Hartford Core Bond ETF

 

   

Schedule of Investments

April 30, 2020 (Unaudited)

   

 

Shares or Principal Amount      Market Value  
Asset & Commercial Mortgage-Backed Securities - 16.5%

 

       Asset-Backed - Automobile - 0.0%  
$          10,000     

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

   $ 10,007  
       

 

 

 
     Asset-Backed - Finance & Insurance - 2.3%

 

250,000

    

Carlyle Global Market Strategies CLO Ltd.
2.74%, 05/15/2031, 3 mo. USD LIBOR + 1.050%(1)(2)

     237,569  

250,000

    

Magnetite XVII Ltd.
2.24%, 07/20/2031, 3 mo. USD LIBOR + 1.100%(1)(2)

     240,930  
       

 

 

 
          478,499  
       

 

 

 
     Commercial Mortgage - Backed Securities - 5.8%

 

100,000

    

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

     104,729  

150,000

    

Commercial Mortgage Trust
3.31%, 03/10/2048

     157,521  

50,000

    

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

     51,609  
    

JPMBB Commercial Mortgage Securities Trust

 

150,000

    

2.95%, 06/15/2049

     154,438  

100,000

    

3.56%, 12/15/2048

     104,561  

150,000

    

JPMDB Commercial Mortgage Securities Trust
3.24%, 10/15/2050

     157,073  

100,000

    

Morgan Stanley Bank of America Merrill Lynch Trust
2.92%, 02/15/2046

     101,051  

50,000

    

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

     49,395  

100,000

    

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

     101,219  

100,000

    

Wells Fargo Commercial Mortgage Trust
3.52%, 12/15/2048

     103,749  

102,213

    

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

     103,580  
       

 

 

 
          1,188,925  
       

 

 

 
     Other Asset Backed Securities - 2.7%

 

89,788

    

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

     86,764  

75,139

    

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

     73,339  

241,780

    

Pretium Mortgage Credit Partners LLC
2.86%, 05/27/2059(1)(3)

     199,472  

190,398

    

Towd Point Mortgage Trust
2.75%, 06/25/2057(1)(4)

     191,880  
       

 

 

 
          551,455  
       

 

 

 
     Whole Loan Collateral CMO - 5.7%

 

    

Angel Oak Mortgage Trust LLC

 

52,646

    

3.65%, 09/25/2048(1)(4)

     52,626  

60,522

    

3.67%, 07/27/2048(1)(4)

     61,081  
    

Arroyo Mortgage Trust

 

94,785

    

3.76%, 04/25/2048(1)(4)

     95,525  

93,552

    

3.81%, 01/25/2049(1)(4)

     94,801  
    

Bunker Hill Loan Depositary Trust

 

98,202

    

2.88%, 07/25/2049(1)(3)

     96,778  

94,348

    

3.61%, 10/26/2048(1)(3)

     94,970  

92,351

    

COLT Mortgage Loan Trust
3.34%, 05/25/2049(1)(4)

     92,391  

72,052

    

Deephaven Residential Mortgage Trust
2.96%, 07/25/2059(1)(4)

     71,766  

87,907

    

Galton Funding Mortgage Trust
3.50%, 11/25/2057(1)(4)

     88,018  

95,869

    

GCAT LLC
2.25%, 01/25/2060(1)(3)

     96,569  


 

Hartford Core Bond ETF

 

   

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

   

 

$          92,682     

MetLife Securitization Trust
3.75%, 03/25/2057(1)(4)

   $ 95,607  
    

New Residential Mortgage Loan Trust

 

92,937

    

3.60%, 04/25/2049(1)(4)

     95,225  

36,732

    

3.75%, 03/25/2056(1)(4)

     37,450  

39,025

    

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

     40,209  

994,760

    

Wells Fargo N.A.
1.13%, 02/15/2052(4)(5)

     62,044  
       

 

 

 
          1,175,060  
       

 

 

 
    

Total Asset & Commercial Mortgage-Backed Securities
(cost $3,515,897)

   $ 3,403,946  
       

 

 

 
Corporate Bonds - 33.7%

 

     Aerospace/Defense - 0.6%

 

    

Boeing Co.

 

5,000

    

3.25%, 02/01/2035

     4,141  

50,000

    

5.04%, 05/01/2027

     50,000  
    

L3Harris Technologies, Inc.

 

20,000

    

3.85%, 06/15/2023(1)

     20,958  

5,000

    

4.40%, 06/15/2028(1)

     5,647  

10,000

    

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

     12,050  

25,000

    

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

     31,122  
       

 

 

 
                  123,918  
       

 

 

 
     Agriculture - 0.8%

 

    

Altria Group, Inc.

 

50,000

    

2.63%, 09/16/2026

     50,703  

40,000

    

3.88%, 09/16/2046

     39,064  

10,000

    

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

     11,028  

15,000

    

BAT Capital Corp.
4.91%, 04/02/2030

     16,886  

45,000

    

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

     48,865  
       

 

 

 
          166,546  
       

 

 

 
     Beverages - 1.7%

 

    

Anheuser-Busch InBev Worldwide, Inc.

 

120,000

    

3.75%, 07/15/2042

     122,650  

5,000

    

4.35%, 06/01/2040

     5,471  

5,000

    

4.50%, 06/01/2050

     5,596  

25,000

    

4.75%, 01/23/2029

     28,922  

45,000

    

Coca-Cola Co.
1.45%, 06/01/2027

     45,010  
    

Constellation Brands, Inc.

 

5,000

    

2.88%, 05/01/2030

     5,083  

5,000

    

3.15%, 08/01/2029

     5,174  

30,000

    

3.60%, 02/15/2028

     32,043  

5,000

    

4.65%, 11/15/2028

     5,747  

5,000

    

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

     5,327  

15,000

    

Molson Coors Brewing Co.
3.00%, 07/15/2026

     14,886  
    

PepsiCo, Inc.

 

30,000

    

1.63%, 05/01/2030

     29,679  

5,000

    

2.63%, 03/19/2027

     5,399  

30,000

    

3.63%, 03/19/2050

     36,205  
       

 

 

 
          347,192  
       

 

 

 
     Biotechnology - 0.2%

 

    

Amgen, Inc.

 

10,000

    

1.90%, 02/21/2025

     10,234  

15,000

    

2.20%, 02/21/2027

     15,400  

15,000

    

2.45%, 02/21/2030

     15,459  


 

Hartford Core Bond ETF

 

   

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

   

 

$          5,000

    

Gilead Sciences, Inc.
3.65%, 03/01/2026

   $ 5,631  
       

 

 

 
          46,724  
       

 

 

 
     Chemicals - 0.5%

 

    

Air Products and Chemicals, Inc.

 

5,000

    

1.50%, 10/15/2025

     5,044  

5,000

    

1.85%, 05/15/2027

     5,066  

5,000

    

Dow Chemical Co.
4.80%, 05/15/2049

     5,720  

40,000

    

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

     43,244  

10,000

    

LYB International Finance LLC
2.88%, 05/01/2025

     10,116  
    

Sherwin-Williams Co.

 

15,000

    

2.30%, 05/15/2030

     14,808  

15,000

    

2.95%, 08/15/2029

     15,554  

5,000

    

3.30%, 05/15/2050

     5,116  

5,000

    

4.50%, 06/01/2047

     6,045  
       

 

 

 
                  110,713  
       

 

 

 
     Commercial Banks - 6.9%

 

    

Bank of America Corp.

 

120,000

    

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

     122,733  

100,000

    

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

     112,440  

70,000

    

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

     84,057  
    

Bank of New York Mellon Corp.

 

55,000

    

2.10%, 10/24/2024

     56,549  

15,000

    

2.45%, 08/17/2026

     15,675  
    

Citigroup, Inc.

 

55,000

    

3.20%, 10/21/2026

     57,937  

60,000

    

3.98%, 03/20/2030, (3.98% fixed rate until 03/20/2029; 3 mo. USD LIBOR + 1.338% thereafter)(6)

     66,089  

20,000

    

4.41%, 03/31/2031, (4.41% fixed rate until 03/31/2030; 3 mo. SOFR + 3.914% thereafter)(6)

     23,025  

15,000

    

Fifth Third Bancorp
2.38%, 01/28/2025

     15,233  
    

Goldman Sachs Group, Inc.

 

80,000

    

2.60%, 02/07/2030

     79,459  

15,000

    

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

     16,466  
    

JP Morgan Chase & Co.

 

285,000

    

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

     290,929  

10,000

    

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

     10,378  

10,000

    

3.11%, 04/22/2051, (3.11% fixed rate until 04/22/2050; 3 mo. USD SOFR + 2.440% thereafter)(6)

     10,355  

25,000

    

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

     29,565  

25,000

    

KeyCorp.
2.55%, 10/01/2029

     24,098  
    

Morgan Stanley

 

115,000

    

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

     117,513  

10,000

    

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

     11,249  

55,000

    

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

     56,283  

30,000

    

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

     30,198  
    

State Street Corp.

 

25,000

    

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

     25,728  


 

Hartford Core Bond ETF

 

   

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

   

 

$          10,000     

2.90%, 03/30/2026, (2.90% fixed rate until 03/30/2025; 3 mo. USD SOFR + 2.600% thereafter)(1)(6)

   $ 10,621  
    

Wells Fargo & Co.

 

125,000

    

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

     126,908  

15,000

    

4.75%, 12/07/2046

     17,783  

10,000

    

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

     13,128  
       

 

 

 
          1,424,399  
       

 

 

 
     Commercial Services - 0.2%

 

    

Equifax, Inc.

 

5,000

    

2.60%, 12/15/2025

     5,064  

5,000

    

3.10%, 05/15/2030

     5,045  
10,000     

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

     12,849  
10,000     

Global Payments, Inc.
3.20%, 08/15/2029

     10,295  
       

 

 

 
          33,253  
       

 

 

 
     Construction Materials - 0.1%

 

30,000     

Carrier Global Corp.
2.24%, 02/15/2025(1)

     29,780  
       

 

 

 
     Diversified Financial Services - 0.4%

 

30,000     

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

     31,886  
40,000     

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

     39,988  
5,000     

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

     5,692  
       

 

 

 
          77,566  
       

 

 

 
     Electric - 3.5%

 

15,000     

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

     18,115  
25,000     

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

     27,455  
10,000     

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

     10,096  
25,000     

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

     26,587  
    

Dominion Energy, Inc.

