Hartford Core Bond ETF

  Schedule of Investments

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  
Asset & Commercial Mortgage-Backed Securities - 17.2%

 

  

Asset-Backed - Automobile - 0.0%

 

$        7,085   

Santander Drive Auto Receivables Trust
2.07%, 01/17/2023

   $ 7,132  
     

 

 

 
  

Asset-Backed - Finance & Insurance - 3.8%

 

        108,444   

American Credit Acceptance Receivables Trust
0.62%, 10/13/2023(1)

     108,486  
246,409   

Carlyle Global Market Strategies CLO Ltd.
1.33%, 05/15/2031, 3 mo. USD LIBOR + 1.050%(1)(2)

     243,338  
412,618   

Carlyle U.S. CLO Ltd.
1.52%, 04/20/2031, 3 mo. USD LIBOR + 1.300%(1)(2)

     408,659  
270,000   

Carlyle Vantage CLO Corp.
1.24%, 04/20/2031, 3 mo. USD LIBOR + 1.020%(1)(2)

     264,502  
300,000   

CIFC Funding Ltd.
1.93%, 08/24/2032, 3 mo. USD LIBOR + 1.650%(1)(2)

     300,757  
270,000   

Dryden 55 CLO Ltd.
1.26%, 04/15/2031, 3 mo. USD LIBOR + 1.020%(1)(2)

     266,289  
410,000   

Dryden 86 CLO Ltd.
1.88%, 07/17/2030, 3 mo. USD LIBOR + 1.650%(1)(2)

     410,675  
112,000   

Ellington Financial Mortgage Trust
1.18%, 10/25/2065(1)(3)

     111,996  
270,000   

KKR CLO Ltd.
1.24%, 04/15/2031, 3 mo. USD LIBOR + 1.000%(1)(2)

     265,289  
270,000   

Madison Park Funding Ltd.
1.50%, 01/15/2033, 3 mo. USD LIBOR + 1.260%(1)(2)

     267,522  
250,000   

Magnetite Ltd.
1.32%, 07/20/2031, 3 mo. USD LIBOR + 1.100%(1)(2)

     247,149  
330,000   

New Residential Mortgage Loan Trust
1.43%, 08/15/2053(1)

     330,314  
305,000   

NRZ Advance Receivables Trust
1.48%, 09/15/2053(1)

     305,509  
270,000   

Octagon Investment Partners Ltd.
1.57%, 10/15/2032, 3 mo. USD LIBOR + 1.330%(1)(2)

     267,775  
250,000   

Palmer Square CLO Ltd.
1.90%, 07/15/2031, 3 mo. USD LIBOR + 1.700%(1)(2)

     250,512  
100,000   

Regional Management Issuance Trust
2.34%, 10/15/2030(1)

     100,164  
150,000   

SCF Equipment Leasing
1.19%, 10/20/2027(1)

     151,185  
265,000   

Sound Point CLO XII Ltd.
1.51%, 10/20/2028, 3 mo. USD LIBOR + 1.290%(1)(2)

     263,629  
105,000   

Westlake Automobile Receivables Trust
1.65%, 02/17/2026(1)

     105,077  
100,000   

Wingstop Funding LLC
2.84%, 12/05/2050(1)

     100,010  
     

 

 

 
     4,768,837  
     

 

 

 
  

Commercial Mortgage-Backed Securities - 4.5%

 

  

Wells Fargo N.A.

 

990,960   

0.96%, 02/15/2052(3)(4)

     62,001  
145,000   

4.41%, 11/15/2061(3)

     172,079  
619,888   

Benchmark Mortgage Trust
1.79%, 07/15/2053(3)(4)

     76,106  
  

BX Commercial Mortgage Trust

 

354,675   

0.95%, 12/15/2036, 1 mo. USD LIBOR + 0.800%(1)(2)

     353,806  
227,831   

1.07%, 10/15/2036, 1 mo. USD LIBOR + 0.920%(1)(2)

     227,689  
100,000   

Citigroup Commercial Mortgage Trust
3.61%, 11/10/2048

     106,412  
  

Commercial Mortgage Trust

 

35,000   

3.18%, 02/10/2048

     37,783  
150,000   

3.31%, 03/10/2048

     162,986  
210,000   

3.61%, 08/10/2049(1)(3)

     223,266  
30,000   

CSAIL Commercial Mortgage Trust
4.36%, 11/15/2051(3)

     34,610  


 

  Hartford Core Bond ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  
$    100,000   

CSMC Trust
2.26%, 08/15/2037(1)

   $ 102,653  
        469,893   

DBJPM Mortgage Trust
1.71%, 09/15/2053(3)(4)

     52,530  
50,000   

Deutsche Bank Commercial Mortgage Trust
3.04%, 05/10/2049

     53,030  
  

FREMF Mortgage Trust

 

225,000   

3.94%, 06/25/2049(1)(3)

     247,494  
315,000   

4.16%, 08/25/2047(1)(3)

     346,892  
375,000   

GS Mortgage Securities Trust
3.44%, 11/10/2049(3)

     413,884  
  

JPMBB Commercial Mortgage Securities Trust

 

150,000   

2.95%, 06/15/2049

     157,972  
99,999   

3.56%, 12/15/2048

     106,530  
150,000   

3.24%, 10/15/2050

     163,872  
635,000   

3.58%, 03/15/2049

     706,798  
  

Morgan Stanley Bank of America Merrill Lynch Trust

 

100,000   

2.92%, 02/15/2046

     103,764  
210,000   

3.53%, 12/15/2047

     229,018  
150,000   

One Market Plaza Trust
3.61%, 02/10/2032(1)

     155,632  
50,000   

SG Commercial Mortgage Securities Trust
2.63%, 03/15/2037(1)

     51,311  
100,000   

VNDO Mortgage Trust
3.00%, 11/15/2030(1)

     102,938  
  

Wells Fargo Commercial Mortgage Trust

 

40,000   

3.15%, 05/15/2048

     43,062  
100,000   

3.52%, 12/15/2048

     106,109  
420,000   

3.64%, 03/15/2050

     473,068  
235,000   

3.81%, 12/15/2048

     262,149  
4,043,262   

Wells Fargo N.A.
0.65%, 11/15/2062(3)(4)

     206,298  
88,778   

WFRBS Commercial Mortgage Trust
2.98%, 06/15/2046

     90,664  
     

 

 

 
     5,632,406  
     

 

 

 
  

Other Asset-Backed Securities - 4.5%

 

  

Affirm Asset Securitization Trust

 

190,000   

1.90%, 01/15/2025(1)

     189,994  
83,495   

3.46%, 10/15/2024(1)

     84,024  
178,449   

Bayview Mortgage Fund Trust
3.50%, 01/28/2058(1)(3)

     180,233  
  

Bayview Opportunity Master Fund Trust

 

137,577   

3.50%, 06/28/2057(1)(3)

     142,123  
205,454   

4.00%, 10/28/2064(1)(3)

     213,464  
57,294   

Consumer Loan Underlying Bond CLUB Credit Trust
2.26%, 03/15/2028(1)

     57,753  
200,000   

Hawaii Hotel Trust
1.30%, 05/15/2038, 1 mo. USD LIBOR + 1.150%(1)(2)

     193,237  
80,000   

InSite Issuer LLC
1.50%, 09/15/2050(1)

     79,873  
51,086   

Marlette Funding Trust
2.39%, 12/17/2029(1)

     51,545  
  

Mill City Mortgage Loan Trust

 

170,588   

3.25%, 10/25/2069(1)(3)

     179,494  
123,042   

3.50%, 05/25/2058(1)(3)

     127,984  
208,125   

Pretium Mortgage Credit Partners LLC
2.86%, 05/27/2059(1)(5)

     208,646  
60,000   

Stack Infrastructure Issuer LLC
1.89%, 08/25/2045(1)

     60,203  
  

Towd Point Mortgage Trust

 

210,000   

1.75%, 10/25/2060(1)

     213,979  
94,256   

2.75%, 08/25/2055(1)(3)

     96,522  
417,277   

2.75%, 10/25/2056(1)(3)

     427,694  
409,607   

2.75%, 06/25/2057(1)(3)

     423,707  
348,889   

2.75%, 07/25/2057(1)(3)

     358,984  


 

  Hartford Core Bond ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  
$    393,352   

2.75%, 10/25/2057(1)(3)

   $ 406,036  
89,178   

3.25%, 03/25/2058(1)(3)

     93,268  
        361,834   

3.75%, 03/25/2058(1)(3)

     387,526  
235,000   

Vantage Data Centers Issuer LLC
1.65%, 09/15/2045(1)

     233,540  
  

Vericrest Opportunity Loan Trust

 

279,709   

2.98%, 02/25/2050(1)(5)

     279,920  
281,277   

2.98%, 03/25/2050(1)(5)

     281,165  
184,404   

3.97%, 04/25/2050(1)(5)

     185,780  
128,143   

Verus Securitization Trust
1.50%, 05/25/2065(1)(5)

     128,601  
127,235   

VOLT LXXX LLC
3.23%, 10/25/2049(1)(5)

     127,327  
237,406   

VOLT LXXXIV LLC
3.43%, 12/27/2049(1)(5)

     237,859  
     

 

 

 
     5,650,481  
     

 

 

 
  

Whole Loan Collateral CMO - 4.4%

 

  

Angel Oak Mortgage Trust

 

137,227   

1.47%, 06/25/2065(1)(3)

     137,654  
202,999   

1.69%, 04/25/2065(1)(3)

     203,987  
  

Angel Oak Mortgage Trust LLC

 

143,838   

3.65%, 09/25/2048(1)(3)

     146,541  
45,405   

3.67%, 07/27/2048(1)(3)

     45,967  
  

Arroyo Mortgage Trust

 

79,785   

3.76%, 04/25/2048(1)(3)

     80,655  
83,009   

3.81%, 01/25/2049(1)(3)

     85,579  
1,284,794   

Banc of America Commercial Mortgage Trust
1.79%, 03/15/2063(3)(4)

     188,957  
  

Bunker Hill Loan Depositary Trust

 

84,322   

2.88%, 07/25/2049(1)(5)

     86,206  
213,712   

1.72%, 02/25/2055(1)(3)

     215,329  
81,554   

3.61%, 10/26/2048(1)(5)

     84,578  
  

COLT Mortgage Loan Trust

 

94,255   

1.26%, 09/25/2065(1)(3)

     94,249  
275,000   

1.33%, 10/26/2065(1)

     274,997  
378,038   

1.39%, 01/25/2065(1)(3)

     377,926  
229,886   

1.51%, 04/27/2065(1)(3)

     230,979  
66,963   

3.34%, 05/25/2049(1)(3)

     67,486  
  

CSMC Trust

 

380,000   

1.21%, 05/25/2065(1)(5)

     379,988  
315,000   

2.00%, 01/25/2060(1)

     323,968  
  

Deephaven Residential Mortgage Trust

 

213,454   

1.69%, 05/25/2065(1)

     214,526  
55,555   

2.96%, 07/25/2059(1)(3)

     56,147  
51,465   

Galton Funding Mortgage Trust
3.50%, 11/25/2057(1)(3)

     51,907  
  

GCAT Trust

 

96,098   

1.56%, 04/25/2065(1)(5)

     96,049  
84,979   

2.25%, 01/25/2060(1)(5)

     86,610  
  

MetLife Securitization Trust

 

82,717   

3.75%, 03/25/2057(1)(3)

     88,720  
110,906   

3.75%, 04/25/2058(1)(3)

     118,676  
  

New Residential Mortgage Loan Trust

 

93,054   

1.65%, 05/24/2060(1)(3)

     93,481  
223,970   

3.50%, 12/25/2057(1)(3)

     236,192  
79,158   

3.60%, 04/25/2049(1)(3)

     80,053  
31,283   

3.75%, 03/25/2056(1)(3)

     33,495  
85,391   

3.75%, 11/25/2058(1)(3)

     91,067  
359,383   

4.00%, 03/25/2057(1)(3)

     387,114  
368,324   

4.00%, 12/25/2057(1)(3)

     397,177  
224,471   

Preston Ridge Partners Mortgage Trust LLC
2.86%, 09/25/2025(1)(5)

     224,514  
35,378   

Seasoned Credit Risk Transfer Trust
2.50%, 08/25/2059

     36,839  


 

  Hartford Core Bond ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  
$      94,135   

Starwood Mortgage Residential Trust
1.49%, 04/25/2065(1)(3)

   $ 94,376  
161,000   

Verus Securitization Trust
1.22%, 05/25/2065(1)(5)

     160,983  
     

 

 

 
     5,572,972  
     

 

 

 
  

Total Asset & Commercial Mortgage-Backed Securities
(cost $21,590,143)

   $ 21,631,828  
     

 

 

 

Corporate Bonds - 32.7%

  
  

Aerospace/Defense - 0.7%

  
151,000   

Boeing Co.
5.04%, 05/01/2027

     165,926  
55,000   

General Dynamics Corp.
4.25%, 04/01/2040

     69,878  
  

L3Harris Technologies, Inc.

 

72,000   

3.85%, 06/15/2023

     77,748  
25,000   

4.40%, 06/15/2028

     29,524  
112,000   

Lockheed Martin Corp.
3.80%, 03/01/2045

     133,661  
135,000   

Northrop Grumman Corp.
5.15%, 05/01/2040

     180,933  
137,000   

United Technologies Corp.
4.45%, 11/16/2038

     167,675  
     

 

 

 
     825,345  
     

 

 

 
  

Agriculture - 0.9%

  
  

Altria Group, Inc.

 

5,000   

2.35%, 05/06/2025

     5,273  
144,000   

3.88%, 09/16/2046

     145,771  
145,000   

5.80%, 02/14/2039

     184,633  
112,000   

Archer-Daniels-Midland Co.
3.25%, 03/27/2030

     128,666  
90,000   

BAT Capital Corp.
2.26%, 03/25/2028

     89,732  
95,000   

BAT International Finance plc
1.67%, 03/25/2026

     95,347  
137,000   

Philip Morris International, Inc.
2.10%, 05/01/2030

     139,934  
269,000   

Reynolds American, Inc.
4.85%, 09/15/2023

     300,790  
     

 

 

 
     1,090,146  
     

 

 

 
  

Auto Manufacturers - 0.1%

  
112,000   

General Motors Co.
6.13%, 10/01/2025

     131,077  
     

 

 

 
  

Beverages - 0.8%

  
  

Anheuser-Busch InBev Worldwide, Inc.

