Hartford Funds Exchange-Traded Trust

N-CSRS 1 d682568dncsrs.htm HARTFORD FUNDS EXCHANGE-TRADED TRUST Hartford Funds Exchange-Traded Trust

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-CSR

CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT INVESTMENT COMPANIES

Investment Company Act file number: 811-23222

HARTFORD FUNDS EXCHANGE-TRADED TRUST

(Exact name of registrant as specified in charter)

690 Lee Road, Wayne, Pennsylvania 19087

(Address of Principal Executive Offices) (Zip Code)

Thomas Phillips, Esquire

Hartford Funds Management Company, LLC

690 Lee Road

Wayne, Pennsylvania 19087

(Name and Address of Agent for Service)

Registrant’s telephone number, including area code: (610) 386-4068

Date of fiscal year end: July 31

Date of reporting period: January 31, 2019

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

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

Item 1. Reports to Stockholders.

LOGO

A MESSAGE FROM THE PRESIDENT

Dear Fellow Shareholders:

Thank you for investing in Hartford Exchange-Traded Funds. The following is the Funds’ Semi-Annual Report, covering the period from August 1, 2018 through January 31, 2019.

Market Review

During the six months ended January 31, 2019, U.S. stocks, as measured by the S&P 500 Index (the “Index”)¹, experienced a loss of 3.00%. The market was particularly

volatile at the end of 2018, and, for the first time since 2008, the Index closed the year with a negative return.

Rising interest rates, inflation anxiety, slowing global growth, and concerns surrounding U.S. tariffs and foreign policy have all contributed to increased market volatility.

Throughout 2018, the U.S. Federal Reserve (Fed) continued its cycle of interest-rate increases. At the time of this writing, the current short-term rate is 2.5%, but the Fed recently indicated that it would not raise rates again in the near future. Last year, central banks overseas also began to unwind their accommodative policies by raising interest rates.

Domestic and foreign politics are likely to play a key role in market movements in 2019. For example, ongoing trade tensions with China could impact U.S. markets significantly. Late December 2018 well into January 2019 saw the longest government shutdown in U.S. history, as the divided government failed to reach a budget agreement due to disagreement surrounding the construction of a U.S.-Mexico border wall. Abroad, uncertainties surrounding the future of the “Brexit” undertaking for the United Kingdom to leave the European Union may impact global markets.

Despite increased volatility, unemployment remains low in the U.S. and the U.S. economy currently continues to exhibit a strong job market, increases in wages, and business optimism.

We encourage you to maintain a strong relationship with your financial advisor, who can help guide you through shifting markets confidently. He or she can help you proactively build a portfolio that takes market uncertainty into account, along with your unique investment goals and risk tolerances. Your advisor can help you find a fit within our family of funds as you work toward those goals.

Thank you again for investing in Hartford Exchange-Traded Funds. For the most up-to-date information on our funds, please take advantage of all the resources available at hartfordfunds.com.

LOGO

James Davey

President

Hartford Funds

¹	S&P 500 Index is a market capitalization-weighted price index composed of 500 widely held common stocks. The index is unmanaged and not available for direct investment. Past performance is not indicative of future results.

Hartford Active Fixed Income ETFs

Table of Contents



Fund Overview			2

Expense Examples			10

Financial Statements:

Schedules of Investments:

Hartford Municipal Opportunities ETF			11

Hartford Schroders Tax-Aware Bond ETF			15

Hartford Short Duration ETF			18

Hartford Total Return Bond ETF			27

Statements of Assets and Liabilities			42

Statements of Operations			43

Statements of Changes in Net Assets			44

Financial Highlights			46

Notes to Financial Statements			47

How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records			63

Quarterly Portfolio Holdings Information			63

Hartford Municipal Opportunities ETF

Fund Overview

January 31, 2019 (Unaudited)

inception 12/13/2017

(sub-advised by Wellington Management Company LLP)

Investment objective – The Fund seeks to provide current income that is generally exempt from federal income taxes and long-term total return.

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in the Fund.

Average Annual Total Returns

for the Periods Ending 1/31/19


	6 Months¹		1 Year		Since Inception²
Municipal Opportunities ETF (NAV Return)		2.15%		3.36%		2.43%
Municipal Opportunities ETF (Market Price Return)		2.07%		2.94%		2.36%
Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index		2.19%		3.34%		2.19%

¹	Not Annualized

²	Inception: 12/13/2017.

Information regarding how often shares of the Fund traded on NYSE Arca at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at www.hartfordfunds.com.

PERFORMANCE DATA QUOTED REPRESENTS PAST PERFORMANCE AND DOES NOT GUARANTEE FUTURE RESULTS. The investment return and principal value of the investment will fluctuate so that investors’ shares, when redeemed or sold, may be worth more or less than their original cost. The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the redemption or sale of Fund shares. Current performance may be lower or higher than the performance data quoted. To obtain performance data current to the most recent month-end, please visit our website www.hartfordfunds.com.

Total returns are calculated using the daily 4:00 pm net asset value (NAV). Market price returns reflect the midpoint of the bid/ask spread as of the close of trading on the exchange where Fund shares are listed. Market price returns do not represent the returns you would receive if you traded shares at other times.