 

70,000

    

2.85%, 08/15/2026

     72,528  

20,000

    

5.95%, 06/15/2035

     25,646  
100,000     

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

             106,161  
20,000     

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

     22,136  
35,000     

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

     35,883  
5,000     

Exelon Corp.
4.70%, 04/15/2050

     6,432  
    

Georgia Power Co.

 

45,000

    

2.10%, 07/30/2023

     46,422  

10,000

    

4.30%, 03/15/2042

     11,632  
5,000     

National Rural Utilities Cooperative Finance Corp.
3.40%, 02/07/2028

     5,487  
40,000     

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

     45,516  
10,000     

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

     10,761  
8,000     

PacifiCorp
4.13%, 01/15/2049

     10,096  
35,000     

Puget Energy, Inc.
3.65%, 05/15/2025

     35,049  
10,000     

Sempra Energy
4.00%, 02/01/2048

     11,312  


 

Hartford Core Bond ETF

 

   

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

   

 

$          35,000     

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

   $ 37,113  
    

Southern California Edison Co.

 

15,000     

2.25%, 06/01/2030

     14,759  
20,000     

2.85%, 08/01/2029

     20,613  

5,000

    

3.65%, 02/01/2050

     5,436  
15,000     

4.00%, 04/01/2047

     16,764  
    

Southern Co.

 

45,000     

3.25%, 07/01/2026

     48,010  
20,000     

3.70%, 04/30/2030

     22,170  
    

Xcel Energy, Inc.

 

20,000     

2.60%, 12/01/2029

     20,813  
10,000     

3.50%, 12/01/2049

     10,974  
       

 

 

 
                  723,966  
       

 

 

 
     Environmental Control - 0.1%

 

20,000

    

Waste Management, Inc.
3.45%, 06/15/2029

     22,723  
       

 

 

 
     Food - 0.4%

 

20,000

    

Conagra Brands, Inc.
4.85%, 11/01/2028

     23,438  

20,000

    

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

     21,396  

25,000

    

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

     24,793  

15,000

    

Sysco Corp.
5.95%, 04/01/2030

     17,727  
       

 

 

 
          87,354  
       

 

 

 
     Gas - 0.4%

 

20,000

    

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

     20,758  
    

NiSource, Inc.

 

20,000     

3.49%, 05/15/2027

     21,495  
25,000     

3.60%, 05/01/2030

     27,893  

20,000

    

Sempra Energy
3.40%, 02/01/2028

     21,048  
       

 

 

 
          91,194  
       

 

 

 
     Healthcare-Products - 0.3%

 

10,000

    

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

     11,631  

15,000

    

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

     15,946  

10,000

    

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

     10,820  

15,000

    

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

     15,156  
       

 

 

 
          53,553  
       

 

 

 
     Healthcare-Services - 0.8%

 

    

Anthem, Inc.

 

65,000     

2.88%, 09/15/2029

     67,625  

5,000

    

4.38%, 12/01/2047

     5,924  

15,000

    

CommonSpirit Health
2.76%, 10/01/2024

     14,730  
    

UnitedHealth Group, Inc.

 

60,000     

2.38%, 08/15/2024

     63,176  
15,000     

4.75%, 07/15/2045

     19,892  
       

 

 

 
          171,347  
       

 

 

 
     Household Products - 0.1%

 

10,000

    

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

     10,424  
       

 

 

 
     Insurance - 0.8%

 

25,000

    

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

     31,484  


 

Hartford Core Bond ETF

 

   

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

   

 

    

Marsh & McLennan Cos., Inc.

 

$          60,000     

3.88%, 03/15/2024

   $ 65,267  

5,000

    

4.75%, 03/15/2039

     6,247  

5,000

    

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

     5,672  

15,000

    

Progressive Corp.
3.20%, 03/26/2030

     16,755  

30,000

    

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

     30,487  
       

 

 

 
                  155,912  
       

 

 

 
     Internet - 1.3%

 

60,000

    

Amazon.com, Inc.
3.15%, 08/22/2027

     67,402  

200,000

    

Tencent Holdings Ltd.
2.99%, 01/19/2023(1)

     204,546  
       

 

 

 
          271,948  
       

 

 

 
     IT Services - 1.4%

 

65,000

    

Apple, Inc.
2.20%, 09/11/2029

     69,116  
    

International Business Machines Corp.

 

100,000

    

1.95%, 05/15/2030

     100,000  

100,000

    

3.30%, 05/15/2026

     110,259  
       

 

 

 
          279,375  
       

 

 

 
     Machinery - Construction & Mining - 0.1%

 

20,000

    

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

     21,201  
       

 

 

 
     Machinery-Diversified - 0.3%

 

    

John Deere Capital Corp.

 

5,000

    

1.20%, 04/06/2023

     5,040  

5,000

    

1.75%, 03/09/2027

     5,014  

40,000

    

2.60%, 03/07/2024

     41,891  
       

 

 

 
          51,945  
       

 

 

 
     Media - 2.0%

 

    

Charter Communications Operating LLC / Charter Communications Operating Capital

 

20,000

    

2.80%, 04/01/2031

     20,138  

25,000

    

4.20%, 03/15/2028

     27,674  

70,000

    

5.13%, 07/01/2049

     83,317  
    

Comcast Corp.

 

65,000

    

3.20%, 07/15/2036

     70,808  

10,000

    

3.40%, 04/01/2030

     11,228  

5,000

    

3.40%, 07/15/2046

     5,531  

10,000

    

4.70%, 10/15/2048

     13,114  

5,000

    

4.75%, 03/01/2044

     6,484  

5,000

    

4.95%, 10/15/2058

     7,092  

15,000

    

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

     16,411  
    

Discovery Communications LLC

 

30,000

    

3.95%, 03/20/2028

     31,566  

30,000

    

4.13%, 05/15/2029

     31,520  

10,000

    

5.30%, 05/15/2049

     11,593  
    

ViacomCBS, Inc.

 

10,000

    

4.38%, 03/15/2043

     9,737  

60,000

    

4.95%, 01/15/2031

     63,962  
       

 

 

 
          410,175  
       

 

 

 
     Miscellaneous Manufacturing - 0.2%

 

5,000

    

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

     5,459  

20,000

    

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

     20,074  

5,000

    

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

     5,868  


 

Hartford Core Bond ETF

 

   

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

   

 

$          15,000     

Parker-Hannifin Corp.
2.70%, 06/14/2024

   $ 15,329  
       

 

 

 
          46,730  
       

 

 

 
     Oil & Gas - 0.7%

 

    

BP Capital Markets America, Inc.

 

15,000

    

3.54%, 04/06/2027

     15,812  

15,000

    

3.63%, 04/06/2030

     16,168  

5,000

    

Canadian Natural Resources Ltd.
6.50%, 02/15/2037

     4,941  

10,000

    

EOG Resources, Inc.
4.38%, 04/15/2030

     11,102  
    

Equinor ASA

 

20,000

    

3.63%, 04/06/2040

     21,627  

10,000

    

3.70%, 04/06/2050

     11,132  
    

Exxon Mobil Corp.

 

25,000

    

4.23%, 03/19/2040

     29,966  

20,000

    

4.33%, 03/19/2050

     24,479  

5,000

    

Hess Corp.
5.60%, 02/15/2041

     4,374  

5,000

    

Phillips 66
3.85%, 04/09/2025

     5,237  

5,000

    

Valero Energy Corp.
2.85%, 04/15/2025

     4,959  
       

 

 

 
                  149,797  
       

 

 

 
     Pharmaceuticals - 2.4%

 

    

AbbVie, Inc.

 

30,000

    

3.20%, 11/21/2029(1)

     31,874  

45,000

    

4.25%, 11/21/2049(1)

     51,883  

5,000

    

Allergan Funding SCS
4.55%, 03/15/2035

     5,773  

15,000

    

Bristol-Myers Squibb Co.
3.40%, 07/26/2029(1)

     17,164  
    

Cigna Corp.

 

5,000

    

2.40%, 03/15/2030

     5,054  

60,000

    

3.05%, 10/15/2027(1)

     62,730  

27,000

    

3.75%, 07/15/2023

     28,842  
    

CVS Health Corp.

 

45,000

    

3.00%, 08/15/2026

     47,792  

10,000

    

4.13%, 04/01/2040

     11,222  

30,000

    

5.13%, 07/20/2045

     37,498  

40,000

    

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

     44,778  
    

Johnson & Johnson

 

30,000

    

2.45%, 03/01/2026

     32,360  

10,000

    

3.55%, 03/01/2036

     11,773  

20,000

    

Merck & Co., Inc.
3.40%, 03/07/2029

     23,065  
    

Novartis Capital Corp.

 

30,000

    

2.00%, 02/14/2027

     31,769  

20,000

    

2.20%, 08/14/2030

     21,216  

10,000

    

Pfizer, Inc.
2.63%, 04/01/2030

     10,860  

10,000

    

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

     10,398  
       

 

 

 
          486,051  
       

 

 

 
     Pipelines - 1.0%

 

50,000

    

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

     45,506  

25,000

    

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

     27,111  
    

MPLX L.P.

 

35,000

    

4.13%, 03/01/2027

     33,846  

10,000

    

5.20%, 12/01/2047(1)

     9,127  


 

Hartford Core Bond ETF

 

   

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

   

 

$          20,000     

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

   $ 17,371  

15,000

    

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

     14,850  
    

TransCanada PipeLines Ltd.

 

30,000

    

4.10%, 04/15/2030

     32,489  

20,000

    

4.75%, 05/15/2038

     21,286  
       

 

 

 
                  201,586  
       

 

 

 
     REITS - 0.1%

 

15,000

    

American Tower Corp.
2.40%, 03/15/2025

     15,450  
       

 

 

 
     Retail - 0.9%

 

    

Alimentation Couche-Tard, Inc.

 

5,000

    

2.95%, 01/25/2030(1)

     4,894  

5,000

    

3.80%, 01/25/2050(1)

     4,692  

20,000

    

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

     21,422  

35,000

    

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

     34,737  
    

Home Depot, Inc.

 

10,000

    

2.50%, 04/15/2027

     10,576  

10,000

    

3.35%, 09/15/2025

     11,124  

10,000

    

3.50%, 09/15/2056

     11,318  

10,000

    

Lowe’s Cos., Inc.
3.70%, 04/15/2046

     10,876  
    

McDonald’s Corp.

 

5,000

    

3.35%, 04/01/2023

     5,317  

20,000

    

3.63%, 09/01/2049

     21,890  

10,000

    

3.70%, 02/15/2042

     10,849  

15,000

    

4.20%, 04/01/2050

     17,865  

10,000

    

Starbucks Corp.
3.80%, 08/15/2025

     10,934  

15,000

    

Walmart, Inc.
3.40%, 06/26/2023

     16,195  
       

 

 

 
          192,689  
       

 

 

 
     Semiconductors - 1.7%

 

65,000

    

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

     67,761  
    

Broadcom, Inc.