 

412,000   

3.75%, 07/15/2042

     441,525  
31,000   

4.35%, 06/01/2040

     36,508  
189,000   

Constellation Brands, Inc.
3.60%, 02/15/2028

     212,826  
5,000   

Keurig Dr Pepper, Inc.
3.20%, 05/01/2030

     5,577  
  

PepsiCo, Inc.

 

314,000   

1.63%, 05/01/2030

     320,086  
5,000   

2.63%, 03/19/2027

     5,477  
14,000   

3.63%, 03/19/2050

     16,924  
     

 

 

 
     1,038,923  
     

 

 

 
  

Biotechnology - 0.8%

  
  

Amgen, Inc.

 

62,000   

1.90%, 02/21/2025

     64,375  
67,000   

2.20%, 02/21/2027

     70,386  
181,000   

2.30%, 02/25/2031

     187,761  
142,000   

2.45%, 02/21/2030

     149,672  
  

Gilead Sciences, Inc.

 

225,000   

1.65%, 10/01/2030

     221,742  


 

  Hartford Core Bond ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  
$        5,000   

3.65%, 03/01/2026

   $ 5,645  
  

Royalty Pharma plc

 

15,000   

1.75%, 09/02/2027(1)

     14,879  
        115,000   

2.20%, 09/02/2030(1)

     113,188  
65,000   

3.30%, 09/02/2040(1)

     63,948  
90,000   

3.55%, 09/02/2050(1)

     86,153  
     

 

 

 
     977,749  
     

 

 

 
  

Chemicals - 0.8%

 

  

Air Products and Chemicals, Inc.

 

5,000   

1.50%, 10/15/2025

     5,183  
15,000   

1.85%, 05/15/2027

     15,672  
  

Dow Chemical Co.

 

125,000   

3.60%, 11/15/2050

     127,268  
5,000   

4.80%, 05/15/2049

     6,081  
254,000   

DuPont de Nemours, Inc.
4.21%, 11/15/2023

     279,332  
  

LYB International Finance LLC

  
45,000   

1.25%, 10/01/2025

     45,114  
70,000   

3.80%, 10/01/2060

     66,797  
  

Sherwin-Williams Co.

 

187,000   

2.30%, 05/15/2030

     194,379  
67,000   

2.95%, 08/15/2029

     73,368  
5,000   

3.30%, 05/15/2050

     5,321  
5,000   

4.50%, 06/01/2047

     6,264  
200,000   

Syngenta Finance N.V.
4.89%, 04/24/2025(1)

     216,829  
     

 

 

 
     1,041,608  
     

 

 

 
  

Commercial Banks - 6.3%

 

  

Bank of America Corp.

 

435,000   

1.92%, 10/24/2031, (1.92% fixed rate until 10/24/2030; 3 mo. USD SOFR + 1.370% thereafter)(6)

     431,397  
432,000   

2.46%, 10/22/2025, (2.46% fixed rate until 10/22/2024; 3 mo. USD LIBOR + 0.870% thereafter)(6)

     456,257  
485,000   

3.00%, 12/20/2023, (3.00% fixed rate until 12/20/2022; 3 mo. USD LIBOR + 0.790% thereafter)(6)

     508,440  
161,000   

3.97%, 02/07/2030, (3.97% fixed rate until 02/07/2029; 3 mo. USD LIBOR + 1.210% thereafter)(6)

     185,831  
258,000   

4.08%, 03/20/2051, (4.08% fixed rate until 03/20/2050; 3 mo. USD LIBOR + 3.150% thereafter)(6)

     314,700  
  

Bank of New York Mellon Corp.

 

110,000   

1.95%, 08/23/2022

     113,282  
144,000   

2.10%, 10/24/2024

     151,570  
200,000   

BNP Paribas S.A.
2.22%, 06/09/2026, (2.22% fixed rate until 06/09/2025; 3 mo. USD SOFR + 2.074% thereafter)(1)(6)

     206,817  
611,000   

Citigroup, Inc.
3.20%, 10/21/2026

     671,978  
117,000   

Fifth Third Bancorp
2.38%, 01/28/2025

     123,460  
  

Goldman Sachs Group, Inc.

 

236,000   

2.60%, 02/07/2030

     249,180  
140,000   

3.27%, 09/29/2025, (3.27% fixed rate until 09/29/2024; 3 mo. USD LIBOR + 1.201% thereafter)(6)

     151,989  
67,000   

4.02%, 10/31/2038, (4.02% fixed rate until 10/31/2037; 3 mo. USD LIBOR + 1.373% thereafter)(6)

     78,277  
200,000   

HSBC Holdings plc
3.60%, 05/25/2023

     214,884  
  

JP Morgan Chase & Co.

 

1,208,000   

2.30%, 10/15/2025, (2.30% fixed rate until 10/15/2024; 3 mo. USD SOFR + 1.160% thereafter)(6)

     1,270,225  
130,000   

3.11%, 04/22/2041, (3.11% fixed rate until 04/22/2040; 3 mo. USD SOFR + 2.460% thereafter)(6)

     139,189  
77,000   

4.49%, 03/24/2031, (4.49% fixed rate until 03/24/2030; 3 mo. USD SOFR + 3.790% thereafter)(6)

     93,143  


 

  Hartford Core Bond ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  
$    108,000   

KeyCorp.
2.55%, 10/01/2029

   $ 114,929  
  

Morgan Stanley

 

        317,000   

2.70%, 01/22/2031, (2.70% fixed rate until 01/22/2030; 3 mo. USD SOFR + 1.143% thereafter)(6)

     337,849  
355,000   

3.88%, 01/27/2026

     403,503  
36,000   

3.97%, 07/22/2038, (3.97% fixed rate until 07/22/2037; 3 mo. USD LIBOR + 1.455% thereafter)(6)

     42,979  
76,000   

PNC Financial Services Group, Inc.
2.55%, 01/22/2030

     81,792  
134,000   

Santander Holdings USA, Inc.
3.40%, 01/18/2023

     140,685  
177,000   

State Street Corp.
2.35%, 11/01/2025, (2.35% fixed rate until 11/01/2024; 3 mo. USD SOFR + 0.940% thereafter)(6)

     187,390  
250,000   

Truist Bank
2.25%, 03/11/2030

     257,103  
  

Wells Fargo & Co.

 

903,000   

2.41%, 10/30/2025, (2.41% fixed rate until 10/30/2024; 3 mo. USD LIBOR + 0.825% thereafter)(6)

     952,499  
36,000   

5.01%, 04/04/2051, (5.01% fixed rate until 04/04/2050; 3 mo. USD LIBOR + 4.240% thereafter)(6)

     48,704  
     

 

 

 
     7,928,052  
     

 

 

 
  

Commercial Services - 0.6%

 

  

Equifax, Inc.

 

112,000   

2.60%, 12/15/2025

     120,181  
5,000   

3.10%, 05/15/2030

     5,404  
112,000   

ERAC USA Finance LLC
7.00%, 10/15/2037(1)

     164,061  
  

Global Payments, Inc.

 

67,000   

2.90%, 05/15/2030

     71,230  
162,000   

3.20%, 08/15/2029

     175,321  
  

Howard University, (AGM Insured)

 

100,000   

2.90%, 10/01/2031

     101,992  
70,000   

3.48%, 10/01/2041

     68,673  
     

 

 

 
     706,862  
     

 

 

 
  

Construction Materials - 0.2%

 

  

Carrier Global Corp.

 

134,000   

2.24%, 02/15/2025(1)

     139,746  
50,000   

2.70%, 02/15/2031(1)

     52,421  
     

 

 

 
     192,167  
     

 

 

 
  

Diversified Financial Services - 0.4%

 

234,000   

American Express Co.
3.63%, 12/05/2024

     258,115  
229,000   

BlackRock, Inc.
1.90%, 01/28/2031

     235,392  
5,000   

Mastercard, Inc.
3.35%, 03/26/2030

     5,801  
     

 

 

 
     499,308  
     

 

 

 
  

Electric - 3.7%

 

42,000   

Alabama Power Co.
4.15%, 08/15/2044

     50,583  
77,000   

Berkshire Hathaway Energy Co.
3.25%, 04/15/2028

     86,507  
62,000   

Cleco Corporate Holdings LLC
3.74%, 05/01/2026

     65,505  
77,000   

Commonwealth Edison Co.
2.55%, 06/15/2026

     83,525  
  

Dominion Energy, Inc.

 

278,000   

2.85%, 08/15/2026

     303,932  
122,000   

5.95%, 06/15/2035

     162,468  
360,000   

Duke Energy Corp.
2.65%, 09/01/2026

     387,219  


 

  Hartford Core Bond ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  
$    162,000   

Duke Energy Indiana LLC
3.25%, 10/01/2049

   $ 175,829  
55,000   

Evergy Metro, Inc.
2.25%, 06/01/2030

     58,005  
        139,000   

Evergy, Inc.
2.90%, 09/15/2029

     147,910  
25,000   

Exelon Corp.
4.70%, 04/15/2050

     31,895  
  

FirstEnergy Corp.

 

5,000   

1.60%, 01/15/2026

     4,869  
107,000   

2.25%, 09/01/2030

     101,007  
30,000   

2.65%, 03/01/2030

     29,226  
  

Georgia Power Co.

 

149,000   

2.10%, 07/30/2023

     155,640  
36,000   

4.30%, 03/15/2042

     42,911  
137,000   

ITC Holdings Corp.
2.95%, 05/14/2030(1)

     146,772  
249,000   

NextEra Energy Capital Holdings, Inc.
2.25%, 06/01/2030

     257,976  
234,000   

Oglethorpe Power Corp.
5.05%, 10/01/2048

     273,026  
112,000   

Oncor Electric Delivery Co. LLC
2.95%, 04/01/2025

     121,915  
295,000   

Pacific Gas and Electric Co.
2.50%, 02/01/2031

     278,911  
320,000   

Public Service Enterprise Group, Inc.
1.60%, 08/15/2030

     311,293  
  

Puget Energy, Inc.

 

139,000   

3.65%, 05/15/2025

     154,488  
102,000   

4.10%, 06/15/2030(1)

     114,002  
62,000   

Sempra Energy
4.00%, 02/01/2048

     70,001  
349,000   

Sierra Pacific Power Co.
2.60%, 05/01/2026

     378,234  
  

Southern California Edison Co.

 

67,000   

2.25%, 06/01/2030

     67,625  
72,000   

2.85%, 08/01/2029

     75,606  
76,000   

3.65%, 02/01/2050

     79,351  
67,000   

4.00%, 04/01/2047

     72,268  
  

Southern Co.

 

4,000   

3.25%, 07/01/2026

     4,458  
252,000   

3.70%, 04/30/2030

     286,003  
117,000   

Xcel Energy, Inc.
2.60%, 12/01/2029

     125,067  
     

 

 

 
     4,704,027  
     

 

 

 
  

Electronics - 0.2%

 

249,000   

Honeywell International, Inc.
1.95%, 06/01/2030

     259,532  
     

 

 

 
  

Environmental Control - 0.1%

 

120,000   

Republic Services, Inc.
1.45%, 02/15/2031

     117,035  
     

 

 

 
  

Food - 0.4%

 

  

Conagra Brands, Inc.

 

105,000   

1.38%, 11/01/2027

     104,122  
132,000   

4.85%, 11/01/2028

     161,968  
132,000   

General Mills, Inc.
2.88%, 04/15/2030

     143,042  
125,000   

Mondelez International, Inc.
1.50%, 02/04/2031

     121,425  
     

 

 

 
     530,557  
     

 

 

 
  

Gas - 0.3%

 

62,000   

Dominion Energy Gas Holdings LLC
2.50%, 11/15/2024

     65,799  


 

  Hartford Core Bond ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  
  

NiSource, Inc.

 

$    212,000   

3.49%, 05/15/2027

   $ 234,546  
77,000   

3.60%, 05/01/2030

     87,463  
47,000   

Sempra Energy
3.40%, 02/01/2028

     51,189  
     

 

 

 
     438,997  
     

 

 

 
  

Healthcare-Products - 0.8%

 

112,000   

Baxter International, Inc.
3.95%, 04/01/2030(1)

     132,685  
67,000   

Becton Dickinson and Co.
3.36%, 06/06/2024

     72,225  
  

Boston Scientific Corp.

 

67,000   

1.90%, 06/01/2025

     69,715  
289,000   

3.75%, 03/01/2026

     327,705  
112,000   

Thermo Fisher Scientific, Inc.
2.95%, 09/19/2026

     124,269  
249,000   

Zimmer Biomet Holdings, Inc.
3.05%, 01/15/2026

     270,899  
     

 

 

 
     997,498  
     

 

 

 
  

Healthcare-Services - 0.7%

 

  

Anthem, Inc.

 

25,000   

2.25%, 05/15/2030

     25,691  
152,000   

2.88%, 09/15/2029

     163,680  
90,000   

3.50%, 08/15/2024

     98,286  
11,000   

4.38%, 12/01/2047

     13,610  
117,000   

CommonSpirit Health
2.76%, 10/01/2024

     122,607  
112,000   

Quest Diagnostics, Inc.
2.80%, 06/30/2031

     119,953  
  

UnitedHealth Group, Inc.

 

10,000   

2.00%, 05/15/2030

     10,406  
216,000   

2.38%, 08/15/2024

     229,808  
117,000   

4.75%, 07/15/2045

     158,691  
     

 

 

 
     942,732  
     

 

 

 
  

Household Products - 0.1%

 

112,000   

Estee Lauder Cos., Inc.
2.60%, 04/15/2030

     121,771  
     

 

 

 
  

Insurance - 1.0%

 

366,000   

American International Group, Inc.
2.50%, 06/30/2025

     392,378  
137,000   

Berkshire Hathaway Finance Corp.
4.20%, 08/15/2048

     171,761  
  

Marsh & McLennan Cos., Inc.

