%, 07/15/2029
416,479
500,000
5.00%, 01/15/2030
523,086
100,000
5.00%, 07/15/2032
105,009
2,275,000
Southern Ute Indian Tribe of the Southern Ute
Reservation, CO, GO 5.00%, 04/01/2035(2)
2,409,379
715,000
University of Colorado Hospital Auth, CO, Rev
5.00%, 11/15/2029
760,963
 
16,025,393
Connecticut - 2.2%
1,500,000
Aquarion Water Auth, CT, Rev, (BAM) 0.00%,
08/01/2043(4)
680,084
100,000
City of Bridgeport, CT, GO, (BAM) 5.00%,
07/15/2034
103,266
140,000
Connecticut Housing Finance Auth, CT, Rev,
(FHLMC), (FNMA), (GNMA) 4.25%,
05/15/2042
140,704
Connecticut State Health & Educational Facs
Auth, CT, Rev
1,000,000
2.95%, 07/01/2049(1)
1,001,180
250,000
5.00%, 08/01/2038
272,955
400,000
5.00%, 08/01/2039
432,475
3,500,000
5.00%, 07/01/2040
3,759,490
750,000
5.00%, 08/01/2040
808,098
Connecticut State Higher Education Supplement
Loan Auth, CT, Rev
280,000
5.00%, 11/15/2034
293,811
100,000
5.00%, 11/15/2036
104,416
3,000,000
Stamford Housing Auth, CT, Rev 4.25%,
10/01/2030
3,018,975
State of Connecticut, CT, GO
845,000
3.00%, 06/01/2038
745,565
6,225,000
5.00%, 10/15/2031
6,248,451
 
17,609,470
District of Columbia - 0.2%
Dist of Columbia, DC, Rev
250,000
5.00%, 07/01/2037
250,491
455,000
5.00%, 07/01/2042
449,432
500,000
Metropolitan Washington Airports Auth, Aviation,
DC, Rev 5.00%, 10/01/2035
531,299
 
1,231,222
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 94.6% - (continued)
Florida - 3.2%
$  725,000
Alachua County Health Facs Auth, FL, Rev
3.75%, 10/01/2030
$725,011
185,000
Capital Projects Finance Auth, FL, Rev 5.00%,
10/01/2027
187,948
500,000
Capital Trust Auth, FL, Rev 5.00%,
07/01/2045(2)
487,270
125,000
City of Atlantic Beach, FL, Rev 5.00%,
11/15/2043
125,271
270,000
County of Broward Airport System, FL, Rev
4.00%, 10/01/2044
246,826
County of Lee Airport, FL, Rev
1,000,000
5.25%, 10/01/2037
1,101,663
1,000,000
5.25%, 10/01/2038
1,092,933
1,215,000
5.25%, 10/01/2039
1,316,870
1,000,000
5.25%, 10/01/2040
1,078,312
County of Miami-Dade Seaport Department, FL,
Rev
1,085,000
5.00%, 10/01/2035
1,147,180
200,000
5.00%, 10/01/2036
210,238
445,000
Escambia County Health Facs Auth, FL, Rev
4.00%, 08/15/2045
386,822
Florida Local Government Finance Commission,
FL, Rev
2,155,000
4.20%, 11/15/2030(2)
2,159,750
335,000
6.63%, 11/15/2045(2)
359,693
Greater Orlando Aviation Auth, FL, Rev
1,650,000
5.00%, 10/01/2036
1,773,426
1,000,000
5.25%, 11/01/2034
1,059,724
1,155,000
5.25%, 11/01/2035
1,216,619
160,000
Lee County Industrial Dev Auth, FL, Rev 4.13%,
11/15/2029
160,119
500,000
Middleton Community Dev Dist A, FL, Special
Assessment 4.75%, 05/01/2055
451,304
250,000
Orange County Health Facs Auth, FL, Rev
5.00%, 10/01/2041
261,129
950,000
Orlando Utilities Commission, FL, Rev 1.25%,
10/01/2046(1)
895,336
Palm Beach County Health Facs Auth, FL, Rev
420,000
5.13%, 05/15/2046
420,127
665,000
5.63%, 05/15/2061
665,880
Polk County Industrial Dev Auth, FL, Rev
300,000
5.00%, 01/01/2029
304,903
190,000
5.00%, 01/01/2055
178,362
445,000
St. Johns County Industrial Dev Auth, FL, Rev
4.00%, 12/15/2046
364,633
1,400,000
USF Financing Corp., FL, Rev 5.00%,
07/01/2034
1,545,772
155,000
Village Community Dev Dist No. 13, FL, Special
Assessment 2.55%, 05/01/2031
146,373
1,155,000
Village Community Dev Dist No. 14, FL, Special
Assessment 5.13%, 05/01/2037
1,182,879
495,000
Village Community Dev Dist No. 15, FL, Special
Assessment 4.80%, 05/01/2055(2)
459,194
Village Community Dev Dist No. 16, FL, Special
Assessment
1,860,000
4.00%, 05/01/2035
1,818,715
1,250,000
4.50%, 05/01/2040
1,219,820
 
24,750,102
Georgia - 3.3%
1,350,000
Bartow County Dev Auth, GA, Rev 3.95%,
12/01/2032(1)
1,367,644
Dev Auth for Fulton County, GA, Rev
1,750,000
5.00%, 07/01/2036(2)
1,808,054
350,000
5.00%, 06/01/2038
379,679
The accompanying notes are an integral part of these financial statements.
 
29
Hartford Municipal Opportunities ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 94.6% - (continued)
Georgia - 3.3% - (continued)
$  400,000
5.00%, 06/01/2039
$429,783
Dev Auth of Cobb County, GA, Rev
650,000
5.00%, 06/15/2031
681,710
400,000
5.00%, 06/15/2032
420,346
1,145,000
5.00%, 06/15/2034
1,207,424
215,000
Georgia Housing & Finance Auth, GA, Rev
5.00%, 12/01/2042
225,387
3,870,000
Main Street Energy, Inc., GA, Rev 5.00%,
10/01/2033
4,052,153
Main Street Natural Gas, Inc., GA, Rev
2,950,000
4.00%, 05/01/2052(1)
2,965,051
1,760,000
5.00%, 07/01/2053(1)
1,840,879
475,000
5.00%, 09/01/2053(1)
498,852
1,225,000
5.00%, 12/01/2053(1)
1,289,683
275,000
5.00%, 04/01/2054(1)
288,937
2,380,000
5.00%, 05/01/2054(1)
2,506,930
1,810,000
5.00%, 12/01/2054(1)
1,917,155
1,000,000
5.00%, 06/01/2055(1)
1,061,109
Municipal Electric Auth of Georgia, GA, Rev,
1,000,000
(AG) 5.00%, 07/01/2048
1,023,079
520,000
5.00%, 07/01/2052
522,985
Savannah Georgia Convention Center Auth, GA,
Rev,
300,000
(AG) 5.00%, 06/01/2040
318,339
450,000
(AG) 5.25%, 06/01/2041
485,468
450,000
(AG) 5.25%, 06/01/2042
483,896
310,000
5.25%, 06/01/2061
300,107
 
26,074,650
Guam - 0.2%
Government of Guam Business Privilege Tax
Refunding Bonds, GU, Rev
820,000
5.00%, 01/01/2031
863,001
500,000
5.25%, 01/01/2037
536,057
500,000
5.25%, 01/01/2038
532,412
 
1,931,470
Idaho - 0.1%
880,000
Idaho Housing & Finance Association, ID, Rev,
(FHLMC), (FNMA), (GNMA) 5.75%,
01/01/2053
945,120
Illinois - 8.4%
Chicago Board of Education Dedicated Capital
Improvement Tax, IL, Rev
250,000
5.00%, 04/01/2033
254,451
380,000
5.25%, 04/01/2035
407,162
250,000
5.25%, 04/01/2036
266,911
Chicago Board of Education, IL, GO,
110,000
(NPFG) 0.00%, 12/01/2026(4)
108,738
500,000
5.00%, 12/01/2028
507,287
1,100,000
5.00%, 12/01/2032
1,109,975
400,000
5.00%, 12/01/2046
361,658
2,500,000
5.25%, 12/01/2036
2,519,956
1,745,000
5.75%, 12/01/2050
1,752,353
3,000,000
6.00%, 12/01/2037
3,224,184
370,000
Chicago Midway International Airport, IL, Rev,
(BAM) 5.50%, 01/01/2038
401,644
Chicago O'Hare International Airport, IL, Rev,
200,000
(BAM) 5.00%, 01/01/2037
213,830
1,785,000
(BAM) 5.00%, 01/01/2038
1,897,977
1,700,000
5.50%, 07/01/2040
1,819,669
City of Chicago Wastewater Transmission, IL,
Rev,
695,000
(BAM) 5.00%, 01/01/2041
730,461
75,000
(NPFG) 5.50%, 01/01/2030
78,269
530,000
City of Chicago Waterworks, IL, Rev, (AG)
5.00%, 11/01/2037
561,973
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 94.6% - (continued)
Illinois - 8.4% - (continued)
$  1,385,000
City of Granite City, IL, Rev 1.25%, 05/01/2027
$1,353,237
City of Joliet Waterworks & Sewerage, IL, Rev,
1,800,000
(BAM) 5.00%, 01/01/2039
1,911,960
875,000
(BAM) 5.00%, 01/01/2040
923,525
Illinois Finance Auth, IL, Rev
665,000
3.65%, 05/01/2031
659,229
640,000
4.00%, 07/15/2039
621,697
460,000
5.00%, 10/01/2027
471,612
235,000
5.00%, 08/15/2033
248,678
4,145,000
5.00%, 11/15/2035
4,557,444
150,000
5.00%, 11/15/2045
147,625
Illinois Housing Dev Auth, IL, Rev,
6,185,000
(FHLMC), (FNMA), (GNMA) 2.45%,
02/01/2038(1)
6,185,000
2,160,000
(FHLMC), (FNMA), (GNMA) 5.25%,
10/01/2052
2,242,147
705,000
(FHLMC), (FNMA), (GNMA) 5.50%,
10/01/2053
749,684
365,000
(FHLMC), (FNMA), (GNMA) 5.75%,
10/01/2053
384,924
2,175,000
(FHLMC), (FNMA), (GNMA) 6.00%,
10/01/2054
2,324,527
770,000
(FHLMC), (FNMA), (GNMA) 6.00%,
10/01/2055
839,760
150,000
Kendall Kane & Will Counties Community Unit
School Dist No. 308, IL, GO, (AG) 0.00%,
02/01/2027(4)
147,531
Rock Island County School Dist No. 41 Rock
Island, IL, GO,
1,000,000
(AG) 5.00%, 01/01/2041
1,041,368
1,005,000
(AG) 5.00%, 01/01/2042
1,039,225
Sales Tax Securitization Corp., IL, Rev
785,000
4.00%, 01/01/2038
763,017
550,000
5.00%, 01/01/2030
582,642
1,500,000
5.00%, 01/01/2034
1,637,391
845,000
5.00%, 01/01/2037
878,144
St. Clair County Community Unit School Dist
No. 187 Cahokia, IL, GO,
240,000
(AG) 5.00%, 01/01/2029
250,537
250,000
(AG) 5.00%, 01/01/2030
264,273
1,000,000
State of Illinois Sales Tax, IL, Rev 5.00%,
06/15/2035
1,086,851
State of Illinois, IL, GO
1,645,000
5.00%, 05/01/2027
1,670,216
6,000,000
5.00%, 09/01/2040
6,304,430
4,750,000
5.00%, 12/01/2042
4,921,716
4,320,000
5.25%, 04/01/2043
4,598,514
550,000
5.50%, 03/01/2042
583,401
100,000
Village of Bolingbrook, IL, GO, (AG) 5.00%,
01/01/2028
102,974
 
65,709,777
Indiana - 1.4%
256,571
City of Evansville, IN, Rev, (FNMA) 3.00%,
06/01/2034
235,324
City of Whiting, IN, Rev
1,210,000
4.00%, 12/01/2044(1)
1,207,815
2,550,000
4.40%, 11/01/2045(1)
2,604,051
Danville Multi-School Building Corp., IN, Rev,
750,000
(ST INTERCEPT) 5.00%, 01/15/2034
824,092
440,000
(ST INTERCEPT) 5.00%, 07/15/2034
484,333
650,000
(ST INTERCEPT) 5.00%, 07/15/2035
725,095
750,000
Indiana Municipal Power Agency, IN, Rev, (AG)
5.00%, 01/01/2034
833,230
Indiana Secondary Market for Education Loans,
Inc., IN, Rev
1,900,000
5.00%, 06/01/2032
1,964,489
The accompanying notes are an integral part of these financial statements.
 
30
Hartford Municipal Opportunities ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 94.6% - (continued)
Indiana - 1.4% - (continued)
$  380,000
5.00%, 06/01/2034
$391,753
Indianapolis Local Public Improvement Bond
Bank, IN, Rev
230,000
5.00%, 01/01/2040
246,764
425,000
5.00%, 01/01/2041
452,663
500,000
5.00%, 01/01/2042
530,551
750,000
5.00%, 01/01/2043
792,751
 
11,292,911
Iowa - 1.0%
575,000
Iowa Finance Auth, IA, Rev 5.00%, 02/15/2027
580,197
Iowa Student Loan Liquidity Corp., IA, Rev
2,800,000
5.00%, 12/01/2030
2,962,263
1,415,000
5.00%, 12/01/2033
1,491,768
1,270,000
5.00%, 12/01/2035
1,316,685
1,585,000
PEFA, Inc. IA, Rev 5.00%, 04/01/2035
1,661,766
 
8,012,679
Kentucky - 1.7%
Kentucky Bond Dev Corp., KY, Rev
1,250,000
5.00%, 10/31/2041
1,325,425
1,000,000
5.00%, 10/31/2042
1,054,652
Kentucky Higher Education Student Loan Corp.,
KY, Rev
890,000
5.00%, 06/01/2028
900,794
1,020,000
5.00%, 06/01/2029
1,036,140
1,190,000
5.00%, 06/01/2030
1,212,455
1,190,000
5.00%, 06/01/2031
1,216,650
1,510,000
Kentucky Municipal Power Agency, KY, Rev,
(AG) 5.00%, 09/01/2036
1,676,809
1,250,000
Kentucky Public Energy Auth, KY, Rev 5.25%,
04/01/2054(1)
1,319,451
3,240,000
Louisville/Jefferson County Metropolitan
Government, KY, Rev 5.00%, 10/01/2037
3,502,935
 
13,245,311
Louisiana - 1.7%
City of New Orleans, LA, GO
1,285,000
5.00%, 12/01/2028
1,329,868
1,850,000
5.00%, 12/01/2029
1,932,784
250,000
City of Shreveport Water & Sewer, LA, Rev,
(AG) 5.00%, 12/01/2040
265,173
325,000
East Baton Rouge Sewerage Commission, LA,
Rev 1.30%, 02/01/2041(1)
310,790
1,135,000
Louisiana Housing Corp., LA, Rev, (FHLMC),
(FNMA), (GNMA) 2.35%, 12/01/2040
889,755
Louisiana Public Facs Auth, LA, Rev
1,445,000
5.00%, 05/15/2030
1,529,289
270,000
(AG) 5.00%, 01/01/2035
298,132
230,000
(AG) 5.00%, 07/01/2035
254,356
270,000
(AG) 5.00%, 01/01/2036
297,464
245,000
(AG) 5.00%, 07/01/2036
268,641
New Orleans Aviation Board, LA, Rev
150,000
5.00%, 01/01/2029
157,213
200,000
5.00%, 01/01/2030
212,123
2,855,000
Parish of St. James, LA, Rev 3.70%,
08/01/2041(1)
2,859,366
Parish of St. John the Baptist, LA, Rev
1,280,000
3.00%, 06/01/2037(1)
1,271,261
1,160,000
3.30%, 06/01/2037(1)
1,181,902
 
13,058,117
Maine - 0.0%
275,000
Maine Health & Higher Educational Facs Auth,
ME, Rev, (AG), (ST INTERCEPT) 4.00%,
07/01/2035
276,805
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 94.6% - (continued)
Maryland - 0.5%
Maryland Health & Higher Educational Facs
Auth, MD, Rev
$  1,095,000
5.00%, 07/01/2038
$1,144,473
500,000
5.00%, 07/01/2040
514,412
475,000
5.00%, 07/01/2049
482,415
2,000,000
5.00%, 08/15/2056(1)
2,158,225
 
4,299,525
Massachusetts - 4.3%
800,000
Commonwealth of Massachusetts, MA, GO
5.25%, 06/01/2056
841,613
Massachusetts Dev Finance Agency, MA, Rev
1,000,000
5.00%, 07/01/2027
1,015,488
575,000
5.00%, 01/01/2028
586,426
585,000
5.00%, 01/01/2029
606,405
1,085,000
5.00%, 07/01/2029
1,132,216
390,000
5.00%, 10/01/2029
408,332
555,000
5.00%, 01/01/2030
580,834
680,000
5.00%, 07/01/2031
685,929
2,335,000
5.00%, 10/01/2031
2,514,805
675,000
5.00%, 07/01/2034
675,908
4,430,000
5.00%, 12/01/2036
4,863,324
1,000,000
5.00%, 06/01/2038
1,068,911
750,000
5.00%, 07/01/2038
805,802
1,000,000
5.00%, 12/01/2038(3)
1,064,147
1,000,000
5.00%, 07/01/2039
1,064,902
945,000
5.00%, 06/01/2040
997,006
2,880,000
5.00%, 07/01/2040
3,006,219
350,000
5.00%, 07/01/2044
349,743
105,000
5.00%, 07/01/2046(2)
103,680
535,000
5.00%, 07/01/2055
539,162
380,000
5.00%, 10/01/2057(2)
360,774
1,000,000
5.00%, 07/01/2060(2)
919,992
1,650,000
5.25%, 07/01/2041(2)
1,693,766
930,000
5.50%, 10/01/2031
992,388
960,000
5.50%, 10/01/2032
1,030,822
110,000
Massachusetts Educational Financing Auth, MA,
Rev 5.00%, 07/01/2027
111,506
1,400,000
Massachusetts Health & Educational Facs Auth,
MA, Rev 2.00%, 07/01/2027(1)
1,400,000
Massachusetts Port Auth, MA, Rev
500,000
5.00%, 07/01/2031
537,398
1,140,000
5.00%, 07/01/2032
1,231,579
2,250,000
5.00%, 07/01/2033
2,445,064
 
33,634,141
Michigan - 1.5%
500,000
Clarkston Community Schools, MI, GO,
(Q-SBLF) 5.00%, 05/01/2037
549,451
970,000
Detroit Downtown Dev Auth, MI, Tax Allocation
5.00%, 07/01/2048
990,884
895,000
Detroit Regional Convention Facility Auth, MI,
Rev 5.00%, 10/01/2036
959,854
1,000,000
Great Lakes Water Auth Water Supply System,
MI, Rev 3.45%, 07/01/2056(1)
1,001,830
Michigan Finance Auth, MI, Rev
1,250,000
4.00%, 11/15/2046
1,093,002
750,000
5.00%, 11/01/2032
776,447
600,000
5.25%, 02/29/2040
629,233
100,000
5.25%, 02/28/2041
104,241
Michigan State Housing Dev Auth, MI, Rev
2,000,000
2.50%, 06/01/2052
1,303,278
425,000
3.45%, 12/01/2030
424,078
185,000
4.25%, 06/01/2049
185,922
130,000
4.25%, 12/01/2049
130,786
965,000
5.75%, 06/01/2054
1,022,158
Michigan Strategic Fund, MI, Rev
695,000
3.35%, 10/01/2049(1)
693,164
The accompanying notes are an integral part of these financial statements.
 
31
Hartford Municipal Opportunities ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 94.6% - (continued)
Michigan - 1.5% - (continued)
$  540,000
3.88%, 06/01/2053(1)
$535,372
1,100,000
Northern Michigan University, MI, Rev 5.50%,
06/01/2050
1,168,400
 
11,568,100
Minnesota - 0.3%
368,523
Freddie Mac Multifamily ML Certificates, MN,
Rev 2.54%, 06/25/2037
317,955
750,000
Minnesota Health & Education Facs Auth, MN,
Rev 3.00%, 10/01/2038
642,362
Minnesota Housing Finance Agency, MN, Rev,
470,000
(FHLMC), (FNMA), (GNMA) 5.05%,
07/01/2031
485,365
485,000
(FHLMC), (FNMA), (GNMA) 5.05%,
01/01/2032
505,047
 
1,950,729
Mississippi - 0.5%
4,000,000
State of Mississippi Gaming Tax, MS, Rev
5.00%, 10/15/2029
4,154,038
Missouri - 0.9%
City of St. Louis Airport, MO, Rev,
750,000
(AG) 5.00%, 07/01/2037
815,462
100,000
(AG) 5.00%, 07/01/2039
106,890
850,000
Health & Educational Facs Auth of the State of
Missouri, MO, Rev 4.00%, 01/01/2050(1)
759,169
Metropolitan St. Louis Sewer Dist, MO, Rev
900,000
5.00%, 05/01/2038
1,000,830
2,405,000
5.00%, 05/01/2039
2,645,490
Missouri Housing Dev Commission, MO, Rev,
205,000
(FHLMC), (FNMA), (GNMA) 5.00%,
05/01/2031
221,589
225,000
(FHLMC), (FNMA), (GNMA) 5.00%,
05/01/2032
239,674
450,000
(FHLMC), (FNMA), (GNMA) 5.00%,
05/01/2033
482,126
650,000
St. Louis County Industrial Dev Auth, MO, Rev
5.00%, 09/01/2028
668,070
 
6,939,300
Montana - 0.1%
815,000
Montana Facility Finance Auth, MT, Rev 5.00%,
02/15/2065(1)
859,509
Nebraska - 0.1%
500,000
Nebraska Investment Finance Auth, NE, Rev,
(FHLMC), (FNMA), (GNMA) 5.00%,
03/01/2049
507,439
Nevada - 0.2%
250,000
City of North Las Vegas, NV, Special
Assessment 4.50%, 06/01/2039
247,256
280,000
City of Reno, NV, Rev, (AG) 5.00%, 06/01/2033
289,836
1,665,000
Nevada Housing Division, NV, Rev, (FHLMC),
(FNMA), (GNMA) 3.25%, 10/01/2044
1,377,811
 
1,914,903
New Hampshire - 2.9%
New Hampshire Business Finance Auth, NH,
Rev
1,295,000
4.00%, 12/01/2028
1,304,621
4,225,000
5.00%, 12/01/2035
4,528,918
650,000
(BAM) 5.00%, 06/01/2036
700,412
715,000
(BAM) 5.00%, 12/01/2036
768,255
860,000
(BAM) 5.00%, 12/01/2037
918,155
665,000
(BAM) 5.00%, 12/01/2038
705,758
2,955,000
5.10%, 12/20/2042
3,022,568
1,350,000
5.25%, 02/01/2037(3)
1,475,413
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 94.6% - (continued)
New Hampshire - 2.9% - (continued)
$  5,000,000
5.25%, 06/01/2041
$5,268,802
3,705,000
New Hampshire Housing Finance Auth, NH,
Rev, (FHLMC), (FNMA), (GNMA) 6.50%,
01/01/2057
4,192,988
 
22,885,890
New Jersey - 0.4%
1,615,000
New Jersey Higher Education Student
Assistance Auth, NJ, Rev 5.00%, 12/01/2033
1,726,841
750,000
New Jersey Transportation Trust Fund Auth, NJ,
Rev 5.00%, 06/15/2035
830,921
250,000
Tobacco Settlement Financing Corp., NJ, Rev
5.00%, 06/01/2029
257,944
 
2,815,706
New Mexico - 0.8%
4,250,000
City of Santa Fe, NM, Rev 5.00%, 05/15/2049
3,939,684
New Mexico Mortgage Finance Auth, NM, Rev,
750,000
(FHLMC), (FNMA), (GNMA) 2.70%,
09/01/2047
543,132
20,000
(FHLMC), (FNMA), (GNMA) 4.00%,
01/01/2049
20,055
1,505,000
(FHLMC), (FNMA), (GNMA) 6.50%,
09/01/2054
1,634,673
 
6,137,544
New York - 5.8%
750,000
Albany Capital Resource Corp., NY, Rev 5.00%,
05/01/2035
825,172
1,440,000
Build NYC Resource Corp., NY, Rev 5.00%,
12/15/2031
1,431,871
City of New York, NY, GO
530,000
5.00%, 04/01/2036
543,943
1,000,000
5.25%, 02/01/2053
1,035,405
515,000
Empire State Dev Corp., NY, Rev 5.00%,
03/15/2038
523,384
2,559,377
FHLMC Multifamily VRD Certificates, NY, Rev
4.60%, 06/25/2042(1)
2,518,065
Metropolitan Transportation Auth, NY, Rev
195,000
5.00%, 11/15/2033
208,760
750,000
5.00%, 11/15/2035
834,716
1,000,000
5.00%, 11/15/2045(1)
1,058,144
New York City Health & Hospitals Corp., NY, Rev
455,000
5.00%, 02/15/2036
507,125
750,000
5.00%, 02/15/2037
830,507
2,500,000
New York City Housing Dev Corp., NY, Rev
5.25%, 12/15/2031
2,556,359
New York City Industrial Dev Agency, NY, Rev,
670,000
(AG) 3.00%, 01/01/2033
645,108
150,000
(AG) 5.00%, 03/01/2030
159,384
New York City Municipal Water Finance Auth,
NY, Rev
1,200,000
3.00%, 06/15/2040
1,011,120
1,365,000
5.00%, 06/15/2044
1,460,360
New York City Transitional Finance Auth, Future
Tax Secured, NY, Rev
10,000,000
3.05%, 02/01/2045(1)
10,000,000
200,000
5.00%, 05/01/2037
216,346
1,930,000
5.00%, 05/01/2038
2,054,414
1,030,000
5.00%, 05/01/2042
1,095,116
1,890,000
New York Energy Finance Dev Corp., NY, Rev
5.00%, 07/01/2056(1)
1,921,668
New York Liberty Dev Corp., NY, Rev
450,000
0.95%, 11/15/2027
430,836
2,175,000
5.00%, 11/15/2044(2)
2,177,983
New York State Dormitory Auth, NY, Rev
1,000,000
3.00%, 03/15/2041
826,032
750,000
5.25%, 07/01/2050
741,027
The accompanying notes are an integral part of these financial statements.
 
32
Hartford Municipal Opportunities ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 94.6% - (continued)
New York - 5.8% - (continued)
$  320,000
(AG) 5.50%, 07/01/2055
$337,142
1,800,000
New York State Housing Finance Agency, NY,
Rev 2.30%, 11/15/2037(1)
1,800,000
New York Transportation Dev Corp., NY, Rev,
370,000
(AG) 0.00%, 12/31/2054(5)
241,721
865,000
6.00%, 06/30/2041
947,811
4,570,000
6.00%, 06/30/2055
4,797,688
Port Auth of New York & New Jersey, NY, Rev
500,000
3.00%, 10/01/2027
500,655
800,000
5.00%, 11/15/2035
803,826
290,000
5.00%, 12/01/2037
307,814
 
45,349,502
North Carolina - 2.2%
2,570,000
Cumberland County Industrial Facs & Pollution
Control Financing Auth, NC, Rev 3.13%,
12/01/2027(1)
2,568,213
770,000
Nash Health Care Systems, NC, Rev 5.00%,
02/01/2032
825,448
North Carolina Housing Finance Agency, NC,
Rev,
570,000
(FHLMC), (FNMA), (GNMA) 3.75%,
07/01/2052
570,708
595,000
(FHLMC), (FNMA), (GNMA) 6.25%,
01/01/2056
656,359
North Carolina Medical Care Commission, NC,
Rev
5,000,000
2.50%, 11/01/2034(1)
5,000,000
545,000
3.40%, 10/01/2029
545,192
1,285,000
3.45%, 11/01/2030
1,260,728
670,000
3.90%, 01/01/2029
670,305
1,455,000
4.00%, 09/01/2051
1,198,023
325,000
4.25%, 09/01/2028
325,656
1,075,000
5.00%, 06/01/2032
1,076,370
395,000
5.00%, 01/01/2038
401,651
145,000
5.00%, 01/01/2039
136,910
965,000
5.00%, 11/01/2040
1,004,669
210,000
5.00%, 01/01/2044
211,347
500,000
5.50%, 09/01/2054
500,911
 
16,952,490
Ohio - 1.7%
1,230,000
Buckeye Tobacco Settlement Financing Auth,
OH, Rev 5.00%, 06/01/2055
930,066
100,000
Cleveland Department of Public Utilities Division
of Public Power, OH, Rev, (AG) 5.00%,
11/15/2030
103,329
County of Allen Hospital Facs, OH, Rev
250,000
5.00%, 12/01/2029
264,529
2,895,000
5.00%, 11/01/2039
3,072,544
4,245,000
Jefferson County Port Auth, OH, Rev 5.00%,
12/01/2053(1)(2)
4,318,054
845,000
Ohio Air Quality Dev Auth, OH, Rev 4.00%,
09/01/2030(1)
849,190
Ohio Housing Finance Agency, OH, Rev,
370,000
(FHLMC), (FNMA), (GNMA) 6.00%,
09/01/2032
422,742
360,000
(FHLMC), (FNMA), (GNMA) 6.00%,
03/01/2033
413,637
250,000
(FHLMC), (FNMA), (GNMA) 6.00%,
03/01/2034
290,458
625,000
(FHLMC), (FNMA), (GNMA) 6.25%,
03/01/2055
674,228
State of Ohio, OH, Rev
360,000
2.75%, 01/01/2052(1)
356,885
1,430,000
5.00%, 01/01/2029
1,499,782
 
13,195,444
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 94.6% - (continued)
Oklahoma - 0.2%
$  1,000,000
Oklahoma Municipal Power Auth, OK, Rev, (AG)
5.00%, 01/01/2037
$1,099,078
590,000
Oklahoma Turnpike Auth, OK, Rev 5.00%,
01/01/2039
649,728
 
1,748,806
Oregon - 0.8%
Albany Hospital Facility Auth, OR, Rev
745,000
3.20%, 11/15/2029
742,783
1,365,000
5.00%, 05/15/2036
1,451,330
Lincoln County School Dist, OR, GO,
425,000
(SCH BD GTY) 5.00%, 06/15/2035(1)(5)
478,110
210,000
(SCH BD GTY) 5.00%, 06/15/2036(1)(5)
234,862
20,000
Marion County School Dist No. 15 North Marion,
OR, GO, (SCH BD GTY) 0.00%,
06/15/2037(4)
12,204
115,000
Multnomah & Clackamas Counties School Dist
No. 10JT Gresham-Barlow, OR, GO, (SCH
BD GTY) 0.00%, 06/15/2038(4)
68,488
575,000
Port of Portland Airport, OR, Rev 5.00%,
07/01/2030
610,373
40,000
Salem Hospital Facility Auth, OR, Rev 5.00%,
05/15/2038
40,318
State of Oregon Housing & Community
Services Department, OR, Rev
3,800,000
2.38%, 01/01/2045
2,705,619
15,000
4.50%, 01/01/2049
15,028
5,000
State of Oregon, OR, GO 4.00%, 12/01/2048
5,006
100,000
Washington Clackamas & Yamhill Counties
School Dist No. 88J, OR, GO, (SCH BD GTY)
0.00%, 06/15/2034(4)
73,695
 
6,437,816
Pennsylvania - 2.6%
135,000
Armstrong School Dist, PA, GO, (BAM), (ST AID
WITHHLDG) 4.00%, 03/15/2035
135,358
735,000
City of Philadelphia Water & Wastewater, PA,
Rev, (AG) 5.00%, 09/01/2036
804,947
Coatesville School Dist, PA, GO,
3,000,000
(BAM), (ST AID WITHHLDG) 5.25%,
11/15/2037
3,139,978
230,000
(AG), (ST AID WITHHLDG) 5.25%,
11/15/2040
244,797
2,000,000
(AG), (ST AID WITHHLDG) 5.25%,
11/15/2042
2,122,985
605,000
(AG), (ST AID WITHHLDG) 5.25%,
11/15/2043
638,319
450,000
Doylestown Hospital Auth, PA, Rev 5.38%,
07/01/2039(2)
483,260
585,000
Hospitals & Higher Education Facs Auth of
Philadelphia, PA, Rev, (AG) 5.00%,
07/01/2037
617,839
345,000
Lancaster Industrial Dev Auth, PA, Rev 4.00%,
07/01/2056
268,068
Montgomery County Industrial Dev Auth, PA,
Rev
230,000
5.00%, 12/01/2030
230,162
240,000
5.00%, 12/01/2044
240,795
100,000
5.00%, 12/01/2046
97,148
Pennsylvania Economic Dev Financing Auth
Parking System, PA, Rev,
465,000
(AG) 5.00%, 01/01/2038
489,786
290,000
(AG) 5.00%, 01/01/2040
303,058
100,000
Pennsylvania Economic Dev Financing Auth,
PA, Rev 5.00%, 05/15/2038
105,518
240,000
Pennsylvania Higher Education Assistance
Agency, PA, Rev 5.00%, 06/01/2029
248,689
The accompanying notes are an integral part of these financial statements.
 
33
Hartford Municipal Opportunities ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 94.6% - (continued)
Pennsylvania - 2.6% - (continued)
$  750,000
Pennsylvania Higher Educational Facs Auth, PA,
Rev 5.00%, 05/01/2037
$754,483
90,000
Pennsylvania Housing Finance Agency, PA, Rev
4.00%, 10/01/2038
89,956
1,500,000
Pennsylvania Turnpike Commission, PA, Rev
5.00%, 12/01/2042
1,520,505
1,000,000
Philadelphia Housing Auth, PA, Rev 5.00%,
03/01/2028
1,032,784
Pittsburgh Water & Sewer Auth, PA, Rev,
15,000
(AG) 5.00%, 09/01/2034
15,737
1,245,000
(AG) 5.00%, 09/01/2036
1,360,425
School Dist of Philadelphia, PA, GO,
875,000
(ST AID WITHHLDG) 5.00%, 09/01/2035
953,751
1,500,000
(ST AID WITHHLDG) 5.00%, 09/01/2040
1,614,007
1,500,000
(ST AID WITHHLDG) 5.00%, 09/01/2041
1,605,930
1,250,000
(ST AID WITHHLDG) 5.00%, 09/01/2042
1,332,488
 
20,450,773
Puerto Rico - 1.4%
2,967,077
Commonwealth of Puerto Rico, PR, GO 5.63%,
07/01/2027
3,026,018
Puerto Rico Sales Tax Financing Corp., PR, Rev
4,716,000
0.00%, 07/01/2027(4)
4,582,918
2,500,000
4.33%, 07/01/2040
2,440,987
625,000
5.00%, 07/01/2058
600,499
 
10,650,422
Rhode Island - 1.6%
City of Pawtucket, RI, GO,
500,000
(AG) 5.00%, 11/01/2040
531,475
625,000
(AG) 5.00%, 11/01/2041
663,096
500,000
(AG) 5.00%, 11/01/2042
529,396
Providence Public Building Auth, RI, Rev,
1,000,000
(AG) 5.00%, 09/15/2037
1,063,914
665,000
(AG) 5.00%, 09/15/2038
702,825
Rhode Island Health & Educational Building
Corp., RI, Rev,
670,000
(AG) 5.00%, 07/01/2038
695,811
215,000
(AG) 5.63%, 07/01/2065
215,140
Rhode Island Student Loan Auth, RI, Rev
400,000
5.00%, 12/01/2027
409,067
765,000
5.00%, 12/01/2028
792,388
950,000
5.00%, 12/01/2029
993,392
2,215,000
5.00%, 12/01/2031
2,342,080
1,750,000
5.00%, 12/01/2032
1,853,852
1,800,000
5.00%, 12/01/2033
1,911,685
 
12,704,121
South Carolina - 1.0%
785,000
Patriots Energy Group Financing Agency, SC,
Rev 5.25%, 02/01/2054(1)
834,664
South Carolina Jobs-Economic Dev Auth, SC,
Rev
945,000
4.00%, 12/01/2030
945,216
1,500,000
5.00%, 11/01/2036
1,612,097
345,000
5.00%, 11/01/2037
367,611
South Carolina Public Service Auth, SC, Rev
500,000
4.00%, 12/01/2034
503,556
625,000
4.00%, 12/01/2038
606,208
South Carolina State Housing Finance & Dev
Auth, SC, Rev
985,000
5.75%, 01/01/2054
1,056,698
1,395,000
(FHLMC), (FNMA), (GNMA) 6.50%,
07/01/2055
1,560,040
 
7,486,090
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 94.6% - (continued)
South Dakota - 0.9%
$  2,215,000
South Dakota Health & Educational Facs Auth,
SD, Rev 5.00%, 11/01/2052(1)
$2,317,490
South Dakota Housing Dev Auth, SD, Rev
180,000
4.50%, 11/01/2048
181,252
215,000
(FHLMC), (FNMA), (GNMA) 6.00%,
05/01/2054
226,097
3,830,000
(FHLMC), (FNMA), (GNMA) 6.25%,
05/01/2056
4,261,959
 
6,986,798
Tennessee - 0.7%
Metropolitan Government Nashville & Davidson
County Health & Educational Facs Board,
TN, Rev
515,000
5.00%, 05/01/2035
552,033
2,510,000
5.00%, 07/01/2035
2,744,762
195,000
5.00%, 05/01/2038
204,629
Tennessee Energy Acquisition Corp., TN, Rev
365,000
5.00%, 02/01/2027
367,433
1,500,000
5.00%, 11/01/2034
1,572,922
35,000
Tennessee Housing Dev Agency, TN, Rev
4.00%, 01/01/2049
35,127
 
5,476,906
Texas - 10.5%
1,380,000
Allen Independent School Dist, TX, GO,
(PSF-GTD) 5.00%, 02/15/2035
1,526,193
160,000
Austin-Bergstrom Landhost Enterprises, Inc.,
TX, Rev 5.00%, 10/01/2029
162,340
Boerne Independent School Dist, TX, GO,
1,025,000
(PSF-GTD) 3.13%, 02/01/2053(1)
1,025,147
225,000
(PSF-GTD) 4.00%, 02/01/2054(1)
228,318
Brazos Higher Education Auth, Inc., TX, Rev
2,500,000
5.00%, 04/01/2031
2,605,095
1,300,000
5.00%, 04/01/2033
1,361,125
2,000,000
5.00%, 04/01/2034
2,078,346
Central Texas Regional Mobility Auth, TX, Rev
1,425,000
4.00%, 01/01/2035
1,438,992
505,000
4.00%, 01/01/2036
507,843
1,490,000
5.00%, 01/01/2046
1,523,003
City of Austin Airport System, TX, Rev
1,025,000
5.00%, 11/15/2032
1,104,355
4,200,000
5.00%, 11/15/2043
4,361,387
City of Dallas Hotel Occupancy Tax, TX, Rev
1,535,000
4.00%, 08/15/2033
1,534,944
100,000
4.00%, 08/15/2034
99,617
535,000
City of Dallas, TX, GO 5.00%, 02/15/2028
541,595
City of San Antonio Electric & Gas Systems,
TX, Rev
1,235,000
2.90%, 02/01/2055(1)
1,224,682
2,010,000
3.08%, 02/01/2055(1)
1,999,089
Clifton Higher Education Finance Corp., TX,
Rev,
425,000
(PSF-GTD) 5.00%, 04/01/2035
461,652
350,000
(PSF-GTD) 5.00%, 04/01/2036
377,912
400,000
County of Fort Bend Toll Road, TX, Rev, (AG)
5.00%, 03/01/2034
439,272
Dallas Fort Worth International Airport, TX, Rev
1,500,000
5.00%, 11/01/2031
1,610,976
4,500,000
5.00%, 11/01/2032
4,857,630
1,000,000
East Montgomery County Improvement Dist
Sales Tax, TX, Rev, (AG) 5.00%, 08/15/2035
1,085,567
1,735,000
El Paso County Hospital Dist, TX, GO, (AG)
5.00%, 02/15/2035
1,904,822
2,645,000
El Paso Independent School Dist, TX, GO,
(PSF-GTD) 5.00%, 08/15/2036
2,900,353
1,350,000
Fort Bend Independent School Dist, TX, GO,
(PSF-GTD) 3.80%, 08/01/2055(1)
1,368,347
The accompanying notes are an integral part of these financial statements.
 
34
Hartford Municipal Opportunities ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 94.6% - (continued)
Texas - 10.5% - (continued)
$  450,000
Harris County Industrial Dev Corp., TX, Rev
4.05%, 11/01/2050(1)
$462,054
Harris County-Houston Sports Auth, TX, Rev,
1,510,000
(AG) 5.00%, 11/15/2032
1,635,996
1,780,000
(AG) 5.00%, 11/15/2033
1,940,714
400,000
Hidalgo County Regional Mobility Auth, TX, Rev
5.00%, 12/01/2030
417,108
825,000
Hutto Independent School Dist, TX, GO,
(PSF-GTD) 5.00%, 08/01/2036
899,563
800,000
Leander Independent School Dist, TX, GO,
(PSF-GTD) 0.00%, 08/15/2027(4)
776,021
New Hope Cultural Education Facs Finance
Corp., TX, Rev
675,000
4.25%, 10/01/2030
675,018
550,000
5.00%, 11/01/2046
464,823
1,410,000
North East Texas Regional Mobility Auth, TX,
Rev 5.00%, 01/01/2037
1,520,902
Northside Independent School Dist, TX, GO,
1,250,000
(PSF-GTD) 2.00%, 06/01/2052(1)
1,237,751
2,500,000
(PSF-GTD) 3.55%, 06/01/2050(1)
2,510,223
2,000,000
San Antonio Water System, TX, Rev 1.00%,
05/01/2043(1)
1,989,161
500,000
Southwest Independent School Dist, TX, GO,
(PSF-GTD) 5.00%, 02/01/2036
534,105
State of Texas, TX, GO
5,300,000
2.35%, 12/01/2050(1)
5,300,000
7,000,000
5.00%, 08/01/2033
7,607,821
1,290,000
Tarrant County Cultural Education Facs Finance
Corp., TX, Rev 5.00%, 11/15/2051(1)
1,392,053
Texas Department of Housing & Community
Affairs, TX, Rev,
1,250,000
(GNMA) 2.25%, 07/01/2041
923,328
2,125,000
(GNMA) 3.00%, 03/01/2050
1,587,706
1,430,000
(GNMA) 3.63%, 09/01/2044
1,255,649
4,900,000
Texas Municipal Gas Acquisition & Supply Corp.
V, TX, Rev 5.00%, 01/01/2055(1)
5,078,413
3,000,000
Texas Municipal Gas Acquisition & Supply Corp.
VI, TX, Rev 5.00%, 01/01/2036
3,090,913
500,000
Texas Public Finance Auth, TX, Rev 4.00%,
02/01/2034
503,728
Texas State University System, TX, Rev
1,000,000
5.00%, 03/15/2032(3)
1,074,597
250,000
5.00%, 03/15/2036(3)
273,193
200,000
Texas Transportation Commission State
Highway 249 System, TX, Rev 0.00%,
08/01/2038(4)
115,346
Uptown Dev Auth, TX, Tax Allocation
220,000
4.00%, 09/01/2032
213,236
250,000
4.00%, 09/01/2035
234,577
 
82,042,601
Utah - 1.7%
590,000
County of Salt Lake, UT, Rev, (AMBAC) 5.13%,
02/15/2033
598,857
1,670,000
Deseret Public Infrastructure Dist No. 2, UT,
Special Assessment 6.13%, 12/01/2046(2)
1,688,886
Downtown Revitalization Public Infrastructure
Dist, UT, Rev,
1,000,000
(AG) 5.00%, 06/01/2035
1,107,860
1,000,000
(AG) 5.00%, 06/01/2036
1,097,995
500,000
Mida Cormont Public Infrastructure Dist, UT, GO
0.00%, 06/01/2055(2)(5)
437,425
Mida Mountain Village Public Infrastructure Dist,
UT, Tax Allocation
2,930,000
5.13%, 06/15/2054(2)
2,863,791
3,000,000
6.00%, 06/15/2054(2)
3,080,537
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 94.6% - (continued)
Utah - 1.7% - (continued)
$  1,120,000
Resort Core Public Infrastructure Dist No. 1, UT,
GO 5.38%, 03/01/2046
$1,111,951
1,345,000
Utah City West Public Infrastructure Dist No. 1,
UT, Special Assessment 5.00%, 12/01/2041(2)
1,350,245
 
13,337,547
Virginia - 2.0%
1,325,000
Arlington County Industrial Dev Auth, VA, Rev
5.00%, 07/01/2053(1)
1,396,507
750,000
Henrico County Economic Dev Auth, VA, Rev
5.00%, 10/01/2047
753,881
Lynchburg Economic Dev Auth, VA, Rev
3,750,000
5.00%, 01/01/2038
4,011,147
1,250,000
5.00%, 01/01/2039
1,326,030
620,000
Virginia Beach Dev Auth, VA, Rev 5.38%,
09/01/2029
620,744
Virginia Small Business Financing Auth, VA, Rev
1,000,000
4.00%, 01/01/2033
994,485
1,100,000
4.00%, 07/01/2034
1,084,238
1,000,000
4.00%, 01/01/2036
969,235
690,000
5.00%, 12/01/2028
717,896
805,000
5.00%, 12/01/2029
847,714
725,000
5.00%, 12/01/2030
770,602
1,040,000
5.00%, 12/01/2031
1,112,779
835,000
5.00%, 07/01/2035
867,296
350,000
5.00%, 12/31/2047
351,470
 
15,824,024
Washington - 3.2%
185,000
King County Housing Auth, WA, Rev 5.38%,
07/01/2045
193,233
5,180,000
Port of Seattle, WA, GO 5.00%, 01/01/2033
5,223,981
1,600,000
Port of Seattle, WA, Rev 5.25%, 07/01/2039
1,716,945
1,450,000
Seattle Housing Auth, WA, Rev 5.00%,
12/01/2029
1,501,738
Washington Health Care Facs Auth, WA, Rev
1,500,000
4.00%, 08/01/2044
1,366,784
2,500,000
5.00%, 10/01/2035
2,730,926
2,040,000
5.00%, 09/01/2037
2,188,421
1,200,000
5.00%, 09/01/2038
1,277,189
1,500,000
5.00%, 09/01/2039
1,584,938
1,725,000
5.00%, 10/01/2042
1,725,140
Washington State Housing Finance
Commission, WA, Rev
500,000
5.00%, 01/01/2031(2)
501,818
400,000
5.00%, 07/01/2035
437,882
405,000
5.00%, 07/01/2036
441,846
475,000
5.00%, 07/01/2037
514,662
525,000
5.00%, 07/01/2038
564,044
3,105,000
(BAM) 5.00%, 07/01/2045(2)
3,149,783
 
25,119,330
West Virginia - 0.5%
County of Ohio Special Dist Excise Tax, WV,
Rev,
550,000
(AG) 5.00%, 06/01/2031
587,931
500,000
(AG) 5.00%, 06/01/2032
538,536
500,000
(AG) 5.00%, 06/01/2033
542,170
500,000
(AG) 5.00%, 06/01/2034
544,637
West Virginia Economic Dev Auth, WV, Rev
1,040,000
3.75%, 04/01/2036(1)
1,032,211
690,000
4.63%, 04/15/2055(1)
703,644
 
3,949,129
Wisconsin - 4.5%
Public Finance Auth, WI, Rev
1,195,000
3.63%, 06/15/2063(1)
1,183,877
2,050,000
4.00%, 05/01/2036
2,006,122
505,000
4.00%, 10/01/2041
484,663
The accompanying notes are an integral part of these financial statements.
 
35
Hartford Municipal Opportunities ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 94.6% - (continued)
Wisconsin - 4.5% - (continued)
$  835,000
4.00%, 10/01/2046(1)
$847,724
170,000
(AG) 4.00%, 07/01/2050
146,691
909,258
4.55%, 12/05/2040(1)
875,186
1,500,000
5.00%, 06/01/2031
1,597,745
625,000
5.00%, 06/01/2032
669,326
1,000,000
(AG) 5.00%, 07/01/2036
1,016,314
510,000
5.00%, 12/15/2039(2)
496,412
750,000
5.00%, 10/01/2043(2)
740,074
465,000
5.00%, 10/01/2044
468,656
400,000
5.00%, 12/15/2044(2)
381,995
2,680,000
5.25%, 11/15/2055
2,711,123
2,035,000
5.25%, 11/15/2061
2,049,190
750,000
5.50%, 06/15/2055
765,153
1,640,000
6.50%, 06/30/2060
1,794,452
State of Wisconsin, WI, GO
470,000
5.00%, 05/01/2030(3)
500,632
495,000
5.00%, 05/01/2031(3)
534,811
125,000
5.00%, 05/01/2032(3)
136,686
University of Wisconsin Hospitals & Clinics, WI,
Rev
310,000
4.00%, 04/01/2035
311,687
220,000
4.00%, 04/01/2039
211,638
650,000
5.00%, 04/01/2037
705,189
265,000
5.00%, 04/01/2038
285,401
120,000
Wisconsin Center Dist, WI, Rev, (AG) 0.00%,
12/15/2029(4)
106,790
Wisconsin Health & Educational Facs Auth, WI,
Rev
1,000,000
5.00%, 08/15/2035
1,090,507
1,550,000
5.00%, 11/01/2035
1,658,369
1,500,000
5.00%, 08/15/2036
1,618,810
840,000
5.00%, 11/01/2039
842,663
680,000
5.75%, 08/15/2059
697,811
Wisconsin Housing & Economic Dev Auth Home
Ownership, WI, Rev
5,000,000
4.30%, 09/01/2041
4,891,999
875,000
(FHLMC), (FNMA), (GNMA) 5.50%,
09/01/2031
957,528
1,405,000
(FHLMC), (FNMA), (GNMA) 6.00%,
09/01/2054
1,499,218
1,200,000
(FHLMC), (FNMA), (GNMA) 6.00%,
03/01/2055
1,281,451
 
35,565,893
Wyoming - 0.0%
255,000
Wyoming Community Dev Auth, WY, Rev 6.00%,
12/01/2054
273,258
Total Municipal Bonds
(cost $749,811,009)
$742,268,030
U.S. GOVERNMENT AGENCIES - 0.1%
Mortgage-Backed Agencies - 0.1%
Federal Home Loan Mortgage Corp. - 0.1%
1,115,000
3.15%, 10/15/2036
$983,033
Total U.S. Government Agencies
(cost $1,131,529)
$983,033
Total Long-Term Investments
(cost $765,150,846)
$757,017,563
Shares or Principal Amount
Market Value†
SHORT-TERM INVESTMENTS - 0.8%
Repurchase Agreements - 0.8%
$  6,042,107
Fixed Income Clearing Corp. Repurchase
Agreement dated 07/31/2026 at 3.64%,
due on 08/03/2026 with a maturity value of
$6,043,940; collateralized by U.S. Treasury
Notes at 4.13% - 4.25%, maturing
06/30/2028 - 07/31/2028, with total market
value of $6,163,130
$6,042,107
Total Short-Term Investments
(cost $6,042,107)
$6,042,107
Total Investments
(cost $771,192,953)
97.3
%
$763,059,670
Other Assets and Liabilities
2.7
%
21,428,595
Net Assets
100.0
%
$784,488,265
Note:
Percentage of investments as shown is the ratio of the total market value to net assets.
The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.  
(1)
Variable or floating rate securities. Interest rate resets periodically. The rate shown
is the effective interest rate as of period end. Security description also includes the
reference rate and spread if published and available. Variable rate securities with a
floor or ceiling feature are disclosed at the inherent rate, where applicable. Certain
variable rate securities are not based on a published reference rate and spread but
are determined by the issuer or agent and are based on current market conditions;
these securities do not indicate a reference rate and spread in the description. For
fixed to variable securities, the rate remains fixed until designated date stated in
security description.
(2)
Security was purchased pursuant to Rule 144A under the Securities Act of 1933
and may be sold in transactions that are exempt from registration (typically only to
qualified institutional buyers) or in a public offering registered under the Securities
Act of 1933. At July 31, 2026, the aggregate value of these securities was
$32,917,164, representing 4.2% of net assets.
(3)
This security, or a portion of this security, was purchased on a when-issued,
delayed-delivery or delayed-draw basis. The cost of these securities was
$6,921,201 at July 31, 2026.
(4)
Security is a zero-coupon bond.
(5)
Security is a “step-up” bond where coupon increases or steps up at a
predetermined date. Rate shown is current coupon rate.
†
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.
 
36
Hartford Municipal Opportunities ETF
Schedule of Investments – (continued)
July 31, 2026  
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of July 31, 2026 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Asset-Backed & Commercial Mortgage-Backed Securities 
$13,766,500
$—
$13,766,500
$—
Municipal Bonds 
742,268,030
—
742,268,030
—
U.S. Government Agencies 
983,033
—
983,033
—
Short-Term Investments 
6,042,107
—
6,042,107
—
Total
$763,059,670
$—
$763,059,670
$—
 
(1)
For the year ended July 31, 2026, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.
 
37
Hartford Schroders Tax-Aware Bond ETF
Schedule of Investments
July 31, 2026  
 
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 2.9%
Commercial Banks - 0.5%
$  833,000
Goldman Sachs Group, Inc. 5.24%, 07/21/2032,
(5.24% fixed rate until 07/21/2031; 6 mo.
USD SOFR + 1.17% thereafter)(1)
$831,362
622,000
JP Morgan Chase & Co. 5.80%, 07/23/2041,
(5.80% fixed rate until 07/23/2036; 5 yr. USD
CMT + 1.25% thereafter)(1)
615,717
 
1,447,079
Internet - 1.3%
2,986,000
Amazon.com, Inc. 4.80%, 07/09/2031
2,957,674
703,000
Sopaipilla Investor LLC 7.53%, 11/30/2048(2)
728,648
 
3,686,322
Media - 0.5%
1,494,000
Space Exploration Technologies Corp. 5.65%,
07/15/2033(2)
1,431,292
Software - 0.6%
2,041,000
Oracle Corp. 4.95%, 02/04/2031
1,949,496
Total Corporate Bonds
(cost $8,694,742)
$8,514,189
MUNICIPAL BONDS - 73.6%
Alabama - 9.4%
Alabama Housing Finance Auth, AL, Rev,
4,475,000
(FHLMC), (FNMA), (GNMA) 5.50%,
04/01/2056
$4,776,514
2,575,000
(FHLMC), (FNMA), (GNMA) 5.75%,
04/01/2057
2,786,743
Black Belt Energy Gas Dist, AL, Rev
2,680,000
4.00%, 06/01/2051(1)
2,691,825
1,110,000
5.00%, 07/01/2033
1,147,892
1,360,000
5.00%, 10/01/2033
1,423,157
855,000
5.00%, 12/01/2034
883,763
2,140,000
5.00%, 12/01/2035
2,221,805
685,000
5.25%, 12/01/2053(1)
728,344
635,000
Energy Southeast A Cooperative Dist, AL, Rev
5.25%, 07/01/2054(1)
673,270
Southeast Energy Auth A Cooperative Dist, AL,
Rev
4,665,000
5.00%, 10/01/2030
4,944,810
4,505,000
5.00%, 05/01/2055(1)
4,751,085
 
27,029,208
Arizona - 0.6%
Arizona Board of Regents, AZ, Rev
665,000
5.00%, 07/01/2045
707,292
705,000
5.00%, 07/01/2046
744,564
435,000
Industrial Dev Auth of the City of Tucson, AZ,
Rev 4.63%, 06/01/2044
425,616
 
1,877,472
Arkansas - 2.7%
Arkansas Dev Finance Auth, AR, Rev,
2,935,000
(FHLMC), (FNMA), (GNMA) 5.00%,
07/01/2054
3,049,786
915,000
(FHLMC), (FNMA), (GNMA) 5.00%,
01/01/2055
956,420
2,485,000
(FHLMC), (FNMA), (GNMA) 5.50%,
01/01/2056
2,651,273
1,090,000
(FHLMC), (FNMA), (GNMA) 5.50%,
01/01/2057
1,167,636
 
7,825,115
California - 2.3%
California Community Choice Financing Auth,
CA, Rev
1,640,000
5.00%, 03/01/2036
1,682,848
210,000
5.00%, 02/01/2054(1)
218,693
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 73.6% - (continued)
California - 2.3% - (continued)
$  860,000
5.25%, 02/01/2036
$914,871
2,330,000
California Infrastructure & Economic Dev Bank,
CA, Rev 5.25%, 07/01/2054
2,347,498
345,000
Central Valley Energy Auth, CA, Rev 5.00%,
08/01/2034
360,706
1,065,000
Golden State Tobacco Securitization Corp., CA,
Rev, (ST APPROP) 3.00%, 06/01/2046
976,841
 
6,501,457
Colorado - 1.5%
3,050,000
City & County of Denver, CO, Rev, (FNMA)
4.70%, 10/01/2042
3,030,394
1,225,000
Colorado Educational & Cultural Facs Auth, CO,
Rev, (BAM) 4.25%, 07/01/2054
1,054,552
190,000
Colorado Housing & Finance Auth, CO, Rev,
(FHLMC), (FNMA), (GNMA) 3.50%,
05/01/2050
189,370
 
4,274,316
Connecticut - 0.4%
35,000
Connecticut Housing Finance Auth, CT, Rev,
(FHLMC), (FNMA), (GNMA) 4.25%,
05/15/2042
35,176
1,145,000
Waterbury Housing Auth, CT, Rev, (HUD),
(FHLMC) 4.50%, 02/01/2042
1,127,244
 
1,162,420
Delaware - 3.1%
8,215,000
Delaware State Housing Auth, DE, Rev,
(FHLMC), (FNMA), (GNMA) 5.75%,
01/01/2057(3)
8,909,047
District of Columbia - 0.8%
2,000,000
Dist of Columbia Housing Finance Agency, DC,
Rev, (FNMA) 4.88%, 09/01/2045
1,972,281
340,000
Metropolitan Washington Airports Auth, Dulles
Toll Road, DC, Rev 5.00%, 10/01/2034
352,272
 
2,324,553
Florida - 2.7%
1,875,000
County of Broward Convention Center Hotel,
FL, Rev 4.00%, 01/01/2051
1,698,056
410,000
Florida Dev Finance Corp., FL, Rev 5.25%,
08/01/2055
416,723
Florida Housing Finance Corp., FL, Rev,
25,000
(FHLMC), (FNMA), (GNMA) 3.00%,
07/01/2051
24,714
440,000
(FHLMC), (FNMA), (GNMA) 3.00%,
07/01/2052
432,519
3,160,000
3.15%, 01/01/2044(1)
3,151,030
185,000
(FHLMC), (FNMA), (GNMA) 3.50%,
07/01/2051
184,643
30,000
(FHLMC), (FNMA), (GNMA) 4.00%,
07/01/2049
30,027
90,000
Lee County Housing Finance Auth, FL, Rev
2.65%, 12/01/2047(1)
87,796
1,865,000
Miami-Dade County Housing Finance Auth, FL,
Rev, (FNMA), (HUD) 4.88%, 03/01/2046
1,849,097
 
7,874,605
Georgia - 3.9%
540,000
City of Atlanta Water & Wastewater, GA, Rev
5.00%, 11/01/2047
570,029
Main Street Natural Gas, Inc., GA, Rev
485,000
4.00%, 05/01/2052(1)
487,474
1,525,000
5.00%, 12/01/2053(1)
1,605,524
615,000
5.00%, 05/01/2054(1)
647,799
5,535,000
5.00%, 05/01/2055(1)
5,768,205
The accompanying notes are an integral part of these financial statements.
 
38
Hartford Schroders Tax-Aware Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 73.6% - (continued)
Georgia - 3.9% - (continued)
$  1,165,000
5.00%, 06/01/2055(1)
$1,236,192
935,000
Municipal Electric Auth of Georgia, GA, Rev,
(BAM) 5.25%, 01/01/2054
968,575
 
11,283,798
Hawaii - 0.2%
640,000
State of Hawaii Airports System, HI, Rev
5.00%, 07/01/2049
670,761
Illinois - 1.5%
1,940,000
Chicago O'Hare International Airport, IL, Rev
5.50%, 01/01/2059
2,031,443
Illinois Housing Dev Auth, IL, Rev
105,000
2.80%, 04/01/2029(1)
104,219
265,000
(FHLMC), (FNMA), (GNMA) 3.00%,
10/01/2051
260,763
315,000
3.15%, 08/01/2029(1)
314,851
335,000
(FHLMC), (FNMA), (GNMA) 4.00%,
10/01/2049
336,107
25,000
(FHLMC), (FNMA), (GNMA) 4.50%,
10/01/2048
25,191
1,255,000
Metropolitan Pier & Exposition Auth, IL, Rev
5.00%, 06/15/2053
1,246,318
 
4,318,892
Indiana - 0.1%
Indiana Housing & Community Dev Auth, IN,
Rev,
430,000
(FHLMC), (FNMA), (GNMA) 3.00%,
07/01/2050
424,149
15,000
(GNMA) 4.00%, 07/01/2048
15,048
 
439,197
Iowa - 0.6%
Iowa Finance Auth, IA, Rev,
495,000
(FHLMC), (FNMA), (GNMA) 3.00%,
01/01/2047
487,539
125,000
(FHLMC), (FNMA), (GNMA) 3.25%,
07/01/2050
124,272
10,000
(FHLMC), (FNMA), (GNMA) 4.00%,
07/01/2048
10,018
1,200,000
PEFA, Inc. IA, Rev 5.00%, 04/01/2035
1,258,120
 
1,879,949
Kansas - 0.6%
1,625,000
Johnson County Unified School Dist No. 233
Olathe, KS, GO, (BAM) 5.00%, 09/01/2046
1,709,276
Kentucky - 2.5%
Kentucky Public Energy Auth, KY, Rev
2,510,000
5.00%, 01/01/2055(1)
2,613,685
2,285,000
5.25%, 04/01/2054(1)
2,411,957
1,955,000
5.25%, 06/01/2055(1)
2,055,648
 
7,081,290
Louisiana - 0.4%
5,000
Louisiana Housing Corp., LA, Rev 4.50%,
12/01/2047
5,031
1,385,000
Louisiana Local Government Environmental
Facs & Community Dev Auth, LA, Rev 2.50%,
04/01/2036
1,170,923
 
1,175,954
Maryland - 0.9%
2,650,000
Maryland Community Dev Administration, MD,
Rev, (FNMA) 4.35%, 02/01/2044
2,522,869
Massachusetts - 0.0%
120,000
Commonwealth of Massachusetts, MA, GO
3.00%, 02/01/2048
91,084
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 73.6% - (continued)
Michigan - 0.3%
$  700,000
Cedar Springs Public School Dist, MI, GO,
(Q-SBLF) 4.50%, 05/01/2049
$677,306
90,000
Grosse Ile Township School Dist, MI, GO,
(Q-SBLF) 5.00%, 05/01/2049
92,171
25,000
Michigan State Housing Dev Auth, MI, Rev
3.75%, 06/01/2050
25,037
 
794,514
Mississippi - 0.6%
Mississippi Home Corp., MS, Rev,
90,000
(FHLMC), (FNMA), (GNMA) 3.25%,
12/01/2050
89,437
1,590,000
(FNMA), (HUD) 4.55%, 04/01/2042
1,601,164
 
1,690,601
Missouri - 1.0%
Missouri Housing Dev Commission, MO, Rev,
375,000
(FHLMC), (FNMA), (GNMA) 3.00%,
05/01/2052
368,171
255,000
(FHLMC), (FNMA), (GNMA) 3.25%,
05/01/2051
252,391
80,000
(FHLMC), (FNMA), (GNMA) 3.50%,
11/01/2050
79,466
110,000
(FHLMC), (FNMA), (GNMA) 3.88%,
05/01/2050
110,216
45,000
(FHLMC), (FNMA), (GNMA) 4.25%,
05/01/2049
45,286
35,000
(FHLMC), (FNMA), (GNMA) 4.75%,
05/01/2049
35,398
385,000
St. Charles County Francis Howell R-III School
Dist, MO, GO 2.00%, 03/01/2037
298,473
1,568,226
St. Charles County Industrial Dev Auth, MO,
Rev, (FNMA), (HUD) 4.65%, 04/01/2043
1,561,940
 
2,751,341
Nevada - 0.2%
Nevada Housing Division, NV, Rev,
460,000
(FHLMC), (FNMA), (GNMA) 4.00%,
04/01/2049
461,827
40,000
(FHLMC), (FNMA), (GNMA) 4.00%,
10/01/2049
40,161
 
501,988
New Jersey - 0.6%
1,695,000
New Jersey Housing & Mortgage Finance
Agency, NJ, Rev, (FNMA) 4.55%, 05/01/2041
1,669,200
New Mexico - 5.2%
New Mexico Mortgage Finance Auth, NM, Rev,
445,000
(FHLMC), (FNMA), (GNMA) 3.00%,
01/01/2051
438,112
1,120,000
(FHLMC), (FNMA), (GNMA) 3.00%,
01/01/2052
1,100,895
535,000
(FHLMC), (FNMA), (GNMA) 4.00%,
01/01/2050
536,629
1,450,000
(FHLMC), (FNMA), (GNMA) 4.25%,
03/01/2053
1,460,449
7,700,000
(FHLMC), (FNMA), (GNMA) 5.50%,
09/01/2055
8,210,048
2,975,000
New Mexico Municipal Energy Acquisition Auth,
NM, Rev 5.00%, 06/01/2054(1)
3,132,847
 
14,878,980
New York - 3.4%
975,000
City of New York, NY, GO 4.00%, 04/01/2050
857,255
890,000
New York City Municipal Water Finance Auth,
NY, Rev 5.00%, 06/15/2046
936,826
New York State Dormitory Auth, NY, Rev
950,000
3.00%, 03/15/2038
828,510
The accompanying notes are an integral part of these financial statements.
 