 

8,000

    

4.25%, 04/15/2026(1)

     8,574  

80,000

    

5.00%, 04/15/2030(1)

     89,983  
    

Intel Corp.

 

45,000

    

2.45%, 11/15/2029

     47,672  

30,000

    

3.25%, 11/15/2049

     33,364  

10,000

    

Lam Research Corp.
1.90%, 06/15/2030

     10,000  

20,000

    

NVIDIA Corp.
2.85%, 04/01/2030

     21,792  
    

NXP B.V. / NXP Funding LLC

 

35,000

    

4.88%, 03/01/2024(1)

     37,997  

8,000

    

5.35%, 03/01/2026(1)

     9,049  

5,000

    

5.55%, 12/01/2028(1)

     5,710  
    

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

 

10,000

    

3.15%, 05/01/2027(1)

     10,104  

17,000

    

4.30%, 06/18/2029(1)

     18,039  
       

 

 

 
          360,045  
       

 

 

 
     Software - 1.0%

 

    

Fidelity National Information Services, Inc.

 

15,000

    

3.00%, 08/15/2026

     15,925  

16,000

    

3.75%, 05/21/2029

     17,961  

20,000

    

Fiserv, Inc.
3.20%, 07/01/2026

     21,416  
    

Microsoft Corp.

 

10,000

    

3.50%, 11/15/2042

     11,859  


 

Hartford Core Bond ETF

 

   

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

   

 

$          20,000     

4.25%, 02/06/2047

   $ 26,800  
    

Oracle Corp.

 

30,000

    

2.50%, 04/01/2025

     31,562  

20,000

    

2.65%, 07/15/2026

     21,291  

20,000

    

3.60%, 04/01/2050

     22,719  

15,000

    

3.80%, 11/15/2037

     17,079  

10,000

    

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

     10,657  
       

 

 

 
                  197,269  
       

 

 

 
     Telecommunications - 1.9%

 

    

AT&T, Inc.

 

25,000

    

3.80%, 02/15/2027

     27,144  

75,000

    

4.30%, 02/15/2030

     84,328  

10,000

    

4.35%, 06/15/2045

     10,962  
    

T-Mobile USA, Inc.

 

30,000

    

3.50%, 04/15/2025(1)

     31,723  

45,000

    

3.88%, 04/15/2030(1)

     49,384  

15,000

    

4.50%, 04/15/2050(1)

     17,556  
    

Verizon Communications, Inc.

 

15,000

    

3.15%, 03/22/2030

     16,630  

5,000

    

4.00%, 03/22/2050

     6,228  

55,000

    

4.13%, 03/16/2027

     63,841  

55,000

    

4.13%, 08/15/2046

     67,608  

15,000

    

Vodafone Group plc
4.38%, 02/19/2043

     16,902  
       

 

 

 
          392,306  
       

 

 

 
     Transportation - 0.8%

 

5,000

    

Burlington Northern Santa Fe LLC
3.05%, 02/15/2051

     5,236  
    

CSX Corp.

 

35,000

    

2.40%, 02/15/2030

     35,988  

15,000

    

3.25%, 06/01/2027

     16,211  
    

FedEx Corp.

 

5,000

    

3.30%, 03/15/2027

     5,097  

25,000

    

3.80%, 05/15/2025

     26,778  

25,000

    

4.25%, 05/15/2030

     27,297  

5,000

    

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

     5,356  
    

Union Pacific Corp.

 

15,000

    

3.25%, 02/05/2050

     15,619  

20,000

    

4.10%, 09/15/2067

     22,837  
       

 

 

 
          160,419  
       

 

 

 
     Water - 0.1%

 

    

American Water Capital Corp.

 

5,000

    

2.80%, 05/01/2030

     5,344  

10,000

    

3.75%, 09/01/2028

     11,294  

10,000

    

4.15%, 06/01/2049

     12,494  
       

 

 

 
          29,132  
       

 

 

 
    

Total Corporate Bonds
(cost $6,800,406)

   $ 6,942,682  
       

 

 

 
Foreign Government Obligations - 0.0%

 

     Peru - 0.0%

 

5,000

    

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

     5,100  
       

 

 

 
    

Total Foreign Government Obligations
(cost $5,000)

   $ 5,100  
       

 

 

 
Municipal Bonds - 1.2%

 

     Development - 0.5%

 

25,000

    

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

     39,637  


 

Hartford Core Bond ETF

 

   

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

   

 

$          55,000     

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

   $ 58,405  
       

 

 

 
          98,042  
       

 

 

 
     General - 0.5%

 

    

County of Riverside, CA

 

55,000

    

2.96%, 02/15/2027

     55,512  

55,000

    

3.07%, 02/15/2028

     55,489  
       

 

 

 
          111,001  
       

 

 

 
     Higher Education - 0.1%

 

    

Marshall University, WV

 

10,000

    

2.91%, 05/01/2026

     10,424  

10,000

    

3.63%, 05/01/2034

     10,657  
       

 

 

 
          21,081  
       

 

 

 
     Transportation - 0.1%

 

10,000

    

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

     9,811  
       

 

 

 
    

Total Municipal Bonds
(cost $235,319)

   $ 239,935  
       

 

 

 
U.S. Government Agencies - 39.3%

 

     Mortgage-Backed Agencies - 39.3%

 

     FHLMC - 0.6%

 

$          37,941     

1.13%, 12/15/2027

   $ 38,115  

99,976

    

1.13%, 01/25/2030(4)(5)

     8,720  

41,264

    

1.25%, 12/15/2027

     41,576  

41,062

    

2.50%, 12/15/2042

     42,611  
       

 

 

 
                  131,022  
       

 

 

 
     FNMA - 5.2%

 

$        178,179     

1.25%, 02/25/2028

   $ 179,481  

42,217

    

1.50%, 09/25/2027

     42,790  

793,337

    

3.00%, 03/01/2050

     837,994  
       

 

 

 
          1,060,265  
       

 

 

 
     GNMA - 12.5%

 

$        400,000     

2.50%, 05/20/2050(7)

   $ 422,312  

400,000

    

2.50%, 06/22/2050(7)

     421,250  

400,000

    

3.00%, 05/20/2050(7)

     425,807  

825,000

    

3.50%, 05/20/2050(7)

     875,145  

400,000

    

4.00%, 05/20/2050(7)

     425,531  
       

 

 

 
          2,570,045  
       

 

 

 
     UMBS - 21.0%

 

$        300,000     

2.50%, 05/18/2035(7)

   $ 313,676  

1,800,000

    

2.50%, 05/13/2050(7)

     1,874,883  

800,000

    

3.50%, 05/13/2050(7)

     845,320  

800,000

    

4.00%, 05/13/2050(7)

     852,093  

400,000

    

4.50%, 05/13/2050(7)

     431,250  
       

 

 

 
          4,317,222  
       

 

 

 
    

Total U.S. Government Agencies
(cost $8,030,746)

   $ 8,078,554  
       

 

 

 
U.S. Government Securities - 24.6%

 

     U.S. Treasury Securities - 24.6%

 

     U.S. Treasury Bonds - 10.0%

 

$        528,000     

2.38%, 11/15/2049(8)(9)

   $ 670,787  

190,000

    

3.75%, 11/15/2043

     287,954  

666,000

    

4.63%, 02/15/2040

     1,092,708  
       

 

 

 
          2,051,449  
       

 

 

 
     U.S. Treasury Notes - 14.6%

 

135,185

    

0.13%, 04/15/2025

     138,630  

20,558

    

1.00%, 02/15/2049(10)

     27,477  

1,000,000

    

1.38%, 01/31/2022

     1,020,430  

195,000

    

1.38%, 01/31/2025

     204,430  


 

Hartford Core Bond ETF

 

   

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

   

 

$        1,515,000

    

1.50%, 01/31/2027

      $ 1,615,428  
          

 

 

 
             3,006,395  
          

 

 

 
    

Total U.S. Government Securities
(cost $4,793,869)

 

   $ 5,057,844  
          

 

 

 
    

Total Long-Term Investments
(cost $23,381,237)

 

   $     23,728,061  
          

 

 

 

Short-Term Investments - 19.8%

 

     Other Investment Pools & Funds - 19.8%

 

4,078,728

    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(11)

 

     4,078,728  
          

 

 

 
    

Total Short-Term Investments
(cost $4,078,728)

 

   $ 4,078,728  
          

 

 

 
    

Total Investments
(cost $27,459,965)

     135.1%      $ 27,806,789  
          

 

 

 
     Other Assets & Liabilities      (35.1)%        (7,223,497
       

 

 

    

 

 

 
     Total Net Assets      100.0%      $ 20,583,292  
       

 

 

    

 

 

 

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 April 30, 2020, the aggregate value of these securities was $3,046,823, representing 14.8% of net assets.

(2)

Variable rate securities; the rate reported is the coupon rate in effect at April 30, 2020. Base lending rates may be subject to a floor or cap.

(3)

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

(4)

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

(5)

Securities disclosed are interest-only strips.

(6)

Fixed to variable rate investment. The rate shown reflects the fixed rate in effect at April 30, 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)

All, or a portion of the security, was pledged as collateral in connection with centrally cleared swap contracts. As of April 30, 2020, the market value of securities pledged was $66,062.

(9)

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of April 30, 2020, the market value of securities pledged was $63,521.

(10)

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

(11)

Current yield as of period end.

OTC Swaption Contracts Outstanding at April 30, 2020

 

Description    Counter-
party
   Exercise
Price/FX
Rate/
Rate
   

Pay/

Receive
Floating
Rate

     Expiration
Date
     Notional Amount     Number of
Contracts
     Market
Value
    Premiums
Paid
(Received)
by Fund
    Unrealized
Appreciation/
(Depreciation)
 

 

 

Written swaption contracts:

 

Calls

 

CDX.NA.IG.34*

   MSC      105.00     Receive        05/20/20        USD        (1,030,000     1,030,000      $ (9,682   $ (7,313   $ (2,369

CDX.NA.IG.34*

   MSC      95.00     Receive        05/20/20        USD        (510,000     510,000        (2,787     (3,876     1,089  
                     

 

 

   

 

 

   

 

 

 

Total Calls

 

  

 

$

 

    (12,469

 

  $ (11,189   $ (1,280
                     

 

 

   

 

 

   

 

 

 

Written swaption contracts:

 

Puts

 

CDX.NA.IG.34*

   MSC      105.00     Receive        05/20/20        USD        (1,030,000     1,030,000      $ (1,145   $ (3,811   $ 2,666  


 

Hartford Core Bond ETF

 

   

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

   

 

CDX.NA.IG.34*

     MSC        95.00     Receive        05/20/20        USD        (510,000     510,000        (1,071     (2,193     1,122  
                     

 

 

   

 

 

   

 

 

 

Total Puts

                                                                                                                                                                            

 

$

 

(2,216

 

  $ (6,004   $ 3,788  
                     

 

 

   

 

 

   

 

 

 

Total written OTC swaption contracts

 

        $ (14,685   $ (17,193   $ 2,508  
                     

 

 

   

 

 

   

 

 

 

* Swaptions with forward premiums.