 

216,000   

3.88%, 03/15/2024

     238,252  
45,000   

4.75%, 03/15/2039

     59,254  
5,000   

New York Life Insurance Co.
3.75%, 05/15/2050(1)

     5,577  
117,000   

Progressive Corp.
3.20%, 03/26/2030

     133,417  
234,000   

Willis North America, Inc.
2.95%, 09/15/2029

     254,798  
     

 

 

 
     1,255,437  
     

 

 

 
  

Internet - 1.2%

 

265,000   

Alphabet, Inc.
2.05%, 08/15/2050

     238,963  
  

Amazon.com, Inc.

 

511,000   

1.50%, 06/03/2030

     516,922  
216,000   

3.15%, 08/22/2027

     244,866  
455,000   

Tencent Holdings Ltd.
2.39%, 06/03/2030(1)

     460,621  
     

 

 

 
     1,461,372  
     

 

 

 


 

  Hartford Core Bond ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  
  

Iron/Steel - 0.2%

 

$    190,000   

Vale Overseas Ltd.
3.75%, 07/08/2030

   $ 200,068  
     

 

 

 
  

IT Services - 0.8%

 

  

Apple, Inc.

 

211,000   

1.13%, 05/11/2025

     214,999  
371,000   

2.20%, 09/11/2029

     396,405  
200,000   

International Business Machines Corp.
1.95%, 05/15/2030

     203,146  
117,000   

Leidos, Inc.
3.63%, 05/15/2025(1)

     129,498  
     

 

 

 
     944,048  
     

 

 

 
  

Machinery - Construction & Mining - 0.1%

 

132,000   

Caterpillar, Inc.
2.60%, 04/09/2030

     143,066  
     

 

 

 
  

Machinery-Diversified - 0.1%

 

  

John Deere Capital Corp.

 

31,000   

1.20%, 04/06/2023

     31,581  
144,000   

2.60%, 03/07/2024

     153,676  
     

 

 

 
     185,257  
     

 

 

 
  

Media - 2.2%

 

  

Charter Communications Operating LLC / Charter Communications Operating Capital

 

37,000   

2.80%, 04/01/2031

     38,244  
652,000   

4.20%, 03/15/2028

     736,679  
108,000   

5.13%, 07/01/2049

     126,261  
  

Comcast Corp.

 

486,000   

3.20%, 07/15/2036

     541,817  
5,000   

3.40%, 07/15/2046

     5,514  
115,000   

3.75%, 04/01/2040

     133,856  
62,000   

4.70%, 10/15/2048

     82,731  
5,000   

4.75%, 03/01/2044

     6,577  
5,000   

4.95%, 10/15/2058

     7,216  
117,000   

Cox Communications, Inc.
4.50%, 06/30/2043(1)

     138,182  
  

Discovery Communications LLC

 

155,000   

4.65%, 05/15/2050

     174,690  
62,000   

5.30%, 05/15/2049

     74,560  
  

ViacomCBS, Inc.

 

5,000   

4.20%, 05/19/2032

     5,753  
62,000   

4.38%, 03/15/2043

     67,076  
371,000   

4.95%, 01/15/2031

     450,627  
184,000   

Walt Disney Co.
2.65%, 01/13/2031

     197,834  
     

 

 

 
     2,787,617  
     

 

 

 
  

Miscellaneous Manufacturing - 0.1%

 

5,000   

3M Co.
3.05%, 04/15/2030

     5,640  
132,000   

General Electric Co.
3.63%, 05/01/2030

     139,397  
5,000   

Ingersoll-Rand Luxembourg Finance S.A.
4.50%, 03/21/2049

     6,365  
     

 

 

 
     151,402  
     

 

 

 
  

Oil & Gas - 0.4%

 

36,000   

BP Capital Markets America, Inc.
3.63%, 04/06/2030

     40,535  
  

Equinor ASA

 

102,000   

3.63%, 04/06/2040

     115,154  
36,000   

3.70%, 04/06/2050

     40,036  
  

Exxon Mobil Corp.

 

132,000   

4.23%, 03/19/2040

     158,254  
2,000   

4.33%, 03/19/2050

     2,414  
51,000   

Hess Corp.
7.30%, 08/15/2031

     62,176  


 

  Hartford Core Bond ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  
$      50,000   

Marathon Petroleum Corp.
4.70%, 05/01/2025

   $ 55,320  
85,000   

Valero Energy Corp.
2.15%, 09/15/2027

     81,183  
     

 

 

 
     555,072  
     

 

 

 
  

Pharmaceuticals - 2.1%

 

  

AbbVie, Inc.

 

514,000   

3.20%, 11/21/2029(1)

     562,379  
149,000   

4.25%, 11/21/2049(1)

     174,018  
5,000   

4.55%, 03/15/2035(1)

     6,065  
52,000   

Becton Dickinson and Co.
2.82%, 05/20/2030

     55,576  
87,000   

Bristol-Myers Squibb Co.
3.40%, 07/26/2029

     100,740  
  

CVS Health Corp.

 

37,000   

4.13%, 04/01/2040

     41,994  
204,000   

5.13%, 07/20/2045

     258,210  
214,000   

GlaxoSmithKline Capital, Inc.
3.63%, 05/15/2025

     239,863  
  

Johnson & Johnson

 

134,000   

2.45%, 03/01/2026

     145,412  
62,000   

3.55%, 03/01/2036

     74,093  
  

Novartis Capital Corp.

 

134,000   

2.00%, 02/14/2027

     140,853  
127,000   

2.20%, 08/14/2030

     134,987  
  

Pfizer, Inc.

 

182,000   

1.70%, 05/28/2030

     186,402  
62,000   

2.63%, 04/01/2030

     68,200  
105,000   

Prestige Auto Receivables Trust
1.62%, 11/16/2026(1)

     104,904  
62,000   

Shire Acquisitions Investments Ireland DAC
2.88%, 09/23/2023

     65,745  
200,000   

Takeda Pharmaceutical Co., Ltd.
2.05%, 03/31/2030

     201,300  
  

Upjohn, Inc.

 

30,000   

1.65%, 06/22/2025(1)

     30,632  
50,000   

2.30%, 06/22/2027(1)

     51,719  
     

 

 

 
     2,643,092  
     

 

 

 
  

Pipelines - 0.9%

 

81,000   

Energy Transfer Operating L.P.
3.75%, 05/15/2030

     79,480  
183,000   

Enterprise Products Operating LLC
4.80%, 02/01/2049

     212,024  
  

MPLX L.P.

 

114,000   

4.13%, 03/01/2027

     124,803  
50,000   

4.70%, 04/15/2048

     49,525  
62,000   

5.20%, 12/01/2047

     64,239  
152,000   

ONEOK, Inc.
4.00%, 07/13/2027

     157,107  
42,000   

Sabine Pass Liquefaction LLC
4.50%, 05/15/2030(1)

     46,986  
192,000   

Sunoco Logistics Partners Operations L.P.
5.30%, 04/01/2044

     180,433  
67,000   

Texas Eastern Transmission L.P.
2.80%, 10/15/2022(1)

     68,951  
  

TransCanada PipeLines Ltd.

 

108,000   

4.10%, 04/15/2030

     122,425  
57,000   

4.75%, 05/15/2038

     67,060  
     

 

 

 
     1,173,033  
     

 

 

 
  

Real Estate Investment Trusts - 0.1%

 

  

American Tower Corp.

 

57,000   

2.10%, 06/15/2030

     57,255  
67,000   

2.40%, 03/15/2025

     70,898  


 

  Hartford Core Bond ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  
$    5,000   

Brixmor Operating Partnership L.P.
4.05%, 07/01/2030

   $ 5,404  
5,000   

Equinix, Inc.
1.80%, 07/15/2027

     5,078  
40,000   

VEREIT Operating Partnership L.P.
3.40%, 01/15/2028

     41,974  
     

 

 

 
     180,609  
     

 

 

 
  

Retail - 1.0%

 

  

Alimentation Couche-Tard, Inc.

 

15,000   

2.95%, 01/25/2030(1)

     15,981  
5,000   

3.80%, 01/25/2050(1)

     5,428  
72,000   

AutoZone, Inc.
3.63%, 04/15/2025

     79,963  
249,000   

Costco Wholesale Corp.
1.60%, 04/20/2030

     251,531  
  

Home Depot, Inc.

 

150,000   

3.30%, 04/15/2040

     170,572  
62,000   

3.50%, 09/15/2056

     71,830  
  

Lowe’s Cos., Inc.

 

285,000   

1.70%, 10/15/2030

     283,729  
62,000   

3.70%, 04/15/2046

     70,410  
  

McDonald’s Corp.

 

31,000   

3.35%, 04/01/2023

     33,006  
137,000   

3.63%, 09/01/2049

     152,614  
36,000   

3.70%, 02/15/2042

     40,666  
112,000   

Starbucks Corp.
3.80%, 08/15/2025

     126,921  
     

 

 

 
     1,302,651  
     

 

 

 
  

Savings & Loans - 0.1%

 

62,000   

State Street Corp.
2.90%, 03/30/2026

     67,279  
     

 

 

 
  

Semiconductors - 1.4%

 

16,000   

Broadcom Corp. / Broadcom Cayman Finance Ltd.
3.88%, 01/15/2027

     17,662  
  

Broadcom, Inc.

 

8,000   

4.25%, 04/15/2026

     8,993  
523,000   

5.00%, 04/15/2030

     615,200  
  

Intel Corp.

 

289,000   

2.45%, 11/15/2029

     312,034  
134,000   

3.25%, 11/15/2049

     147,757  
132,000   

Microchip Technology, Inc.
2.67%, 09/01/2023(1)

     136,973  
120,000   

NVIDIA Corp.
3.50%, 04/01/2040

     139,065  
44,000   

NXP B.V. / NXP Funding LLC
4.88%, 03/01/2024(1)

     49,293  
  

NXP B.V. / NXP Funding LLC / NXP USA, Inc.

 

62,000   

3.15%, 05/01/2027(1)

     67,119  
179,000   

4.30%, 06/18/2029(1)

     207,603  
     

 

 

 
     1,701,699  
     

 

 

 
  

Software - 1.2%

 

  

Fidelity National Information Services, Inc.

 

67,000   

3.00%, 08/15/2026

     74,093  
93,000   

3.75%, 05/21/2029

     107,167  
  

Fiserv, Inc.

 

393,000   

2.25%, 06/01/2027

     412,874  
32,000   

3.20%, 07/01/2026

     35,430  
  

Microsoft Corp.

 

72,000   

2.53%, 06/01/2050

     73,380  
172,000   

3.50%, 11/15/2042

     208,204  
  

Oracle Corp.

 

320,000   

3.60%, 04/01/2040

     356,951  
67,000   

3.80%, 11/15/2037

     77,402  


 

  Hartford Core Bond ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  
$    112,000   

salesforce.com, Inc.
3.25%, 04/11/2023

   $ 119,625  
     

 

 

 
     1,465,126  
     

 

 

 
  

Telecommunications - 1.4%

 

  

AT&T, Inc.

 

270,000   

3.50%, 02/01/2061

     251,174  
29,000   

3.55%, 09/15/2055(1)

     27,471  
14,000   

3.65%, 09/15/2059(1)

     13,350  
10,000   

4.35%, 06/15/2045

     11,084  
77,000   

4.50%, 03/09/2048

     86,183  
  

T-Mobile USA, Inc.

 

195,000   

1.50%, 02/15/2026(1)

     195,741  
55,000   

2.05%, 02/15/2028(1)

     55,825  
210,000   

3.00%, 02/15/2041(1)

     203,671  
60,000   

3.30%, 02/15/2051(1)

     57,806  
134,000   

3.50%, 04/15/2025(1)

     146,812  
149,000   

3.88%, 04/15/2030(1)

     167,381  
127,000   

4.50%, 04/15/2050(1)

     147,680  
  

Verizon Communications, Inc.

 

5,000   

4.00%, 03/22/2050

     6,024  
211,000   

4.13%, 08/15/2046

     255,248  
117,000   

Vodafone Group plc
4.38%, 02/19/2043

     137,944  
     

 

 

 
     1,763,394  
     

 

 

 
  

Transportation - 0.3%

 

  

FedEx Corp.

 

5,000   

3.30%, 03/15/2027

     5,544  
77,000   

3.80%, 05/15/2025

     86,629  
167,000   

4.25%, 05/15/2030

     200,543  
5,000   

Norfolk Southern Corp.
3.40%, 11/01/2049

     5,502  
112,000   

Union Pacific Corp.
4.10%, 09/15/2067

     129,216  
     

 

 

 
     427,434  
     

 

 

 
  

Water - 0.2%

 

  

American Water Capital Corp.