39
Hartford Schroders Tax-Aware Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 73.6% - (continued)
New York - 3.4% - (continued)
$  5,000,000
4.00%, 05/01/2054
$4,257,825
295,000
5.00%, 03/15/2047
306,873
2,630,000
New York State Housing Finance Agency, NY,
Rev, (FHLMC) 3.57%, 05/01/2042(1)
2,610,170
 
9,797,459
North Carolina - 0.6%
Raleigh Housing Auth, NC, Rev,
120,000
(FNMA) 4.40%, 12/01/2043
115,011
1,680,000
(FNMA) 4.50%, 02/01/2043
1,652,254
 
1,767,265
Ohio - 1.6%
880,000
Columbus-Franklin County Finance Auth, OH,
Rev, (FNMA) 4.82%, 11/01/2043
885,057
Ohio Housing Finance Agency, OH, Rev
2,600,000
3.15%, 01/01/2044(1)
2,567,363
575,000
(FHLMC), (FNMA), (GNMA) 3.25%,
03/01/2050
570,015
15,000
(FHLMC), (FNMA), (GNMA) 4.50%,
09/01/2048
15,086
410,000
(FNMA), (HUD) 4.55%, 04/01/2041
404,642
295,000
Ohio Turnpike & Infrastructure Commission, OH,
Rev 0.00%, 02/15/2041(4)
156,637
 
4,598,800
Oklahoma - 0.2%
Oklahoma Capitol Improvement Auth, OK, Rev
85,000
5.00%, 07/01/2045
90,193
75,000
5.00%, 07/01/2046
79,395
260,000
5.00%, 07/01/2047
273,274
 
442,862
Oregon - 1.7%
5,000,000
Astoria Hospital Facs Auth, OR, Rev 5.25%,
08/01/2054
4,998,290
Pennsylvania - 0.2%
460,000
Allegheny County Airport Auth, PA, Rev, (AG)
5.25%, 01/01/2053
473,032
Rhode Island - 0.2%
510,000
Rhode Island Health & Educational Building
Corp., RI, Rev 5.25%, 05/15/2054
520,006
South Carolina - 1.5%
3,135,000
Patriots Energy Group Financing Agency, SC,
Rev 5.25%, 10/01/2054(1)
3,318,056
870,000
South Carolina State Housing Finance & Dev
Auth, SC, Rev, (FNMA) 4.80%, 05/01/2043
873,028
45,000
Tobacco Settlement Management Auth, SC, Rev
6.38%, 05/15/2030
49,596
 
4,240,680
Tennessee - 2.1%
1,640,000
Cleveland Health & Educational Facs Board,
TN, Rev 5.25%, 08/15/2054
1,673,959
515,000
County of Putnam, TN, GO 2.00%, 04/01/2037
408,871
425,000
Knox County Health Educational & Housing
Facility Board, TN, Rev, (FNMA) 4.63%,
12/01/2043
422,064
Metropolitan Government Nashville & Davidson
County Health & Educational Facs Board,
TN, Rev,
1,805,000
(FNMA) 4.60%, 12/01/2044
1,771,160
10,000
(NPFG) 4.88%, 11/01/2028
10,235
1,795,000
Tennergy Corp., TN, Rev 4.00%, 12/01/2051(1)
1,807,900
20,000
Tennessee Housing Dev Agency, TN, Rev
4.50%, 07/01/2049
20,181
 
6,114,370
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 73.6% - (continued)
Texas - 12.1%
Arlington Higher Education Finance Corp., TX,
Rev,
$  2,000,000
(PSF-GTD) 4.13%, 08/15/2054
$1,753,487
700,000
(PSF-GTD) 4.25%, 12/01/2048
644,436
200,000
(PSF-GTD) 4.25%, 12/01/2053
179,036
680,000
(PSF-GTD) 5.00%, 08/15/2033
707,184
200,000
(PSF-GTD) 5.00%, 08/15/2048
203,393
Bexar County Hospital Dist, TX, GO
635,000
4.25%, 02/15/2052
576,291
1,405,000
4.25%, 02/15/2053
1,268,546
1,290,000
Chapel Hill Independent School Dist, TX, GO,
(PSF-GTD) 5.00%, 02/15/2048
1,330,093
755,000
City of Dallas Housing Finance Corp., TX, Rev
4.63%, 10/01/2043
749,706
2,295,000
City of Georgetown Utility System, TX, Rev,
(BAM) 5.00%, 08/15/2047
2,377,736
735,000
City of Houston Hotel Occupancy Tax & Special,
TX, Rev, (AG) 5.00%, 09/01/2046
766,561
1,620,000
City of New Braunfels Utility System, TX, Rev
5.00%, 07/01/2047
1,700,936
790,000
Cleburne Independent School Dist, TX, GO,
(PSF-GTD) 3.00%, 02/15/2046
597,938
765,000
Clifton Higher Education Finance Corp., TX,
Rev, (PSF-GTD) 4.25%, 08/15/2053
679,364
765,000
College of the Mainland, TX, GO 4.00%,
08/15/2049
665,447
Corsicana Independent School Dist, TX, GO,
495,000
(PSF-GTD) 5.00%, 02/15/2045
524,636
390,000
(PSF-GTD) 5.00%, 02/15/2046
410,844
505,000
County of Harris, TX, GO 5.00%, 10/01/2038
511,344
4,635,000
Crowley Independent School Dist, TX, GO,
(PSF-GTD) 4.25%, 02/01/2054
4,328,059
690,000
Georgetown Independent School Dist, TX, GO,
(PSF-GTD) 2.50%, 08/15/2037
576,246
Lamar Consolidated Independent School Dist,
TX, GO,
365,000
(PSF-GTD) 3.00%, 02/15/2051
257,835
1,090,000
(PSF-GTD) 4.00%, 02/15/2048
967,798
590,000
Lockhart Independent School Dist, TX, GO,
(PSF-GTD) 4.13%, 08/01/2053
534,244
580,000
McGregor Independent School Dist, TX, GO,
(PSF-GTD) 5.00%, 02/15/2049
598,397
790,000
Northside Independent School Dist, TX, GO,
(PSF-GTD) 4.13%, 08/15/2053
715,272
Texas Department of Housing & Community
Affairs, TX, Rev,
445,000
(GNMA) 3.00%, 01/01/2052
437,733
200,000
(GNMA) 3.50%, 03/01/2051
198,847
65,000
(GNMA) 4.00%, 03/01/2050
65,432
30,000
(GNMA) 4.75%, 03/01/2049
30,167
3,625,000
(GNMA) 5.75%, 01/01/2056
3,915,918
6,120,000
Texas Municipal Gas Acquisition & Supply Corp.
V, TX, Rev 5.00%, 01/01/2055(1)
6,342,835
440,000
White Settlement Independent School Dist, TX,
GO, (PSF-GTD) 4.13%, 08/15/2052
393,251
 
35,009,012
Utah - 2.0%
5,705,000
County of Iron Sales Tax, UT, Rev 5.00%,
10/01/2059
5,801,849
Virginia - 5.3%
FHLMC Multifamily VRD Certificates, VA, Rev
8,492,844
4.53%, 11/25/2042(1)
8,183,877
6,879,655
(FHLMC) 4.76%, 08/25/2041(1)
7,016,264
 
15,200,141
The accompanying notes are an integral part of these financial statements.
 
40
Hartford Schroders Tax-Aware Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
MUNICIPAL BONDS - 73.6% - (continued)
Washington - 0.0%
$  45,000
Washington State Housing Finance
Commission, WA, Rev 4.00%, 12/01/2048
$45,151
Wisconsin - 0.6%
1,860,000
Public Finance Auth, WI, Rev, (FHLMC) 4.10%,
09/25/2039
1,743,001
Wyoming - 0.0%
20,000
Wyoming Community Dev Auth, WY, Rev 4.00%,
06/01/2043
20,058
Total Municipal Bonds
(cost $216,729,490)
$212,009,863
U.S. GOVERNMENT AGENCIES - 4.6%
Mortgage-Backed Agencies - 4.6%
Federal Home Loan Mortgage Corp. - 4.6%
4,100,426
4.05%, 08/01/2040
$3,877,986
9,121,278
4.57%, 04/25/2042(1)
9,284,478
Total U.S. Government Agencies
(cost $13,276,885)
$13,162,464
U.S. GOVERNMENT SECURITIES - 5.8%
U.S. Treasury Securities - 5.8%
U.S. Treasury Notes - 5.8%
1,999,000
3.88%, 03/31/2031
$1,953,398
15,146,000
4.38%, 05/15/2036
14,748,417
Total U.S. Government Securities
(cost $16,898,381)
$16,701,815
Total Long-Term Investments
(cost $255,599,498)
$250,388,331
SHORT-TERM INVESTMENTS - 12.0%
U.S. Treasury Securities - 12.0%
U.S. Treasury Bills - 12.0%
4,472,000
3.58%, 01/21/2027(5)
$4,390,847
24,471,000
3.59%, 10/15/2026(5)
24,288,283
6,254,000
3.71%, 05/13/2027(5)
6,066,987
Total Short-Term Investments
(cost $34,755,713)
$34,746,117
Total Investments
(cost $290,355,211)
98.9
%
$285,134,448
Other Assets and Liabilities
1.1
%
3,071,929
Net Assets
100.0
%
$288,206,377
Note:
Percentage of investments as shown is the ratio of the total market value to net assets.
The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.  
(1)
Variable or floating rate securities. Interest rate resets periodically. The rate shown
is the effective interest rate as of period end. Security description also includes the
reference rate and spread if published and available. Variable rate securities with a
floor or ceiling feature are disclosed at the inherent rate, where applicable. Certain
variable rate securities are not based on a published reference rate and spread but
are determined by the issuer or agent and are based on current market conditions;
these securities do not indicate a reference rate and spread in the description. For
fixed to variable securities, the rate remains fixed until designated date stated in
security description.
(2)
Security was purchased pursuant to Rule 144A under the Securities Act of 1933
and may be sold in transactions that are exempt from registration (typically only to
qualified institutional buyers) or in a public offering registered under the Securities
Act of 1933. At July 31, 2026, the aggregate value of these securities was
$2,159,940, representing 0.7% of net assets.
(3)
This security, or a portion of this security, was purchased on a when-issued,
delayed-delivery or delayed-draw basis. The cost of this security was $8,960,840
at July 31, 2026.
(4)
Security is a zero-coupon bond.
(5)
The rate shown represents current yield to maturity.
†
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, 2026 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Corporate Bonds 
$8,514,189
$—
$8,514,189
$—
Municipal Bonds 
212,009,863
—
212,009,863
—
U.S. Government Agencies 
13,162,464
—
13,162,464
—
U.S. Government Securities 
16,701,815
—
16,701,815
—
Short-Term Investments 
34,746,117
—
34,746,117
—
Total
$285,134,448
$—
$285,134,448
$—
 
(1)
For the year ended July 31, 2026, there were no transfers in and out of Level 3.
The accompanying notes are an integral part of these financial statements.
 
41
Hartford Strategic Income ETF
Schedule of Investments
July 31, 2026  
 
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 18.9%
Asset-Backed - Automobile - 5.4%
Ally Bank Auto Credit-Linked Notes
$  874,937
Series 2026-A, 6.37%, 03/15/2034(1)
$873,355
467,009
Series 2025-A, 6.94%, 06/15/2033(1)
466,778
691,914
Series 2026-A, 7.29%, 03/15/2034(1)
692,095
2,710,000
American Credit Acceptance
Receivables Trust Series 2026-3,
4.60%, 06/10/2030(1)
2,712,451
AmeriCredit Automobile Receivables
Trust
2,915,000
Series 2026-1, 4.28%, 11/18/2032(1)
2,880,060
679,772
Series 2023-1, 5.57%, 03/20/2028
681,291
318,699
Avid Automobile Receivables Trust
Series 2025-1, 7.80%, 07/15/2032(1)
317,848
4,129,000
Avid Phoenix Automobile Receivables
Trust Series 2026-1, 7.50%,
12/15/2033(1)
4,129,111
Avis Budget Rental Car Funding
AESOP LLC
3,650,000
Series 2025-4A, 4.40%, 02/20/2032(1)
3,551,402
500,000
Series 2023-7A, 5.90%, 08/21/2028(1)
505,633
660,000
Series 2026-1A, 6.53%, 08/20/2030(1)
651,571
1,500,000
Series 2023-4A, 7.31%, 06/20/2029(1)
1,518,697
100,000
Series 2023-3A, 7.32%, 02/20/2028(1)
100,502
100,000
Series 2023-5A, 7.35%, 04/20/2028(1)
100,731
1,250,000
Series 2023-8A, 7.52%, 02/20/2030(1)
1,264,394
1,035,000
Series 2023-1A, 7.59%, 04/20/2029(1)
1,052,066
Bridgecrest Lending Auto Securitization
Trust
1,305,000
Series 2026-3, 4.64%, 04/15/2030
1,305,431
44,092
Series 2024-4, 4.72%, 09/15/2028
44,114
1,060,000
Chesapeake IV Funding DAC Series
2026-1A, 4.47%, 02/15/2030(1)
1,058,104
Enterprise Fleet Financing LLC
2,471,574
Series 2025-1, 4.65%, 10/20/2027(1)
2,474,641
630,000
Series 2024-3, 5.06%, 03/20/2031(1)
633,913
1,355,000
Exeter Automobile Receivables Trust
Series 2026-3A, 4.47%, 07/15/2030
1,353,734
180,000
Exeter Select Automobile Receivables
Trust Series 2025-2, 6.87%,
02/15/2033(1)
175,500
Flagship Credit Auto Trust
1,925,000
Series 2024-1, 6.30%, 04/15/2030(1)
1,810,677
760,000
Series 2023-3, 6.58%, 08/15/2029(1)
718,557
500,000
Series 2023-2, 10.89%, 07/15/2030(1)
299,671
2,965,000
Ford Credit Auto Lease Trust Series
2026-B, 4.68%, 12/15/2029
2,967,213
205,000
GM Financial Consumer Automobile
Receivables Trust Series 2025-1,
4.73%, 08/16/2030
205,580
1,733,616
Huntington Bank Auto Credit-Linked
Notes Series 2026-1, 8.12%,
02/20/2034, 30 day USD SOFR
Average + 4.50%(1)(2)
1,733,596
2,145,000
Hyundai Auto Lease Securitization Trust
Series 2026-C, 4.68%, 07/16/2029(1)
2,144,870
150,000
Prestige Auto Receivables Trust Series
2024-2A, 6.75%, 11/17/2031(1)
133,484
Santander Bank Auto Credit-Linked
Notes
910,000
Series 2026-A, 6.81%, 07/17/2034(1)
906,950
366,491
Series 2024-A, 10.17%, 06/15/2032(1)
378,040
Santander Drive Auto Receivables Trust
1,000,000
Series 2025-4, 4.27%, 01/15/2032
995,146
2,246,373
Series 2025-4, 4.28%, 01/15/2029
2,247,284
33,333
Securitized Term Auto Receivables Trust
Series 2025-A, 6.75%, 07/25/2031(1)
33,838
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 18.9% -
(continued)
Asset-Backed - Automobile - 5.4% - (continued)
$  339,757
SFS Auto Receivables Securitization
Trust Series 2024-2A, 5.33%,
11/20/2029(1)
$341,668
2,286,140
Toyota Auto Receivables Owner Trust
Series 2026-A, 3.80%, 12/15/2028
2,281,931
Westlake Automobile Receivables Trust
1,240,000
Series 2026-P1, 4.01%, 03/17/2031(1)
1,221,859
4,000,000
Series 2026-1A, 4.20%, 05/15/2031(1)
3,976,855
2,450,000
Series 2026-P2, 4.59%, 07/15/2030(1)
2,448,193
1,240,482
Wheels Fleet Lease Funding 1 LLC
Series 2024-3A, 4.80%, 09/19/2039(1)
1,245,185
3,285,000
World Omni Auto Receivables Trust
Series 2026-A, 4.00%, 03/15/2032
3,223,219
 
57,857,238
Asset-Backed - Finance & Insurance - 2.4%
630,000
Amur Equipment Finance Receivables
XVI LLC Series 2026-1A, 7.67%,
02/20/2035(1)
629,871
2,000,000
Ares LXIII CLO Ltd. Series 2024-74A,
6.70%, 10/15/2036, 3 mo. USD Term
SOFR + 2.95%(1)(2)
1,988,880
760,000
Auxilior Term Funding LLC Series
2026-1A, 4.64%, 02/15/2029(1)
759,943
526,295
Business Jet Securities LLC Series
2026-1A, 8.18%, 06/15/2041(1)
526,360
2,000,000
Carlyle U.S. CLO Ltd. Series 2019-2A,
6.85%, 10/15/2037, 3 mo. USD Term
SOFR + 3.10%(1)(2)
2,000,776
730,000
CBAMR Ltd. Series 2020-13A, 10.50%,
04/20/2039, 3 mo. USD Term SOFR +
6.77%(1)(2)
731,115
325,000
Channel EF LLC Series 2026-1A,
6.20%, 01/17/2034(1)
303,371
1,750,000
Elmwood CLO VIII Ltd. Series 2021-1A,
6.98%, 04/20/2037, 3 mo. USD Term
SOFR + 3.25%(1)(2)
1,754,963
3,100,000
Ezee Fiber Funding LLC Series
2026-1A, 8.46%, 08/20/2056(1)
3,135,904
3,270,000
GoldenTree Loan Management U.S.
CLO 12 Ltd. Series 2022-12AR,
9.13%, 07/20/2037, 3 mo. USD Term
SOFR + 5.40%(1)(2)
3,270,000
1,150,000
Golub Capital Partners CLO 72 B R Ltd.
Series 2024-72A, 6.90%, 04/25/2039,
3 mo. USD Term SOFR + 3.25%(1)(2)
1,151,034
1,273,432
GreenSky Home Improvement Issuer
Trust Series 2024-2, 8.75%,
10/27/2059(1)
1,313,204
429,377
Hilton Grand Vacations Trust Series
2026-1A, 7.21%, 02/25/2043(1)
431,863
1,880,000
Kubota Credit Owner Trust Series
2026-1A, 3.87%, 05/15/2030(1)
1,847,997
535,000
M&T Equipment LLC Series 2026-1A,
4.56%, 03/19/2029(1)
535,193
750,000
Palmer Square Loan Funding Ltd.
Series 2026-1A, 8.69%, 07/15/2034,
3 mo. USD Term SOFR + 5.00%(1)(2)
747,282
1,500,000
Sixth Street CLO XI Ltd. Series
2018-11A, 6.96%, 04/25/2037, 3 mo.
USD Term SOFR + 3.15%(1)(2)
1,490,357
The accompanying notes are an integral part of these financial statements.
 
42
Hartford Strategic Income ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 18.9% -
(continued)
Asset-Backed - Finance & Insurance - 2.4% - (continued)
$  140,000
VB-S1 Issuer LLC Series 2026-1A,
6.84%, 03/15/2056(1)
$139,923
3,100,000
Voya CLO Ltd. Series 2024-2AR, 9.24%,
07/20/2039, 3 mo. USD Term SOFR +
5.50%(1)(2)
3,100,000
 
25,858,036
Asset-Backed - Home Equity - 0.0%
Point Securitization Trust
200,000
Series 2026-1, 6.50%,
02/25/2056(1)(3)
196,926
250,000
Series 2025-2, 7.00%,
10/25/2055(1)(3)
247,397
 
444,323
Commercial Mortgage-Backed Securities - 3.1%
2,800,000
245 Park Avenue Trust Series
2017-245P, 3.66%, 06/05/2037(1)(2)
2,733,305
130,000
280 Park Avenue Mortgage Trust Series
2017-280P, 6.09%, 09/15/2034, 1 mo.
USD Term SOFR + 2.42%(1)(2)
129,269
95,000
ALA Trust Series 2025-OANA, 6.77%,
06/15/2040, 1 mo. USD Term SOFR +
3.09%(1)(2)
95,772
605,000
ARZ Trust Series 2024-BILT, 8.27%,
06/11/2039(1)
614,602
640,000
BAMLL Commercial Mortgage
Securities Trust Series 2019-BPR,
3.72%, 11/05/2032(1)(2)
605,989
1,272,000
BDS LLC Series 2026-FL17, 5.92%,
05/19/2043, 1 mo. USD Term SOFR +
2.25%(1)(2)
1,271,992
BPR Trust
30,000
Series 2024-PMDW, 5.85%,
11/05/2041(1)(2)
28,609
370,000
Series 2023-BRK2, 8.34%,
10/05/2038(1)(2)
379,585
3,269,015
BX Commercial Mortgage Trust Series
2026-LP3, 6.88%, 04/15/2043, 1 mo.
USD Term SOFR + 3.20%(1)(2)
3,293,533
BX Trust
3,140,000
Series 2026-ORBT, 6.68%,
07/15/2043, 1 mo. USD Term
SOFR + 3.00%(1)(2)
3,149,820
555,000
Series 2025-DELC, 7.63%,
12/15/2042, 1 mo. USD Term
SOFR + 3.95%(1)(2)
554,374
75,000
Citigroup Commercial Mortgage Trust
Series 2016-C3, 3.00%, 11/15/2049(1)
58,709
Commercial Mortgage Trust
1,327,000
Series 2015-LC19, 4.42%,
02/10/2048(1)(2)
1,220,813
314,000
Series 2024-CBM, 7.93%,
12/10/2041(1)(2)
313,165
CSAIL Commercial Mortgage Trust
835,000
Series 2016-C5, 3.40%,
11/15/2048(1)(2)
801,592
48,627
Series 2015-C3, 4.20%, 08/15/2048(2)
46,984
DC Trust
200,000
Series 2024-HLTN, 8.48%,
04/13/2040(1)(2)
196,746
85,000
Series 2024-HLTN, 10.31%,
04/13/2040(1)(2)
83,740
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 18.9% -
(continued)
Commercial Mortgage-Backed Securities - 3.1% - (continued)
Extended Stay America Trust
$  2,810,761
Series 2026-ESH2, 6.58%,
02/15/2043, 1 mo. USD Term
SOFR + 2.90%(1)(2)
$2,830,085
604,314
Series 2026-ESH2, 7.43%,
02/15/2043, 1 mo. USD Term
SOFR + 3.75%(1)(2)
609,224
717,534
Series 2025-ESH, 7.78%,
10/15/2042, 1 mo. USD Term
SOFR + 4.10%(1)(2)
725,607
215,000
GS Mortgage Securities Corp. II Series
2024-70P, 7.29%, 03/10/2041(1)(2)
216,044
89,891
GS Mortgage Securities Corp. Trust
Series 2012-BWTR, 2.95%,
11/05/2034(1)
83,388
GS Mortgage Securities Trust
550,260
Series 2016-GS2, 2.75%,
05/10/2049(1)
467,449
52,661
Series 2015-GC28, 4.42%,
02/10/2048(1)(2)
51,170
86,245
HIH Trust Series 2024-61P, 7.87%,
10/15/2041, 1 mo. USD Term SOFR +
4.19%(1)(2)
86,781
HTL Commercial Mortgage Trust
255,000
Series 2024-T53, 8.20%,
05/10/2039(1)(2)
257,377
745,000
Series 2024-T53, 10.26%,
05/10/2039(1)(2)
750,811
100,000
Series 2024-T53, 11.93%,
05/10/2039(1)(2)
101,364
800,000
JP Morgan Chase Commercial
Mortgage Securities Trust Series
2012-LC9, 3.57%, 12/15/2047(1)(2)
753,976
JPMBB Commercial Mortgage
Securities Trust
205,000
Series 2015-C28, 3.78%,
10/15/2048(1)(2)
188,647
275,000
Series 2014-C23, 4.02%,
09/15/2047(1)(2)
254,372
240,000
Series 2014-C24, 4.12%,
11/15/2047(2)
224,649
465,000
JPMDB Commercial Mortgage
Securities Trust Series 2016-C2,
3.99%, 06/15/2049(2)
409,902
2,000,000
LBTY Commercial Mortgage Trust
Series 2026-225L, 6.58%,
02/10/2043(1)(2)
1,952,820
270,000
LEX Trust Series 2026-450, 6.03%,
03/15/2043, 1 mo. USD Term SOFR +
2.35%(1)(2)
269,998
Morgan Stanley Bank of America Merrill
Lynch Trust
800,000
Series 2013-C9, 3.79%,
05/15/2046(1)(2)
732,069
267,000
Series 2017-C34, 4.17%,
11/15/2052(2)
241,839
125,000
Morgan Stanley Capital I Trust Series
2014-150E, 3.91%, 09/09/2032(1)
118,268
270,000
NYC Commercial Mortgage Trust Series
2025-3BP, 7.22%, 02/15/2042, 1 mo.
USD Term SOFR + 3.54%(1)(2)
271,435
Wells Fargo Commercial Mortgage Trust
625,000
Series 2016-LC24, 4.31%,
10/15/2049(2)
590,059
The accompanying notes are an integral part of these financial statements.
 
43
Hartford Strategic Income ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 18.9% -
(continued)
Commercial Mortgage-Backed Securities - 3.1% - (continued)
$  2,120,000
Series 2016-NXS5, 4.80%,
01/15/2059(2)
$1,897,400
195,000
Willowbrook Mall Series 2025-WBRK,
6.08%, 03/05/2035(1)(2)
182,103
325,000
Worldwide Plaza Trust Series
2017-WWP, 3.53%, 11/10/2036(1)
268,125
X-Caliber Funding LLC
560,000
Series 2025-VFN1, 6.62%,
06/17/2030, 1 mo. USD Term
SOFR + 2.97%(1)(2)
559,044
1,900,000
Series 2026-HPL, 6.80%, 02/15/2046,
1 mo. USD Term SOFR +
3.15%(1)(2)
1,886,889
100,000
Series 2024-MSD, 8.25%,
01/15/2028, 1 mo. USD Term
SOFR + 4.25%(1)(2)
100,289
 
32,659,783
Other Asset-Backed Securities - 2.4%
850,000
Affirm Asset Securitization Trust Series
2024-B, 7.35%, 09/15/2029(1)
851,584
150,000
AGL CLO 16 Ltd. Series 2021-16A,
8.38%, 01/20/2035, 3 mo. USD Term
SOFR + 4.65%(1)(2)
120,319
100,000
AMSR Trust Series 2025-SFR1, 3.66%,
06/17/2042(1)
88,417
305,000
Apidos CLO LIII Ltd. Series 2025-53A,
10.16%, 07/20/2038, 3 mo. USD
Term SOFR + 6.43%(1)(2)
307,496
Avtech Equipment Receivables
Funding LLC
750,000
Series 2026-1A, 5.67%, 02/15/2033(1)
742,537
1,035,000
Series 2026-1A, 7.71%, 02/15/2033(1)
1,028,132
345,000
Ballyrock CLO 29 Ltd. Series 2025-29A,
3.62%, 07/25/2038(1)(2)
212,557
305,000
Battalion CLO XV Ltd. Series 2020-15A,
7.00%, 01/17/2033, 3 mo. USD Term
SOFR + 3.25%(1)(2)
296,708
430,000
Carlyle Global Market Strategies CLO
Ltd. Series 2016-1A, 9.98%,
04/20/2034, 3 mo. USD Term SOFR +
6.25%(1)(2)
409,158
525,000
Carlyle U.S. CLO Ltd. Series 2017-2A,
11.29%, 07/20/2037, 3 mo. USD
Term SOFR + 7.56%(1)(2)
513,147
88,499
ECAF I Ltd. Series 2015-1A, 4.95%,
06/15/2040(1)
84,826
1,300,000
Elmwood CLO 20 Ltd. Series 2022-7A,
8.48%, 01/20/2039, 3 mo. USD Term
SOFR + 4.75%(1)(2)
1,280,500
450,000
Galaxy XXII CLO Ltd. Series 2016-22A,
9.04%, 04/16/2034, 3 mo. USD Term
SOFR + 5.25%(1)(2)
441,532
17,758
HINNT LLC Series 2024-A, 8.00%,
03/15/2043(1)
17,336
Home Re Ltd.
2,245,000
Series 2026-1, 6.22%, 01/25/2036, 30
day USD SOFR Average +
2.60%(1)(2)
2,258,510
950,000
Series 2026-1, 6.82%, 01/25/2036, 30
day USD SOFR Average +
3.20%(1)(2)
958,672
81,409
Series 2022-1, 9.12%, 10/25/2034, 30
day USD SOFR Average +
5.50%(1)(2)
83,216
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 18.9% -
(continued)
Other Asset-Backed Securities - 2.4% - (continued)
$  56,319
Horizon Aircraft Finance III Ltd. Series
2019-2, 4.46%, 11/15/2039(1)
$55,733
1,500,000
Invesco CLO Ltd. Series 2021-2A,
6.91%, 07/15/2034, 3 mo. USD Term
SOFR + 3.16%(1)(2)
1,459,039
1,792,000
Kubota Credit Owner Trust Series
2024-2A, 5.19%, 05/15/2030(1)
1,809,188
1,500,000
Madison Park Funding XXIX Ltd. Series
2018-29A, 6.63%, 03/25/2038, 3 mo.
USD Term SOFR + 2.90%(1)(2)
1,436,535
265,000
Magnetite LII Ltd. Series 2025-52A,
3.62%, 01/25/2039(1)(2)
201,943
2,184,965
MMAF Equipment Finance LLC Series
2023-A, 5.54%, 12/13/2029(1)
2,203,772
750,000
Neuberger Berman Loan Advisers CLO
27 Ltd. Series 2018-27A, 6.85%,
07/15/2038, 3 mo. USD Term SOFR +
3.10%(1)(2)
750,344
2,100,000
OneMain Financial Issuance Trust
Series 2019-2A, 3.14%, 10/14/2036(1)
2,076,593
Palmer Square CLO Ltd.
1,500,000
Series 2025-1A, 6.18%, 04/20/2038,
3 mo. USD Term SOFR +
2.45%(1)(2)
1,498,995
1,505,000
Series 2026-1A, 8.13%, 04/20/2039,
3 mo. USD Term SOFR +
4.40%(1)(2)
1,481,397
270,000
Series 2018-1A, 10.67%, 04/18/2037,
3 mo. USD Term SOFR +
6.94%(1)(2)
252,175
135,000
PEAC Solutions Receivables LLC Series
2025-1A, 5.04%, 07/20/2032(1)
135,755
510,000
Rad CLO 12 Ltd. Series 2021-12A,
10.49%, 07/30/2040, 3 mo. USD
Term SOFR + 6.65%(1)(2)
490,066
505,000
Southwick Park CLO LLC Series
2019-4A, 9.98%, 07/20/2032, 3 mo.
USD Term SOFR + 6.25%(1)(2)
355,357
1,295,000
Trimaran CAVU Ltd. Series 2023-2A,
9.13%, 01/20/2039, 3 mo. USD Term
SOFR + 5.40%(1)(2)
1,297,409
25,000
VB-S1 Issuer LLC Series 2024-1A,
8.87%, 05/15/2054(1)
25,568
290,000
Whetstone Park CLO Ltd. Series
2021-1A, 10.14%, 01/20/2035, 3 mo.
USD Term SOFR + 6.41%(1)(2)
226,471
 
25,450,987
Whole Loan Collateral CMO - 5.6%
Angel Oak Mortgage Trust
50,000
Series 2021-3, 2.48%,
05/25/2066(1)(2)
37,792
135,000
Series 2022-2, 4.07%,
01/25/2067(1)(2)
109,985
1,460,000
CHNGE Mortgage Trust Series
2022-NQM1, 5.82%, 06/25/2067(1)(3)
1,455,523
1,530,000
CSMC Trust Series 2020-NQM1, 4.46%,
05/25/2065(1)(2)
1,404,489
1,562,000
Deephaven Residential Mortgage Trust
Series 2026-INV2, 6.71%,
02/25/2071(1)(2)
1,520,089
The accompanying notes are an integral part of these financial statements.
 
44
Hartford Strategic Income ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 18.9% -
(continued)
Whole Loan Collateral CMO - 5.6% - (continued)
Ellington Financial Mortgage Trust
$  1,085,000
Series 2026-RM1, 4.75%,
01/25/2056(1)(2)
$921,881
2,850,000
Series 2026-NQM6, 6.79%,
06/25/2071(1)(2)
2,764,248
Federal National Mortgage Association
Connecticut Avenue Securities Trust
15,000
Series 2023-R06, 7.52%, 07/25/2043,
30 day USD SOFR Average +
3.90%(1)(2)
15,706
800,000
Series 2021-R03, 9.12%, 12/25/2041,
30 day USD SOFR Average +
5.50%(1)(2)
813,041
2,080,000
Series 2021-R01, 9.62%, 10/25/2041,
30 day USD SOFR Average +
6.00%(1)(2)
2,101,997
1,330,000
Series 2022-R01, 9.62%, 12/25/2041,
30 day USD SOFR Average +
6.00%(1)(2)
1,353,942
560,000
Series 2021-R02, 9.82%, 11/25/2041,
30 day USD SOFR Average +
6.20%(1)(2)
568,249
1,639,000
Series 2022-R05, 10.62%,
04/25/2042, 30 day USD SOFR
Average + 7.00%(1)(2)
1,705,108
3,518,416
Series 2019-HRP1, 12.98%,
11/25/2039, 30 day USD SOFR
Average + 9.36%(1)(2)
3,603,982
1,100,000
Series 2022-R04, 13.12%,
03/25/2042, 30 day USD SOFR
Average + 9.50%(1)(2)
1,155,770
1,000,000
Series 2022-R03, 13.47%,
03/25/2042, 30 day USD SOFR
Average + 9.85%(1)(2)
1,052,500
575,000
Series 2022-R06, 14.22%,
05/25/2042, 30 day USD SOFR
Average + 10.60%(1)(2)
617,089
1,181,834
Series 2022-R07, 15.62%,
06/25/2042, 30 day USD SOFR
Average + 12.00%(1)(2)
1,290,829
490,000
GCAT Trust Series 2026-NQM2, 6.61%,
02/25/2071(1)(2)
476,493
2,622,000
GS Mortgage-Backed Securities Trust
Series 2026-DSC2, 6.89%,
09/25/2066(1)(2)
2,525,984
Imperial Fund Mortgage Trust
650,000
Series 2022-NQM1, 4.08%,
02/25/2067(1)(2)
495,210
390,000
Series 2021-NQM4, 4.10%,
01/25/2057(1)(2)
299,642
1,150,000
Series 2022-NQM3, 4.41%,
05/25/2067(1)(2)
949,697
1,045,000
PRET Trust Series 2026-RN1, 6.54%,
06/25/2066(1)(3)
1,040,323
Pretium Mortgage Credit Partners LLC
912,000
Series 2025-RPL6, 3.85%,
09/25/2069(1)(3)
808,084
2,373,000
Series 2026-RPL1, 4.15%,
01/25/2070(1)(3)
2,139,687
3,100,000
Series 2026-RPL3, 4.40%,
06/25/2070(1)(3)
2,767,625
1,447,000
Series 2026-RPL2, 4.50%,
06/25/2070(1)(3)
1,295,307
770,000
Series 2026-NPL3, 6.22%,
02/25/2056(1)(3)
759,694
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 18.9% -
(continued)
Whole Loan Collateral CMO - 5.6% - (continued)
$  1,370,000
Series 2026-NPL2, 6.41%,
02/25/2056(1)(3)
$1,358,591
440,000
Series 2026-NPL1, 6.54%,
01/25/2056(1)(3)
435,006
485,000
Series 2026-NPL6, 6.66%,
06/25/2056(1)(3)
483,179
1,638,000
Series 2026-RN3, 6.71%,
08/25/2056(1)(3)
1,641,833
550,000
Series 2025-NPL14, 6.78%,
12/25/2055(1)(3)
550,154
327,000
Series 2025-NPL13, 6.78%,
12/25/2055(1)(3)
322,926
4,340,000
Series 2026-RN2, 6.78%,
07/25/2056(1)(3)
4,322,418
390,000
Series 2025-NPL12, 6.90%,
11/25/2055(1)(3)
385,492
150,000
Series 2025-NPL11, 7.02%,
10/25/2055(1)(3)
148,218
450,000
Series 2026-NPL5, 7.05%,
04/25/2056(1)(3)
448,422
320,000
Series 2025-NPL10, 7.26%,
10/25/2055(1)(3)
316,199
240,000
Series 2025-NPL9, 7.51%,
08/25/2055(1)(3)
238,891
155,000
Series 2025-NPL8, 7.99%,
08/25/2055(1)(3)
154,389
165,000
Series 2025-NPL7, 8.35%,
07/25/2055(1)(3)
164,062
145,000
Series 2025-NPL5, 8.72%,
05/25/2055(1)(3)
145,814
PRKCM Trust
2,537,562
Series 2026-AFC3, 5.38%,
05/01/2061(1)(2)
2,522,840
1,240,000
Series 2026-AFC4, 6.37%,
07/25/2061(1)(2)
1,187,246
PRPM LLC
255,000
Series 2025-RPL4, 3.00%,
05/25/2055(1)(3)
229,653
1,418,000
Series 2026-2, 6.47%,
02/25/2031(1)(3)
1,407,606
2,824,000
Series 2026-4, 6.82%,
06/25/2031(1)(3)
2,819,552
1,100,000
Series 2025-8, 7.20%,
10/25/2030(1)(3)
1,092,644
100,000
Series 2025-7, 7.45%,
08/25/2030(1)(3)
99,687
145,000
Series 2025-1, 8.47%,
04/25/2030(1)(3)
144,483
100,000
Series 2024-6, 8.60%,
11/25/2029(1)(3)
100,069
100,000
Series 2024-7, 8.84%,
11/25/2029(1)(3)
99,022
623,000
RCO IX Mortgage LLC Series 2026-2,
6.78%, 05/25/2031(1)(3)
621,405
100,000
RCO VIII Mortgage LLC Series 2025-3,
8.84%, 05/25/2030(1)(3)
98,612
310,000
SG Residential Mortgage Trust Series
2022-1, 3.95%, 03/27/2062(1)(2)
215,724
1,555,000
Spruce Hill Mortgage Loan Trust Series
2020-SH1, 3.83%, 01/28/2050(1)(2)
1,499,227
135,000
Verus Securitization Trust Series
2021-5, 3.04%, 09/25/2066(1)(2)
96,147
The accompanying notes are an integral part of these financial statements.
 
45
Hartford Strategic Income ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 18.9% -
(continued)
Whole Loan Collateral CMO - 5.6% - (continued)
$  471,391
VOLT CII LLC Series 2021-NP11,
8.21%, 08/25/2051(1)(3)
$471,344
305,685
VOLT CVI LLC Series 2021-NP12,
9.44%, 12/26/2051(1)(3)
306,006
 
60,176,827
Total Asset-Backed & Commercial
Mortgage-Backed Securities
(cost $204,285,067)
$202,447,194
CONVERTIBLE BONDS - 3.0%
Auto Manufacturers - 0.1%
Rivian Automotive, Inc.
480,000
3.63%, 10/15/2030
$494,418
39,000
4.63%, 03/15/2029
43,465
 
537,883
Biotechnology - 0.2%
245,000
BioMarin Pharmaceutical, Inc. 1.25%,
05/15/2027
238,410
559,000
Bridgebio Pharma, Inc. 0.75%,
02/01/2033(1)
576,105
Cytokinetics, Inc.
300,000
1.75%, 10/01/2031(1)
417,562
135,000
3.50%, 07/01/2027
209,841
179,000
Immunocore Holdings PLC 2.50%,
02/01/2030
164,644
Ionis Pharmaceuticals, Inc.
885,000
0.00%, 12/01/2030(1)(4)
781,566
162,000
1.75%, 06/15/2028
191,160
 
2,579,288
Commercial Banks - 0.1%
EUR 
1,100,000
Mitsubishi UFJ Investor Services &
Banking Luxembourg SA 6.70%,
12/15/2050, 3 mo. EURIBOR +
4.50%(2)
884,962
Commercial Services - 0.0%
$ 183,000
Global Payments, Inc. 1.50%,
03/01/2031
168,726
Diversified Financial Services - 0.1%
Coinbase Global, Inc.
713,000
0.00%, 10/01/2032(1)(4)
547,045
119,000
0.25%, 04/01/2030
105,638
 
652,683
Electric - 0.3%
175,000
Ormat Technologies, Inc. 1.50%,
03/15/2031(1)
179,638
668,000
PG&E Corp. 4.25%, 12/01/2027
685,034
505,000
PPL Capital Funding, Inc. 3.00%,
12/01/2030(1)
505,582
871,000
Southern Co. 3.25%, 06/15/2028
877,968
WEC Energy Group, Inc.
229,000
3.38%, 06/01/2028
232,664
742,000
4.38%, 06/01/2029
877,044
 
3,357,930
Energy-Alternate Sources - 0.0%
343,000
Enphase Energy, Inc. 0.00%,
03/01/2028(4)
319,271
30,000
Stem, Inc. 0.50%, 12/01/2028(1)
9,900
 
329,171
Entertainment - 0.0%
425,000
Live Nation Entertainment, Inc. 2.88%,
10/15/2031(1)
458,457
Shares or Principal Amount
Market Value†
CONVERTIBLE BONDS - 3.0% - (continued)
Healthcare - Products - 0.3%
Guardant Health, Inc.
$  100,000
0.00%, 05/15/2033(1)(4)
$154,750
117,000
1.25%, 02/15/2031
314,999
825,000
Integer Holdings Corp. 1.88%,
03/15/2030
868,065
512,000
Lantheus Holdings, Inc. 2.63%,
12/15/2027
670,464
709,000
Merit Medical Systems, Inc. 3.00%,
02/01/2029
828,467
200,000
Qiagen NV 2.50%, 09/10/2031(5)
203,101
Tempus AI, Inc.
94,000
0.00%, 05/15/2032(1)(4)
91,039
110,000
0.75%, 07/15/2030
103,345
 
3,234,230
Home Builders - 0.1%
980,000
Meritage Homes Corp. 1.75%,
05/15/2028
968,730
Insurance - 0.1%
HKD 
6,000,000
China Pacific Insurance Group Co. Ltd.
0.00%, 09/18/2030(4)(5)
767,445
Internet - 0.2%
Alibaba Group Holding Ltd.
$ 540,000
0.00%, 09/15/2032(4)(5)
521,640
349,000
0.50%, 06/01/2031
481,446
675,000
Grab Holdings Ltd. 0.00%,
06/15/2030(4)(5)
643,612
547,000
Uber Technologies, Inc. 0.88%,
12/01/2028
644,639
 
2,291,337
Investment Company Security - 0.1%
274,000
HAT Holdings I LLC/HAT Holdings II LLC
3.75%, 08/15/2028(1)
397,985
IREN Ltd.
65,000
0.00%, 07/01/2031(1)(4)
49,465
420,000
1.00%, 06/01/2033(1)
392,700
45,000
1.00%, 12/01/2033(1)
33,863
322,000
Terawulf, Inc. 0.00%, 05/01/2032(1)(4)
383,832
 
1,257,845
Iron/Steel - 0.1%
JPY 
100,000,000
Nippon Steel Corp. 0.00%,
02/14/2031(4)(5)
671,063
IT Services - 0.1%
$ 30,000
Lumentum Holdings, Inc. 0.38%,
03/15/2032(1)
116,598
910,000
Parsons Corp. 2.63%, 03/01/2029
876,603
 
993,201
Leisure Time - 0.1%
NCL Corp. Ltd.
601,000
0.75%, 09/15/2030(1)
550,338
726,000
0.88%, 04/15/2030
752,318
 
1,302,656
Lodging - 0.2%
2,189,000
Wynn Macau Ltd. 4.50%, 03/07/2029(1)
2,171,488
Machinery - Construction & Mining - 0.0%
63,000
Bloom Energy Corp. 0.00%,
11/15/2030(1)(4)
87,570
Media - 0.0%
31,000
EchoStar Corp. 3.88%, 11/30/2030(6)
81,616
Miscellaneous Manufacturing - 0.1%
605,000
JBT Marel Corp. 0.38%, 09/15/2030(1)
607,420
The accompanying notes are an integral part of these financial statements.
 
46
Hartford Strategic Income ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
CONVERTIBLE BONDS - 3.0% - (continued)
Oil & Gas Services - 0.1%
$  325,000
Liberty Energy, Inc. 0.00%,
03/01/2032(1)(4)
$266,662
118,000
ProPetro Holding Corp. 0.00%,
11/15/2031(1)(4)
98,129
100,000
Solaris Energy Infrastructure, Inc.
0.25%, 10/01/2031
118,375
 
483,166
Pipelines - 0.0%
225,000
Golar LNG Ltd. 2.75%, 12/15/2030
253,217
Real Estate Investment Trusts - 0.2%
1,157,000
Boston Properties LP 2.00%,
10/01/2030(1)
1,130,967
925,000
Federal Realty OP LP 3.25%,
01/15/2029(1)
1,017,963
 
2,148,930
Semiconductors - 0.2%
Microchip Technology, Inc.
450,000
0.00%, 02/15/2030(1)(4)
479,475
144,000
0.75%, 06/01/2030
148,904
ON Semiconductor Corp.
48,000
0.00%, 05/01/2031(1)(4)
44,640
690,000
0.50%, 03/01/2029
779,355
125,000
Onto Innovation, Inc. 0.00%,
06/01/2031(1)(4)
135,429
44,000
Semtech Corp. 0.00%, 10/15/2030(1)(4)
64,900
 
1,652,703
Software - 0.3%
407,000
Akamai Technologies, Inc. 0.00%,
05/15/2032(1)(4)
369,760
CoreWeave, Inc.
75,000
1.75%, 12/01/2031(1)
70,455
373,000
1.75%, 10/01/2032(1)
326,562
688,000
Datadog, Inc. 0.00%, 12/01/2029(4)
1,000,352
645,000
Nutanix, Inc. 0.50%, 12/15/2029
669,832
217,000
Snowflake, Inc. 0.00%, 10/01/2029(4)
429,855
273,000
Unity Software, Inc. 0.00%,
03/15/2030(4)
323,164
 
3,189,980
Telecommunications - 0.0%
347,000
AST SpaceMobile, Inc. 2.00%,
01/15/2036(1)
298,941
Transportation - 0.0%
371,000
Knight-Swift Transportation Holdings,
Inc. 1.00%, 11/15/2031(1)
404,204
Total Convertible Bonds
(cost $30,886,751)
$31,834,842
CORPORATE BONDS - 23.2%
Aerospace & Defense - 0.0%
20,000
Goat Holdco LLC 6.75%, 02/01/2032(1)
$20,321
Agriculture - 0.1%
MHP Lux SA
810,000
6.25%, 09/19/2029(5)
756,626
430,000
10.50%, 07/28/2029(1)
447,193
 
1,203,819
Airlines - 0.0%
25,000
OneSky Flight LLC 8.88%, 12/15/2029(1)
26,283
225,000
VistaJet Malta Finance PLC/Vista
Management Holding, Inc. 6.38%,
02/01/2030(1)(7)
212,309
 
238,592
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 23.2% - (continued)
Apparel - 0.1%
$  280,809
Beach Acquisition Bidco LLC 10.00%,
07/15/2033(1)(6)
$301,451
469,000
Champ Acquisition Corp. 8.38%,
12/01/2031(1)
489,143
 
790,594
Auto Manufacturers - 0.1%
25,000
Ford Motor Co. 3.25%, 02/12/2032
21,860
568,000
General Motors Financial Co., Inc.
5.70%, 09/30/2030, (5.70% fixed rate
until 09/30/2030; 5 yr. USD CMT +
5.00% thereafter)(2)(8)
559,059
 
580,919
Auto Parts & Equipment - 0.3%
222,000
Clarios Global LP/Clarios U.S. Finance
Co. 6.75%, 09/15/2032(1)
223,668
3,310,000
Goodyear Tire & Rubber Co. 8.88%,
07/15/2032
3,397,258
 
3,620,926
Biotechnology - 0.1%
861,000
Biocon Biologics Global PLC 6.67%,
10/09/2029(5)
862,008
600,000
Genmab AS/Genmab Finance LLC
6.25%, 12/15/2032(1)
605,492
 
1,467,500
Chemicals - 1.3%
Bond U.S. Bidco 1, Inc./Bidco 2/Bidco
3/German Bidco 1 GmbH/German
Bidco 2
EUR 
4,678,000
6.50%, 06/15/2033(1)
5,413,935
$ 400,000
7.13%, 06/15/2033(1)
402,473
1,326,000
Dangote Fertiliser Ltd. 7.75%,
05/05/2031(5)
1,328,899
OCP SA
1,018,000
6.74%, 04/22/2031, (6.74% fixed rate
until 04/22/2031; 5 yr. USD CMT +
2.75% thereafter)(1)(2)(8)
999,539
1,018,000
7.37%, 04/22/2036, (7.37% fixed rate
until 04/22/2036; 5 yr. USD CMT +
3.22% thereafter)(1)(2)(8)
998,907
Tronox, Inc.
7,148,000
4.63%, 03/15/2029(1)(7)
4,391,792
495,000
9.13%, 09/30/2030(1)
494,080
 
14,029,625
Commercial Banks - 2.5%
EUR 
600,000
Abanca Corp. Bancaria SA 6.13%,
09/19/2031, (6.13% fixed rate until
09/19/2031; 5 yr. EURIBOR ICE
Swap + 3.89% thereafter)(2)(5)(8)
699,243
AIB Group PLC
$ 650,000
5.32%, 05/15/2031, (5.32% fixed rate
until 05/15/2030; 6 mo. USD SOFR
+ 1.65% thereafter)(1)(2)
652,620
EUR 
425,000
6.00%, 07/14/2031, (6.00% fixed rate
until 07/14/2031; 5 yr. EURIBOR
ICE Swap + 3.71%
thereafter)(2)(5)(8)
501,693
500,000
AL Sydbank 3.63%, 03/05/2030, (3.63%
fixed rate until 03/05/2029; 3 mo.
EURIBOR + 1.45% thereafter)(2)
575,982
GBP 
500,000
Aldermore Group PLC 6.00%,
10/01/2035, (6.00% fixed rate until
10/01/2030; 5 yr. U.K. Government
Bond + 2.02% thereafter)(2)(5)
666,867
The accompanying notes are an integral part of these financial statements.
 
47
Hartford Strategic Income ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 23.2% - (continued)
Commercial Banks - 2.5% - (continued)
EUR  
      550,000
Alpha Bank SA 11.88%, 02/08/2028,
(11.88% fixed rate until 02/08/2028; 5
yr. EUR Swap + 9.31%
thereafter)(2)(5)(8)
$697,785
Banca Transilvania SA
100,000
4.75%, 05/27/2032, (4.75% fixed rate
until 05/27/2031; 1 yr. EURIBOR
ICE Swap + 1.95% thereafter)(2)(5)
113,957
1,420,000
7.13%, 11/27/2030, (7.13% fixed rate
until 11/27/2030; 5 yr. EURIBOR
ICE Swap + 4.78%
thereafter)(2)(5)(8)
1,668,060
$ 800,000
Banco Bilbao Vizcaya Argentaria SA
7.13%, 05/08/2033, (7.13% fixed rate
until 05/08/2033; 5 yr. USD CMT +
2.99% thereafter)(2)(8)
799,734
Banco Santander SA
800,000
4.55%, 11/06/2030
781,756
EUR 
      600,000
7.00%, 11/20/2029, (7.00% fixed rate
until 11/20/2029; 5 yr. EUR Swap +
4.43% thereafter)(2)(5)(8)
734,880
$ 400,000
7.25%, 12/03/2035, (7.25% fixed rate
until 12/03/2035; 5 yr. USD CMT +
2.84% thereafter)(2)(8)
401,106
EUR 
400,000
Bank of Cyprus Holdings PLC 11.88%,
06/21/2028, (11.88% fixed rate until
06/21/2028; 5 yr. EURIBOR ICE
Swap + 9.13% thereafter)(2)(5)(8)
515,447
400,000
BAWAG Group AG 7.25%, 09/18/2029,
(7.25% fixed rate until 09/18/2029; 5
yr. EURIBOR ICE Swap + 5.05%
thereafter)(2)(5)(8)
488,983
BPCE SA
600,000
3.38%, 12/19/2031, (3.38% fixed rate
until 12/19/2030; 3 mo. EURIBOR
+ 0.95% thereafter)(2)(5)
675,785
$ 650,000
7.00%, 10/19/2034, (7.00% fixed rate
until 10/19/2033; 6 mo. USD SOFR
+ 2.59% thereafter)(1)(2)
694,215
EUR 
400,000
BPER Banca SpA 5.88%, 03/19/2031,
(5.88% fixed rate until 03/19/2031; 5
yr. EURIBOR ICE Swap + 3.57%
thereafter)(2)(5)(8)
466,592
CaixaBank SA
$ 850,000
4.82%, 04/22/2032, (4.82% fixed rate
until 04/22/2031; 6 mo. USD SOFR
+ 1.21% thereafter)(1)(2)
834,437
EUR 
400,000
5.88%, 03/25/2035, (5.88% fixed rate
until 03/25/2035; 5 yr. EURIBOR
ICE Swap + 3.35%
thereafter)(2)(5)(7)(8)
460,715
200,000
CCF Holding SAS 9.25%, 06/12/2029,
(9.25% fixed rate until 06/12/2029; 5
yr. EUR Swap + 6.63%
thereafter)(2)(5)(8)
252,447
$ 675,000
Citigroup, Inc. 6.63%, 02/15/2031,
(6.63% fixed rate until 02/15/2031; 5
yr. USD CMT + 3.00% thereafter)(2)(8)
678,064
EUR 
300,000
CrediaBank SA 9.38%, 01/13/2031,
(9.38% fixed rate until 01/13/2031; 5
yr. EURIBOR ICE Swap + 7.28%
thereafter)(2)(5)(8)
373,949
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 23.2% - (continued)
Commercial Banks - 2.5% - (continued)
EUR  
      200,000
Deutsche Bank AG 6.75%, 10/30/2035,
(6.75% fixed rate until 10/30/2035; 5
yr. EURIBOR ICE Swap + 3.86%
thereafter)(2)(5)(8)
$232,789
Eurobank SA
200,000
6.25%, 11/10/2033, (6.25% fixed rate
until 11/10/2033; 5 yr. EURIBOR
ICE Swap + 3.79%
thereafter)(2)(5)(8)
230,604
200,000
6.63%, 06/04/2031, (6.63% fixed rate
until 06/04/2031; 5 yr. EURIBOR
ICE Swap + 4.45%
thereafter)(2)(5)(8)
238,847
600,000
FinecoBank Banca Fineco SpA 3.74%,
05/20/2032, (3.74% fixed rate until
05/20/2031; 3 mo. EURIBOR + 0.80%
thereafter)(2)(5)
687,744
Goldman Sachs Group, Inc.
$ 93,000
3.65%, 08/10/2026, (3.65% fixed rate
until 08/10/2026; 5 yr. USD CMT +
2.92% thereafter)(2)(8)
92,894
163,000
7.50%, 02/10/2029, (7.50% fixed rate
until 02/10/2029; 5 yr. USD CMT +
3.16% thereafter)(2)(8)
168,954
Golomt Bank
705,000
7.95%, 05/14/2029(1)
707,179
580,000
11.00%, 05/20/2027(5)
598,020
400,000
11.00%, 05/20/2027(1)
412,018
HSBC Holdings PLC
700,000
4.62%, 11/06/2031, (4.62% fixed rate
until 11/06/2030; 6 mo. USD SOFR
+ 1.19% thereafter)(2)
684,277
1,199,000
6.75%, 11/18/2032, (6.75% fixed rate
until 11/18/2032; 5 yr. USD CMT +
2.51% thereafter)(2)(8)
1,190,117
EUR 
1,000,000
Ibercaja Banco SA 9.13%, 01/25/2028,
(9.13% fixed rate until 01/25/2028; 5
yr. EUR Swap + 6.83%
thereafter)(2)(5)(8)
1,228,373
Intesa Sanpaolo SpA
200,000
6.38%, 05/26/2033, (6.38% fixed rate
until 05/26/2033; 5 yr. EURIBOR
ICE Swap + 4.04%
thereafter)(2)(5)(8)
241,875
$ 625,000
8.25%, 11/21/2033, (8.25% fixed rate
until 11/21/2032; 1 yr. USD CMT +
4.40% thereafter)(1)(2)
713,315
Metro Bank Holdings PLC
GBP 
350,000
12.00%, 04/30/2029, (12.00% fixed
rate until 04/30/2028; 1 yr. U.K.
Government Bond + 7.81%
thereafter)(2)(5)
515,620
1,175,000
13.88%, 03/26/2030, (13.88% fixed
rate until 03/26/2030; 5 yr. U.K.
Government Bond + 9.57%
thereafter)(2)(5)(8)
1,849,727
EUR 
1,400,000
Nova Ljubljanska Banka DD 6.50%,
11/26/2030, (6.50% fixed rate until
11/26/2030; 5 yr. EURIBOR ICE
Swap + 4.08% thereafter)(2)(5)(8)
1,621,340
600,000
Piraeus Bank SA 3.38%, 12/02/2031,
(3.38% fixed rate until 12/02/2030; 1
yr. EURIBOR ICE Swap + 0.98%
thereafter)(2)(5)
678,385
The accompanying notes are an integral part of these financial statements.
 
48
Hartford Strategic Income ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 23.2% - (continued)
Commercial Banks - 2.5% - (continued)
UBS Group AG
$  625,000
7.00%, 02/05/2035, (7.00% fixed rate
until 02/05/2035; 5 yr. USD ICE
Swap + 3.30% thereafter)(2)(5)(8)
$621,607
400,000
9.25%, 11/13/2033, (9.25% fixed rate
until 11/13/2033; 5 yr. USD CMT +
4.76% thereafter)(1)(2)(8)
457,316
 
26,905,318
Commercial Services - 0.2%
Avis Budget Car Rental LLC/Avis Budget
Finance, Inc.
60,000
8.00%, 02/15/2031(1)
59,909
300,000
8.38%, 06/15/2032(1)(7)
298,568
BCP V Modular Services Finance II PLC
EUR 
350,000
4.75%, 11/30/2028(5)
377,553
GBP 
600,000
6.13%, 11/30/2028(5)(7)
753,950
$ 518,000
Deluxe Corp. 8.13%, 09/15/2029(1)
536,406
EUR 
200,000
Worldline SA 5.50%, 06/10/2030(5)
202,599
 
2,228,985
Construction Materials - 0.5%
$ 534,000
Cemex SAB de CV 7.20%, 06/10/2030,
(7.20% fixed rate until 06/10/2030; 5
yr. USD CMT + 3.52%
thereafter)(1)(2)(8)
551,088
CP Atlas Buyer, Inc.
2,396,000
9.75%, 07/15/2030(1)(7)
2,157,834
2,599,511
12.75%, 01/15/2031(1)(6)
1,774,166
370,000
JH North America Holdings, Inc. 5.88%,
01/31/2031(1)
369,199
 
4,852,287
Diversified Financial Services - 3.2%
338,000
Ally Financial, Inc. 7.10%, 08/15/2031,
(7.10% fixed rate until 08/15/2031; 5
yr. USD CMT + 3.15% thereafter)(2)(8)
339,921
205,000
Credit Acceptance Corp. 9.25%,
12/15/2028(1)
212,219
CrossCountry Intermediate HoldCo LLC
3,303,000
6.50%, 10/01/2030(1)
3,194,220
4,914,000
6.75%, 12/01/2032(1)
4,689,088
664,000
EZCORP, Inc. 7.38%, 04/01/2032(1)
694,190
575,000
First Eagle Holdings, Inc. 7.25%,
08/15/2032(1)
581,713
Freedom Mortgage Holdings LLC
281,000
6.88%, 05/01/2031(1)
270,880
357,000
8.00%, 02/01/2032(1)
354,206
3,712,000
8.38%, 04/01/2032(1)
3,728,329
638,000
9.13%, 05/15/2031(1)
654,037
goeasy Ltd.
1,325,000
6.88%, 05/15/2030(1)
1,198,412
3,600,000
6.88%, 02/15/2031(1)
3,219,798
3,807,000
LFS Topco LLC 8.75%, 07/15/2030(1)
3,798,835
Muangthai Capital PCL
1,280,000
7.55%, 07/21/2030(1)
1,286,519
420,000
7.55%, 07/21/2030(5)
422,017
865,000
Muthoot Finance Ltd. 6.38%,
03/02/2030(1)
857,991
3,757,000
Planet Financial Group LLC 10.50%,
12/15/2029(1)
3,665,763
Stonebriar ABF Issuer LLC
308,000
7.00%, 08/15/2031(1)
308,233
907,000
8.13%, 12/15/2030(1)
944,345
462,000
Sumisho Air Lease Corp. 4.13%,
12/15/2026, (4.13% fixed rate until
12/15/2026; 5 yr. USD CMT + 3.15%
thereafter)(2)(8)
455,027
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 23.2% - (continued)
Diversified Financial Services - 3.2% - (continued)
$  177,000
UWM Holdings LLC 6.63%,
02/01/2030(1)
$164,193
2,715,000
Velocity Commercial Capital LLC 9.38%,
02/15/2031(1)
2,794,354
 
33,834,290
Electric - 0.9%
890,000
ADM Elektrik Dagitim AS 9.50%,
02/05/2031(1)
849,874
867,422
Buffalo Energy Mexico Holdings/Buffalo
Energy Infrastructure/Buffalo Energy
7.88%, 02/15/2039(5)
902,054
Dominion Energy, Inc.
296,000
4.35%, 01/15/2027, (4.35% fixed rate
until 01/15/2027; 5 yr. USD CMT +
3.20% thereafter)(2)(8)
294,504
350,000
6.15%, 12/15/2056, (6.15% fixed rate
until 09/16/2031; 5 yr. USD CMT +
1.87% thereafter)(2)
346,256
EUR 
738,000
Eastern European Electric Co. BV
6.50%, 05/15/2030(1)
877,200
Energo-Pro AS
1,480,000
6.45%, 04/15/2031(5)
1,701,499
100,000
8.00%, 05/27/2030(1)
120,699
$ 385,000
EUSHI Finance, Inc. 7.63%, 12/15/2054,
(7.63% fixed rate until 09/15/2029; 5
yr. USD CMT + 3.14% thereafter)(2)
398,564
GDZ Elektrik Dagitim AS
1,476,000
9.00%, 10/15/2029(1)
1,414,485
1,275,000
9.00%, 10/15/2029(5)
1,221,340
300,000
NextEra Energy Capital Holdings, Inc.
6.63%, 10/01/2066, (6.63% fixed rate
until 07/04/2046; 5 yr. USD CMT +
1.69% thereafter)(2)
292,193
845,000
Saavi Energia SARL 8.88%,
02/10/2035(5)
913,276
735,000
Termocandelaria Power SA 7.75%,
09/17/2031(5)
751,104
 
10,083,048
Energy-Alternate Sources - 0.1%
FS Luxembourg SARL
523,000
8.13%, 02/11/2036(1)
476,532
395,000
8.63%, 06/25/2033(5)
376,040
 
852,572
Entertainment - 0.7%
888 Acquisitions Ltd.
EUR 
800,000
7.93%, 07/15/2028, 3 mo. EURIBOR
+ 5.5%(2)(5)
930,641
1,400,000
8.00%, 09/30/2031(5)(7)
1,660,100
$ 3,475,000
Great Canadian Gaming
Corp./Raptor LLC 8.75%,
11/15/2029(1)
3,508,283
200,000
Merlin Entertainments Group
U.S. Holdings, Inc. 7.38%,
02/15/2031(1)
156,652
995,000
Motion Finco SARL 8.38%,
02/15/2032(1)
779,934
 
7,035,610
Food - 0.5%
Bellis Acquisition Co. PLC
EUR 
2,170,000
8.00%, 07/01/2031(5)(7)
2,417,950
475,000
8.00%, 07/01/2031(1)(7)
529,275
GBP 
851,000
8.13%, 05/14/2030(5)
1,073,097
The accompanying notes are an integral part of these financial statements.
 