Futures Contracts Outstanding at April 30, 2020

 

Description   

Number

of

Contracts

     Expiration Date     

Current

Notional

Amount

    

Value and
Unrealized

Appreciation/

(Depreciation)

 

 

 

Long position contracts:

           

U.S. Treasury 2-Year Note Future

     2        06/30/2020      $ 440,859      $ 74  
           

 

 

 

Short position contracts:

           

U.S. Treasury 10-Year Note Future

     3        06/19/2020      $ 417,188      $ 354  

U.S. Treasury 10-Year Ultra Future

     2        06/19/2020        314,062        (2,097

U.S. Treasury Long Bond Future

     1        06/19/2020        181,031        (627
           

 

 

 

Total

            $ (2,370
           

 

 

 

           
           

 

 

 

Total futures contracts

            $ (2,296
           

 

 

 

OTC Credit Default Swap Contracts Outstanding at April 30, 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

     MSC        USD        210,000        (0.50%)        08/17/61        Monthly      $ 1,594      $      $ 1,983      $ 389  
                    

 

 

    

 

 

    

 

 

    

 

 

 

Total OTC credit default swap contracts

                     $ 1,594      $      $     1,983      $ 389  
                    

 

 

    

 

 

    

 

 

    

 

 

 

 

  (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 Credit Default Swap Contracts Outstanding at April 30, 2020

 

Reference Entity           Notional
Amount (a)
     (Pay)/Receive
Fixed Rate
     Expiration
Date
     Periodic
Payment
Frequency
     Cost Basis      Value      Unrealized
Appreciation/
(Depreciation)
 

 

 

Credit default swaps on indices issues:

                       

Sell protection:

                       

CDX.NA.IG.33.V1

     USD        485,000        (1.00%)        12/20/24        Quarterly      $ 8,312      $ 6,252      $ (2,060
                 

 

 

    

 

 

    

 

 

 

Total centrally cleared credit default swaps

                  $ 8,312      $     6,252      $ (2,060
                 

 

 

    

 

 

    

 

 

 

 

  (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 April 30, 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

     0.84% Fixed        USD        75,000        03/20/30        Semi-Annual      $      $      $ (1,482   $ (1,482
                 

 

 

    

 

 

    

 

 

   

 

 

 

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


 

Hartford Core Bond ETF

 

   

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

   

 

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:

 

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

 

GO

 

General Obligation

 

Rev

 

Revenue

 


 

Hartford Core Bond ETF

 

   

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

   

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

                                                                                                       
Description    Total   Level 1   Level 2   Level 3(1)

Assets

 

Asset & Commercial Mortgage-Backed Securities

   $ 3,403,946     $     $ 3,403,946     $  

Corporate Bonds

     6,942,682             6,942,682        

Foreign Government Obligations

     5,100             5,100        

Municipal Bonds

     239,935             239,935        

U.S. Government Agencies

     8,078,554             8,078,554        

U.S. Government Securities

     5,057,844             5,057,844        

Short-Term Investments

     4,078,728       4,078,728              

Futures Contracts(2)

     428       428              

Swaps - Credit Default(2)

     389             389        
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

   $ 27,807,606     $ 4,079,156     $ 23,728,450     $  
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Liabilities

 

Futures Contracts(2)

   $ (2,724   $ (2,724   $     $  

Swaps - Credit Default(2)

     (2,060           (2,060      

Swaps - Interest Rate(2)

     (1,482           (1,482      

Written Options

     (14,685           (14,685      
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

   $ (20,951   $ (2,724   $ (18,227   $  
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(1)

For the period ended April 30, 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

April 30, 2020 (Unaudited)

   

 

Shares or Principal Amount    Market Value  

Municipal Bonds - 96.0%

 

       Alabama - 3.2%  

$        100,000

    

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

   $ 116,841  

90,000

    

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

     102,351  

1,000,000

    

Lower Alabama Gas Dist
5.00%, 09/01/2031

     1,191,850  

1,590,000

    

State of Alabama Docks Department
5.00%, 10/01/2026

     1,873,545  

665,000

    

State of Alabama, Troy University
5.00%, 11/01/2023

     742,798  
       

 

 

 
          4,027,385  
       

 

 

 
     Arizona - 1.2%

 

480,000

    

Coconino County, AZ, Pollution Control Corp.
1.80%, 09/01/2032(1)

     480,120  

185,000

    

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

     214,360  

750,000

    

Maricopa County, AZ, Pollution Control Corp.
5.00%, 06/01/2035

     751,447  

110,000

    

Tempe, AZ, Industrial Dev Auth
4.00%, 10/01/2023(2)

     103,014  
       

 

 

 
          1,548,941  
       

 

 

 
     California - 5.6%

 

205,000

    

Alameda County, Oakland, CA, Unified School Dist, GO
4.00%, 08/01/2034

     223,136  

145,000

    

California County, CA, Tobacco Securitization Agency
5.00%, 06/01/2020

     145,203  
    

City of Los Angeles, CA, Department of Airports

 

1,450,000     

5.00%, 05/15/2035

     1,651,318  
1,500,000     

5.00%, 05/15/2040

     1,503,180  

150,000

    

Fresno, CA, Unified School Dist, GO
0.00%, 08/01/2032(3)

     102,723  

500,000

    

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

     574,135  

100,000

    

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

     108,477  

1,000,000

    

San Francisco California City & County Airport Comm-San Francisco International Airport
5.00%, 05/01/2043

     1,118,520  
    

San Joaquin Hills, CA, Transportation Corridor Agency

 

80,000

    

0.00%, 01/15/2026(3)

     66,242  

215,000

    

0.00%, 01/15/2032(3)

     138,264  

70,000

    

0.00%, 01/15/2035(3)

     38,775  

1,300,000

    

Tender Option Bond Trust Receipts/Certificates
0.25%, 12/01/2022(1)(2)

     1,300,000  
       

 

 

 
          6,969,973  
       

 

 

 
     Colorado - 1.9%

 

835,000

    

Colorado Health Facs Auth Rev
5.00%, 08/01/2044

     890,770  

175,000

    

Denver, CO, Urban Renewal Auth
5.25%, 12/01/2039(2)

     161,317  

1,030,000

    

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

     1,268,527  
       

 

 

 
          2,320,614  
       

 

 

 
     Connecticut - 3.0%

 

100,000

    

City of Bridgeport, CT, GO
5.00%, 07/15/2034

     118,048  

950,000

    

Connecticut Housing Finance Auth Rev
4.25%, 05/15/2042

     1,022,418  

320,000

    

Connecticut State Health & Educational Facs Auth
5.00%, 07/01/2026

     336,640  


 

Hartford Municipal Opportunities ETF

 

   

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

   

 

    

State of Connecticut, GO

 

$        380,000     

5.00%, 11/15/2025

   $ 435,556  
1,000,000     

5.00%, 09/15/2027

     1,180,560  
500,000     

5.00%, 04/15/2029

     581,620  
       

 

 

 
          3,674,842  
       

 

 

 
     District of Columbia - 0.5%

 

    

Dist of Columbia Rev

 

250,000     

5.00%, 07/01/2037

             223,422  
455,000     

5.00%, 07/01/2042

     390,149  
       

 

 

 
          613,571  
       

 

 

 
     Florida - 6.4%

 

270,000

    

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

     275,157  

125,000

    

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

     117,431  

365,000

    

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

     351,696  

1,000,000

    

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

     1,107,380  

1,550,000

    

JEA, FL, Electric System Rev
5.00%, 10/01/2022

     1,707,309  
    

JEA, FL, Water & Sewer System Rev

 

1,550,000     

0.25%, 10/01/2038(1)

     1,550,000  
1,500,000     

0.35%, 10/01/2041(1)

     1,500,000  
    

Polk County, FL, Industrial Dev Auth

 

705,000     

5.00%, 01/01/2029

     723,901  
190,000     

5.00%, 01/01/2055

     173,440  
35,000     

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

     40,646  

500,000

    

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

     430,660  
       

 

 

 
          7,977,620  
       

 

 

 
     Georgia - 2.2%

 

    

Burke County, GA, Dev Auth Rev

 

1,000,000     

2.05%, 10/01/2032(1)

     1,000,310  
200,000     

3.00%, 11/01/2045(1)

     201,238  
200,000     

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

     220,204  
    

Municipal Electric Auth, GA

 

1,000,000     

5.00%, 01/01/2028

     1,098,430  
215,000     

5.00%, 01/01/2056

     226,902  
       

 

 

 
          2,747,084  
       

 

 

 
     Hawaii - 0.1%

 

100,000

    

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

     115,803  
       

 

 

 
     Illinois - 14.3%

 

    

Chicago, IL, Board of Education, GO

 

105,000     

0.00%, 12/01/2023(3)

     93,502  
110,000     

0.00%, 12/01/2026(3)

     87,352  
65,000     

5.00%, 12/01/2020

     65,571  
250,000     

5.00%, 12/01/2024

     254,777  
500,000     

5.00%, 12/01/2028

     504,685  
250,000     

5.00%, 04/01/2033

     249,997  
400,000     

5.00%, 12/01/2046

     366,232  
    

Chicago, IL, Transit Auth

 

1,490,000     

5.00%, 12/01/2021

     1,577,344  
445,000     

5.00%, 06/01/2024

     502,748  
130,000     

5.25%, 12/01/2024

     138,410  
105,000     

5.25%, 12/01/2025

     111,656  
    

City of Chicago, IL, GO

 

500,000     

0.00%, 01/01/2026(3)

     391,995  
400,000     

5.00%, 01/01/2024

     408,468  
    

City of Chicago, IL, Wastewater Transmission Rev

 


 

Hartford Municipal Opportunities ETF

 