 

141,000   

2.80%, 05/01/2030

     153,719  
36,000   

3.75%, 09/01/2028

     41,777  
     

 

 

 
     195,496  
     

 

 

 
  

Total Corporate Bonds
(cost $40,642,476)

   $ 41,146,538  
     

 

 

 

Foreign Government Obligations - 0.2%

 

  

Mexico - 0.2%

 

200,000   

Mexico Government International Bond
4.75%, 04/27/2032

     228,800  
     

 

 

 
  

Peru - 0.0%

 

51,000   

Peruvian Government International Bond
2.39%, 01/23/2026

     53,601  
     

 

 

 
  

Total Foreign Government Obligations
(cost $272,523)

   $ 282,401  
     

 

 

 

Municipal Bonds - 0.8%

 

  

Development - 0.1%

 

50,000   

New York Transportation Dev Corp. Rev
4.25%, 09/01/2035

     55,026  
     

 

 

 
  

General - 0.3%

 

  

County of Riverside, CA

 

55,000   

2.96%, 02/15/2027

     58,945  
55,000   

3.07%, 02/15/2028

     59,033  
65,000   

Dist of Columbia Rev
3.43%, 04/01/2042

     64,913  


 

  Hartford Core Bond ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  
$     230,000   

Florida State Board of Administration Finance Co.
1.26%, 07/01/2025

   $ 232,401  
     

 

 

 
     415,292  
     

 

 

 
  

General Obligation - 0.1%

 

60,000   

California State, GO Taxable
7.30%, 10/01/2039

     96,965  
     

 

 

 
  

Higher Education - 0.0%

 

  

Marshall University, WV , (AGM Insured)

 

10,000   

2.91%, 05/01/2026

     10,578  
10,000   

3.63%, 05/01/2034

     10,725  
     

 

 

 
     21,303  
     

 

 

 
  

Transportation - 0.3%

 

40,000   

Chicago, IL, Transit Auth
3.91%, 12/01/2040

     42,398  
  

Metropolitan Transportation Auth, NY, Rev

 

15,000   

4.75%, 11/15/2045

     15,872  
40,000   

5.18%, 11/15/2049

     40,744  
55,000   

New York State Thruway Auth Rev
2.90%, 01/01/2035

     58,503  
205,000   

Port Auth of New York & New Jersey Rev
1.09%, 07/01/2023

     207,325  
     

 

 

 
     364,842  
     

 

 

 
  

Total Municipal Bonds
(cost $931,192)

   $ 953,428  
     

 

 

 

U.S. Government Agencies - 33.5%

 

  

Mortgage-Backed Agencies - 33.5%

 

  

FHLMC - 0.6%

 

$  1,414,663   

1.12%, 06/25/2030(3)(4)

   $ 130,189  
32,128   

1.13%, 12/15/2027

     32,441  
99,906   

1.13%, 01/25/2030(3)(4)

     8,765  
34,888   

1.25%, 12/15/2027

     35,376  
1,099,816   

1.43%, 05/25/2030(3)(4)

     128,164  
1,544,986   

1.49%, 06/25/2030(3)(4)

     173,875  
1,233,412   

1.57%, 05/25/2030(3)(4)

     156,343  
174,923   

1.70%, 04/25/2030(3)(4)

     23,274  
37,798   

2.50%, 12/15/2042

     39,365  
     

 

 

 
     727,792  
     

 

 

 
  

FNMA - 0.7%

 

$     149,769   

1.25%, 02/25/2028

   $ 151,632  
35,821   

1.50%, 09/25/2027

     36,494  
644,782   

3.00%, 03/01/2050

     672,935  
     

 

 

 
     861,061  
     

 

 

 
  

GNMA - 9.2%

 

$     575,000   

2.50%, 11/19/2050(7)

   $ 602,268  
700,000   

2.50%, 12/21/2050(7)

     731,500  
1,700,000   

3.00%, 11/19/2050(7)

     1,774,386  
1,700,000   

3.00%, 12/21/2050(7)

     1,774,121  
3,375,000   

3.50%, 11/19/2050(7)

     3,557,527  
3,000,000   

4.00%, 11/19/2050(7)

     3,191,367  
     

 

 

 
     11,631,169  
     

 

 

 
  

UMBS - 23.0%

 

$    2,900,000   

2.00%, 11/17/2035(7)

   $ 3,008,014  
4,720,000   

2.00%, 11/15/2050(7)

     4,868,422  
4,600,000   

2.00%, 12/14/2050(7)

     4,734,406  
475,000   

2.50%, 11/12/2050(7)

     494,983  
450,000   

2.50%, 12/14/2050(7)

     468,211  
750,000   

3.00%, 11/17/2035(7)

     785,229  
2,145,000   

3.00%, 11/12/2050(7)

     2,241,875  
2,130,000   

3.00%, 12/14/2050(7)

     2,226,489  
5,900,000   

3.50%, 11/12/2050(7)

     6,230,377  


 

  Hartford Core Bond ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount           Market Value  
$    2,350,000   

4.00%, 11/12/2050(7)

      $ 2,510,186  
600,000   

4.50%, 11/12/2050(7)

        648,855  
600,000   

4.50%, 12/14/2050(7)

        648,949  
        

 

 

 
        28,865,996  
        

 

 

 
  

Total U.S. Government Agencies
(cost $42,036,309)

      $ 42,086,018  
        

 

 

 

U.S. Government Securities - 37.9%

     
  

U.S. Treasury Securities - 37.9%

 

  
  

U.S. Treasury Bonds - 10.5%

 

  
$       605,000   

1.38%, 08/15/2050

      $ 567,755  
630,000   

2.00%, 02/15/2050

        685,814  
528,000   

2.38%, 11/15/2049

        621,761  
1,525,000   

3.00%, 02/15/2048

        2,007,520  
400,000   

3.13%, 05/15/2048

        538,609  
1,840,000   

3.63%, 02/15/2044

        2,617,616  
1,464,000   

3.75%, 11/15/2043

        2,117,138  
275,000   

3.88%, 08/15/2040

        396,494  
1,867,600   

4.63%, 02/15/2040

        2,931,329  
586,310   

0.25%, 02/15/2050(8)

        672,967  
        

 

 

 
        13,157,003  
        

 

 

 
  

U.S. Treasury Notes - 2.0%

 

  
2,500,000   

0.13%, 05/15/2023

        2,496,777  
6,915,000   

0.25%, 06/15/2023

        6,927,155  
7,085,000   

0.38%, 04/30/2025

        7,097,454  
5,260,000   

0.50%, 04/30/2027

        5,233,700  
700,000   

0.63%, 05/15/2030

        686,328  
1,720,000   

1.13%, 02/28/2025

        1,779,865  
3,600,000   

1.38%, 01/31/2022

        3,655,125  
702,000   

1.38%, 01/31/2025

        733,453  
4,482,000   

1.50%, 01/31/2027

        4,744,968  
1,008,000   

2.75%, 06/30/2025

        1,119,589  
        

 

 

 
        34,474,414  
        

 

 

 
  

Total U.S. Government Securities
(cost $47,875,838)

      $ 47,631,417  
        

 

 

 
  

Total Long-Term Investments
(cost $153,348,481)

      $ 153,731,630  
        

 

 

 

Short-Term Investments - 7.7%

 

  

Repurchase Agreements - 7.7%

 

9,662,424   

Fixed Income Clearing Corp. Repurchase Agreement dated 10/30/2020 at 0.060%, due on 11/02/2020 with a maturity value of $9,662,472; collateralized by U.S. Treasury Note at 2.25%, maturing 11/15/2027, with a market value of $9,855,745

        9,662,424  
        

 

 

 
  

Total Short-Term Investments
(cost $9,662,424)

      $ 9,662,424  
        

 

 

 
  

Total Investments
(cost $163,010,905)

     130.0%      $ 163,394,054  
        

 

 

 
  

Other Assets & Liabilities

     (30.0)%        (37,725,733
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $ 125,668,321  
     

 

 

    

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.


 

  Hartford Core Bond ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

(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 October 31, 2020, the aggregate value of these securities was $22,307,342, representing 17.8% of net assets.

(2)

Variable rate securities; the rate reported is the coupon rate in effect at October 31, 2020. Base lending rates may be subject to a floor or cap.

(3)

Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

(4)

Securities disclosed are interest-only strips.

(5)

Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

(6)

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at October 31, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

(7)

Represents or includes a TBA transaction.

(8)

The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

 

Futures Contracts Outstanding at October 31, 2020  
Description   Number
of
Contracts
               Expiration Date       Current
Notional
        Amount        
    Value and
Unrealized
Appreciation/
    (Depreciation)    
 

Long position contracts:

 

U.S. Treasury 5-Year Note Future

    7       12/31/2020   $ 879,211     $ (122)  

U.S. Treasury Long Bond Future

    2       12/21/2020     430,000       (7,660)  
                         

 

 

 

Total

 

  $ (7,782)  
                         

 

 

 

Short position contracts:

 

U.S. Treasury 10-Year Note Future

    85       12/21/2020   $   11,748,594     $ 63,839   

U.S. Treasury 10-Year Ultra Future

    11       12/21/2020     1,730,094       21,175   

U.S. Treasury Long Bond Future

    18       12/21/2020     3,104,437       57,311   
                         

 

 

 

Total

 

  $ 142,325   
                         

 

 

 

  Total futures contracts

 

  $     134,543   
                         

 

 

 

 

                        OTC Credit Default Swap Contracts Outstanding at October 31, 2020  
Reference Entity   Counter-
party
  Notional
Amount(a)
   

(Pay)/Receive

Fixed Rate

 

Expiration

Date

   

Periodic

Payment

Frequency

   

Upfront

Premiums

Paid

    

Upfront

Premiums

Received

   

Market

Value†

   

Unrealized

Appreciation/

(Depreciation)

 

Credit default swaps on indices:

 

   Buy protection:

 

CMBX.NA.AAA.12

  GSC   USD     175,000     (0.50%)     08/17/2061       Monthly     $      $     (660   $             80     $ 740  

CMBX.NA.AAA.12

  MSC   USD     1,230,000     (0.50%)     08/17/2061       Monthly       7,712              (36     (7,748

CMBX.NA.AAA.12

  MSC   USD     210,000     (0.50%)     08/17/2061       Monthly       1,575              (12     (1,587
                 

 

 

    

 

 

   

 

 

   

 

 

 

Total

      $ 9,287      $     (660   $ 32     $ (8,595
                 

 

 

    

 

 

   

 

 

   

 

 

 

Total OTC credit default swap contracts

 

    $         9,287      $     (660   $ 32     $     (8,595
                 

 

 

    

 

 

   

 

 

   

 

 

 

 

(a)

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.


 

  Hartford Core Bond ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

    Centrally Cleared Credit Default Swap Contracts Outstanding at October 31, 2020  
        Reference Entity     

Notional

Amount(a)

    

(Pay)/Receive

Fixed Rate

 

Expiration

Date

  

Periodic

Payment

Frequency

  

Upfront

Premiums

Paid

(Received)

     Value†     

Unrealized

Appreciation/

(Depreciation)    

 

Credit default swaps on indices:

 

Sell protection:

 

CDX.NA.IG.34.V1

     USD        1,450,000      1.00%   06/20/2025    Quarterly    $ 12,215      $ 7,693      $ (4,522)  

CDX.NA.IG.35.V1

     USD        1,635,000      1.00%   12/20/2025    Quarterly      38,299        29,940        (8,359)  
                

 

 

    

 

 

    

 

 

 

Total

   $ 50,514      $ 37,633      $ (12,881
                

 

 

    

 

 

    

 

 

 

Total centrally cleared credit default swap contracts

   $ 50,514      $         37,633      $ (12,881
                

 

 

    

 

 

    

 

 

 

 

(a)

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 October 31, 2020  

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 Mo. USD LIBOR

   0.41% Fixed
     USD        2,479,000        06/17/2025        Semi-Annual      $      $ (5,805   $ (3,880   $ 1,925  

3 Mo. USD LIBOR

   0.84% Fixed
     USD        75,000        03/20/2030        Semi-Annual                     11       11  
                 

 

 

    

 

 

   

 

 

   

 

 

 

Total centrally cleared interest rate swap contracts

 

         $         —      $ (5,805   $       (3,869   $ 1,936  
                 

 

 

    

 

 

   

 

 

   

 

 

 

 

For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)   
Counterparty Abbreviations:   

GSC

   Goldman Sachs & Co.   

MSC

   Morgan Stanley   
Currency Abbreviations:   

USD

   United States Dollar   
Index Abbreviations:   

CDX.NA.IG

   Credit Derivatives North American Investment Grade   

CMBX.NA

   Markit Commercial Mortgage-Backed North American   
Other Abbreviations:   

AGM

   Assured Guaranty Municipal Corp.   

CLO

   Collateralized Loan Obligation   

CMO

   Collateralized Mortgage Obligation   

FHLMC

   Federal Home Loan Mortgage Corp.   

FNMA

   Federal National Mortgage Association   

GNMA

   Government National Mortgage Association   

LIBOR

   London Interbank Offered Rate   

OTC

   Over-the-Counter   

PAC

   Planned Amortization Class   

SOFR

   Secured Overnight Financing Rate   

TBA

   To Be Announced   

UMBS

   Uniform Mortgage-Backed Securities   
Municipal Abbreviations:   

Auth

   Authority   

Dev

   Development   

Dist

   District   

GO

   General Obligation   

Rev

   Revenue   


 

  Hartford Core Bond ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2020 in valuing the Fund’s investments.

 

Description    Total

 

    Level 1     Level 2     Level 3(1)      

Assets

 

Asset & Commercial Mortgage-Backed Securities

   $ 21,631,828     $     $ 21,631,828     $  

Corporate Bonds

     41,146,538             41,146,538        

Foreign Government Obligations

     282,401             282,401        

Municipal Bonds

     953,428             953,428        

U.S. Government Agencies

     42,086,018             42,086,018        

U.S. Government Securities

     47,631,417             47,631,417        

Short-Term Investments

     9,662,424             9,662,424        

Futures Contracts(2)

     142,325       142,325              

Swaps - Credit Default(2)

     740             740        

Swaps - Interest Rate(2)

     1,936             1,936        
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $       163,539,055     $ 142,325     $       163,396,730     $  
  

 

 

   

 

 

   

 

 

   

 

 

 

Liabilities

 

Futures Contracts(2)

   $ (7,782   $ (7,782   $     $  

Swaps - Credit Default(2)

     (22,216           (22,216      
  

 

 

   

 

 

   

 

 

   

 

 

 

Total

   $ (29,998   $                 (7,782   $ (22,216   $             —  
  

 

 

   

 

 

   

 

 

   

 

 

 

 

(1)

For the period ended October 31, 2020, 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.