49
Hartford Strategic Income ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 23.2% - (continued)
Food - 0.5% - (continued)
$  687,000
Industrial F&B Investments III, Inc.
7.75%, 02/11/2033(1)
$697,515
EUR 
      100,000
Picard Groupe SAS 6.38%,
07/01/2029(1)
118,486
 
4,836,323
Gas - 0.1%
$ 542,000
AltaGas Ltd. 7.20%, 10/15/2054, (7.20%
fixed rate until 07/17/2034; 5 yr. USD
CMT + 3.57% thereafter)(1)(2)
560,648
Hand/Machine Tools - 0.1%
EUR 
500,000
IMA Industria Macchine Automatiche
SpA 3.75%, 01/15/2028(5)
574,309
Healthcare - Products - 0.0%
$ 150,000
Insulet Corp. 6.50%, 04/01/2033(1)
151,969
Healthcare - Services - 0.4%
465,000
Acadia Healthcare Co., Inc. 7.38%,
03/15/2033(1)(7)
479,530
CHS/Community Health Systems, Inc.
381,000
4.75%, 02/15/2031(1)
339,850
2,579,000
9.75%, 01/15/2034(1)
2,612,687
754,000
Star Parent, Inc. 9.00%, 10/01/2030(1)
791,786
 
4,223,853
Insurance - 1.3%
Acrisure LLC/Acrisure Finance, Inc.
1,780,000
8.25%, 02/01/2029(1)
1,706,779
3,071,000
8.50%, 06/15/2029(1)
2,935,759
Alliant Holdings Intermediate LLC/Alliant
Holdings Co-Issuer
655,000
7.00%, 01/15/2031(1)
664,661
335,000
7.38%, 10/01/2032(1)
336,879
274,000
American National Group, Inc. 7.00%,
12/01/2055, (7.00% fixed rate until
12/01/2030; 5 yr. USD CMT + 3.18%
thereafter)(2)
263,597
650,000
Ardonagh Group Finance Ltd. 8.88%,
02/15/2032(1)
646,732
Asurion LLC/Asurion Co-Issuer, Inc.
682,000
8.00%, 12/31/2032(1)
689,929
2,899,000
8.38%, 02/01/2034(1)
2,641,301
475,000
Howden U.K. Refinance PLC/Howden
U.K. Refinance 2 PLC/Howden
U.S. Refinance LLC 8.13%,
02/15/2032(1)
441,623
806,000
HUB International Ltd. 7.38%,
01/31/2032(1)
824,337
637,000
Lincoln National Corp. 9.25%,
12/01/2027, (9.25% fixed rate until
12/01/2027; 5 yr. USD CMT + 5.32%
thereafter)(2)(8)
665,753
200,000
SCOR SE 5.25%, 03/13/2029, (5.25%
fixed rate until 03/13/2029; 5 yr. USD
CMT + 2.37% thereafter)(2)(5)(8)
190,879
EUR 
275,000
Unipol Assicurazioni SpA 6.00%,
07/21/2035, (6.00% fixed rate until
07/21/2035; 5 yr. EURIBOR ICE
Swap + 3.24% thereafter)(2)(5)(8)
318,099
300,000
UNIQA Insurance Group AG 4.50%,
05/13/2046, (4.50% fixed rate until
11/13/2035; 3 mo. EURIBOR + 2.55%
thereafter)(2)(5)
338,902
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 23.2% - (continued)
Insurance - 1.3% - (continued)
$  650,000
Well Link Life Insurance Co. Ltd. 7.88%,
06/23/2036, (7.88% fixed rate until
06/23/2031; 5 yr. USD CMT + 3.83%
thereafter)(2)(5)
$612,699
525,000
Zurich Finance Ireland DAC 3.00%,
04/19/2051, (3.00% fixed rate until
01/19/2031; 5 yr. USD CMT + 2.78%
thereafter)(2)(5)
469,244
 
13,747,173
Internet - 0.5%
4,361,000
Sopaipilla Investor LLC 7.53%,
11/30/2048(1)
4,520,106
United Group BV
EUR 
      320,000
6.38%, 05/14/2033(1)
367,201
725,000
6.75%, 02/15/2031(5)
857,795
 
5,745,102
Investment Company Security - 0.2%
HA Sustainable Infrastructure Capital,
Inc.
$ 452,000
7.13%, 11/15/2056, (7.13% fixed rate
until 08/17/2031; 5 yr. USD CMT +
3.48% thereafter)(2)
455,457
520,000
8.00%, 06/01/2056, (8.00% fixed rate
until 03/01/2031; 5 yr. USD CMT +
4.30% thereafter)(2)
545,868
650,000
Ittihad International II Ltd. 7.38%,
11/13/2030(1)
650,082
 
1,651,407
IT Services - 0.4%
4,621,000
McAfee Corp. 7.38%, 02/15/2030(1)
3,918,031
Leisure Time - 0.0%
535,000
NCL Corp. Ltd. 6.75%, 02/01/2032(1)
524,387
Lodging - 0.4%
Fortune Star BVI Ltd.
EUR 
615,000
3.95%, 10/02/2026(5)
704,340
$ 1,000,000
5.05%, 01/27/2027(5)
990,319
Gohl Capital Holdings Ltd.
855,000
7.63%, 10/29/2031, (7.63% fixed rate
until 10/29/2031; 5 yr. USD CMT +
3.71% thereafter)(2)(5)(8)
817,464
1,015,000
8.30%, 04/29/2036, (8.30% fixed rate
until 04/29/2036; 5 yr. USD CMT +
4.26% thereafter)(2)(5)(8)
953,050
985,000
Studio City Finance Ltd. 5.00%,
01/15/2029(5)
937,199
 
4,402,372
Media - 1.5%
4,315,000
Block Communications, Inc. 10.25%,
03/01/2031(1)
3,749,180
Directv Financing LLC/Directv Financing
Co-Obligor, Inc.
4,614,000
9.25%, 06/01/2032(1)
4,721,437
268,000
10.00%, 02/15/2031(1)
280,043
Grupo Televisa SAB
1,980,000
5.00%, 05/13/2045
1,352,531
420,000
5.25%, 05/24/2049
285,227
534,000
Paramount Global 6.38%, 03/30/2062,
(6.38% fixed rate until 03/30/2027; 5
yr. USD CMT + 4.00% thereafter)(2)
441,711
495,000
Scripps Escrow II, Inc. 5.38%,
01/15/2031(1)(9)
287,100
The accompanying notes are an integral part of these financial statements.
 
50
Hartford Strategic Income ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 23.2% - (continued)
Media - 1.5% - (continued)
$  5,335,000
Univision Communications, Inc. 8.88%,
04/15/2033(1)
$5,165,478
121,000
Versant Media Group, Inc. 7.25%,
01/30/2031(1)
124,732
 
16,407,439
Mining - 0.5%
Ivanhoe Mines Ltd.
1,620,000
7.88%, 01/23/2030(5)
1,629,235
215,000
7.88%, 01/23/2030(1)
216,226
Vedanta Resources Finance II PLC
445,000
7.38%, 07/13/2034(1)
442,311
445,000
7.75%, 07/13/2037(1)
446,432
390,000
9.48%, 07/24/2030(1)
390,963
200,000
9.48%, 07/24/2030(5)
200,494
425,000
9.85%, 04/24/2033(1)
426,652
WE Soda Investments Holding PLC
795,000
9.38%, 02/14/2031(1)
773,396
621,000
9.50%, 10/06/2028(5)
624,839
315,000
9.50%, 10/06/2028(1)
316,947
 
5,467,495
Oil & Gas - 0.4%
1,481,000
Azule Energy Finance PLC 8.13%,
01/23/2030(1)
1,503,800
346,000
Diamondback Energy, Inc. 5.75%,
04/18/2054
321,944
968,000
Petroleos Mexicanos 6.75%, 09/21/2047
791,824
1,200,000
YPF SA 6.95%, 07/21/2027(5)
1,205,819
 
3,823,387
Packaging & Containers - 0.4%
Ardagh Group SA
299,573
9.50%, 12/01/2030(1)
317,460
EUR 
658,150
11.00%, 12/01/2030(5)(6)
704,287
6,188
11.00%, 12/01/2030(1)(6)
6,622
$ 424,000
Clydesdale Acquisition Holdings, Inc.
8.75%, 04/15/2030(1)
405,218
1,270,000
SAN Miguel Industrias Pet SA/NG PET
R&P Latin America SA 3.75%,
08/02/2028(3)(5)
1,211,897
Sword Purchaser LLC
EUR 
550,000
7.25%, 04/15/2033(1)
652,630
$ 490,000
8.25%, 04/15/2033(1)
501,189
200,000
Trivium Packaging Finance BV 12.25%,
01/15/2031(1)
221,315
 
4,020,618
Pharmaceuticals - 0.2%
235,000
Bausch Health Cos., Inc. 6.25%,
02/15/2029(1)
184,475
Grifols SA
EUR 
815,000
3.88%, 10/15/2028(5)(9)
931,830
264,615
7.50%, 05/01/2030(5)
316,924
Teva Pharmaceutical Finance
Netherlands II BV
710,000
4.38%, 05/09/2030
826,013
200,000
7.88%, 09/15/2031
267,455
 
2,526,697
Pipelines - 0.4%
$ 1,900,000
AL Candelaria (Spain) SA 5.75%,
06/15/2033(5)
1,752,750
Enbridge, Inc.
489,000
5.75%, 07/15/2080, (5.75% fixed rate
until 04/15/2030; 5 yr. USD CMT +
5.31% thereafter)(2)
488,149
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 23.2% - (continued)
Pipelines - 0.4% - (continued)
$  197,000
8.50%, 01/15/2084, (8.50% fixed rate
until 10/15/2033; 5 yr. USD CMT +
4.43% thereafter)(2)
$222,617
230,000
Energy Transfer LP 8.00%, 05/15/2054,
(8.00% fixed rate until 02/15/2029; 5
yr. USD CMT + 4.02% thereafter)(2)
241,376
216,000
South Bow Canadian Infrastructure
Holdings Ltd. 7.63%, 03/01/2055,
(7.63% fixed rate until 12/01/2029; 5
yr. USD CMT + 3.95% thereafter)(2)
224,645
Transcanada Trust
797,000
5.60%, 03/07/2082, (5.60% fixed rate
until 12/07/2031; 5 yr. USD CMT +
3.99% thereafter)(2)
780,605
131,000
5.88%, 08/15/2076, (5.88% fixed rate
until 08/15/2026; 3 mo. USD Term
SOFR + 4.64% thereafter)(2)
130,953
353,000
Venture Global Plaquemines LNG LLC
6.50%, 06/15/2034(1)
364,060
 
4,205,155
Real Estate - 1.8%
GBP 
830,000
Canary Wharf Group Investment
Holdings PLC 3.38%, 04/23/2028(5)
1,066,649
$ 2,179,000
CoreLogic, Inc. 9.00%, 08/01/2031(1)
2,148,540
CPI Property Group SA
EUR 
705,000
4.75%, 07/22/2030(5)
762,379
GBP 
260,000
6.88%, 02/05/2033(5)
320,581
EUR 
3,485,000
7.50%, 03/26/2031, (7.50% fixed rate
until 03/26/2031; 5 yr. EURIBOR
ICE Swap + 5.23%
thereafter)(2)(5)(8)
3,612,163
GBP 
1,518,000
8.88%, 10/09/2030, (8.88% fixed rate
until 10/09/2030; 5 yr. U.K.
Government Bond + 5.65%
thereafter)(2)(5)(8)
1,858,992
$ 1,000,000
GLP China Holdings Ltd. 7.75%,
04/30/2029(5)
901,496
GLP Pte. Ltd.
1,720,000
4.60%, 06/29/2027, (4.60% fixed rate
until 06/29/2027; 5 yr. USD CMT +
3.73% thereafter)(2)(5)(8)
952,131
2,180,000
7.87%, 11/17/2026, (7.87% fixed rate
until 11/17/2026; 5 yr. USD CMT +
3.74% thereafter)(2)(5)(8)
1,324,503
1,285,000
9.75%, 05/20/2028(5)
1,164,179
New Immo Holding SA
EUR 
500,000
3.25%, 07/23/2027(5)
573,013
400,000
5.50%, 04/23/2031(5)
462,256
Samhallsbyggnadsbolaget I Norden
Holding AB
1,015,000
0.75%, 11/14/2028(5)
1,032,493
3,153,000
1.13%, 09/26/2029(5)
3,074,983
200,000
2.38%, 08/04/2026(5)
230,110
 
19,484,468
Real Estate Investment Trusts - 0.3%
Brandywine Operating Partnership LP
$ 1,305,000
6.13%, 01/15/2031(7)
1,254,291
1,780,000
8.88%, 04/12/2029
1,865,600
575,000
Hudson Pacific Properties LP 4.65%,
04/01/2029
540,477
 
3,660,368
The accompanying notes are an integral part of these financial statements.
 
51
Hartford Strategic Income ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 23.2% - (continued)
Retail - 0.6%
Bertrand Franchise Finance SAS
EUR  
      140,000
6.24%, 07/18/2030, 3 mo. EURIBOR
+ 3.75%(2)(5)
$161,073
100,000
6.50%, 07/18/2030(5)
115,955
$ 495,000
FirstCash, Inc. 6.13%, 05/01/2034(1)
487,968
Michaels Cos., Inc.
335,000
8.50%, 03/15/2033(1)
331,860
2,660,000
11.00%, 03/15/2034(1)(7)
2,603,863
195,000
Petco Health & Wellness Co., Inc.
8.25%, 02/01/2031(1)
195,623
2,278,000
Specialty Building Products
Holdings LLC/SBP Finance Corp.
7.75%, 10/15/2029(1)
2,162,798
699,000
Staples, Inc. 10.75%, 09/01/2029(1)
668,839
50,000
Victra Holdings LLC/Victra Finance
Corp. 8.75%, 09/15/2029(1)
50,921
 
6,778,900
Semiconductors - 0.0%
288,000
Intel Corp. 6.13%, 05/15/2056
270,220
Software - 1.9%
AthenaHealth Group, Inc.
2,685,000
6.50%, 02/15/2030(1)
2,589,891
115,000
7.50%, 02/15/2032(1)
117,900
Cloud Software Group LLC
169,000
6.50%, 03/31/2029(1)
165,140
515,000
9.00%, 09/30/2029(1)
504,572
EUR 
640,000
IPD 3 BV 5.50%, 06/15/2031(5)
708,513
$ 20,000
Open Text Corp. 6.90%, 12/01/2027(1)
20,401
600,000
Open Text Holdings, Inc. 4.13%,
12/01/2031(1)
529,422
Oracle Corp.
341,000
5.38%, 07/15/2040
284,642
260,000
5.70%, 02/04/2036
240,700
2,386,000
6.10%, 09/26/2065
1,874,860
4,287,000
6.70%, 02/04/2056
3,780,107
6,158,000
6.85%, 02/04/2066
5,418,340
Rocket Software, Inc.
3,500,000
6.50%, 02/15/2029(1)(7)
3,224,833
389,000
9.00%, 11/28/2028(1)
385,027
TeamSystem SpA
EUR 
225,000
5.93%, 07/31/2031, 3 mo. EURIBOR
+ 3.50%(1)(2)
256,832
610,000
6.50%, 07/01/2032(1)(7)
696,594
 
20,797,774
Telecommunications - 1.2%
Africell Holding Ltd.
$ 2,403,000
10.50%, 10/23/2029(5)(7)
2,466,729
450,000
10.50%, 10/23/2029(1)
462,108
Altice France SA
EUR 
528,539
5.50%, 10/15/2031(5)
596,402
$ 840,000
6.88%, 07/15/2032(1)
815,471
EUR 
303,859
7.25%, 11/01/2029(1)
351,881
$ 297,000
Beacon Point DC LLC 6.13%,
11/30/2042(1)
284,980
320,000
Black Pearl Compute LLC 6.13%,
02/15/2031(1)
319,464
25,000
Cipher Compute LLC 7.13%,
11/15/2030(1)
25,500
314,000
EchoStar Corp. 6.75%, 11/30/2030(6)
318,459
Level 3 Financing, Inc.
250,000
7.50%, 02/15/2037(1)
248,299
640,000
8.50%, 01/15/2036(1)
665,844
330,000
Meridian Arc Holdco LLC 6.25%,
04/30/2031(1)
317,075
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 23.2% - (continued)
Telecommunications - 1.2% - (continued)
$  1,885,000
Millicom International Cellular SA
4.50%, 04/27/2031(5)
$1,731,291
16,000
Road Michigan Property Owner I LLC
7.50%, 03/30/2045(1)
15,507
224,000
Rogers Communications, Inc. 6.88%,
07/31/2056, (6.88% fixed rate until
05/02/2031; 5 yr. USD CMT + 2.84%
thereafter)(2)
224,091
167,000
Stingray Compute LLC 6.00%,
06/15/2031(1)
162,921
775,000
Telecom Argentina SA 8.50%,
01/20/2036(1)
808,519
Telecommunications Co. Telekom Srbija
AD Belgrade
EUR 
      130,000
6.75%, 05/18/2033(1)
151,667
1,080,000
7.13%, 05/18/2036(1)
1,259,825
$ 535,000
7.25%, 05/18/2031(1)
528,775
447,000
TELUS Corp. 7.00%, 10/15/2055,
(7.00% fixed rate until 07/15/2035; 5
yr. USD CMT + 2.71% thereafter)(2)
450,577
169,000
Verizon Communications, Inc. 6.05%,
05/14/2058, (6.05% fixed rate until
02/14/2033; 5 yr. USD CMT + 1.81%
thereafter)(2)
166,183
408,873
VF Ukraine PAT via VFU Funding PLC
9.63%, 02/11/2027(3)(5)
406,317
 
12,777,885
Water - 0.0%
572,000
Aegea Finance SARL 7.63%,
01/20/2036(1)
487,056
Total Corporate Bonds
(cost $251,192,091)
$248,787,442
FOREIGN GOVERNMENT OBLIGATIONS - 5.6%
Bolivia - 0.2%
2,130,000
Bolivia Government International Bonds
9.45%, 05/14/2031(1)
$2,156,625
Brazil - 0.1%
BRL 
807,000
Brazil Letras do Tesouro Nacional
0.00%, 01/01/2030(4)
100,937
Brazil Notas do Tesouro Nacional
3,256,000
10.00%, 01/01/2029
592,730
1,125,000
10.00%, 01/01/2033
181,797
444,000
10.00%, 01/01/2035
68,870
 
944,334
Bulgaria - 0.0%
Bulgaria Government International
Bonds
EUR 
15,000
1.38%, 09/23/2050(5)
9,090
131,000
1.38%, 09/23/2050(5)
79,390
85,000
3.63%, 09/05/2032(5)
97,997
173,000
4.13%, 05/07/2038(5)
194,246
40,000
4.13%, 07/18/2045(5)
42,608
 
423,331
Cameroon - 0.2%
Republic of Cameroon International
Bonds
$ 2,600,000
8.88%, 01/30/2033(5)
2,517,070
40,000
8.88%, 01/30/2033(5)
38,724
 
2,555,794
Chile - 0.0%
CLP 
204,223,950
Bonos de la Tesoreria de la Republica
2.00%, 03/01/2035(10)
211,136
The accompanying notes are an integral part of these financial statements.
 
52
Hartford Strategic Income ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 5.6% - (continued)
Colombia - 0.5%
EUR  
    2,297,000
Colombia Government International
Bonds 6.50%, 11/26/2038
$2,708,885
Colombia TES
COP 
1,855,800,000
6.25%, 07/09/2036
397,560
184,100,000
7.25%, 10/18/2034
43,917
543,500,000
7.75%, 09/18/2030
147,158
1,767,600,000
9.25%, 05/28/2042
452,417
4,179,300,000
12.75%, 11/28/2040
1,388,252
1,684,500,000
13.25%, 02/09/2033
557,472
 
5,695,661
Congo - 0.7%
$ 4,229,000
Congolese International Bonds 9.50%,
02/17/2035(5)
4,087,769
3,410,000
DRC International Bonds 8.75%,
04/16/2032(1)
3,515,406
 
7,603,175
Czech Republic - 0.2%
Czech Republic Government Bonds
CZK 
12,350,000
1.50%, 04/24/2040
378,552
11,200,000
2.00%, 10/13/2033
442,955
340,000
4.00%, 04/04/2044
13,811
21,230,000
4.20%, 12/04/2036(5)
949,064
12,720,000
4.25%, 10/24/2034
579,672
2,980,000
4.50%, 11/11/2032
140,239
 
2,504,293
Ecuador - 0.2%
Ecuador Government International
Bonds
$ 325,000
5.50%, 07/31/2040(3)(5)
262,281
1,872,586
6.90%, 07/31/2035(1)(3)
1,683,455
200,000
9.25%, 01/29/2039(1)
199,000
 
2,144,736
Gabon - 0.2%
2,869,000
Gabon Government International Bonds
6.63%, 02/06/2031(5)
2,529,782
India - 0.1%
India Government Bonds
INR 
13,850,000
6.64%, 06/16/2035
142,854
19,900,000
7.24%, 08/18/2055
203,036
74,310,000
7.30%, 06/19/2053
760,318
 
1,106,208
Indonesia - 0.1%
Indonesia Treasury Bonds
IDR 
840,000,000
5.88%, 03/15/2031
44,015
8,011,000,000
6.63%, 02/15/2034
423,814
2,004,000,000
6.75%, 07/15/2035
106,247
4,464,000,000
7.00%, 02/15/2033
242,461
1,091,000,000
7.13%, 08/15/2045
59,483
 
876,020
Kazakhstan - 0.1%
Kazakhstan Government International
Bonds
KZT 
74,748,000
7.90%, 12/20/2038(1)
102,062
150,904,000
10.78%, 08/25/2036(1)
257,337
115,915,000
11.05%, 01/28/2037(1)
193,194
48,511,000
14.00%, 05/12/2031(1)
99,545
226,902,000
14.00%, 02/13/2035(1)
471,095
94,979,000
15.10%, 03/12/2034(1)
207,197
 
1,330,430
Malaysia - 0.2%
Malaysia Government Bonds
MYR 
2,923,000
3.52%, 04/20/2028
718,339
109,000
3.58%, 07/15/2032
26,596
Shares or Principal Amount
Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 5.6% - (continued)
Malaysia - 0.2% - (continued)
MYR  
       91,000
3.76%, 05/22/2040
$21,799
115,000
3.89%, 08/15/2029
28,553
2,284,000
3.90%, 11/30/2026
560,551
4,362,000
3.90%, 11/16/2027
1,076,855
192,000
4.46%, 03/31/2053
49,605
248,000
4.70%, 10/15/2042
65,951
 
2,548,249
Mexico - 0.6%
Mexico Bonos
MXN 
5,604,700
7.50%, 05/26/2033
300,069
13,901,300
7.75%, 05/29/2031
778,166
3,886,400
7.75%, 11/23/2034
206,832
11,959,700
7.75%, 11/13/2042
580,389
4,770,600
8.00%, 04/15/2032
264,775
4,567,400
8.00%, 11/07/2047
223,411
3,353,900
8.00%, 07/31/2053
162,240
5,658,400
8.00%, 04/29/2055
273,035
3,024,900
8.50%, 03/01/2029
176,922
13,347,700
8.50%, 05/31/2029
779,588
10,102,500
8.50%, 11/18/2038
540,140
33,420,890
Mexico Cetes 0.00%, 06/08/2028(4)
1,672,089
 
5,957,656
Paraguay - 0.1%
Paraguay Government International
Bonds
PYG 
1,529,000,000
8.50%, 04/04/2038(1)
244,446
1,304,000,000
8.50%, 04/04/2038(1)
208,475
 
452,921
Poland - 0.3%
Republic of Poland Government Bonds
PLN 
7,112,000
3.55%, 09/25/2028, PLTRCI +
0.00%(2)
1,867,674
928,000
4.50%, 01/25/2031
242,363
513,000
5.00%, 10/25/2034
131,787
2,319,000
5.25%, 04/25/2036
596,455
 
2,838,279
Romania - 1.0%
Romania Government Bonds
RON 
2,125,000
6.75%, 04/25/2035
462,817
1,605,000
6.90%, 10/29/2036
351,511
3,090,000
7.10%, 07/31/2034
687,817
3,195,000
7.90%, 02/24/2038
744,713
Romania Government International
Bonds
EUR 
1,055,000
2.75%, 04/14/2041(5)
796,087
2,104,000
2.88%, 04/13/2042(5)
1,579,282
5,248,000
6.00%, 09/24/2044(1)
5,733,165
 
10,355,392
South Africa - 0.2%
ZAR 
5,000,000
Republic of South Africa Floating Rate
Note 8.31%, 07/11/2027, 3 mo. ZAR
JIBAR + 1.30%(2)
303,153
5,000,000
Republic of South Africa Floating Rate
Notes 7.95%, 09/17/2030, 3 mo. ZAR
JIBAR + 0.96%(2)
303,730
Republic of South Africa Government
Bonds
10,907,000
8.50%, 01/31/2037
641,331
4,086,000
8.75%, 01/31/2044
234,982
1,704,000
8.75%, 02/28/2048
97,659
11,038,000
9.88%, 03/31/2039
699,667
 
2,280,522
The accompanying notes are an integral part of these financial statements.
 
53
Hartford Strategic Income ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 5.6% - (continued)
Sri Lanka - 0.4%
$  3,673,273
Sri Lanka Government International
Bonds 3.60%, 02/15/2038(1)(3)
$3,695,320
Supranational - 0.0%
INR 
   16,860,000
Asian Development Bank 6.20%,
10/06/2026
175,981
3,500,000
Asian Infrastructure Investment Bank
7.00%, 03/01/2029(5)
36,220
10,700,000
European Bank for Reconstruction &
Development 6.50%, 10/03/2036
102,553
 
314,754
Thailand - 0.1%
Thailand Government Bonds
THB 
10,839,000
1.84%, 05/17/2036
317,778
5,721,000
2.50%, 11/17/2029
177,650
3,480,000
2.98%, 06/17/2045
103,069
14,171,000
3.45%, 06/17/2043
452,192
6,148,000
4.88%, 06/22/2029
202,750
 
1,253,439
Turkey - 0.1%
TRY 
32,917,000
Turkiye Government Bonds 40.85%,
06/16/2027, 1 day TRY TLREF Rate
+ 0.00%(2)
700,248
Total Foreign Government
Obligations
(cost $60,093,996)
$60,478,305
SENIOR FLOATING RATE INTERESTS - 10.8%(11)
Advertising - 0.1%
$ 498,750
Wasserman Media Group LLC 6.23%,
06/23/2032, 1 mo. USD Term SOFR +
2.50%
$495,842
Aerospace & Defense - 0.2%
Air Comm Corp. LLC
4,433
1.00%, 12/11/2031, 1 mo. USD Term
SOFR + 2.50%(12)
4,431
126,992
6.20%, 12/11/2031, 3 mo. USD Term
SOFR + 2.50%
126,914
498,747
Barnes Group, Inc. 6.23%, 01/27/2032,
1 mo. USD Term SOFR + 2.50%
499,191
PMI U.S. Bidco, Inc.
68,966
6.96%, 03/16/2033, 1 mo. USD Term
SOFR + 3.25%(12)
69,362
431,034
6.98%, 03/16/2033, 3 mo. USD Term
SOFR + 3.25%
433,513
TransDigm, Inc.
671,181
6.23%, 08/19/2032, 1 mo. USD Term
SOFR + 2.50%
672,107
463,838
6.23%, 02/13/2033, 1 mo. USD Term
SOFR + 2.50%
464,278
 
2,269,796
Agriculture - 0.0%
198,256
Golden State Food LLC 7.23%,
12/04/2031, 3 mo. USD Term SOFR +
3.50%
198,404
Airlines - 0.2%
590,000
American Airlines, Inc. 6.67%,
05/29/2033, U.S. (Fed) Prime Rate +
3.00%
585,327
147,375
AS Mileage Plan IP Ltd. 5.48%,
10/15/2031, 3 mo. USD Term SOFR +
1.75%
146,915
Shares or Principal Amount
Market Value†
SENIOR FLOATING RATE INTERESTS - 10.8%(11) - (continued)
Airlines - 0.2% - (continued)
$  740,000
OneSky Flight LLC 6.42%, 02/17/2033,
1 mo. USD Term SOFR + 2.75%
$739,541
490,030
VistaJet Malta Finance PLC 7.48%,
04/01/2031, 3 mo. USD Term SOFR +
3.75%
490,339
 
1,962,122
Apparel - 0.1%
497,468
ABG Intermediate Holdings 2 LLC
5.98%, 12/21/2028, 1 mo. USD Term
SOFR + 2.25%
498,125
857,595
Varsity Brands, Inc. 6.48%, 08/26/2031,
3 mo. USD Term SOFR + 2.75%
857,457
 
1,355,582
Auto Parts & Equipment - 0.0%
129,350
Clarios Global LP 6.23%, 01/28/2032,
1 mo. USD Term SOFR + 2.50%
129,512
365,000
Stonepeak Motion Finco LLC 6.18%,
06/24/2033, 3 mo. USD Term SOFR +
2.50%
365,076
 
494,588
Beverages - 0.0%
264,337
Primo Brands Corp. 6.48%, 03/31/2031,
3 mo. USD Term SOFR + 2.75%
265,265
Biotechnology - 0.0%
467,500
Genmab AS 5.73%, 12/12/2032, 3 mo.
USD Term SOFR + 2.00%
466,967
Chemicals - 0.3%
183,602
AAP Buyer, Inc. 6.57%, 09/09/2031,
3 mo. USD Term SOFR + 2.75%
184,214
285,000
BASF Coatings Ltd. 7.24%, 06/29/2033,
3 mo. USD Term SOFR + 3.50%
286,120
900,000
Ineos Finance PLC 8.72%, 06/25/2032,
3 mo. USD Term SOFR + 5.00%
831,753
997,462
Ineos U.S. Finance LLC 6.73%,
02/07/2031, 1 mo. USD Term SOFR +
3.00%
927,021
348,250
Olympus Water U.S. Holding Corp.
6.98%, 11/03/2032, 3 mo. USD Term
SOFR + 3.25%
348,142
249,061
Qnity Electronics, Inc. 5.40%,
11/01/2032, 1 mo. USD Term SOFR +
1.75%
248,854
 
2,826,104
Commercial Banks - 0.1%
997,500
Ascensus Group Holdings, Inc. 6.72%,
11/25/2032, 3 mo. USD Term SOFR +
3.00%
975,685
Commercial Services - 1.2%
601,582
Allied Universal Holdco LLC 6.98%,
08/20/2032, 1 mo. USD Term SOFR +
3.25%
603,128
1,454,534
Belron Finance 2019 LLC 5.66%,
10/16/2031, 3 mo. USD Term SOFR +
2.00%
1,451,813
99,750
Boluda Towage SL 6.19%, 06/30/2033,
3 mo. USD Term SOFR + 2.50%
100,187
130,000
Brightview Landscapes LLC 5.82%,
06/17/2033, 3 mo. USD Term SOFR +
2.00%
129,783
365,000
Carrix, Inc. 5.71%, 07/27/2033, 3 mo.
USD Term SOFR + 2.00%
364,087
The accompanying notes are an integral part of these financial statements.
 
54
Hartford Strategic Income ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
SENIOR FLOATING RATE INTERESTS - 10.8%(11) - (continued)
Commercial Services - 1.2% - (continued)
$  228,275
Citrin Cooperman Advisors LLC 6.73%,
04/01/2032, 3 mo. USD Term SOFR +
3.00%
$223,568
257,127
Corp. Service Co. 5.73%, 11/02/2029,
1 mo. USD Term SOFR + 2.00%
256,806
990,109
First Advantage Holdings LLC 6.48%,
10/31/2031, 3 mo. USD Term SOFR +
2.75%
987,722
971,255
Fugue Finance BV 5.92%, 01/09/2032,
3 mo. USD Term SOFR + 2.25%
968,584
498,742
Garda World Security Corp. 6.51%,
02/01/2029, 3 mo. USD Term SOFR +
2.75%
497,994
3,387,747
Genuine Financial Holdings LLC 6.98%,
09/27/2030, 1 mo. USD Term SOFR +
3.25%
3,293,161
397,497
OMNIA Partners LLC 6.42%,
12/31/2032, 3 mo. USD Term SOFR +
2.75%
397,939
348,250
Parexel International Corp. 6.23%,
12/12/2031, 1 mo. USD Term SOFR +
2.50%
348,758
98,754
PG Investment Co. 59 SARL 5.73%,
03/26/2031, 3 mo. USD Term SOFR +
2.00%
98,600
Pye-Barker Fire & Safety LLC
18,850
3.09%, 12/16/2032, 3 mo. USD Term
SOFR + 2.50%(12)
18,913
126,150
6.23%, 12/16/2032, 3 mo. USD Term
SOFR + 2.50%
126,570
896,242
Ryan LLC 7.23%, 11/05/2032, 1 mo.
USD Term SOFR + 3.50%
897,219
715,000
Shift4 Payments LLC 5.73%,
07/03/2032, 3 mo. USD Term SOFR +
2.00%
713,663
EUR 
250,000
Techem Verwaltungsgesellschaft 675
GmbH 4.98%, 07/15/2032, 3 mo.
EURIBOR + 2.75%
287,307
$ 287,055
Trans Union LLC 5.48%, 06/24/2031,
1 mo. USD Term SOFR + 1.75%
286,209
1,000,000
Vestis Corp. 5.92%, 02/22/2031, 3 mo.
USD Term SOFR + 2.25%
989,690
 
13,041,701
Construction Materials - 0.4%
822,500
Chamberlain Group, Inc. 6.73%,
09/08/2032, 1 mo. USD Term SOFR +
3.00%
822,977
Emerald Borrower LP
674,822
5.92%, 05/31/2030, 3 mo. USD Term
SOFR + 2.25%
674,512
847,252
6.07%, 08/04/2031, 3 mo. USD Term
SOFR + 2.25%
846,973
1,459,523
Hobbs & Associates LLC 6.48%,
07/23/2031, 1 mo. USD Term SOFR +
2.75%
1,455,874
545,737
Quikrete Holdings, Inc. 5.98%,
02/10/2032, 1 mo. USD Term SOFR +
2.25%
545,933
Watlow Electric Manufacturing Co.
226,266
6.42%, 06/17/2033, 3 mo. USD Term
SOFR + 2.75%
226,662
23,734
6.43%, 06/17/2033, 1 mo. USD Term
SOFR + 2.75%(12)
23,776
 
4,596,707
Shares or Principal Amount
Market Value†
SENIOR FLOATING RATE INTERESTS - 10.8%(11) - (continued)
Distribution/Wholesale - 0.2%
$  190,282
American Builders & Contractors Supply
Co., Inc. 5.48%, 01/31/2031, 1 mo.
USD Term SOFR + 1.75%
$190,316
346,984
Core & Main LP 5.66%, 02/09/2031,
3 mo. USD Term SOFR + 2.00%
346,984
348,874
Gloves Buyer, Inc. 7.48%, 05/21/2032,
3 mo. USD Term SOFR + 3.75%
349,128
825,000
Olympus Water U.S. Holding Corp.
6.73%, 06/20/2031, 3 mo. USD Term
SOFR + 3.00%
823,779
646,717
Windsor Holdings III LLC 6.48%,
08/01/2030, 1 mo. USD Term SOFR +
2.75%
647,041
 
2,357,248
Diversified Financial Services - 0.3%
1,071,750
Blackhawk Network Holdings, Inc.
7.23%, 03/12/2029, 3 mo. USD Term
SOFR + 3.50%
1,066,724
119,400
CFC Bidco 2022 Ltd. 7.23%,
07/01/2032, 3 mo. USD Term SOFR +
3.50%
113,928
398,990
FNZ Group Services Ltd. 8.66%,
11/05/2031, 3 mo. USD Term SOFR +
5.00%
299,242
651,717
Focus Financial Partners LLC 6.23%,
09/15/2031, 1 mo. USD Term SOFR +
2.50%
642,638
HighTower Holdings LLC
75,000
1.00%, 02/03/2032, 1 mo. USD Term
SOFR + 2.75%(12)
74,625
612,343
6.41%, 02/03/2032, 3 mo. USD Term
SOFR + 2.75%
609,282
145,000
Jupiter Borrower, Inc. 6.48%,
06/30/2033, 3 mo. USD Term SOFR +
2.75%
145,725
239,400
Osaic Holdings, Inc. 6.23%, 07/30/2032,
3 mo. USD Term SOFR + 2.50%
237,775
 
3,189,939
Electronics - 0.2%
425,000
Dwyer Instruments, Inc. 6.21%,
07/25/2033, 3 mo. USD Term SOFR +
2.50%
424,469
455,844
LSF12 Crown U.S. Commercial
Bidco LLC 6.24%, 12/02/2031, 1 mo.
USD Term SOFR + 2.50%
456,318
645,000
Resilience Parent LLC 6.23%,
02/28/2033, 3 mo. USD Term SOFR +
2.50%
643,658
138,600
Sanmina Corp. 5.40%, 10/27/2032,
1 mo. USD Term SOFR + 1.75%
138,715
 
1,663,160
Energy-Alternate Sources - 0.0%
170,000
ACI Rover Parent LLC 5.98%,
06/09/2033, 3 mo. USD Term SOFR +
2.25%
169,533
Engineering & Construction - 0.3%
1,205,000
AGI-CFI Acquisition Corp. 8.23%,
03/25/2033, 1 mo. USD Term SOFR +
4.50%
1,194,962
99,250
Blackfin Pipeline LLC 6.75%,
09/29/2032, 1 mo. USD Term SOFR +
3.00%
99,313
The accompanying notes are an integral part of these financial statements.
 
55
Hartford Strategic Income ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
SENIOR FLOATING RATE INTERESTS - 10.8%(11) - (continued)
Engineering & Construction - 0.3% - (continued)
Brown Group Holding LLC
$  128,697
6.21%, 07/01/2031, 1 mo. USD Term
SOFR + 2.50%
$128,960
497,475
6.23%, 07/01/2031, 1 mo. USD Term
SOFR + 2.50%
498,614
350,000
Dycom Investments, Inc. 5.40%,
01/27/2033, 3 mo. USD Term SOFR +
1.75%
350,108
100,000
Modern Aviation Fbo Holdings LLC
6.73%, 06/30/2033, 3 mo. USD Term
SOFR + 3.00%
100,125
401,945
Newly Weds Foods, Inc. 5.97%,
03/15/2032, 1 mo. USD Term SOFR +
2.25%
401,945
501,442
Tecta America Corp. 6.23%, 02/18/2032,
1 mo. USD Term SOFR + 2.50%
501,713
 
3,275,740
Entertainment - 0.5%
748,111
Crown Finance U.S., Inc. 8.17%,
12/02/2031, 1 mo. USD Term SOFR +
4.50%
750,295
596,487
EOC Borrower LLC 6.48%, 03/24/2032,
1 mo. USD Term SOFR + 2.75%
597,418
99,000
Flutter Financing BV 5.73%, 06/04/2032,
3 mo. USD Term SOFR + 2.00%
98,381
735,135
Great Canadian Gaming Corp. 8.43%,
11/01/2029, 3 mo. USD Term SOFR +
4.75%
726,864
646,734
Herschend Entertainment Co. LLC
6.23%, 05/27/2032, 1 mo. USD Term
SOFR + 2.50%
648,351
550,000
Ontario Gaming GTA LP 7.98%,
08/01/2030, 3 mo. USD Term SOFR +
4.25%
525,800
280,000
Pioneer Opco LLC 7.00%, 05/16/2033,
1 mo. USD Term SOFR + 3.25%
281,501
850,000
Six Flags Entertainment Corp. 5.73%,
05/01/2031, 1 mo. USD Term SOFR +
2.00%
842,163
853,459
TKO Worldwide Holdings LLC 5.41%,
11/21/2031, 3 mo. USD Term SOFR +
1.75%
851,573
 
5,322,346
Environmental Control - 0.0%
180,000
EnergySolutions LLC 6.43%,
07/23/2033, 3 mo. USD Term SOFR +
2.75%
180,225
Food - 0.2%
398,505
Aspire Bakeries Holdings LLC 6.75%,
12/23/2030, 1 mo. USD Term SOFR +
3.00%
399,832
248,750
Chobani LLC 5.98%, 10/28/2032, 1 mo.
USD Term SOFR + 2.25%
249,593
867,521
Froneri Lux Finco SARL 6.45%,
09/30/2032, 6 mo. USD Term SOFR +
2.50%
862,385
695,000
TreeHouse Foods, Inc. 7.98%,
02/11/2033, 1 mo. USD Term SOFR +
4.25%
696,501
194,756
U.S. Foods, Inc. 5.48%, 11/22/2028,
1 mo. USD Term SOFR + 1.75%
195,761
 
2,404,072
Shares or Principal Amount
Market Value†
SENIOR FLOATING RATE INTERESTS - 10.8%(11) - (continued)
Food Service - 0.0%
$  215,775
Aramark Services, Inc. 5.48%,
04/06/2028, 1 mo. USD Term SOFR +
1.75%
$215,775
Healthcare - Products - 0.3%
1,073,718
Agiliti Health, Inc. 6.75%, 05/01/2030,
3 mo. USD Term SOFR + 3.00%
1,038,822
396,756
Bausch & Lomb Corp. 7.48%,
01/15/2031, 1 mo. USD Term SOFR +
3.75%
397,747
Hanger, Inc.
13,046
6.14%, 10/23/2031, 1 mo. USD Term
SOFR + 3.50%(12)
13,122
100,608
7.23%, 10/23/2031, 1 mo. USD Term
SOFR + 3.50%
101,190
1,475,000
Hologic, Inc. 5.99%, 04/07/2033, 3 mo.
USD Term SOFR + 2.25%
1,450,013
97,938
Insulet Corp. 5.73%, 08/01/2031, 1 mo.
USD Term SOFR + 2.00%
98,204
 
3,099,098
Healthcare - Services - 0.2%
994,751
ADMI Corp. 7.22%, 12/23/2027, 1 mo.
USD Term SOFR + 3.38%
923,258
460,000
Bella Holding Co. LLC 6.98%,
06/16/2033, 1 mo. USD Term SOFR +
3.25%
459,140
750,000
Charlotte Buyer, Inc. 8.15%, 06/30/2031,
1 mo. USD Term SOFR + 4.50%
750,555
394,591
Star Parent, Inc. 7.23%, 09/27/2030,
3 mo. USD Term SOFR + 3.50%
395,869
 
2,528,822
Home Builders - 0.0%
110,173
Installed Building Products, Inc. 5.48%,
03/28/2031, 1 mo. USD Term SOFR +
1.75%
110,428
Home Furnishings - 0.1%
545,000
AI Aqua Merger Sub, Inc. 6.15%,
07/05/2033, 1 mo. USD Term SOFR +
2.50%
545,000
197,390
Somnigroup International, Inc. 5.89%,
10/24/2031, 1 mo. USD Term SOFR +
2.25%
198,294
 
743,294
Household Products - 0.0%
100,000
Prestige Brands, Inc. 5.73%,
06/13/2033, 1 mo. USD Term SOFR +
2.00%
100,250
Insurance - 0.7%
Acrisure LLC
648,987
6.73%, 11/06/2030, 1 mo. USD Term
SOFR + 3.00%
592,850
1,055,638
6.98%, 06/21/2032, 1 mo. USD Term
SOFR + 3.25%
947,962
474,251
Alera Group, Inc. 6.48%, 05/30/2032,
1 mo. USD Term SOFR + 2.75%
460,764
696,984
Alliant Holdings Intermediate LLC
6.23%, 09/19/2031, 1 mo. USD Term
SOFR + 2.50%
693,896
1,192,000
Asurion LLC 7.57%, 02/23/2033, 3 mo.
USD Term SOFR + 3.75%
1,115,509
448,241
Howden Group Holdings Ltd. 6.48%,
02/15/2031, 1 mo. USD Term SOFR +
2.75%
429,751
The accompanying notes are an integral part of these financial statements.
 
56
Hartford Strategic Income ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
SENIOR FLOATING RATE INTERESTS - 10.8%(11) - (continued)
Insurance - 0.7% - (continued)
$  775,439
HUB International Ltd. 5.98%,
06/20/2030, 3 mo. USD Term SOFR +
2.25%
$775,718
1,470,987
Sedgwick Claims Management
Services, Inc. 6.23%, 07/31/2031,
1 mo. USD Term SOFR + 2.50%
1,460,263
245,000
Truist Insurance Holdings LLC 6.48%,
05/06/2031, 3 mo. USD Term SOFR +
2.75%
240,713
497,468
USI, Inc. 5.98%, 11/21/2029, 3 mo. USD
Term SOFR + 2.25%
496,847
 
7,214,273
Internet - 0.7%
138,477
Go Daddy Operating Co. LLC 5.48%,
11/09/2029, 1 mo. USD Term SOFR +
1.75%
136,458
MH Sub I LLC
1,061,935
7.98%, 05/03/2028, 1 mo. USD Term
SOFR + 4.25%
1,028,527
43,666
7.98%, 12/31/2031, 1 mo. USD Term
SOFR + 4.25%
38,939
Proofpoint, Inc.
840,304
6.73%, 08/31/2028, 3 mo. USD Term
SOFR + 3.00%
825,077
5,260,000
8.17%, 08/30/2030, 3 mo. USD Term
SOFR + 4.50%
5,164,689
 
7,193,690
Investment Company Security - 0.1%
695,734
Dragon Buyer, Inc. 6.48%, 09/30/2031,
3 mo. USD Term SOFR + 2.75%
549,052
99,750
Gryphon Acquire Newco LLC 6.41%,
09/13/2032, 3 mo. USD Term SOFR +
2.75%
99,875
 
648,927
IT Services - 0.4%
852,326
Amentum Holdings, Inc. 5.48%,
09/29/2031, 1 mo. USD Term SOFR +
1.75%
850,834
573,562
CACI International, Inc. 5.48%,
03/09/2033, 1 mo. USD Term SOFR +
1.75%
572,369
1,464,165
Fortress Intermediate 3, Inc. 6.68%,
06/27/2031, 1 mo. USD Term SOFR +
3.00%
1,458,060
296,771
Kaseya, Inc. 7.07%, 03/22/2032, 3 mo.
USD Term SOFR + 3.25%
221,919
922,371
McAfee LLC 6.73%, 03/01/2029, 1 mo.
USD Term SOFR + 3.00%
831,785
165,204
Surf Holdings LLC 7.35%, 03/05/2027,
1 mo. USD Term SOFR + 3.50%
155,528
275,000
Tempo Acquisition LLC 5.48%,
08/31/2028, 1 mo. USD Term SOFR +
1.75%
234,713
250,000
Venga Finance SARL 0.00%,
06/28/2032(13)
250,000
 
4,575,208
Shares or Principal Amount
Market Value†
SENIOR FLOATING RATE INTERESTS - 10.8%(11) - (continued)
Leisure Time - 0.1%
$  489,782
Hayward Industries, Inc. 5.73%,
06/23/2033, 1 mo. USD Term SOFR +
2.00%
$489,400
357,080
LC AHAB U.S. Bidco LLC 6.32%,
05/01/2031, 3 mo. USD Term SOFR +
2.50%
356,337
 
845,737
Media - 0.6%
1,469,895
Charter Communications Operating LLC
5.73%, 12/07/2030, 3 mo. USD Term
SOFR + 2.00%
1,416,978
1,546,634
Discovery Global Holdings, Inc. 6.23%,
06/03/2033, 1 mo. USD Term SOFR +
2.50%
1,547,609
2,002,200
NEP Group, Inc. 8.23%, 10/17/2031,
1 mo. USD Term SOFR + 4.50%
1,870,455
476,786
Nexstar Media, Inc. 6.48%, 03/18/2033,
1 mo. USD Term SOFR + 2.75%
475,966
845,000
Sunrise Financing Partnership 6.34%,
02/15/2032, 6 mo. USD Term SOFR +
2.47%
829,275
 
6,140,283
Metal Fabricate/Hardware - 0.1%
583,537
Advanced Drainage Systems, Inc.
5.27%, 02/28/2033, 1 mo. USD Term
SOFR + 1.63%
587,768
Mining - 0.0%
118,500
Novelis Corp. 5.48%, 03/11/2032, 3 mo.
USD Term SOFR + 1.75%
118,085
Miscellaneous Manufacturing - 0.0%
76,806
John Bean Technologies Corp. 5.48%,
01/02/2032, 1 mo. USD Term SOFR +
1.75%
76,970
Packaging & Containers - 0.4%
1,071,240
Berlin Packaging LLC 6.98%,
06/07/2031, 3 mo. USD Term SOFR +
3.25%
1,065,777
560,267
Clydesdale Acquisition Holdings, Inc.
6.91%, 04/13/2029, 1 mo. USD Term
SOFR + 3.18%
546,540
532,325
Owens-Illinois, Inc. 6.73%, 09/30/2032,
1 mo. USD Term SOFR + 3.00%
524,873
1,313,838
Proampac PG Borrower LLC 7.78%,
03/07/2033, 3 mo. USD Term SOFR +
4.00%
1,283,725
550,000
Sword Purchaser LLC 7.71%,
04/11/2033
528,886
352,067
TricorBraun Holdings, Inc. 6.98%,
03/03/2031, 1 mo. USD Term SOFR +
3.25%
317,300
 
4,267,101
Pharmaceuticals - 0.1%
99,251
Amneal Pharmaceuticals LLC 6.73%,
08/02/2032, 1 mo. USD Term SOFR +
3.00%
99,499
745,988
Bausch Health Cos., Inc. 9.98%,
10/08/2030, 1 mo. USD Term SOFR +
6.25%
722,929
 
822,428
The accompanying notes are an integral part of these financial statements.
 
57
Hartford Strategic Income ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
SENIOR FLOATING RATE INTERESTS - 10.8%(11) - (continued)
Pipelines - 0.3%
$  973,248
Colossus Acquireco LLC 5.37%,
01/31/2033, 3 mo. USD Term SOFR +
1.75%
$968,654
646,544
NorthRiver Midstream Finance LP
5.98%, 08/16/2030, 3 mo. USD Term
SOFR + 2.25%
648,161
475,000
Traverse Midstream Partners LLC
6.04%, 07/14/2033, 3 mo. USD Term
SOFR + 2.25%
474,406
440,000
Venture Global Calcasieu Pass LLC
6.95%, 04/11/2033, 6 mo. USD Term
SOFR + 3.25%
442,680
499,750
WhiteWater Matterhorn Holdings LLC
5.50%, 06/16/2032, 3 mo. USD Term
SOFR + 1.75%
495,377
 
3,029,278
Retail - 1.0%
498,721
BCPE Grill Parent 8.42%, 09/30/2030,
3 mo. USD Term SOFR + 4.75%
471,292
Dave & Buster's, Inc.
2,599,000
6.92%, 06/29/2029, 3 mo. USD Term
SOFR + 3.25%
2,267,160
334,150
6.94%, 11/01/2031, 3 mo. USD Term
SOFR + 3.25%
268,225
456,085
Great Outdoors Group LLC 6.98%,
01/23/2032, 1 mo. USD Term SOFR +
3.25%
457,713
431,023
IRB Holding Corp. 6.23%, 12/16/2030,
1 mo. USD Term SOFR + 2.50%
431,695
336,750
LBM Acquisition LLC 7.57%,
06/06/2031, 1 mo. USD Term SOFR +
3.75%
268,278
718,450
Petco Health & Wellness Co., Inc.
7.98%, 02/03/2031, 3 mo. USD Term
SOFR + 4.25%
716,309
QXO, Inc.
847,222
5.73%, 04/30/2032, 1 mo. USD Term
SOFR + 2.00%
846,011
740,000
5.73%, 07/01/2033, 1 mo. USD Term
SOFR + 2.00%
738,564
2,834,681
Specialty Building Products
Holdings LLC 7.58%, 10/16/2028,
1 mo. USD Term SOFR + 3.75%
2,636,254
573,537
Staples, Inc. 9.41%, 09/04/2029, 3 mo.
USD Term SOFR + 5.75%
532,816
960,000
White Cap Buyer LLC 7.23%,
02/10/2033, 1 mo. USD Term SOFR +
3.50%
957,101
 
10,591,418
Software - 1.3%
1,248,111
Athenahealth Group, Inc. 6.98%,
02/16/2032, 1 mo. USD Term SOFR +
3.25%
1,237,976
747,128
BCPE Pequod Buyer, Inc. 6.48%,
11/25/2031, 1 mo. USD Term SOFR +
2.75%
731,872
1,243,703
Boxer Parent Co., Inc. 6.42%,
07/30/2031, 3 mo. USD Term SOFR +
2.75%
1,131,508
500,000
CCC Intelligent Solutions, Inc. 5.73%,
01/23/2032, 1 mo. USD Term SOFR +
2.00%
494,875
3,718,000
CoreWeave Financing DDTL V LLC
3.81%, 11/17/2031, 1 mo. USD Term
SOFR + 4.50%(12)
3,708,705
Shares or Principal Amount
Market Value†
SENIOR FLOATING RATE INTERESTS - 10.8%(11) - (continued)
Software - 1.3% - (continued)
Cotiviti Corp.
$  773,731
6.40%, 05/01/2031, 1 mo. USD Term
SOFR + 2.75%
$724,986
298,000
6.40%, 03/26/2032, 1 mo. USD Term
SOFR + 2.75%
277,674
875,000
Dayforce, Inc. 6.82%, 02/04/2033, 3 mo.
USD Term SOFR + 3.00%
813,435
997,462
Epicor Software Corp. 6.48%,
05/30/2031, 1 mo. USD Term SOFR +
2.75%
950,910
497,475
Genesys Cloud Services Holdings
II LLC 6.23%, 01/30/2032, 1 mo. USD
Term SOFR + 2.50%
478,770
250,000
Imagine Learning LLC 7.23%,
12/21/2029, 1 mo. USD Term SOFR +
3.50%
222,188
275,000
Oak-Eagle Acquire Co., Inc. 7.21%,
08/04/2033, 3 mo. USD Term SOFR +
3.50%
276,411
250,000
Open Text Corp. 5.48%, 01/31/2030,
1 mo. USD Term SOFR + 1.75%
247,500
498,500
Project Boost Purchaser LLC 6.48%,
07/16/2031, 3 mo. USD Term SOFR +
2.75%
487,334
1,195,985
Rocket Software, Inc. 7.48%,
11/28/2028, 1 mo. USD Term SOFR +
3.75%
1,150,071
846,184
Waystar Technologies, Inc. 5.73%,
10/22/2029, 1 mo. USD Term SOFR +
2.00%
844,069
190,107
Zelis Payments Buyer, Inc. 6.48%,
09/28/2029, 1 mo. USD Term SOFR +
2.75%
186,403
 
13,964,687
Transportation - 0.1%
578,992
First Student Bidco, Inc. 5.98%,
08/15/2030, 3 mo. USD Term SOFR +
2.25%
579,201
Van Pool Transportation LLC
786,235
6.48%, 08/06/2030, 3 mo. USD Term
SOFR + 2.75%
786,974
38,765
7.49%, 08/06/2030, 3 mo. USD Term
SOFR + 2.75%
38,802
 
1,404,977
Total Senior Floating Rate Interests
(cost $116,608,027)
$115,789,523
U.S. GOVERNMENT AGENCIES - 20.8%
Mortgage-Backed Agencies - 20.8%
Federal Home Loan Mortgage Corp. - 4.7%
460,854
2.33%, 10/25/2055, 30 day USD
SOFR Average + 5.95%(2)(14)
$28,169
4,368,756
4.00%, 02/01/2053
3,989,812
9,452,257
4.00%, 06/01/2053
8,639,159
13,640,409
4.00%, 01/01/2054
12,486,077
9,929,025
4.00%, 04/01/2054
9,078,970
253,417
5.00%, 11/01/2039
252,456
1,984,785
5.00%, 05/01/2056
1,916,172
1,732,061
5.00%, 06/01/2056
1,672,184
398,312
5.00%, 07/01/2056
384,542
94,938
5.00%, 08/01/2056
91,654
611,576
5.50%, 09/01/2040
620,473
125,000
7.87%, 05/25/2044, 30 day USD
SOFR Average + 4.25%(1)(2)
130,472
The accompanying notes are an integral part of these financial statements.
 
58
Hartford Strategic Income ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
U.S. GOVERNMENT AGENCIES - 20.8% - (continued)
Mortgage-Backed Agencies - 20.8% - (continued)
Federal Home Loan Mortgage Corp. - 4.7% - (continued)
$  1,480,000
8.57%, 02/25/2045, 30 day USD
SOFR Average + 4.95%(1)(2)
$1,509,894
3,215,000
10.47%, 11/25/2051, 30 day USD
SOFR Average + 6.85%(1)(2)
3,466,659
880,000
10.72%, 01/25/2042, 30 day USD
SOFR Average + 7.10%(1)(2)
903,727
1,480,000
11.33%, 03/25/2050, 30 day USD
SOFR Average + 7.71%(1)(2)
1,768,284
710,000
11.42%, 11/25/2041, 30 day USD
SOFR Average + 7.80%(1)(2)
723,845
250,000
12.87%, 05/25/2043, 30 day USD
SOFR Average + 9.25%(1)(2)
297,655
2,030,000
15.12%, 10/25/2050, 30 day USD
SOFR Average + 11.5%(1)(2)
2,770,950
 
50,731,154
Federal National Mortgage Association - 2.3%
477,813
2.50%, 04/25/2051(14)
76,051
535,352
2.50%, 04/25/2052(14)
80,152
452,459
3.00%, 07/25/2052(14)
81,617
8,533,809
3.50%, 12/01/2055
7,575,929
200,900
4.00%, 09/25/2050(14)
39,680
614,884
4.47%, 03/25/2056, 30 day USD
SOFR Average + 0.85%(2)
613,141
7,065,725
4.50%, 05/01/2056
6,641,311
1,296,266
4.97%, 03/25/2055, 30 day USD
SOFR Average + 1.35%(2)
1,310,716
98,774
5.00%, 04/01/2056
95,360
649,225
5.00%, 05/01/2056
626,782
311,755
5.50%, 11/01/2039
315,074
7,682,456
5.50%, 02/01/2055
7,609,264
 
25,065,077
Government National Mortgage Association - 1.5%
469,033
4.50%, 08/20/2045(14)
84,403
448,994
4.50%, 05/20/2048(14)
63,430
3,150,000
4.50%, 08/01/2056(15)
2,952,012
2,805,000
5.00%, 08/01/2056(15)
2,713,759
9,820,000
6.00%, 08/01/2056(15)
9,980,156
 
15,793,760
Uniform Mortgage-Backed Security - 12.3%
1,750,000
2.00%, 08/01/2056(15)
1,362,813
3,855,000
2.50%, 08/01/2056(15)
3,142,385
8,570,000
3.00%, 08/01/2056(15)
7,304,918
20,875,000
4.00%, 08/01/2056(15)
19,054,635
3,425,000
5.00%, 08/01/2041(15)
3,408,126
2,875,000
5.00%, 08/01/2056(15)
2,774,277
27,150,000
5.50%, 08/01/2041(15)
27,427,608
68,121,000
5.50%, 08/01/2056(15)
67,412,899
 
131,887,661
Total U.S. Government Agencies
(cost $225,222,515)
$223,477,652
U.S. GOVERNMENT SECURITIES - 23.9%
U.S. Treasury Securities - 23.9%
U.S. Treasury Bonds - 11.3%
31,546,000
1.13%, 05/15/2040
$19,245,524
20,743,000
1.38%, 11/15/2040
12,910,897
1,190,000
2.25%, 08/15/2046
740,496
11,595,000
2.50%, 02/15/2045
7,768,650
1,775,000
3.00%, 11/15/2045
1,282,299
13,125,000
3.38%, 11/15/2048
9,788,379
3,095,000
3.63%, 08/15/2043
2,532,218
2,118,800
3.63%, 05/15/2053
1,609,791
3,025,000
4.00%, 11/15/2042
2,626,551
Shares or Principal Amount
Market Value†
U.S. GOVERNMENT SECURITIES - 23.9% - (continued)
U.S. Treasury Securities - 23.9% - (continued)
U.S. Treasury Bonds - 11.3% - (continued)
$  9,025,000
4.00%, 11/15/2052
$7,351,145
7,665,000
4.13%, 08/15/2044
6,655,675
8,671,000
4.13%, 08/15/2053
7,209,801
410,000
4.25%, 05/15/2039
384,855
3,725,000
4.25%, 08/15/2054
3,163,194
3,125,000
4.50%, 11/15/2054(16)
2,768,189
7,800,000
4.75%, 05/15/2055
7,200,680
4,000
4.75%, 02/15/2056(17)
3,696
5,700,000
4.88%, 08/15/2045
5,431,922
20,582,000
5.00%, 05/15/2037
21,095,746
1,324,800
5.00%, 05/15/2056
1,274,292
 
121,044,000
U.S. Treasury Inflation-Indexed Bonds - 0.7%
3,927,504
0.63%, 02/15/2043(10)
2,742,276
2,580,072
0.75%, 02/15/2042(10)
1,893,041
3,400,019
1.38%, 02/15/2044(10)
2,657,776
 
7,293,093
U.S. Treasury Notes - 11.9%
25,178,000
3.38%, 09/15/2028(18)(19)
24,713,781
17,040,000
3.38%, 05/15/2033
15,874,491
3,000,000
3.50%, 02/15/2033
2,824,687
20,666,000
3.63%, 08/31/2030(19)
20,068,623
10,935,000
3.88%, 08/15/2034
10,382,697
7,049,000
4.00%, 11/15/2035(16)(19)
6,682,232
25,438,000
4.25%, 11/15/2034(18)
24,745,411
20,600,000
4.25%, 08/15/2035
19,945,789
2,390,000
4.38%, 05/15/2036
2,327,262
 
127,564,973
Total U.S. Government
Securities
(cost $262,416,665)
$255,902,066
COMMON STOCKS - 0.0%
Automobiles & Components - 0.0%
83
Aptiv PLC*
$4,687
27
Versigent PLC*
1,117
 
5,804
Financial Services - 0.0%
33,932
Unifin Financiera SAB de CV*(20)(21)
1,261
250,000
Unifin Financiera SAB de CV*(9)(20)(21)
12,500
 
13,761
Food, Beverage & Tobacco - 0.0%
1,551
Luxco Co. Ltd.*
29,601
Pharmaceuticals, Biotechnology & Life Sciences - 0.0%
2
Waters Corp.*
755
Software & Services - 0.0%
120
Microsoft Corp.
55,766
7
Shopify, Inc. Class A*
820
 
56,586
Total Common Stocks
(cost $93,402)
$106,507
CONVERTIBLE PREFERRED STOCKS - 0.0%
Banks - 0.0%
5,485
Wells Fargo & Co. Series Z, 4.75%(22)
$100,540
Total Convertible Preferred
Stocks
(cost $102,734)
$100,540
The accompanying notes are an integral part of these financial statements.
 
59
Hartford Strategic Income ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
EXCHANGE-TRADED FUNDS - 0.4%
Other Investment Pools & Funds - 0.4%
106,800
Invesco Senior Loan ETF
$2,177,652
43,000
SPDR Blackstone Senior Loan ETF
1,737,200
Total Exchange-Traded Funds
(cost $3,894,831)
$3,914,852
PREFERRED STOCKS - 0.8%
Banks - 0.2%
357
Bank of America Corp. Series L,
7.25%*(22)
$460,494
9,326
Citigroup, Inc. Series II, 6.25%*(22)
229,140
23,075
Citizens Financial Group, Inc. Series I,
6.50%(22)
572,029
7,894
KeyCorp Series F, 5.65%(22)
170,431
4,425
Wells Fargo & Co. Series AA, 4.70%(22)
80,270
 
1,512,364
Capital Goods - 0.1%
12,393
Boeing Co. (Preference Shares), 6.00%*
827,976
Financial Services - 0.2%
3,000
Ares Management Corp. Series B,
6.75%
123,360
6,500
Capital One Financial Corp. Series I,
5.00%(7)(22)
117,455
21,251
Capital One Financial Corp. Series N,
4.25%(22)
327,478
5,167
KKR & Co., Inc. Series D, 6.25%(7)
224,196
20,830
Morgan Stanley Series O, 4.25%(22)
346,611
15,994
Morgan Stanley Series Q, 6.63%(7)(22)
406,727
22,304
Synchrony Financial Series B, 8.25%(22)
578,120
 
2,123,947
Insurance - 0.0%
6,322
Brighthouse Financial, Inc. Series C,
5.38%(22)
72,071
12,821
Enstar Group Ltd. Series D, 7.00%(22)
292,447
 
364,518
Media & Entertainment - 0.1%
6,671
Alphabet, Inc. Series A, 6.25%*
334,617
4,114
Alphabet, Inc. Series B, 6.25%*
206,523
 
541,140
Software & Services - 0.1%
23,271
Oracle Corp. Series D, 6.50%(7)
974,589
Telecommunication Services - 0.0%
16,882
T-Mobile USA, Inc. (Preference Shares),
5.50%
350,302
Utilities - 0.1%
1,700
NextEra Energy, Inc. (Preference
Shares), 7.30%
90,440
11,000
NextEra Energy, Inc. (Preference
Shares), 7.38%*
524,700
10,702
PG&E Corp. Series A, 6.00%
453,872
2,400
PPL Corp. (Preference Shares), 7.00%*
112,752
6,415
Southern Co. (Preference Shares),
6.50%
161,979
 
1,343,743
Total Preferred Stocks
(cost $8,163,835)
$8,038,579
Shares or Principal Amount
Market Value†
WARRANTS - 0.0%
Semiconductors & Semiconductor Equipment - 0.0%
1,500
Maxeon Solar Technologies Ltd. Expires
01/15/2028*(20)(21)
$—
Total Warrants
(cost $—)
$—
Total Long-Term Investments
(cost $1,162,959,914)
$1,150,877,502
SHORT-TERM INVESTMENTS - 6.1%
Repurchase Agreements - 0.6%
$  6,892,466
Fixed Income Clearing Corp.
Repurchase Agreement dated
07/31/2026 at 3.64%, due on
08/03/2026 with a maturity value of
$6,894,557; collateralized by
U.S. Treasury Note at 4.13%,
maturing 06/30/2028, with a
market value of $7,030,354
$6,892,466
Securities Lending Collateral - 1.1%
11,887,990
State Street Navigator Securities
Lending Government Money
Market Portfolio, 3.63%(23)
11,887,990
U.S. Treasury Securities - 4.4%
U.S. Treasury Bills - 4.4%
42,440,000
3.59%, 08/25/2026(24)
42,335,711
650,000
3.61%, 09/08/2026(24)
647,491
1,620,000
3.76%, 11/03/2026(24)
1,604,746
2,315,000
3.83%, 10/27/2026(24)
2,294,992
 
46,882,940
Total Short-Term Investments
(cost $65,661,399)
$65,663,396
Total Investments Excluding
Purchased Options
(cost $1,228,621,313)
113.5
%
$1,216,540,898
Total Purchased Options
(cost $80,362)
0.0
%
$45,411
Total Investments
(cost $1,228,701,675)
113.5
%
$1,216,586,309
Other Assets and Liabilities
(13.5
)%
(144,486,439
)
Net Assets
100.0
%
$1,072,099,870
Note:
Percentage of investments as shown is the ratio of the total market value to net assets.
The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.  
*
Non-income producing.
The accompanying notes are an integral part of these financial statements.
 