   

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

   

 

$          90,000     

5.00%, 01/01/2027

   $ 96,721  
50,000     

5.50%, 01/01/2030

     61,610  

1,075,000

    

City of Decatur, IL, GO
5.00%, 03/01/2035

     1,243,904  

100,000

    

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

             102,140  

195,000

    

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

     200,203  
    

Illinois State Finance Auth Rev

 

235,000     

5.00%, 08/15/2033

     279,429  
150,000     

5.00%, 11/15/2045

     154,461  

615,000

    

Kane County, IL, School Dist No. 131 Aurora East Side, GO

5.00%, 12/01/2025

     729,267  
    

Kane McHenry Cook & DeKalb Counties, IL, Unified School Dist No. 300, GO

 

1,000,000     

5.00%, 01/01/2021

     1,025,560  
100,000     

5.00%, 01/01/2032

     119,717  

150,000

    

Kendall Kane & Will Counties, IL, Unified School Dist, GO
0.00%, 02/01/2027(3)

     131,208  

205,000

    

Metropolitan Pier & Exposition Auth, IL
0.00%, 12/15/2025(3)

     171,491  
    

Railsplitter, IL, Tobacco Settlement Auth

 

150,000     

5.00%, 06/01/2022

     160,797  
75,000     

5.25%, 06/01/2021

     78,089  
    

Regional Transportation, IL, Auth Rev

 

150,000     

5.00%, 06/01/2024

     165,477  
1,000,000     

6.00%, 07/01/2024

     1,120,430  
    

Sales Tax Securitization Corp., IL

 

500,000     

5.00%, 01/01/2029

     562,935  
455,000     

5.00%, 01/01/2030

     521,334  
985,000     

5.00%, 01/01/2037

     1,067,119  
    

State of Illinois, GO

 

1,040,000     

5.00%, 03/01/2021

     1,041,425  
1,250,000     

5.00%, 06/15/2022

     1,283,650  
450,000     

5.00%, 12/01/2024

     445,293  
1,000,000     

5.00%, 02/01/2027

     973,400  
115,000     

5.00%, 06/15/2027

     119,747  
300,000     

5.00%, 11/01/2027

     290,649  
750,000     

5.25%, 12/01/2030

     722,280  

100,000

    

Village of Bolingbrook, IL, GO
5.00%, 01/01/2028

     122,681  
       

 

 

 
          17,743,754  
       

 

 

 
     Indiana - 0.2%

 

282,098

    

City of Evansville, IN
3.00%, 06/01/2034

     280,228  
       

 

 

 
     Iowa - 1.4%

 

    

Iowa Student Loan Liquidity Corp.

 

400,000     

5.00%, 12/01/2020

     406,820  
350,000     

5.00%, 12/01/2025

     399,528  
    

State of Iowa, Finance Auth

 

215,000     

2.88%, 05/15/2049

     205,751  
575,000     

5.00%, 02/15/2027

     676,378  
       

 

 

 
          1,688,477  
       

 

 

 
     Kentucky - 1.2%

 

110,000

    

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

     122,648  

100,000

    

Kentucky Public Energy Auth
4.00%, 01/01/2049(1)

     103,902  

1,250,000

    

Louisville, KY, Regional Airport Auth
5.00%, 07/01/2021

     1,299,287  
       

 

 

 
          1,525,837  
       

 

 

 
     Maine - 0.3%

 

305,000

    

Finance Auth of Maine Rev
5.00%, 12/01/2021

     319,378  
       

 

 

 


 

Hartford Municipal Opportunities ETF

 

   

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

   

 

     Maryland - 1.0%

 

$          40,000

    

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

   $ 39,386  

1,000,000

    

State of Maryland, GO
5.00%, 03/15/2028

     1,241,040  
       

 

 

 
          1,280,426  
       

 

 

 
     Massachusetts - 3.5%

 

1,500,000

    

Commonwealth of Massachusetts, GO
5.00%, 01/01/2042

     1,776,765  
    

Massachusetts Dev Finance Agency, Rev

 

250,000     

5.00%, 07/01/2020

             251,168  
660,000     

5.00%, 07/01/2031

     750,413  
675,000     

5.00%, 07/01/2034

     717,516  
350,000     

5.00%, 07/01/2044

     364,977  
100,000     

5.00%, 07/01/2048

     108,399  
380,000     

5.00%, 10/01/2057(2)

     342,243  
       

 

 

 
          4,311,481  
       

 

 

 
     Michigan - 3.6%

 

345,000

    

City of Detroit, MI, GO
5.00%, 04/01/2022

     350,434  

1,100,000

    

Michigan Finance Auth Rev
5.00%, 07/01/2035

     1,259,467  
    

Michigan State Housing Dev Auth

 

1,200,000     

4.25%, 06/01/2049

     1,291,236  
670,000     

4.25%, 12/01/2049

     720,813  

275,000

    

New Haven, MI, Community Schools, GO
5.00%, 05/01/2032

     337,147  

500,000

    

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

     568,790  
       

 

 

 
          4,527,887  
       

 

 

 
     Minnesota - 1.7%

 

    

Duluth, MN, Independent School Dist No. 709

 

750,000     

5.00%, 02/01/2022

     797,887  
575,000     

5.00%, 02/01/2025

     665,908  

403,190

    

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

     408,794  

200,000

    

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

     212,110  
       

 

 

 
          2,084,699  
       

 

 

 
     Mississippi - 0.9%

 

1,000,000

    

State of Mississippi
5.00%, 10/15/2029

     1,153,910  
       

 

 

 
     Missouri - 2.6%

 

990,000

    

Bi-State Dev Agency of the Missouri-Illinois Metropolitan Dist
4.00%, 10/01/2036

     1,092,317  

400,000

    

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

     459,224  

510,000

    

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

     585,694  

500,000

    

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

     448,300  

650,000

    

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

     626,795  
       

 

 

 
          3,212,330  
       

 

 

 
     Nevada - 2.3%

 

275,000

    

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

     252,808  

280,000

    

City of Reno, NV, Sales Tax Rev
5.00%, 06/01/2033

     338,408  

175,000

    

City of Sparks, NV
2.50%, 06/15/2024(2)

     168,345  


 

Hartford Municipal Opportunities ETF

 

   

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

   

 

$    1,100,000     

Clark County, NV, School Dist, GO
5.00%, 06/15/2021

   $ 1,144,847  

250,000

    

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

             294,722  
    

Las Vegas, NV, New Convention Center Auth Rev

 

200,000     

5.00%, 07/01/2029

     206,410  
450,000     

5.00%, 07/01/2034

     473,490  
       

 

 

 
          2,879,030  
       

 

 

 
     New Hampshire - 0.2%

 

215,000

    

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

     261,264  
       

 

 

 
     New Jersey - 2.3%

 

1,000,000

    

City of Bayonne, NJ, GO
0.00%, 07/01/2023(3)

     952,560  
    

New Jersey Economic Dev Auth

 

400,000     

5.00%, 06/15/2022

     408,516  
150,000     

5.00%, 06/15/2023

     154,025  

255,000

    

New Jersey Educational Facs Auth
5.00%, 06/01/2020

     255,311  

125,000

    

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

     128,726  

250,000

    

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

     264,833  
    

Tobacco Settlement Financing Corp., NJ

 

340,000     

5.00%, 06/01/2024

     377,587  
250,000     

5.00%, 06/01/2029

     293,767  
       

 

 

 
          2,835,325  
       

 

 

 
     New Mexico - 0.2%

 

155,000

    

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

     133,052  
90,000     

New Mexico Mortgage Finance Auth
4.00%, 01/01/2049

     95,927  
       

 

 

 
          228,979  
       

 

 

 
     New York - 5.0%

 

485,000

    

City of New York, NY, GO
5.00%, 03/01/2039

     579,391  

480,000

    

Metropolitan Transportation Auth, NY, Rev
5.00%, 11/15/2020

     480,192  

165,000

    

New York City Transitional Finance Auth Future Tax Secured Rev
5.00%, 11/01/2021

     168,378  
    

New York State Dormitory Auth Rev

 

1,000,000     

5.00%, 02/15/2038

     1,150,500  
1,000,000     

5.00%, 03/15/2048

     1,182,814  

700,000

    

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

     797,825  

1,395,000

    

State of New York Mortgage Agency
3.25%, 04/01/2025

     1,462,518  

390,000

    

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

     350,477  
       

 

 

 
          6,172,095  
       

 

 

 
     North Carolina - 0.8%

 

    

North Carolina Medical Care Commission

 

255,000     

4.00%, 01/01/2025

     249,997  
395,000     

5.00%, 01/01/2038

     396,628  
    

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

 

145,000     

5.00%, 01/01/2039

     139,046  
210,000     

5.00%, 01/01/2044

     205,987  
       

 

 

 
          991,658  
       

 

 

 
     Ohio - 2.9%

 

250,000

    

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

     303,585  


 

Hartford Municipal Opportunities ETF

 

   

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

   

 

$    1,000,000

    

American Municipal Power, Inc., OH
2.30%, 02/15/2038(1)

   $ 992,360  

2,275,000

    

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

     2,024,773  

100,000

    

Cleveland, OH, Department of Public Utilities
5.00%, 11/15/2030

     124,125  

100,000

    

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

     101,815  
       

 

 

 
          3,546,658  
       

 

 

 
     Oklahoma - 1.2%

 

    

Oklahoma Dev Finance Auth

 

905,000     

1.63%, 07/06/2023

     856,927  

30,000

    

5.25%, 08/15/2048

     30,942  

30,000

    

5.50%, 08/15/2057

     31,167  

505,000

    

Oklahoma Housing Finance Agency
5.00%, 09/01/2043

     522,109  
       

 

 

 
          1,441,145  
       

 

 

 
     Oregon - 0.4%

 

30,000     

Benton & Linn Counties, OR, Consolidated School Dist No. 509J & 509A Corvallis, GO
5.00%, 06/15/2038(4)

     36,015  
20,000     

Marion County, OR, School Dist No. 15 North Marion, GO
0.00%, 06/15/2037(3)

     11,361  

115,000

    

Multnomah & Clackamas Counties, OR, School Dist No. 10JT Gresham-Barlow, GO
0.00%, 06/15/2038(3)

     64,739  
    

Salem Hospital Facs Auth, OR

 

40,000

    

5.00%, 05/15/2038

     39,578  

30,000

    

5.00%, 05/15/2048

     28,483  

105,000

    

State of Oregon Housing & Community Services Department
4.50%, 01/01/2049

     113,014  

170,000

    