 

  Hartford Municipal Opportunities ETF

  Schedule of Investments)

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Municipal Bonds - 97.0%

 

  

Alabama - 2.4%

 

$     100,000   

Jefferson County, AL, Board of Education
5.00%, 02/01/2042

   $ 118,730  
90,000   

Jefferson County, AL, GO
5.00%, 04/01/2024

     103,467  
1,590,000   

State of Alabama Docks Department, (AGM Insured)
5.00%, 10/01/2026

     1,940,627  
665,000   

State of Alabama, Troy University, (BAM Insured)
5.00%, 11/01/2023

     749,056  
     

 

 

 
     2,911,880  
     

 

 

 
  

Arizona - 0.3%

 

185,000   

Maricopa County, AZ, Industrial Dev Auth
5.00%, 09/01/2031

     228,046  
110,000   

Tempe, AZ, Industrial Dev Auth
4.00%, 10/01/2023(1)

     109,579  
     

 

 

 
     337,625  
     

 

 

 
  

California - 2.3%

 

205,000   

Alameda County, Oakland, CA, Unified School Dist, GO, (AGM Insured)
4.00%, 08/01/2034

     235,871  
1,000,000   

City of Los Angeles, CA, Department of Airports
4.00%, 05/15/2035

     1,179,360  
150,000   

Fresno, CA, Unified School Dist, GO
0.00%, 08/01/2032(2)

     108,957  
500,000   

Golden State Tobacco Securitization Corp., CA
5.00%, 06/01/2032

     610,875  
100,000   

Romoland, CA, School Dist Special Tax
5.00%, 09/01/2043

     112,912  
  

San Joaquin Hills, CA, Transportation Corridor Agency, (NATL Insured)

 

80,000   

0.00%, 01/15/2026(2)

     71,909  
215,000   

0.00%, 01/15/2032(2)

     158,657  
70,000   

0.00%, 01/15/2035(2)

     46,429  
185,000   

State of California, GO
4.00%, 11/01/2041

     208,413  
     

 

 

 
     2,733,383  
     

 

 

 
  

Colorado - 2.3%

 

  

Colorado Health Facs Auth Rev

 

105,000   

4.00%, 12/01/2040

     114,358  
835,000   

5.00%, 08/01/2044

     987,354  
160,000   

Denver, CO, Convention Center Hotel Auth
5.00%, 12/01/2031

     171,399  
175,000   

Denver, CO, Urban Renewal Auth
5.25%, 12/01/2039(1)

     179,751  
1,030,000   

Park Creek, CO, Metropolitan Dist Rev
5.00%, 12/01/2029

     1,306,905  
     

 

 

 
     2,759,767  
     

 

 

 
  

Connecticut - 2.2%

 

100,000   

City of Bridgeport, CT, GO, (BAM Insured)
5.00%, 07/15/2034

     120,427  
885,000   

Connecticut Housing Finance Auth Rev, (GNMA/FNMA/FHLMC Insured)
4.25%, 05/15/2042

     979,571  
  

Connecticut State Health & Educational Facs Auth

 

320,000   

5.00%, 07/01/2026

     353,965  
70,000   

5.00%, 07/01/2031

     89,667  
  

State of Connecticut, GO

 

380,000   

5.00%, 11/15/2025

     463,140  
500,000   

5.00%, 04/15/2029

     619,435  
     

 

 

 
     2,626,205  
     

 

 

 


 

  Hartford Municipal Opportunities ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  
  

District of Columbia - 0.6%

 

  

Dist of Columbia Rev

 

$     250,000   

5.00%, 07/01/2037

   $ 245,548  
455,000   

5.00%, 07/01/2042

     430,780  
     

 

 

 
     676,328  
     

 

 

 
  

Florida - 10.1%

 

270,000   

Broward County, FL, Airport System Rev
4.00%, 10/01/2044

     297,070  
185,000   

Capital Projects, FL, Finance Auth
5.00%, 10/01/2027

     207,566  
125,000   

City of Atlantic Beach, FL, Health Care Facs Auth
5.00%, 11/15/2043

     134,434  
5,750,000   

City of West Palm Beach, FL, Utility System Rev, (AGC Insured)
0.13%, 10/01/2038(3)

     5,750,000  
365,000   

Escambia County, FL, Health Facs Auth Rev
4.00%, 08/15/2050

     386,634  
1,000,000   

Greater Orlando, FL, Aviation Auth
5.00%, 10/01/2037

     1,166,540  
  

Orange County, FL, Convention Center/Orlando

 

680,000   

5.00%, 10/01/2024

     779,674  
1,005,000   

5.00%, 10/01/2027

     1,224,020  
720,000   

Palm Beach County, FL, Health Facs Auth
2.63%, 06/01/2025

     719,532  
  

Polk County, FL, Industrial Dev Auth

 

705,000   

5.00%, 01/01/2029

     772,574  
190,000   

5.00%, 01/01/2055

     197,993  
35,000   

Putnam County, FL, Dev Auth
5.00%, 03/15/2042

     41,886  
500,000   

Seminole County, FL, Industrial Dev Auth
3.75%, 11/15/2025

     466,775  
     

 

 

 
     12,144,698  
     

 

 

 
  

Georgia - 2.0%

 

100,000   

Appling County, GA, Dev Auth Rev
1.50%, 01/01/2038(3)

     101,144  
  

Burke County, GA, Dev Auth Rev

 

400,000   

1.50%, 01/01/2040(3)

     404,576  
200,000   

3.00%, 11/01/2045(3)

     208,948  
200,000   

Main Street, GA, Natural Gas, Inc.
5.50%, 09/15/2023

     226,500  
  

Municipal Electric Auth, GA

 

1,000,000   

5.00%, 01/01/2028

     1,213,460  
215,000   

5.00%, 01/01/2056

     254,106  
     

 

 

 
     2,408,734  
     

 

 

 
  

Hawaii - 0.1%

 

100,000   

State of Hawaii Airports System Rev
5.00%, 07/01/2031

     121,319  
     

 

 

 
  

Illinois - 14.6%

 

250,000   

Chicago, IL, Board of Education
5.00%, 04/01/2033

     275,170  
  

Chicago, IL, Board of Education, GO, (NATL Insured)

 

105,000   

0.00%, 12/01/2023(2)

     97,516  
110,000   

0.00%, 12/01/2026(2)

     92,752  
65,000   

5.00%, 12/01/2020

     65,157  
250,000   

5.00%, 12/01/2024

     272,900  
500,000   

5.00%, 12/01/2028

     559,840  
400,000   

5.00%, 12/01/2046

     422,032  
  

Chicago, IL, O’Hare International Airport

 

370,000   

5.00%, 01/01/2031

     472,616  
630,000   

5.00%, 01/01/2032

     796,018  
  

Chicago, IL, Transit Auth

 

1,490,000   

5.00%, 12/01/2021

     1,566,288  
445,000   

5.00%, 06/01/2024

     508,951  
275,000   

5.00%, 12/01/2045

     324,409  
130,000   

5.25%, 12/01/2024

     137,006  


 

  Hartford Municipal Opportunities ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  
$     105,000   

5.25%, 12/01/2025

   $ 110,658  
  

City of Chicago, IL, GO, (NATL Insured)

 

500,000   

0.00%, 01/01/2026(2)

     436,605  
400,000   

5.00%, 01/01/2024

     418,540  
  

City of Chicago, IL, Wastewater Transmission Rev

 

90,000   

5.00%, 01/01/2027

     99,779  
50,000   

5.50%, 01/01/2030

     63,101  
100,000   

Cook County, IL, GO
5.00%, 11/15/2021

     104,133  
150,000   

Illinois Housing Dev Auth
4.00%, 02/01/2035

     153,975  
  

Illinois State Finance Auth Rev

 

235,000   

5.00%, 08/15/2033

     304,992  
150,000   

5.00%, 11/15/2045

     168,543  
305,000   

5.00%, 05/15/2050(3)

     349,457  
615,000   

Kane County, IL, School Dist No. 131 Aurora East Side, GO, (AGM Insured)
5.00%, 12/01/2025

     740,220  
100,000   

Kane McHenry Cook & DeKalb Counties, IL, Unified School Dist No. 300, GO
5.00%, 01/01/2032

     122,380  
  

Kendall Kane & Will Counties, IL, Unified School Dist, GO, (AGM Insured)

 

150,000   

0.00%, 02/01/2027(2)

     138,816  
515,000   

5.00%, 02/01/2025(4)

     600,773  
205,000   

Metropolitan Pier & Exposition Auth, IL, (NATL Insured)
0.00%, 12/15/2025(2)

     183,225  
  

Railsplitter, IL, Tobacco Settlement Auth

 

150,000   

5.00%, 06/01/2022

     160,446  
75,000   

5.25%, 06/01/2021

     77,070  
  

Regional Transportation, IL, Auth Rev

 

150,000   

5.00%, 06/01/2024

     171,044  
1,000,000   

6.00%, 07/01/2024

     1,124,270  
  

Sales Tax Securitization Corp., IL

 

500,000   

5.00%, 01/01/2029

     599,540  
455,000   

5.00%, 01/01/2030

     563,745  
985,000   

5.00%, 01/01/2037

     1,135,764  
  

State of Illinois

 

1,250,000   

5.00%, 06/15/2022

     1,315,587  
115,000   

5.00%, 06/15/2027

     129,334  
  

State of Illinois, GO

 

1,040,000   

5.00%, 03/01/2021

     1,052,386  
450,000   

5.00%, 12/01/2024

     487,611  
300,000   

5.00%, 11/01/2027

     325,386  
750,000   

5.25%, 12/01/2030

     819,397  
100,000   

Village of Bolingbrook, IL, GO, (AGM Insured)
5.00%, 01/01/2028

     126,313  
     

 

 

 
     17,673,745  
     

 

 

 
  

Indiana - 0.2%

 

280,625   

City of Evansville, IN, (FNMA Insured)
3.00%, 06/01/2034

     294,535  
     

 

 

 
  

Iowa - 1.4%

 

  

Iowa Student Loan Liquidity Corp.

 

400,000   

5.00%, 12/01/2020

     400,908  
350,000   

5.00%, 12/01/2025

     398,461  
  

State of Iowa, Finance Auth Rev

 

215,000   

2.88%, 05/15/2049

     215,873  
575,000   

5.00%, 02/15/2027

     709,602  
     

 

 

 
     1,724,844  
     

 

 

 
  

Kentucky - 0.2%

 

110,000   

Kentucky Bond Dev Corp.
5.00%, 09/01/2023

     122,944  
100,000   

Kentucky Public Energy Auth
4.00%, 01/01/2049(3)

     111,461  
     

 

 

 
     234,405  
     

 

 

 


 

  Hartford Municipal Opportunities ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  
  

Louisiana - 0.5%

  
$   305,000   

Parish of St. John the Baptist, LA
2.38%, 06/01/2037(3)

   $ 307,986  
265,000   

Regional Transportation Auth, LA, Sales Tax Rev, (AGM Insured)
5.00%, 01/01/2027

     326,483  
     

 

 

 
        634,469  
     

 

 

 
  

Maine - 0.3%

  
305,000   

Finance Auth of Maine Rev, (AGM Insured)
5.00%, 12/01/2021

     316,965  
     

 

 

 
  

Maryland - 0.0%

  
40,000   

Maryland Health & Higher Educational Facs Auth
2.88%, 07/01/2023

     40,321  
     

 

 

 
  

Massachusetts - 2.6%

  
  

Massachusetts Dev Finance Agency, Rev

  
125,000   

5.00%, 07/15/2021(1)

     127,909  
120,000   

5.00%, 07/15/2023(1)

     129,931  
130,000   

5.00%, 07/15/2024(1)

     144,030  
660,000   

5.00%, 07/01/2031

     785,636  
675,000   

5.00%, 07/01/2034

     791,105  
350,000   

5.00%, 07/01/2044

     385,910  
100,000   

5.00%, 07/01/2048

     115,787  
380,000   

5.00%, 10/01/2057(1)

     402,500  
  

Massachusetts Educational Financing Auth

  
100,000   

5.00%, 07/01/2026

     117,326  
110,000   

5.00%, 07/01/2027

     130,845  
     

 

 

 
        3,130,979  
     

 

 

 
  

Michigan - 2.8%

  
  

City of Detroit, MI, GO

  
60,000   

5.00%, 04/01/2021

     60,809  
345,000   

5.00%, 04/01/2022

     358,748  
  

Michigan State Housing Dev Auth

  
  1,145,000   

4.25%, 06/01/2049

     1,267,962  
650,000   

4.25%, 12/01/2049

     726,700  
275,000   

New Haven, MI, Community Schools, GO, (Q-SBLF Insured)
5.00%, 05/01/2032

     354,582  
500,000   

Wayne County, MI, Airport Auth Rev
5.00%, 12/01/2025

     593,595  
     

 

 

 
        3,362,396  
     

 

 

 
  

Minnesota - 1.7%

  
  

Duluth, MN, Independent School Dist No. 709, (SCP Insured)

  
750,000   

5.00%, 02/01/2022

     788,918  
575,000   

5.00%, 02/01/2025

     673,940  
401,338   

Freddie Mac Multifamily, MN, Certificates
2.54%, 06/25/2037

     428,597  
200,000   

St. Francis, MN, Independent School Dist No. 15, GO, (SCP Insured)
4.00%, 02/01/2030

     212,624  
     

 

 

 
        2,104,079  
     

 

 

 
  

Mississippi - 1.0%

  
1,000,000   

State of Mississippi
5.00%, 10/15/2029

     1,211,490  
     

 

 

 
  

Missouri - 2.6%

  
400,000   

City of St. Louis, MO, Airport Rev
5.00%, 07/01/2031

     485,904  
510,000   

Kansas City, MO, Industrial Dev Auth
5.00%, 03/01/2032

     616,248  
500,000   

Kirkwood, MO, Industrial Dev Auth Retirement Community
5.25%, 05/15/2042

     526,800  
750,000   

Missouri Housing Dev Commission Rev, (GNMA/FNMA/FHLMC Insured)
3.50%, 11/01/2050

     838,597  


 

  Hartford Municipal Opportunities ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  
$   650,000   

St. Louis County, MO, Industrial Dev Auth
5.00%, 09/01/2028

   $ 724,575  
     

 

 

 
        3,192,124  
     

 

 

 
  