60
Hartford Strategic Income ETF
Schedule of Investments – (continued)
July 31, 2026  
(1)
Security was purchased pursuant to Rule 144A under the Securities Act of 1933
and may be sold in transactions that are exempt from registration (typically only to
qualified institutional buyers) or in a public offering registered under the Securities
Act of 1933. At July 31, 2026, the aggregate value of these securities was
$366,029,191, representing 34.1% of net assets.
(2)
Variable or floating rate securities. Interest rate resets periodically. The rate shown
is the effective interest rate as of period end. Security description also includes the
reference rate and spread if published and available. Variable rate securities with a
floor or ceiling feature are disclosed at the inherent rate, where applicable. Certain
variable rate securities are not based on a published reference rate and spread but
are determined by the issuer or agent and are based on current market conditions;
these securities do not indicate a reference rate and spread in the description. For
fixed to variable securities, the rate remains fixed until designated date stated in
security description.
(3)
Security is a “step-up” bond where coupon increases or steps up at a
predetermined date. Rate shown is current coupon rate.
(4)
Security is a zero-coupon bond.
(5)
Security is exempt from registration under Regulation S under the Securities Act of
1933, which exempts from registration securities offered and sold outside of the
United States. Security may not be offered or sold in the United States except
pursuant to an exemption from, or in a transaction not subject to, the registration
requirements of the Securities Act of 1933. At July 31, 2026, the aggregate value
of these securities was $89,603,140, representing 8.4% of net assets.
(6)
Security has the ability to pay in kind (“PIK”) or pay income in cash. When
applicable, separate rates of such payments are disclosed.
(7)
Represents entire or partial securities on loan. See Note 8 in the accompanying
Notes to Financial Statements for securities lending information.
(8)
Perpetual maturity security. Maturity date shown is the next call date or final legal
maturity date, whichever comes first.
(9)
Share amount represents shares of the issuer previously held that resulted in
receipt of the escrow.
(10)
The principal amount for these securities are adjusted for inflation and the interest
payments equal a fixed percentage of the inflation-adjusted principal amount.
(11)
Senior floating rate interests generally pay interest rates which are periodically
adjusted by reference to a base short-term, floating lending rate plus a premium.
The base lending rates are primarily the Secured Overnight Financing Rate
("SOFR") and secondarily, the prime rate offered by one or more major
United States banks (the "Prime Rate"). Senior floating rate interests often require
prepayments from excess cash flows or permit the borrower to repay at its
election. The rate at which the borrower repays cannot be predicted with accuracy.
As a result, the actual remaining maturity may be substantially less than the stated
maturities shown. Base lending rates may be subject to a floor or cap. Unless
otherwise noted, the interest rate disclosed for these securities represents the rate
in effect as of July 31, 2026.
(12)
This security, or a portion of this security, has unfunded loan commitments. As of
July 31, 2026, the aggregate value of the unfunded commitment was $3,912,934,
which represents to 0.4% of total net assets.
(13)
All or a portion of the security represents unsettled bank loan commitments at July
31, 2026, where the rate will be determined at time of settlement.
(14)
Securities disclosed are interest-only strips.
(15)
Represents or includes a TBA transaction.
(16)
All, or a portion of the security, was pledged as collateral in connection with
futures contracts. As of July 31, 2026, the market value of securities pledged was
$6,455,787.
(17)
All, or a portion of the security, was pledged as collateral against open forward
foreign currency exchange contracts. As of July 31, 2026, the market value of
securities pledged was $3,696.
(18)
All, or a portion of the security, was pledged as collateral in connection with
centrally cleared swap contracts. As of July 31, 2026, the market value of
securities pledged was $3,174,697.
(19)
All, or a portion of the security, was pledged as collateral in connection with OTC
derivatives. As of July 31, 2026, the market value of securities pledged was
$160,888.
(20)
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 $13,761 or 0.0% of net
assets.
 
Period
Acquired
Security Name
Shares/
Par Value
Total Cost
Market Value
06/2024
Maxeon Solar
Technologies Ltd.
Expires 01/15/2028
Warrants
1,500
$—
$—
08/2024
Unifin Financiera SAB de
CV
250,000
7,500
12,500
08/2024
Unifin Financiera SAB de
CV
33,932
7,500
1,261
 
$15,000
$13,761
 
(21)
Investment valued using significant unobservable inputs.
(22)
Perpetual security with no stated maturity date.
(23)
Current yield as of period end.
(24)
The rate shown represents current yield to maturity.
 
OTC Option Contracts Outstanding at July 31, 2026
Description
Counterparty
Exercise Price/
FX Rate/Rate
Expiration
Date
Number of
Contracts
Notional
Amount
Value†
Premiums
Paid
(Received)
by Fund
Unrealized
Appreciation/
(Depreciation)
Purchased option contracts:
Call
Call USD vs. Put PLN
MSC
3.63
 
USD
10/23/2026
640,000
USD
640,000
$19,862
$15,343
$4,519
Call USD vs. Put ZAR
BOA
16.13
 
USD
08/24/2026
346,000
USD
346,000
9,351
11,763
(2,412
)
Total Call
$29,213
$27,106
$2,107
Put
Call CNY vs. Put USD
JPM
6.67
 
USD
09/29/2026
905,000
USD
905,000
$851
$3,530
$(2,679
)
The accompanying notes are an integral part of these financial statements.
 
61
Hartford Strategic Income ETF
Schedule of Investments – (continued)
July 31, 2026  
OTC Option Contracts Outstanding at July 31, 2026 – (continued)
Description
Counterparty
Exercise Price/
FX Rate/Rate
Expiration
Date
Number of
Contracts
Notional
Amount
Value†
Premiums
Paid
(Received)
by Fund
Unrealized
Appreciation/
(Depreciation)
Purchased – (continued):
Put – (continued):
Call CNY vs. Put USD
BOA
6.66
 
USD
09/30/2026
922,000
USD
922,000
$665
$3,294
$(2,629
)
Call PLN vs. Put USD
MSC
3.63
 
USD
10/23/2026
640,000
USD
640,000
2,646
15,343
(12,697
)
Call ZAR vs. Put USD
BOA
16.13
 
USD
08/24/2026
346,000
USD
346,000
637
10,597
(9,960
)
Call ZAR vs. Put USD
JPM
16.43
 
USD
12/16/2026
643,000
USD
643,000
11,399
20,492
(9,093
)
Total Put
$16,198
$53,256
$(37,058
)
Total purchased OTC option contracts
$45,411
$80,362
$(34,951
)
Written option contracts:
Call
Call USD vs. Put THB
BOA
30.70
 
USD
08/24/2026
(692,000
)
USD
(692,000
)
$(54,926
)
$(15,909
)
$(39,017
)
Call USD vs. Put THB
BOA
32.18
 
USD
10/23/2026
(768,000
)
USD
(768,000
)
(25,243
)
(20,396
)
(4,847
)
Total Call
$(80,169
)
$(36,305
)
$(43,864
)
Puts
Call THB vs. Put USD
BOA
30.70
 
USD
08/24/2026
(692,000
)
USD
(692,000
)
$(1
)
$(14,809
)
$14,808
Call THB vs. Put USD
BOA
32.18
 
USD
10/23/2026
(768,000
)
USD
(768,000
)
(2,219
)
(18,760
)
16,541
Call ZAR vs. Put USD
JPM
15.61
 
USD
12/16/2026
(643,000
)
USD
(643,000
)
(2,386
)
(7,099
)
4,713
Total puts
$(4,606
)
$(40,668
)
$36,062
Total Written Option Contracts OTC option contracts
$(84,775
)
$(76,973
)
$(7,802
)
 
Futures Contracts Outstanding at July 31, 2026
Description
Number of
Contracts
Expiration
Date
Current
Notional
Amount
Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
Australian 10-Year Bond Future
414
09/15/2026
$31,438,851
$(342,818
)
Euro-BTP Italian Bond Future
143
09/08/2026
19,121,510
(442
)
Euro-Schatz Future
67
09/08/2026
8,129,189
5,454
Long Gilt Future
68
09/28/2026
7,914,787
(63,946
)
U.S. Treasury 5-Year Note Future
659
09/30/2026
69,838,555
(361,225
)
U.S. Treasury 10-Year Note Future
572
09/21/2026
61,776,000
(698,825
)
U.S. Treasury 10-Year Ultra Future
937
09/21/2026
102,791,828
(1,478,035
)
U.S. Treasury Long Bond Future
4
09/21/2026
433,250
(8,006
)
Total
 
 
$(2,947,843
)
Short position contracts:
Canadian 10-Year Bond Future
(180)
09/18/2026
$(15,240,689
)
$256,317
Euro BUXL 30-Year Bond Future
(32)
09/08/2026
(3,896,036
)
16,151
Euro-BOBL Future
(190)
09/08/2026
(24,885,923
)
166,798
Euro-BUND Future
(12)
09/08/2026
(1,716,988
)
18,490
U.S. Treasury 2-Year Note Future
(109)
09/30/2026
(22,411,422
)
6,826
U.S. Treasury Ultra Bond Future
(99)
09/21/2026
(10,859,063
)
281,654
Total
 
 
$746,236
Total futures contracts
$(2,201,607
)
 
TBA Sale Commitments Outstanding at July 31, 2026
Description
Principal
Amount
Maturity
Date
Market
Value†
Unrealized
Appreciation/
(Depreciation)
Government National Mortgage Association, 4.50%
$19,825,000
08/20/2056
$(18,578,931
)
$257,763
Government National Mortgage Association, 5.00%
2,805,000
08/01/2056
(2,713,759
)
21,432
Government National Mortgage Association, 5.50%
18,870,000
08/20/2056
(18,745,169
)
63,103
Uniform Mortgage-Backed Security, 2.00%
22,700,000
08/13/2056
(17,677,625
)
217,029
Uniform Mortgage-Backed Security, 2.50%
26,535,000
08/13/2056
(21,629,879
)
251,671
Uniform Mortgage-Backed Security, 2.50%
3,855,000
09/14/2056
(3,141,030
)
18,414
The accompanying notes are an integral part of these financial statements.
 
62
Hartford Strategic Income ETF
Schedule of Investments – (continued)
July 31, 2026  
TBA Sale Commitments Outstanding at July 31, 2026 – (continued)
Description
Principal
Amount
Maturity
Date
Market
Value†
Unrealized
Appreciation/
(Depreciation)
Uniform Mortgage-Backed Security, 3.00%
$8,570,000
08/01/2056
$(7,304,918
)
$145,745
Uniform Mortgage-Backed Security, 5.00%
2,820,000
08/13/2056
(2,721,204
)
37,184
Total TBA sale commitments (proceeds receivable $93,524,856)
$(92,512,515
)
$1,012,341
At July 31, 2026, the aggregate market value of TBA Sale Commitments represents (8.6)% of total net assets.
 
OTC Credit Default Swap Contracts Outstanding at July 31, 2026
Reference Entity
Counter-
party
Notional
Amount(1)
(Pay)/Receive
Fixed Rate
Expiration
Date
Periodic
Payment
Frequency
Upfront
Premiums
Paid
Upfront
Premiums
Received
Value†
Unrealized
Appreciation/
(Depreciation)
Credit default swaps on single-name issues:
Buy protection:
BNP Paribas SA
GSC
EUR
725,000
(1.00%)
06/20/2031
Quarterly
$5,979
$—
$(6,085
)
$(12,064
)
Total OTC credit default swap contracts
$5,979
$—
$(6,085
)
$(12,064
)
 
(1)
The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under
the terms of that particular swap agreement.
 
OTC Total Return Swap Contracts Outstanding at July 31, 2026
Reference Entity
Counter-
party
Notional
Amount
Payments
received (paid)
by the Fund
Expiration
Date
Periodic
Payment
Frequency
Upfront
Premiums
Paid
Upfront
Premiums
Received
Value†
Unrealized
Appreciation/
Depreciation
Markit iBoxx USD Liquid Leveraged Loans Total
Return Index
BCLY
USD
5,500,000
(3.62%
)
09/20/2026
Quarterly
$—
$—
$24,759
$24,759
Markit iBoxx USD Liquid Leveraged Loans Total
Return Index
MSC
USD
16,300,000
(3.63%
)
09/20/2026
Quarterly
—
—
327,222
327,222
Total OTC total return swap contracts
$—
$—
$351,981
$351,981
 
Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2026
Reference Entity
Notional
Amount(1)
(Pay)/Receive
Fixed Rate
Expiration
Date
Periodic
Payment
Frequency
Upfront
Premiums
Paid
Upfront
Premiums
Received
Value†
Unrealized
Appreciation/
(Depreciation)
Credit default swaps on indices:
Sell protection:
CDX.NA.HY.S46.V1
USD
21,054,330
5.00%
06/20/2031
Quarterly
$1,697,929
$—
$1,699,769
$1,840
Total
$1,697,929
$—
$1,699,769
$1,840
Credit default swaps on single-name
issues:
 
 
 
 
Buy protection:
Barclays PLC
EUR
575,000
(1.00%)
06/20/2031
Quarterly
$548
$—
$(1,654
)
$(2,202
)
Sell protection:
Worldline SA (BB)
EUR
712,000
5.00%
06/20/2031
Quarterly
$—
$(135,846
)
$(123,699
)
$12,147
Total
 
 
 
 
$548
$(135,846
)
$(125,353
)
$9,945
Total centrally cleared credit default swap contracts
$1,698,477
$(135,846
)
$1,574,416
$11,785
 
(1)
The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under
the terms of that particular swap agreement.
 
Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2026
Payments made
by Fund
Payments received
by Fund
Notional
Amount
Expiration
Date
Periodic
Payment
Frequency
Upfront
Premiums
Paid
Upfront
Premiums
Received
Value†
Unrealized
Appreciation/
(Depreciation)
1 mo. MXN TIIE
7.44% Fixed
MXN
13,598,000
07/19/2029
Lunar
$—
$(32
)
$420
$452
1 mo. MXN TIIE
7.54% Fixed
MXN
5,783,000
07/24/2029
Lunar
—
—
1,080
1,080
The accompanying notes are an integral part of these financial statements.
 
63
Hartford Strategic Income ETF
Schedule of Investments – (continued)
July 31, 2026  
Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2026 – (continued)
Payments made
by Fund
Payments received
by Fund
Notional
Amount
Expiration
Date
Periodic
Payment
Frequency
Upfront
Premiums
Paid
Upfront
Premiums
Received
Value†
Unrealized
Appreciation/
(Depreciation)
7.75% Fixed
1 mo. MXN TIIE
MXN
23,332,000
04/23/2031
Lunar
$—
$—
$234
$234
8.04% Fixed
1 mo. MXN TIIE
MXN
1,771,000
03/08/2033
Lunar
—
(25
)
(737
)
(712
)
3.47% Fixed
12 mo. USD SOFR
USD
1,725,000
08/31/2030
Annual
—
—
44,357
44,357
4.12% Fixed
12 mo. USD SOFR
USD
1,150,000
11/30/2030
Annual
12
—
2,159
2,147
3.60% Fixed
12 mo. USD SOFR
USD
1,475,000
11/15/2032
Annual
—
—
49,744
49,744
3.63% Fixed
12 mo. USD SOFR
USD
1,250,000
11/15/2032
Annual
—
—
39,738
39,738
4.15% Fixed
12 mo. USD SOFR
USD
7,625,000
05/31/2033
Annual
—
(176
)
36,213
36,389
4.16% Fixed
12 mo. USD SOFR
USD
7,232,000
09/19/2046
Annual
288,542
—
389,142
100,600
2.88% Fixed
12 mo. USD SOFR
USD
190,000
03/15/2053
Annual
1,961
—
49,478
47,517
3.59% Fixed
12 mo. USD SOFR
USD
1,080,000
09/20/2053
Annual
87,826
—
162,101
74,275
3.75% Fixed
12 mo. USD SOFR
USD
215,000
12/18/2054
Annual
301
—
26,696
26,395
3 mo. COP CPIBR
11.62% Fixed
COP
1,146,779,000
09/16/2036
Quarterly
—
—
28,687
28,687
3 mo. COP CPIBR
10.48% Fixed
COP
1,023,145,000
09/16/2036
Quarterly
—
—
3,629
3,629
3 mo. THB THOR
2.30% Fixed
THB
12,234,000
09/16/2036
Quarterly
—
(209
)
3,459
3,668
3 mo. THB THOR
2.22% Fixed
THB
8,945,000
09/16/2036
Quarterly
16
—
702
686
7.41% Fixed
3 mo. ZAR JIBAR
ZAR
7,511,000
09/16/2031
Quarterly
—
—
6,672
6,672
3 mo. ZAR JIBAR
7.82% Fixed
ZAR
9,686,000
09/16/2033
Quarterly
194
—
(5,929
)
(6,123
)
3 mo. ZAR JIBAR
8.44% Fixed
ZAR
11,553,000
09/16/2036
Quarterly
—
—
4,905
4,905
3 mo. ZAR JIBAR
8.08% Fixed
ZAR
24,301,000
09/16/2036
Quarterly
126
—
(26,200
)
(26,326
)
5.07% Fixed
6 mo. CLP CLICP
CLP
332,284,000
09/16/2031
Semi-Annual
—
—
2,352
2,352
5.07% Fixed
6 mo. CLP CLICP
CLP
295,923,000
09/16/2031
Semi-Annual
—
—
2,094
2,094
5.12% Fixed
6 mo. CLP CLICP
CLP
197,032,000
09/16/2031
Semi-Annual
—
—
829
829
6 mo. CZK PRIBOR
4.59% Fixed
CZK
31,622,000
09/16/2028
Annual
—
—
4,720
4,720
6 mo. HUF BIBOR
5.41% Fixed
HUF
162,702,000
09/16/2031
Annual
—
—
2,770
2,770
5.17% Fixed
6 mo. HUF BIBOR
HUF
54,344,000
09/16/2036
Annual
—
—
3
3
6.72% Fixed
6 mo. INR MIBOR
INR
35,478,000
09/16/2031
Semi-Annual
50
—
(4,516
)
(4,566
)
4.68% Fixed
6 mo. PLN WIBOR
PLN
1,058,000
09/16/2031
Annual
192
—
(3,296
)
(3,488
)
BZDIOVRA
13.47% Fixed
BRL
463,655
01/03/2028
At Maturity
6
—
(447
)
(453
)
BZDIOVRA
14.67% Fixed
BRL
3,710,601
01/02/2029
At Maturity
—
—
10,604
10,604
BZDIOVRA
14.37% Fixed
BRL
4,062,508
01/02/2029
At Maturity
—
—
5,848
5,848
BZDIOVRA
14.12% Fixed
BRL
3,641,735
01/02/2029
At Maturity
—
—
1,294
1,294
BZDIOVRA
14.04% Fixed
BRL
3,810,646
01/02/2029
At Maturity
4
—
(12
)
(16
)
BZDIOVRA
12.94% Fixed
BRL
1,960,160
01/02/2029
At Maturity
30
—
(9,750
)
(9,780
)
BZDIOVRA
14.48% Fixed
BRL
707,305
01/02/2031
At Maturity
—
—
1,429
1,429
BZDIOVRA
14.01% Fixed
BRL
2,160,100
01/02/2031
At Maturity
—
(63
)
(3,759
)
(3,696
)
Total centrally cleared interest rate swaps contracts
$379,260
$(505
)
$826,713
$447,958
 
Foreign Currency Contracts Outstanding at July 31, 2026
Amount and Description of
Currency to be Purchased
Amount and Description of
Currency to be Sold
Counterparty
Settlement
Date
Appreciation/
(Depreciation)
198,425,000
ARS
124,171
USD
BNP
09/14/2026
$5,752
142,525,000
ARS
88,967
USD
CBK
09/14/2026
4,354
170,670,000
ARS
95,882
USD
CBK
10/16/2026
13,758
546,985,000
ARS
342,793
USD
CBK
11/30/2026
(1,358
)
172,195,000
ARS
105,934
USD
CBK
12/02/2026
1,409
232,180,000
ARS
139,867
USD
BNP
02/02/2027
(714
)
90,000
AUD
63,288
USD
SCB
09/16/2026
(131
)
8,332,000
BRL
1,577,045
USD
MSC
09/02/2026
49,137
5,685,000
BRL
1,102,573
USD
BNP
09/02/2026
6,985
1,175,000
BRL
225,607
USD
GSC
09/02/2026
3,721
1,295,000
BRL
250,244
USD
JPM
09/02/2026
2,505
45,650,000
CLP
49,025
USD
GSC
09/16/2026
160
79,800,000
CLP
86,429
USD
MSC
09/16/2026
(449
)
66,450,000
CLP
72,702
USD
BNP
09/16/2026
(1,106
)
622,759,000
CLP
678,313
USD
BOA
09/16/2026
(7,326
)
2,993,000
CNH
441,892
USD
JPM
09/16/2026
2,805
2,518,000
CNH
373,067
USD
MSC
09/16/2026
1,054
2,196,000
CNH
325,588
USD
BOA
09/16/2026
691
1,005,000
CNH
148,809
USD
DEUT
09/16/2026
513
569,000
CNH
84,106
USD
SGG
09/16/2026
436
5,360,000
CNH
796,156
USD
SCB
09/16/2026
225
2,348,000
CNH
349,119
USD
HSBC
09/16/2026
(257
)
The accompanying notes are an integral part of these financial statements.
 
64
Hartford Strategic Income ETF
Schedule of Investments – (continued)
July 31, 2026  
Foreign Currency Contracts Outstanding at July 31, 2026 – (continued)
Amount and Description of
Currency to be Purchased
Amount and Description of
Currency to be Sold
Counterparty
Settlement
Date
Appreciation/
(Depreciation)
3,751,440,000
COP
1,134,333
USD
CBK
09/16/2026
$45,054
307,300,000
COP
89,959
USD
BNP
09/16/2026
6,651
931,800,000
COP
286,531
USD
BOA
09/16/2026
6,410
167,700,000
COP
47,863
USD
SSG
09/16/2026
4,859
130,200,000
COP
39,423
USD
MSC
09/16/2026
1,509
14,080,000
CZK
663,793
USD
MSC
09/16/2026
5,936
6,358,000
CZK
297,926
USD
CBK
09/16/2026
4,499
14,016,000
CZK
666,348
USD
BCLY
09/16/2026
338
1,780,000
CZK
84,429
USD
JPM
09/16/2026
238
3,170,000
CZK
152,376
USD
DEUT
09/16/2026
(1,592
)
20,030,000
EGP
374,253
USD
BOA
09/16/2026
10,584
4,520,000
EGP
90,131
USD
CBK
09/16/2026
(3,288
)
13,620,000
EGP
257,290
USD
CBK
10/05/2026
2,634
7,220,000
EGP
136,060
USD
BOA
10/05/2026
1,727
4,750,000
EGP
89,035
USD
CBK
12/23/2026
(1,232
)
10,014,000
EGP
182,837
USD
CBK
12/31/2026
1,714
1,536,000
EGP
29,025
USD
BOA
12/31/2026
(718
)
424,866
EUR
488,000
USD
UBS
08/28/2026
1,390
26,291
EUR
30,000
USD
SCB
08/28/2026
284
2,200
EUR
2,506
USD
DEUT
08/28/2026
28
121,148
EUR
139,519
USD
BNP
08/28/2026
28
666,000
EUR
763,039
USD
SSG
09/16/2026
4,670
432,000
EUR
494,503
USD
CBK
09/16/2026
3,471
403,000
EUR
461,986
USD
NWM
09/16/2026
2,558
423,000
EUR
485,252
USD
BMO
09/16/2026
2,347
182,000
EUR
208,748
USD
JPM
09/16/2026
1,047
103,000
EUR
117,722
USD
MSC
09/16/2026
1,007
112,000
EUR
128,290
USD
BNP
09/16/2026
814
960,000
EUR
1,105,980
USD
DEUT
09/16/2026
627
725,000
EUR
835,128
USD
UBS
09/16/2026
590
29,000
EUR
33,041
USD
SCB
09/16/2026
388
1,000
GBP
1,330
USD
BCLY
08/28/2026
15
114,000
GBP
151,695
USD
DEUT
09/16/2026
1,717
120,000
GBP
161,696
USD
UBS
09/16/2026
(209
)
11,000,000
HUF
35,118
USD
MSC
09/16/2026
(477
)
30,700,000
HUF
98,908
USD
BNP
09/16/2026
(2,229
)
104,700,000
HUF
332,053
USD
GSC
09/16/2026
(2,337
)
168,904,000
HUF
547,563
USD
BOA
09/16/2026
(15,658
)
3,950,000,000
IDR
217,391
USD
CBK
09/16/2026
1,102
3,297,000,000
IDR
182,436
USD
SSG
09/16/2026
(63
)
8,647,000,000
IDR
478,757
USD
GSC
09/16/2026
(450
)
2,815,000,000
IDR
156,519
USD
MSC
09/16/2026
(808
)
33,707,620,000
IDR
1,868,060
USD
BOA
09/16/2026
(3,528
)
81,740,000
INR
843,767
USD
BOA
09/16/2026
9,433
136,259,000
INR
1,418,904
USD
JPM
09/16/2026
3,363
3,430,000
INR
36,064
USD
MSC
09/16/2026
(262
)
41,390,000
INR
433,980
USD
CBK
09/16/2026
(1,953
)
482,990,000
KRW
318,253
USD
JPM
09/16/2026
20,742
300,900,000
KRW
199,536
USD
MSC
09/16/2026
11,656
322,170,000
KRW
215,557
USD
BOA
09/16/2026
10,563
142,210,000
KRW
93,732
USD
SSG
09/16/2026
6,080
86,290,000
KRW
58,323
USD
GSC
09/16/2026
2,241
116,700,000
KZT
229,648
USD
BOA
09/16/2026
12,063
808,000
MXN
44,690
USD
MSC
09/08/2026
1,726
97,000
MXN
5,366
USD
JPM
09/08/2026
206
19,660,000
MXN
1,120,400
USD
GSC
09/17/2026
8,119
8,940,000
MXN
510,021
USD
UBS
09/17/2026
3,151
4,491,000
MXN
255,366
USD
RBC
09/17/2026
2,425
4,207,000
MXN
239,677
USD
DEUT
09/17/2026
1,812
6,760,000
MXN
386,718
USD
CBK
09/17/2026
1,318
1,650,000
MXN
93,789
USD
WFB
09/17/2026
924
1,090,000
MXN
62,143
USD
SSG
09/17/2026
425
1,720,000
MXN
99,034
USD
BOA
09/17/2026
(303
)
1,090,000
MXN
62,888
USD
BNP
09/17/2026
(320
)
220,000
MYR
53,889
USD
DEUT
09/17/2026
24
The accompanying notes are an integral part of these financial statements.
 
65
Hartford Strategic Income ETF
Schedule of Investments – (continued)
July 31, 2026  
Foreign Currency Contracts Outstanding at July 31, 2026 – (continued)
Amount and Description of
Currency to be Purchased
Amount and Description of
Currency to be Sold
Counterparty
Settlement
Date
Appreciation/
(Depreciation)
140,000
MYR
34,438
USD
HSBC
09/17/2026
$(130
)
1,341,000
MYR
330,379
USD
BNP
09/17/2026
(1,757
)
87,811,000
NGN
62,233
USD
GSC
09/02/2026
1,070
234,374,000
NGN
167,635
USD
BOA
09/16/2026
271
74,748,000
NGN
53,544
USD
GSC
09/16/2026
5
210,000
NZD
122,801
USD
BNP
09/16/2026
781
695,000
PEN
203,187
USD
BCLY
09/16/2026
1,024
524,000
PEN
153,688
USD
JPM
09/16/2026
278
581,000
PEN
171,038
USD
MSC
09/16/2026
(324
)
1,515,000
PEN
445,610
USD
GSC
09/16/2026
(459
)
520,000
PEN
153,347
USD
BOA
09/16/2026
(556
)
2,278,000
PEN
671,516
USD
CBK
09/16/2026
(2,175
)
17,660,000
PHP
286,131
USD
CBK
09/16/2026
2,144
7,590,000
PHP
123,360
USD
BOA
09/16/2026
536
2,640,000
PLN
695,933
USD
GSC
09/16/2026
9,267
235,000
PLN
61,964
USD
SCB
09/16/2026
809
195,000
PLN
51,747
USD
BOA
09/16/2026
342
130,000
PLN
34,592
USD
RBC
09/16/2026
134
300,000
PLN
81,301
USD
DEUT
09/16/2026
(1,164
)
3,723,000
PLN
1,008,185
USD
CBK
09/16/2026
(13,694
)
700,000
RON
151,938
USD
CBK
09/16/2026
1,216
455,000
RON
99,408
USD
BOA
09/16/2026
142
9,000
RON
1,958
USD
DEUT
09/16/2026
11
1,069,000
RON
234,505
USD
BNP
09/16/2026
(616
)
870,000
SGD
677,740
USD
CBK
09/16/2026
2,194
285,000
SGD
221,813
USD
DEUT
09/16/2026
924
126,000
THB
4,098
USD
BOA
08/26/2026
(316
)
16,180,000
THB
480,429
USD
GSC
09/16/2026
5,933
2,430,000
THB
72,637
USD
CBK
09/16/2026
408
5,730,000
THB
173,916
USD
BOA
09/16/2026
(1,675
)
4,230,000
THB
130,630
USD
SCB
09/16/2026
(3,478
)
1,416,000
THB
43,907
USD
BOA
10/27/2026
(1,198
)
3,225,000
TRY
65,234
USD
GSC
09/16/2026
(45
)
13,035,000
TRY
263,676
USD
HSBC
09/16/2026
(193
)
12,095,000
TRY
244,825
USD
BCLY
09/16/2026
(343
)
26,065,000
TRY
464,651
USD
BNP
12/16/2026
23,125
11,975,000
TRY
209,959
USD
BCLY
02/10/2027
4,006
26,065,000
TRY
432,966
USD
BCLY
03/17/2027
18,868
15,210,000
ZAR
900,121
USD
MSC
09/16/2026
15,442
1,640,000
ZAR
97,959
USD
BOA
09/16/2026
760
2,290,000
ZAR
138,334
USD
DEUT
09/16/2026
(488
)
16,196,000
ZAR
976,241
USD
GSC
09/16/2026
(1,326
)
1,859,000
ZAR
113,784
USD
UBS
09/16/2026
(1,882
)
7,040,000
ZAR
429,677
USD
CBK
09/16/2026
(5,906
)
62,796
USD
90,000
AUD
BNP
09/16/2026
(361
)
248,725
USD
355,000
AUD
BCLY
09/16/2026
(394
)
147,340
USD
754,000
BRL
CBK
09/02/2026
180
389,449
USD
2,025,000
BRL
GSC
09/02/2026
(5,776
)
443,124
USD
2,335,000
BRL
BNP
09/02/2026
(12,604
)
126,208
USD
175,000
CAD
WFB
09/16/2026
1,204
42,683
USD
60,000
CAD
SSG
09/16/2026
(175
)
569,298
USD
518,026,000
CLP
GSC
09/16/2026
11,154
411,637
USD
377,600,000
CLP
CBK
09/16/2026
4,794
6,527
USD
6,000,000
CLP
MSC
09/16/2026
63
50,913
USD
342,000
CNH
DEUT
09/16/2026
100
104,106
USD
701,000
CNH
CBK
09/16/2026
(48
)
303,935
USD
2,060,000
CNH
JPM
09/16/2026
(2,137
)
193,905
USD
1,317,000
CNH
JPM
10/08/2026
(2,092
)
194,962
USD
1,322,000
CNH
BOA
10/09/2026
(1,791
)
582,509
USD
1,884,300,000
COP
MSC
09/16/2026
(9,882
)
609,944
USD
2,031,400,000
COP
CBK
09/16/2026
(28,692
)
805,738
USD
2,902,600,000
COP
GSC
09/16/2026
(106,789
)
246,154
USD
5,190,000
CZK
CBK
09/16/2026
(713
)
767,622
USD
16,200,000
CZK
BCLY
09/16/2026
(2,948
)
673,573
USD
14,300,000
CZK
DEUT
09/16/2026
(6,620
)
The accompanying notes are an integral part of these financial statements.
 
66
Hartford Strategic Income ETF
Schedule of Investments – (continued)
July 31, 2026  
Foreign Currency Contracts Outstanding at July 31, 2026 – (continued)
Amount and Description of
Currency to be Purchased
Amount and Description of
Currency to be Sold
Counterparty
Settlement
Date
Appreciation/
(Depreciation)
91,084
USD
80,000
EUR
TDB
08/28/2026
$(1,065
)
243,832
USD
214,000
EUR
SSG
08/28/2026
(2,669
)
497,473
USD
436,533
EUR
UBS
08/28/2026
(5,356
)
633,294
USD
556,000
EUR
CBA
08/28/2026
(7,146
)
3,070,107
USD
2,694,000
EUR
HSBC
08/28/2026
(33,029
)
14,899,600
USD
13,087,005
EUR
JPM
08/28/2026
(174,925
)
42,999,461
USD
37,670,946
EUR
DEUT
08/28/2026
(392,562
)
133,204
USD
117,000
EUR
BNP
08/31/2026
(1,576
)
200,404
USD
176,000
EUR
DEUT
08/31/2026
(2,342
)
10,954,335
USD
9,462,000
EUR
DEUT
09/16/2026
47,343
330,741
USD
286,000
EUR
BNP
09/16/2026
1,064
291,332
USD
252,000
EUR
CBK
09/16/2026
848
788,631
USD
686,000
EUR
UBS
09/16/2026
(2,132
)
235,847
USD
177,000
GBP
HSBC
08/28/2026
(2,344
)
520,508
USD
391,000
GBP
SSG
08/28/2026
(5,667
)
5,231,737
USD
3,932,620
GBP
BCLY
08/28/2026
(60,445
)
313,364
USD
234,000
GBP
DEUT
09/16/2026
(1,535
)
809,193
USD
6,339,000
HKD
GSC
08/28/2026
(35
)
202,924
USD
63,800,000
HUF
CBK
09/16/2026
2,008
63,566
USD
19,900,000
HUF
BCLY
09/16/2026
898
56,542
USD
18,000,000
HUF
MSC
09/16/2026
(143
)
176,207
USD
3,168,000,000
IDR
CBK
09/16/2026
969
668,952
USD
12,082,000,000
IDR
BOA
09/16/2026
638
215,729
USD
3,898,000,000
IDR
BCLY
09/16/2026
111
248,945
USD
730,000
ILS
CBK
09/16/2026
10,179
105,228
USD
315,000
ILS
BCLY
09/16/2026
2,199
138,011
USD
420,000
ILS
GSC
09/16/2026
639
104,846
USD
320,000
ILS
SCB
09/16/2026
181
63,189
USD
6,020,000
INR
MSC
09/16/2026
352
177,684
USD
17,020,000
INR
GSC
09/16/2026
30
200,064
USD
19,220,000
INR
BOA
09/16/2026
(554
)
89,534
USD
8,660,000
INR
JPM
09/16/2026
(859
)
629,919
USD
102,990,000
JPY
JPM
08/28/2026
(18,355
)
298,720
USD
439,910,000
KRW
JPM
09/16/2026
(10,039
)
184,728
USD
283,890,000
KRW
BNP
09/16/2026
(14,525
)
56,647
USD
27,300,000
KZT
CBK
09/16/2026
103
177,286
USD
89,400,000
KZT
BOA
09/16/2026
(7,880
)
50,214
USD
905,000
MXN
MSC
09/08/2026
(1,775
)
59,899
USD
1,050,000
MXN
SGG
09/17/2026
(373
)
206,147
USD
3,626,000
MXN
MSC
09/17/2026
(1,992
)
410,174
USD
7,206,000
MXN
DEUT
09/17/2026
(3,463
)
340,143
USD
6,030,000
MXN
BNP
09/17/2026
(5,990
)
1,071,277
USD
18,780,000
MXN
TDB
09/17/2026
(6,728
)
2,815,905
USD
49,355,000
MXN
UBS
09/17/2026
(17,158
)
37,677
USD
65,000
NZD
GSC
09/16/2026
(574
)
250,686
USD
430,000
NZD
ANZ
09/16/2026
(2,362
)
156,984
USD
535,000
PEN
MSC
09/16/2026
(215
)
146,995
USD
505,000
PEN
CBK
09/16/2026
(1,389
)
146,845
USD
505,000
PEN
BNP
09/16/2026
(1,538
)
700,187
USD
43,270,000
PHP
GSC
09/16/2026
(6,138
)
150,665
USD
560,000
PLN
BOA
09/16/2026
1,078
63,742
USD
240,000
PLN
BCLY
09/16/2026
(367
)
140,525
USD
528,000
PLN
GSC
09/16/2026
(515
)
182,346
USD
685,000
PLN
DEUT
09/16/2026
(632
)
362,742
USD
1,365,000
PLN
CBK
09/16/2026
(1,879
)
408,374
USD
1,541,000
PLN
SSG
09/16/2026
(3,260
)
51,909
USD
189,000
PLN
MSC
10/27/2026
1,420
242,417
USD
1,102,000
RON
BNP
09/16/2026
1,308
2,172
USD
10,000
RON
DEUT
09/16/2026
(16
)
63,427
USD
290,000
RON
SGG
09/16/2026
(23
)
197,180
USD
902,000
RON
CBK
09/16/2026
(171
)
26,911
USD
124,000
RON
MSC
09/16/2026
(219
)
106,253
USD
490,000
RON
GSC
09/16/2026
(955
)
548,026
USD
2,513,000
RON
BOA
09/16/2026
(1,800
)
476,864
USD
610,000
SGD
DEUT
09/16/2026
129
The accompanying notes are an integral part of these financial statements.
 
67
Hartford Strategic Income ETF
Schedule of Investments – (continued)
July 31, 2026  
Foreign Currency Contracts Outstanding at July 31, 2026 – (continued)
Amount and Description of
Currency to be Purchased
Amount and Description of
Currency to be Sold
Counterparty
Settlement
Date
Appreciation/
(Depreciation)
66,078
USD
85,000
SGD
SSG
09/16/2026
$(352
)
202,523
USD
260,000
SGD
CBK
09/16/2026
(675
)
322,433
USD
415,000
SGD
UBS
09/16/2026
(1,903
)
301,316
USD
9,890,000
THB
SCB
09/16/2026
4,028
51,282
USD
1,710,000
THB
DEUT
09/16/2026
(119
)
117,908
USD
3,930,000
THB
BCLY
09/16/2026
(226
)
91,705
USD
3,070,000
THB
JPM
09/16/2026
(578
)
207,399
USD
6,920,000
THB
CBK
09/16/2026
(612
)
313,722
USD
10,490,000
THB
BOA
09/16/2026
(1,603
)
468,744
USD
26,065,000
TRY
BCLY
12/16/2026
(19,031
)
206,608
USD
11,975,000
TRY
JPM
02/10/2027
(7,357
)
437,100
USD
26,065,000
TRY
GSC
03/17/2027
(14,734
)
40,780
USD
660,000
ZAR
BOA
08/26/2026
987
758,502
USD
12,555,000
ZAR
CBK
09/16/2026
2,756
211,336
USD
3,490,000
ZAR
BOA
09/16/2026
1,256
79,982
USD
1,330,000
ZAR
MSC
09/16/2026
(77
)
234,786
USD
3,940,000
ZAR
GSC
09/16/2026
(2,382
)
172,426
USD
2,918,000
ZAR
SSG
09/16/2026
(3,223
)
409,382
USD
6,940,000
ZAR
HSBC
09/16/2026
(8,370
)
194,642
USD
3,197,000
ZAR
JPM
12/18/2026
3,623
Total foreign currency contracts
$(636,128
)
 
Foreign Cross Currency Contracts Outstanding at July 31, 2026
Contract
Amount
Counterparty
Delivery Date
Contract
Amount
Unrealized
Appreciation/
Depreciation
EUR
1,793,468
GSC
08/28/2026
GBP
1,793,353
$116
EUR
127,498
SSG
08/28/2026
GBP
127,843
(345
)
EUR
520,526
TDB
08/28/2026
GBP
522,137
(1,611
)
Total foreign cross currency contracts
$(1,840
)
† 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.
 
68
Hartford Strategic Income ETF
Schedule of Investments – (continued)
July 31, 2026  
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of July 31, 2026 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Asset-Backed & Commercial Mortgage-Backed Securities 
$202,447,194
$—
$202,447,194
$—
Convertible Bonds 
31,834,842
—
31,834,842
—
Corporate Bonds 
248,787,442
—
248,787,442
—
Foreign Government Obligations 
60,478,305
—
60,478,305
—
Senior Floating Rate Interests 
115,789,523
—
115,789,523
—
U.S. Government Agencies 
223,477,652
—
223,477,652
—
U.S. Government Securities 
255,902,066
—
255,902,066
—
Common Stocks 
106,507
63,145
29,601
13,761
Convertible Preferred Stocks 
100,540
100,540
—
—
Exchange-Traded Funds 
3,914,852
3,914,852
—
—
Preferred Stocks 
8,038,579
8,038,579
—
—
Warrants 
—
—
—
—
Short-Term Investments 
65,663,396
11,887,990
53,775,406
—
Purchased Options 
45,411
—
45,411
—
Foreign Currency Contracts(2) 
495,460
—
495,460
—
Futures Contracts(2) 
751,690
751,690
—
—
Swaps - Total Return(2) 
351,981
—
351,981
—
Swaps - Credit Default(2) 
13,987
—
13,987
—
Swaps - Interest Rate(2) 
503,118
—
503,118
—
Total
$1,218,702,545
$24,756,796
$1,193,931,988
$13,761
Liabilities
Foreign Currency Contracts(2) 
$(1,133,428
)
$—
$(1,133,428
)
$—
Futures Contracts(2) 
(2,953,297
)
(2,953,297
)
—
—
Swaps - Interest Rate(2) 
(55,160
)
—
(55,160
)
—
Swaps - Credit Default(2) 
(14,266
)
—
(14,266
)
—
TBA Sale Commitments 
(92,512,515
)
—
(92,512,515
)
—
Written Options 
(84,775
)
—
(84,775
)
—
Total
$(96,753,441
)
$(2,953,297
)
$(93,800,144
)
$—
 
(1)
For the year ended July 31, 2026, investments valued at $515,000 were transferred out of Level 3 due to the availability of active market prices which has been determined to be
significant observable input. There were no transfers into Level 3.
(2)
Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.
Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the year ended July 31, 2026 is not presented.
The accompanying notes are an integral part of these financial statements.
 
69
Hartford Total Return Bond ETF
Schedule of Investments
July 31, 2026  
 
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 22.8%
Asset-Backed - Automobile - 0.8%
American Credit Acceptance Receivables
Trust
$  635,000
Series 2026-2, 4.50%, 10/08/2030(1)
$632,531
2,580,000
Series 2026-3, 5.49%, 03/08/2033(1)
2,578,032
540,000
Avis Budget Rental Car Funding
AESOP LLC Series 2024-3A, 5.58%,
12/20/2030(1)
543,564
CarMax Select Receivables Trust
2,525,000
Series 2026-A, 4.90%, 05/17/2032
2,475,244
1,170,000
Series 2026-B, 5.19%, 10/15/2032
1,169,351
955,000
Citizens Auto Receivables Trust Series
2024-1, 5.03%, 10/15/2030(1)
959,847
Exeter Automobile Receivables Trust
1,060,000
Series 2025-4A, 4.40%, 05/15/2030
1,058,037
2,500,000
Series 2025-5A, 5.16%, 03/15/2032
2,480,401
1,775,000
Series 2026-3A, 5.44%, 10/15/2032
1,769,429
625,000
First Investors Auto Owner Trust Series
2026-1A, 5.38%, 07/15/2032(1)
624,946
1,340,000
Hertz Vehicle Financing III LLC Series
2025-2A, 5.13%, 09/25/2031(1)
1,331,660
Santander Bank Auto Credit-Linked Notes
658,345
Series 2024-B, 4.97%, 01/18/2033(1)
659,580
83,075
Series 2023-B, 5.64%, 12/15/2033(1)
83,658
SFS Auto Receivables Securitization Trust
360,000
Series 2024-1A, 5.38%, 01/21/2031(1)
363,648
625,000
Series 2023-1A, 5.71%, 01/22/2030(1)
631,510
425,994
Wheels Fleet Lease Funding 1 LLC Series
2023-2A, 6.46%, 08/18/2038(1)
428,709
 
17,790,147
Asset-Backed - Finance & Insurance - 1.7%
1,540,000
AASET Ltd. Series 2026-1A, 5.65%,
07/16/2051(1)
1,533,343
Aquarian CLO 1 Ltd.
2,225,000
Series 1A, 5.55%, 07/20/2039, 3 mo.
USD Term SOFR + 1.70%(1)(2)
2,225,790
2,253,000
Series 1A, 5.85%, 07/20/2039, 3 mo.
USD Term SOFR + 2.00%(1)(2)
2,261,181
Castlelake Aircraft Structured Trust
3,660,528
Series 2026-1A, 5.07%, 03/15/2051(1)
3,589,513
2,580,686
Series 2026-2A, 5.33%, 04/15/2051(1)
2,551,762
3,730,000
CBAMR Ltd. Series 2017-2A, 5.34%,
04/17/2039, 3 mo. USD Term SOFR +
1.65%(1)(2)
3,737,307
1,980,000
DB Master Finance LLC Series 2026-1A,
5.20%, 05/20/2056(1)
1,964,522
2,370,000
Invesco U.S. CLO Ltd. Series 2023-1A,
5.48%, 04/22/2037, 3 mo. USD Term
SOFR + 1.75%(1)(2)
2,378,335
1,875,000
Kinetic ABS Issuer LLC Series 2026-2A,
5.83%, 06/25/2058(1)
1,869,250
2,020,000
MAPS Trust Series 2026-2A, 5.52%,
06/15/2051(1)
1,997,412
2,950,000
Neuberger Berman Loan Advisers CLO 42
Ltd. Series 2021-42A, 5.64%,
07/16/2036, 3 mo. USD Term SOFR +
1.85%(1)(2)
2,952,245
1,195,000
PK ALIFT Loan Funding 8 LP Series
2026-1, 4.61%, 09/15/2043(1)
1,162,520
750,000
PK ALIFT Loan Funding 9 LP Series
2026-2, 5.38%, 02/15/2044(1)
746,873
Progress Residential Trust
195,000
Series 2026-SFR3, 4.20%, 07/17/2043(1)
181,492
940,000
Series 2026-SFR3, 4.25%, 07/17/2043(1)
865,545
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 22.8% -
(continued)
Asset-Backed - Finance & Insurance - 1.7% - (continued)
STAR Trust
$  2,420,000
Series 2026-SFR8, 5.17%, 09/17/2043,
1 mo. USD Term SOFR + 1.50%(1)(2)
$2,419,991
1,150,000
Series 2026-SFR7, 5.38%, 05/17/2043,
1 mo. USD Term SOFR + 1.70%(1)(2)
1,151,313
640,000
Series 2026-SFR7, 5.68%, 05/17/2043,
1 mo. USD Term SOFR + 2.00%(1)(2)
641,209
1,600,000
Tricon Trust Series 2026-SFR2, 5.08%,
06/17/2043, 1 mo. USD Term SOFR +
1.40%(1)(2)
1,599,703
1,135,000
VB-S1 Issuer LLC Series 2026-1A, 4.69%,
03/15/2056(1)
1,099,988
 
36,929,294
Asset-Backed - Home Equity - 0.3%
471,212
COOPR Residential Mortgage Trust Series
2026-CES1, 4.87%, 02/25/2061(1)(3)
463,745
371,723
FIGRE Trust Series 2026-HE1, 4.98%,
01/25/2056(1)(2)
365,403
4,077,014
Finance of America Structured Securities
Trust Series 2026-PC1, 4.50%,
01/25/2076(1)(2)
3,917,538
886,663
OBX Trust Series 2026-CES1, 5.19%,
04/25/2056(1)(3)
878,488
 
5,625,174
Asset-Backed - Manufactured Housing - 0.0%
285,845
Cascade MH Asset Trust Series 2021-MH1,
1.75%, 02/25/2046(1)
256,043
Asset-Backed - Student Loan - 0.0%
810,015
Navient Private Education Refi Loan Trust
Series 2023-A, 5.51%, 10/15/2071(1)
818,025
Commercial Mortgage-Backed Securities - 7.1%
1,549,000
280 Park Avenue Mortgage Trust Series
2017-280P, 6.09%, 09/15/2034, 1 mo.
USD Term SOFR + 2.42%(1)(2)
1,540,287
1,300,000
ACREC LLC Series 2026-FL4, 5.27%,
01/18/2043, 1 mo. USD Term SOFR +
1.60%(1)(2)
1,300,404
1,295,000
ALA Trust Series 2025-OANA, 5.42%,
06/15/2040, 1 mo. USD Term SOFR +
1.74%(1)(2)
1,299,856
469,000
AREIT Ltd. Series 2026-CRE12, 5.00%,
02/18/2044, 1 mo. USD Term SOFR +
1.35%(1)(2)
469,880
1,420,000
AREIT Trust Series 2025-CRE11, 5.43%,
07/25/2043, 1 mo. USD Term SOFR +
1.75%(1)(2)
1,419,998
810,000
ARZ Trust Series 2024-BILT, 6.07%,
06/11/2039(1)
812,069
731,811
BAMLL Commercial Mortgage Securities
Trust Series 2019-BPR, 3.11%,
11/05/2032(1)
725,680
BBCMS Mortgage Trust
10,274,887
Series 2024-C26, 1.01%, 05/15/2057(2)(4)
662,246
7,311,506
Series 2024-C28, 1.11%, 09/15/2057(2)(4)
498,047
7,521,118
Series 2025-C32, 1.12%, 02/15/2062(2)(4)
567,626
6,295,572
Series 2024-C24, 1.62%, 02/15/2057(2)(4)
528,851
530,000
Series 2022-C15, 3.66%, 04/15/2055(2)
481,464
1,375,000
Series 2025-5C37, 5.38%, 09/15/2058(2)
1,370,950
1,345,000
Series 2026-5C40, 5.78%, 02/15/2059(2)
1,347,449
1,535,000
Series 2026-5C42, 5.90%, 06/15/2059
1,564,169
1,965,000
Series 2025-5C34, 5.99%, 05/15/2058(2)
1,995,551
The accompanying notes are an integral part of these financial statements.
 
70
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 22.8% -
(continued)
Commercial Mortgage-Backed Securities - 7.1% - (continued)
BDS LLC
$  3,750,000
Series 2025-FL15, 5.07%, 03/19/2043,
1 mo. USD Term SOFR + 1.40%(1)(2)
$3,746,445
3,890,000
Series 2026-FL18, 5.12%, 02/19/2044,
1 mo. USD Term SOFR + 1.50%(1)(2)
3,891,208
1,940,000
Series 2026-FL17, 5.22%, 05/19/2043,
1 mo. USD Term SOFR + 1.55%(1)(2)
1,940,607
1,070,000
Series 2026-FL18, 5.52%, 02/19/2044,
1 mo. USD Term SOFR + 1.90%(1)(2)
1,070,463
Benchmark Mortgage Trust
12,431,941
Series 2022-B32, 0.45%,
01/15/2055(1)(2)(4)
130,116
17,410,279
Series 2018-B4, 0.46%, 07/15/2051(2)(4)
145,304
6,708,394
Series 2018-B1, 0.50%, 01/15/2051(2)(4)
42,822
12,382,139
Series 2023-B39, 0.57%, 07/15/2056(2)(4)
392,948
4,216,571
Series 2023-B40, 1.17%, 12/15/2056(2)(4)
196,946
7,279,834
Series 2019-B10, 1.22%, 03/15/2062(2)(4)
194,559
3,573,409
Series 2020-B22, 1.49%, 01/15/2054(2)(4)
184,940
1,301,499
Series 2020-B18, 1.75%, 07/15/2053(2)(4)
63,918
2,053,000
Series 2019-B15, 2.93%, 12/15/2072
1,900,699
2,200,000
Series 2018-B2, 3.88%, 02/15/2051(2)
2,165,354
845,000
Series 2026-V20, 5.69%, 02/15/2059(2)
842,507
9,737,750
BMO Mortgage Trust Series 2024-C9,
0.86%, 07/15/2057(2)(4)
558,001
4,200,000
BOCA Commercial Mortgage Trust Series
2025-BOCA, 5.58%, 12/15/2042, 1 mo.
USD Term SOFR + 1.90%(1)(2)
4,207,771
2,485,000
BOS Trust Series 2026-LYRK, 5.46%,
05/11/2041(1)(2)
2,439,146
BPR Trust
870,000
Series 2024-PMDW, 5.85%,
11/05/2041(1)(2)
875,093
3,055,000
Series 2023-BRK2, 7.62%,
10/05/2038(1)(2)
3,116,236
BX Commercial Mortgage Trust
10,320,212
Series 2026-ALOHA, 5.23%, 04/15/2043,
1 mo. USD Term SOFR + 1.55%(1)(2)
10,333,975
2,710,000
Series 2026-CSMO, 5.38%, 02/15/2043,
1 mo. USD Term SOFR + 1.70%(1)(2)
2,728,805
BX Trust
1,295,000
Series 2026-CART, 5.03%, 02/15/2036,
1 mo. USD Term SOFR + 1.35%(1)(2)
1,293,380
2,915,000
Series 2026-CLS, 5.08%, 05/15/2043,
1 mo. USD Term SOFR + 1.40%(1)(2)
2,920,469
970,719
Series 2026-CIP, 5.13%, 05/15/2038,
1 mo. USD Term SOFR + 1.45%(1)(2)
972,539
955,000
Series 2026-RISE, 5.13%, 04/15/2041,
1 mo. USD Term SOFR + 1.45%(1)(2)
956,493
1,430,000
Series 2025-ARIA, 5.18%,
12/13/2042(1)(2)
1,413,492
1,000,000
Series 2026-ORBT, 5.23%, 07/15/2043,
1 mo. USD Term SOFR + 1.55%(1)(2)
1,002,487
728,039
Series 2026-CIP, 5.33%, 05/15/2038,
1 mo. USD Term SOFR + 1.65%(1)(2)
729,859
1,670,000
Series 2025-GW, 5.53%, 07/15/2042,
1 mo. USD Term SOFR + 1.85%(1)(2)
1,675,738
BXMT Ltd.
1,205,000
Series 2026-FL6, 5.12%, 08/19/2043,
1 mo. USD Term SOFR + 1.45%(1)(2)
1,205,319
835,000
Series 2026-FL6, 5.42%, 08/19/2043,
1 mo. USD Term SOFR + 1.75%(1)(2)
836,616
5,032,000
CD Mortgage Trust Series 2017-CD3,
3.63%, 02/10/2050
4,938,700
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 22.8% -
(continued)
Commercial Mortgage-Backed Securities - 7.1% - (continued)
$  766,000
Citigroup Commercial Mortgage Trust
Series 2016-C3, 3.96%, 11/15/2049(2)
$676,214
Commercial Mortgage Trust
389,000
Series 2022-HC, 2.82%, 01/10/2039(1)
380,787
395,000
Series 2022-HC, 3.90%, 01/10/2039(1)(2)
374,794
1,206,000
Series 2024-CBM, 6.51%,
12/10/2041(1)(2)
1,219,961
2,794,071
DBJPM Mortgage Trust Series 2020-C9,
1.58%, 09/15/2053(2)(4)
109,329
DC Trust
645,000
Series 2024-HLTN, 5.73%,
04/13/2040(1)(2)
643,838
320,000
Series 2024-HLTN, 7.04%,
04/13/2040(1)(2)
316,243
Extended Stay America Trust
5,377,923
Series 2026-ESH2, 5.08%, 02/15/2043,
1 mo. USD Term SOFR + 1.40%(1)(2)
5,391,368
447,857
Series 2025-ESH, 5.28%, 10/15/2042,
1 mo. USD Term SOFR + 1.60%(1)(2)
448,977
983,766
Series 2026-ESH2, 6.58%, 02/15/2043,
1 mo. USD Term SOFR + 2.90%(1)(2)
990,530
FS Commercial Mortgage Trust
575,000
Series 2026-PALM, 5.35%, 07/15/2041,
1 mo. USD Term SOFR + 1.70%(1)(2)
575,719
4,350,000
Series 2023-4SZN, 7.54%,
11/10/2039(1)(2)
4,367,978
3,290,000
GS Mortgage Securities Corp. II Series
2024-70P, 5.70%, 03/10/2041(1)(2)
3,260,878
GS Mortgage Securities Trust
6,106,445
Series 2020-GC45, 0.61%,
02/13/2053(2)(4)
103,219
95,446
Series 2016-GS2, 3.05%, 05/10/2049
95,317
2,440,000
Series 2017-GS7, 3.43%, 08/10/2050
2,408,534
710,000
GS REFT Issuer Ltd. Series 2026-FL1,
5.32%, 10/19/2043, 1 mo. USD Term
SOFR + 1.65%(1)(2)
710,666
616,039
HIH Trust Series 2024-61P, 6.02%,
10/15/2041, 1 mo. USD Term SOFR +
2.34%(1)(2)
617,579
HTL Commercial Mortgage Trust
910,000
Series 2024-T53, 6.56%, 05/10/2039(1)(2)
914,204
500,000
Series 2024-T53, 7.09%, 05/10/2039(1)(2)
502,831
INT Commercial Mortgage Trust
1,050,000
Series 2025-PLAZA, 4.88%,
11/05/2037(1)(2)
1,037,244
200,000
Series 2025-PLAZA, 5.17%,
11/05/2037(1)(2)
197,734
JP Morgan Chase Commercial Mortgage
Securities Trust
415,000
Series 2020-NNN, 2.81%, 01/16/2037(1)
373,500
300,000
Series 2024-OMNI, 5.80%,
10/05/2039(1)(2)
299,916
270,000
JW Commercial Mortgage Trust Series
2026-MRCO, 5.38%, 06/15/2039, 1 mo.
USD Term SOFR + 1.70%(1)(2)
270,844
4,705,000
KRE Commercial Mortgage Trust Series
2026-ICNA, 5.53%, 05/15/2043, 1 mo.
USD Term SOFR + 1.85%(1)(2)
4,710,815
1,100,000
KSL Commercial Mortgage Trust Series
2026-HT3, 5.48%, 06/15/2043, 1 mo.
USD Term SOFR +1.80%(1)(2)
1,102,048
1,430,000
LBTY Commercial Mortgage Trust Series
2026-225L, 4.88%, 02/10/2043(1)(2)
1,394,367
The accompanying notes are an integral part of these financial statements.
 
71
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 22.8% -
(continued)
Commercial Mortgage-Backed Securities - 7.1% - (continued)
$  2,675,000
LEX Trust Series 2026-450, 5.38%,
03/15/2043, 1 mo. USD Term SOFR +
1.70%(1)(2)
$2,681,688
2,740,000
MAD Commercial Mortgage Trust Series
2025-11MD, 5.10%, 10/15/2042(1)(2)
2,706,737
1,300,000
MF1 Ltd. Series 2022-FL8, 5.42%,
02/19/2037, 1 mo. USD Term SOFR +
1.75%(1)(2)
1,298,840
Morgan Stanley Capital I Trust
3,079,847
Series 2017-H1, 1.25%, 06/15/2050(2)(4)
18,557
2,460,000
Series 2014-150E, 3.91%, 09/09/2032(1)
2,327,517
1,350,000
Series 2021-230P, 5.24%, 12/15/2038,
1 mo. USD Term SOFR + 1.56%(1)(2)
1,240,076
1,924,351
MSWF Commercial Mortgage Trust Series
2023-2, 0.92%, 12/15/2056(2)(4)
97,605
MTN Commercial Mortgage Trust
445,000
Series 2026-LPFX, 5.28%,
05/15/2043(1)(2)
438,505
300,000
Series 2026-LPFX, 5.57%,
05/15/2043(1)(2)
297,472
839,000
Natixis Commercial Mortgage Securities
Trust Series 2018-SOX, 4.77%,
06/17/2038(1)(2)
811,467
340,000
NRTH Commercial Mortgage Trust Series
2025-PARK, 5.32%, 10/15/2040, 1 mo.
USD Term SOFR + 1.64%(1)(2)
340,850
NYC Commercial Mortgage Trust
610,000
Series 2026-1PARK, 4.96%, 02/15/2043,
1 mo. USD Term SOFR + 1.25%(1)(2)
610,000
2,455,000
Series 2025-300P, 5.18%,
07/13/2042(1)(2)
2,417,807
260,000
Series 2026-1PARK, 5.21%, 02/15/2043,
1 mo. USD Term SOFR + 1.50%(1)(2)
259,473
3,560,000
Series 2025-3BP, 5.37%, 02/15/2042,
1 mo. USD Term SOFR + 1.69%(1)(2)
3,562,225
3,165,000
RFR Trust Series 2025-SGRM, 5.67%,
03/11/2041(1)(2)
3,160,512
2,770,000
SCG Commercial Mortgage Trust Series
2026-MFP2, 5.20%, 08/15/2041, 1 mo.
USD Term SOFR + 1.50%(1)(2)
2,770,000
1,920,000
SHOPS Commercial Mortgage Trust Series
2026-CSTL, 4.81%, 05/05/2039(1)(2)
1,892,124
5,550,000
SHR Trust Series 2024-LXRY, 6.13%,
10/15/2041, 1 mo. USD Term SOFR +
2.45%(1)(2)
5,560,393
975,000
SPGN Trust Series 2026-TFLM, 5.08%,
02/15/2041, 1 mo. USD Term SOFR +
1.40%(1)(2)
970,732
630,000
TEXAS Commercial Mortgage Trust Series
2025-TWR, 5.27%, 04/15/2042, 1 mo.
USD Term SOFR + 1.59%(1)(2)
630,000
Wells Fargo Commercial Mortgage Trust
13,116,708
Series 2024-C63, 1.00%, 08/15/2057(2)(4)
851,219
525,000
Series 2026-1250B, 4.97%,
03/10/2041(1)(2)
516,025
Wells Fargo NA
11,186,018
Series 2022-BNK39, 0.41%,
02/15/2055(2)(4)
217,361
5,591,559
Series 2019-BN22, 0.58%,
11/15/2062(2)(4)
91,736
13,679,916
Series 2019-BN24, 0.63%,
11/15/2062(2)(4)
254,936
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 22.8% -
(continued)
Commercial Mortgage-Backed Securities - 7.1% - (continued)
$  14,788,037
Series 2018-BN10, 0.68%,
02/15/2061(2)(4)
$112,428
5,591,564
Series 2017-BNK8, 0.70%,
11/15/2050(2)(4)
29,022
2,861,226
Series 2017-BNK9, 0.70%,
11/15/2054(2)(4)
19,680
9,812,258
Series 2024-BNK47, 0.82%,
06/15/2057(2)(4)
491,374
10,351,806
Series 2020-BN25, 0.87%,
01/15/2063(2)(4)
242,891
3,307,002
Series 2019-BN18, 0.88%,
05/15/2062(2)(4)
70,412
2,540,548
Series 2023-5YR4, 1.00%,
12/15/2056(2)(4)
46,584
7,972,815
Series 2023-BNK45, 1.07%,
02/15/2056(2)(4)
403,628
12,119,040
Series 2024-BNK48, 1.14%,
10/15/2057(2)(4)
893,538
6,998,825
Series 2020-BN28, 1.76%,
03/15/2063(2)(4)
403,825
1,790,000
Series 2017-BNK7, 3.44%, 09/15/2060
1,763,116
1,440,000
Series 2019-BN18, 3.58%, 05/15/2062
1,374,869
2,994,000
Series 2026-5YR20, 5.54%, 02/15/2059
2,971,346
2,140,000
WHARF Commercial Mortgage Trust Series
2025-DC, 5.35%, 07/15/2040(1)(2)
2,152,475
 
156,191,961
Other Asset-Backed Securities - 4.7%
27,803
AASET Trust Series 2020-1A, 3.35%,
01/16/2040(1)
27,644
1,405,000
AMSR Trust Series 2024-SFR2, 4.15%,
11/17/2041(1)
1,359,382
505,000
Amur Equipment Finance Receivables
XIII LLC Series 2024-1A, 5.37%,
01/21/2031(1)
509,227
2,795,000
Ares XLIII CLO Ltd. Series 2017-43A,
5.45%, 01/15/2038, 3 mo. USD Term
SOFR + 1.70%(1)(2)
2,798,636
957,811
Auxilior Term Funding LLC Series 2024-1A,
5.49%, 07/15/2031(1)
965,258
Bain Capital Credit CLO Ltd.
1,875,000
Series 2020-2A, 5.13%, 07/19/2034,
3 mo. USD Term SOFR + 1.40%(1)(2)
1,873,562
2,235,000
Series 2022-5A, 5.53%, 01/24/2037,
3 mo. USD Term SOFR + 1.75%(1)(2)
2,235,451
1,300,000
Benefit Street Partners CLO XXXI Ltd.
Series 2023-31A, 5.56%, 04/25/2038,
3 mo. USD Term SOFR + 1.75%(1)(2)
1,303,124
400,000
Blue Owl Asset Leasing Trust LLC Series
2024-1A, 5.41%, 03/15/2030(1)
401,862
CF Hippolyta Issuer LLC
247,106
Series 2021-1A, 1.53%, 03/15/2061(1)
193,091
580,358
Series 2020-1, 1.69%, 07/15/2060(1)
478,040
193,202
Series 2021-1A, 1.98%, 03/15/2061(1)
113,682
804,543
Series 2020-1, 1.99%, 07/15/2060(1)
661,744
372,913
Series 2022-1A, 5.97%, 08/15/2062(1)
370,341
Commercial Equipment Finance LLC
2,263,213
Series 2025-1A, 4.83%, 05/15/2031(1)
2,258,322
354,529
Series 2024-1A, 5.97%, 07/16/2029(1)
355,747
5,110,000
CTM CLO Ltd. Series 2025-1A, 5.25%,
07/15/2038, 3 mo. USD Term SOFR +
1.50%(1)(2)
5,125,892
3,628,397
Domino's Pizza Master Issuer LLC Series
2021-1A, 3.15%, 04/25/2051(1)
3,302,098
The accompanying notes are an integral part of these financial statements.
 