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

     179,703  

100,000

    

Washington Clackamas & Yamhill Counties, OR, School Dist No. 88J, GO
0.00%, 06/15/2034(3)

     65,048  
       

 

 

 
          537,941  
       

 

 

 
     Pennsylvania - 6.7%

 

585,000

    

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

     618,994  

135,000

    

Armstrong, PA, School Dist, GO
4.00%, 03/15/2035

     154,375  

565,000

    

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

     692,374  

100,000

    

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

     115,751  

590,000

    

Erie, PA, City School Dist, GO
5.00%, 04/01/2028

     727,706  
    

Montgomery County, PA, Industrial Dev Auth Rev

 

230,000     

5.00%, 12/01/2030

     233,238  
240,000     

5.00%, 12/01/2044

             246,629  
100,000     

5.00%, 12/01/2046

     95,883  

1,000,000

    

Pennsylvania Economic Dev Financing Auth
2.63%, 11/01/2021

     1,017,280  
    

Pennsylvania Higher Educational Facs Auth

 

250,000     

5.00%, 05/01/2025

     280,220  
750,000     

5.00%, 05/01/2037

     819,802  
    

Pennsylvania Housing Finance Agency

 

445,000     

3.10%, 04/01/2023

     454,456  
1,445,000     

4.00%, 10/01/2038

     1,510,560  
    

Pennsylvania Turnpike Commission Rev

 

150,000     

5.00%, 12/01/2030

     179,411  
95,000     

5.00%, 12/01/2037

     105,175  


 

Hartford Municipal Opportunities ETF

 

   

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

   

 

$        540,000

    

Philadelphia, PA, School Dist, GO
5.00%, 09/01/2032

   $ 662,062  
15,000     

Pittsburgh, PA, Water & Sewer Auth
5.00%, 09/01/2034

     18,546  

375,000

    

Wilkes-Barre Area, PA, School Dist, GO
5.00%, 04/15/2059

     434,392  
       

 

 

 
          8,366,854  
       

 

 

 
     Puerto Rico - 1.2%

 

     Puerto Rico Sales Tax Financing Corp. Sales Tax Rev

 

5,400,000     

0.00%, 07/01/2051(3)

     938,250  
625,000     

5.00%, 07/01/2058

     585,669  
       

 

 

 
          1,523,919  
       

 

 

 
     Rhode Island - 0.2%

 

200,000

    

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

             235,976  
       

 

 

 
     South Carolina - 1.8%

 

390,000

    

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

     451,452  

1,000,000

    

South Carolina Jobs-Economic Dev Auth
5.00%, 05/01/2028

     1,163,350  
     South Carolina State Public Service Auth

 

500,000     

5.00%, 12/01/2034

     530,790  
125,000     

5.00%, 12/01/2050

     130,705  
       

 

 

 
          2,276,297  
       

 

 

 
     South Dakota - 0.8%

 

950,000

    

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

     1,028,289  
       

 

 

 
     Tennessee - 1.6%

 

110,000

    

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

     117,347  
     Tennessee Energy Acquisition Corp.

 

500,000     

5.00%, 02/01/2022

     520,560  
300,000     

5.00%, 02/01/2023

     316,938  
295,000     

5.00%, 02/01/2025

     320,066  
455,000     

5.00%, 02/01/2027

     505,009  

150,000

    

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

     159,636  
       

 

 

 
          1,939,556  
       

 

 

 
     Texas - 5.8%

 

1,125,000     

Arlington, TX, Independent School Dist, GO
5.00%, 02/15/2028

     1,343,205  
750,000     

City of Houston, TX
0.00%, 09/01/2025(3)

     669,413  
555,000     

City of San Antonio, TX, Electric & Gas Systems Rev
1.75%, 02/01/2049(1)

     548,812  
100,000     

Harris County - Houston, TX, Sports Auth
5.00%, 11/15/2020

     100,414  
1,085,000     

Harris County, TX, Flood Control Dist Rev
5.00%, 10/01/2039

     1,104,161  
100,000     

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

     111,840  
500,000     

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

     437,655  
300,000     

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

     306,546  
70,000     

North Texas Tollway Auth Rev
6.25%, 02/01/2023

     70,123  
1,000,000     

Rockwall, TX, Independent School Dist, GO
5.00%, 02/15/2028

     1,260,190  
200,000     

Texas Transportation Commission
0.00%, 08/01/2038(3)

     85,912  


 

Hartford Municipal Opportunities ETF

 

   

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

   

 

$        1,000,000

    

Wylie, TX, Independent School Dist, GO
4.00%, 08/15/2035

        $ 1,172,910  
            

 

 

 
               7,211,181  
            

 

 

 
     Utah - 2.8%        

1,000,000

    

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

          1,163,280  

590,000

    

Salt Lake County, UT
5.13%, 02/15/2033

          672,063  

1,250,000

    

Utah Transit Auth
5.25%, 06/15/2029

          1,610,775  
            

 

 

 
               3,446,118  
            

 

 

 
     Washington - 1.1%        
    

Port of Seattle, WA

       
1,000,000     

5.00%, 06/01/2030

          1,002,310  
160,000     

5.50%, 09/01/2020

                  162,397  

240,000

    

Washington State Housing Finance Commission
5.00%, 01/01/2055(2)

          197,378  
            

 

 

 
               1,362,085  
            

 

 

 
     West Virginia - 0.3%        

390,000

    

West Virginia State Economic Dev Auth
2.55%, 03/01/2040(1)

          389,914  
            

 

 

 
     Wisconsin - 3.6%        
    

Public Finance Auth, WI

       
170,000     

4.00%, 07/01/2050

          174,731  
100,000     

5.00%, 09/01/2025(2)

          100,433  
1,000,000     

5.00%, 07/01/2036

          1,137,220  
100,000     

5.00%, 10/01/2043(2)

          91,491  
465,000     

5.00%, 10/01/2044

          517,340  
700,000     

5.00%, 10/01/2048(2)

          627,802  

1,000,000

    

University of Wisconsin Hospitals & Clinics
5.00%, 04/01/2030

          1,149,670  
    

Wisconsin Health & Educational Facs Auth Rev

       
430,000     

5.00%, 11/01/2039

          383,238  
410,000     

5.00%, 11/01/2046

          349,209  
            

 

 

 
               4,531,134  
            

 

 

 
    

Total Municipal Bonds
(cost $120,206,625)

        $ 119,329,658  
            

 

 

 

Short-Term Investments - 1.5%

       
     Other Investment Pools & Funds - 1.5%        

1,823,123

    

Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 0.13%(5)

          1,823,123  
            

 

 

 
    

Total Short-Term Investments
(cost $1,823,123)

        $ 1,823,123  
            

 

 

 
    

Total Investments
(cost $122,029,748)

       97.5%      $ 121,152,781  
    

Other Assets & Liabilities

       2.5%        3,117,407  
         

 

 

    

 

 

 
    

Total Net Assets

       100.0%      $ 124,270,188  
         

 

 

    

 

 

 

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)

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.


 

Hartford Municipal Opportunities ETF

 

   

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

   

 

(2)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2020, the aggregate value of these securities was $3,092,023, representing 2.5% of net assets.

(3)

Security is a zero-coupon bond.

(4)

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

(5)

Current yield as of period end.

 

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

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)

  

Other Abbreviations:

  

FHLMC                                 

  

Federal Home Loan Mortgage Corp.

  

FNMA

  

Federal National Mortgage Association

  

GNMA

  

Government National Mortgage Association

  

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)

April 30, 2020 (Unaudited)

   

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

                                                                                                       
Description    Total    Level 1    Level 2    Level 3(1)

Assets

 

Municipal Bonds

   $ 119,329,658      $      $ 119,329,658      $  

Short-Term Investments

     1,823,123        1,823,123                
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $ 121,152,781      $ 1,823,123      $ 119,329,658      $  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

(1)

For the period ended April 30, 2020, there were no transfers in and out of Level 3.


 

Hartford Schroders Tax-Aware Bond ETF

 

   

Schedule of Investments

April 30, 2020 (Unaudited)

   

 

Shares or Principal Amount    Market Value  

Corporate Bonds - 31.6%

 

       Agriculture - 0.3%  

$        176,000

    

Altria Group, Inc.
3.80%, 02/14/2024

   $ 188,454  
       

 

 

 
     Commercial Banks - 17.9%

 

284,000

    

Bank of New York Mellon Corp.
1.95%, 08/23/2022

     289,100  

431,000

    

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

     443,222  
748,000     

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)

     761,185  

511,000

    

Capital One NA
2.15%, 09/06/2022

     509,243  

209,000

    

Fifth Third Bancorp
3.65%, 01/25/2024

     220,845  

409,000

    

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

     448,018  
    

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)

     1,151,065  
684,000     

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

     693,608  

1,377,000

    

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

     1,394,436  

486,000

    

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

     518,868  

229,000

    

Regions Financial Corp.
3.80%, 08/14/2023

     241,769  

866,000

    

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

     886,653  

966,000

    

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

     1,007,364  

661,000

    

Truist Bank
1.25%, 03/09/2023

     659,633  
    

Truist Financial Corp.

 

844,000     

2.20%, 03/16/2023

     863,266  
500,000     

4.00%, 05/01/2025

     550,759  

354,000

    

Wells Fargo & Co.
3.75%, 01/24/2024

             377,829  
       

 

 

 
          11,016,863  
       

 

 

 
     Diversified Financial Services - 1.0%

 

187,000

    

Air Lease Corp.
2.25%, 01/15/2023

     173,697  

448,000

    

Visa, Inc. 2.05%, 04/15/2030

     461,584  
       

 

 

 
          635,281  
       

 

 

 
     Healthcare-Services - 1.0%

 

142,000

    

CommonSpirit Health
2.76%, 10/01/2024

     139,447  

443,000

    

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

     466,448  
       

 

 

 
          605,895  
       

 

 

 
     Oil & Gas - 2.1%

 

1,214,000

    

Exxon Mobil Corp.
2.61%, 10/15/2030

     1,266,180  
       

 

 

 
     Pharmaceuticals - 2.5%

 

685,000

    

Bristol-Myers Squibb Co.
2.90%, 07/26/2024(2)

     741,373  


 

Hartford Schroders Tax-Aware Bond ETF

 

   

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

   

 

$        715,000

    

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

   $ 794,252  
       

 

 

 
          1,535,625  
       

 

 

 
     Real Estate Investment Trusts - 1.8%

 

504,000

    

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

     523,173  

265,000

    

ERP Operating L.P.
3.00%, 07/01/2029

     277,082  

326,000

    

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

     310,158  
       

 

 

 
          1,110,413  
       

 

 

 
     Retail - 2.0%

 

    

Home Depot, Inc.