Nebraska - 0.3%

  
300,000   

Washington County, NE Rev
0.90%, 09/01/2030(3)

     298,326  
     

 

 

 
  

Nevada - 1.5%

  
275,000   

City of North Las Vegas, NV
4.50%, 06/01/2039

     281,540  
280,000   

City of Reno, NV, Sales Tax Rev, (AGM Insured)
5.00%, 06/01/2033

     335,636  
155,000   

City of Sparks, NV
2.50%, 06/15/2024(1)

     153,514  
250,000   

County of Clark, NV, Passenger Facs Charge Rev
5.00%, 07/01/2028

     315,765  
  

Las Vegas, NV, New Convention Center Auth Rev

  
200,000   

5.00%, 07/01/2029

     219,496  
450,000   

5.00%, 07/01/2034

     533,641  
     

 

 

 
        1,839,592  
     

 

 

 
  

New Hampshire - 0.3%

  
        215,000   

New Hampshire Health and Education Facs Auth Act Rev
5.00%, 08/01/2059

     305,040  
     

 

 

 
  

New Jersey - 1.8%

  
  

New Jersey Economic Dev Auth

  
400,000   

5.00%, 06/15/2022

     426,528  
150,000   

5.00%, 06/15/2023

     164,441  
430,000   

New Jersey Higher Education Student Assistance Auth
5.00%, 12/01/2025

     504,695  
125,000   

New Jersey Transportation Trust Fund Auth
5.00%, 12/15/2023

     139,244  
250,000   

New Jersey Turnpike Auth
4.00%, 01/01/2033

     286,723  
  

Tobacco Settlement Financing Corp., NJ

  
340,000   

5.00%, 06/01/2024

     391,683  
250,000   

5.00%, 06/01/2029

     313,532  
     

 

 

 
        2,226,846  
     

 

 

 
  

New Mexico - 0.2%

  
155,000   

City of Santa Fe, NM Rev
5.00%, 05/15/2049

     161,442  
85,000   

New Mexico Mortgage Finance Auth, (GNMA/FNMA/FHLMC Insured)
4.00%, 01/01/2049

     93,558  
     

 

 

 
        255,000  
     

 

 

 
  

New York - 13.3%

  
540,000   

Brookhaven, NY, Local Dev
1.63%, 11/01/2025

     537,057  
185,000   

City of New York, NY
4.00%, 11/01/2035

     218,596  
  

City of New York, NY, GO

  
465,000   

5.00%, 08/01/2026

     572,554  
500,000   

5.00%, 08/01/2028

     629,430  
500,000   

Long Island, NY, Power Auth Rev
0.85%, 09/01/2050(3)

     501,975  
  

Metropolitan Transportation Auth, NY, Rev

  
480,000   

5.00%, 11/15/2020

     480,466  
195,000   

5.00%, 11/15/2033

     214,500  
1,000,000   

5.00%, 11/15/2045(3)

     1,092,700  
  

New York City Industrial Dev Agency

  
1,350,000   

5.00%, 07/01/2022

     1,438,222  
120,000   

5.00%, 03/01/2030

     153,912  
  

New York City Transitional Finance Auth, Future Tax Secured Rev

  
500,000   

4.00%, 05/01/2035

     592,235  
165,000   

5.00%, 11/01/2021

     165,000  
465,000   

5.00%, 11/01/2032

     605,844  


 

  Hartford Municipal Opportunities ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  
  

New York State Urban Dev Corp. Rev

  
$  1,000,000   

5.00%, 03/15/2037

   $ 1,269,570  
585,000   

5.00%, 03/15/2023

     648,467  
1,000,000   

5.00%, 03/15/2032

     1,306,320  
700,000   

Port Auth of New York & New Jersey Rev
5.00%, 11/01/2038

     854,749  
390,000   

Syracuse, NY, Industrial Dev Agency
5.00%, 01/01/2031

     342,713  
3,000,000   

Triborough Bridge & Tunnel Auth
0.09%, 11/01/2032(3)

     3,000,000  
1,385,000   

Triborough, NY, Bridge & Tunnel Auth
0.09%, 01/01/2032(3)

     1,385,000  
     

 

 

 
        16,009,310  
     

 

 

 
  

North Carolina - 1.3%

  
  

North Carolina Medical Care Commission Retirement Finance Auth Rev, First Mortgage Galloway Ridge

  
545,000   

2.88%, 10/01/2026

     544,259  
255,000   

4.00%, 01/01/2025

     260,582  
395,000   

5.00%, 01/01/2038

     428,516  
145,000   

5.00%, 01/01/2039

     151,049  
210,000   

5.00%, 01/01/2044

     225,752  
     

 

 

 
        1,610,158  
     

 

 

 
  

Ohio - 2.9%

  
250,000   

Allen County, OH, Hospital Facs Rev
5.00%, 12/01/2029

     328,722  
1,000,000   

American Municipal Power, Inc., OH
2.30%, 02/15/2038(3)

     1,010,700  
1,275,000   

Buckeye, OH, Tobacco Settlement Finance Auth
5.00%, 06/01/2055

     1,364,059  
100,000   

Cleveland, OH, Department of Public Utilities, (AGM Insured)
5.00%, 11/15/2030

     127,498  
100,000   

County of Lucas, OH
5.00%, 11/15/2020

     100,112  
600,000   

Southern Ohio Port Auth Rev
6.50%, 12/01/2030

     600,348  
     

 

 

 
        3,531,439  
     

 

 

 
  

Oklahoma - 0.8%

  
  

Oklahoma Dev Finance Auth

  
905,000   

1.63%, 07/06/2023

     901,751  
30,000   

5.25%, 08/15/2048

     34,640  
30,000   

5.50%, 08/15/2057

     34,815  
     

 

 

 
        971,206  
     

 

 

 
  

Oregon - 2.3%

  
30,000   

Benton & Linn Counties, OR, Consolidated School Dist No. 509J & 509A Corvallis, GO, (School Bond Guaranty Insured)
5.00%, 06/15/2038

     37,523  
20,000   

Marion County, OR, School Dist No. 15 North Marion, GO, (School Bond Guaranty Insured)
0.00%, 06/15/2037(2)

     12,216  
115,000   

Multnomah & Clackamas Counties, OR, School Dist No. 10JT Gresham-Barlow, GO, (School Bond Guaranty Insured)
0.00%, 06/15/2038(2)

     69,238  
270,000   

Port of Portland, OR, Airport Rev
5.00%, 07/01/2029

     340,170  
  

Salem Hospital Facs Auth, OR

  
40,000   

5.00%, 05/15/2038

     43,212  
30,000   

5.00%, 05/15/2048

     31,975  
150,000   

Salem-Keizer, OR, School Dist No. 24J, GO, (School Bond Guaranty Insured)
0.00%, 06/15/2023(2)

     162,738  
  

State of Oregon Housing & Community Services Department

  
100,000   

4.50%, 01/01/2049

     110,016  


 

  Hartford Municipal Opportunities ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  
$  1,555,000   

4.50%, 07/01/2049

   $ 1,722,816  
160,000   

State of Oregon, GO
4.00%, 12/01/2048

     173,142  
100,000   

Washington Clackamas & Yamhill Counties, OR, School Dist No. 88J, GO, (School Bond Guaranty Insured)
0.00%, 06/15/2034(2)

     68,216  
     

 

 

 
        2,771,262  
     

 

 

 
  

Pennsylvania - 6.1%

  
585,000   

Allegheny County, PA, Airport Auth
5.00%, 01/01/2026

     615,508  
135,000   

Armstrong, PA, School Dist, GO, (BAM State Aid Withholding Insured)
4.00%, 03/15/2035

     158,868  
565,000   

City of Philadelphia, PA, GO
5.00%, 02/01/2035

     706,787  
100,000   

Commonwealth Finance Auth, PA
5.00%, 06/01/2027

     125,819  
590,000   

Erie, PA, City School Dist, GO, (AGM State Aid Withholding Insured)
5.00%, 04/01/2028

     752,822  
  

Montgomery County, PA, Industrial Dev Auth Rev

  
230,000   

5.00%, 12/01/2030

     250,254  
240,000   

5.00%, 12/01/2044

     264,785  
100,000   

5.00%, 12/01/2046

     104,748  
  

Pennsylvania Higher Educational Facs Auth

  
250,000   

5.00%, 05/01/2025

     293,282  
750,000   

5.00%, 05/01/2037

     888,960  
  

Pennsylvania Housing Finance Agency

  
445,000   

3.10%, 04/01/2023

     453,490  
1,245,000   

4.00%, 10/01/2038

     1,317,148  
  

Pennsylvania Turnpike Commission Rev

  
150,000   

5.00%, 12/01/2030

     185,940  
95,000   

5.00%, 12/01/2037

     104,304  
540,000   

Philadelphia, PA, School Dist, GO, (State Aid Withholding Insured)
5.00%, 09/01/2032

     679,536  
15,000   

Pittsburgh, PA, Water & Sewer Auth, (AGM Insured)
5.00%, 09/01/2034

     19,232  
375,000   

Wilkes-Barre Area, PA, School Dist, GO, (BAM State Aid Withholding Insured)
5.00%, 04/15/2059

     447,034  
     

 

 

 
        7,368,517  
     

 

 

 
  

Puerto Rico - 0.6%

  
625,000   

Puerto Rico Sales Tax Financing Corp. Sales Tax Rev
5.00%, 07/01/2058

     664,281  
     

 

 

 
  

Rhode Island - 0.2%

  
200,000   

Rhode Island Student Loan Auth
5.00%, 12/01/2027

     234,940  
     

 

 

 
  

South Carolina - 1.4%

  
390,000   

SCAGO Educational Facs Corp. for Pickens School Dist, SC
5.00%, 12/01/2029

     451,862  
  

South Carolina State Public Service Auth

  
500,000   

4.00%, 12/01/2034(4)

     583,095  
500,000   

5.00%, 12/01/2034

     570,980  
125,000   

5.00%, 12/01/2050

     141,217  
     

 

 

 
        1,747,154  
     

 

 

 
  

South Dakota - 0.8%

  
900,000   

South Dakota Housing Dev Auth
4.50%, 11/01/2048

     1,011,429  
     

 

 

 
  

Tennessee - 1.7%

  
110,000   

Chattanooga, TN, Health Educational & Housing Facs Board Rev
5.00%, 08/01/2044

     130,070  
  

Tennessee Energy Acquisition Corp.

  
500,000   

5.00%, 02/01/2022

     526,430  
300,000   

5.00%, 02/01/2023

     327,339  
295,000   

5.00%, 02/01/2025

     342,150  


 

  Hartford Municipal Opportunities ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  
$   455,000   

5.00%, 02/01/2027

   $ 547,629  
145,000   

Tennessee Housing Dev Agency
4.00%, 01/01/2049

     158,723  
     

 

 

 
        2,032,341  
     

 

 

 
  

Texas - 2.7%

  
750,000   

City of Houston, TX, Hotel Occupancy Tax & Special Rev, (AGM-CR AMBAC Insured)
0.00%, 09/01/2025(2)

     707,032  
555,000   

City of San Antonio, TX, Electric & Gas Systems Rev
1.75%, 02/01/2049(3)

     578,649  
215,000   

Dallas-Fort Worth, TX, International Airport Rev
5.00%, 11/01/2022

     234,356  
  

Harris County - Houston, TX, Sports Auth Rev

  
100,000   

5.00%, 11/15/2020

     100,142  
600,000   

5.00%, 11/15/2033

     623,952  
100,000   

Kerrville, TX, Health Facs Dev Corp.
5.00%, 08/15/2024

     114,560  
500,000   

New Hope, TX, Cultural Education Facs Finance Corp.
5.00%, 11/01/2046

     522,080  
300,000   

North East Texas Regional Mobility Auth
5.00%, 01/01/2021

     301,320  
200,000   

Texas Transportation Commission
0.00%, 08/01/2038(2)

     98,878  
     

 

 

 
        3,280,969  
     

 

 

 
  

Utah - 3.0%

  
1,000,000   

Salt Lake City, UT, Corp. Airport Rev
5.00%, 07/01/2029

     1,230,230  
590,000   

Salt Lake County, UT, (AMBAC Insured)
5.13%, 02/15/2033

     685,798  
1,250,000   

Utah Transit Auth, (AGM Insured)
5.25%, 06/15/2029

     1,651,538  
     

 

 

 
        3,567,566  
     

 

 

 
  

Washington - 2.2%

  
  

Port of Seattle, WA

  
1,000,000   

5.00%, 06/01/2030

     1,001,890  
1,000,000   

5.00%, 05/01/2033

     1,172,830  
500,000   

Washington State Housing Finance Commission
5.00%, 01/01/2031(1)

     530,420  
     

 

 

 
        2,705,140  
     

 

 

 
  

West Virginia - 0.3%

  
390,000   

West Virginia State Economic Dev Auth
2.55%, 03/01/2040(3)

     408,700  
     

 

 

 
  

Wisconsin - 3.1%

  
  

Public Finance Auth, WI, (AGM Insured)

  
170,000   

4.00%, 07/01/2050

     181,880  
100,000   

5.00%, 09/01/2025(1)

     104,445  
1,000,000   

5.00%, 07/01/2036

     1,182,180  
750,000   

5.00%, 10/01/2043(1)

     763,702  
465,000   

5.00%, 10/01/2044

     555,215  
120,000   

Wisconsin Center Dist, WI
0.00%, 12/15/2029(2)

     95,508  
840,000   

Wisconsin Health & Educational Facs Auth Rev
5.00%, 11/01/2039

     857,690  
     

 

 

 
        3,740,620  
     

 

 

 
  

Total Municipal Bonds
(cost $113,715,151)

   $   117,220,127  
     

 

 

 

Short-Term Investments - 2.7%

  
  

Repurchase Agreements - 2.7%

  
3,282,267   

Fixed Income Clearing Corp. Repurchase Agreement dated 10/30/2020 at 0.060%, due on 11/02/2020 with a maturity value of $3,282,283; collateralized by U.S. Treasury Note 2.875%, maturing 05/15/2028, with a market value of $3,347,954

     3,282,267  
     

 

 

 


 

  Hartford Municipal Opportunities ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount

          Market Value  
  

Total Short-Term Investments
(cost $3,282,267)

      $ 3,282,267  
        

 

 

 
  

Total Investments
(cost $116,997,418)

     99.7%      $ 120,502,394  
  

Other Assets & Liabilities

     0.3%        315,932  
     

 

 

    

 

 

 
  

Total Net Assets

     100.0%      $   120,818,326  
     

 

 

    

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

(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 October 31, 2020, the aggregate value of these securities was $2,645,781, representing 2.2% of net assets.