72
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 22.8% -
(continued)
Other Asset-Backed Securities - 4.7% - (continued)
$  4,000,000
Elmwood CLO I Ltd. Series 2019-1A,
5.33%, 04/20/2037, 3 mo. USD Term
SOFR + 1.60%(1)(2)
$4,001,176
FirstKey Homes Trust
1,707,551
Series 2021-SFR2, 1.38%, 09/17/2038(1)
1,699,760
1,425,246
Series 2021-SFR3, 2.14%, 12/17/2038(1)
1,410,689
641,940
Series 2022-SFR1, 4.15%, 05/19/2039(1)
638,164
450,000
GreatAmerica Leasing Receivables
Funding LLC Series 2024-1, 5.18%,
12/16/2030(1)
452,845
GreenSky Home Improvement Issuer Trust
260,000
Series 2025-2A, 5.02%, 06/25/2060(1)
260,134
734,049
Series 2025-2A, 5.07%, 06/25/2060(1)
730,313
2,445,000
Home Re Ltd. Series 2026-1, 5.77%,
01/25/2036, 30 day USD SOFR Average
+ 2.15%(1)(2)
2,450,719
2,134,650
Jersey Mike's Funding LLC Series 2026-1A,
4.95%, 02/15/2056(1)
2,089,748
1,890,000
Magnetite XXXI Ltd. Series 2021-31A,
5.30%, 07/15/2034, 3 mo. USD Term
SOFR + 1.55%(1)(2)
1,882,729
2,746,357
MAPS Trust Series 2026-1A, 5.20%,
01/15/2051(1)
2,691,667
NMEF Funding LLC
304,677
Series 2025-B, 4.64%, 01/18/2033(1)
304,849
1,595,000
Series 2025-B, 4.73%, 01/18/2033(1)
1,591,544
650,000
Palmer Square Loan Funding Ltd. Series
2024-3A, 5.10%, 08/08/2032, 3 mo. USD
Term SOFR + 1.45%(1)(2)
649,693
Progress Residential Trust
2,696,282
Series 2025-SFR1, 3.40%, 02/17/2042(1)
2,545,873
2,320,000
Series 2026-SFR1, 4.00%, 02/17/2043(1)
2,163,446
1,712,973
Series 2022-SFR4, 4.44%, 05/17/2041(1)
1,680,233
422,910
Series 2022-SFR5, 4.45%, 06/17/2039(1)
420,858
735,519
Series 2022-SFR7, 4.75%, 10/27/2039(1)
733,153
3,875,000
Rad CLO 12 Ltd. Series 2021-12A, 5.16%,
07/30/2040, 3 mo. USD Term SOFR +
1.32%(1)(2)
3,877,364
Retained Vantage Data Centers Issuer LLC
2,350,000
Series 2024-1A, 4.99%, 09/15/2049(1)
2,297,778
2,610,000
Series 2023-1A, 5.00%, 09/15/2048(1)
2,576,903
2,950,000
RR 23 Ltd. Series 2022-23A, 5.40%,
07/15/2037, 3 mo. USD Term SOFR +
1.65%(1)(2)
2,954,089
1,185,000
RR 26 Ltd. Series 2023-26A, 5.25%,
04/15/2038, 3 mo. USD Term SOFR +
1.50%(1)(2)
1,185,984
Stack Infrastructure Issuer LLC
1,480,000
Series 2023-2A, 5.90%, 07/25/2048(1)
1,480,328
855,000
Series 2024-1A, 5.90%, 03/25/2049(1)
858,233
1,100,267
Stream Innovations Issuer Trust Series
2025-1A, 5.05%, 09/15/2045(1)
1,090,111
751,967
Sunnova Hestia II Issuer LLC Series
2024-GRID1, 5.63%, 07/20/2051(1)
687,727
1,135,000
Symphony CLO 52 Ltd. Series 2025-52A,
5.52%, 01/20/2036, 3 mo. USD Term
SOFR + 1.85%(1)(2)
1,135,188
Taco Bell Funding LLC
1,675,162
Series 2021-1A, 2.54%, 08/25/2051(1)
1,455,278
1,733,550
Series 2018-1A, 4.94%, 11/25/2048(1)
1,724,052
1,445,000
Texas Debt Capital CLO Ltd. Series
2023-1A, 5.38%, 07/20/2038, 3 mo. USD
Term SOFR + 1.65%(1)(2)
1,450,375
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 22.8% -
(continued)
Other Asset-Backed Securities - 4.7% - (continued)
Tricon Residential Trust
$  2,047,153
Series 2024-SFR4, 4.30%, 11/17/2041(1)
$1,991,229
636,285
Series 2024-SFR2, 4.75%, 06/17/2040(1)
631,064
2,014,962
Series 2025-SFR1, 4.78%, 03/17/2042,
1 mo. USD Term SOFR + 1.10%(1)(2)
2,009,925
2,820,108
Series 2026-SFR1, 4.78%, 02/17/2043,
1 mo. USD Term SOFR + 1.10%(1)(2)
2,814,820
764,908
Series 2026-SFR1, 5.03%, 02/17/2043,
1 mo. USD Term SOFR + 1.35%(1)(2)
764,561
2,020,000
Vantage Data Centers Issuer LLC Series
2024-1A, 5.10%, 09/15/2054(1)
1,978,548
1,890,000
Vantage Data Centers LLC Series 2020-2A,
1.99%, 09/15/2045(1)
1,813,636
1,865,000
VB-S1 Issuer LLC Series 2024-1A, 5.59%,
05/15/2054(1)
1,873,488
Wendy's Funding LLC
2,049,833
Series 2021-1A, 2.37%, 06/15/2051(1)
1,891,943
3,157,768
Series 2021-1A, 2.78%, 06/15/2051(1)
2,765,171
1,039,973
Series 2018-1A, 3.88%, 03/15/2048(1)
1,017,250
2,601,600
Series 2022-1A, 4.24%, 03/15/2052(1)
2,520,735
743,789
Series 2022-1A, 4.54%, 03/15/2052(1)
700,586
Wingstop Funding LLC
2,758,000
Series 2020-1A, 2.84%, 12/05/2050(1)
2,677,595
960,000
Series 2024-1A, 5.86%, 12/05/2054(1)
970,831
2,660,000
Zayo Issuer LLC Series 2025-1A, 5.65%,
03/20/2055(1)
2,660,473
 
104,585,961
Whole Loan Collateral CMO - 8.2%
243,749
A&D Mortgage Trust Series 2026-NQM1,
5.11%, 02/25/2071(1)(3)
240,157
Angel Oak Mortgage Trust
305,481
Series 2021-1, 0.91%, 01/25/2066(1)(2)
268,496
781,637
Series 2021-5, 0.95%, 07/25/2066(1)(2)
667,617
119,588
Series 2020-R1, 0.99%, 04/25/2053(1)(2)
115,551
316,415
Series 2021-2, 0.99%, 04/25/2066(1)(2)
273,432
1,980,763
Series 2021-3, 1.07%, 05/25/2066(1)(2)
1,705,546
338,801
Series 2021-4, 1.24%, 01/20/2065(1)(2)
285,304
1,635,951
Series 2021-6, 1.46%, 09/25/2066(1)(2)
1,374,829
608,371
Series 2021-8, 1.82%, 11/25/2066(1)(2)
542,165
Aspire Mortgage Trust
4,550,000
Series 2026-4, 5.72%, 07/26/2066(1)(2)
4,555,218
682,000
Series 2026-4, 5.88%, 07/26/2066(1)(3)
682,782
880,000
Series 2026-4, 5.98%, 07/26/2066(1)(3)
880,987
BINOM Mortgage Loan Trust
1,920,137
Series 2026-NQM1, 5.06%,
02/25/2066(1)(2)
1,897,427
370,947
Series 2026-NQM1, 5.31%,
02/25/2066(1)(3)
366,780
287,972
Series 2026-NQM1, 5.47%,
02/25/2066(1)(3)
284,877
BINOM Securitization Trust
360,882
Series 2021-INV1, 2.03%,
06/25/2056(1)(2)
328,862
2,020,343
Series 2022-INV1, 4.44%,
08/25/2057(1)(2)
1,936,415
BRAVO Residential Funding Trust
140,726
Series 2021-NQM1, 0.94%,
02/25/2049(1)(2)
131,105
237,353
Series 2026-NQM1, 5.10%,
12/25/2065(1)(3)
234,718
1,678,886
CHNGE Mortgage Trust Series 2022-2,
4.76%, 03/25/2067(1)(2)
1,627,886
The accompanying notes are an integral part of these financial statements.
 
73
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 22.8% -
(continued)
Whole Loan Collateral CMO - 8.2% - (continued)
COLT Mortgage Loan Trust
$  140,297
Series 2021-2R, 0.80%, 07/27/2054(1)
$124,944
493,050
Series 2021-1, 0.91%, 06/25/2066(1)(2)
426,083
3,465,238
Series 2021-3, 0.96%, 09/27/2066(1)(2)
2,868,592
644,014
Series 2021-2, 1.34%, 08/25/2066(1)(2)
551,525
2,871,306
Series 2021-4, 1.40%, 10/25/2066(1)(2)
2,418,929
1,602,923
Series 2022-1, 2.28%, 12/27/2066(1)(2)
1,493,863
1,732,905
Series 2026-1, 4.76%, 02/25/2071(1)(2)
1,707,234
443,707
Series 2026-1, 4.96%, 02/25/2071(1)(3)
438,597
494,417
Series 2026-1, 5.11%, 02/25/2071(1)(3)
487,003
CSMC Trust
342,439
Series 2021-AFC1, 0.83%,
03/25/2056(1)(2)
281,697
531,565
Series 2021-NQM5, 0.94%,
05/25/2066(1)(2)
433,073
804,308
Series 2021-NQM4, 1.10%,
05/25/2066(1)(2)
696,052
682,761
Series 2021-NQM8, 2.84%,
10/25/2066(1)(2)
605,101
2,062,095
Series 2022-NQM1, 3.27%,
11/25/2066(1)(2)
1,848,866
353,463
Series 2021-RPL4, 4.14%,
12/27/2060(1)(2)
347,344
200,587
Deephaven Residential Mortgage Trust
Series 2021-2, 0.90%, 04/25/2066(1)(2)
178,560
Ellington Financial Mortgage Trust
83,036
Series 2021-1, 0.80%, 02/25/2066(1)(2)
71,169
235,069
Series 2021-2, 0.93%, 06/25/2066(1)(2)
198,203
1,858,905
Series 2022-1, 2.21%, 01/25/2067(1)(2)
1,626,000
1,322,312
Series 2025-INV5, 5.38%,
12/25/2070(1)(3)
1,308,469
Federal Home Loan Mortgage Corp.
Seasoned Credit Risk Transfer Trust
512,556
Series 2020-1, 2.50%, 08/25/2059
423,051
193,504
Series 2018-3, 3.50%, 08/25/2057(2)
185,977
418,552
Series 2018-2, 3.50%, 11/25/2057
394,140
1,126,560
Series 2019-1, 3.50%, 07/25/2058
1,047,836
224,913
Series 2019-2, 3.50%, 08/25/2058
207,806
176,295
Series 2019-2, 3.50%, 08/26/2058
167,381
1,508,528
Series 2019-3, 3.50%, 10/25/2058
1,375,599
Federal National Mortgage Association
Connecticut Avenue Securities Trust
3,700,000
Series 2026-R01, 4.97%, 01/25/2046, 30
day USD SOFR Average + 1.35%(1)(2)
3,691,618
1,940,000
Series 2026-R03, 5.17%, 04/25/2046, 30
day USD SOFR Average + 1.55%(1)(2)
1,950,690
430,000
Series 2024-R01, 5.42%, 01/25/2044, 30
day USD SOFR Average + 1.80%(1)(2)
433,189
43,646
Series 2018-C02, 5.93%, 08/25/2030, 30
day USD SOFR Average + 2.31%(2)
44,189
555,800
Series 2021-R01, 6.72%, 10/25/2041, 30
day USD SOFR Average + 3.10%(1)(2)
558,397
1,309,000
Series 2022-R01, 6.77%, 12/25/2041, 30
day USD SOFR Average + 3.15%(1)(2)
1,314,733
3,885,000
Series 2022-R02, 8.12%, 01/25/2042, 30
day USD SOFR Average + 4.50%(1)(2)
3,950,070
1,395,000
Series 2022-R04, 8.87%, 03/25/2042, 30
day USD SOFR Average + 5.25%(1)(2)
1,432,059
1,545,000
Series 2022-R03, 9.87%, 03/25/2042, 30
day USD SOFR Average + 6.25%(1)(2)
1,595,213
3,000,000
Series 2022-R02, 11.27%, 01/25/2042,
30 day USD SOFR Average +
7.65%(1)(2)
3,087,871
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 22.8% -
(continued)
Whole Loan Collateral CMO - 8.2% - (continued)
$  1,570,000
Series 2022-R04, 13.12%, 03/25/2042,
30 day USD SOFR Average +
9.50%(1)(2)
$1,649,599
GCAT Trust
380,808
Series 2021-NQM1, 0.87%,
01/25/2066(1)(2)
329,588
588,091
Series 2021-NQM3, 1.09%,
05/25/2066(1)(2)
512,720
961,497
Series 2021-NQM4, 1.09%,
08/25/2066(1)(2)
804,484
380,193
Series 2021-NQM7, 1.92%,
08/25/2066(1)(2)
352,611
6,169,863
Series 2026-NQM1, 5.19%,
12/25/2070(1)(3)
6,076,386
GS Mortgage-Backed Securities Trust
1,243,797
Series 2026-NQM1, 4.87%,
03/25/2066(1)(2)
1,224,331
384,290
Series 2026-NQM1, 5.23%,
03/25/2066(1)(3)
379,241
Imperial Fund Mortgage Trust
492,063
Series 2021-NQM2, 1.07%,
09/25/2056(1)(2)
411,736
1,975,611
Series 2022-NQM2, 4.64%,
03/25/2067(1)(3)
1,871,383
738,826
JP Morgan Mortgage Trust Series
2026-LTV1, 5.42%, 09/25/2056(1)(2)
733,369
Legacy Mortgage Asset Trust
208,542
Series 2021-GS4, 5.65%,
11/25/2060(1)(3)
204,904
267,943
Series 2021-GS2, 5.75%,
04/25/2061(1)(3)
263,650
382,325
Series 2021-GS3, 5.75%,
07/25/2061(1)(3)
379,043
370,316
MetLife Securitization Trust Series 2018-1A,
3.75%, 03/25/2057(1)(2)
355,667
MFA Trust
26,290
Series 2020-NQM3, 1.01%,
01/26/2065(1)(2)
25,278
336,692
Series 2021-NQM2, 1.03%,
11/25/2064(1)(2)
297,138
Morgan Stanley Residential Mortgage Loan
Trust
3,881,325
Series 2025-SPL1, 4.25%,
02/25/2065(1)(2)
3,742,328
2,375,407
Series 2026-DSC1, 4.77%,
01/25/2071(1)(2)
2,331,904
341,618
Series 2026-NQM1, 5.03%,
12/25/2070(1)(3)
335,801
2,852,021
Series 2026-NQM4, 5.08%,
03/25/2071(1)(2)
2,819,314
1,073,460
Series 2026-DSC1, 5.17%,
01/25/2071(1)(3)
1,053,214
1,036,060
Series 2026-NQM4, 5.40%,
03/25/2071(1)(3)
1,026,905
5,274,175
Series 2026-DSC2, 5.44%,
04/27/2071(1)(2)
5,247,610
1,618,843
Series 2026-NQM4, 5.55%,
03/25/2071(1)(3)
1,604,561
2,312,299
Series 2026-DSC2, 5.69%,
04/27/2071(1)(3)
2,304,108
896,804
Series 2026-DSC2, 5.79%,
04/27/2071(1)(3)
893,628
The accompanying notes are an integral part of these financial statements.
 
74
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 22.8% -
(continued)
Whole Loan Collateral CMO - 8.2% - (continued)
New Residential Mortgage Loan Trust
$  234,369
Series 2021-NQ1R, 0.94%,
07/25/2055(1)(2)
$214,006
1,754,702
Series 2021-NQM3, 1.16%,
11/27/2056(1)(2)
1,540,586
267,106
Series 2018-RPL1, 3.50%,
12/25/2057(1)(2)
258,128
234,553
Series 2019-1A, 3.74%, 09/25/2057(1)(2)
216,763
176,579
Series 2017-3A, 4.00%, 04/25/2057(1)(2)
168,115
194,737
Series 2017-6A, 4.00%, 08/27/2057(1)(2)
185,827
69,219
Series 2018-4A, 4.59%, 01/25/2048,
1 mo. USD Term SOFR + 0.86%(1)(2)
68,424
1,773,585
Series 2025-NQM7, 5.01%,
10/26/2065(1)(2)
1,762,560
344,340
Series 2026-NQM1, 5.18%,
11/25/2065(1)(3)
339,309
2,102,291
Series 2025-NQM7, 5.37%,
10/26/2065(1)(3)
2,095,422
877,100
NMLT Trust Series 2021-INV1, 1.19%,
05/25/2056(1)(2)
759,180
OBX Trust
557,229
Series 2021-NQM1, 1.07%,
02/25/2066(1)(2)
490,997
1,267,684
Series 2026-NQM2, 4.82%,
12/01/2065(1)(2)
1,249,323
2,230,184
Series 2026-NQM2, 5.04%,
12/01/2065(1)(3)
2,211,717
1,511,830
Series 2026-NQM2, 5.14%,
12/01/2065(1)(3)
1,490,722
836,031
Series 2026-NQM6, 5.32%,
04/26/2066(1)(3)
830,848
1,594,224
Series 2026-NQM6, 5.42%,
04/26/2066(1)(3)
1,584,321
1,644,373
OLIT Trust Series 2025-HB2, 3.00%,
11/25/2038(1)(2)
1,553,652
2,570,017
PRET Trust Series 2026-RN1, 5.67%,
06/25/2066(1)(3)
2,565,720
Pretium Mortgage Credit Partners LLC
4,425,276
Series 2025-RPL6, 3.85%,
09/25/2069(1)(3)
4,305,522
3,729,491
Series 2025-RPL1, 4.00%,
07/25/2069(1)(3)
3,615,543
2,615,550
Series 2025-RPL3, 4.15%,
04/25/2065(1)(3)
2,533,704
1,440,000
Series 2026-RPL1, 4.15%,
01/25/2070(1)(3)
1,335,097
5,566,172
Series 2025-NPL11, 5.19%,
10/25/2055(1)(3)
5,569,275
2,191,496
Series 2025-NPL14, 5.27%,
12/25/2055(1)(3)
2,168,382
2,811,180
Series 2025-NPL7, 5.66%,
07/25/2055(1)(3)
2,783,304
2,585,337
Series 2025-NPL8, 5.73%,
08/25/2055(1)(3)
2,586,999
4,290,524
Series 2025-NPL6, 5.74%,
06/25/2055(1)(3)
4,293,429
3,065,000
Series 2026-RN3, 5.85%, 08/25/2056(1)(3)
3,070,687
685,000
Series 2026-NPL3, 6.22%,
02/25/2056(1)(3)
675,832
825,000
Series 2026-NPL2, 6.41%,
02/25/2056(1)(3)
818,129
495,000
Series 2026-NPL1, 6.54%,
01/25/2056(1)(3)
489,381
Shares or Principal Amount
Market Value†
ASSET-BACKED & COMMERCIAL MORTGAGE-BACKED SECURITIES - 22.8% -
(continued)
Whole Loan Collateral CMO - 8.2% - (continued)
$  1,725,000
Series 2025-NPL14, 6.78%,
12/25/2055(1)(3)
$1,725,483
PRPM LLC
3,642,980
Series 2025-RPL2, 3.75%,
04/25/2055(1)(3)
3,540,603
1,613,106
Series 2025-7, 5.50%, 08/25/2030(1)(3)
1,606,578
485,841
Series 2024-6, 5.70%, 11/25/2029(1)(3)
480,448
928,366
Series 2025-5, 5.73%, 07/25/2030(1)(3)
921,869
2,393,545
Series 2025-6, 5.77%, 08/25/2028(1)(3)
2,367,980
1,138,877
Series 2024-7, 5.87%, 11/25/2029(1)(3)
1,123,563
415,991
Series 2025-3, 6.26%, 05/25/2030(1)(3)
412,164
2,253,000
Series 2026-2, 6.47%, 02/25/2031(1)(3)
2,235,453
PRPM Trust
559,398
Series 2026-RCF1, 4.85%,
01/25/2056(1)(3)
551,165
545,000
Series 2026-R1, 5.00%, 01/25/2068(1)(2)
535,957
405,000
Series 2026-RCF1, 5.21%,
01/25/2056(1)(3)
399,055
108,587
RCO VIII Mortgage LLC Series 2025-3,
6.43%, 05/25/2030(1)(3)
107,421
68,869
Residential Mortgage Loan Trust Series
2021-1R, 0.86%, 01/25/2065(1)(2)
67,218
1,007,175
SG Residential Mortgage Trust Series
2021-1, 1.16%, 07/25/2061(1)(2)
825,736
Starwood Mortgage Residential Trust
74,317
Series 2021-2, 0.94%, 05/25/2065(1)(2)
70,956
689,901
Series 2021-3, 1.13%, 06/25/2056(1)(2)
590,509
1,015,731
Series 2021-6, 1.92%, 11/25/2066(1)(2)
887,498
Towd Point Mortgage Trust
462,871
Series 2019-4, 2.90%, 10/25/2059(1)(2)
442,183
1,818,340
Series 2021-R1, 2.92%, 11/30/2060(1)(2)
1,596,624
9,846
Series 2018-5, 3.25%, 07/25/2058(1)(2)
9,793
284,500
TRK Trust Series 2021-INV1, 1.15%,
07/25/2056(1)(2)
256,083
Verus Securitization Trust
172,313
Series 2021-R2, 0.92%, 02/25/2064(1)(2)
164,354
1,403,688
Series 2021-4, 0.94%, 07/25/2066(1)(2)
1,171,435
3,247,100
Series 2021-5, 1.01%, 09/25/2066(1)(2)
2,761,717
206,444
Series 2021-2, 1.03%, 02/25/2066(1)(2)
186,037
694,614
Series 2021-8, 2.82%, 11/25/2066(1)(2)
624,927
1,439,204
Series 2021-7, 2.83%, 10/25/2066(1)(3)
1,301,162
1,163,122
Series 2022-1, 3.72%, 01/25/2067(1)(3)
1,083,855
2,088,780
Series 2022-5, 4.80%, 04/25/2067(1)(3)
2,014,432
1,019,828
Series 2022-3, 5.13%, 02/25/2067(1)(3)
962,308
107,523
VOLT C LLC Series 2021-NPL9, 5.99%,
05/25/2051(1)(3)
105,826
32,115
VOLT CII LLC Series 2021-NP11, 5.87%,
08/25/2051(1)(3)
31,773
 
180,594,847
Total Asset-Backed & Commercial
Mortgage-Backed Securities
(cost $509,276,966)
$502,791,452
CONVERTIBLE BONDS - 0.1%
Commercial Banks - 0.0%
EUR 
1,200,000
Mitsubishi UFJ Investor Services & Banking
Luxembourg SA 6.70%, 12/15/2050, 3
mo. EURIBOR + 4.50%(2)
$965,414
Electrical Components & Equipment - 0.0%
100,000
Schneider Electric SE 1.25%, 09/23/2033(5)
130,243
The accompanying notes are an integral part of these financial statements.
 
75
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
CONVERTIBLE BONDS - 0.1% - (continued)
Home Builders - 0.0%
$  168,000
Meritage Homes Corp. 1.75%, 05/15/2028
$166,068
Real Estate - 0.1%
EUR 
   500,000
LEG Properties BV 1.00%, 09/04/2030(5)
551,297
500,000
Vonovia SE 0.00%, 05/20/2030(5)(6)
546,139
 
1,097,436
REITS - 0.0%
$ 331,000
Realty Income Corp. 3.50%, 01/15/2029(1)
342,916
Total Convertible Bonds
(cost $2,670,542)
$2,702,077
CORPORATE BONDS - 17.7%
Advertising - 0.0%
1,000,000
Outfront Media Capital LLC/Outfront Media
Capital Corp. 7.38%, 02/15/2031(1)
$1,034,493
Aerospace & Defense - 0.1%
Boeing Co.
292,000
2.95%, 02/01/2030
273,121
330,000
3.20%, 03/01/2029
317,317
20,000
3.50%, 03/01/2039
15,961
20,000
3.65%, 03/01/2047
13,929
85,000
3.85%, 11/01/2048
60,143
1,641,000
5.15%, 05/01/2030
1,649,174
10,000
5.88%, 02/15/2040
9,996
154,000
General Dynamics Corp. 4.25%, 04/01/2040
134,485
367,000
HEICO Corp. 4.95%, 08/01/2031
365,876
 
2,840,002
Agriculture - 0.3%
Altria Group, Inc.
63,000
4.00%, 02/04/2061
41,609
59,000
5.38%, 01/31/2044
52,982
26,700
BAT Capital Corp. 3.56%, 08/15/2027
26,438
EUR 
439,000
BAT International Finance PLC 4.13%,
04/12/2032(5)
509,803
235,000
Imperial Brands Finance Netherlands BV
5.25%, 02/15/2031(5)
285,107
$ 1,850,000
Imperial Brands Finance PLC 5.50%,
07/07/2036(1)
1,799,030
Philip Morris International, Inc.
75,000
1.75%, 11/01/2030
66,018
EUR 
265,000
3.25%, 06/06/2032
296,394
$ 976,000
4.38%, 11/01/2027
974,387
220,000
4.38%, 04/30/2030
216,148
40,000
4.38%, 11/15/2041
33,994
793,000
4.75%, 11/01/2031
787,119
1,075,000
5.13%, 02/15/2030
1,083,248
1,049,000
5.13%, 02/13/2031
1,057,860
25,000
6.38%, 05/16/2038
26,658
150,000
Turning Point Brands, Inc. 7.63%,
03/15/2032(1)
152,328
 
7,409,123
Airlines - 0.0%
350,000
American Airlines Pass-Through Trust
5.25%, 05/10/2040
339,331
Auto Manufacturers - 0.0%
EUR 
236,000
General Motors Financial Co., Inc. 3.10%,
08/04/2029(5)
268,312
Hyundai Capital America
$ 350,000
4.75%, 04/06/2029(1)
347,601
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 17.7% - (continued)
Auto Manufacturers - 0.0% - (continued)
$  55,000
4.75%, 06/18/2029(1)
$54,624
EUR 
   300,000
Volkswagen Financial Services AG 3.63%,
05/19/2029(5)
344,331
 
1,014,868
Auto Parts & Equipment - 0.2%
American Axle & Manufacturing, Inc.
$ 900,000
6.38%, 10/15/2032(1)
895,196
600,000
7.75%, 10/15/2033(1)
590,833
EUR 
1,130,000
Clarios Global LP/Clarios U.S. Finance Co.
4.75%, 06/15/2031(5)
1,302,520
Goodyear Tire & Rubber Co.
$ 100,000
6.63%, 07/15/2030
96,695
720,000
8.88%, 07/15/2032
738,981
EUR 
200,000
ZF Finance GmbH 2.25%, 05/03/2028(5)
223,694
 
3,847,919
Beverages - 0.2%
$ 177,000
Anheuser-Busch Cos. LLC/Anheuser-Busch
InBev Worldwide, Inc. 4.70%, 02/01/2036
168,365
780,000
Bacardi Ltd./Bacardi-Martini BV 5.40%,
06/15/2033(1)
766,743
Keurig Dr. Pepper, Inc.
1,092,000
2.25%, 03/15/2031
963,529
215,000
3.20%, 05/01/2030
201,231
995,000
4.05%, 04/15/2032
935,789
885,000
5.20%, 03/15/2031
886,113
638,000
5.30%, 03/15/2034
630,061
EUR 
148,000
Maple Parent Holdings Corp. 4.22%,
03/26/2032(5)
170,460
 
4,722,291
Chemicals - 0.3%
Bond U.S. Bidco 1, Inc./Bidco 2/Bidco
3/German Bidco 1 GmbH/German Bidco
2
210,000
6.50%, 06/15/2033(1)
243,037
$ 900,000
7.13%, 06/15/2033(1)
905,563
Celanese U.S. Holdings LLC
500,000
6.50%, 04/15/2030
506,145
75,000
7.00%, 02/15/2031
76,897
450,000
7.38%, 02/15/2034
462,890
175,000
Ecolab, Inc. 5.00%, 09/01/2035
171,433
EUR 
1,000,000
Itelyum Regeneration SpA 5.75%,
04/15/2030(5)
1,169,561
$ 215,000
OCP SA 6.74%, 04/22/2031, (6.74% fixed
rate until 04/22/2031; 5 yr. USD CMT +
2.75% thereafter)(1)(2)(7)
211,101
Olympus Water U.S. Holding Corp.
EUR 
150,000
3.88%, 10/01/2028(5)
171,690
$ 1,310,000
6.25%, 10/01/2029(1)
1,293,472
1,100,000
Tronox, Inc. 4.63%, 03/15/2029(1)
675,849
 
5,887,638
Commercial Banks - 2.4%
EUR 
200,000
AIB Group PLC 6.00%, 07/14/2031, (6.00%
fixed rate until 07/14/2031; 5 yr.
EURIBOR ICE Swap + 3.71%
thereafter)(2)(5)(7)
236,091
100,000
AL Sydbank 3.63%, 03/05/2030, (3.63%
fixed rate until 03/05/2029; 3 mo.
EURIBOR + 1.45% thereafter)(2)
115,196
200,000
Banco de Credito Social Cooperativo SA
4.25%, 10/13/2037, (4.25% fixed rate
until 07/13/2032; 1 yr. EURIBOR ICE
Swap + 1.75% thereafter)(2)(5)
226,100
The accompanying notes are an integral part of these financial statements.
 
76
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 17.7% - (continued)
Commercial Banks - 2.4% - (continued)
EUR  
   299,000
Bank of Cyprus PCL 3.88%, 05/20/2031,
(3.88% fixed rate until 05/20/2030; 3 mo.
EURIBOR + 1.00% thereafter)(2)(5)
$342,208
$ 1,710,000
Banque Federative du Credit Mutuel SA
5.15%, 07/09/2032, (5.15% fixed rate
until 07/09/2031; 6 mo. USD SOFR +
1.20% thereafter)(1)(2)
1,687,654
EUR 
   300,000
BAWAG Group AG 4.13%, 05/07/2035,
(4.13% fixed rate until 02/07/2030; 5 yr.
EURIBOR ICE Swap + 1.90%
thereafter)(2)(5)
342,507
BPCE SA
$ 250,000
5.42%, 01/13/2037, (5.42% fixed rate
until 01/13/2036; 6 mo. USD SOFR +
1.57% thereafter)(1)(2)
239,063
765,000
5.77%, 06/02/2037, (5.77% fixed rate
until 06/02/2036; 6 mo. USD SOFR +
1.63% thereafter)(1)(2)
750,475
CaixaBank SA
EUR 
   200,000
3.63%, 09/19/2032, (3.63% fixed rate
until 09/19/2031; 3 mo. EURIBOR +
1.30% thereafter)(2)(5)
229,305
$ 2,125,000
5.40%, 04/22/2037, (5.40% fixed rate
until 04/22/2036; 6 mo. USD SOFR +
1.53% thereafter)(1)(2)
2,061,843
269,000
Citigroup, Inc. 7.20%, 05/15/2029, (7.20%
fixed rate until 05/15/2029; 5 yr. USD
CMT + 2.91% thereafter)(2)(7)
274,183
EUR 
500,000
CrediaBank SA 9.38%, 01/13/2031, (9.38%
fixed rate until 01/13/2031; 5 yr.
EURIBOR ICE Swap + 7.28%
thereafter)(2)(5)(7)
623,249
200,000
Erste Group Bank AG 6.38%, 04/15/2032,
(6.38% fixed rate until 04/15/2032; 5 yr.
EURIBOR ICE Swap + 4.01%
thereafter)(2)(5)(7)
241,187
Goldman Sachs Group, Inc.
$ 891,000
1.99%, 01/27/2032, (1.99% fixed rate
until 01/27/2031; 6 mo. USD SOFR +
1.09% thereafter)(2)
776,709
211,000
2.62%, 04/22/2032, (2.62% fixed rate
until 04/22/2031; 6 mo. USD SOFR +
1.28% thereafter)(2)
187,602
100,000
4.02%, 10/31/2038, (4.02% fixed rate
until 10/31/2037; 3 mo. USD Term
SOFR + 1.63% thereafter)(2)
85,158
50,000
4.37%, 10/21/2031, (4.37% fixed rate
until 10/21/2030; 6 mo. USD SOFR +
1.06% thereafter)(2)
48,398
25,000
4.41%, 04/23/2039, (4.41% fixed rate
until 04/23/2038; 3 mo. USD Term
SOFR + 1.69% thereafter)(2)
21,938
995,000
4.97%, 06/03/2032, (4.97% fixed rate
until 06/03/2031; 6 mo. USD SOFR +
1.03% thereafter)(2)
981,517
317,000
5.02%, 10/23/2035, (5.02% fixed rate
until 10/23/2034; 6 mo. USD SOFR +
1.42% thereafter)(2)
305,031
655,000
5.05%, 07/23/2030, (5.05% fixed rate
until 07/23/2029; 6 mo. USD SOFR +
1.21% thereafter)(2)
656,201
5,610,000
5.09%, 04/20/2034, (5.09% fixed rate
until 04/20/2033; 6 mo. USD SOFR +
1.34% thereafter)(2)
5,491,545
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 17.7% - (continued)
Commercial Banks - 2.4% - (continued)
$  610,000
5.22%, 04/23/2031, (5.22% fixed rate
until 04/23/2030; 6 mo. USD SOFR +
1.58% thereafter)(2)
$610,997
910,000
5.24%, 07/21/2032, (5.24% fixed rate
until 07/21/2031; 6 mo. USD SOFR +
1.17% thereafter)(2)
908,210
80,000
5.43%, 06/03/2037, (5.43% fixed rate
until 06/03/2036; 6 mo. USD SOFR +
1.31% thereafter)(2)
78,154
950,000
5.66%, 07/21/2037, (5.66% fixed rate
until 07/21/2036; 6 mo. USD SOFR +
1.45% thereafter)(2)
945,674
41,000
6.13%, 02/15/2033
43,211
170,000
6.22%, 07/21/2057, (6.22% fixed rate
until 07/21/2056; 6 mo. USD SOFR +
1.82% thereafter)(2)
168,373
175,000
6.48%, 10/24/2029, (6.48% fixed rate
until 10/24/2028; 6 mo. USD SOFR +
1.77% thereafter)(2)
180,589
180,000
6.50%, 08/10/2031, (6.50% fixed rate
until 08/10/2031; 5 yr. USD CMT +
2.18% thereafter)(2)(7)
178,647
300,000
6.56%, 10/24/2034, (6.56% fixed rate
until 10/24/2033; 6 mo. USD SOFR +
1.95% thereafter)(2)
318,231
HSBC Holdings PLC
955,000
4.68%, 03/10/2032, (4.68% fixed rate
until 03/10/2031; 6 mo. USD SOFR +
1.21% thereafter)(2)
932,441
435,000
4.71%, 05/12/2030, (4.71% fixed rate
until 05/12/2029; 6 mo. USD SOFR +
0.94% thereafter)(2)
431,338
1,720,000
5.21%, 05/12/2034, (5.21% fixed rate
until 05/12/2033; 6 mo. USD SOFR +
1.32% thereafter)(2)
1,689,701
313,000
5.24%, 05/13/2031, (5.24% fixed rate
until 05/13/2030; 6 mo. USD SOFR +
1.57% thereafter)(2)
313,652
200,000
5.45%, 03/03/2036, (5.45% fixed rate
until 03/03/2035; 6 mo. USD SOFR +
1.56% thereafter)(2)
197,191
Intesa Sanpaolo SpA
200,000
5.00%, 06/29/2030, (5.00% fixed rate
until 06/29/2029; 1 yr. USD CMT +
0.80% thereafter)(1)(2)
199,107
435,000
5.20%, 06/29/2032, (5.20% fixed rate
until 06/29/2031; 1 yr. USD CMT +
0.95% thereafter)(1)(2)
430,125
415,000
6.01%, 06/29/2037, (6.01% fixed rate
until 06/29/2036; 1 yr. USD CMT +
1.50% thereafter)(1)(2)
407,258
EUR 
200,000
7.00%, 05/20/2032, (7.00% fixed rate
until 05/20/2032; 5 yr. EURIBOR ICE
Swap + 4.35% thereafter)(2)(5)(7)
250,231
JP Morgan Chase & Co.
$ 132,000
1.95%, 02/04/2032, (1.95% fixed rate
until 02/04/2031; 6 mo. USD SOFR +
1.07% thereafter)(2)
115,392
5,000
2.07%, 06/01/2029, (2.07% fixed rate
until 06/01/2028; 6 mo. USD SOFR +
1.02% thereafter)(2)
4,766
231,000
2.52%, 04/22/2031, (2.52% fixed rate
until 04/22/2030; 6 mo. USD SOFR +
2.04% thereafter)(2)
211,724
The accompanying notes are an integral part of these financial statements.
 
77
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 17.7% - (continued)
Commercial Banks - 2.4% - (continued)
$  848,000
2.55%, 11/08/2032, (2.55% fixed rate
until 11/08/2031; 6 mo. USD SOFR +
1.18% thereafter)(2)
$745,477
711,000
2.58%, 04/22/2032, (2.58% fixed rate
until 04/22/2031; 3 mo. USD Term
SOFR + 1.25% thereafter)(2)
635,103
282,000
2.96%, 01/25/2033, (2.96% fixed rate
until 01/25/2032; 6 mo. USD SOFR +
1.26% thereafter)(2)
252,093
1,419,000
3.70%, 05/06/2030, (3.70% fixed rate
until 05/06/2029; 3 mo. USD Term
SOFR + 1.42% thereafter)(2)
1,374,643
97,000
3.90%, 01/23/2049, (3.90% fixed rate
until 01/23/2048; 3 mo. USD Term
SOFR + 1.48% thereafter)(2)
72,003
758,000
4.01%, 04/23/2029, (4.01% fixed rate
until 04/23/2028; 3 mo. USD Term
SOFR + 1.38% thereafter)(2)
749,028
150,000
4.20%, 07/23/2029, (4.20% fixed rate
until 07/23/2028; 3 mo. USD Term
SOFR + 1.52% thereafter)(2)
148,422
85,000
4.35%, 01/22/2032, (4.35% fixed rate
until 01/22/2031; 6 mo. USD SOFR +
0.84% thereafter)(2)
82,391
100,000
4.49%, 03/24/2031, (4.49% fixed rate
until 03/24/2030; 3 mo. USD Term
SOFR + 3.79% thereafter)(2)
98,373
315,000
4.51%, 10/22/2028, (4.51% fixed rate
until 10/22/2027; 6 mo. USD SOFR +
0.86% thereafter)(2)
314,309
400,000
4.57%, 06/14/2030, (4.57% fixed rate
until 06/14/2029; 6 mo. USD SOFR +
1.75% thereafter)(2)
395,972
850,000
4.59%, 04/26/2033, (4.59% fixed rate
until 04/26/2032; 6 mo. USD SOFR +
1.80% thereafter)(2)
826,159
100,000
4.62%, 04/23/2032, (4.62% fixed rate
until 04/23/2031; 6 mo. USD SOFR +
0.99% thereafter)(2)
97,827
578,000
4.85%, 07/25/2028, (4.85% fixed rate
until 07/25/2027; 6 mo. USD SOFR +
1.99% thereafter)(2)
579,084
265,000
4.91%, 07/25/2033, (4.91% fixed rate
until 07/25/2032; 6 mo. USD SOFR +
2.08% thereafter)(2)
261,506
658,000
4.95%, 10/22/2035, (4.95% fixed rate
until 10/22/2034; 6 mo. USD SOFR +
1.34% thereafter)(2)
637,202
1,165,000
5.00%, 07/22/2030, (5.00% fixed rate
until 07/22/2029; 6 mo. USD SOFR +
1.13% thereafter)(2)
1,167,068
1,090,000
5.10%, 04/22/2031, (5.10% fixed rate
until 04/22/2030; 6 mo. USD SOFR +
1.44% thereafter)(2)
1,093,037
282,000
5.14%, 01/24/2031, (5.14% fixed rate
until 01/24/2030; 6 mo. USD SOFR +
1.01% thereafter)(2)
283,030
949,000
5.30%, 07/24/2029, (5.30% fixed rate
until 07/24/2028; 6 mo. USD SOFR +
1.45% thereafter)(2)
958,787
581,000
5.34%, 01/23/2035, (5.34% fixed rate
until 01/23/2034; 6 mo. USD SOFR +
1.62% thereafter)(2)
579,262
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 17.7% - (continued)
Commercial Banks - 2.4% - (continued)
$  150,000
5.35%, 06/01/2034, (5.35% fixed rate
until 06/01/2033; 6 mo. USD SOFR +
1.85% thereafter)(2)
$150,219
150,000
5.50%, 01/24/2036, (5.50% fixed rate
until 01/24/2035; 6 mo. USD SOFR +
1.32% thereafter)(2)
150,214
390,000
5.58%, 07/23/2036, (5.58% fixed rate
until 07/23/2035; 6 mo. USD SOFR +
1.64% thereafter)(2)
386,343
1,075,000
5.58%, 04/22/2030, (5.58% fixed rate
until 04/22/2029; 6 mo. USD SOFR +
1.16% thereafter)(2)
1,092,920
75,000
5.77%, 04/22/2035, (5.77% fixed rate
until 04/22/2034; 6 mo. USD SOFR +
1.49% thereafter)(2)
76,624
GBP 
   850,000
Metro Bank Holdings PLC 12.00%,
04/30/2029, (12.00% fixed rate until
04/30/2028; 1 yr. U.K. Government Bond
+ 7.81% thereafter)(2)(5)
1,252,221
Morgan Stanley
$ 375,000
1.79%, 02/13/2032, (1.79% fixed rate
until 02/13/2031; 6 mo. USD SOFR +
1.03% thereafter)(2)
323,304
58,000
1.93%, 04/28/2032, (1.93% fixed rate
until 04/28/2031; 6 mo. USD SOFR +
1.02% thereafter)(2)
49,980
940,000
2.24%, 07/21/2032, (2.24% fixed rate
until 07/21/2031; 6 mo. USD SOFR +
1.18% thereafter)(2)
816,561
120,000
2.51%, 10/20/2032, (2.51% fixed rate
until 10/20/2031; 6 mo. USD SOFR +
1.20% thereafter)(2)
104,903
1,006,000
2.70%, 01/22/2031, (2.70% fixed rate
until 01/22/2030; 6 mo. USD SOFR +
1.14% thereafter)(2)
929,464
102,000
2.80%, 01/25/2052, (2.80% fixed rate
until 01/25/2051; 6 mo. USD SOFR +
1.43% thereafter)(2)
59,853
469,000
2.94%, 01/21/2033, (2.94% fixed rate
until 01/21/2032; 6 mo. USD SOFR +
1.29% thereafter)(2)
417,061
EUR 
242,000
3.49%, 06/11/2030, (3.49% fixed rate
until 06/11/2029; 3 mo. EURIBOR +
0.70% thereafter)(2)
277,746
$ 864,000
3.62%, 04/01/2031, (3.62% fixed rate
until 04/01/2030; 6 mo. USD SOFR +
3.12% thereafter)(2)
822,483
1,624,000
4.24%, 01/09/2030, (4.24% fixed rate
until 01/09/2029; 6 mo. USD SOFR +
0.80% thereafter)(2)
1,597,010
55,000
4.36%, 10/22/2031, (4.36% fixed rate
until 10/22/2030; 6 mo. USD SOFR +
1.07% thereafter)(2)
53,282
831,000
4.71%, 03/12/2032, (4.71% fixed rate
until 03/12/2031; 6 mo. USD SOFR +
1.20% thereafter)(2)
812,153
640,000
4.81%, 04/16/2032, (4.81% fixed rate
until 04/16/2031; 6 mo. USD SOFR +
1.18% thereafter)(2)
627,732
255,000
4.89%, 10/22/2036, (4.89% fixed rate
until 10/22/2035; 6 mo. USD SOFR +
1.31% thereafter)(2)
241,746
The accompanying notes are an integral part of these financial statements.
 
78
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 17.7% - (continued)
Commercial Banks - 2.4% - (continued)
$  131,000
5.17%, 01/16/2030, (5.17% fixed rate
until 01/16/2029; 6 mo. USD SOFR +
1.45% thereafter)(2)
$131,636
180,000
5.17%, 07/14/2032, (5.17% fixed rate
until 07/14/2031; 6 mo. USD SOFR +
1.16% thereafter)(2)
179,321
768,000
5.23%, 01/15/2031, (5.23% fixed rate
until 01/15/2030; 6 mo. USD SOFR +
1.11% thereafter)(2)
771,908
390,000
5.47%, 01/18/2035, (5.47% fixed rate
until 01/18/2034; 6 mo. USD SOFR +
1.73% thereafter)(2)
388,781
160,000
5.59%, 01/18/2036, (5.59% fixed rate
until 01/18/2035; 6 mo. USD SOFR +
1.42% thereafter)(2)
160,404
740,000
5.61%, 07/17/2037, (5.61% fixed rate
until 07/17/2036; 6 mo. USD SOFR +
1.43% thereafter)(2)
735,549
1,205,000
5.83%, 04/19/2035, (5.83% fixed rate
until 04/19/2034; 6 mo. USD SOFR +
1.58% thereafter)(2)
1,227,367
226,000
6.34%, 10/18/2033, (6.34% fixed rate
until 10/18/2032; 6 mo. USD SOFR +
2.56% thereafter)(2)
237,653
462,000
6.63%, 11/01/2034, (6.63% fixed rate
until 11/01/2033; 6 mo. USD SOFR +
2.05% thereafter)(2)
492,069
1,150,000
Morgan Stanley Private Bank NA 4.21%,
02/08/2030, (4.21% fixed rate until
02/08/2029; 6 mo. USD SOFR + 0.76%
thereafter)(2)
1,130,616
EUR 
218,000
Nykredit Realkredit AS 3.50%,
07/10/2031(5)
248,212
245,000
Piraeus Bank SA 5.00%, 04/16/2030,
(5.00% fixed rate until 04/16/2029; 1 yr.
EURIBOR ICE Swap + 2.25%
thereafter)(2)(5)
292,092
100,000
Societe Generale SA 7.88%, 01/18/2029,
(7.88% fixed rate until 01/18/2029; 5 yr.
EUR Swap + 5.23% thereafter)(2)(5)(7)
122,355
$ 225,000
Truist Financial Corp. 4.96%, 07/23/2030,
(4.96% fixed rate until 07/23/2029; 6 mo.
USD SOFR + 0.88% thereafter)(2)
224,661
EUR 
224,000
UniCredit SpA 3.10%, 06/10/2031, (3.10%
fixed rate until 06/10/2030; 3 mo.
EURIBOR + 0.95% thereafter)(2)(5)
253,605
 
52,726,996
Commercial Services - 0.2%
$ 1,100,000
Allied Universal Holdco LLC 7.88%,
02/15/2031(1)
1,142,077
EUR 
655,000
BCP V Modular Services Finance II PLC
4.75%, 11/30/2028(5)
706,563
Element Fleet Management Corp.
$ 1,565,000
4.64%, 11/24/2030(1)
1,533,009
55,000
4.80%, 05/29/2029(1)
54,663
78,000
Moody's Corp. 3.10%, 11/29/2061
43,816
25,000
Sunbelt Rentals Holdings, Inc. 4.95%,
08/12/2030(1)
24,798
 
3,504,926
Construction Materials - 0.1%
CP Atlas Buyer, Inc.
850,000
9.75%, 07/15/2030(1)(8)
765,509
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 17.7% - (continued)
Construction Materials - 0.1% - (continued)
$  264,047
12.75%, 01/15/2031(1)(9)
$180,212
800,000
JH North America Holdings, Inc. 6.13%,
07/31/2032(1)
800,624
 
1,746,345
Diversified Financial Services - 0.5%
250,000
Citadel Securities Global Holdings LLC
5.13%, 01/27/2032(1)
244,611
1,200,000
CrossCountry Intermediate HoldCo LLC
6.50%, 10/01/2030(1)
1,160,480
1,630,000
First Eagle Holdings, Inc. 7.25%,
08/15/2032(1)
1,649,030
Freedom Mortgage Holdings LLC
200,000
6.88%, 05/01/2031(1)
192,797
600,000
7.88%, 04/01/2033(1)
578,654
215,000
8.00%, 02/01/2032(1)
213,318
500,000
9.25%, 02/01/2029(1)
513,856
675,000
goeasy Ltd. 6.88%, 02/15/2031(1)
603,712
1,250,000
Stonebriar ABF Issuer LLC 7.00%,
08/15/2031(1)
1,250,944
Synchrony Financial
1,030,000
2.88%, 10/28/2031
901,495
1,330,000
4.95%, 02/25/2032, (4.95% fixed rate
until 02/25/2031; 6 mo. USD SOFR +
1.53% thereafter)(2)
1,288,200
1,349,000
5.45%, 03/06/2031, (5.45% fixed rate
until 03/06/2030; 6 mo. USD SOFR +
1.68% thereafter)(2)
1,344,077
335,000
5.45%, 10/15/2030, (5.45% fixed rate
until 10/15/2029; 6 mo. USD SOFR +
1.35% thereafter)(2)
335,445
 
10,276,619
Electric - 2.4%
247,000
AEP Texas, Inc. 2.10%, 07/01/2030
221,938
Alabama Power Co.
545,000
3.45%, 10/01/2049
366,451
273,000
4.15%, 08/15/2044
217,282
610,000
5.85%, 11/15/2033
630,335
300,000
Arizona Public Service Co. 2.20%,
12/15/2031
259,137
EUR 
305,000
Bulgarian Energy Holding EAD 2.45%,
07/22/2028(5)
338,103
CHPE LLC
$ 175,000
4.88%, 06/30/2031(1)
172,453
2,405,000
5.10%, 06/30/2033(1)
2,363,952
Clearway Energy Operating LLC
750,000
3.75%, 02/15/2031(1)
687,973
500,000
4.75%, 03/15/2028(1)
493,456
100,000
5.75%, 01/15/2034(1)
96,425
389,000
Cleco Corporate Holdings LLC 3.38%,
09/15/2029
365,499
Consolidated Edison Co. of New York, Inc.
395,000
3.20%, 12/01/2051
247,330
83,000
3.80%, 05/15/2028
81,955
80,000
3.95%, 03/01/2043
62,496
229,000
3.95%, 04/01/2050
168,291
160,000
4.00%, 11/15/2057
112,357
25,000
4.45%, 03/15/2044
20,651
10,000
4.63%, 12/01/2054
7,870
103,000
5.30%, 03/01/2035
102,475
5,000
5.70%, 06/15/2040
4,956
450,000
5.75%, 11/15/2055
421,663
1,325,000
5.88%, 06/15/2056
1,260,553
20,000
5.90%, 11/15/2053
19,140
The accompanying notes are an integral part of these financial statements.
 
79
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 17.7% - (continued)
Electric - 2.4% - (continued)
$  147,000
6.15%, 11/15/2052
$146,253
164,000
Dominion Energy, Inc. 6.88%, 02/01/2055,
(6.88% fixed rate until 11/03/2029; 5 yr.
USD CMT + 2.39% thereafter)(2)
167,708
Duke Energy Carolinas LLC
180,000
4.25%, 12/15/2041
151,216
590,000
5.15%, 06/15/2036
576,372
305,000
6.45%, 10/15/2032
325,420
Duke Energy Corp.
1,084,000
2.55%, 06/15/2031
968,796
380,000
3.30%, 06/15/2041
279,857
60,000
3.50%, 06/15/2051
38,770
EUR 
143,000
3.75%, 04/01/2031
164,393
$ 276,700
3.75%, 09/01/2046
197,999
210,000
4.80%, 12/15/2045
176,716
322,000
4.95%, 09/15/2035
308,542
110,000
5.00%, 08/15/2052
90,838
25,000
5.45%, 06/15/2034
25,087
52,000
6.10%, 09/15/2053
50,215
Duke Energy Florida LLC
760,000
1.75%, 06/15/2030
679,528
60,000
3.40%, 10/01/2046
41,619
245,000
4.85%, 12/01/2035
234,844
25,000
5.65%, 04/01/2040
24,768
Duke Energy Indiana LLC
75,000
2.75%, 04/01/2050
44,009
1,211,000
3.25%, 10/01/2049
783,398
2,000
5.25%, 03/01/2034
1,998
30,000
6.45%, 04/01/2039
32,219
Duke Energy Ohio, Inc.
15,000
3.70%, 06/15/2046
10,875
105,000
4.30%, 02/01/2049
81,103
5,000
5.30%, 06/15/2035
4,945
Duke Energy Progress LLC
341,000
3.70%, 10/15/2046
246,475
25,000
4.10%, 05/15/2042
20,208
7,000
4.10%, 03/15/2043
5,613
Edison International
1,295,000
4.80%, 03/15/2031
1,252,236
129,000
5.25%, 11/15/2028
129,048
479,000
5.25%, 03/15/2032
468,620
1,130,000
6.25%, 03/15/2030
1,156,326
EUR 
100,000
Engie SA 3.63%, 01/11/2030(5)
115,751
Eversource Energy
$ 1,097,000
4.45%, 12/15/2030
1,069,622
264,000
5.50%, 01/01/2034
264,229
175,000
5.85%, 04/15/2031
179,967
37,000
5.95%, 02/01/2029
37,949
Georgia Power Co.
100,000
3.70%, 01/30/2050
70,352
598,000
4.30%, 03/15/2042
499,679
222,000
4.75%, 09/01/2040
201,490
675,000
4.85%, 03/15/2031
672,577
EUR 
300,000
Iberdrola Finanzas SA 3.50%, 05/16/2035(5)
335,695
NextEra Energy Capital Holdings, Inc.
$ 20,000
2.44%, 01/15/2032
17,414
1,075,000
6.20%, 10/01/2056, (6.20% fixed rate
until 07/04/2036; 5 yr. USD CMT +
1.77% thereafter)(2)
1,050,488
2,305,000
6.63%, 10/01/2066, (6.63% fixed rate
until 07/04/2046; 5 yr. USD CMT +
1.69% thereafter)(2)
2,245,016
174,000
NSTAR Electric Co. 4.85%, 03/01/2030
173,952
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 17.7% - (continued)
Electric - 2.4% - (continued)
Pacific Gas & Electric Co.
$  505,500
2.50%, 02/01/2031
$450,976
611,000
3.30%, 08/01/2040
446,926
343,000
3.50%, 08/01/2050
219,433
14,000
4.50%, 07/01/2040
11,761
266,000
4.60%, 06/15/2043
214,500
880,000
4.75%, 02/15/2044
720,025
265,000
5.05%, 11/15/2031
262,222
315,000
5.05%, 10/15/2032
309,919
800,000
5.70%, 03/01/2035
795,672
1,809,000
5.80%, 05/15/2034
1,822,833
1,071,000
5.90%, 06/15/2032
1,097,474
210,000
5.90%, 10/01/2054
190,063
1,471,000
6.15%, 01/15/2033
1,517,965
105,000
6.15%, 03/01/2055
98,329
15,000
6.40%, 06/15/2033
15,688
507,000
6.75%, 01/15/2053
513,093
469,000
6.95%, 03/15/2034
504,605
PacifiCorp
141,000
3.30%, 03/15/2051
86,291
55,000
4.10%, 02/01/2042
42,844
65,000
5.10%, 04/15/2031
64,858
850,000
5.45%, 04/15/2033
849,928
25,000
5.50%, 05/15/2054
21,774
370,000
5.80%, 04/15/2036
371,083
10,000
6.10%, 08/01/2036
10,144
1,267,000
7.13%, 08/15/2056, (7.13% fixed rate
until 05/17/2031; 5 yr. USD CMT +
3.29% thereafter)(2)
1,247,414
Pinnacle West Capital Corp.
1,198,000
4.90%, 05/15/2028
1,201,596
1,192,000
5.15%, 05/15/2030
1,196,808
Public Service Co. of Oklahoma
173,000
2.20%, 08/15/2031
150,534
1,290,000
5.20%, 01/15/2035
1,257,469
9,000
5.45%, 01/15/2036
8,893
Southern California Edison Co.
5,000
2.50%, 06/01/2031
4,423
265,000
3.65%, 02/01/2050
175,290
85,000
3.90%, 03/15/2043
63,436
661,000
4.00%, 04/01/2047
471,970
488,000
4.05%, 03/15/2042
377,135
59,000
4.13%, 03/01/2048
42,664
120,000
4.50%, 09/01/2040
100,150
389,000
4.65%, 10/01/2043
316,165
115,000
4.88%, 03/01/2049
92,262
1,194,000
5.45%, 06/01/2052
1,028,502
739,000
5.50%, 03/15/2040
693,415
816,000
5.70%, 03/01/2053
723,892
5,000
5.75%, 04/01/2035
5,000
970,000
5.88%, 12/01/2053
884,681
306,000
5.90%, 03/01/2055
280,031
160,000
6.20%, 09/15/2055
152,133
225,000
Southern Co. 4.85%, 03/15/2035
215,140
695,000
Southern Power Co. 4.90%, 10/01/2035
660,804
Southwestern Electric Power Co.
440,000
5.20%, 04/01/2036
425,146
315,000
5.90%, 04/01/2056
295,233
1,340,000
Southwestern Public Service Co. 5.30%,
08/15/2036
1,304,219
Virginia Electric & Power Co.
1,018,000
2.95%, 11/15/2051
600,695
1,005,000
4.95%, 03/15/2036
956,079
70,000
6.35%, 11/30/2037
73,313
The accompanying notes are an integral part of these financial statements.
 
80
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 17.7% - (continued)
Electric - 2.4% - (continued)
$  187,000
8.88%, 11/15/2038
$237,367
1,250,000
WEC Energy Group, Inc. 4.75%, 01/15/2028
1,252,727
Xcel Energy, Inc.
150,000
1.75%, 03/15/2027
147,662
55,000
2.35%, 11/15/2031
47,978
640,000
4.75%, 03/21/2028
640,733
69,000
5.45%, 08/15/2033
69,204
360,000
5.60%, 04/15/2035
360,054
1,000,000
XPLR Infrastructure Operating Partners LP
7.25%, 01/15/2029(1)(8)
1,031,288
 
53,972,847
Electronics - 0.1%
Hubbell, Inc.
270,000
4.65%, 06/15/2031
266,209
955,000
4.90%, 06/15/2033
932,280
1,000,000
Ingram Micro, Inc. 4.75%, 05/15/2029(1)
973,061
EUR 
227,000
Tyco Electronics Group SA 3.25%,
01/31/2033
252,726
 
2,424,276
Energy-Alternate Sources - 0.1%
$ 30,000
Arizona Public Service Co. 6.35%,
12/15/2032
31,654
133,000
Duke Energy Florida LLC 5.88%,
11/15/2033
138,055
Pacific Gas & Electric Co.
996,000
4.30%, 03/15/2045
757,731
215,000
6.70%, 04/01/2053
216,419
30,000
Southern California Edison Co. 5.75%,
04/15/2054
26,709
 
1,170,568
Entertainment - 0.2%
1,200,000
Cinemark USA, Inc. 7.00%, 08/01/2032(1)
1,230,175
1,100,000
Great Canadian Gaming Corp./Raptor LLC
8.75%, 11/15/2029(1)
1,110,536
255,000
Motion Finco SARL 8.38%, 02/15/2032(1)
199,883
850,000
Penn Entertainment, Inc. 4.13%,
07/01/2029(1)
810,176
1,000,000
Six Flags Entertainment Corp./Canada's
Wonderland Co./Millennium
Operations LLC 8.63%, 01/15/2032(1)
1,011,413
 
4,362,183
Environmental Control - 0.0%
EUR 
142,000
Veralto Corp. 4.15%, 09/19/2031
165,888
Food - 0.7%
300,000
Barry Callebaut Services NV 3.75%,
02/19/2028(5)
346,312
Bellis Acquisition Co. PLC
306,000
8.00%, 07/01/2031(5)(8)
340,964
GBP 
1,450,000
8.13%, 05/14/2030(5)
1,828,427
Campbell's Co.
$ 370,000
4.75%, 03/23/2035
338,636
1,510,000
5.40%, 03/21/2034
1,459,529
345,000
Chobani LLC/Chobani Finance Corp., Inc.
6.38%, 04/15/2034(1)
345,884
355,000
Conagra Brands, Inc. 5.40%, 08/01/2031
354,697
1,600,000
Froneri Lux FinCo SARL 6.00%,
08/01/2032(1)
1,563,872
858,000
Industrial F&B Investments III, Inc. 7.75%,
02/11/2033(1)
871,132
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 17.7% - (continued)
Food - 0.7% - (continued)
JBS NV/JBS USA Foods Group Holdings,
Inc./JBS USA Food Co. Holdings
$  50,000
3.00%, 05/15/2032
$44,061
50,000
4.38%, 02/02/2052
35,904
395,000
5.63%, 03/10/2037(1)
385,390
325,000
6.25%, 03/01/2056
304,142
2,085,000
6.38%, 04/15/2066
1,945,313
267,000
6.50%, 12/01/2052
258,126
365,000
7.25%, 11/15/2053
383,722
4,309,000
Mars, Inc. 5.65%, 05/01/2045(1)
4,116,796
140,000
Pilgrim's Pride Corp. 6.88%, 05/15/2034
149,054
74,000
Sysco Corp. 3.15%, 12/14/2051
44,833
 
15,116,794
Gas - 0.3%
1,560,000
Atmos Energy Corp. 4.75%, 01/15/2032
1,540,287
2,822,000
MPLX LP 5.50%, 06/01/2034
2,810,592
Southern California Gas Co.
205,000
4.30%, 01/15/2049
158,909
15,000
5.75%, 06/01/2053
14,067
1,099,000
6.00%, 06/15/2055
1,068,627
 
5,592,482
Healthcare - Products - 0.2%
Augusta SpinCo Corp.
1,405,000
4.66%, 03/23/2031
1,382,091
790,000
4.95%, 03/23/2033
775,349
1,163,000
Avantor Funding, Inc. 3.88%, 11/01/2029(1)
1,109,475
Baxter International, Inc.
140,000
1.73%, 04/01/2031
118,510
1,400,000
2.54%, 02/01/2032
1,197,697
130,000
DH Europe Finance II SARL 3.25%,
11/15/2039
101,464
46,000
Solventum Corp. 5.90%, 04/30/2054
43,302
 
4,727,888
Healthcare - Services - 0.2%
Acadia Healthcare Co., Inc.
350,000
5.00%, 04/15/2029(1)
342,629
500,000
7.38%, 03/15/2033(1)(8)
515,623
CHS/Community Health Systems, Inc.
300,000
6.88%, 04/15/2029(1)
289,329
1,300,000
9.75%, 01/15/2034(1)
1,316,981
115,000
10.88%, 01/15/2032(1)
121,302
HCA, Inc.
370,000
3.63%, 03/15/2032
340,448
295,000
5.45%, 09/15/2034
293,004
275,000
5.60%, 04/01/2034
276,511
Molina Healthcare, Inc.
112,000
3.88%, 05/15/2032(1)
100,154
111,000
6.25%, 01/15/2033(1)
109,764
1,100,000
Star Parent, Inc. 9.00%, 10/01/2030(1)
1,155,126
 
4,860,871
Insurance - 0.7%
Alliant Holdings Intermediate LLC/Alliant
Holdings Co-Issuer
1,000,000
7.00%, 01/15/2031(1)
1,014,750
500,000
7.38%, 10/01/2032(1)
502,805
Allianz SE
EUR 
300,000
4.25%, 07/05/2052, (4.25% fixed rate
until 01/05/2032; 3 mo. EURIBOR +
3.55% thereafter)(2)(5)
347,374
$ 400,000
5.10%, 01/30/2049, (5.10% fixed rate
until 01/30/2029; 3 mo. USD Term
SOFR + 3.70% thereafter)(2)(5)
399,489
The accompanying notes are an integral part of these financial statements.
 