 

239,000     

2.13%, 09/15/2026

     251,309  
309,000     

2.95%, 06/15/2029

     335,713  

629,000

    

McDonald’s Corp.
1.45%, 09/01/2025

     627,867  
       

 

 

 
          1,214,889  
       

 

 

 
     Semiconductors - 0.5%

 

275,000

    

NVIDIA Corp.
3.50%, 04/01/2040

             309,100  
       

 

 

 
     Software - 2.1%

 

1,196,000

    

Oracle Corp.
2.80%, 04/01/2027

     1,283,396  
       

 

 

 
     Transportation - 0.4%

 

242,000

    

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

     250,274  
       

 

 

 
    

Total Corporate Bonds
(cost $18,830,974)

   $ 19,416,370  
       

 

 

 

Municipal Bonds - 66.3%

 

     California - 3.3%

 

    

California State, GO Taxable

 

95,000     

5.00%, 03/01/2023

     104,855  
125,000     

5.00%, 03/01/2024

     141,973  
95,000     

5.00%, 03/01/2025

     110,684  
195,000     

Chino Valley, CA, Unified School Dist, GO
5.00%, 08/01/2055(3)

     234,291  
135,000     

MSR Public Power Agency, CA
6.00%, 07/01/2022

     142,911  
    

Peralta, CA, Community College Dist, GO

 

475,000     

5.00%, 08/01/2021(3)

     498,631  
705,000     

5.00%, 08/01/2022(3)

     765,968  
       

 

 

 
          1,999,313  
       

 

 

 
     Colorado - 1.5%

 

690,000

    

Adams County, CO, School Dist, GO
5.00%, 12/01/2029

     898,056  
       

 

 

 
     Connecticut - 0.5%

 

265,000

    

Connecticut Housing Finance Auth Rev
4.25%, 05/15/2042

     285,201  
       

 

 

 
     District of Columbia - 4.5%

 

895,000

    

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

     1,044,465  
    

Dist of Columbia, GO

 

590,000     

5.00%, 10/01/2030

     762,469  
505,000     

5.00%, 06/01/2036

     601,536  

340,000

    

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

     376,268  
       

 

 

 
          2,784,738  
       

 

 

 
     Florida - 0.9%

 

425,000

    

County of Palm Beach, FL
5.00%, 11/01/2028

     452,464  


 

Hartford Schroders Tax-Aware Bond ETF

 

   

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

   

 

$        95,000

    

Florida Housing Finance Corp. Rev
4.00%, 07/01/2049

   $ 100,939  
       

 

 

 
          553,403  
       

 

 

 
     Georgia - 3.5%

 

220,000

    

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

     272,415  
    

Main Street, GA, Natural Gas, Inc. Rev

 

435,000     

4.00%, 08/01/2048(4)

     460,621  
1,320,000     

4.00%, 03/01/2050(4)

     1,413,496  
       

 

 

 
          2,146,532  
       

 

 

 
     Hawaii - 0.3%

 

170,000

    

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

     214,203  
       

 

 

 
     Illinois - 4.3%

 

65,000     

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

     84,469  
    

Illinois Housing Dev Auth

 

2,040,000     

3.75%, 04/01/2050

     2,170,356  
145,000     

4.50%, 10/01/2048

     156,964  

175,000

    

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

     207,284  
       

 

 

 
          2,619,073  
       

 

 

 
     Indiana - 0.3%

 

150,000

    

Indiana Housing & Community Dev Auth
4.00%, 07/01/2048

     159,467  
       

 

 

 
     Iowa - 0.1%

 

80,000     

Iowa Finance Auth
4.00%, 07/01/2048

     85,171  
       

 

 

 
     Kentucky - 3.8%

 

    

Kentucky Public Energy Auth

 

600,000     

4.00%, 12/01/2049(4)

             635,724  
1,370,000     

4.00%, 02/01/2050(4)

     1,475,668  
    

Kentucky State Property & Building Commission Rev

 

60,000     

5.00%, 05/01/2024

     65,986  
105,000     

5.00%, 08/01/2024

     116,030  
40,000     

5.00%, 05/01/2025

     44,656  
       

 

 

 
          2,338,064  
       

 

 

 
     Louisiana - 0.2%

 

40,000     

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

     43,376  
95,000     

Parish of Saint John the Baptist, LA
2.10%, 06/01/2037(4)

     83,459  
       

 

 

 
          126,835  
       

 

 

 
     Maine - 0.3%

 

185,000

    

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

     197,034  
       

 

 

 
     Maryland - 0.3%

 

185,000

    

Maryland Community Dev Administration Rev
4.50%, 09/01/2048

     200,973  
       

 

 

 
     Massachusetts - 0.5%

 

175,000

    

Commonwealth of Massachusetts, GO
0.24%, 01/01/2021(4)

     175,000  
    

Massachusetts Educational Financing Auth

 

60,000     

3.17%, 07/01/2025

     61,879  
45,000     

3.27%, 07/01/2026

     47,211  
50,000     

3.38%, 07/01/2027

     52,261  
       

 

 

 
          336,351  
       

 

 

 
    

Michigan - 0.5%

 

200,000

    

Lansing, MI, Board of Water & Light
5.00%, 07/01/2030

     209,926  


 

Hartford Schroders Tax-Aware Bond ETF

 

   

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

   

 

$        95,000

    

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

   $ 100,810  
       

 

 

 
          310,736  
       

 

 

 
     Missouri - 4.1%

 

1,310,000

    

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

     1,723,488  
    

Missouri Housing Dev Commission Rev

 

385,000     

3.88%, 05/01/2050

     411,434  
190,000     

4.25%, 05/01/2049

             204,149  
165,000     

4.75%, 05/01/2049

     180,362  
       

 

 

 
          2,519,433  
       

 

 

 
     Montana - 1.7%

 

930,000

    

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

     979,458  
    

State of Montana, GO

 

30,000

    

5.00%, 08/01/2020

     30,294  

20,000

    

5.00%, 08/01/2021

     20,969  

15,000

    

5.00%, 08/01/2022

     16,327  
       

 

 

 
          1,047,048  
       

 

 

 
     Nebraska - 0.6%

 

120,000

    

Nebraska Investment Finance Auth Rev
4.00%, 09/01/2048

     128,118  

205,000

    

Omaha, NE, Public Power Dist
5.00%, 02/01/2025

     220,082  
       

 

 

 
          348,200  
       

 

 

 
     Nevada - 0.3%

 

155,000

    

Nevada Housing Division
4.00%, 10/01/2049

     165,935  
       

 

 

 
     New Jersey - 1.5%

 

    

New Jersey Economic Dev Auth

 

160,000     

5.00%, 03/01/2026

     162,990  
90,000     

5.00%, 11/01/2026

     93,416  
    

New Jersey Transportation Trust Fund Auth

 

40,000     

5.00%, 06/15/2024

     42,860  
410,000     

5.00%, 12/15/2028

     424,363  

175,000

    

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

     205,637  
       

 

 

 
          929,266  
       

 

 

 
     New Mexico - 0.2%

 

100,000

    

New Mexico Mortgage Finance Auth
4.00%, 01/01/2049

     106,747  
       

 

 

 
     New York - 0.3%

 

210,000

    

City of New York, NY, GO
0.17%, 04/01/2042(4)

     210,000  
       

 

 

 
     North Carolina - 1.7%

 

1,000,000

    

North Carolina Housing Finance Agency
4.00%, 07/01/2050

     1,075,400  
       

 

 

 
     North Dakota - 1.2%

 

675,000

    

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

     717,687  
       

 

 

 
     Ohio - 1.3%

 

160,000

    

Ohio Housing Finance Agency
4.50%, 09/01/2048

     172,762  

295,000

    

Ohio Turnpike & Infrastructure Commission Rev
0.00%, 02/15/2041(5)

     150,845  

400,000

    

Ohio Water Dev Auth Water Pollution Control Loan Fund
5.00%, 12/01/2044

     489,604  
       

 

 

 
          813,211  
       

 

 

 


 

Hartford Schroders Tax-Aware Bond ETF

 

   

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

   

 

     Oklahoma - 0.4%

 

$        205,000

    

Oklahoma Housing Finance Agency
4.00%, 03/01/2050(3)

   $ 221,199  
       

 

 

 
     Oregon - 2.8%

 

915,000

    

City of Portland, OR, Water System Rev
5.00%, 05/01/2044

     1,106,647  

535,000

    

Multnomah County, OR, School Dist No. 1 Portland, GO
5.00%, 06/15/2025

     634,290  
       

 

 

 
          1,740,937  
       

 

 

 
     Pennsylvania - 1.0%

 

110,000

    

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

             128,223  

480,000

    

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

     504,216  
       

 

 

 
          632,439  
       

 

 

 
     Rhode Island - 2.8%

 

    

Rhode Island Housing & Mortgage Finance Corp.