(2)

Security is a zero-coupon bond.

(3)

Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

(4)

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 $1,181,961 at October 31, 2020.

 

For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:

AGC

  Assured Guarantee Corp.

AGM

  Assured Guaranty Municipal Corp.

AMBAC

  American Municipal Bond Assurance Corp.

BAM

  Build America Mutual Assurance Corp.

CR

  Custody Receipts

FHLMC

  Federal Home Loan Mortgage Corp.

FNMA

  Federal National Mortgage Association

GNMA

  Government National Mortgage Association

NATL

  National Public Finance Guarantee Corp.

Q-SBLF

  Qualified School Bond Loan Fund

SCP

  State Credit Enhancement Program

Municipal Abbreviations:

Auth

  Authority

Dev

  Development

Dist

  District

Facs

  Facilities

GO

  General Obligation

PA

  Port Authority

Rev

  Revenue


 

  Hartford Municipal Opportunities ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of October 31, 2020 in valuing the Fund’s investments.

 

Description    Total      Level 1      Level 2      Level 3(1)  

Assets

 

Municipal Bonds

   $ 117,220,127      $                —      $ 117,220,127      $                —  

Short-Term Investments

     3,282,267               3,282,267         
  

 

 

    

 

 

    

 

 

    

 

 

 

Total

   $     120,502,394      $      $     120,502,394      $  
  

 

 

    

 

 

    

 

 

    

 

 

 

 

(1) 

For the period ended October 31, 2020, there were no transfers in and out of Level 3.


 

  Hartford Schroders Tax-Aware Bond ETF

  Schedule of Investments

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Corporate Bonds - 16.4%

  
  

Commercial Banks - 10.5%

  
$   550,000   

Bank of Nova Scotia
2.38%, 01/18/2023

   $ 572,326  
946,000   

Canadian Imperial Bank of Commerce
2.61%, 07/22/2023, (2.61% fixed rate until 07/22/2022; 3 mo. USD LIBOR + 0.785% thereafter)(1)

     979,660  
609,000   

HSBC Holdings plc
3.97%, 05/22/2030, (3.97% fixed rate until 05/22/2029; 3 mo. USD LIBOR + 1.610% thereafter)(1)

     683,032  
  

JPMorgan Chase & Co.

  
1,140,000   

2.01%, 03/13/2026, (2.01% fixed rate until 03/13/2025; 3 mo. USD SOFR + 1.585% thereafter)(1)

     1,181,734  
1,144,000   

2.08%, 04/22/2026, (2.08% fixed rate until 04/22/2025; 3 mo. USD SOFR + 1.850% thereafter)(1)

     1,196,237  
1,814,000   

National Bank of Canada
2.10%, 02/01/2023

     1,875,196  
603,000   

PNC Financial Services Group, Inc.
3.50%, 01/23/2024

     656,271  
866,000   

Royal Bank of Canada
2.25%, 11/01/2024

     915,912  
1,173,000   

Toronto-Dominion Bank
2.65%, 06/12/2024

     1,253,474  
1,697,000   

Truist Financial Corp.
2.20%, 03/16/2023

     1,760,417  
436,000   

Wells Fargo & Co.
3.75%, 01/24/2024

     473,306  
     

 

 

 
        11,547,565  
     

 

 

 
   Healthcare-Services - 0.6%   
142,000   

CommonSpirit Health
2.76%, 10/01/2024

     148,805  
529,000   

UnitedHealth Group, Inc.
2.38%, 08/15/2024

     562,816  
     

 

 

 
        711,621  
     

 

 

 
   Pharmaceuticals - 1.7%   
858,000   

Bristol-Myers Squibb Co.
2.90%, 07/26/2024

     925,915  
895,000   

CVS Health Corp.
3.75%, 04/01/2030

     1,014,806  
     

 

 

 
        1,940,721  
     

 

 

 
   Real Estate Investment Trusts - 1.0%   
665,000   

Boston Properties L.P.
3.40%, 06/21/2029

     720,979  
326,000   

Ventas Realty L.P.
2.65%, 01/15/2025

     344,029  
     

 

 

 
        1,065,008  
     

 

 

 
   Retail - 0.8%   
147,000   

Home Depot, Inc.
2.13%, 09/15/2026

     157,722  
685,000   

McDonald’s Corp.
1.45%, 09/01/2025

     705,701  
     

 

 

 
        863,423  
     

 

 

 
   Software - 1.5%   
1,495,000   

Oracle Corp.
2.80%, 04/01/2027

     1,629,057  
     

 

 

 
   Transportation - 0.3%   
286,000   

United Parcel Service, Inc.
2.20%, 09/01/2024

     303,030  
     

 

 

 
  

Total Corporate Bonds
(cost $17,367,579)

   $   18,060,425  
     

 

 

 


 

  Hartford Schroders Tax-Aware Bond ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  

Municipal Bonds - 62.1%

  
  

Alabama - 1.0%

  
$    920,000   

Black Belt Energy Gas Dist, AL
4.00%, 10/01/2049(2)

   $ 1,064,394  
     

 

 

 
  

California - 1.3%

  
  

California County, CA, Tobacco Securitization Agency

  
20,000   

4.00%, 06/01/2022

     21,131  
25,000   

4.00%, 06/01/2023

     27,265  
300,000   

California State Health Facs Finance Auth Rev
5.00%, 04/01/2033

     379,785  
  

City of Pomona, CA

  
35,000   

4.00%, 08/01/2023

     37,539  
55,000   

4.00%, 08/01/2024

     60,094  
  

City of Riverside, CA

  
35,000   

1.90%, 06/01/2023

     35,783  
65,000   

2.11%, 06/01/2024

     66,907  
  

County of Sacramento, CA, Airport System Rev

  
95,000   

5.00%, 07/01/2032

     122,301  
170,000   

5.00%, 07/01/2033

     217,056  
105,000   

5.00%, 07/01/2034

     133,391  
90,000   

MSR Public Power Agency, CA , (NATL Insured)
6.00%, 07/01/2022

     95,938  
  

San Diego, CA, Public Facs Financing Auth

  
30,000   

5.00%, 08/01/2027

     38,663  
55,000   

5.00%, 08/01/2028

     72,501  
35,000   

5.00%, 08/01/2029

     47,101  
20,000   

5.00%, 08/01/2030

     27,383  
     

 

 

 
        1,382,838  
     

 

 

 
  

Colorado - 1.7%

  
690,000   

Adams County, CO, School Dist, GO (State Aid Withholding Insured)
5.00%, 12/01/2029

     928,264  
225,000   

City & County of Denver, CO, Airport System Rev
5.00%, 11/15/2032

     289,968  
555,000   

Colorado Housing and Finance Auth , (GNMA/FNMA/FHLMC Insured)
3.50%, 05/01/2050

     617,421  
     

 

 

 
        1,835,653  
     

 

 

 
  

Connecticut - 0.5%

  
250,000   

Connecticut Housing Finance Auth Rev , (GNMA/FNMA/FHLMC Insured)
4.25%, 05/15/2042

     276,715  
  

State of Connecticut, GO

  
150,000   

2.10%, 07/01/2025

     157,286  
25,000   

4.00%, 06/01/2023

     27,311  
40,000   

4.00%, 06/01/2024

     44,930  
  

State of Connecticut, Special Tax Rev

  
30,000   

5.00%, 05/01/2023

     33,429  
45,000   

5.00%, 05/01/2024

     51,978  
     

 

 

 
        591,649  
     

 

 

 
  

Delaware - 0.4%

  
  

Delaware Transportation Auth

  
150,000   

5.00%, 09/01/2029

     197,126  
50,000   

5.00%, 07/01/2032

     66,996  
135,000   

5.00%, 09/01/2033

     176,619  
     

 

 

 
        440,741  
     

 

 

 
  

District of Columbia - 2.6%

  
590,000   

Dist of Columbia
5.00%, 10/01/2030

     786,853  
895,000   

Dist of Columbia Water & Sewer Auth Rev
5.00%, 10/01/2052

     1,070,268  
505,000   

Dist of Columbia, GO
5.00%, 06/01/2036

     626,054  


 

  Hartford Schroders Tax-Aware Bond ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  
$   340,000   

Metropolitan Washington, DC, Airports Auth Dulles Toll Road Rev
5.00%, 10/01/2034

   $ 418,254  
     

 

 

 
        2,901,429  
     

 

 

 
  

Florida - 2.1%

  
930,000   

County of Miami-Dade, FL, GO
5.00%, 07/01/2029

     1,229,516  
  

Florida Housing Finance Corp. Rev, (GNMA/FNMA/FHLMC Insured)

  
80,000   

3.00%, 07/01/2051

     87,865  
130,000   

3.50%, 07/01/2051

     145,020  
90,000   

4.00%, 07/01/2049

     98,183  
730,000   

Florida State Board of Administration Finance Co.
1.26%, 07/01/2025

     737,621  
     

 

 

 
        2,298,205  
     

 

 

 
  

Georgia - 2.3%

  
220,000   

Georgia Municipal Association, Inc.
5.00%, 12/01/2029

     278,962  
  

Main Street, GA, Natural Gas, Inc.Rev

  
435,000   

4.00%, 08/01/2048(2)

     477,295  
1,565,000   

4.00%, 03/01/2050(2)

     1,805,416  
     

 

 

 
        2,561,673  
     

 

 

 
  

Hawaii - 0.2%

  
170,000   

Hawaii State Highway Fund Rev
5.00%, 01/01/2030

     221,828  
     

 

 

 
  

Illinois - 4.7%

  
65,000   

Chicago, IL, Metropolitan Water Reclamation Dist, GO
5.25%, 12/01/2032

     90,197  
1,870,000   

Chicago, IL, O’Hare International Airport
5.00%, 01/01/2033

     2,340,286  
  

Illinois Housing Dev Auth (GNMA/FNMA/FHLMC Insured)

  
1,985,000   

3.75%, 04/01/2050

     2,217,046  
135,000   

4.50%, 10/01/2048

     151,953  
175,000   

Railsplitter, IL, Tobacco Settlement Auth
5.00%, 06/01/2027

     211,482  
  

Rock Island County, IL, School Dist No. 41, GO (BAM Insured)

  
25,000   

4.00%, 12/01/2023

     27,414  
25,000   

5.00%, 12/01/2024

     29,158  
110,000   

Southwestern Illinois Dev Auth
6.38%, 11/01/2023

     119,300  
     

 

 

 
        5,186,836  
     

 

 

 
  

Indiana - 0.1%

  
140,000   

Indiana Housing & Community Dev Auth , (GNMA Insured)
4.00%, 07/01/2048

     153,238  
     

 

 

 
  

Iowa - 0.2%

  
  

Iowa Finance Auth , (GNMA/FNMA/FHLMC Insured)

  
120,000   

3.25%, 07/01/2050

     132,734  
75,000   

4.00%, 07/01/2048

     82,177  
     

 

 

 
        214,911  
     

 

 

 
  

Kentucky - 2.5%

  
  

Kentucky Public Energy Auth

  
600,000   

4.00%, 12/01/2049(2)

     676,164  
1,555,000   

4.00%, 02/01/2050(2)

     1,814,654  
  

Kentucky State Property & Building Commission Rev

  
60,000   

5.00%, 05/01/2024

     69,057  
105,000   

5.00%, 08/01/2024

     121,902  
40,000   

5.00%, 05/01/2025

     47,486  
     

 

 

 
        2,729,263  
     

 

 

 
  

Louisiana - 0.0%

  
35,000   

Louisiana Housing Corp. Rev
4.50%, 12/01/2047

     38,920  
     

 

 

 
  

Maine - 0.6%

  
  

Maine Municipal Bond Bank

  


 

  Hartford Schroders Tax-Aware Bond ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  
$         80,000   

5.00%, 09/01/2029

   $ 105,159  
135,000   

5.00%, 09/01/2031

     178,528  
105,000   

5.00%, 09/01/2032

     137,974  
175,000   

Maine State Housing Auth
4.00%, 11/15/2048

     191,363  
     

 

 

 
     613,024  
     

 

 

 
  

Maryland - 2.9%

 

  

State of Maryland Department of Transportation

 

1,785,000   

5.00%, 10/01/2029

     2,400,753  
565,000   

5.00%, 10/01/2030

     774,214  
     

 

 

 
     3,174,967  
     

 

 

 
  

Massachusetts - 0.1%

 

  

Massachusetts Educational Financing Auth

 

60,000   

3.17%, 07/01/2025

     62,304  
45,000   

3.27%, 07/01/2026

     46,641  
50,000   

3.38%, 07/01/2027

     52,041  
     

 

 

 
     160,986  
     

 

 

 
  

Michigan - 0.1%

 

90,000   

Michigan State Housing Dev Auth
3.75%, 06/01/2050

     99,828  
     

 

 

 
  

Minnesota - 1.6%

 

1,585,000   

Minnesota Housing Finance Agency Rev (GNMA/FNMA/FHLMC Insured)
3.00%, 01/01/2051

     1,737,144  
     

 

 

 
  

Mississippi - 0.3%

 

265,000   

Mississippi Home Corp. (GNMA/FNMA/FHLMC Insured)
3.25%, 12/01/2050

     293,053  
     

 

 

 
  

Missouri - 3.1%

 

1,310,000   

Curators of The University Of Missouri
5.00%, 11/01/2030

     1,784,639  
  

Missouri Housing Dev Commission Rev (GNMA/FNMA/FHLMC Insured)