81
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 17.7% - (continued)
Insurance - 0.7% - (continued)
American National Global Funding
$  80,000
4.88%, 01/23/2031(1)
$77,928
245,000
5.00%, 06/22/2029(1)
243,299
176,000
American National Group, Inc. 7.00%,
12/01/2055, (7.00% fixed rate until
12/01/2030; 5 yr. USD CMT + 3.18%
thereafter)(2)
169,318
EUR 
   125,000
ASR Nederland NV 7.00%, 12/07/2043,
(7.00% fixed rate until 09/07/2033; 5 yr.
EUR Swap + 5.30% thereafter)(2)(5)
165,759
Asurion LLC/Asurion Co-Issuer, Inc.
$ 825,000
8.00%, 12/31/2032(1)
834,591
655,000
8.38%, 02/01/2034(1)
596,775
Athene Global Funding
961,000
2.55%, 11/19/2030(1)
853,364
3,000
2.65%, 10/04/2031(1)
2,605
257,000
5.38%, 01/07/2030(1)
256,311
275,000
5.53%, 07/11/2031(1)
274,168
Athene Holding Ltd.
50,000
3.50%, 01/15/2031
46,384
925,000
5.88%, 01/15/2034(8)
922,153
25,000
6.15%, 04/03/2030
25,759
GBP 
265,000
Aviva PLC 4.00%, 06/03/2055, (4.00% fixed
rate until 03/03/2035; 5 yr. U.K.
Government Bond + 4.70%
thereafter)(2)(5)
301,900
EUR 
120,000
AXA SA 6.38%, 07/16/2033, (6.38% fixed
rate until 07/16/2033; 5 yr. EURIBOR ICE
Swap + 3.84% thereafter)(2)(5)(7)
146,843
$ 126,000
Berkshire Hathaway Finance Corp. 4.40%,
05/15/2042
107,856
130,000
Berkshire Hathaway, Inc. 4.50%,
02/11/2043
113,136
355,000
CNO Global Funding 5.20%, 06/11/2031(1)
352,358
1,425,000
Fortitude Global Funding 5.50%,
06/12/2031(1)
1,418,572
GA Global Funding Trust
308,000
4.50%, 09/18/2030(1)
295,968
985,000
5.20%, 12/09/2031(1)
964,427
312,000
5.40%, 01/13/2030(1)
310,940
Global Atlantic Fin Co.
602,000
3.13%, 06/15/2031(1)
534,292
60,000
7.95%, 06/15/2033(1)(8)
64,842
1,590,000
Globe Life, Inc. 4.80%, 06/15/2032
1,554,914
223,000
Lincoln National Corp. 9.25%, 12/01/2027,
(9.25% fixed rate until 12/01/2027; 5 yr.
USD CMT + 5.32% thereafter)(2)(7)
233,066
EUR 
291,000
Metropolitan Life Global Funding I 3.25%,
03/31/2030(5)
331,370
Muenchener
Rueckversicherungs-Gesellschaft AG in
Muenchen
300,000
1.25%, 05/26/2041, (1.25% fixed rate
until 11/26/2030; 3 mo. EURIBOR +
2.55% thereafter)(2)(5)
307,608
200,000
4.25%, 05/26/2044, (4.25% fixed rate
until 11/26/2033; 3 mo. EURIBOR +
2.60% thereafter)(2)(5)
229,112
Principal Financial Group, Inc.
$ 1,355,000
5.30%, 01/15/2037
1,314,098
5,000
6.05%, 10/15/2036
5,193
173,000
RGA Global Funding 5.10%, 05/26/2031(1)
172,581
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 17.7% - (continued)
Insurance - 0.7% - (continued)
EUR  
   200,000
Unipol Assicurazioni SpA 6.38%,
04/27/2030, (6.38% fixed rate until
04/27/2030; 5 yr. EUR Swap + 6.74%
thereafter)(2)(5)(7)
$243,119
$ 335,000
Zurich Finance Ireland DAC 3.00%,
04/19/2051, (3.00% fixed rate until
01/19/2031; 5 yr. USD CMT + 2.78%
thereafter)(2)(5)
299,422
 
16,034,449
Internet - 1.2%
GBP 
   100,000
Alphabet, Inc. 6.13%, 02/13/2126
120,549
Amazon.com, Inc.
$ 181,000
3.25%, 05/12/2061
102,229
355,000
5.10%, 07/09/2033
351,701
390,000
5.55%, 11/20/2065
337,574
4,855,000
5.95%, 03/13/2066
4,464,561
1,719,000
6.00%, 07/09/2046
1,671,134
1,950,000
6.25%, 07/09/2066
1,869,155
143,000
Beignet Investor LLC 6.58%, 05/30/2049(1)
138,633
Meta Platforms, Inc.
25,000
3.85%, 08/15/2032
23,164
1,922,000
5.55%, 08/15/2064
1,537,142
195,000
5.75%, 05/15/2063
161,779
3,603,000
5.75%, 11/15/2065
2,971,023
291,000
6.20%, 05/15/2046
273,039
565,000
6.30%, 05/15/2056
518,512
7,722,000
6.45%, 05/15/2066
7,073,792
EUR 
150,000
Netflix, Inc. 4.63%, 05/15/2029
178,662
Rakuten Group, Inc.
200,000
4.25%, 04/22/2027, (4.25% fixed rate
until 04/22/2027; 5 yr. EUR Swap +
4.74% thereafter)(2)(5)(7)
227,205
$ 214,000
9.75%, 04/15/2029(5)
232,238
2,400,000
Sopaipilla Investor LLC 7.53%,
11/30/2048(1)
2,487,561
EUR 
1,000,000
United Group BV 6.50%, 10/31/2031(1)
1,176,568
Wayfair LLC
$ 202,000
7.13%, 05/31/2034(1)
207,513
1,200,000
7.25%, 10/31/2029(1)
1,235,742
 
27,359,476
Investment Company Security - 0.4%
Ares Strategic Income Fund
65,000
5.45%, 09/09/2028
64,619
480,000
6.20%, 03/21/2032
472,421
Blackstone Private Credit Fund
16,000
5.60%, 11/22/2029
15,727
505,000
5.95%, 07/16/2029
504,537
470,000
5.95%, 05/15/2031(8)
460,220
2,770,000
HA Sustainable Infrastructure Capital, Inc.
5.95%, 07/15/2033(1)
2,737,809
HPS Corporate Lending Fund
230,000
5.15%, 04/02/2029(1)
224,070
167,000
5.45%, 01/14/2028
166,438
618,000
5.45%, 11/15/2030
592,818
2,010,000
5.65%, 04/02/2031(1)
1,935,886
438,000
5.85%, 06/05/2030
428,463
20,000
6.25%, 09/30/2029(8)
20,079
320,000
6.30%, 08/19/2031(1)
316,341
EUR 
200,000
JAB Holdings BV 4.85%, 06/29/2032(3)(5)
240,834
The accompanying notes are an integral part of these financial statements.
 
82
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 17.7% - (continued)
Investment Company Security - 0.4% - (continued)
$  104,000
Sixth Street Lending Partners 5.75%,
01/15/2030
$102,816
125,000
Sixth Street Specialty Lending, Inc. 5.65%,
08/15/2031
122,056
 
8,405,134
IT Services - 0.1%
1,020,000
Dell International LLC/EMC Corp. 5.00%,
02/15/2034
990,182
1,475,000
McAfee Corp. 7.38%, 02/15/2030(1)
1,250,616
 
2,240,798
Leisure Time - 0.1%
NCL Corp. Ltd.
500,000
6.25%, 03/01/2030(1)
496,336
300,000
6.25%, 09/15/2033(1)
285,165
1,100,000
6.75%, 02/01/2032(1)
1,078,180
 
1,859,681
Lodging - 0.0%
200,000
Studio City Co. Ltd. 6.13%, 05/15/2031(1)
197,360
400,000
Studio City Finance Ltd. 5.00%,
01/15/2029(5)
380,588
200,000
Wynn Macau Ltd. 5.63%, 08/26/2028(5)
198,019
 
775,967
Machinery-Diversified - 0.1%
1,600,000
CompoSecure Holdings LLC 5.63%,
02/01/2033(1)
1,537,933
Westinghouse Air Brake Technologies Corp.
1,246,000
4.90%, 05/29/2030
1,242,225
9,000
5.61%, 03/11/2034
9,099
 
2,789,257
Media - 1.2%
CCO Holdings LLC/CCO Holdings Capital
Corp.
1,600,000
4.25%, 02/01/2031(1)
1,416,207
500,000
4.75%, 02/01/2032(1)(8)
436,897
209,000
5.00%, 02/01/2028(1)
206,333
325,000
7.38%, 02/01/2036(1)(8)
308,974
Charter Communications
Operating LLC/Charter Communications
Operating Capital
985,000
3.70%, 04/01/2051
582,280
2,220,000
5.13%, 07/01/2049
1,606,899
100,000
5.38%, 04/01/2038
85,426
1,690,000
5.38%, 05/01/2047
1,285,877
349,000
5.50%, 04/01/2063
248,480
4,572,000
5.75%, 04/01/2048
3,598,772
202,000
6.48%, 10/23/2045
175,152
25,000
6.83%, 10/23/2055
22,050
Comcast Corp.
183,000
2.65%, 02/01/2030
168,784
1,224,000
2.80%, 01/15/2051
644,417
1,989,000
2.89%, 11/01/2051
1,053,313
135,000
2.94%, 11/01/2056
68,193
300,000
3.40%, 07/15/2046
190,622
583,000
3.75%, 04/01/2040
447,384
803,000
3.97%, 11/01/2047
544,478
92,000
4.00%, 03/01/2048
62,467
281,000
4.20%, 08/15/2034
254,885
90,000
4.95%, 10/15/2058
67,102
15,000
6.50%, 11/15/2035
15,746
Cox Communications, Inc.
45,000
4.50%, 06/30/2043(1)
32,149
165,000
4.60%, 08/15/2047(1)
110,304
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 17.7% - (continued)
Media - 1.2% - (continued)
$  75,000
5.80%, 12/15/2053(1)
$58,736
1,010,000
5.95%, 09/01/2054(1)
804,408
Directv Financing LLC/Directv Financing
Co-Obligor, Inc.
835,000
9.25%, 06/01/2032(1)
854,443
600,000
10.00%, 02/15/2031(1)
626,961
600
Discovery Communications LLC 3.95%,
03/20/2028
561
500,000
EW Scripps Co. 9.88%, 08/15/2030(1)
440,107
Paramount Global
212,000
2.90%, 01/15/2027
210,044
1,935,000
4.20%, 05/19/2032
1,645,350
105,000
4.60%, 01/15/2045
63,399
16,000
4.90%, 08/15/2044
9,956
145,000
4.95%, 01/15/2031
132,878
675,000
5.25%, 04/01/2044
435,091
385,000
5.85%, 09/01/2043
272,924
5,000
5.90%, 10/15/2040
3,632
88,000
6.38%, 03/30/2062, (6.38% fixed rate
until 03/30/2027; 5 yr. USD CMT +
4.00% thereafter)(2)
72,791
950,000
Scripps Escrow II, Inc. 3.88%, 01/15/2029(1)
868,140
Space Exploration Technologies Corp.
3,980,000
5.65%, 07/15/2033(1)
3,812,947
2,357,000
6.60%, 07/15/2046(1)
2,102,111
200,000
Sunrise FinCo I BV 4.88%, 07/15/2031(1)
187,508
Time Warner Cable LLC
96,000
5.50%, 09/01/2041
79,137
363,000
5.88%, 11/15/2040
310,230
140,000
6.75%, 06/15/2039
131,931
315,000
7.30%, 07/01/2038
311,311
 
27,067,787
Mining - 0.2%
EUR 
115,000
Anglo American Capital PLC 5.00%,
03/15/2031(5)
139,038
150,000
Constellium SE 3.13%, 07/15/2029(5)
169,944
Glencore Capital Finance DAC
365,000
3.67%, 10/06/2032(5)
414,001
140,000
4.15%, 04/29/2031(5)
163,597
Glencore Funding LLC
$ 440,000
5.63%, 04/04/2034(1)
442,735
175,000
5.67%, 04/01/2035(1)
175,754
490,000
5.70%, 05/08/2033(1)
498,874
616,000
6.38%, 10/06/2030(1)
643,672
295,000
6.50%, 10/06/2033(1)
312,574
Kaiser Aluminum Corp.
620,000
4.50%, 06/01/2031(1)
586,076
600,000
5.88%, 03/01/2034(1)
585,565
1,290,000
Southern Copper Corp. 5.35%, 06/24/2036
1,251,842
 
5,383,672
Oil & Gas - 0.8%
EUR 
155,000
BP Capital Markets PLC 2.82%,
04/07/2032(5)
170,395
ConocoPhillips Co.
$ 185,000
3.80%, 03/15/2052
129,598
404,000
4.03%, 03/15/2062
278,890
25,000
4.85%, 01/15/2032
24,949
327,000
5.70%, 09/15/2063
301,105
Diamondback Energy, Inc.
1,240,000
5.40%, 04/18/2034
1,236,115
753,000
5.90%, 04/18/2064
699,587
83,000
6.25%, 03/15/2033
87,019
230,000
6.25%, 03/15/2053
228,115
The accompanying notes are an integral part of these financial statements.
 
83
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 17.7% - (continued)
Oil & Gas - 0.8% - (continued)
$  1,455,000
Ecopetrol SA 7.75%, 02/01/2032
$1,502,375
1,930,000
Eni SpA 5.25%, 05/18/2036(1)
1,862,418
300,000
Hess Corp. 7.30%, 08/15/2031
330,415
1,000,000
Matador Resources Co. 6.50%,
04/15/2032(1)
998,129
Petroleos Mexicanos
2,850,000
5.95%, 01/28/2031
2,790,512
2,465,000
6.35%, 02/12/2048
1,945,350
Saudi Arabian Oil Co.
850,000
6.38%, 06/02/2055(1)
821,932
200,000
6.38%, 06/02/2055(5)
192,963
99,000
Shell Finance U.S., Inc. 4.55%, 08/12/2043
84,085
SM Energy Co.
1,250,000
6.75%, 08/01/2029(1)
1,268,136
200,000
7.00%, 08/01/2032(1)
203,195
Talos Production, Inc.
1,180,000
8.00%, 07/15/2034(1)
1,191,582
300,000
9.38%, 02/01/2031(1)
316,296
EUR 
115,000
Var Energi ASA 7.86%, 11/15/2083, (7.86%
fixed rate until 11/15/2028; 5 yr.
EURIBOR ICE Swap + 4.77%
thereafter)(2)(5)
142,919
 
16,806,080
Oil & Gas Services - 0.1%
$ 1,100,000
USA Compression Partners LP/USA
Compression Finance Corp. 6.25%,
10/01/2033(1)
1,082,500
Packaging & Containers - 0.1%
Clydesdale Acquisition Holdings, Inc.
650,000
6.63%, 04/15/2029(1)
646,078
801,000
8.75%, 04/15/2030(1)
765,519
900,000
Mauser Packaging Solutions Holding Co.
9.25%, 04/15/2030(1)
892,039
 
2,303,636
Pharmaceuticals - 0.3%
EUR 
200,000
Bayer AG 7.00%, 09/25/2083, (7.00% fixed
rate until 09/25/2031; 5 yr. EURIBOR +
3.90% thereafter)(2)(5)
249,237
Bayer U.S. Finance LLC
$ 275,000
5.13%, 07/20/2031(1)
272,624
1,270,000
5.38%, 07/20/2033(1)
1,254,662
EUR 
100,000
BMS Ireland Capital Funding DAC 4.58%,
11/10/2055
108,553
Cardinal Health, Inc.
$ 1,995,000
4.50%, 09/15/2030
1,962,003
102,000
5.13%, 02/15/2029
102,808
335,000
5.45%, 02/15/2034
336,249
145,000
CVS Health Corp. 7.00%, 03/10/2055,
(7.00% fixed rate until 12/10/2029; 5 yr.
USD CMT + 2.89% thereafter)(2)
149,298
EUR 
255,000
Teva Pharmaceutical Finance Netherlands
II BV 4.38%, 05/09/2030
296,667
$ 800,000
Teva Pharmaceutical Finance Netherlands
III BV 6.00%, 12/01/2032
814,716
EUR 
225,000
Upjohn Finance BV 1.91%, 06/23/2032(5)
229,274
Viatris, Inc.
$ 830,000
4.00%, 06/22/2050
550,783
EUR 
200,000
4.25%, 06/17/2033
229,591
$ 114,000
Zoetis, Inc. 4.45%, 08/20/2048
91,498
 
6,647,963
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 17.7% - (continued)
Pipelines - 1.0%
Buckeye Partners LP
$  250,000
5.85%, 11/15/2043
$221,956
1,000,000
6.75%, 02/01/2030(1)
1,024,510
100,000
Cheniere Energy, Inc. 5.20%, 07/30/2036(1)
96,732
Columbia Pipelines Holding Co. LLC
1,175,000
5.00%, 11/17/2032(1)
1,147,157
670,000
5.10%, 10/01/2031(1)
663,445
185,000
Columbia Pipelines Operating Co. LLC
5.51%, 05/15/2036(1)
181,827
Enbridge, Inc.
15,000
2.50%, 08/01/2033
12,590
25,000
5.63%, 04/05/2034
25,297
175,000
5.75%, 07/15/2080, (5.75% fixed rate
until 04/15/2030; 5 yr. USD CMT +
5.31% thereafter)(2)
174,695
Galaxy Pipeline Assets Bidco Ltd.
984,736
2.94%, 09/30/2040(5)
797,319
598,481
2.94%, 09/30/2040(1)
485,425
2,615,000
Green Palm Bidco SARL 5.96%,
06/30/2041(1)
2,562,303
Greensaif Pipelines Bidco SARL
525,000
5.85%, 02/23/2036(1)
521,650
1,350,000
6.13%, 02/23/2038(5)
1,348,358
2,734,000
Hess Midstream Operations LP 4.25%,
02/15/2030(1)
2,617,836
695,000
Howard Midstream Energy Partners LLC
6.63%, 01/15/2035(1)
694,619
MPLX LP
233,000
5.00%, 01/15/2033
228,044
2,000
5.00%, 03/01/2033
1,956
50,000
5.30%, 04/01/2036
48,403
20,000
5.95%, 04/01/2055
18,573
155,000
NGPL PipeCo LLC 5.60%, 08/15/2036(1)
150,057
1,300,000
Northriver Midstream Finance LP 6.75%,
07/15/2032(1)
1,310,053
ONEOK, Inc.
325,000
4.75%, 10/15/2031
318,186
857,000
5.05%, 11/01/2034
826,081
510,000
5.05%, 04/01/2045
430,033
150,000
5.15%, 10/15/2043
131,328
25,000
5.85%, 11/01/2064
22,345
890,000
6.05%, 09/01/2033
917,605
313,000
6.35%, 01/15/2031
327,224
115,000
7.15%, 01/15/2051
122,771
225,000
Rio Grande LNG LLC 5.25%, 06/30/2031(1)
222,185
1,100,000
Rockies Express Pipeline LLC 6.75%,
03/15/2033(1)
1,118,362
40,000
Targa Resources Corp. 6.13%, 05/15/2055
38,094
155,000
Transcanada Trust 5.60%, 03/07/2082,
(5.60% fixed rate until 12/07/2031; 5 yr.
USD CMT + 3.99% thereafter)(2)
151,812
1,100,000
Venture Global Plaquemines LNG LLC
7.50%, 05/01/2033(1)
1,193,521
Williams Cos., Inc.
970,000
5.15%, 03/15/2036
932,743
360,000
5.65%, 03/15/2033
365,227
 
21,450,322
Real Estate - 0.0%
EUR 
160,000
Samhallsbyggnadsbolaget I Norden Holding
AB 1.13%, 09/26/2029(5)
156,041
200,000
Shurgard Luxembourg SARL 4.00%,
05/27/2035(5)
222,828
 
378,869
The accompanying notes are an integral part of these financial statements.
 
84
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 17.7% - (continued)
Real Estate Investment Trusts - 0.4%
$  548,000
American Assets Trust LP 3.38%,
02/01/2031
$496,891
Equinix, Inc.
275,000
5.00%, 08/15/2029
274,574
1,125,000
5.50%, 08/15/2033
1,112,120
EUR 
   145,000
Hammerson PLC 3.50%, 04/15/2032(5)
161,417
Hudson Pacific Properties LP
$ 799,000
4.65%, 04/01/2029(8)
751,028
500,000
5.95%, 02/15/2028
495,318
EUR 
140,000
Immobiliare Grande Distribuzione SIIQ SpA
4.45%, 11/04/2030(5)
161,757
150,000
Iron Mountain, Inc. 4.75%, 01/15/2034(5)
167,925
$ 1,925,000
Kilroy Realty LP 5.88%, 10/15/2035
1,867,544
72,000
Piedmont Operating Partnership LP 6.88%,
07/15/2029
74,956
EUR 
453,000
Prologis Euro Finance LLC 3.25%,
09/22/2032
504,547
$ 208,000
Prologis LP 5.00%, 01/31/2035
202,318
Prologis Targeted U.S. Logistics Fund LP
610,000
4.25%, 01/15/2031(1)
588,845
970,000
4.75%, 01/15/2036(1)
908,502
75,000
5.50%, 04/01/2034(1)
74,972
Realty Income Corp.
EUR 
152,000
3.63%, 07/30/2032
171,547
148,000
3.88%, 06/20/2035
165,006
393,000
WP Carey, Inc. 3.25%, 10/02/2031
437,104
 
8,616,371
Retail - 0.3%
850,000
Bertrand Franchise Finance SAS 6.24%,
07/18/2030, 3 mo. EURIBOR +
3.75%(2)(5)
977,944
$ 94,000
Home Depot, Inc. 3.13%, 12/15/2049
59,955
205,000
KFC Holding Co./Pizza Hut
Holdings LLC/Taco Bell of America LLC
4.75%, 06/01/2027(1)
204,190
625,000
LBM Acquisition LLC 9.50%,
06/15/2031(1)(8)
523,219
1,616,000
Petco Health & Wellness Co., Inc. 8.25%,
02/01/2031(1)
1,621,163
1,550,000
Specialty Building Products
Holdings LLC/SBP Finance Corp. 7.75%,
10/15/2029(1)
1,471,614
1,229,000
Staples, Inc. 10.75%, 09/01/2029(1)
1,175,971
 
6,034,056
Semiconductors - 0.3%
25,000
Broadcom, Inc. 4.95%, 01/15/2036
23,467
Intel Corp.
25,000
2.00%, 08/12/2031
21,499
524,000
2.80%, 08/12/2041
351,310
145,000
3.10%, 02/15/2060
76,535
666,000
3.25%, 11/15/2049
407,382
2,269,000
3.73%, 12/08/2047
1,540,151
40,000
4.00%, 08/05/2029
38,993
196,000
4.60%, 03/25/2040
169,532
490,000
4.75%, 03/25/2050
381,191
15,000
4.80%, 10/01/2041
12,880
25,000
4.90%, 07/29/2045
20,373
84,800
4.90%, 08/05/2052
66,761
15,000
5.05%, 08/05/2062
11,615
25,000
5.60%, 02/21/2054
21,860
34,000
5.63%, 02/10/2043
31,390
EUR 
153,000
MKS, Inc. 4.25%, 02/15/2034(5)
170,116
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 17.7% - (continued)
Semiconductors - 0.3% - (continued)
$  1,365,000
NVIDIA Corp. 5.55%, 06/15/2046
$1,259,834
1,343,000
Qorvo, Inc. 3.38%, 04/01/2031(1)
1,217,812
 
5,822,701
Software - 1.1%
AthenaHealth Group, Inc.
1,387,000
6.50%, 02/15/2030(1)
1,337,869
250,000
7.50%, 02/15/2032(1)
256,305
Cloud Software Group LLC
600,000
6.50%, 03/31/2029(1)
586,298
184,000
6.63%, 08/15/2033(1)
160,420
600,000
9.00%, 09/30/2029(1)
587,851
1,454,000
Open Text Corp. 3.88%, 12/01/2029(1)
1,337,311
Oracle Corp.
1,943,000
3.60%, 04/01/2040
1,344,196
2,243,000
3.60%, 04/01/2050
1,285,472
672,000
3.65%, 03/25/2041
455,827
50,000
3.85%, 07/15/2036
39,565
1,893,000
3.95%, 03/25/2051
1,153,733
100,000
4.00%, 07/15/2046
63,526
199,000
4.13%, 05/15/2045
130,937
720,000
4.30%, 07/08/2034
617,069
45,000
4.38%, 05/15/2055
28,304
50,000
4.50%, 07/08/2044
35,012
1,045,000
4.70%, 09/27/2034
916,673
3,770,000
4.80%, 09/26/2032
3,469,904
1,455,000
5.35%, 05/04/2033
1,367,303
128,000
5.38%, 07/15/2040
106,845
1,055,000
5.50%, 09/27/2064
762,088
144,000
5.55%, 02/06/2053
108,170
496,000
5.88%, 09/26/2045
406,983
710,000
5.95%, 09/26/2055
564,123
1,080,000
6.00%, 08/03/2055
866,065
460,000
6.10%, 09/26/2065
361,457
675,000
6.13%, 08/03/2065
533,694
170,000
6.55%, 02/04/2046
150,446
437,000
6.70%, 02/04/2056
385,329
3,891,000
6.85%, 02/04/2066
3,423,637
Rocket Software, Inc.
700,000
6.50%, 02/15/2029(1)
644,967
1,025,000
9.00%, 11/28/2028(1)
1,014,531
EUR 
130,000
TeamSystem SpA 6.50%, 07/01/2032(1)(8)
148,455
 
24,650,365
Telecommunications - 0.7%
Altice France SA
$ 700,000
6.50%, 04/15/2032(1)
677,556
947,000
6.88%, 07/15/2032(1)
919,346
AT&T, Inc.
65,000
3.30%, 02/01/2052
38,292
94,000
3.50%, 02/01/2061
53,609
EUR 
300,000
3.60%, 08/03/2030
344,642
$ 56,000
4.75%, 05/15/2046
44,432
65,000
6.05%, 08/15/2056
58,791
960,000
6.30%, 10/30/2066
884,001
1,495,000
Beacon Point DC LLC 6.13%, 11/30/2042(1)
1,434,498
150,000
Black Pearl Compute LLC 6.13%,
02/15/2031(1)
149,749
GBP 
215,000
British Telecommunications Ltd. 8.38%,
12/20/2083, (8.38% fixed rate until
09/20/2028; 5 yr. U.K. Government Bond
+ 3.82% thereafter)(2)(5)
304,385
$ 1,250,000
EchoStar Corp. 6.75%, 11/30/2030(9)
1,267,750
310,000
HUT 8 DC LLC 6.19%, 11/15/2042(1)
301,406
EUR 
1,000,000
Iliad Holding SAS 6.88%, 04/15/2031(5)
1,204,756
The accompanying notes are an integral part of these financial statements.
 
85
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
CORPORATE BONDS - 17.7% - (continued)
Telecommunications - 0.7% - (continued)
Level 3 Financing, Inc.
$  600,000
7.00%, 03/31/2034(1)
$610,331
700,000
7.50%, 02/15/2037(1)
695,237
395,000
8.50%, 01/15/2036(1)
410,951
NTT Finance Corp.
EUR 
   451,000
3.33%, 11/01/2029(1)
514,999
$ 410,000
5.17%, 07/16/2032(1)
405,809
1,300,000
5.26%, 11/01/2033(1)
1,280,499
1,573,000
Road Michigan Property Owner I LLC
7.50%, 03/30/2045(1)
1,524,516
175,000
Rogers Communications, Inc. 6.88%,
07/31/2056, (6.88% fixed rate until
05/02/2031; 5 yr. USD CMT + 2.84%
thereafter)(2)
175,071
65,000
Stingray Compute LLC 6.00%, 06/15/2031(1)
63,412
EUR 
100,000
Telecommunications Co. Telekom Srbija AD
Belgrade 6.75%, 05/18/2033(1)
116,667
$ 47,000
T-Mobile USA, Inc. 5.80%, 09/15/2062
41,385
Vodafone Group PLC
EUR 
275,000
3.00%, 08/27/2080, (3.00% fixed rate
until 05/27/2030; 5 yr. EUR Swap +
3.48% thereafter)(2)(5)
299,954
$ 56,000
5.63%, 02/10/2053
49,408
1,155,000
WULF Compute LLC 7.75%, 10/15/2030(1)
1,200,007
 
15,071,459
Transportation - 0.0%
97,000
Canadian Pacific Railway Co. 3.10%,
12/02/2051
60,577
Trucking & Leasing - 0.0%
105,000
Penske Truck Leasing Co. LP/PTL Finance
Corp. 5.25%, 02/01/2030(1)
105,372
355,000
SMBC Aviation Capital Finance DAC 4.95%,
07/23/2029(1)
354,228
 
459,600
Water - 0.1%
GBP 
175,000
Anglian Water Services Financing PLC
5.38%, 11/10/2033(5)
224,343
EUR 
147,000
Severn Trent Utilities Finance PLC 4.00%,
03/05/2034(5)
168,017
SW Finance I PLC
GBP 
445,000
5.75%, 11/19/2030(5)
579,276
348,000
6.88%, 08/07/2032(5)
465,522
Yorkshire Water Finance PLC
183,000
6.00%, 07/22/2033(5)
241,145
124,000
6.38%, 11/18/2034(5)
166,615
 
1,844,918
Total Corporate Bonds
(cost $402,195,991)
$390,889,986
FOREIGN GOVERNMENT OBLIGATIONS - 2.2%
Brazil - 0.0%
EUR 
300,000
Brazil Government International Bonds
4.88%, 04/23/2033
$338,823
Bulgaria - 0.0%
255,000
Bulgaria Government International Bonds
4.13%, 05/07/2038(5)
286,316
Germany - 1.0%
Bundesobligation
5,143,814
2.20%, 10/10/2030(5)
5,761,297
4,212,378
2.50%, 04/16/2031(5)
4,760,100
Shares or Principal Amount
Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 2.2% - (continued)
Germany - 1.0% - (continued)
Bundesrepublik Deutschland Bundesanleihe
EUR  
   825,832
2.30%, 02/15/2033(5)
$911,057
1,546,430
2.50%, 11/15/2032(5)
1,730,641
3,107,083
2.50%, 02/15/2035(5)
3,412,769
1,001,350
2.60%, 08/15/2033(5)
1,121,097
1,780,752
2.60%, 05/15/2041(5)
1,841,721
256,286
2.90%, 02/15/2036(5)
288,531
173,857
2.90%, 08/15/2056(5)
171,732
560,000
German Treasury Bills 2.12%,
08/19/2026(5)(10)
643,728
 
20,642,673
Indonesia - 0.1%
Indonesia Government International Bonds
258,000
1.00%, 07/28/2029
273,414
188,000
1.30%, 03/23/2034
170,406
100,000
5.13%, 05/29/2038
114,798
998,000
5.13%, 05/29/2038
1,145,686
 
1,704,304
Israel - 0.2%
Israel Government International Bonds
$ 600,000
2.75%, 07/03/2030
548,493
825,000
5.38%, 03/12/2029
828,880
1,705,000
5.38%, 02/19/2030
1,715,872
State of Israel
1,210,000
3.80%, 05/13/2060(5)
776,606
380,000
3.80%, 05/13/2060(5)
243,893
 
4,113,744
Mexico - 0.5%
250,000
Eagle Funding Luxco SARL 5.50%,
08/17/2030(5)
249,563
Mexico Government International Bonds
850,000
3.50%, 02/12/2034
710,175
920,000
3.50%, 02/12/2034
768,660
EUR 
115,000
4.50%, 03/19/2034
129,695
300,000
4.88%, 05/16/2036
337,781
$ 4,935,000
5.38%, 03/22/2033
4,748,950
1,840,000
5.38%, 03/22/2033
1,770,632
1,245,000
5.63%, 02/09/2034
1,201,338
790,000
6.25%, 08/27/2037
768,870
420,000
6.63%, 01/29/2038
417,270
 
11,102,934
Morocco - 0.0%
EUR 
297,000
Morocco Government International Bonds
4.75%, 05/26/2034(1)
341,111
Philippines - 0.1%
$ 1,590,000
Philippines Government International Bonds
5.33%, 06/24/2036
1,556,210
Romania - 0.3%
Romania Government International Bonds
EUR 
935,000
2.63%, 12/02/2040(1)
703,509
540,000
2.63%, 12/02/2040(5)
406,305
310,000
2.63%, 12/02/2040(5)
233,249
4,933,000
2.75%, 04/14/2041(5)
3,722,369
200,000
3.88%, 10/29/2035(5)
201,099
$ 1,880,000
5.75%, 03/24/2035(5)
1,792,487
EUR 
180,000
6.13%, 10/07/2037(5)
206,703
 
7,265,721
The accompanying notes are an integral part of these financial statements.
 
86
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
FOREIGN GOVERNMENT OBLIGATIONS - 2.2% - (continued)
Serbia - 0.0%
Serbia International Bonds
EUR  
   255,000
1.50%, 06/26/2029(5)
$271,822
170,000
4.88%, 05/06/2038(1)
190,385
 
462,207
Total Foreign Government
Obligations
(cost $49,170,201)
$47,814,043
MUNICIPAL BONDS - 0.0%
School District - 0.0%
$ 885,000
Chicago Board of Education, IL, GO 6.32%,
11/01/2029
$867,637
Total Municipal Bonds
(cost $924,439)
$867,637
SENIOR FLOATING RATE INTERESTS - 1.1%(11)
Entertainment - 0.1%
2,871,111
Caesars Entertainment, Inc. 5.98%,
02/06/2030, 1 mo. USD Term SOFR +
2.25%
$2,764,880
Internet - 0.2%
Proofpoint, Inc.
2,580,000
6.73%, 08/31/2028, 3 mo. USD Term
SOFR + 3.00%
2,533,250
1,195,000
8.17%, 08/30/2030, 3 mo. USD Term
SOFR + 4.50%
1,173,347
 
3,706,597
Media - 0.8%
5,867,954
Charter Communications Operating LLC
5.73%, 12/07/2030, 3 mo. USD Term
SOFR + 2.00%
5,656,708
11,146,442
Discovery Global Holdings, Inc. 6.23%,
06/03/2033, 1 mo. USD Term SOFR +
2.50%
11,153,464
 
16,810,172
Total Senior Floating Rate Interests
(cost $23,357,165)
$23,281,649
U.S. GOVERNMENT AGENCIES - 42.6%
Mortgage-Backed Agencies - 42.6%
Federal Home Loan Mortgage Corp. - 11.1%
12,798,990
0.15%, 10/25/2034(2)(4)
$187,875
6,579,133
0.21%, 02/25/2035(2)(4)
120,105
8,766,434
0.28%, 05/25/2034(2)(4)
191,242
4,559,831
0.37%, 12/25/2033(2)(4)
113,897
3,067,720
0.48%, 01/25/2034(2)(4)
77,114
906,680
0.54%, 10/25/2026(2)(4)
459
6,465,408
0.71%, 12/25/2030(2)(4)
169,317
2,979,083
0.72%, 06/25/2027(2)(4)
11,498
1,427,628
0.86%, 11/25/2030(2)(4)
43,865
491,004
1.00%, 10/25/2040
404,017
758,100
1.00%, 02/25/2051
652,518
2,497,837
1.01%, 10/25/2030(2)(4)
85,048
3,255,976
1.10%, 01/25/2030(2)(4)
106,006
4,184,384
1.11%, 06/25/2030(2)(4)
151,516
3,235,441
1.42%, 05/25/2030(2)(4)
148,611
3,733,662
1.50%, 05/15/2037(4)
181,143
2,181,388
1.50%, 09/25/2047
1,797,942
2,017,410
1.56%, 05/25/2030(2)(4)
98,766
182,201
1.75%, 10/15/2042
157,177
138,065
2.00%, 12/01/2040
119,487
Shares or Principal Amount
Market Value†
U.S. GOVERNMENT AGENCIES - 42.6% - (continued)
Mortgage-Backed Agencies - 42.6% - (continued)
Federal Home Loan Mortgage Corp. - 11.1% - (continued)
$  849,385
2.00%, 05/01/2041
$722,235
2,731,433
2.00%, 06/01/2041
2,343,456
948,897
2.00%, 12/01/2041
813,275
4,216,812
2.00%, 02/15/2042(4)
377,927
595,040
2.00%, 10/01/2050
469,631
3,524,965
2.00%, 11/25/2050(4)
405,674
706,627
2.00%, 02/01/2051
563,310
3,665,967
2.00%, 03/01/2051
2,895,875
1,233,605
2.00%, 04/01/2051
969,725
659,153
2.00%, 05/01/2051
527,965
660,329
2.00%, 07/01/2051
518,234
284,795
2.00%, 08/01/2051
224,001
288,538
2.00%, 11/01/2051
228,248
1,012,812
2.00%, 01/01/2052
801,886
1,127,214
2.00%, 04/01/2052
898,895
1,874,179
2.00%, 06/15/2052(4)
236,730
4,916,972
2.13%, 05/25/2055, 30 day USD SOFR
Average + 5.75%(2)(4)
262,544
4,943,764
2.33%, 10/25/2055, 30 day USD SOFR
Average + 5.95%(2)(4)
302,181
5,697,440
2.38%, 10/25/2054, 30 day USD SOFR
Average + 6.00%(2)(4)
366,308
1,971,412
2.50%, 04/25/2036(4)
159,811
408,969
2.50%, 05/01/2050
340,733
483,847
2.50%, 06/01/2050
401,687
1,374,903
2.50%, 06/25/2050(4)
207,371
2,068,205
2.50%, 07/01/2050
1,717,919
767,994
2.50%, 08/01/2050
638,704
1,206,467
2.50%, 09/01/2050
1,004,858
915,690
2.50%, 10/01/2050
765,704
864,838
2.50%, 11/01/2050
715,482
264,236
2.50%, 02/01/2051
220,248
679,529
2.50%, 03/01/2051
559,996
305,277
2.50%, 05/01/2051
251,658
197,121
2.50%, 07/01/2051
162,628
261,654
2.50%, 08/01/2051
217,264
456,225
2.50%, 10/01/2051
376,930
2,135,851
2.50%, 11/01/2051
1,783,130
1,256,839
2.50%, 03/15/2052(4)
183,375
755,485
2.50%, 03/25/2052
666,680
1,857,448
2.50%, 04/01/2052
1,526,778
2,592,746
2.50%, 08/25/2052(4)
392,338
657,707
3.00%, 10/01/2032
632,187
2,326
3.00%, 05/15/2041
2,202
72,889
3.00%, 07/01/2047
63,974
290,875
3.00%, 12/15/2047
225,796
96,257
3.00%, 01/01/2048
84,155
2,401,056
3.00%, 12/25/2049(4)
397,029
522,882
3.00%, 07/01/2050
453,321
619,869
3.00%, 08/01/2050
534,689
290,602
3.00%, 08/01/2051
248,324
2,186,304
3.00%, 08/25/2051(4)
335,096
1,641,426
3.00%, 09/25/2051(4)
574,192
857,087
3.00%, 10/01/2051
745,145
334,102
3.00%, 01/01/2052
290,709
1,718,106
3.00%, 05/01/2052
1,471,815
103,553
3.00%, 07/01/2052
88,519
2,517,507
3.00%, 08/01/2052
2,153,093
667,625
3.50%, 01/15/2033(4)
47,126
196,558
3.50%, 05/15/2034(4)
13,135
473,111
3.50%, 10/15/2042
430,061
241,147
3.50%, 10/15/2045
223,427
540,663
3.50%, 12/01/2046
490,223
The accompanying notes are an integral part of these financial statements.
 
87
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
U.S. GOVERNMENT AGENCIES - 42.6% - (continued)
Mortgage-Backed Agencies - 42.6% - (continued)
Federal Home Loan Mortgage Corp. - 11.1% - (continued)
$  304,987
3.50%, 01/01/2047
$279,052
207,977
3.50%, 03/15/2047
188,649
94,745
3.50%, 06/01/2047
85,884
118,236
3.50%, 12/01/2047
106,719
132,914
3.50%, 01/01/2048
120,053
181,234
3.50%, 12/01/2048
163,246
689,634
3.50%, 04/01/2050
624,412
42,068
3.50%, 01/01/2053
37,346
235,753
4.00%, 05/01/2038
226,792
290,730
4.00%, 05/25/2040(4)
41,939
532,424
4.00%, 09/15/2041
505,651
6,752
4.00%, 01/01/2042
6,403
129,832
4.00%, 03/01/2042
123,258
3,114
4.00%, 04/01/2042
2,956
5,777
4.00%, 06/01/2042
5,472
1,327,357
4.00%, 03/25/2045(4)
211,556
76,473
4.00%, 04/01/2047
72,164
154,161
4.00%, 11/01/2047
143,837
311,103
4.00%, 12/01/2047
295,311
1,050,245
4.00%, 04/01/2049
974,280
270,284
4.00%, 05/01/2049
253,780
852,131
4.00%, 07/01/2049
796,842
1,134,010
4.00%, 09/25/2050(4)
223,197
2,775,547
4.00%, 03/25/2051(4)
494,148
837,908
4.50%, 07/01/2052
796,142
573,752
4.50%, 09/01/2052
542,506
58,692
5.00%, 09/01/2035
58,326
220,731
5.00%, 09/15/2036(4)
32,046
906,806
5.00%, 07/01/2040
903,650
722,928
5.00%, 03/15/2045(4)
143,742
133,076
5.00%, 02/15/2048(4)
25,700
32,021
5.00%, 09/01/2048
31,545
21,586
5.00%, 02/01/2049
21,243
855,639
5.00%, 08/25/2052
850,773
543,365
5.00%, 10/01/2052
528,027
960,992
5.00%, 10/25/2052
953,331
71,263
5.00%, 11/01/2052
69,387
19,144
5.00%, 01/01/2053
18,614
2,059,598
5.00%, 04/01/2053
2,001,867
788,333
5.00%, 12/01/2055
761,082
794,506
5.00%, 02/01/2056
767,041
2,206,433
5.00%, 03/01/2056
2,130,156
8,209,902
5.00%, 04/01/2056
7,926,363
412,623
5.00%, 05/01/2056
398,359
54,767,407
5.00%, 06/01/2056
52,874,271
2,237,317
5.00%, 07/01/2056
2,159,972
11,337,867
5.00%, 08/01/2056
10,945,615
880,000
5.12%, 05/25/2046, 30 day USD SOFR
Average + 1.50%(1)(2)
879,915
339,573
5.47%, 11/25/2043, 30 day USD SOFR
Average + 1.85%(1)(2)
341,259
2,167
5.50%, 02/01/2029
2,179
1,748,434
5.50%, 12/01/2037
1,769,506
7,925
5.50%, 12/01/2038
7,900
285,869
5.50%, 05/15/2040(4)
50,834
247,309
5.50%, 06/15/2046(4)
42,001
243,687
5.50%, 10/15/2046(4)
47,123
228,788
5.50%, 02/01/2049
230,957
28,239
5.50%, 03/01/2049
28,410
939,912
5.50%, 02/01/2053
936,332
1,775,327
5.50%, 04/01/2053
1,769,370
14,634,378
5.50%, 04/01/2054
14,536,356
18,218,467
5.50%, 08/01/2054
18,059,915
Shares or Principal Amount
Market Value†
U.S. GOVERNMENT AGENCIES - 42.6% - (continued)
Mortgage-Backed Agencies - 42.6% - (continued)
Federal Home Loan Mortgage Corp. - 11.1% - (continued)
$  27,108,606
5.50%, 09/01/2054
$26,894,705
653,000
5.72%, 09/25/2041, 30 day USD SOFR
Average + 2.10%(1)(2)
654,019
828,226
6.00%, 11/01/2052
843,554
559,521
6.00%, 12/01/2052
572,221
252,207
6.00%, 03/01/2053
259,139
4,489,804
6.00%, 09/01/2053
4,558,922
468,157
6.00%, 11/01/2053
475,698
1,323,988
6.00%, 12/01/2053
1,344,249
242,857
6.00%, 01/01/2054
245,733
1,166,430
6.00%, 02/01/2054
1,180,453
626,893
6.00%, 03/01/2054
638,763
535,261
6.00%, 04/01/2054
549,007
1,667,887
6.00%, 05/01/2054
1,688,029
4,405,277
6.00%, 06/01/2054
4,480,377
2,982,760
6.00%, 08/01/2054
3,029,504
1,765,762
6.00%, 11/01/2055
1,797,694
810,000
6.32%, 06/25/2046, 30 day USD SOFR
Average + 2.70%(1)(2)
811,484
892,000
6.52%, 04/25/2042, 30 day USD SOFR
Average + 2.90%(1)(2)
903,712
1,545,000
6.97%, 09/25/2041, 30 day USD SOFR
Average + 3.35%(1)(2)
1,549,836
2,545,000
6.97%, 06/25/2043, 30 day USD SOFR
Average + 3.35%(1)(2)
2,613,280
5,285,000
7.02%, 10/25/2041, 30 day USD SOFR
Average + 3.40%(1)(2)
5,312,942
2,460,000
7.12%, 05/25/2043, 30 day USD SOFR
Average + 3.50%(1)(2)
2,553,699
380,000
7.17%, 08/25/2042, 30 day USD SOFR
Average + 3.55%(1)(2)
390,229
2,925,000
7.27%, 11/25/2041, 30 day USD SOFR
Average + 3.65%(1)(2)
2,948,185
3,460,000
7.32%, 09/25/2042, 30 day USD SOFR
Average + 3.70%(1)(2)
3,553,005
1,305,000
7.37%, 02/25/2042, 30 day USD SOFR
Average + 3.75%(1)(2)
1,324,606
1,593,000
8.12%, 06/25/2042, 30 day USD SOFR
Average + 4.50%(1)(2)
1,643,326
2,280,000
8.87%, 03/25/2042, 30 day USD SOFR
Average + 5.25%(1)(2)
2,339,234
 
245,323,582
Federal National Mortgage Association - 9.7%
99,912
0.00%, 06/25/2041(6)(12)
75,428
2,068,853
0.30%, 01/25/2030(2)(4)
13,965
5,741,867
1.13%, 06/25/2034(2)(4)
303,538
3,342,621
1.45%, 05/25/2029(2)(4)
80,131
2,331,557
1.50%, 11/25/2035(4)
98,856
187,274
1.50%, 07/01/2051
139,734
3,238,164
1.50%, 09/01/2051
2,413,980
477,536
2.00%, 09/01/2040
413,117
1,815,379
2.00%, 12/01/2040
1,566,501
495,820
2.00%, 04/01/2041
427,197
169,092
2.00%, 05/01/2041
145,835
1,253
2.00%, 09/25/2041
1,184
690,025
2.00%, 10/01/2041
589,568
2,584
2.00%, 12/25/2041
2,407
440,645
2.00%, 02/01/2042
379,134
159,323
2.00%, 03/25/2044
151,521
180,845
2.00%, 05/25/2044
167,402
1,295,599
2.00%, 03/25/2050
1,095,465
540,017
2.00%, 08/25/2050
379,672
1,718,728
2.00%, 10/01/2050
1,367,494
The accompanying notes are an integral part of these financial statements.
 
88
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
U.S. GOVERNMENT AGENCIES - 42.6% - (continued)
Mortgage-Backed Agencies - 42.6% - (continued)
Federal National Mortgage Association - 9.7% - (continued)
$  4,892,364
2.00%, 10/25/2050(4)
$615,587
1,455,134
2.00%, 12/01/2050
1,149,486
3,188,259
2.00%, 02/01/2051
2,513,442
4,997,338
2.00%, 03/01/2051
3,931,128
6,605,003
2.00%, 04/01/2051
5,197,601
978,513
2.00%, 05/01/2051
769,744
530,952
2.00%, 06/01/2051
417,064
2,313,625
2.00%, 07/01/2051
1,825,106
1,217,954
2.00%, 08/01/2051
970,130
1,188,358
2.00%, 09/01/2051
941,351
1,813,733
2.00%, 03/25/2052(4)
226,498
7,417,039
2.00%, 04/01/2052
5,844,848
2,973,942
2.22%, 03/25/2055, 30 day USD SOFR
Average + 5.84%(2)(4)
148,785
410,846
2.25%, 04/01/2033
354,653
4,411,683
2.33%, 10/25/2054, 30 day USD SOFR
Average + 5.95%(2)(4)
223,978
1,033,525
2.50%, 06/25/2045
873,986
4,915
2.50%, 03/25/2046
4,541
518,264
2.50%, 04/01/2050
428,808
495,131
2.50%, 06/01/2050
410,303
3,713,862
2.50%, 07/01/2050
3,094,769
795,271
2.50%, 09/01/2050
656,358
1,251,251
2.50%, 10/01/2050
1,043,283
1,372,797
2.50%, 12/01/2050
1,134,286
313,749
2.50%, 01/01/2051
261,457
2,103,035
2.50%, 02/01/2051
1,736,435
1,400,053
2.50%, 02/25/2051(4)
231,176
2,016,999
2.50%, 04/25/2051(4)
321,035
6,292,394
2.50%, 05/01/2051
5,216,588
1,224,161
2.50%, 06/01/2051
1,006,745
646,812
2.50%, 07/01/2051
535,100
279,533
2.50%, 08/01/2051
234,134
419,601
2.50%, 09/01/2051
348,431
6,315,049
2.50%, 10/01/2051
5,255,122
6,087,737
2.50%, 11/01/2051
5,071,119
1,893,867
2.50%, 12/01/2051
1,572,053
730,872
2.50%, 01/01/2052
608,732
8,072,976
2.50%, 03/01/2052
6,609,441
419,996
2.50%, 04/01/2052
350,200
1,798,005
2.50%, 06/25/2052(4)
272,125
2,127,625
2.50%, 09/25/2052(4)
330,636
1,020,796
2.50%, 01/01/2057
838,172
254,392
3.00%, 04/25/2033(4)
13,795
101,104
3.00%, 08/01/2033
97,353
758,089
3.00%, 06/01/2038
718,847
344,207
3.00%, 11/25/2042
304,263
1,255
3.00%, 02/25/2043
1,238
852,632
3.00%, 06/01/2043
761,523
942,913
3.00%, 11/01/2044
844,621
47,640
3.00%, 01/25/2046
43,871
654,143
3.00%, 02/25/2047
599,557
5,062,987
3.00%, 08/01/2048
4,450,058
240,715
3.00%, 08/25/2049
214,466
319,129
3.00%, 02/01/2050
278,412
1,294,185
3.00%, 07/01/2050
1,129,966
1,207,654
3.00%, 08/01/2050
1,042,201
478,072
3.00%, 10/01/2050
410,005
2,708,724
3.00%, 10/25/2050(4)
483,110
2,031,170
3.00%, 12/01/2050
1,758,837
604,981
3.00%, 05/01/2051
529,899
1,075,854
3.00%, 07/01/2051
925,109
280,212
3.00%, 08/01/2051
242,993
Shares or Principal Amount
Market Value†
U.S. GOVERNMENT AGENCIES - 42.6% - (continued)
Mortgage-Backed Agencies - 42.6% - (continued)
Federal National Mortgage Association - 9.7% - (continued)
$  1,582,566
3.00%, 10/01/2051
$1,369,090
1,690,116
3.00%, 11/01/2051
1,456,515
908,018
3.00%, 12/01/2051
783,315
446,294
3.00%, 01/01/2052
385,105
1,386,620
3.00%, 01/25/2052(4)
214,142
514,570
3.00%, 04/01/2052
444,605
670,779
3.00%, 05/01/2052
580,652
21,347
3.00%, 06/01/2052
18,256
4,524,585
3.00%, 07/25/2052(4)
816,168
503,635
3.00%, 09/01/2052
431,282
584,974
3.50%, 07/25/2033(4)
31,371
300,607
3.50%, 08/25/2033(4)
22,037
56,431
3.50%, 04/25/2034(4)
581
693,022
3.50%, 05/01/2037
656,563
316,254
3.50%, 11/25/2039(4)
25,832
354,955
3.50%, 10/01/2041
330,178
2,265
3.50%, 05/25/2042
2,157
1,113,225
3.50%, 08/01/2043
1,024,313
17,830
3.50%, 07/25/2044
17,744
160,655
3.50%, 12/01/2045
146,200
158,151
3.50%, 01/01/2046
143,917
119,625
3.50%, 03/01/2046
109,049
574,719
3.50%, 12/01/2046
533,338
199,289
3.50%, 05/01/2047
181,071
1,557,522
3.50%, 09/01/2047
1,410,407
1,508,156
3.50%, 12/01/2047
1,354,977
165,167
3.50%, 01/01/2048
148,915
224,083
3.50%, 02/01/2048
201,924
69,033
3.50%, 06/01/2048
62,057
307,924
3.50%, 07/01/2048
279,573
67,421
3.50%, 11/01/2048
60,844
943,254
3.50%, 03/25/2049
852,937
374,385
3.50%, 04/25/2049
355,963
486,730
3.50%, 06/01/2049
444,429
313,206
3.50%, 09/01/2050
281,955
670,587
3.50%, 11/01/2051
599,664
1,010,594
3.50%, 04/01/2052
906,330
929,846
3.50%, 07/01/2052
825,475
1,433,297
3.50%, 09/01/2052
1,272,447
572,612
3.50%, 05/01/2056
493,121
450,235
3.50%, 11/25/2057
426,418
844,333
3.50%, 05/01/2058
742,172
800,041
3.50%, 12/25/2058
705,596
1,584,500
3.92%, 10/01/2030
1,538,836
401,420
4.00%, 08/01/2038
390,629
1,800
4.00%, 11/01/2040
1,714
18,779
4.00%, 02/01/2041
17,893
253,309
4.00%, 06/01/2041
240,874
3,354
4.00%, 09/01/2041
3,190
5,056
4.00%, 10/01/2041
4,826
126,686
4.00%, 01/01/2042
120,059
175,058
4.00%, 02/01/2042
165,941
43,759
4.00%, 05/01/2042
41,437
1,640
4.00%, 09/01/2042
1,553
635,604
4.00%, 01/01/2043
602,833
13,516
4.00%, 10/01/2043
12,827
1,089,693
4.00%, 12/01/2043
1,022,575
165,457
4.00%, 03/01/2046
155,714
215,223
4.00%, 09/01/2047
198,483
383,710
4.00%, 10/01/2047
357,146
198,038
4.00%, 11/01/2047
184,008
1,165,521
4.00%, 06/01/2048
1,081,431
1,555,312
4.00%, 10/01/2048
1,445,430
The accompanying notes are an integral part of these financial statements.
 
89
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
U.S. GOVERNMENT AGENCIES - 42.6% - (continued)
Mortgage-Backed Agencies - 42.6% - (continued)
Federal National Mortgage Association - 9.7% - (continued)
$  614,754
4.00%, 01/01/2049
$573,815
1,281,686
4.00%, 04/01/2049
1,190,985
72,831
4.00%, 08/01/2049
68,583
459,614
4.00%, 09/01/2049
426,736
2,698,274
4.00%, 02/25/2050(4)
564,696
917,517
4.00%, 04/01/2050
854,277
1,382,488
4.00%, 06/25/2050(4)
263,613
1,153,907
4.00%, 09/25/2050(4)
214,592
1,501,590
4.00%, 11/25/2050(4)
301,361
596,598
4.00%, 08/01/2051
557,246
1,693,456
4.00%, 04/01/2052
1,547,184
665,288
4.00%, 06/01/2052
613,297
2,500,000
4.12%, 11/01/2030
2,445,098
1,105,000
4.21%, 01/01/2031
1,085,643
420,519
4.50%, 12/01/2037
415,815
329,326
4.50%, 04/01/2048
312,313
138,340
4.50%, 04/01/2049
132,052
1,951,014
4.50%, 05/25/2049(4)
343,872
617,156
4.50%, 01/01/2051
583,740
2,891,457
4.50%, 03/25/2051(4)
547,418
1,011,475
4.50%, 08/01/2052
954,363
5,029,031
4.50%, 10/01/2052
4,769,551
827,721
4.50%, 11/01/2052
783,580
1,098,959
4.50%, 03/01/2053
1,037,585
4,339,041
4.50%, 10/01/2053
4,086,638
1,013,816
4.50%, 02/01/2055
958,435
2,963,592
5.00%, 07/25/2047
2,911,949
188,276
5.00%, 06/25/2048(4)
25,326
1,405,217
5.00%, 12/25/2051
1,391,190
796,555
5.00%, 07/01/2052
775,059
5,787,232
5.00%, 09/01/2052
5,634,863
195,224
5.00%, 10/01/2052
189,271
91,412
5.00%, 11/01/2052
88,859
126,402
5.00%, 12/01/2052
122,545
176,764
5.00%, 05/01/2055
170,749
12,399,486
5.00%, 04/01/2056
11,970,842
1,231,155
5.00%, 05/01/2056
1,188,595
9,999,005
5.00%, 07/01/2056
9,653,336
8,000,000
5.00%, 08/01/2056
7,723,435
1,465,000
5.07%, 12/01/2028
1,477,757
2,007,264
5.50%, 11/25/2035
2,019,986
564,072
5.50%, 04/01/2038
570,869
1,247,019
5.50%, 11/01/2039
1,260,295
2,811,926
5.50%, 08/01/2040
2,845,869
1,365,928
5.50%, 12/01/2040
1,382,214
197,150
5.50%, 04/25/2044(4)
25,318
1,253,922
5.50%, 06/25/2051
1,251,754
1,346,723
5.50%, 12/25/2051
1,351,295
1,023,343
5.50%, 02/25/2052
1,024,776
1,194,247
5.50%, 03/25/2052
1,195,970
1,136,677
5.50%, 04/25/2052
1,147,463
554,622
5.50%, 10/01/2052
553,450
1,070,873
5.50%, 11/01/2052
1,068,976
2,006,968
5.50%, 12/01/2052
2,004,682
1,088,517
5.50%, 06/01/2053
1,086,620
1,243,621
5.50%, 07/01/2053
1,239,493
128,670
5.50%, 03/01/2054
127,728
414,253
6.00%, 04/01/2044
421,231
1,163,671
6.00%, 08/25/2044
1,173,745
222,595
6.00%, 01/01/2053
227,352
573,352
6.00%, 05/01/2053
586,447
252,744
6.00%, 11/01/2053
256,710
205,140
6.00%, 01/01/2054
207,814
Shares or Principal Amount
Market Value†
U.S. GOVERNMENT AGENCIES - 42.6% - (continued)
Mortgage-Backed Agencies - 42.6% - (continued)
Federal National Mortgage Association - 9.7% - (continued)
$  607,132
6.00%, 02/01/2054
$614,393
662,944
6.00%, 03/01/2054
674,816
990,912
6.00%, 05/01/2054
1,003,949
822,390
6.00%, 06/01/2054
833,025
938,033
6.00%, 09/01/2054
953,856
 
213,039,133
Government National Mortgage Association - 6.1%
85,495
2.00%, 06/16/2042
78,644
1,052,087
2.00%, 10/20/2050
844,119
3,065,385
2.00%, 12/20/2050
2,459,427
205,962
2.00%, 12/20/2051
165,258
4,970,140
2.00%, 02/20/2052
3,987,388
567,949
2.00%, 03/20/2052
455,647
572,568
2.00%, 10/20/2052
459,930
10,075,000
2.00%, 08/01/2056(13)
8,064,723
11,672
2.50%, 05/20/2040
11,554
1,393,859
2.50%, 10/20/2049
1,223,009
1,088,397
2.50%, 11/20/2049
915,397
863,517
2.50%, 03/20/2051
721,459
6,530,938
2.50%, 04/20/2051
5,456,504
1,908,727
2.50%, 07/20/2051
1,594,689
759,501
2.50%, 09/20/2051
634,537
2,548,287
2.50%, 10/20/2051
2,129,003
11,312,412
2.50%, 02/20/2052
9,451,002
554,474
3.00%, 02/20/2047
470,043
407,483
3.00%, 05/20/2049
371,080
157,008
3.00%, 03/20/2050
136,411
2,157,622
3.00%, 07/20/2050(4)
276,454
351,921
3.00%, 11/20/2050
306,171
3,216,665
3.00%, 04/20/2051
2,794,497
4,780,422
3.00%, 06/20/2051
4,152,983
3,082,771
3.00%, 07/20/2051(4)
474,034
1,860,273
3.00%, 08/20/2051
1,616,096
1,175,555
3.00%, 09/20/2051
1,021,254
365,832
3.00%, 10/20/2051
317,813
2,529,234
3.00%, 12/20/2051
2,197,231
579,473
3.00%, 04/20/2052
503,403
149,856
3.50%, 11/20/2042
131,914
597,420
3.50%, 03/20/2044
538,940
83,491
3.50%, 07/20/2046
74,644
89,432
3.50%, 10/20/2046
80,461
389,296
3.50%, 02/20/2047
350,174
103,492
3.50%, 05/20/2047
93,059
105,998
3.50%, 07/20/2047
95,247
77,778
3.50%, 11/20/2047
70,102
94,566
3.50%, 03/20/2048
84,837
451,341
3.50%, 02/20/2049
404,857
1,033,932
3.50%, 06/20/2049
928,460
2,532,462
3.50%, 11/20/2049
2,268,181
270,803
3.50%, 12/20/2049
241,556
163,800
3.50%, 01/20/2050
146,712
623,571
3.50%, 06/20/2050
559,159
2,512,828
3.50%, 02/20/2051
2,245,081
934,262
3.50%, 11/20/2052
806,624
1,430,503
3.50%, 01/20/2053
1,274,200
225,753
3.88%, 08/15/2042
209,162
793,666
4.00%, 09/16/2042(4)
159,317
212,552
4.00%, 09/20/2042(4)
24,481
167,661
4.00%, 12/20/2044(4)
30,229
362,316
4.00%, 08/20/2045
337,531
488,602
4.00%, 09/20/2047
451,654
2,073,842
4.00%, 11/20/2047
1,916,592
312,136
4.00%, 12/20/2047
288,436
The accompanying notes are an integral part of these financial statements.
 
90
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
U.S. GOVERNMENT AGENCIES - 42.6% - (continued)
Mortgage-Backed Agencies - 42.6% - (continued)
Government National Mortgage Association - 6.1% - (continued)
$  792,562
4.00%, 02/20/2048
$732,299
13,481
4.00%, 04/20/2048
12,452
709,010
4.00%, 07/20/2048
654,748
2,386,707
4.00%, 08/20/2052
2,182,710
10,200,000
4.00%, 08/01/2056(13)
9,226,050
690,509
4.50%, 02/20/2040
668,780
619,270
4.50%, 05/20/2041
598,884
506,309
4.50%, 06/16/2043(4)
89,912
254,102
4.50%, 05/20/2045(4)
52,078
2,510,589
4.50%, 08/20/2045(4)
451,785
384,036
4.50%, 12/16/2046(4)
50,870
269,396
4.50%, 05/20/2048(4)
38,058
175,641
4.50%, 06/20/2048(4)
32,290
130,236
4.50%, 05/20/2052
123,242
543,286
4.50%, 08/20/2052
513,790
498,546
4.50%, 09/20/2052
472,539
2,268,500
4.50%, 10/20/2052
2,150,449
2,006,137
4.50%, 11/20/2052
1,896,036
4,784,892
4.50%, 11/20/2054
4,499,128
4,726,619
4.50%, 12/20/2054
4,436,970
488,838
5.00%, 05/20/2040
485,784
389,372
5.00%, 06/20/2040
388,126
153,055
5.00%, 07/20/2040
152,189
216,147
5.00%, 12/20/2043(4)
38,326
930,668
5.00%, 07/16/2044(4)
143,053
166,114
5.00%, 11/16/2046(4)
24,505
173,127
5.00%, 06/16/2047(4)
29,025
1,956,005
5.00%, 10/20/2047(4)
380,585
240,910
5.00%, 11/16/2047(4)
43,607
636,557
5.00%, 11/20/2049
626,708
13,287,500
5.00%, 08/01/2056(13)
12,855,286
158,981
5.50%, 02/20/2044(4)
4,538
127,904
5.50%, 09/15/2045
131,076
186,854
5.50%, 09/20/2045(4)
34,207
3,645,000
5.50%, 08/01/2056(13)
3,620,887
19,854,000
6.00%, 08/01/2056(13)
20,177,803
 
135,120,145
Uniform Mortgage-Backed Security - 15.7%
23,437,000
2.00%, 08/01/2056(13)
18,251,564
7,605,000
2.50%, 08/01/2056(13)
6,199,180
5,785,000
3.00%, 08/01/2056(13)
4,931,033
10,222,000
3.50%, 08/01/2056(13)
9,066,834
2,770,000
4.00%, 08/01/2041(13)
2,653,023
19,884,000
4.00%, 08/01/2056(13)
18,150,054
11,330,000
4.50%, 08/01/2041(13)
11,066,873
20,988,000
4.50%, 08/01/2056(13)
19,706,219
4,215,000
5.00%, 08/01/2041(13)
4,194,234
35,190,000
5.50%, 08/01/2041(13)
35,549,817
77,725,000
5.50%, 08/01/2056(13)
76,917,067
59,528,000
6.00%, 08/01/2056(13)
60,183,506
77,680,000
6.50%, 09/01/2056(13)
79,949,689
 
346,819,093
Total U.S. Government Agencies
(cost $963,936,345)
$940,301,953
U.S. GOVERNMENT SECURITIES - 30.7%
U.S. Treasury Securities - 30.7%
U.S. Treasury Bonds - 11.5%
1,400,000
1.13%, 08/15/2040
$844,977
15,840,000
1.25%, 05/15/2050
7,121,813
19,520,000
1.63%, 11/15/2050
9,657,062
31,030,000
1.75%, 08/15/2041
19,992,532
Shares or Principal Amount
Market Value†
U.S. GOVERNMENT SECURITIES - 30.7% - (continued)
U.S. Treasury Securities - 30.7% - (continued)
U.S. Treasury Bonds - 11.5% - (continued)
$  15,800,000
2.00%, 11/15/2041
$10,513,172
16,400,000
2.25%, 05/15/2041
11,515,234
20,955,000
2.38%, 05/15/2051
12,435,483
13,535,000
2.75%, 11/15/2042
9,880,550
56,000
2.88%, 05/15/2052
36,789
24,985,000
3.00%, 02/15/2048
17,544,155
23,885,000
3.00%, 08/15/2052(14)
16,081,323
13,195,000
3.13%, 05/15/2048
9,452,980
28,525,000
3.38%, 08/15/2042
22,885,741
55,565,000
3.38%, 11/15/2048(15)
41,439,335
8,720,000
3.63%, 08/15/2043
7,134,391
3,245,000
3.63%, 02/15/2044
2,638,971
14,440,000
3.63%, 05/15/2053
10,971,016
2,025,000
4.25%, 05/15/2039
1,900,811
1,125,000
4.38%, 05/15/2040
1,055,391
3,720,000
4.50%, 08/15/2039
3,563,062
2,425,000
4.63%, 11/15/2044
2,244,830
3,415,000
4.63%, 11/15/2045
3,148,203
18,245,000
4.75%, 02/15/2056(16)
16,859,520
16,700,000
5.00%, 05/15/2045
16,178,777
 
255,096,118
U.S. Treasury Inflation-Indexed Bonds - 0.8%
24,266,022
0.75%, 02/15/2042(17)
17,804,378
U.S. Treasury Inflation-Indexed Notes - 2.2%
50,263,332
1.25%, 04/15/2031(17)
48,255,534
U.S. Treasury Notes - 16.2%
37,580,000
1.38%, 11/15/2031(18)
32,158,791
10,740,000
2.75%, 08/15/2032
9,746,550
5,100,000
3.50%, 02/28/2031
4,909,547
15,750,000
3.63%, 08/31/2029
15,426,387
8,915,000
3.63%, 12/31/2030
8,635,710
16,730,000
3.75%, 05/31/2030
16,357,496
67,950,000
3.75%, 06/30/2030
66,394,582
6,990,000
3.88%, 03/31/2031
6,830,541
12,095,000
4.00%, 01/31/2029
12,003,343
23,045,000
4.00%, 01/31/2033
22,351,850
56,910,000
4.00%, 02/15/2034
54,740,306
59,585,000
4.00%, 11/15/2035(15)
56,484,718
7,727,000
4.13%, 02/15/2036
7,384,114
20,726,000
4.25%, 05/15/2035
20,096,933
24,625,000
4.38%, 01/31/2032
24,513,418
 
358,034,286
Total U.S. Government Securities
(cost $724,380,040)
$679,190,316
PREFERRED STOCKS - 0.0%
Software & Services - 0.0%
1,252
Oracle Corp. Series D, 6.50%(8)
$52,434
Utilities - 0.0%
4,010
PG&E Corp. Series A, 6.00%
170,064
Total Preferred Stocks
(cost $241,512)
$222,498
Total Long-Term Investments
(cost $2,676,153,201)
$2,588,061,611
The accompanying notes are an integral part of these financial statements.
 