 

1,400,000     

3.75%, 10/01/2049

     1,488,620  
195,000     

4.00%, 10/01/2048

     207,398  
       

 

 

 
          1,696,018  
       

 

 

 
     South Carolina - 2.5%

 

545,000

    

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

     656,785  

590,000

    

Patriots Energy Group Financing Agency, SC
4.00%, 10/01/2048(4)

     625,542  

230,000

    

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

     245,470  
10,000     

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

     13,485  
       

 

 

 
          1,541,282  
       

 

 

 
     Tennessee - 2.6%

 

20,000     

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

     22,790  
    

Metropolitan Nashville Airport Auth

 

440,000     

5.00%, 07/01/2026

     510,946  
360,000     

5.00%, 07/01/2027

     424,411  
390,000     

5.00%, 07/01/2028

     465,469  

135,000

    

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

     145,959  
       

 

 

 
          1,569,575  
       

 

 

 
     Texas - 10.8%

 

70,000     

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

     87,040  

110,000

    

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

     109,518  

250,000

    

Deer Park Independent School Dist, GO
5.00%, 08/15/2028

     314,422  
    

Fort Bend, TX, Independent School Dist, GO

 

75,000

    

5.00%, 08/15/2022(3)

     81,404  

85,000

    

5.00%, 08/15/2023

     95,380  

45,000

    

5.00%, 08/15/2024

     52,006  

505,000

    

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

     602,622  
    

Lower Colorado River Auth

 

440,000     

5.00%, 05/15/2029

     560,270  
940,000     

5.00%, 05/15/2030

     1,213,343  
    

Northwest Independent School Dist, GO

 

25,000

    

5.00%, 02/15/2025

     29,372  

15,000

    

5.00%, 02/15/2026

     18,075  

85,000

    

5.00%, 02/15/2027

     104,865  
115,000     

5.00%, 02/15/2028

     145,018  


 

Hartford Schroders Tax-Aware Bond ETF

 

   

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

   

 

$          75,000     

5.00%, 02/15/2029

      $ 96,318  
55,000     

5.00%,02/15/2030

        71,735  

1,745,000

    

Round Rock Independent School Dist, GO
5.00%, 08/01/2028

        2,217,843  
    

Texas Department of Housing & Community Affairs Rev

     
125,000     

4.00%,03/01/2050

        135,242  
100,000     

4.75%,03/01/2049

        109,271  

495,000

    

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

                595,030  
          

 

 

 
             6,638,774  
          

 

 

 
     Utah - 1.1%      

520,000

    

Univ. of Utah Rev
5.00%, 08/01/2030

        660,972  
          

 

 

 
     Virginia - 2.0%      

490,000

    

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

        610,207  

100,000

    

Virginia College Building Auth
5.00%, 02/01/2023

        107,448  

185,000

    

Virginia Commonwealth Transportation Board
5.00%, 05/15/2031

        193,271  

350,000

    

Virginia Small Business Financing Auth
0.25%, 07/01/2042(4)

        350,000  
          

 

 

 
             1,260,926  
          

 

 

 
     Washington - 2.4%      

200,000

    

Chelan County, WA, Public Utility Dist No. 1
5.00%, 07/01/2022(3)

        216,848  

730,000

    

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

        938,656  

285,000

    

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

        303,978  
          

 

 

 
             1,459,482  
          

 

 

 
     Wyoming - 0.2%      

135,000

    

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

        143,629  
          

 

 

 
    

Total Municipal Bonds
(cost $40,851,913)

      $ 40,753,310  
          

 

 

 
    

Total Long-Term Investments
(cost $59,682,887)

      $ 60,169,680  
          

 

 

 

Short-Term Investments - 6.4%

     
     Other Investment Pools & Funds - 6.4%      

3,924,345

    

Morgan Stanley Institutional Liquidity Funds, Treasury Portfolio, Institutional Class, 0.14%(6)

        3,924,345  
          

 

 

 
    

Total Short-Term Investments
(cost $3,924,345)

      $ 3,924,345  
          

 

 

 
    

Total Investments
(cost $63,607,232)

     104.3%      $ 64,094,025  
    

Other Assets & Liabilities

     (4.3)%        (2,627,367
       

 

 

    

 

 

 
    

Total Net Assets

     100.0%      $ 61,466,658  
       

 

 

    

 

 

 

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 April 30, 2020. Rate will reset at a future date. Base lending rates may be subject to a floor or cap.


 

Hartford Schroders Tax-Aware Bond ETF

 

   

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

   

 

(2)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At April 30, 2020, the aggregate value of this security was $741,373, representing 1.2% of net assets.

(3)

This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $2,009,520 at April 30, 2020.

(4)

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

(5)

Security is a zero-coupon bond.

(6)

Current yield as of period end.

Futures Contracts Outstanding at April 30, 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

     5      06/30/2020    $ 627,422       $ 186    

U.S. Treasury 10-Year Note Future

     43      06/19/2020      5,979,687        (46,443)   

U.S. Treasury Long Bond Future

     8      06/19/2020      1,448,250        (1,266)   
           

 

 

 

Total

 

    $ (47,523)   
           

 

 

 
  
           

 

 

 

Total futures contracts

 

    $ (47,523)   
           

 

 

 

† 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)

  

Currency Abbreviations:

  

USD

  

United States Dollar

  

Other Abbreviations:

  

FHLMC

  

Federal Home Loan Mortgage Corp.

  

FNMA

  

Federal National Mortgage Association

  

GNMA

  

Government National Mortgage Association

  

LIBOR

  

London Interbank Offered Rate

  

SOFR

  

Secured Overnight Financing Rate

  

Municipal Abbreviations:

  

Auth

  

Authority

  

Dev

  

Development

  

Dist

  

District

  

Facs

  

Facilities

  

GO

  

General Obligation

  

PA

  

Port Authority

  

Rev

  

Revenue

  

VA

  

Veterans Administration

  


 

Hartford Schroders Tax-Aware Bond ETF

 

   

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

   

 

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of April 30, 2020 in valuing the Fund’s investments.

 

Description    Total     Level 1     Level 2       Level 3(1)      

Assets

 

Corporate Bonds

   $     19,416,370     $     $     19,416,370     $ —   

Municipal Bonds

     40,753,310             40,753,310       —   

Short-Term Investments

     3,924,345       3,924,345             —   

Futures Contracts(2)

     186       186             —   
  

 

 

   

 

 

   

 

 

 

 

 

 

 

Total

   $ 64,094,211     $ 3,924,531     $ 60,169,680     $ —   
  

 

 

   

 

 

   

 

 

 

 

 

 

 
Liabilities

 

Futures Contracts(2)

   $ (47,709   $ (47,709   $     $ —   
  

 

 

   

 

 

   

 

 

 

 

 

 

 

Total

   $ (47,709   $ (47,709   $      $ —   
  

 

 

   

 

 

   

 

 

 

 

 

 

 
(1)

For the period ended April 30, 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 Short Duration ETF

 

   

Schedule of Investments

April 30, 2020 (Unaudited)

   

 

Shares or Principal Amount    Market Value  
Asset & Commercial Mortgage-Backed Securities - 15.2%

 

     Asset-Backed - Automobile - 0.3%

 

$        252,382

    

Chesapeake Funding LLC
3.39%, 01/15/2031(1)

   $ 255,693  
       

 

 

 
     Asset-Backed - Finance & Insurance - 3.5%

 

277,900

    

DB Master Finance LLC
3.79%, 05/20/2049(1)

     279,781  

305,000

    

Neuberger Berman CLO Ltd.
2.16%, 04/19/2030, 3 mo. USD LIBOR + 1.020%(1)(2)

     294,090  

67,595

    

NRZ Excess Spread-Collateralized Notes
3.19%, 01/25/2023(1)

     67,755  

160,022

    

OBX Trust
4.00%, 11/25/2048(1)(3)

     161,189  

295,500

    

Planet Fitness Master Issuer LLC
4.26%, 09/05/2048(1)

     282,702  
     Regional Management Issuance Trust

 

100,000

    

3.83%, 07/15/2027(1)

     97,125  

275,000

    

4.56%, 01/18/2028(1)

     259,423  

20,590

    

SoFi Consumer Loan Program LLC
3.28%, 01/26/2026(1)

     20,569  

242,390

    

SoFi Consumer Loan Program Trust
2.02%, 01/25/2029(1)

     236,262  

344,912

    

Symphony CLO Ltd.
2.26%, 07/14/2026, 3 mo. USD LIBOR + 0.950%(1)(2)

     338,118  

255,362

    

Towd Point Mortgage Trust
2.75%, 10/25/2057(1)(3)

     258,015  
     Vantage Data Centers Issuer LLC

 

223,500

    

3.19%, 07/15/2044(1)

     211,205  

335,183

    

4.20%, 11/16/2043(1)

     328,872  

336,600

    

Wingstop Funding LLC
4.97%, 12/05/2048(1)

     342,766  
       

 

 

 
                  3,177,872  
       

 

 

 
     Collateralized - Mortgage Obligations - 0.1%

 

125,000

    

Natixis Commercial Mortgage Securities Trust
2.51%, 10/15/2036(1)

     125,390  
       

 

 

 
     Commercial Mortgage - Backed Securities - 1.7%

 

     GS Mortgage Securities Trust

 

240,000

    

2.75%, 02/10/2037(1)

     232,830  

375,000

    

2.78%, 10/10/2049

     384,557  

321,205

    

New Residential Mortgage Loan Trust
3.99%, 11/25/2048(1)(3)

     326,586  

575,000

    

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

     568,041  
       

 

 

 
          1,512,014  
       

 

 

 
     Other Asset Backed Securities - 1.6%

 

147,363

    

Barings BDC Static CLO Ltd.
2.24%, 04/15/2027, 3 mo. USD LIBOR + 1.020%(1)(2)

     143,782  

66,378

    

Finance of America Structured Securities Trust
3.28%, 04/25/2029(1)(3)

     66,421  

248,397

    

Sapphire Aviation Finance Ltd.
3.23%, 03/15/2040(1)

     183,508  

676,438

    

Taco Bell Funding LLC
4.32%, 11/25/2048(1)

     692,895  
     Towd Point Mortgage Trust

 

303,453

    

3.25%, 07/25/2058(1)(3)

     310,500  

74,334

    

3.75%, 05/25/2058(1)(3)

     77,103  
       

 

 

 
          1,474,209  
       

 

 

 
     Telecommunications - 0.4%

 

383,477

    

GCAT LLC
2.25%, 01/25/2060(1)(4)

     386,274  
       

 

 

 
     Whole Loan Collateral CMO - 7.6%

 

    

Angel Oak Mortgage Trust LLC

 


 

Hartford Short Duration ETF

 

   

Schedule of Investments – (continued)

April 30, 2020 (Unaudited)

   

 

$        102,459     

2.47%, 12/25/2059(1)(3)

   $ 103,136  
318,470     

2.99%, 07/26/2049(1)(3)

     320,615  

48,418

    

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

     48,865  

394,838

    

Arroyo Mortgage Trust
2.96%, 10/25/2048(1)(3)

     391,722  

94,348

    

Bunker Hill Loan Depositary Trust
3.61%, 10/26/2048(1)(4)

     94,970  

250,000

    

Colombia Cent CLO Ltd.
2.14%, 10/25/2028, 3 mo. USD LIBOR + 1.150%(1)(2)

     243,507  
    

COLT Mortgage Loan Trust

 

359,407

    

2.49%, 02/25/2050(1)(3)

     359,503  

134,459

    

2.76%, 08/25/2049(1)(3)

     133,444  

25,766

    

3.47%, 07/27/2048(1)(3)

     25,782  

43,920

    

3.69%, 10/26/2048(1)(3)

     44,283  

237,327

    

4.01%, 12/28/2048(1)(3)

     238,482  
    

CSMC Trust

 

231,889

    

2.24%, 02/25/2050(1)(3)

     227,028  

163,355

    

4.13%, 07/25/2058(1)(3)

     160,741  
    

Deephaven Residential Mortgage Trust

&n