 

490,000   

3.25%, 05/01/2051

     544,145  
210,000   

3.50%, 11/01/2050

     234,808  
380,000   

3.88%, 05/01/2050

     426,037  
175,000   

4.25%, 05/01/2049

     195,725  
155,000   

4.75%, 05/01/2049

     176,122  
     

 

 

 
     3,361,476  
     

 

 

 
  

Montana - 0.9%

 

925,000   

Montana Board of Housing
3.50%, 06/01/2050

     1,022,569  
     

 

 

 
  

Nebraska - 0.8%

 

  

Nebraska Investment Finance Auth Rev

 

715,000   

3.00%, 09/01/2050

     783,211  
115,000   

4.00%, 09/01/2048

     126,625  
     

 

 

 
     909,836  
     

 

 

 
  

Nevada - 0.2%

 

150,000   

Nevada Housing Division , (GNMA/FNMA/FHLMC Insured)
4.00%, 10/01/2049

     167,324  
     

 

 

 
  

New Jersey - 0.9%

 

  

New Jersey Economic Dev Auth

 

160,000   

5.00%, 03/01/2026

     171,886  
90,000   

5.00%, 11/01/2026

     103,611  
  

New Jersey Transportation Trust Fund Auth

 

40,000   

5.00%, 06/15/2024

     45,092  
410,000   

5.00%, 12/15/2028

     483,050  
175,000   

Tobacco Settlement Financing Corp., NJ
5.00%, 06/01/2029

     219,473  
     

 

 

 
     1,023,112  
     

 

 

 
  

New Mexico - 1.2%

 

  

New Mexico Mortgage Finance Auth (GNMA/FNMA/FHLMC Insured)

 


 

  Hartford Schroders Tax-Aware Bond ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  
$       1,075,000   

3.00%, 01/01/2051

   $ 1,179,845  
90,000   

4.00%, 01/01/2049

     99,265  
     

 

 

 
     1,279,110  
     

 

 

 
  

New York - 5.4%

 

1,010,000   

City of New York, NY, GO
5.00%, 08/01/2033

     1,294,315  
580,000   

New York City Transitional Finance Auth, Future Tax Secured Rev
5.00%, 05/01/2033

     753,646  
  

New York State Dormitory Auth Rev

 

1,560,000   

4.00%, 03/15/2035

     1,839,365  
45,000   

5.00%, 07/01/2031

     61,063  
  

Port Auth of New York & New Jersey Rev

 

745,000   

1.09%, 07/01/2023

     753,448  
185,000   

5.00%, 07/15/2031

     230,101  
805,000   

5.00%, 07/15/2033

     1,030,070  
     

 

 

 
     5,962,008  
     

 

 

 
  

North Carolina - 1.0%

 

1,000,000   

North Carolina Housing Finance Agency (GNMA/FNMA/FHLMC Insured)
4.00%, 07/01/2050

     1,125,810  
     

 

 

 
  

North Dakota - 0.7%

 

675,000   

North Dakota Housing Finance Agency
3.75%, 07/01/2050

     751,126  
     

 

 

 
  

Ohio - 3.1%

 

  

Ohio Housing Finance Agency (GNMA/FNMA/FHLMC Insured)

 

2,650,000   

3.25%, 03/01/2050

     2,935,325  
150,000   

4.50%, 09/01/2048

     167,939  
295,000   

Ohio Turnpike & Infrastructure Commission Rev
0.00%, 02/15/2041(3)

     170,038  
95,000   

State of Ohio, GO
5.00%, 05/01/2032

     127,726  
     

 

 

 
     3,401,028  
     

 

 

 
  

Oklahoma - 0.2%

 

205,000   

Oklahoma Housing Finance Agency (GNMA/FNMA/FHLMC Insured)
4.00%, 03/01/2050

     232,509  
     

 

 

 
  

Oregon - 0.6%

 

535,000   

Multnomah County, OR, School Dist No.1 Portland, GO (SCH BD GTY Insured)
5.00%, 06/15/2025

     648,725  
     

 

 

 
  

Pennsylvania - 1.6%

 

110,000   

Geisinger, PA, Health System Auth Rev
5.00%, 02/15/2032

     133,078  
465,000   

Pennsylvania Housing Finance Agency
3.50%, 04/01/2049

     503,153  
  

Pennsylvania State University

 

45,000   

5.00%, 03/01/2025

     53,772  
40,000   

5.00%, 03/01/2026

     49,327  
75,000   

5.00%, 03/01/2027

     94,904  
60,000   

5.00%, 03/01/2028

     77,750  
  

Pennsylvania Turnpike Commission Rev

 

75,000   

5.00%, 12/01/2032

     98,740  
75,000   

5.00%, 12/01/2033

     98,229  
  

Philadelphia Gas Works Co. , (AGM Insured)

 

105,000   

5.00%, 08/01/2029

     137,188  
170,000   

5.00%, 08/01/2030

     224,798  
195,000   

5.00%, 08/01/2033

     252,310  
     

 

 

 
     1,723,249  
     

 

 

 
  

Rhode Island - 1.8%

 

365,000   

Rhode Island Commerce Corp.
5.00%, 05/15/2026

     449,191  


 

  Hartford Schroders Tax-Aware Bond ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  
$     1,390,000   

Rhode Island Housing & Mortgage Finance Corp.
3.75%, 10/01/2049

   $ 1,546,583  
     

 

 

 
     1,995,774  
     

 

 

 
  

South Carolina - 1.4%

 

545,000   

City of Columbia, SC, Waterworks & Sewer System Rev
5.00%, 02/01/2026

     673,429  
590,000   

Patriots Energy Group Financing Agency, SC
4.00%, 10/01/2048(2)

     649,914  
220,000   

South Carolina Jobs-Economic Dev Auth
3.75%, 01/01/2050

     247,606  
10,000   

Tobacco Settlement Rev Mgmt Auth, SC
6.38%, 05/15/2030

     14,293  
     

 

 

 
     1,585,242  
     

 

 

 
  

South Dakota - 0.2%

 

  

South Dakota Conservancy Dist

 

35,000   

5.00%, 08/01/2026

     43,899  
45,000   

5.00%, 08/01/2027

     57,960  
35,000   

5.00%, 08/01/2028

     46,106  
45,000   

5.00%, 08/01/2029

     60,469  
45,000   

5.00%, 08/01/2030

     61,712  
     

 

 

 
     270,146  
     

 

 

 
  

Tennessee - 1.5%

 

20,000   

Metropolitan Gov’t Nashville & Davidson County, TN, Health & Educational Facs Bd , (NATL Insured)
4.88%, 11/01/2028

     23,253  
  

Metropolitan Nashville, TN, Airport Auth

 

440,000   

5.00%, 07/01/2026

     533,126  
360,000   

5.00%, 07/01/2027

     444,153  
390,000   

5.00%, 07/01/2028

     488,085  
125,000   

Tennessee Housing Dev Agency
4.50%, 07/01/2049

     140,149  
     

 

 

 
     1,628,766  
     

 

 

 
  

Texas - 9.8%

 

680,000   

Arlington, TX, Higher Education Finance Corp. , (PSF-GTD Insured)
5.00%, 08/15/2033

     888,617  
505,000   

Austin, TX, Independent School Dist, GO (PSF-GTD Insured)
4.00%, 08/01/2033

     624,609  
70,000   

Bexar County, TX, Hospital Dist, GO
5.00%, 02/15/2030

     88,742  
  

City of Houston, TX, Airport System Rev

 

585,000   

5.00%, 07/01/2029

     752,760  
325,000   

5.00%, 07/01/2030

     423,020  
235,000   

Conroe, TX, Independent School Dist, GO , (PSF-GTD Insured)
5.00%, 02/15/2030

     317,241  
  

Cypress-Fairbanks, TX, Independent School Dist, GO (PSF-GTD Insured)

 

305,000   

4.00%, 02/15/2033

     376,422  
65,000   

5.00%, 02/15/2027

     82,381  
110,000   

Dallas-Fort Worth, TX, International Airport Rev
2.04%, 11/01/2024

     114,239  
250,000   

Deer Park, TX, Independent School Dist, GO (PSF-GTD Insured)
5.00%, 08/15/2028

     323,920  
  

El Paso, TX, Independent School Dist, GO (PSF-GTD Insured)

 

35,000   

5.00%, 08/15/2024

     41,136  
50,000   

5.00%, 08/15/2025

     60,930  
70,000   

5.00%, 08/15/2026

     87,794  
45,000   

Fort Bend, TX, Independent School Dist, GO (PSF-GTD Insured)
5.00%, 08/15/2024

     52,926  
505,000   

Harris County, TX, GO
5.00%, 10/01/2038

     621,534  
  

Lower Colorado River, TX, Auth Rev

 

440,000   

5.00%, 05/15/2029

     579,106  
940,000   

5.00%, 05/15/2030

     1,262,317  
  

Northside, TX, Independent School Dist, GO (PSF-GTD Insured)

 


 

  Hartford Schroders Tax-Aware Bond ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount    Market Value  
$     25,000   

5.00%, 02/15/2025

   $ 29,897  
15,000   

5.00%, 02/15/2026

     18,519  
85,000   

5.00%, 02/15/2027

     107,669  
115,000   

5.00%, 02/15/2028

     149,243  
75,000   

5.00%, 02/15/2029

     99,370  
55,000   

5.00%, 02/15/2030

     74,305  
1,745,000   

Round Rock, TX, Independent School Dist, GO , (PSF-GTD Insured)
5.00%, 08/01/2028

     2,295,652  
  

Texas Department of Housing & Community Affairs Rev (GNMA Insured)

  
355,000   

3.50%, 03/01/2051

     399,904  
125,000   

4.00%, 03/01/2050

     142,720  
95,000   

4.75%, 03/01/2049

     106,513  
495,000   

University of Texas, Permanent University Fund Rev
5.00%, 07/01/2027

     610,469  
     

 

 

 
        10,731,955  
     

 

 

 
  

Utah - 0.6%

  
520,000   

University of Utah Rev
5.00%, 08/01/2030

     688,522  
     

 

 

 
  

Virginia - 0.6%

  
490,000   

Fairfax County, VA, Water Auth Rev
5.00%, 04/01/2029

     622,496  
     

 

 

 
  

Washington - 1.2%

  
45,000   

North Thurston, WA, Public Schools, GO (SCH BD GTY Insured)
5.00%, 12/01/2027

     58,267  
730,000   

State of Washington, GO
5.00%, 08/01/2030

     971,594  
270,000   

Washington State Housing Finance Commission Rev
4.00%, 12/01/2048

     296,317  
     

 

 

 
        1,326,178  
     

 

 

 
  

Wyoming - 0.1%

  
125,000   

Wyoming Community Dev Auth
4.00%, 06/01/2043

     136,668  
     

 

 

 
  

Total Municipal Bonds
(cost $66,680,649)

   $ 68,294,209  
     

 

 

 

U.S. Government Agencies - 2.8%

  
  

Mortgage-Backed Agencies - 2.8%

  
  

UMBS - 2.8%

  
$ 3,064,000   

1.50%, 11/01/2050

   $ 3,080,678  
     

 

 

 
  

Total U.S. Government Agencies
(cost $3,091,819)

   $ 3,080,678  
     

 

 

 

U.S. Government Securities - 12.3%

  
  

U.S. Treasury Securities - 12.3%

  
  

U.S. Treasury Notes - 12.3%

  
3,350,000   

0.13%, 04/30/2022

     3,349,084  
1,179,000   

0.25%, 09/30/2025

     1,171,815  
8,485,000   

1.50%, 01/31/2027

     8,982,831  
     

 

 

 
        13,503,730  
     

 

 

 
  

Total U.S. Government Securities
(cost $13,506,891)

   $ 13,503,730  
     

 

 

 
  

Total Long-Term Investments
(cost $100,646,938)

   $ 102,939,042  
     

 

 

 

Short-Term Investments - 6.2%

  
  

Other Investment Pools & Funds - 0.5%

  
593,781   

Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.01%(4)

     593,781  
     

 

 

 
  

U.S. Treasury Securities - 5.7%

  
  

U.S. Treasury Bills - 5.7%

  
1,652,000   

0.05%, 03/04/2021(5)(6)

     1,651,427  
959,000   

0.07%, 05/20/2021(6)

     958,455  


 

  Hartford Schroders Tax-Aware Bond ETF

  Schedule of Investments – (continued)

  October 31, 2020 (Unaudited)

 

 

Shares or Principal Amount         Market Value  
$    3,602,000   

0.08%, 07/15/2021(6)

      $ 3,599,321  
        

 

 

 
           6,209,203  
        

 

 

 
  

Total Short-Term Investments
(cost $6,803,000)

      $ 6,802,984  
        

 

 

 
  

Total Investments
(cost $107,449,938)

   99.8%    $ 109,742,026  
  

Other Assets & Liabilities

   0.2%      207,775  
     

 

  

 

 

 
  

Total Net Assets

   100.0%    $ 109,949,801  
     

 

  

 

 

 

Note: Percentage of investments as shown is the ratio of the total market value to total net assets.

The Fund may refer to any one or more of the industry classifications used by one or more widely recognized market indices, ratings group and/or as defined by Fund management. Industry classifications may not be identical across all security types.

For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

 

(1)

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at October 31, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.

(2)

Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

(3)

Security is a zero-coupon bond.

(4)

Current yield as of period end.

(5)

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 $1,651,487 at October 31, 2020.

(6)

The rate shown represents current yield to maturity.

 

Futures Contracts Outstanding at October 31, 2020                 
Description   

Number

of

Contracts

     Expiration Date   

Current

Notional

Amount

    

  Value and    

  Unrealized    

  Appreciation/    

  (Depreciation)    

 

 

 

Short position contracts:

 

U.S. Treasury 5-Year Note Future

     25      12/31/2020    $         3,140,039      $ 9,413    

U.S. Treasury 10-Year Note Future

     107      12/21/2020      14,789,406        90,277    

U.S. Treasury Long Bond Future

     7      12/21/2020      1,207,282        25,236