91
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Shares or Principal Amount
Market Value†
SHORT-TERM INVESTMENTS - 0.3%
Repurchase Agreements - 0.1%
$  2,533,540
Fixed Income Clearing Corp. Repurchase
Agreement dated 07/31/2026 at
3.64%, due on 08/03/2026 with a
maturity value of $2,534,309;
collateralized by U.S. Treasury Note at
3.88%, maturing 04/15/2029, with a
market value of $2,584,228
$2,533,540
Securities Lending Collateral - 0.2%
4,694,672
State Street Navigator Securities Lending
Government Money Market Portfolio,
3.63%(19)
4,694,672
Total Short-Term Investments
(cost $7,228,212)
$7,228,212
Total Investments
(cost $2,683,381,413)
117.5
%
$2,595,289,823
Other Assets and Liabilities
(17.5
)%
(386,667,472
)
Net Assets
100.0
%
$2,208,622,351
Note:
Percentage of investments as shown is the ratio of the total market value to net assets.
The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.
Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.
For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.
See “Glossary” for abbreviation descriptions.  
(1)
Security was purchased pursuant to Rule 144A under the Securities Act of 1933
and may be sold in transactions that are exempt from registration (typically only to
qualified institutional buyers) or in a public offering registered under the Securities
Act of 1933. At July 31, 2026, the aggregate value of these securities was
$622,955,243, representing 28.2% of net assets.
(2)
Variable or floating rate securities. Interest rate resets periodically. The rate shown
is the effective interest rate as of period end. Security description also includes the
reference rate and spread if published and available. Variable rate securities with a
floor or ceiling feature are disclosed at the inherent rate, where applicable. Certain
variable rate securities are not based on a published reference rate and spread but
are determined by the issuer or agent and are based on current market conditions;
these securities do not indicate a reference rate and spread in the description. For
fixed to variable securities, the rate remains fixed until designated date stated in
security description.
(3)
Security is a “step-up” bond where coupon increases or steps up at a
predetermined date. Rate shown is current coupon rate.
(4)
Securities disclosed are interest-only strips.
(5)
Security is exempt from registration under Regulation S under the Securities Act of
1933, which exempts from registration securities offered and sold outside of the
United States. Security may not be offered or sold in the United States except
pursuant to an exemption from, or in a transaction not subject to, the registration
requirements of the Securities Act of 1933. At July 31, 2026, the aggregate value
of these securities was $57,117,386, representing 2.6% of net assets.
(6)
Security is a zero-coupon bond.
(7)
Perpetual maturity security. Maturity date shown is the next call date or final legal
maturity date, whichever comes first.
(8)
Represents entire or partial securities on loan. See Note 8 in the accompanying
Notes to Financial Statements for securities lending information.
(9)
Security has the ability to pay in kind (“PIK”) or pay income in cash. When
applicable, separate rates of such payments are disclosed.
(10)
The rate shown represents current yield to maturity.
(11)
Senior floating rate interests generally pay interest rates which are periodically
adjusted by reference to a base short-term, floating lending rate plus a premium.
The base lending rates are primarily the Secured Overnight Financing Rate
("SOFR") and secondarily, the prime rate offered by one or more major
United States banks (the "Prime Rate"). Senior floating rate interests often require
prepayments from excess cash flows or permit the borrower to repay at its
election. The rate at which the borrower repays cannot be predicted with accuracy.
As a result, the actual remaining maturity may be substantially less than the stated
maturities shown. Base lending rates may be subject to a floor or cap. Unless
otherwise noted, the interest rate disclosed for these securities represents the rate
in effect as of July 31, 2026.
(12)
Security disclosed is principal-only strips.
(13)
Represents or includes a TBA transaction.
(14)
All, or a portion of the security, was pledged as collateral in connection with
futures contracts. As of July 31, 2026, the market value of securities pledged was
$3,965,627.
(15)
All, or a portion of the security, was pledged as collateral in connection with TBAs.
As of July 31, 2026, the market value of securities pledged was $1,458,786.
(16)
All, or a portion of the security, was pledged as collateral in connection with OTC
derivatives. As of July 31, 2026, the market value of securities pledged was
$394,575.
(17)
The principal amount for these securities are adjusted for inflation and the interest
payments equal a fixed percentage of the inflation-adjusted principal amount.
(18)
All, or a portion of the security, was pledged as collateral in connection with
centrally cleared swap contracts. As of July 31, 2026, the market value of
securities pledged was $14,804,340.
(19)
Current yield as of period end.
The accompanying notes are an integral part of these financial statements.
 
92
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Futures Contracts Outstanding at July 31, 2026
Description
Number of
Contracts
Expiration
Date
Current
Notional
Amount
Value and
Unrealized
Appreciation/
(Depreciation)
Long position contracts:
Australian 10-Year Bond Future
197
09/15/2026
$14,960,033
$(5,970
)
Euro-BTP Italian Bond Future
112
09/08/2026
14,976,287
706
Euro-BUND Future
27
09/08/2026
3,863,223
(38,720
)
U.S. Treasury 2-Year Note Future
215
09/30/2026
44,206,016
6,542
U.S. Treasury 5-Year Note Future
362
09/30/2026
38,363,516
(229,392
)
U.S. Treasury 10-Year Note Future
416
09/21/2026
44,928,000
(270,102
)
U.S. Treasury 10-Year Ultra Future
702
09/21/2026
77,011,594
(864,522
)
U.S. Treasury Long Bond Future
39
09/21/2026
4,224,187
(165,821
)
U.S. Treasury Ultra Bond Future
2
09/21/2026
219,375
(2,281
)
Total
 
 
$(1,569,560
)
Short position contracts:
Euro BUXL 30-Year Bond Future
(62)
09/08/2026
$(7,548,571
)
$86,680
Long Gilt Future
(22)
09/28/2026
(2,560,666
)
63,324
Total
 
 
$150,004
Total futures contracts
$(1,419,556
)
 
TBA Sale Commitments Outstanding at July 31, 2026
Description
Principal
Amount
Maturity
Date
Market
Value†
Unrealized
Appreciation/
(Depreciation)
Government National Mortgage Association, 2.50%
$3,638,000
08/20/2056
$(3,035,985
)
$33,294
Government National Mortgage Association, 3.00%
825,000
08/20/2056
(715,204
)
9,363
Government National Mortgage Association, 3.50%
400,000
08/20/2056
(350,085
)
5,353
Government National Mortgage Association, 4.00%
8,400,000
08/20/2056
(7,597,923
)
97,264
Government National Mortgage Association, 4.50%
34,575,000
08/20/2056
(32,401,842
)
571,213
Government National Mortgage Association, 5.50%
12,995,000
08/20/2056
(12,909,034
)
22,240
Uniform Mortgage-Backed Security, 2.50%
16,000,000
08/13/2056
(13,042,324
)
280,214
Uniform Mortgage-Backed Security, 2.50%
8,390,000
09/14/2056
(6,836,119
)
41,714
Uniform Mortgage-Backed Security, 5.00%
85,500,000
08/13/2056
(82,504,589
)
1,161,439
Total TBA sale commitments (proceeds receivable $161,615,199)
$(159,393,105
)
$2,222,094
At July 31, 2026, the aggregate market value of TBA Sale Commitments represents (7.2)% of total net assets.
 
Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2026
Reference Entity
Notional
Amount(1)
(Pay)/Receive
Fixed Rate
Expiration
Date
Periodic
Payment
Frequency
Upfront
Premiums
Paid
Upfront
Premiums
Received
Value†
Unrealized
Appreciation/
(Depreciation)
Credit default swaps on indices:
Buy protection:
ITRAXX.SEN.FIN.S45.V1
EUR
585,000
(1.00%)
06/20/2031
Quarterly
$—
$(13,507
)
$(14,227
)
$(720
)
Sell protection:
CDX.NA.HY.S46.V1
USD
46,703,250
5.00%
06/20/2031
Quarterly
$3,456,919
$—
$3,770,469
$313,550
CDX.NA.IG.S46.V1
USD
67,448,000
1.00%
06/20/2031
Quarterly
1,366,354
—
1,465,847
99,493
ITRAXX-EUR.S45.V1
EUR
885,260
1.00%
06/20/2031
Quarterly
15,405
—
22,424
7,019
Total
$4,838,678
$—
$5,258,740
$420,062
The accompanying notes are an integral part of these financial statements.
 
93
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Centrally Cleared Credit Default Swap Contracts Outstanding at July 31, 2026 – (continued)
Reference Entity
Notional
Amount(1)
(Pay)/Receive
Fixed Rate
Expiration
Date
Periodic
Payment
Frequency
Upfront
Premiums
Paid
Upfront
Premiums
Received
Value†
Unrealized
Appreciation/
(Depreciation)
Credit default swaps on single-name
issues:
 
 
 
 
Sell protection:
Alphabet, Inc. (AA+ )
USD
5,440,000
1.00%
06/20/2031
Quarterly
$128,222
$—
$104,455
$(23,767
)
Amazon.com, Inc. (AA)
USD
5,445,000
1.00%
06/20/2031
Quarterly
123,463
—
105,140
(18,323
)
Broadcom, Inc. (A-)
USD
5,440,000
1.00%
06/20/2031
Quarterly
113,505
—
15,495
(98,010
)
CCO Holdings Capital Corp (BB+)
USD
1,355,000
5.00%
06/20/2031
Quarterly
109,244
—
83,054
(26,190
)
Lincoln National Corp. (BBB+)
USD
175,000
1.00%
06/20/2031
Quarterly
—
(2,604
)
(2,127
)
477
Meta Platforms, Inc. (AA-)
USD
5,190,000
1.00%
06/20/2031
Quarterly
68,942
—
27,968
(40,974
)
Oracle Corp. (BBB-)
USD
6,085,000
1.00%
12/20/2030
Quarterly
—
(60,685
)
(197,713
)
(137,028
)
Oracle Corp. (BBB-)
USD
535,000
1.00%
06/20/2031
Quarterly
—
(21,442
)
(21,780
)
(338
)
Paramount Global (BB+)
USD
6,150,000
1.00%
06/20/2031
Quarterly
—
(506,739
)
(469,290
)
37,449
Total
 
 
 
 
$543,376
$(591,470
)
$(354,798
)
$(306,704
)
Total centrally cleared credit default swap contracts
$5,382,054
$(604,977
)
$4,889,715
$112,638
 
(1)
The maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under
the terms of that particular swap agreement.
 
Centrally Cleared Interest Rate Swap Contracts Outstanding at July 31, 2026
Payments made
by Fund
Payments received
by Fund
Notional
Amount
Expiration
Date
Periodic
Payment
Frequency
Upfront
Premiums
Paid
Upfront
Premiums
Received
Value†
Unrealized
Appreciation/
(Depreciation)
3.70% Fixed
12 mo. USD SOFR
USD
11,075,000
05/31/2029
Annual
$—
$—
$128,847
$128,847
3.38% Fixed
12 mo. USD SOFR
USD
3,775,000
05/31/2030
Annual
—
—
104,578
104,578
3.60% Fixed
12 mo. USD SOFR
USD
8,675,000
11/15/2032
Annual
—
—
292,563
292,563
4.16% Fixed
12 mo. USD SOFR
USD
21,490,000
03/19/2045
Annual
—
(105,707
)
1,017,027
1,122,734
2.97% Fixed
12 mo. USD SOFR
USD
5,185,000
03/15/2053
Annual
2,787
—
1,276,320
1,273,533
3.25% Fixed
12 mo. USD SOFR
USD
3,735,000
06/21/2053
Annual
—
(33,428
)
752,342
785,770
3.59% Fixed
12 mo. USD SOFR
USD
8,150,000
09/20/2053
Annual
34,551
—
1,223,512
1,188,961
3.75% Fixed
12 mo. USD SOFR
USD
3,325,000
12/18/2054
Annual
4,651
—
412,852
408,201
Total centrally cleared interest rate swaps contracts
$41,989
$(139,135
)
$5,208,041
$5,305,187
 
Foreign Currency Contracts Outstanding at July 31, 2026
Amount and Description of
Currency to be Purchased
Amount and Description of
Currency to be Sold
Counterparty
Settlement
Date
Appreciation/
(Depreciation)
27,061,000
EUR
30,831,014
USD
DEUT
08/28/2026
$339,733
1,016,000
EUR
1,160,749
USD
MSC
08/28/2026
9,551
670,000
EUR
773,193
USD
BNP
08/28/2026
(1,441
)
331,006
USD
287,000
EUR
BCLY
08/28/2026
420
110,398
USD
96,000
EUR
UBS
08/28/2026
(181
)
77,401
USD
68,000
EUR
MSC
08/28/2026
(926
)
93,189,164
USD
81,794,000
EUR
DEUT
08/28/2026
(1,026,870
)
233,600
USD
175,000
GBP
BOA
08/28/2026
(1,900
)
5,281,466
USD
3,970,000
GBP
BCLY
08/28/2026
(61,020
)
Total foreign currency contracts
$(742,634
)
† 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.
 
94
Hartford Total Return Bond ETF
Schedule of Investments – (continued)
July 31, 2026  
Fair Value Summary
The following is a summary of the fair valuations according to the inputs used as of July 31, 2026 in valuing the Fund’s investments.
 
Description
Total
Level 1
Level 2
Level 3(1)
Assets
Asset-Backed & Commercial Mortgage-Backed Securities 
$502,791,452
$—
$502,791,452
$—
Convertible Bonds 
2,702,077
—
2,702,077
—
Corporate Bonds 
390,889,986
—
390,889,986
—
Foreign Government Obligations 
47,814,043
—
47,814,043
—
Municipal Bonds 
867,637
—
867,637
—
Senior Floating Rate Interests 
23,281,649
—
23,281,649
—
U.S. Government Agencies 
940,301,953
—
940,301,953
—
U.S. Government Securities 
679,190,316
—
679,190,316
—
Preferred Stocks 
222,498
222,498
—
—
Short-Term Investments 
7,228,212
4,694,672
2,533,540
—
Foreign Currency Contracts(2) 
349,704
—
349,704
—
Futures Contracts(2) 
157,252
157,252
—
—
Swaps - Credit Default(2) 
457,988
—
457,988
—
Swaps - Interest Rate(2) 
5,305,187
—
5,305,187
—
Total
$2,601,559,954
$5,074,422
$2,596,485,532
$—
Liabilities
Foreign Currency Contracts(2) 
$(1,092,338
)
$—
$(1,092,338
)
$—
Futures Contracts(2) 
(1,576,808
)
(1,576,808
)
—
—
Swaps - Credit Default(2) 
(345,350
)
—
(345,350
)
—
TBA Sale Commitments 
(159,393,105
)
—
(159,393,105
)
—
Total
$(162,407,601
)
$(1,576,808
)
$(160,830,793
)
$—
 
(1)
For the year ended July 31, 2026, there were no transfers in and out of Level 3.
(2)
Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.
The accompanying notes are an integral part of these financial statements.
 
95
Hartford Active ETFs
GLOSSARY: (abbreviations used in preceding Schedules of Investments)
 
Counterparty Abbreviations:
ANZ
Australia and New Zealand Banking Group
BCLY
Barclays
BMO
Bank of Montreal
BNP
BNP Paribas Securities Services
BOA
Bank of America Securities LLC
CBA
Commonwealth Bank of Australia
CBK
Citibank NA
DEUT
Deutsche Bank Securities, Inc.
GSC
Goldman Sachs & Co.
HSBC
Hongkong and Shanghai Banking Corporation
JPM
JP Morgan Chase & Co.
MSC
Morgan Stanley
NWM
NatWest Markets Plc
RBC
RBC Dominion Securities, Inc.
SCB
Standard Chartered Bank
SGG
Societe Generale Group
SSG
State Street Global Markets LLC
TDB
Toronto-Dominion Bank
UBS
UBS AG
WFB
Wells Fargo Bank NA
Currency Abbreviations:
ARS
Argentine Peso
AUD
Australia Dollar
BRL
Brazil Real
CAD
Canadian Dollar
CLP
Chile Peso
CNH
China Yuan Renminbi
COP
Colombia Peso
CZK
Czech Republic Koruna
EGP
Egypt Pound
EUR
Euro Member Countries
GBP
British Pound
HKD
Hong Kong Dollar
HUF
Hungary Forint
IDR
Indonesia Rupiah
ILS
Israel Shekel
INR
Indian Rupee
JPY
Japan Yen
KRW
Korean Won
KZT
Kazakhstan Tenge
MXN
Mexican Peso
MYR
Malaysia Ringgit
NGN
Nigeria Naira
NZD
New Zealand Dollar
PEN
Peru Nuevo Sol
PHP
Philippines Peso
PLN
Poland Zloty
PYG
Paraguay Guarani
RON
Romania New Leu
SGD
Singapore Dollar
THB
Thailand Baht
TRY
Turkish Currency
USD
United States Dollar
ZAR
South Africa Rand
Index Abbreviations:
CDX.NA.HY
Credit Derivatives North American High Yield
CDX.NA.IG
Credit Derivatives North American Investment Grade
CMT
Constant Maturity Treasury Index
iBoxx
Markit iBoxx Indices - Euro, Sterling, Asian, US Dollar and
European High-Yield Bond Markets
ICE
Intercontinental Exchange, Inc.
ITRAXX.SEN.FIN
Markit iTraxx Senior Financials
ITRAXX-EUR
Markit iTraxx - Europe
Municipal Abbreviations:
Auth
Authority
Dev
Development
Dist
District
Facs
Facilities
GO
General Obligation
Rev
Revenue
Other Abbreviations:
ADR
American Depositary Receipt
AG
Assured Guaranty Inc.
AMBAC
American Municipal Bond Assurance Corp.
ASA
Allmennaksjeselskap
BAM
Build America Mutual Assurance Co.
BIBOR
Bangkok Interbank Offered Rate
BZDIOVRA
Brazil Cetip Interbank Deposit Rate
CLICP
Sinacofi Chile Interbank Offered Rate
CLO
Collateralized Loan Obligation
CMO
Collateralized Mortgage Obligation
CPIBR
Consumer price index Brazil
ETF
Exchange-Traded Fund
EURIBOR
Euro Interbank Offered Rate
FHLMC
Federal Home Loan Mortgage Corp.
FNMA
Federal National Mortgage Association
GmbH
Gesellschaft mit beschränkter Haftung
GNMA
Government National Mortgage Association
HUD
Housing and Urban Development
JIBAR
Johannesburg Interbank Agreed Rate
MIBOR
Mumbai Inter-Bank Offered Rate
NPFG
National Public Finance Guarantee Corp.
PLTRCI
Polish Short-Term Rate - Compound Index
PRIBOR
Prague Interbank Offered Rate
PSF-GTD
Permanent School Fund
Q-SBLF
Qualified School Bond Loan Fund
REIT
Real Estate Investment Trust
SCH BD GTY
School Bond Guaranty
SIFMA
Securities Industry and Financial Markets Association
SOFR
Secured Overnight Financing Rate
SPDR
Standard & Poor's Depositary Receipt
ST AID
WITHHLDG
State Aid Withholding
ST APPROP
State Appropriation
ST INTERCEPT
State Intercept
TBA
To Be Announced
THOR
Thai Overnight Repurchase Rate
TIIE
Interbank Equilibrium Interest Rate
TLREF
Turkish Lira Overnight Reference Rate
WIBOR
Warsaw Interbank Offered Rate
 
96
Hartford Active ETFs
 Statements of Assets and Liabilities
July 31, 2026  
 
 
Hartford
AAA
CLO
ETF
Hartford
Alpha Capture
Value ETF
Hartford Core
Bond ETF
Hartford
Dynamic
Bond
ETF
Hartford
Large Cap
Growth ETF
Assets:
Investments in securities, at market value(1) 
$107,442,266
$180,064,269
$463,767,484
$62,080,478
$199,018,793
Repurchase agreements
588,456
—
258,375
127,188
460,727
Cash
2,963,410
960,607
1,761,678
916,081
1,817,160
Foreign currency
—
—
156
128
—
Unrealized appreciation on OTC swap contracts
—
—
—
1,041
—
Receivables:
From affiliates
—
—
—
7,025
—
Investment securities sold
—
—
78,202,429
1,375,421
1,999,598
Dividends and interest
216,506
94,152
3,226,324
534,984
4,326
Securities lending income
—
329
247
153
730
Variation margin on futures contracts
—
—
29,175
—
—
Variation margin on centrally cleared swap contracts
—
—
137,212
26,760
—
Tax reclaims
—
69,799
—
—
—
OTC swap contracts premiums paid
—
—
—
7,680
—
Total assets
111,210,638
181,189,156
547,383,080
65,076,939
203,301,334
Liabilities:
Obligation to return securities lending collateral
—
843,300
475,160
604,118
1,011,037
TBA sale commitments, at market value
—
—
20,165,602
—
—
Payables:
Investment securities purchased
—
—
126,620,708
2,182,110
1,355,176
Investment management fees
21,472
69,945
98,915
28,667
103,028
Accounting services fees
—
—
—
3,982
—
Board of Trustees' fees
—
—
—
109
—
Variation margin on futures contracts
—
—
—
15,141
—
Distributions payable
431,672
—
1,463,375
218,483
—
Accrued expenses
—
—
—
51,387
—
Total liabilities
453,144
913,245
148,823,760
3,103,997
2,469,241
Net assets
$110,757,494
$180,275,911
$398,559,320
$61,972,942
$200,832,093
Summary of Net Assets:
Paid-in-capital
$112,805,606
$163,686,818
$447,189,325
$63,612,295
$184,807,104
Distributable earnings (loss)
(2,048,112
)
16,589,093
(48,630,005
)
(1,639,353
)
16,024,989
Net assets
110,757,494
180,275,911
398,559,320
61,972,942
200,832,093
Net asset value per share
38.86
31.86
34.36
38.73
27.99
Shares issued and outstanding
2,850,000
5,659,257
11,600,000
1,600,000
7,175,000
Cost of investments
$108,096,746
$166,119,877
$483,527,955
$62,738,629
$159,555,547
Cost of foreign currency
$—
$—
$151
$129
$—
Proceeds of TBA sale commitments
$—
$—
$20,326,279
$—
$—
(1) Includes Investment in securities on loan, at market value
$—
$825,373
$459,908
$699,275
$992,778
The accompanying notes are an integral part of these financial statements.
 
97
Hartford Active ETFs
 Statements of Assets and Liabilities – (continued)
July 31, 2026  
 
 
Hartford
Municipal
Opportunities
ETF
Hartford
Schroders
Tax-Aware
Bond ETF
Hartford
Strategic
Income ETF
Hartford Total
Return Bond
ETF
Assets:
Investments in securities, at market value(1) 
$757,017,563
$285,134,448
$1,209,693,843
$2,592,756,283
Repurchase agreements
6,042,107
—
6,892,466
2,533,540
Cash
23,870,244
10,188,489
43,870,784
19,156,144
Foreign currency
—
—
9,039,021
5,397,729
Unrealized appreciation on OTC swap contracts
—
—
351,981
—
Unrealized appreciation on foreign currency contracts
—
—
495,460
349,704
Receivables:
Investment securities sold
368,708
—
142,201,350
369,514,612
Dividends and interest
6,996,257
2,865,412
11,403,687
17,124,718
Securities lending income
—
—
16,664
4,038
Variation margin on centrally cleared swap contracts
—
—
178,063
995,403
Tax reclaims
—
—
2,294
1,505
OTC swap contracts premiums paid
—
—
5,979
—
Total assets
794,294,879
298,188,349
1,424,151,592
3,007,833,676
Liabilities:
Unrealized depreciation on foreign currency contracts
—
—
1,133,428
1,092,338
Obligation to return securities lending collateral
—
—
11,887,990
4,694,672
Unrealized depreciation on OTC swap contracts
—
—
12,064
—
Cash collateral due to broker on swap contracts
—
—
410,000
—
TBA sale commitments, at market value
—
—
92,512,515
159,393,105
Unfunded loan commitments
—
—
1,245,456
—
Payables:
Investment securities purchased
7,282,877
8,960,881
238,811,803
623,904,474
Investment management fees
192,690
97,644
403,312
548,628
Variation margin on futures contracts
—
—
826,427
800,922
Foreign taxes
—
—
848
—
Distributions payable
2,331,047
923,447
4,723,104
8,777,186
Written options
—
—
84,775
—
Total liabilities
9,806,614
9,981,972
352,051,722
799,211,325
Net assets
$784,488,265
$288,206,377
$1,072,099,870
$2,208,622,351
Summary of Net Assets:
Paid-in-capital
$801,766,107
$307,679,680
$1,097,696,558
$2,421,380,575
Distributable earnings (loss)
(17,277,842
)
(19,473,303
)
(25,596,688
)
(212,758,224
)
Net assets
784,488,265
288,206,377
1,072,099,870
2,208,622,351
Net asset value per share
38.46
18.84
34.64
33.11
Shares issued and outstanding
20,400,000
15,300,000
30,950,000
66,700,000
Cost of investments
$771,192,953
$290,355,211
$1,228,701,675
$2,683,381,413
Cost of foreign currency
$—
$—
$9,039,069
$5,397,729
Proceeds of TBA sale commitments
$—
$—
$93,524,856
$161,615,199
Written option contracts premiums received
$—
$—
$76,973
$—
(1) Includes Investment in securities on loan, at market value
$—
$—
$13,712,017
$6,275,662
The accompanying notes are an integral part of these financial statements.
 
98
Hartford Active ETFs
 Statements of Operations
For the Year Ended July 31, 2026  
 
 
Hartford
AAA
CLO
ETF
Hartford
Alpha Capture
Value ETF
Hartford Core
Bond ETF
Hartford
Dynamic
Bond
ETF(1)
Hartford
Large Cap
Growth ETF
Investment Income:
Dividends
$—
$3,860,380
$—
$—
$598,788
Interest
5,610,456
78,402
15,858,405
1,903,349
72,411
Securities lending — net
—
25,671
4,075
2,265
1,586
Less: Foreign tax withheld
—
(34,081
)
—
—
(755
)
Total investment income, net
5,610,456
3,930,372
15,862,480
1,905,614
672,030
Expenses:
Investment management fees
254,038
811,471
1,027,920
229,035
1,071,403
Custodian fees
—
—
—
16,325
—
Accounting services fees
—
—
—
11,710
—
Board of Trustees' fees
—
—
—
828
—
Chief Compliance Officer fees
—
—
—
85
—
Professional fees
—
—
—
37,598
—
Basket creation fees
—
—
—
13,750
—
Other expenses
—
—
—
9,353
—
Total expenses (before waivers and fees paid indirectly)
254,038
811,471
1,027,920
318,684
1,071,403
Expense waivers
—
—
—
(68,827
)
—
Commission recapture
—
(451
)
—
—
(290
)
Total waivers and fees paid indirectly
—
(451
)
—
(68,827
)
(290
)
Total expenses
254,038
811,020
1,027,920
249,857
1,071,113
Net Investment Income (Loss)
5,356,418
3,119,352
14,834,560
1,655,757
(399,083
)
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign
Currency Transactions on:
Investments
11,526
56,977,792
(2)
(1,877,012
)(2)
(1,193,878
)
21,246,950
(2)
Purchased options contracts
—
—
(168,903
)
—
—
Futures contracts
—
—
(604,158
)
(27,304
)
—
Swap contracts
—
—
154,028
105,709
—
Other foreign currency transactions
—
1,165
—
—
—
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign
Currency Transactions
11,526
56,978,957
(2,496,045
)
(1,115,473
)
21,246,950
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial
Instruments and Foreign Currency Transactions of:
Investments
(80,978
)
(12,397,327
)
(4,300,976
)
(530,963
)
(6,809,132
)
Futures contracts
—
—
107,430
(9,652
)
—
Swap contracts
—
—
191,072
22,103
—
Translation of other assets and liabilities in foreign currencies
—
—
(1
)
(1
)
—
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial
Instruments and Foreign Currency Transactions
(80,978
)
(12,397,327
)
(4,002,475
)
(518,513
)
(6,809,132
)
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency
Transactions
(69,452
)
44,581,630
(6,498,520
)
(1,633,986
)
14,437,818
Net Increase (Decrease) in Net Assets Resulting from Operations
$5,286,966
$47,700,982
$8,336,040
$21,771
$14,038,735
 
(1) 
Commenced operations on September 23, 2025.
(2) 
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.
 
99
Hartford Active ETFs
 Statements of Operations – (continued)
For the Year Ended July 31, 2026  
 
 
Hartford
Municipal
Opportunities
ETF
Hartford
Schroders
Tax-Aware
Bond ETF
Hartford
Strategic
Income ETF
Hartford Total
Return Bond
ETF
Investment Income:
Dividends
$—
$—
$655,690
$1,305
Interest
25,953,545
13,409,600
31,762,900
102,585,592
Securities lending — net
—
—
336,154
79,890
Less: Foreign tax withheld
—
—
(33,708
)
—
Total investment income, net
25,953,545
13,409,600
32,721,036
102,666,787
Expenses:
Investment management fees
1,972,452
1,261,819
2,587,946
6,287,749
Total expenses
1,972,452
1,261,819
2,587,946
6,287,749
Net Investment Income (Loss)
23,981,093
12,147,781
30,133,090
96,379,038
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency
Transactions on:
Investments
1,294,628
(6,778,959
)
(1,346,498
)
(22,747,030
)(1)
Less: Foreign taxes paid on realized capital gains
—
—
(3,801
)
—
Purchased options contracts
—
—
5,360
(1,278,561
)
Futures contracts
—
(329,101
)
(4,651,747
)
(4,835,961
)
Written options contracts
—
—
1,290,201
—
Swap contracts
—
—
(809,916
)
1,944,132
Foreign currency contracts
—
—
1,829,141
2,620,298
Other foreign currency transactions
—
—
244,219
(66,613
)
Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency
Transactions
1,294,628
(7,108,060
)
(3,443,041
)
(24,363,735
)
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments
and Foreign Currency Transactions of:
Investments*
1,334,508
15,934,240
(11,874,685
)
(11,907,738
)
Purchased options contracts
—
—
(34,951
)
6,066
Futures contracts
—
127,731
(2,413,152
)
(1,515,625
)
Written options contracts
—
—
(7,802
)
—
Swap contracts
—
—
199,110
2,545,361
Foreign currency contracts
—
—
(1,098,255
)
(742,975
)
Translation of other assets and liabilities in foreign currencies
—
—
5,289
1,101
Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments
and Foreign Currency Transactions
1,334,508
16,061,971
(15,224,446
)
(11,613,810
)
Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions
2,629,136
8,953,911
(18,667,487
)
(35,977,545
)
Net Increase (Decrease) in Net Assets Resulting from Operations
$26,610,229
$21,101,692
$11,465,603
$60,401,493
* Includes change in unrealized appreciation (depreciation) on deferred capital gains tax
$—
$—
$(406
)
$—
 
(1) 
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.
 
100
Hartford Active ETFs
 Statements of Changes in Net Assets  
 
 
Hartford AAA
CLO ETF
Hartford
Alpha Capture
Value ETF
 
For the
Year Ended
July 31,
2026
For the
Year Ended
July 31,
2025
For the
Year Ended
July 31,
2026
For the
Year Ended
July 31,
2025
Operations:
Net investment income (loss)
$5,356,418
$5,631,843
$3,119,352
$3,864,539
Net realized gain (loss) on investments and foreign currency transactions
11,526
(103,083
)
56,978,957
17,688,867
Net changes in unrealized appreciation (depreciation) of investments
(80,978
)
(48,765
)
(12,397,327
)
(17,276,318
)
Net Increase (Decrease) in Net Assets Resulting from Operations
5,286,966
5,479,995
47,700,982
4,277,088
Distributions to Shareholders
(5,362,574
)
(5,825,455
)
(3,675,004
)
(6,565,269
)
Capital Share Transactions:
Sold
21,430,241
31,200,990
140,344,541
58,650,579
Redeemed
(19,464,936
)
(5,834,990
)
(176,715,150
)
(61,484,904
)
Other Capital
25,807
22,123
—
—
Net increase (decrease) from capital share transactions
1,991,112
25,388,123
(36,370,609
)
(2,834,325
)
Net Increase (Decrease) in Net Assets
1,915,504
25,042,663
7,655,369
(5,122,506
)
Net Assets:
Beginning of period
108,841,990
83,799,327
172,620,542
177,743,048
End of period
$110,757,494
$108,841,990
$180,275,911
$172,620,542
The accompanying notes are an integral part of these financial statements.
 
101
Hartford Active ETFs
 Statements of Changes in Net Assets – (continued) 
 
 
Hartford Core
Bond ETF
Hartford
Dynamic
Bond ETF
 
For the
Year Ended
July 31,
2026
For the
Year Ended
July 31,
2025
For the
Year Ended
July 31,
2026(1)
Operations:
Net investment income (loss)
$14,834,560
$12,076,178
$1,655,757
Net realized gain (loss) on investments and other financial instruments
(2,496,045
)
(1,983,808
)
(1,115,473
)
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency
transactions
(4,002,475
)
418,488
(518,513
)
Net Increase (Decrease) in Net Assets Resulting from Operations
8,336,040
10,510,858
21,771
Distributions to Shareholders
(14,934,853
)
(12,483,704
)
(1,661,124
)
Capital Share Transactions:
Sold
80,854,481
89,084,286
63,609,832
Redeemed
(12,420,169
)
(19,204,439
)
(40
)
Other Capital
6,508
38,346
2,503
Net increase (decrease) from capital share transactions
68,440,820
69,918,193
63,612,295
Net Increase (Decrease) in Net Assets
61,842,007
67,945,347
61,972,942
Net Assets:
Beginning of period
336,717,313
268,771,966
—
End of period
$398,559,320
$336,717,313
$61,972,942
 
(1) 
Commenced operations on September 23, 2025.
The accompanying notes are an integral part of these financial statements.
 
102
Hartford Active ETFs
 Statements of Changes in Net Assets – (continued) 
 
 
Hartford
Large Cap
Growth ETF
Hartford Municipal
Opportunities ETF
 
For the
Year Ended
July 31,
2026
For the
Year Ended
July 31,
2025
For the
Year Ended
July 31,
2026
For the
Year Ended
July 31,
2025
Operations:
Net investment income (loss)
$(399,083
)
$(242,431
)
$23,981,093
$17,142,854
Net realized gain (loss) on investments
21,246,950
25,913,365
1,294,628
(3,473,512
)
Net changes in unrealized appreciation (depreciation) of investments
(6,809,132
)
8,703,730
1,334,508
(6,612,158
)
Net Increase (Decrease) in Net Assets Resulting from Operations
14,038,735
34,374,664
26,610,229
7,057,184
Distributions to Shareholders
—
—
(24,108,431
)
(17,506,927
)
Capital Share Transactions:
Sold
90,967,839
62,937,233
226,508,834
169,331,279
Redeemed
(64,379,512
)
(61,987,709
)
(29,862,963
)
(12,558,984
)
Other Capital
433
338
153,823
119,686
Net increase (decrease) from capital share transactions
26,588,760
949,862
196,799,694
156,891,981
Net Increase (Decrease) in Net Assets
40,627,495
35,324,526
199,301,492
146,442,238
Net Assets:
Beginning of period
160,204,598
124,880,072
585,186,773
438,744,535
End of period
$200,832,093
$160,204,598
$784,488,265
$585,186,773
The accompanying notes are an integral part of these financial statements.
 
103
Hartford Active ETFs
 Statements of Changes in Net Assets – (continued) 
 
 
Hartford Schroders Tax-Aware
Bond ETF
Hartford Strategic
Income ETF
 
For the
Year Ended
July 31,
2026
For the
Year Ended
July 31,
2025
For the
Year Ended
July 31,
2026
For the
Year Ended
July 31,
2025
Operations:
Net investment income (loss)
$12,147,781
$15,787,710
$30,133,090
$5,451,825
Net realized gain (loss) on investments, other financial instruments and foreign currency
transactions
(7,108,060
)
1,818,229
(3,443,041
)
(1,525,281
)
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments
and foreign currency transactions
16,061,971
(25,722,246
)
(15,224,446
)
3,055,071
Net Increase (Decrease) in Net Assets Resulting from Operations
21,101,692
(8,116,307
)
11,465,603
6,981,615
Distributions to Shareholders
(12,178,813
)
(15,989,953
)
(31,149,929
)
(6,033,274
)
Capital Share Transactions:
Sold
13,385,518
136,109,047
926,301,106
111,059,369
Redeemed
(122,432,662
)
(82,687,630
)
—
(3,368,622
)
Other Capital
159,584
205,608
35,205
47,845
Net increase (decrease) from capital share transactions
(108,887,560
)
53,627,025
926,336,311
107,738,592
Net Increase (Decrease) in Net Assets
(99,964,681
)
29,520,765
906,651,985
108,686,933
Net Assets:
Beginning of period
388,171,058
358,650,293
165,447,885
56,760,952
End of period
$288,206,377
$388,171,058
$1,072,099,870
$165,447,885
The accompanying notes are an integral part of these financial statements.
 
104
Hartford Active ETFs
 Statements of Changes in Net Assets – (continued) 
 
 
Hartford Total Return
Bond ETF
 
For the
Year Ended
July 31,
2026
For the
Year Ended
July 31,
2025
Operations:
Net investment income (loss)
$96,379,038
$87,464,122
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions
(24,363,735
)
(11,715,563
)
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions
(11,613,810
)
(12,588,903
)
Net Increase (Decrease) in Net Assets Resulting from Operations
60,401,493
63,159,656
Distributions to Shareholders
(100,249,658
)
(87,837,699
)
Capital Share Transactions:
Sold
679,718,517
526,419,944
Redeemed
(424,729,318
)
(193,721,995
)
Other Capital
20,876
189,807
Net increase (decrease) from capital share transactions
255,010,075
332,887,756
Net Increase (Decrease) in Net Assets
215,161,910
308,209,713
Net Assets:
Beginning of period
1,993,460,441
1,685,250,728
End of period
$2,208,622,351
$1,993,460,441
The accompanying notes are an integral part of these financial statements.
 
105
Hartford Active ETFs
Financial Highlights
 
 
—Selected Per-Share Data(1)—
—Ratios and Supplemental Data —
 
Net Asset
Value at
Beginning
of Period
Net
Investment
Income
(Loss)
Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
Total
from
Investment
Operations
Other
Capital
Dividends
from Net
Investment
Income
Distributions
from
Capital
Gains
Total
Dividends
and
Distributions
Net
Asset
Value at
End of
Period
Total
Return(2)
Net
Assets at
End of
Period
(000s)
Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
Portfolio
Turnover(5)
Hartford AAA CLO ETF
For the Year Ended July 31, 2026
 
$38.87
$1.97
$(0.03
)
$1.94
$0.01
$(1.96
)
$—
$(1.96
)
$38.86
5.14
%
$110,757
0.24
%
0.24
%
5.06
%
51
%
For the Year Ended July 31, 2025
 
$38.98
$2.27
$(0.05
)
$2.22
$0.01
$(2.34
)
$—
$(2.34
)
$38.87
5.90
%
$108,842
0.24
%
0.24
%
5.84
%
51
%
For the Year Ended July 31, 2024
 
$38.12
$2.23
$0.70
$2.93
$0.02
$(2.09
)
$—
$(2.09
)
$38.98
7.90
%
$83,799
0.26
%
0.26
%
5.76
%
171
%
For the Year Ended July 31, 2023
 
$38.50
$1.31
$(0.34
)
$0.97
$0.01
$(1.36
)
$—
$(1.36
)
$38.12
2.63
%
$45,748
0.29
%
0.29
%
3.43
%
14
%
For the Year Ended July 31, 2022
 
$41.03
$0.77
$(2.41
)
$(1.64
)
$0.01
$(0.85
)
$(0.05
)
$(0.90
)
$38.50
(4.01
)%
$82,775
0.29
%
0.29
%
1.92
%
41
%(6)
Hartford Alpha Capture Value ETF (formerly, Hartford Quality Value ETF)
For the Year Ended July 31, 2026
 
$24.98
$0.48
$6.94
$7.42
$—
$(0.54
)
$—
$(0.54
)
$31.86
30.04
%
$180,276
0.45
%
0.45
%
1.73
%
118
%
For the Year Ended July 31, 2025
 
$25.36
$0.56
$0.02
$0.58
$—
$(0.53
)
$(0.43
)
$(0.96
)
$24.98
2.34
%
$172,621
0.45
%
0.45
%
2.20
%
31
%
For the Period Ended July 31, 2024(7)
 
$21.12
$0.45
$4.45
$4.90
$—
$(0.62
)
$(0.04
)
$(0.66
)
$25.36
23.55
%(8)
$177,743
0.45
%(9)
0.45
%(9)
2.56
%(9)
51
%
For the Year Ended October 31, 2023(10)
 
$23.22
$0.38
$(0.89
)
$(0.51
)
$—
$(0.47
)
$(1.12
)
$(1.59
)
$21.12
(2.60
)%
$161,781
0.51
%
0.46
%
1.75
%
30
%
For the Year Ended October 31, 2022
 
$25.84
$0.49
$(1.39
)
$(0.90
)
$—
$(0.47
)
$(1.25
)
$(1.72
)
$23.22
(3.78
)%
$12,495
0.55
%
0.46
%
2.07
%
24
%
For the Year Ended October 31, 2021
 
$18.31
$0.45
$7.62
$8.07
$—
$(0.54
)
$—
$(0.54
)
$25.84
44.84
%
$12,182
0.56
%
0.46
%
1.92
%
21
%
Hartford Core Bond ETF
For the Year Ended July 31, 2026
 
$34.89
$1.48
$(0.54
)
$0.94
$0.00
(11)
$(1.47
)
$—
$(1.47
)
$34.36
2.67
%
$398,559
0.29
%
0.29
%
4.19
%
72
%(12)
For the Year Ended July 31, 2025
 
$35.13
$1.44
$(0.20
)
$1.24
$0.00
(11)
$(1.48
)
$—
$(1.48
)
$34.89
3.59
%
$336,717
0.29
%
0.29
%
4.12
%
47
%(12)
For the Year Ended July 31, 2024
 
$34.41
$1.36
$0.71
$2.07
$0.00
(11)
$(1.35
)
$—
$(1.35
)
$35.13
6.19
%(13)
$268,772
0.29
%
0.29
%
3.98
%
43
%(12)
For the Year Ended July 31, 2023
 
$36.62
$1.03
$(2.25
)
$(1.22
)
$0.00
(11)
$(0.99
)
$—
$(0.99
)
$34.41
(3.29
)%
$251,194
0.29
%
0.29
%
2.97
%
60
%(12)
For the Year Ended July 31, 2022
 
$41.48
$0.55
$(4.72
)
$(4.17
)
$0.01
$(0.56
)
$(0.14
)
$(0.70
)
$36.62
(10.11
)%
$247,163
0.29
%
0.29
%
1.42
%
36
%(12)
Hartford Dynamic Bond ETF
For the Period Ended July 31, 2026(14)
 
$40.00
$1.34
$(1.30
)
$0.04
$0.00
(11)
$(1.31
)
$—
$(1.31
)
$38.73
0.09
%(8)
$61,973
0.77
%(9)
0.60
%(9)
3.98
%(9)
808
%(15)
Hartford Large Cap Growth ETF
For the Year Ended July 31, 2026
 
$25.74
$(0.06
)
$2.31
$2.25
$0.00
(11)
$—
$—
$—
$27.99
8.74
%
$200,832
0.59
%
0.59
%
(0.22
)%
94
%
The accompanying notes are an integral part of these financial statements.
 
106
Hartford Active ETFs
Financial Highlights – (continued)
 
—Selected Per-Share Data(1)—
—Ratios and Supplemental Data —
 
Net Asset
Value at
Beginning
of Period
Net
Investment
Income
(Loss)
Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
Total
from
Investment
Operations
Other
Capital
Dividends
from Net
Investment
Income
Distributions
from
Capital
Gains
Total
Dividends
and
Distributions
Net
Asset
Value at
End of
Period
Total
Return(2)
Net
Assets at
End of
Period
(000s)
Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
Portfolio
Turnover(5)
Hartford Large Cap Growth ETF – (continued)
For the Year Ended July 31, 2025
 
$20.47
$(0.04
)
$5.31
$5.27
$0.00
(11)
$—
$—
$—
$25.74
25.75
%
$160,205
0.59
%
0.59
%
(0.18
)%
68
%
For the Year Ended July 31, 2024
 
$16.04
$(0.03
)
$4.46
$4.43
$0.00
(11)
$—
$—
$—
$20.47
27.62
%(13)
$124,880
0.59
%
0.59
%
(0.20
)%
97
%
For the Year Ended July 31, 2023
 
$12.95
$(0.01
)
$3.10
$3.09
$0.00
(11)
$—
$—
$—
$16.04
23.86
%
$97,012
0.59
%
0.59
%
(0.07
)%
103
%
For the Period Ended July 31, 2022(16)
 
$20.00
$(0.04
)
$(7.01
)
$(7.05
)
$0.00
(11)
$—
$—
$—
$12.95
(35.25
)%(8)
$78,370
0.59
%(9)
0.59
%(9)
(0.38
)%(9)
90
%
Hartford Municipal Opportunities ETF
For the Year Ended July 31, 2026
 
$38.06
$1.37
$0.39
$1.76
$0.01
$(1.37
)
$—
$(1.37
)
$38.46
4.65
%
$784,488
0.29
%
0.29
%
3.53
%
36
%
For the Year Ended July 31, 2025
 
$38.83
$1.31
$(0.78
)
$0.53
$0.01
$(1.31
)
$—
$(1.31
)
$38.06
1.41
%
$585,187
0.29
%
0.29
%
3.39
%
43
%
For the Year Ended July 31, 2024
 
$38.03
$1.25
$0.77
$2.02
$0.00
(11)
$(1.22
)
$—
$(1.22
)
$38.83
5.42
%
$438,745
0.29
%
0.29
%
3.26
%
38
%
For the Year Ended July 31, 2023
 
$38.78
$1.05
$(0.81
)
$0.24
$0.01
$(1.00
)
$—
$(1.00
)
$38.03
0.70
%
$376,495
0.29
%
0.29
%
2.79
%
16
%
For the Year Ended July 31, 2022
 
$42.32
$0.69
$(3.56
)
$(2.87
)
$0.01
$(0.68
)
$—
$(0.68
)
$38.78
(6.80
)%
$269,489
0.29
%
0.29
%
1.73
%
37
%
Hartford Schroders Tax-Aware Bond ETF
For the Year Ended July 31, 2026
 
$18.48
$0.72
$0.36
$1.08
$0.01
$(0.73
)
$—
$(0.73
)
$18.84
5.91
%
$288,206
0.39
%
0.39
%
3.75
%
59
%
For the Year Ended July 31, 2025
 
$19.49
$0.72
$(1.01
)
$(0.29
)
$0.01
$(0.73
)
$—
$(0.73
)
$18.48
(1.52
)%
$388,171
0.39
%
0.39
%
3.76
%
66
%
For the Year Ended July 31, 2024
 
$19.35
$0.72
$0.08
$0.80
$0.02
$(0.68
)
$—
$(0.68
)
$19.49
4.36
%
$358,650
0.39
%
0.39
%
3.77
%
60
%
For the Year Ended July 31, 2023
 
$19.85
$0.60
$(0.55
)
$0.05
$0.02
$(0.57
)
$—
$(0.57
)
$19.35
0.43
%
$142,187
0.39
%
0.39
%
3.10
%
135
%
For the Year Ended July 31, 2022
 
$21.80
$0.31
$(1.74
)
$(1.43
)
$0.01
$(0.32
)
$(0.21
)
$(0.53
)
$19.85
(6.58
)%
$85,338
0.39
%
0.39
%
1.51
%
116
%
Hartford Strategic Income ETF
For the Year Ended July 31, 2026
 
$34.83
$2.00
$(0.24
)
$1.76
$0.00
(11)
$(1.95
)
$—
$(1.95
)
$34.64
5.10
%
$1,072,100
0.49
%
0.49
%
5.71
%
211
%(17)
For the Year Ended July 31, 2025
 
$34.40
$2.02
$0.62
$2.64
$0.02
$(2.23
)
$—
$(2.23
)
$34.83
7.98
%
$165,448
0.50
%
0.50
%
5.86
%
136
%(17)
For the Year Ended July 31, 2024
 
$33.23
$1.92
$1.40
$3.32
$0.01
$(2.16
)
$—
$(2.16
)
$34.40
10.43
%
$56,761
0.54
%
0.54
%
5.75
%
56
%(17)
For the Year Ended July 31, 2023
 
$33.69
$1.61
$(0.24
)
$1.37
$0.00
(11)
$(1.83
)
$—
$(1.83
)
$33.23
4.28
%
$53,172
0.54
%
0.54
%
4.89
%
63
%(17)
For the Period Ended July 31, 2022(18)
 
$40.00
$0.91
$(6.35
)
$(5.44
)
$0.09
$(0.96
)
$—
$(0.96
)
$33.69
(13.52
)%(8)
$45,485
0.54
%(9)
0.54
%(9)
2.87
%(9)
39
%(17)
The accompanying notes are an integral part of these financial statements.
 
107
Hartford Active ETFs
Financial Highlights – (continued)
 
—Selected Per-Share Data(1)—
—Ratios and Supplemental Data —
 
Net Asset
Value at
Beginning
of Period
Net
Investment
Income
(Loss)
Net
Realized
and
Unrealized
Gain (Loss)
on
Investments
Total
from
Investment
Operations
Other
Capital
Dividends
from Net
Investment
Income
Distributions
from
Capital
Gains
Total
Dividends
and
Distributions
Net
Asset
Value at
End of
Period
Total
Return(2)
Net
Assets at
End of
Period
(000s)
Ratio of
Expenses
to
Average
Net
Assets
Before
Adjust-
ments(3)(4)
Ratio of
Expenses
to
Average
Net
Assets
After
Adjust-
ments(3)(4)
Ratio of
Net
Investment
Income
(Loss) to
Average
Net Assets
Portfolio
Turnover(5)
Hartford Total Return Bond ETF
For the Year Ended July 31, 2026
 
$33.64
$1.51
$(0.47
)
$1.04
$0.00
(11)
$(1.57
)
$—
$(1.57
)
$33.11
3.07
%
$2,208,622
0.29
%
0.29
%
4.45
%
94
%(19)
For the Year Ended July 31, 2025
 
$34.05
$1.53
$(0.42
)
$1.11
$0.00
(11)
$(1.52
)
$—
$(1.52
)
$33.64
3.33
%
$1,993,460
0.29
%
0.29
%
4.52
%
61
%(19)
For the Year Ended July 31, 2024
 
$33.28
$1.48
$0.72
$2.20
$0.01
$(1.44
)
$—
$(1.44
)
$34.05
6.86
%
$1,685,251
0.29
%
0.29
%
4.46
%
45
%(19)
For the Year Ended July 31, 2023
 
$35.19
$1.25
$(2.01
)
$(0.76
)
$0.00
(11)
$(1.15
)
$—
$(1.15
)
$33.28
(2.12
)%
$1,193,112
0.29
%
0.29
%
3.72
%
69
%(19)
For the Year Ended July 31, 2022
 
$41.16
$0.93
$(5.18
)
$(4.25
)
$0.01
$(1.02
)
$(0.71
)
$(1.73
)
$35.19
(10.60
)%
$969,596
0.29
%
0.29
%
2.46
%
61
%(19)
 
FINANCIAL HIGHLIGHTS FOOTNOTES
(1)
Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average
shares outstanding unless otherwise noted.
(2)
Total return is calculated assuming a hypothetical purchase of beneficial shares on the opening of the first day at the net asset value and a sale on the closing of the last day at the
net asset value of each period reported. Dividends and distributions, if any, are assumed for purposes of this calculation, to be reinvested at net asset value at the end of the
distribution day.
(3)
Ratios do not include expenses of other investment companies, if applicable.
(4)
Adjustments include waivers and reimbursements, if applicable. Ratios do not include fees paid indirectly (see Expenses in the accompanying Notes to Financial Statements).
(5)
Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions, if any.
(6)
Excluding TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 47% for the year ended July 31, 2022.
(7)
Effective June 1, 2024, the Hartford Alpha Capture Value ETF changed its fiscal year end from October 31 to July 31 (See Note 1 in the Notes to Financial Statements).
(8)
Not annualized.
(9)
Annualized.
(10)
As of October 13, 2023, the Hartford Alpha Capture Value ETF converted from a mutual fund to an ETF pursuant to an Agreement and Plan of Reorganization and Liquidation (the
"Reorganization"). All information and references to periods prior to the close of business on October 13, 2023 refers to the Predecessor Fund (as defined in Note 1). See Note 1 in
the Notes to Financial Statements for additional information about the Reorganization.
(11)
Amount is less than $0.01 per share.
(12)
Excluding TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 267%, 210%, 258%, 344% and 363% for the years ended July
31, 2026, July 31, 2025, July 31, 2024, July 31, 2023 and July 31, 2022 respectively.
(13)
The total returns have been calculated based on net assets which include adjustments made in accordance with U.S. Generally Accepted Accounting Principles required at period end
for financial reporting purposes. These figures do not necessarily reflect the total return experienced by the shareholder and disclosed in the Shareholder Report.
(14)
Commenced operations on September 23, 2025.
(15)
Reflects the Fund's portfolio turnover for the period September 23, 2025 through July 31, 2026.
(16)
Commenced operations on November 9, 2021.
(17)
Excluding TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 469%, 201%, 162%, 173% and 143% for the years ended July
31, 2026, July 31, 2025,July 31, 2024, July 31, 2023 and July 31, 2022 respectively.
(18)
Commenced operations on September 21, 2021.
(19)
Excluding TBA roll transactions. Had TBA roll transactions been included, the portfolio turnover rate would have been 449%, 329%, 359%, 436% and 450% for the years ended July
31, 2026, July 31, 2025, July 31, 2024, July 31, 2023 and July 31, 2022 respectively.
The accompanying notes are an integral part of these financial statements.
 
108
Hartford Active ETFs
 Notes to Financial Statements
 July 31, 2026  
1.
Organization:
Hartford Funds Exchange-Traded Trust (the "Trust") is an open-end registered management investment company comprised of eleven operational series as of July 31, 2026. Financial statements for the series of the Trust listed below (each, a "Fund" and collectively, the "Funds") are included in this report. 
Hartford Funds Exchange-Traded Trust:
Hartford AAA CLO ETF (the "AAA CLO ETF")
Hartford Alpha Capture Value ETF (the "Alpha Capture Value ETF") (formerly, Hartford Quality Value ETF)
Hartford Core Bond ETF (the "Core Bond ETF")
Hartford Dynamic Bond ETF (the "Dynamic Bond ETF")
Hartford Large Cap Growth ETF (the "Large Cap Growth ETF")
Hartford Municipal Opportunities ETF (the "Municipal Opportunities ETF")
Hartford Schroders Tax-Aware Bond ETF (the "Tax-Aware Bond ETF")
Hartford Strategic Income ETF (the "Strategic Income ETF")
Hartford Total Return Bond ETF (the "Total Return Bond ETF")
AAA CLO ETF commenced operations on May 30, 2018 and changed its name, investment objective and strategy as of February 12, 2024. Core Bond ETF commenced operations on February 19, 2020. Dynamic Bond ETF commenced operations on September 23, 2025. Large Cap Growth ETF commenced operations on November 9, 2021. Municipal Opportunities ETF commenced operations on December 13, 2017. Tax-Aware Bond ETF commenced operations on April 18, 2018. Strategic Income ETF commenced operations on September 21, 2021 and changed its name, investment objective and strategy as of September 30, 2024. Total Return Bond ETF commenced operations on September 27, 2017. Each Fund is an actively managed, exchange-traded fund ("ETF") that trades on an exchange like other publicly traded securities. Shares of Municipal Opportunities ETF, Tax-Aware Bond ETF and Total Return Bond ETF are listed and traded on NYSE Arca, Inc. ("NYSE Arca"). Shares of AAA CLO ETF, Alpha Capture Value ETF, Core Bond ETF, Large Cap Growth ETF and Strategic Income ETF are listed and traded on Cboe BZX Exchange, Inc. ("Cboe BZX"). Shares of Dynamic Bond ETF are listed and traded on The NASDAQ Stock Market LLC ("NASDAQ Stock Market"). Each share of a Fund represents a partial ownership in securities held by the Fund. Shares of a Fund may be purchased or redeemed directly from the Fund in Creation Units at net asset value ("NAV") only by certain large institutional investors ("Authorized Participants") who have entered into agreements with ALPS Distributors, Inc. ("ALPS" or the "Distributor"), the Funds’ Distributor.
Alpha Capture Value ETF acquired all the assets and liabilities of the Hartford Quality Value Fund (the "Predecessor Fund") pursuant to an Agreement and Plan of Reorganization and Liquidation as of the close of business on October 13, 2023 (the “Reorganization”). Prior to October 13, 2023, the financial statements of the Alpha Capture Value ETF reflect the historical results of the Predecessor Fund. All information and references to periods prior to the close of business on October 13, 2023, refer to the Predecessor Fund. Following the Reorganization, the Predecessor Fund’s performance and financial history were adopted by Alpha Capture Value ETF.
Effective as of June 1, 2024, the Alpha Capture Value ETF fiscal year end changed from October 31 to July 31. Effective April 30, 2026, the Alpha Capture Value ETF changed its name, ticker symbol and portfolio manager and enhanced the Fund’s principal investment strategy.
The assets of each Fund are separate, and a shareholder's interest is limited to the Fund in which shares are held. The Trust was organized as a Delaware statutory trust on September 20, 2010 and is registered with the Securities and Exchange Commission (the "SEC") under the Investment Company Act of 1940, as amended (the "1940 Act"). The shares of the Funds are registered under the Securities Act of 1933, as amended (the "Securities Act"). Each Fund is a diversified open-end management investment company. Each Fund applies specialized accounting and reporting standards under Financial Accounting Standards Board ("FASB") Accounting Standards Codification Topic 946 "Financial Services – Investment Companies."
2.
Significant Accounting Policies:
The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles ("U.S. GAAP"). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.
a)
Determination of Net Asset Value – The NAV of each Fund's shares is determined as of the close of regular trading on the New York Stock Exchange (the “Exchange”) (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the Exchange is open (“Valuation Date”). If the Exchange is closed due to weather or other extraordinary circumstances on a day it would typically be open for business, each
 
109
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
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.
b)
Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV per share of each Fund, portfolio securities and other assets held in a Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions.
With respect to a Fund's investments that do not have readily available market prices, the Trust's Board of Trustees (the "Board") has designated Hartford Funds Management Company, LLC (the "Investment Manager" or "HFMC") as its valuation designee to perform fair valuations pursuant to Rule 2a-5 under the 1940 Act (the "Valuation Designee").
If market prices are not readily available or deemed unreliable, the Valuation Designee determines the fair value of the security or other instrument in good faith under policies and procedures approved by and under the supervision of the Board ("Valuation Procedures").
The Valuation Designee has delegated the day-to-day responsibility for implementing the Valuation Procedures to the Valuation Committee (the "Valuation Committee"). The Valuation Committee will consider all available relevant factors in determining an investment’s fair value. The Valuation Designee reports fair value matters to the Audit Committee of the Board.
Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase, sell or redeem shares of the Fund.
Fixed income investments (other than short-term obligations) and non-exchange traded derivatives held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost, which approximates fair value.
Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange ("Exchange Close"). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures.
Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, sell or redeem shares of a Fund.
Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.
Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Investments in investment companies that are not listed or traded on an exchange ("Non-Traded Funds"), if any, are valued at the respective NAV of each Non-Traded Fund on the Valuation Date. Such Non-Traded Funds and listed investment companies may use fair value pricing as disclosed in their prospectuses.
Financial instruments for which prices are not available from an independent pricing service may be valued using quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures.
 
110
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:
•
Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange-traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange-traded funds, rights and warrants.
•
Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.
•
Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.
Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.
For additional information, refer to the Fair Value Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.
c)
Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost. Income tax-related interest and penalties, if incurred, are recorded as income tax expense.
The trade date for senior floating rate interests purchased in the primary loan market is considered the date on which the loan allocations are determined. The trade date for senior floating rate interests purchased in the secondary loan market is the date on which the transaction is entered into.
Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, such Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts, inflation adjustments and additional principal received in-kind in lieu of cash, is accrued on a daily basis. Paydown gains and losses on mortgage-related and other asset-backed securities are included in interest income in the Statements of Operations, as applicable.
Idle cash and currency balances may be swept into overnight sweep accounts held in a demand deposit account at State Street Bank and Trust Company ("State Street") that earn interest, which are classified as interest income on the Statements of Operations.
Please refer to Note 8 for Securities Lending information.
d)
Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such Fund invests. A Fund may also be subject to taxes withheld on foreign dividends and interest from securities in which such Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net investment income or net realized or unrealized gain (loss) on investments in these securities, if applicable. 
e)
Foreign Currency Transactions – Assets and liabilities denominated in currencies other than U.S. dollars are translated into U.S. dollars at the exchange rates in effect on the Valuation Date. Purchases and sales of investments, income and expenses are translated into U.S. dollars at the exchange rates on the dates of such transactions.
 
111
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
A Fund does not isolate that portion of portfolio investment valuation resulting from fluctuations in the foreign currency exchange rates from the fluctuations arising from changes in the market prices of investments held. Exchange rate fluctuations are included with the net realized and unrealized gain or loss on investments in the accompanying financial statements.
Net realized foreign exchange gains or losses arise from sales of foreign currencies and the difference between asset and liability amounts initially stated in foreign currencies and the U.S. dollar value of the amounts actually received or paid. Net unrealized foreign exchange gains or losses arise from changes in the value of other assets and liabilities at the end of the reporting period, resulting from changes in the exchange rates.
f)
Dividend Distributions to Shareholders – Dividends are declared pursuant to a policy adopted by the Board. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of AAA CLO ETF, Core Bond ETF, Dynamic Bond ETF, Municipal Opportunities ETF, Tax-Aware Bond ETF, Strategic Income ETF and Total Return Bond ETF is to pay dividends from net investment income, if any, monthly and realized gains, if any, at least once a year. The policy of Alpha Capture Value ETF and Large Cap Growth ETF is to pay dividends from net investment income, if any, annually, and realized gains, if any, at least once a year. Dividends may be declared and paid more frequently or at any other times to comply with the distribution requirements of the Internal Revenue Code.
Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).
g)
Segment Reporting – The Funds adopted Financial Accounting Standards Board Accounting Standards Update 2023-07, Segment Reporting (Topic 280) - Improvements to Reportable Segment Disclosures (“ASU 2023-07”). Each Fund operates in one segment. The segment derives its revenues from Fund investments made in accordance with the defined investment strategy of such Fund, as prescribed in its prospectus. The Chief Operating Decision Maker (“CODM”) is the Senior Leadership Committee of the Investment Manager. The CODM monitors the operating results of each Fund. The financial information the CODM leverages to assess the segment’s performance and to make decisions for each Fund's single segment is consistent with that presented within the Fund’s financial statements and financial highlights.
3.
Securities and Other Investments:
a)
Restricted Securities – Each Fund may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities, if applicable, is included at the end of each Fund's Schedule of Investments.
b)
Investments Purchased on a When-Issued or Delayed-Delivery Basis – Delivery and payment for investments that have been purchased by a Fund on a forward commitment, or when-issued or delayed-delivery basis, take place beyond the customary settlement period. A Fund may dispose of or renegotiate a delayed-delivery transaction after it is entered into, and may sell delayed-delivery investments before they are delivered, which may result in a realized gain or loss. During this period, such investments are subject to market fluctuations. See each Fund’s Schedule of Investments, if applicable, for when-issued or delayed-delivery investments as of July 31, 2026.
A Fund may enter into to-be announced ("TBA") commitments. TBA commitments are forward agreements for the purchase or sale of mortgage-backed securities for a fixed price, with payment and delivery on an agreed-upon future settlement date. The specific securities to be delivered are not identified at the trade date; however, delivered securities must meet specified terms, including issuer, rate and mortgage terms. Although a Fund may enter into TBA commitments with the intention of acquiring or delivering securities for its portfolio, the Fund can extend the settlement date, roll the transaction, or dispose of a commitment prior to settlement if deemed appropriate to do so. If the TBA commitment is closed through the acquisition of an offsetting TBA commitment, a Fund realizes a gain or loss. In a TBA roll transaction, a Fund generally purchases or sells the initial TBA commitment prior to the agreed upon settlement date and enters into a new TBA commitment for future delivery or receipt of the mortgage-backed securities. TBA commitments involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date. See each Fund's Schedule of Investments, if applicable, for TBA commitments as of July 31, 2026.
c)
Senior Floating Rate Interests – Certain Funds may invest in senior floating rate interests. Senior floating rate interests generally hold the most senior position in the capital structure of a business entity (the "Borrower"), are typically secured by specific collateral and have a claim on the assets and/or stock of the Borrower that is senior to that held by subordinated debt holders and stockholders of the Borrower. Senior floating rate interests are typically structured and administered by a financial institution that acts as the agent of the lenders participating in the senior floating rate interest. A Fund may invest in multiple series or tranches of a senior floating rate interest, which may have varying terms and carry different associated risks. A Fund may also enter into unfunded loan commitments, which are contractual obligations for future funding. Unfunded loan commitments may include revolving credit facilities, which may obligate a Fund to supply additional cash to
 
112
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
the Borrower on demand. Unfunded loan commitments represent a future obligation in full. A Fund may receive a commitment fee based on the undrawn portion of the underlying line of credit portion of a senior floating rate interest. In certain circumstances, a Fund may receive various fees upon the restructure of a senior floating rate interest by a borrower. Fees earned/paid may be recorded as a component of income or realized gain/loss in the Statements of Operations.
Senior floating rate interests are typically rated below-investment-grade, which suggests they are more likely to default and generally pay higher interest rates than investment-grade loans. A default could lead to non-payment of income, which would result in a reduction of income to a Fund, and there can be no assurance that the liquidation of any collateral would satisfy the Borrower’s obligation in the event of non-payment of scheduled interest or principal payments, or that such collateral could be readily liquidated. See each Fund's Schedule of Investments, if applicable, for outstanding senior floating rate interests as of July 31, 2026.
d)
Mortgage-Related and Other Asset-Backed Securities – A Fund may invest in mortgage-related and other asset-backed securities. These securities include mortgage pass-through securities, collateralized mortgage obligations, commercial mortgage-backed securities, stripped mortgage-backed securities, asset-backed securities, collateralized debt obligations and other securities that directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property. Mortgage-related securities are created from pools of residential or commercial mortgage loans, including mortgage loans made by savings and loan institutions, mortgage bankers, commercial banks and others. Asset-backed securities are created from many types of assets, including auto loans, credit card receivables, home equity loans, and student loans. These securities provide a monthly payment that consists of both interest and principal payments. Interest payments may be determined by fixed or adjustable rates. The rate of prepayments on underlying mortgages will affect the price and volatility of a mortgage-related security, and may have the effect of shortening or extending the effective duration of the security relative to what was anticipated at the time of purchase. The timely payment of principal and interest of certain mortgage-related securities is guaranteed by the full faith and credit of the United States Government. Mortgage-related and other asset-backed securities created and guaranteed by non-governmental issuers, including government-sponsored corporations, may be supported by various forms of insurance or guarantees, but there can be no assurance that the private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. See each Fund's Schedule of Investments, if applicable, for mortgage-related and other asset-backed securities as of July 31, 2026.
e)
Repurchase Agreements – A repurchase agreement is an agreement between two parties whereby one party sells the other a security at a specified price with a commitment to repurchase the security later at an agreed-upon price, date and interest payment. Each Fund is permitted to enter into fully collateralized repurchase agreements. The Trust's Board has delegated to the sub-adviser(s), as applicable, the responsibility of evaluating the creditworthiness of the banks and securities dealers with which the Funds will engage in repurchase agreements. The sub-adviser(s) will monitor such transactions to ensure that the value of underlying collateral will be at least equal to the total amount of the repurchase obligation as required by the valuation provision of the repurchase agreement, including the accrued interest. Repurchase agreements carry the risk that the market value of the securities declines below the repurchase price. A Fund could also lose money if it is unable to recover the securities and the value of any collateral held is less than the value of the securities. In the event the borrower commences bankruptcy proceedings, a court may characterize the transaction as a loan. If a Fund has not perfected a security interest in the underlying collateral, the Fund may be required to return the underlying collateral to the borrower’s estate and be treated as an unsecured creditor. As an unsecured creditor, the Fund could lose some or all of the principal and interest involved in the transaction. See each Fund's Schedule of Investments, if applicable, for repurchase agreements as of July 31, 2026. 
4.
Financial Derivative Instruments:
The following disclosures contain information on the derivative instruments used by a Fund during the period, the credit-risk-related contingent features in certain derivative instruments, and how such derivative instruments affect the financial position and results of operations of the applicable Fund. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.
a)
Futures Contracts – A Fund may enter into futures contracts. A futures contract is an agreement between two parties to buy or sell an asset at a set price on a future date. A Fund may use futures contracts to manage risk or obtain exposure to the investment markets, commodities, or movements in interest rates and currency values. The primary risks associated with the use of futures contracts are the imperfect correlation between the change in market value of the investments held by a Fund and the prices of futures contracts and the possibility of an illiquid market. Upon entering into a futures contract, a Fund is required to deposit with a futures commission merchant ("FCM") an amount of cash or U.S. Government or Agency Obligations in accordance with the initial margin requirements of the broker or exchange. Futures contracts are marked to market daily and an appropriate amount equal to the change in value ("variation margin") is paid or received
 
113
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
by a Fund. Gains or losses are recognized but not considered realized until the contracts expire or are closed. Futures contracts involve, to varying degrees, risk of loss in excess of the variation margin disclosed on the Statements of Assets and Liabilities.
During the year or period ended July 31, 2026, each of Core Bond ETF, Dynamic Bond ETF, Tax-Aware Bond ETF, Strategic Income ETF and Total Return Bond ETF had used futures contracts.
b)
Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.
Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.
During the year ended July 31, 2026, each of Strategic Income ETF and Total Return Bond ETF had used foreign currency contracts.
c)
Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or on a specific date. Option contracts are either over-the-counter ("OTC") options or executed in a registered exchange ("exchange-traded options"). A Fund may write (sell) covered call and put options on futures, swaps ("swaptions"), securities, commodities or currencies. Writing put options may increase a Fund’s exposure to the underlying instrument. Writing call options may decrease a Fund’s exposure to the underlying instrument. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options that are exercised or closed are added to the proceeds or offset amounts paid on the underlying futures, swaps, investments or currency transactions to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing call options may increase a Fund’s exposure to the underlying instrument. Purchasing put options may decrease a Fund’s exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund’s Statement of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into OTC options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements.
During the year ended July 31, 2026, each of Core Bond ETF, Strategic Income ETF and Total Return Bond ETF had used options contracts.
d)
Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified future intervals. Swap contracts are either privately negotiated in the over-the-counter market ("OTC swaps") or cleared through a central counterparty or derivatives clearing organization ("centrally cleared swaps"). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency.
Swaps are valued in accordance with the Valuation Procedures. Changes in market value, if any, are reflected as a component of net changes in unrealized appreciation or depreciation on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable for the change in value ("variation margin") on the Statements of Assets and Liabilities. Realized gains or losses on centrally cleared swaps are recorded upon the termination of the swaps. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap contract to compensate for differences between the stated terms of the swap contract and prevailing market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). These upfront premiums are recorded
 
114
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
as realized gains or losses on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations.
Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors).
To seek to mitigate counterparty risk associated with OTC swaps, a Fund may enter into a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances.
Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy.
Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A "buyer" of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the occurrence of certain events. The "seller" of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A "seller’s" exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract.
Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract.
During the year or period ended July 31, 2026, each of Core Bond ETF, Dynamic Bond ETF, Strategic Income ETF and Total Return Bond ETF had used credit default swap contracts.
Interest Rate Swap Contracts – A Fund may use interest rate swaps to hedge interest rate and duration risk. In a typical interest rate swap, one party agrees to make regular payments equal to a floating interest rate, based on a specified interest rate or benchmark (e.g. Secured Overnight Financing Rate (“SOFR”)), multiplied by a notional amount, in return for payments equal to a fixed rate multiplied by the same amount, for a specific period of time. The net interest received or paid on interest rate swap contracts is recorded as a realized gain or loss. Interest rate swaps are marked to market daily and the change, if any, is recorded as an unrealized gain or loss in the Statements of Operations. When the interest rate swap contract is terminated early, a Fund records a realized gain or loss equal to the difference between the current market value and the upfront premium or cost.
 
115
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
If an interest rate swap contract provides for payments in different currencies, the parties might agree to exchange the notional amount as well. Interest rate swaps may also depend on other prices or rates, such as the value of an index. The risks of interest rate swaps include changes in market conditions, which will affect the value of the contract or the cash flows and the possible inability of the counterparty to fulfill its obligations under the contract. 
During the year ended July 31, 2026, each of Core Bond ETF, Strategic Income ETF and Total Return Bond ETF had used interest rate swap contracts. 
e)
Additional Derivative Instrument Information:
Core Bond ETF 
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2026:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Assets:
Unrealized appreciation on futures contracts(1)
$189,912
$—
$—
$—
$—
$189,912
Unrealized appreciation on swap contracts(2)
638,517
—
17,151
—
—
655,668
Total
$828,429
$—
$17,151
$—
$—
$845,580
Liabilities:
Unrealized depreciation on futures contracts(1)
$53,151
$—
$—
$—
$—
$53,151
Unrealized depreciation on swap contracts(2)
—
—
51,168
—
—
51,168
Total
$53,151
$—
$51,168
$—
$—
$104,319
 
(1)
Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures
Contracts” section. Only the current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.
(2)
Amount represents the cumulative appreciation and depreciation on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the
current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities
within Unrealized appreciation and depreciation on OTC swap contracts, if applicable.
 
The Effect of Derivative Instruments on the Statement of Operations for the year ended July 31, 2026:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on purchased options contracts
$(168,903
)
$—
$—
$—
$—
$(168,903
)
Net realized gain (loss) on futures contracts
(604,158
)
—
—
—
—
(604,158
)
Net realized gain (loss) on swap contracts
179,314
—
(25,286
)
—
—
154,028
Total
$(593,747
)
$—
$(25,286
)
$—
$—
$(619,033
)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives
Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts
$107,430
$—
$—
$—
$—
$107,430
Net change in unrealized appreciation (depreciation) of swap contracts
225,089
—
(34,017
)
—
—
191,072
Total
$332,519
$—
$(34,017
)
$—
$—
$298,502
For the year ended July 31, 2026, the average monthly amount or number per contract outstanding for each derivative type was as follows: 
Derivative Description
Average Notional
Par, Contracts
or Face Amount
Purchased Options at Notional Amount
$1,446,667
Futures Contracts Number of Long Contracts
157
Futures Contracts Number of Short Contracts
(156
)
Swap Contracts at Notional Amount
$9,232,500
 
116
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
Dynamic Bond ETF 
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2026:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Assets:
Unrealized appreciation on swap contracts(1)
$—
$—
$40,059
$—
$—
$40,059
Total
$—
$—
$40,059
$—
$—
$40,059
Liabilities:
Unrealized depreciation on futures contracts(2)
$9,652
$—
$—
$—
$—
$9,652
Unrealized depreciation on swap contracts(1)
—
—
17,956
—
—
17,956
Total
$9,652
$—
$17,956
$—
$—
$27,608
 
(1)
Amount represents the cumulative appreciation and depreciation on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the
current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities
within Unrealized appreciation and depreciation on OTC swap contracts, if applicable.
(2)
Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures
Contracts” section. Only the current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.
 
The Effect of Derivative Instruments on the Statement of Operations for the period ended July 31, 2026:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts
$(27,304
)
$—
$—
$—
$—
$(27,304
)
Net realized gain (loss) on swap contracts
—
—
105,709
—
—
105,709
Total
$(27,304
)
$—
$105,709
$—
$—
$78,405
Net Change in Unrealized Appreciation (Depreciation) on Derivatives
Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts
$(9,652
)
$—
$—
$—
$—
$(9,652
)
Net change in unrealized appreciation (depreciation) of swap contracts
—
—
22,103
—
—
22,103
Total
$(9,652
)
$—
$22,103
$—
$—
$12,451
For the period ended July 31, 2026, the average monthly amount or number per contract outstanding for each derivative type was as follows: 
Derivative Description
Average Notional
Par, Contracts
or Face Amount
Futures Contracts Number of Long Contracts
5
Futures Contracts Number of Short Contracts
(2
)
Swap Contracts at Notional Amount
$2,534,746
Tax-Aware Bond ETF 
The Effect of Derivative Instruments on the Statement of Operations for the year ended July 31, 2026:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts
$(329,101
)
$—
$—
$—
$—
$(329,101
)
Total
$(329,101
)
$—
$—
$—
$—
$(329,101
)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized
as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts
$127,731
$—
$—
$—
$—
$127,731
Total
$127,731
$—
$—
$—
$—
$127,731
 
117
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
Tax-Aware Bond ETF – (continued) 
For the year ended July 31, 2026, the average monthly amount or number per contract outstanding for each derivative type was as follows: 
Derivative Description
Average Notional
Par, Contracts
or Face Amount
Futures Contracts Number of Short Contracts
(10
)
Strategic Income ETF 
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2026:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Assets:
Investments in securities, at value (purchased options), market value
$—
$45,411
$—
$—
$—
$45,411
Unrealized appreciation on futures contracts(1)
751,690
—
—
—
—
751,690
Unrealized appreciation on foreign currency contracts
—
495,460
—
—
—
495,460
Unrealized appreciation on swap contracts(2)
855,099
—
13,987
—
—
869,086
Total
$1,606,789
$540,871
$13,987
$—
$—
$2,161,647
Liabilities:
Unrealized depreciation on futures contracts(1)
$2,953,297
$—
$—
$—
$—
$2,953,297
Unrealized depreciation on foreign currency contracts
—
1,133,428
—
—
—
1,133,428
Written options, market value
—
84,775
—
—
—
84,775
Unrealized depreciation on swap contracts(2)
55,160
—
14,266
—
—
69,426
Total
$3,008,457
$1,218,203
$14,266
$—
$—
$4,240,926
 
(1)
Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures
Contracts” section. Only the current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.
(2)
Amount represents the cumulative appreciation and depreciation on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the
current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities
within Unrealized appreciation and depreciation on OTC swap contracts, if applicable.
 
The Effect of Derivative Instruments on the Statement of Operations for the year ended July 31, 2026:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Realized Gain (Loss) on Derivatives Recognized as a Result of
Operations:
Net realized gain (loss) on purchased options contracts
$—
$5,360
$—
$—
$—
$5,360
Net realized gain (loss) on futures contracts
(4,651,747
)
—
—
—
—
(4,651,747
)
Net realized gain (loss) on written options contracts
1,292,526
(2,325
)
—
—
—
1,290,201
Net realized gain (loss) on swap contracts
83,607
—
(893,523
)
—
—
(809,916
)
Net realized gain (loss) on foreign currency contracts
—
1,829,141
—
—
—
1,829,141
Total
$(3,275,614
)
$1,832,176
$(893,523
)
$—
$—
$(2,336,961
)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives
Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of investments in
purchased options contracts
$—
$(34,951
)
$—
$—
$—
$(34,951
)
Net change in unrealized appreciation (depreciation) of futures contracts
(2,413,152
)
—
—
—
—
(2,413,152
)
Net change in unrealized appreciation (depreciation) of written options
contracts
—
(7,802
)
—
—
—
(7,802
)
Net change in unrealized appreciation (depreciation) of swap contracts
612,581
—
(413,471
)
—
—
199,110
Net change in unrealized appreciation (depreciation) of foreign currency
contracts
—
(1,098,255
)
—
—
—
(1,098,255
)
Total
$(1,800,571
)
$(1,141,008
)
$(413,471
)
$—
$—
$(3,355,050
)
 
118
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
Strategic Income ETF – (continued) 
For the year ended July 31, 2026, the average monthly amount or number per contract outstanding for each derivative type was as follows: 
Derivative Description
Average Notional
Par, Contracts
or Face Amount
Purchased Options at Notional Amount
$2,074,500
Futures Contracts Number of Long Contracts
1,542
Futures Contracts Number of Short Contracts
(545
)
Written Options at Notional Amount
$(11,531,083
)
Swap Contracts at Notional Amount
$1,622,451,985
Foreign Currency Contracts Purchased at Contract Amount
$26,822,453
Foreign Currency Contracts Sold at Contract Amount
$74,298,929
Total Return Bond ETF 
The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of July 31, 2026:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Assets:
Unrealized appreciation on futures contracts(1)
$157,252
$—
$—
$—
$—
$157,252
Unrealized appreciation on foreign currency contracts
—
349,704
—
—
—
349,704
Unrealized appreciation on swap contracts(2)
5,305,187
—
457,988
—
—
5,763,175
Total
$5,462,439
$349,704
$457,988
$—
$—
$6,270,131
Liabilities:
Unrealized depreciation on futures contracts(1)
$1,576,808
$—
$—
$—
$—
$1,576,808
Unrealized depreciation on foreign currency contracts
—
1,092,338
—
—
—
1,092,338
Unrealized depreciation on swap contracts(2)
—
—
345,350
—
—
345,350
Total
$1,576,808
$1,092,338
$345,350
$—
$—
$3,014,496
 
(1)
Amount represents the cumulative appreciation and depreciation on futures contracts as disclosed within the Schedule of Investments under the open “Futures
Contracts” section. Only the current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.
(2)
Amount represents the cumulative appreciation and depreciation on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the
current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities
within Unrealized appreciation and depreciation on OTC swap contracts, if applicable.
 
The Effect of Derivative Instruments on the Statement of Operations for the year ended July 31, 2026:
 
Risk Exposure Category
 
Interest Rate
Contracts
Foreign
Currency
Contracts
Credit
Contracts
Equity
Contracts
Commodity
Contracts
Total
Realized Gain (Loss) on Derivatives Recognized as a Result of
Operations:
Net realized gain (loss) on purchased options contracts
$(1,278,561
)
$—
$—
$—
$—
$(1,278,561
)
Net realized gain (loss) on futures contracts
(4,835,961
)
—
—
—
—
(4,835,961
)
Net realized gain (loss) on swap contracts
2,834,664
—
(890,532
)
—
—
1,944,132
Net realized gain (loss) on foreign currency contracts
—
2,620,298
—
—
—
2,620,298
Total
$(3,279,858
)
$2,620,298
$(890,532
)
$—
$—
$(1,550,092
)
Net Change in Unrealized Appreciation (Depreciation) on Derivatives
Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of investments in
purchased options contracts
$6,066
$—
$—
$—
$—
$6,066
Net change in unrealized appreciation (depreciation) of futures contracts
(1,515,625
)
—
—
—
—
(1,515,625
)
Net change in unrealized appreciation (depreciation) of swap contracts
2,432,723
—
112,638
—
—
2,545,361
Net change in unrealized appreciation (depreciation) of foreign currency
contracts
—
(742,975
)
—
—
—
(742,975
)
Total
$923,164
$(742,975
)
$112,638
$—
$—
$292,827
 
119
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
Total Return Bond ETF – (continued) 
For the year ended July 31, 2026, the average monthly amount or number per contract outstanding for each derivative type was as follows: 
Derivative Description
Average Notional
Par, Contracts
or Face Amount
Purchased Options at Notional Amount
$13,448,750
Futures Contracts Number of Long Contracts
2,558
Futures Contracts Number of Short Contracts
(1,314
)
Swap Contracts at Notional Amount
$110,247,707
Foreign Currency Contracts Purchased at Contract Amount
$17,050,272
Foreign Currency Contracts Sold at Contract Amount
$69,640,415
f)
Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master 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, 2026:   
Core Bond ETF
 
 
Derivative Financial Instruments:
Assets
Liabilities
Futures contracts
$189,912
$(53,151
)
Swap contracts
655,668
(51,168
)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities
845,580
(104,319
)
Derivatives not subject to a MNA
(845,580
)
104,319
Total gross amount of assets and liabilities subject to MNA or similar agreements
$—
$—
 
Dynamic Bond ETF
 
 
Derivative Financial Instruments:
Assets
Liabilities
Futures contracts
$—
$(9,652
)
Swap contracts
40,059
(17,956
)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities
40,059
(27,608
)
Derivatives not subject to a MNA
(39,018
)
27,608
Total gross amount of assets and liabilities subject to MNA or similar agreements
$1,041
$—
 
Counterparty
Gross Amount
of Assets
Financial
Instruments
and Derivatives
Available
for Offset
Non-cash
Collateral
Received*
Cash
Collateral
Received*
Net Amount
of Assets
Goldman Sachs & Co.
$1,041
$—
$—
$—
$1,041
Total
$1,041
$—
$—
$—
$1,041

 

 
 
*
In some instances, the actual collateral received and/or pledged may be more than the amount shown.
 
 
120
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
Strategic Income ETF
 
 
Derivative Financial Instruments:
Assets
Liabilities
Foreign currency contracts
$495,460
$(1,133,428
)
Futures contracts
751,690
(2,953,297
)
Purchased options
45,411
—
Swap contracts
869,086
(69,426
)
Written options
—
(84,775
)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities
2,161,647
(4,240,926
)
Derivatives not subject to a MNA
(1,268,795
)
3,010,659
Total gross amount of assets and liabilities subject to MNA or similar agreements
$892,852
$(1,230,267
)
 
Counterparty
Gross Amount
of Assets
Financial
Instruments
and Derivatives
Available
for Offset
Non-cash
Collateral
Received*
Cash
Collateral
Received*
Net Amount
of Assets
Bank of America Securities LLC
$68,134
$(68,134
)
$—
$—
$—
Bank of Montreal
2,347
—
—
—
2,347
Barclays
52,218
(52,218
)
—
—
—
BNP Paribas Securities Services
46,508
(43,336
)
—
—
3,172
Citibank NA
107,112
(63,785
)
—
—
43,327
Deutsche Bank Securities, Inc.
53,228
(53,228
)
—
—
—
Goldman Sachs & Co.
42,455
(42,455
)
—
—
—
JP Morgan Chase & Co.
47,057
(47,057
)
—
—
—
Morgan Stanley
439,032
(16,623
)
(80,577
)
(341,832
)
—
NatWest Markets Plc
2,558
—
—
—
2,558
RBC Dominion Securities, Inc.
2,559
—
—
—
2,559
Societe Generale Group
436
(396
)
—
—
40
Standard Chartered Bank
5,915
(3,609
)
—
—
2,306
State Street Global Markets LLC
16,034
(15,754
)
—
—
280
UBS AG
5,131
(5,131
)
—
—
—
Wells Fargo Bank NA
2,128
—
—
—
2,128
Total
$892,852
$(411,726
)
$(80,577
)
$(341,832
)
$58,717

 

 
 
Counterparty
Gross Amount
of Liabilities
Financial
Instruments
and Derivatives
Available
for Offset
Non-cash
Collateral
Pledged*
Cash
Collateral
Pledged*
Net Amount
of Liabilities
Australia and New Zealand Banking Group
$(2,362
)
$—
$—
$—
$(2,362
)
Bank of America Securities LLC
(127,295
)
68,134
59,161
—
—
Barclays
(83,754
)
52,218
—
—
(31,536
)
BNP Paribas Securities Services
(43,336
)
43,336
—
—
—
Citibank NA
(63,785
)
63,785
—
—
—
Commonwealth Bank of Australia
(7,146
)
—
—
—
(7,146
)
Deutsche Bank Securities, Inc.
(410,533
)
53,228
—
—
(357,305
)
Goldman Sachs & Co.
(154,579
)
42,455
13,595
—
(98,529
)
Hongkong and Shanghai Banking Corporation
(44,323
)
—
—
—
(44,323
)
JP Morgan Chase & Co.
(218,728
)
47,057
—
—
(171,671
)
Morgan Stanley
(16,623
)
16,623
—
—
—
Societe Generale Group
(396
)
396
—
—
—
Standard Chartered Bank
(3,609
)
3,609
—
—
—
State Street Global Markets LLC
(15,754
)
15,754
—
—
—
Toronto-Dominion Bank
(9,404
)
—
—
—
(9,404
)
UBS AG
(28,640
)
5,131
—
—
(23,509
)
Total
$(1,230,267
)
$411,726
$72,756
$—
$(745,785
)
 
*
In some instances, the actual collateral received and/or pledged may be more than the amount shown.
 
 
121
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
Total Return Bond ETF
 
 
Derivative Financial Instruments:
Assets
Liabilities
Foreign currency contracts
$349,704
$(1,092,338
)
Futures contracts
157,252
(1,576,808
)
Swap contracts
5,763,175
(345,350
)
Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities
6,270,131
(3,014,496
)
Derivatives not subject to a MNA
(5,920,427
)
1,922,158
Total gross amount of assets and liabilities subject to MNA or similar agreements
$349,704
$(1,092,338
)
 
Counterparty
Gross Amount
of Assets
Financial
Instruments
and Derivatives
Available
for Offset
Non-cash
Collateral
Received*
Cash
Collateral
Received*
Net Amount
of Assets
Barclays
$420
$(420
)
$—
$—
$—
Deutsche Bank Securities, Inc.
339,733
(339,733
)
—
—
—
Morgan Stanley
9,551
(926
)
(8,625
)
—
—
Total
$349,704
$(341,079
)
$(8,625
)
$—
$—

 

 
 
Counterparty
Gross Amount
of Liabilities
Financial
Instruments
and Derivatives
Available
for Offset
Non-cash
Collateral
Pledged*
Cash
Collateral
Pledged*
Net Amount
of Liabilities
Bank of America Securities LLC
$(1,900
)
$—
$—
$—
$(1,900
)
Barclays
(61,020
)
420
—
—
(60,600
)
BNP Paribas Securities Services
(1,441
)
—
—
—
(1,441
)
Deutsche Bank Securities, Inc.
(1,026,870
)
339,733
—
—
(687,137
)
Morgan Stanley
(926
)
926
—
—
—
UBS AG
(181
)
—
—
—
(181
)
Total
$(1,092,338
)
$341,079
$—
$—
$(751,259
)
 
*
In some instances, the actual collateral received and/or pledged may be more than the amount shown.
5.
Principal Risks:
A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund's prospectus provides details of its principal risks.
The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities.
Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage-backed securities, senior floating rate interests and certain asset-backed securities. For certain asset-backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.
 
122
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. Non-U.S. issuers may also be affected by political, social, economic or diplomatic developments in a foreign country or region or the U.S. (including the imposition of sanctions, tariffs, or other governmental restrictions). These risks are heightened for investments in issuers from countries with less developed markets.
Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.
Geopolitical events (including wars, military conflicts, trade disputes, tariffs, economic sanctions, export controls, retaliatory measures, pandemics and epidemics) may inject uncertainty into the global financial markets. Investments in Russia are subject to political, economic, legal, market and currency risks, as well as the risks related to the economic sanctions on Russia imposed by the United States and/or other countries. Such sanctions which affect companies in many sectors, including energy, financial services and defense, among others, have adversely affected and could continue to adversely affect the global energy and financial markets and, thus, have adversely affected and could continue to adversely affect the value of a Fund’s investments, even beyond any direct exposure the Fund may have to Russian issuers or the adjoining geographic regions. In addition, certain transactions have or may be prohibited and/or existing investments have or may become illiquid (e.g., because transacting in certain existing investments is prohibited), which could cause a Fund to sell other portfolio holdings at a disadvantageous time or price in order to meet redemptions.
A widespread health crisis, such as a global pandemic, could cause substantial market volatility, exchange trading suspensions or restrictions and closures of securities exchanges and businesses, impact the ability to complete redemptions, and adversely impact Fund performance.
6.
Federal Income Taxes:
a)
Each Fund intends to continue to qualify as a Regulated Investment Company ("RIC") under Subchapter M of the Internal Revenue Code ("IRC") by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2026. 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.
Management evaluated each Fund's investments in foreign markets for the current tax year. As of July 31, 2026, the Funds have not incurred foreign income tax payments that met the disclosure threshold.
b)
Net Investment Income (Loss), Net Realized Gains (Losses) and Distributions – Net investment income (loss) and net realized gains (losses) may differ for financial statement and tax purposes primarily because of losses deferred due to wash sale adjustments, foreign currency gains and losses, straddle deferrals, redemptions in-kind, derivatives, reclassification of dividend income, debt modification, late-year ordinary loss deferral, mark-to-market on derivatives and currencies for 988-7 election. 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.
 
123
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
c)
Distributions and Components of Distributable Earnings – The tax character of distributions paid by each Fund for the year or period  ended July 31, 2026 and the year ended July 31, 2025 are as follows (as adjusted for dividends payable, if applicable): 
 
For the Year or Period Ended
July 31, 2026
 
For the Year Ended
July 31, 2025
Fund
Tax Exempt
Income
Ordinary
Income
 
Tax Exempt
Income
Ordinary
Income
Long-Term
Capital Gains(1)
AAA CLO ETF
$—
$5,362,574
$—
$5,825,455
$—
Alpha Capture Value ETF
—
3,675,004
—
3,731,973
2,833,296
Core Bond ETF
—
14,934,853
—
12,483,704
—
Dynamic Bond ETF(2)
—
1,661,124
—
—
—
Large Cap Growth ETF
—
—
—
—
—
Municipal Opportunities ETF
22,530,098
1,578,333
16,182,939
1,323,988
—
Tax-Aware Bond ETF
10,459,653
1,719,160
13,716,390
2,273,563
—
Strategic Income ETF
—
31,149,929
—
6,033,274
—
Total Return Bond ETF
—
100,249,658
—
87,837,699
—
 
 
(1)
The Funds designate these distributions as long-term capital gains dividends pursuant to IRC Sec 852(b)(3)(c).
(2)
Distributions for the period September 23, 2025 (commencement of operations) through July 31, 2026.
As of July 31, 2026, the components of total accumulated earnings (deficit) for each Fund on a tax basis are as follows: 
Fund
Tax Exempt
Income
Undistributed
Ordinary
Income
Accumulated
Capital and
Other Losses
Other
Temporary
Differences*
Unrealized
Appreciation
(Depreciation)
on Investments
Total
Accumulated
Earnings
(Deficit)
AAA CLO ETF
$—
$438,106
$(1,988,522
)
$(431,672
)
$(66,024
)
$(2,048,112
)
Alpha Capture Value ETF
—
2,729,598
(8,872
)
—
13,868,367
16,589,093
Core Bond ETF
—
1,653,893
(29,452,079
)
(1,624,052
)
(19,207,767
)
(48,630,005
)
Dynamic Bond ETF
—
284,875
(788,516
)
(218,483
)
(917,229
)
(1,639,353
)
Large Cap Growth ETF
—
—
(22,887,933
)
—
38,912,922
16,024,989
Municipal Opportunities ETF
2,460,486
—
(9,269,331
)
(2,331,047
)
(8,137,950
)
(17,277,842
)
Tax-Aware Bond ETF
931,293
—
(14,213,276
)
(923,447
)
(5,267,873
)
(19,473,303
)
Strategic Income ETF
—
5,735,790
(13,957,744
)
(5,735,445
)
(11,639,289
)
(25,596,688
)
Total Return Bond ETF
—
9,393,258
(126,867,366
)
(11,034,798
)
(84,249,318
)
(212,758,224
)
 
*
The temporary differences noted above are comprised of distributions payable, straddle related deferrals, and ordinary income late year loss deferrals.
d)
Reclassification of Capital Accounts – The Funds may record reclassifications in their capital accounts. These reclassifications have no impact on the total net assets of the Funds. The reclassifications are a result of permanent differences between U.S. GAAP and tax accounting for such items as net operating loss, redemption in-kind, subsequent adjustments to wash sales, and reclassification of dividend income. Adjustments are made to reflect the impact these items have on the current and future earnings distributions to shareholders. Therefore, the source of the Funds' distributions may be shown in the accompanying Statements of Changes in Net Assets as from distributable earnings or from capital depending on the type of book and tax differences that exist. For the year ended July 31, 2026, the Funds recorded reclassifications to increase (decrease) the accounts listed below:  
Fund
Paid-in-Capital
Distributable
Earnings (Loss)
Alpha Capture Value ETF
$53,658,154
$(53,658,154
)
Core Bond ETF
139,983
(139,983
)
Large Cap Growth ETF
25,182,448
(25,182,448
)
Total Return Bond ETF
(464,378
)
464,378
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.
 
124
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
At July 31, 2026 (tax year end), each Fund's capital loss carryforwards for U.S. federal income tax purposes were as follows: 
Fund
Short-Term
Capital Loss
Carryforward with
No Expiration
Long-Term
Capital Loss
Carryforward with
No Expiration
AAA CLO ETF
$23,986
$1,964,536
Alpha Capture Value ETF
—
8,872
Core Bond ETF
15,111,879
14,340,200
Dynamic Bond ETF
500,006
288,510
Large Cap Growth ETF
22,373,306
211,104
Municipal Opportunities ETF
3,178,394
6,090,937
Tax-Aware Bond ETF
5,421,530
8,791,746
Strategic Income ETF*
3,352,948
10,604,796
Total Return Bond ETF
51,377,687
75,489,679
 
*
Future utilization of losses are subject to limitation under current tax laws.
During the year ended July 31, 2026, Large Cap Growth ETF deferred $303,523 of Late-Year Ordinary Loss.
During the year ended July 31, 2025, AAA CLO ETF utilized $12,521, Alpha Capture Value ETF utilized $3,008,001, Core Bond ETF utilized $133,322 and Municipal Opportunities ETF utilized $1,293,180 of prior year capital loss carryforwards.
f)
Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at July 31, 2026 is different from book purposes primarily due to wash sale loss deferrals. The net unrealized appreciation/(depreciation) on investments for tax purposes, which consists of gross unrealized appreciation and depreciation was also different from book purposes primarily due to wash sale loss deferrals, and mark-to-market adjustments on swaps, forwards, futures and options. Both the cost and unrealized appreciation and depreciation for federal income tax purposes are disclosed below: 
Fund
Tax Cost
Gross Unrealized
Appreciation
Gross Unrealized
(Depreciation)
Net Unrealized
Appreciation
(Depreciation)
AAA CLO ETF
$108,096,746
$82,563
$(148,587
)
$(66,024
)
Alpha Capture Value ETF
166,195,902
15,705,170
(1,836,803
)
13,868,367
Core Bond ETF
484,033,797
1,137,499
(20,345,272
)
(19,207,773
)
Dynamic Bond ETF
63,124,894
10,419
(927,647
)
(917,228
)
Large Cap Growth ETF
160,566,598
47,345,999
(8,433,077
)
38,912,922
Municipal Opportunities ETF
771,197,620
4,101,414
(12,239,364
)
(8,137,950
)
Tax-Aware Bond ETF
290,402,321
654,579
(5,922,452
)
(5,267,873
)
Strategic Income ETF
1,229,295,180
7,671,408
(19,314,995
)
(11,643,587
)
Total Return Bond ETF
2,687,073,603
12,359,953
(96,598,239
)
(84,238,286
)
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, 2026, HFMC had reviewed the open tax years and concluded that there was no reason to record a liability for net unrecognized tax obligations relating to uncertain income tax positions. Each Fund files U.S. tax returns. Although the statute of limitations for examining a Fund’s U.S. tax returns remains open for three years, no examination is currently in progress. The Funds recognize interest and penalties, if any, related to unrecognized tax benefits as income tax expense on the Statements of Operations. During the year or period ended July 31, 2026, the Funds did not incur any interest or penalties. HFMC is not aware of any tax positions for which it is reasonably possible that the total amounts of unrecognized tax obligations will significantly change in the next twelve months.
7.
Expenses:
a)
Investment Management Agreement – HFMC serves as each Fund’s investment manager. The Trust, on behalf of each Fund, has entered into an Investment Management Agreement with HFMC. HFMC is an indirect subsidiary of The Hartford Insurance Group, Inc. ("The Hartford"). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP ("Wellington Management") under a sub-advisory agreement pursuant to which Wellington Management performs the daily investment of the assets of each of AAA CLO ETF, Alpha Capture Value ETF, Core Bond ETF, Dynamic Bond ETF, Large Cap Growth ETF, Municipal Opportunities ETF, Strategic Income ETF and Total Return Bond ETF in accordance with each Fund’s investment objective and policies. HFMC has contracted with Schroder Investment Management North America Inc. ("SIMNA") under a sub-advisory agreement with respect to Tax-Aware Bond ETF. SIMNA has contracted with Schroder Investment Management North America Limited ("SIMNA Ltd.") under sub-sub-advisory agreement with respect to Tax-Aware Bond ETF. SIMNA performs the daily investment of the assets for the Tax-Aware Bond ETF and SIMNA may allocate assets to or from SIMNA Ltd. in connection with the daily investment of the assets for the Tax-Aware
 
125
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
Bond ETF. HFMC (not the Funds) pays a sub-advisory fee to the respective sub-adviser out of its management fee. SIMNA pays the sub-sub-advisory fees to SIMNA Ltd. out of the sub-advisory fees received from HFMC.
Under the Investment Management Agreement applicable to each Fund except Dynamic Bond ETF, the Investment Manager agrees to pay all expenses of each such Fund, except (i) interest and taxes; (ii) brokerage expenses and other expenses (such as stamp taxes) connected with the execution of portfolio transactions or in connection with creation and redemption transactions; (iii) legal fees or expenses in connection with any arbitration, litigation or pending or threatened arbitration or litigation, including any settlements in connection therewith; (iv) extraordinary expenses; (v) distribution fees and expenses paid by a Fund under any distribution plan adopted pursuant to Rule 12b-1 under the 1940 Act; (vi) acquired fund fees and expenses; and (vii) the management fee payable to the Investment Manager under the Investment Management Agreement. The payment or assumption by the Investment Manager of any expense of a Fund that the Investment Manager is not required by the Investment Management Agreement to pay or assume shall not obligate the Investment Manager to pay or assume the same or any similar expense of a Fund on any subsequent occasion. Under its Investment Management Agreement with HFMC, Dynamic Bond ETF pays the expenses of that Fund.
The table below reflects the rates of compensation paid to HFMC for investment management services rendered as of July 31, 2026; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates: 
Fund
Management Fee Rates
AAA CLO ETF
0.2400%
Alpha Capture Value ETF
0.4500% on first $500 million and;
 
0.3500% on next $500 million and;
 
0.3300% on next $4 billion and;
 
0.3250% on next $5 billion and;
 
0.3225% over $10 billion
Core Bond ETF
0.2900%
Dynamic Bond ETF(1)
0.5500% on first $1 billion and;
 
0.5400% over $1 billion
Large Cap Growth ETF
0.5900%
Municipal Opportunities ETF
0.2900%
Tax-Aware Bond ETF
0.3900%
Strategic Income ETF
0.4900%
Total Return Bond ETF
0.2900%
 
(1)
HFMC has contractually agreed to reimburse expenses (exclusive of taxes, interest expenses, brokerage commissions, acquired fund fees and expenses and extraordinary expenses) to the extent necessary to limit total annual fund operating expenses to 0.60%. This contractual arrangement will remain in effect until November 30, 2026 unless the Board approves its earlier termination.
b)
Accounting Services Agreement – HFMC provides the Funds with accounting services pursuant to a fund accounting agreement by and between the Trust, on behalf of each Fund, and HFMC. For each Fund, except for Dynamic Bond ETF, HFMC is not entitled to any compensation under this agreement. HFMC has delegated certain accounting and administrative services functions to State Street. For each Fund, except Dynamic Bond ETF, the cost and expenses of such delegation are born by HFMC. Dynamic Bond ETF pays HFMC a fee which is equal to the greater of: (A) the sum of (i) the sub-accounting fee payable by HFMC with respect to the Dynamic Bond ETF; (ii) the fee payable for tax preparation services for the Dynamic Bond ETF; and (iii) the amount of expenses that HFMC allocates for providing the fund accounting services to the Dynamic Bond ETF; plus a target profit margin; or (B) $40,000 per year; provided, however, that to the extent the annual amount of the fund accounting fee exceeds 0.02% of the Dynamic Bond ETF’s average net assets (calculated during its current fiscal year), HFMC shall waive such portion of the fund accounting fee.
c)
Fees Paid Indirectly – The Trust has entered into agreements with State Street Global Markets, LLC and Russell Implementation Services, Inc, to partially recapture non-discounted trade commissions. Such rebates are used to pay a portion of the Fund’s expenses. For the year ended July 31, 2026, these amounts, if any, are included in the Statements of Operations.
The ratio of expenses to average net assets in the accompanying financial highlights excludes the reduction in expenses related to fees paid indirectly. For the year ended July 31, 2026, the amount of fees recaptured did not impact the ratio of expenses to average net assets in the financial highlights.
 
126
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
d)
Distribution Plans – Each Fund, except Alpha Capture Value ETF, has adopted a Rule 12b-1 Distribution and Service Plan in accordance with Rule 12b-1 under the 1940 Act pursuant to which payments of up to 0.25% of each Fund’s average daily net assets may be made for the sale and distribution of its shares. The Board has determined that the Funds may not make payments under the Rule 12b-1 Distribution and Service Plan until authorized to do so by affirmative action of the Board. No Rule 12b-1 fees are currently paid by the Funds and there are no plans to impose these fees.
For the year ended July 31, 2026, the Funds did not pay any Rule 12b-1 fees.
e)
Remuneration Paid to Trustees and Officers – Certain officers of the Trust are trustees and/or officers of HFMC and/or The Hartford or its subsidiaries. For the year ended July 31, 2026, 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 each Fund, except for Dynamic Bond ETF. The remuneration paid to trustees by Dynamic Bond ETF for the period ended July 31, 2026 is disclosed in the Statement of Operations under the caption "Board of Trustees' fees."
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.
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, 2026.  
Fund
Investment Securities on Loan, at market value,
Presented on the Statements of Assets and Liabilities
Cash
Collateral(1)
Non-Cash
Collateral(1)
AAA CLO ETF
$—
$—
$—
Alpha Capture Value ETF
825,373
843,300
—
Core Bond ETF
459,908
475,160
—
Dynamic Bond ETF
699,275
604,118
117,585
(2)
Large Cap Growth ETF
992,778
1,011,037
3,544
(2)
Municipal Opportunities ETF
—
—
—
Tax-Aware Bond ETF
—
—
—
Strategic Income ETF
13,712,017
11,887,990
2,389,519
(2)
Total Return Bond ETF
6,275,662
4,694,672
1,786,594
(2)
 
(1)
It is each Fund’s policy to obtain additional collateral from, or return excess collateral to, the borrower by the end of the next business day following the valuation date of the
securities loaned. Therefore, the value of the collateral held may be temporarily less than that required under the lending contract due to timing.
(2)
The non-cash collateral consisted of U.S. Government securities.
 
127
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
9.
Custodian and Transfer Agent:
State Street serves as Custodian for the Funds pursuant to a custodian agreement ("Custodian Agreement") dated December 31, 2014, as amended from time to time.  As Custodian, State Street holds each Fund’s assets, calculates the net asset value of the shares and calculates net income and realized capital gains or losses. State Street serves as Transfer Agent of each Fund pursuant to a transfer agency and service agreement ("Transfer Agency and Service Agreement") dated February 13, 2018, as amended from time to time.  As Transfer Agent, State Street maintains the records of each Authorized Participant’s ownership of each Fund and processes the purchases and redemptions of Creation Units.
For the services provided under the Custodian Agreement and Transfer Agency and Service Agreement, HFMC, and not the Funds, except Dynamic Bond ETF, compensates State Street pursuant to the Funds' unitary management fee structure.
10.
Affiliate Holdings:
As of July 31, 2026, affiliates of The Hartford had ownership of shares in certain Funds as follows:  
Fund
Percentage
of Fund
Dynamic Bond ETF
61
%
Large Cap Growth ETF
4
%
As of July 31, 2026, affiliated funds of funds and the 529 plan for which HFMC serves as the program manager (the "529 plan") in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of their shares as a result of purchase and sale activity from these affiliated funds of funds and the 529 plan. Affiliated funds of funds and the 529 plan owned shares in the Funds listed below as follows: 
Fund
Percentage
of Fund
Core Bond ETF
49
%
Large Cap Growth ETF
47
%
Strategic Income ETF
5
%
Total Return Bond ETF
21
%
11.
Beneficial Fund Ownership:
As of July 31, 2026, to the knowledge of a Fund, the below entity beneficially held more than 25% of the shares outstanding of the following Fund:  
Fund
Shareholder
Percentage of Ownership
Dynamic Bond ETF
Hartford Funds Management Company, LLC
61
%
12.
Investment Transactions:
For the year ended July 31, 2026, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:  
Fund
Cost of Purchases
Excluding U.S.
Government
Obligations
Sales Proceeds
Excluding U.S.
Government
Obligations
Cost of Purchases
For U.S. Government
Obligations
Sales Proceeds
For U.S. Government
Obligations
Total Cost of
Purchases
Total Sales
Proceeds
AAA CLO ETF
$54,290,271
$54,814,190
$—
$—
$54,290,271
$54,814,190
Alpha Capture Value ETF
212,059,806
207,574,126
—
—
212,059,806
207,574,126
Core Bond ETF
129,429,260
146,146,514
134,715,186
104,145,037
264,144,446
250,291,551
Dynamic Bond ETF
106,605,326
83,409,297
298,829,364
287,303,652
405,434,690
370,712,949
Large Cap Growth ETF
169,291,529
169,306,231
—
—
169,291,529
169,306,231
Municipal Opportunities ETF
416,177,300
234,824,037
16,850,816
44,502
433,028,116
234,868,539
Tax-Aware Bond ETF
64,393,946
188,523,616
108,222,400
103,699,245
172,616,346
292,222,861
Strategic Income ETF
826,358,921
377,349,735
282,716,392
777,755,120
1,109,075,313
1,155,104,855
Total Return Bond ETF
1,099,079,393
1,033,613,087
908,070,382
964,332,749
2,007,149,775
1,997,945,836
 
128
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
For the year ended July 31, 2026, in-kind transactions, which are not included in the table above, associated with purchase or redemption of Creation Units were as follows: 
Fund
Cost of Purchases
Sales Proceeds
Realized
Gain/(Loss)
Alpha Capture Value ETF
$134,627,764
$174,730,772
$54,003,452
Core Bond ETF
73,883,756
11,586,052
142,412
Dynamic Bond ETF
17,241,188
—
—
Large Cap Growth ETF
85,581,656
60,318,389
25,737,218
Strategic Income ETF
899,058,801
—
—
Total Return Bond ETF
664,661,563
414,112,228
(439,949
)
 
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 to a Fund and redemption proceeds are paid with a basket of securities from the Fund with a balancing cash component to equate the market value of the basket securities delivered or redeemed to the NAV per Creation Unit on the transaction date. Cash may be substituted in an amount equivalent to the value of certain securities generally when they are not available in sufficient quantity for delivery. Each Fund’s shares are available in smaller increments to individual investors in the secondary market at market prices and may be subject to commissions. Authorized Participants may be required to pay a transaction fee when purchasing and redeeming Creation Units of the Fund. The transaction fee is used to defray the costs associated with the issuance and redemption of Creation Units, and is recorded as Other Capital on the Statements of Changes in Net Assets.
Purchase or redemption of Creation Units is only available to an Authorized Participant. An Authorized Participant is either (1) a "Participating Party" (i.e., a broker-dealer or other participant in the clearing process of the Continuous Net Settlement System of the NSCC) ("Clearing Process"), or (2) a participant of DTC ("DTC Participant"), and, in each case, must have executed an agreement ("Participation Agreement") with the Distributor with respect to creations and redemptions of Creation Units.
Shares of Municipal Opportunities ETF, Tax-Aware Bond ETF and Total Return Bond ETF are listed and traded throughout the day on the NYSE Arca and shares of AAA CLO ETF, Alpha Capture Value ETF, Core Bond ETF, Large Cap Growth ETF and Strategic Income ETF are listed and traded throughout the day on Cboe BZX. Shares of Dynamic Bond ETF are listed and traded on 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 an amount of cash) that the Fund specifies each day. The Funds do not impose any restrictions on the frequency of purchases and redemptions; however, the Funds reserve the right to reject or limit purchases at any time.
The following information is for the year or period ended July 31, 2026 and the year ended July 31, 2025: 
 
For the Year or Period Ended
July 31, 2026
For the Year Ended
July 31, 2025
 
Shares
Amount
Shares
Amount
AAA CLO ETF
Shares Sold
550,000
$21,430,241
800,000
$31,200,990
Shares Redeemed
(500,000
)
(19,464,936
)
(150,000
)
(5,834,990
)
Other Capital
—
25,807
—
22,123
Total Net Increase (Decrease)
50,000
1,991,112
650,000
25,388,123
 
 
 
 
 
 
 
 
 
Alpha Capture Value ETF
Shares Sold
5,025,000
$140,344,541
2,350,000
$58,650,579
Shares Redeemed
(6,275,001
)
(176,715,150
)
(2,450,000
)
(61,484,904
)
Total Net Increase (Decrease)
(1,250,001
)
(36,370,609
)
(100,000
)
(2,834,325
)
 
 
129
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
 
For the Year or Period Ended
July 31, 2026
For the Year Ended
July 31, 2025
 
Shares
Amount
Shares
Amount
Core Bond ETF
Shares Sold
2,300,000
$80,854,481
2,550,000
$89,084,286
Shares Redeemed
(350,000
)
(12,420,169
)
(550,000
)
(19,204,439
)
Other Capital
—
6,508
—
38,346
Total Net Increase (Decrease)
1,950,000
68,440,820
2,000,000
69,918,193
 
 
 
 
 
 
Dynamic Bond ETF(1)
Shares Sold
1,600,001
$63,609,832
Shares Redeemed
(1
)
(40
)
Other Capital
—
2,503
Total Net Increase (Decrease)
1,600,000
63,612,295
 
 
 
 
 
 
 
 
 
Large Cap Growth ETF
Shares Sold
3,275,000
$90,967,839
2,775,000
$62,937,233
Shares Redeemed
(2,325,000
)
(64,379,512
)
(2,650,000
)
(61,987,709
)
Other Capital
—
433
—
338
Total Net Increase (Decrease)
950,000
26,588,760
125,000
949,862
 
 
 
 
 
 
 
 
 
Municipal Opportunities ETF
Shares Sold
5,800,000
$226,508,834
4,400,000
$169,331,279
Shares Redeemed
(775,000
)
(29,862,963
)
(325,000
)
(12,558,984
)
Other Capital
—
153,823
—
119,686
Total Net Increase (Decrease)
5,025,000
196,799,694
4,075,000
156,891,981
 
 
 
 
 
 
 
 
 
Tax-Aware Bond ETF
Shares Sold
700,000
$13,385,518
7,000,000
$136,109,047
Shares Redeemed
(6,400,000
)
(122,432,662
)
(4,400,000
)
(82,687,630
)
Other Capital
—
159,584
—
205,608
Total Net Increase (Decrease)
(5,700,000
)
(108,887,560
)
2,600,000
53,627,025
 
 
 
 
 
 
 
 
 
Strategic Income ETF
Shares Sold
26,200,000
$926,301,106
3,200,000
$111,059,369
Shares Redeemed
—
—
(100,000
)
(3,368,622
)
Other Capital
—
35,205
—
47,845
Total Net Increase (Decrease)
26,200,000
926,336,311
3,100,000
107,738,592
 
 
 
 
 
 
 
 
 
Total Return Bond ETF
Shares Sold
19,900,000
$679,718,517
15,500,000
$526,419,944
Shares Redeemed
(12,450,000
)
(424,729,318
)
(5,750,000
)
(193,721,995
)
Other Capital
—
20,876
—
189,807
Total Net Increase (Decrease)
7,450,000
255,010,075
9,750,000
332,887,756
 
(1)
Commenced operations on September 23, 2025.
14.
Line of Credit:
The AAA CLO ETF, Core Bond ETF, Dynamic Bond ETF, Municipal Opportunities ETF, Tax-Aware Bond ETF, Strategic Income ETF, and Total Return Bond ETF participate in a committed line of credit pursuant to a credit agreement dated as of February 27, 2025, as amended on February 26, 2026. Each such Fund may borrow under the line of credit for temporary or emergency purposes. These Funds (together with certain other Hartford mutual funds and ETFs) may borrow up to $350 million in the aggregate, subject to asset coverage and other limitations specified in the credit agreement. 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. The fees incurred by these Funds, if any, in connection with the credit facility during the period would be paid by the Investment Manager, except for Dynamic Bond ETF which will be paid by the Fund. During and as of the year or period  ended July 31, 2026, none of these Funds had borrowings under this facility.
 
130
Hartford Active ETFs
 Notes to Financial Statements – (continued)
 July 31, 2026  
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.
16.
Proposed Acquisition:
On June 3, 2026, The Hartford and Wellington Management announced that they had reached a definitive agreement under which Wellington Management will acquire Hartford Funds Management Group, Inc. (“HFMG”) and certain affiliates (including HFMC) (the “Transaction”). The Transaction has been approved by both The Hartford and Wellington Management and, subject to customary closing conditions, is expected to close in December 2026 or in the first quarter of 2027. Following the closing of the Transaction, HFMC or its affiliate will continue to serve as the investment manager to each Fund contingent upon the approval of each Fund’s shareholders. For more information, please see the supplement to each Fund’s prospectus dated June 3, 2026.
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.
 
131
Report of Independent Registered Public Accounting Firm
To the Board of Trustees of Hartford Funds Exchange-Traded Trust and Shareholders of Hartford AAA CLO ETF, Hartford Alpha Capture Value ETF, Hartford Core Bond ETF, Hartford Dynamic Bond ETF, Hartford Large Cap Growth ETF, Hartford Municipal Opportunities ETF, Hartford Schroders Tax-Aware Bond ETF, Hartford Strategic Income ETF, and Hartford Total Return Bond ETF
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 (nine of the Funds constituting Hartford Funds Exchange-Traded Trust, hereafter collectively referred to as the "Funds") as of July 31, 2026, 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, 2026, the results of each of their operations and the changes in each of their net assets for each of 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. 
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 (nine of the Funds constituting Hartford Funds Exchange-Traded Trust, hereafter collectively referred to as the "Funds") as of July 31, 2026, 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, 2026, the results of each of their operations and the changes in each of their net assets for each of the periods indicated in the table below, and each of the financial highlights for each of the periods indicated therein, in conformity with accounting principles generally accepted in the United States of America. 
Fund Name
Hartford AAA CLO ETF(1)
Hartford Alpha Capture Value ETF(1)
Hartford Core Bond ETF(1)
Hartford Dynamic Bond ETF(2)
Hartford Large Cap Growth ETF(1)
Hartford Municipal Opportunities ETF(1)
Hartford Schroders Tax-Aware Bond ETF(1)
Hartford Strategic Income ETF(1)
Hartford Total Return Bond ETF(1)
 
(1)
Statement of operations for the year ended July 31, 2026 and the statement of changes in net assets for the years ended July 31, 2026 and 2025
(2)
Statement of operations and the statement of changes in net assets for the period September 23, 2025 (commencement of operations) through July 31, 2026
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, 2026 by correspondence with the custodian, transfer agent, issuers, agent banks and brokers; when replies were not received from issuers, agent banks and brokers, we performed other auditing procedures. We believe that our audits provide a reasonable basis for our opinions.
/s/ PricewaterhouseCoopers LLP
Philadelphia, Pennsylvania
September 23, 2026
We have served as the auditor of one or more investment companies in the Hartford Funds group of investment companies since 2020.
 
132
Hartford Active ETFs
 Item 8. Changes in and Disagreements with Accountants for Open-End Management Investment Companies.   
Not applicable. There were no changes in or disagreements with accountants during the period.
 
133
Hartford Active ETFs
Item 9. Proxy Disclosures for Open-End Management Investment Companies.
Not applicable. There were no matters submitted to a vote of shareholders during the period.
 
134
Hartford Active ETFs
 Item 10. Remuneration Paid to Trustees, Officers, and Others of Open-End Management Investment Companies.   
Under each Fund's, except for Dynamic Bond ETF, unitary management fee arrangements, remuneration for independent trustees and officers is paid by Hartford Funds Exchange-Traded Trust out of the management fee.
The aggregate remuneration paid by the Dynamic Bond ETF during the period September 23, 2025 through July 31, 2026:
(1) All trustees and all members of any advisory board for regular compensation: $630.
(2) Each trustee and each member of an advisory board for special compensation: Not applicable.
(3) All officers: Except for a portion of the CCO’s compensation, none of the series of the Trust paid any remuneration to its officers. The aggregate remuneration paid to the CCO by all of the series of the Trust is as follows: $157.
(4) Each person of whom any officer or trustee of the Fund is an affiliated person: Not applicable.
 
135
Hartford Active ETFs
Item 11. Statement Regarding Basis for Approval of Investment Advisory Contract.
Not applicable. There were no approvals of investment advisory contracts during the period February 1, 2026 through July 31, 2026.
 
136
Hartford Active ETFs
Index Glossary for Indices Included in the Annual Shareholder Report (Unaudited)
 
Bloomberg Municipal Bond 1-15 Year Blend (1-17) Index (reflects no
deduction for fees, expenses or taxes) is a sub-index of the
Bloomberg Municipal Bond Index. It is a rules-based market
value-weighted index of bonds with maturities of 1 year to 17 years
engineered for the tax-exempt bond market.
Bloomberg Municipal Bond Index (reflects no deduction for fees,
expenses or taxes) is designed to cover the USD-denominated
long-term tax-exempt bond market.
Bloomberg US Aggregate Bond Index (reflects no deduction for fees,
expenses or taxes) is composed of securities that cover the US
investment grade fixed rate bond market, with index components for
government and corporate securities, mortgage pass-through
securities, and asset-backed securities.
JP Morgan CLOIE AAA Index (reflects no deduction for fees,
expenses or taxes) is designed to track the AAA-rated components of
the USD-denominated, broadly syndicated CLO market.
Russell 1000 Growth Index (Gross) (reflects no deduction for fees,
expenses or taxes) is designed to measure the performance of those
Russell 1000 Index companies with higher price-to-book ratios and
higher forecasted growth values. The Russell 1000 Index is designed
to measure the performance of the 1,000 largest companies in the
Russell 3000 Index based on their market capitalization and current
index membership.
Russell 1000 Index (reflects no deduction for fees, expenses or taxes)
is designed to measure the performance of the 1,000 largest
companies in the Russell 3000 Index. The Russell 3000 Index is
designed to measure the performance of the 3,000 largest US
companies based on total market capitalizations.
Russell 1000 Value Index (Gross) (reflects no deduction for fees,
expenses or taxes) is designed to measure the performance of those
Russell 1000 Index companies with lower price-to-book ratios and
lower forecasted growth values. The Russell 1000 Index is designed to
measure the performance of the 1,000 largest companies in the
Russell 3000 Index based on their market capitalization and current
index membership.
Additional Information Regarding Bloomberg Index(es).
“Bloomberg®” and the above referenced Bloomberg index(es) are
service marks of Bloomberg Finance L.P. and its affiliates, including
Bloomberg Index Services Limited (“BISL”), the administrator of the
index (collectively, “Bloomberg”), and have been licensed for use for
certain purposes by Hartford Funds Management Company, LLC
("HFMC"). The Funds are not sponsored, endorsed, sold or promoted
by Bloomberg. Bloomberg does not make any representation or
warranty, express or implied, to the owners of or counterparties to the
Funds or any member of the public regarding the advisability of
investing in securities generally or in the Funds particularly. The only
relationship of Bloomberg to HFMC is the licensing of certain
trademarks, trade names and service marks and of the above
referenced Bloomberg index(es), which is determined, composed and
calculated by BISL without regard to HFMC or the Funds. Bloomberg
has no obligation to take the needs of HFMC or the owners of the
Funds into consideration in determining, composing or calculating the
above referenced Bloomberg index(es). Bloomberg is not responsible
for and has not participated in the determination of the timing of,
prices at, or quantities of the Funds to be issued. Bloomberg shall not
have any obligation or liability, including, without limitation, to the
Funds' customers, in connection with the administration, marketing or
trading of the Funds.
BLOOMBERG DOES NOT GUARANTEE THE ACCURACY AND/OR
THE COMPLETENESS OF THE ABOVE REFERENCED BLOOMBERG
INDEX(ES) OR ANY DATA RELATED THERETO AND SHALL HAVE NO
LIABILITY FOR ANY ERRORS, OMISSIONS OR INTERRUPTIONS
THEREIN. BLOOMBERG DOES NOT MAKE ANY WARRANTY,
EXPRESS OR IMPLIED, AS TO RESULTS TO BE OBTAINED BY
HFMC, OWNERS OF THE FUNDS OR ANY OTHER PERSON OR
ENTITY FROM THE USE OF THE ABOVE REFERENCED
BLOOMBERG INDEX(ES) OR ANY DATA RELATED THERETO.
BLOOMBERG DOES NOT MAKE ANY EXPRESS OR IMPLIED
WARRANTIES AND EXPRESSLY DISCLAIMS ALL WARRANTIES OF
MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE
OR USE WITH RESPECT TO THE ABOVE REFERENCED
BLOOMBERG INDEX(ES) OR ANY DATA RELATED THERETO.
WITHOUT LIMITING ANY OF THE FOREGOING, TO THE MAXIMUM
EXTENT ALLOWED BY LAW, BLOOMBERG, ITS LICENSORS, AND
ITS AND THEIR RESPECTIVE EMPLOYEES, CONTRACTORS,
AGENTS, SUPPLIERS, AND VENDORS SHALL HAVE NO LIABILITY
OR RESPONSIBILITY WHATSOEVER FOR ANY INJURY OR
DAMAGES --WHETHER DIRECT, INDIRECT, CONSEQUENTIAL,
INCIDENTAL, PUNITIVE OR OTHERWISE --ARISING IN
CONNECTION WITH THE ABOVE REFERENCED BLOOMBERG
INDEX(ES) OR ANY DATA OR VALUES RELATING THERETO
--WHETHER ARISING FROM THEIR NEGLIGENCE OR OTHERWISE,
EVEN IF NOTIFIED OF THE POSSIBILITY THEREOF.
 
137
This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report.
The information cannot be used or relied upon for the purpose of avoiding IRS penalties. These materials are not intended to provide tax, accounting or legal advice. As with all matters of a tax or legal nature, you should consult your own tax or legal counsel for advice.
Investors should carefully consider a Fund’s investment objectives, risks, charges and expenses. This and other important information is contained in the Fund’s prospectus and summary prospectus, which can be obtained by visiting hartfordfunds.com. Please read it carefully before investing.
Hartford Funds Management Company, LLC (HFMC) is the investment manager for the Active ETFs. Hartford AAA CLO ETF, Hartford Alpha Capture Value ETF, Hartford Core Bond ETF, Hartford Dynamic Bond ETF, Hartford Large Cap Growth ETF, Hartford Municipal Opportunities ETF, Hartford Strategic Income ETF and Hartford Total Return Bond ETF are sub-advised by Wellington Management Company LLP (Wellington). Hartford Schroders Tax-Aware Bond ETF is sub-advised by Schroder Investment Management North America Inc. (“SIMNA”) and sub-sub-advised by Schroder Investment Management North America Ltd. (“SIMNA Ltd”, together with SIMNA, “Schroders”). HFMC, Wellington, SIMNA, and SIMNA Ltd. are all SEC registered investment advisers. The ETFs are distributed by ALPS Distributors, Inc., which is not affiliated with Wellington, Schroders or HFMC.
ETFAR-A26 09/26 Printed in the U.S.A.
 

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 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.

  (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.

  (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.

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.

 

    HARTFORD FUNDS EXCHANGE-TRADED TRUST
Date: October 1, 2026    

By:

  

/s/ Gregory A. Frost

      Gregory A. Frost
      Chief Executive Officer and President (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 1, 2026    

By:

  

/s/ Gregory A. Frost

     

Gregory A. Frost

     

Chief Executive Officer and President (principal executive officer)

Date: October 1, 2026     By:   /s/ Ankit Puri
     

Ankit Puri

     

Treasurer (principal financial officer)

ATTACHMENTS / EXHIBITS

ATTACHMENTS / EXHIBITS

CODE OF ETHICS

302 CERTIFICATIOINS

906 CERTIFICATION

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