The Fund’s Shares are bought and sold at market price (not NAV) and are not individually redeemed from the Fund. Owners of the Shares may acquire those Shares from the Fund and tender those shares for redemption to the Fund in Creation Unit aggregations only, typically consisting of 50,000 Shares.

Bloomberg Barclays Municipal Bond 1-15 Year Blend (1-17) Index (reflects no deduction for fees, expenses or taxes) is a sub-index of the Bloomberg Barclays Municipal Bond Index. It is a rules-based market value-weighted index of bonds with maturities of one year to 17 years engineered for the tax-exempt bond market.

The index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the sale of Fund shares.

The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.30%. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended January 31, 2019.

Important Risks

Investing involves risk, including the possible loss of principal. The net asset value (NAV) of the Fund’s shares may fluctuate due to changes in the market value of the Fund’s holdings. The Fund’s share price may fluctuate due to changes in the relative supply of and demand for the shares on an exchange. The Fund is actively managed and does not seek to replicate the performance of a specified index. • Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. • Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. • Municipal securities may be adversely impacted by state/local, political, economic, or market conditions. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable. • In certain instances, unlike other ETFs, the Fund may effect creations and redemptions partly or


		2

Hartford Municipal Opportunities ETF

Fund Overview – (continued)

January 31, 2019 (Unaudited)

wholly for cash, rather than in-kind, which may make the Fund less tax-efficient and incur more fees than an ETF that primarily or wholly effects creations and redemptions in-kind.

Composition of Municipal Bonds⁽¹⁾

as of January 31, 2019


Municipal Bonds	Percentage of Net Assets
Airport		9.3	%
Development		0.6
Education		2.2
Facilities		0.6
General Obligation		12.8
Higher Education		2.4
Housing		1.0
Medical		5.5
Mello-Roos District		0.1
Nursing Homes		2.5
Other⁽²⁾		16.5
Pollution		1.6
Power		7.0
School District		10.1
Single Family Housing		4.1
Tobacco		3.1
Transportation		9.4
Utilities		2.7
Water		2.6
Short-Term Investments		5.9

Total		100.0	%

⁽¹⁾	For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

⁽²⁾	Other refers to Special Tax District Bonds, Tax Increment Bonds and certain Community Development District bonds.


		3

Hartford Schroders Tax-Aware Bond ETF

Fund Overview

January 31, 2019 (Unaudited)

inception 04/18/2018

(sub-advised by Schroder Investment Management North America Inc.)

Investment objective – The Fund seeks total return on an after-tax basis.

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in the Fund.

Cumulative Total Returns

for the Periods Ending 1/31/19


	6 Months¹		Since Inception²
Tax-Aware Bond ETF (NAV Return)		2.46%		2.85%
Tax-Aware Bond ETF (Market Price Return)		2.06%		2.54%
Bloomberg Barclays Municipal Bond Index		2.05%		3.05%

¹	Not Annualized

²	Inception: 04/18/2018. Cumulative returns not annualized.

Information regarding how often shares of the Fund traded on NYSE Arca at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at www.hartfordfunds.com.

Bloomberg Barclays Municipal Bond Index (reflects no deduction for fees, expenses or taxes) is designed to cover the USD-denominated long-term tax exempt bond market.

The index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the sale of Fund shares.

The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.39%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended January 31, 2019.

Important Risks

The Fund is new and has a limited operating history. Investing involves risk, including the possible loss of principal. The net asset value (NAV) of the Fund’s shares may fluctuate due to changes in the market value of the Fund’s holdings. The Fund’s share price may fluctuate due to changes in the relative supply of and demand for the shares on an exchange. The Fund is actively managed and does not seek to replicate the performance of a specified index. • Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. • Mortgage related- and asset-backed securities’ risks include credit, interest-rate, prepayment, and extension risk. • The purchase of securities in the To-Be-Announced (TBA) market can result in additional price and counterparty risk. • Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. • Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments.


		4

Hartford Schroders Tax-Aware Bond ETF

Fund Overview – (continued)

January 31, 2019 (Unaudited)

• Municipal securities may be adversely impacted by state/local, political, economic, or market conditions; these risks may be magnified if the Fund focuses its assets in municipal securities of issuers in a few select states. Investors may be subject to the federal Alternative Minimum Tax as well as state and local income taxes. Capital gains, if any, are taxable. • In certain instances, unlike other ETFs, the Fund may effect creations and redemptions partly or wholly for cash, rather than in-kind, which may make the Fund less tax-efficient and incur more fees than an ETF that primarily or wholly effects creations and redemptions in-kind.

Composition by Security Type⁽¹⁾

as of January 31, 2019


Category	Percentage of Net Assets
Fixed Income Securities
Corporate Bonds		12.6	%
Municipal Bonds		75.9
U.S. Government Agencies		6.0
U.S. Government Securities		3.8

Total		98.3	%

Short-Term Investments		1.8
Other Assets & Liabilities		(0.1	)

Total		100.0	%

⁽¹⁾	For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.


		5

Hartford Short Duration ETF

Fund Overview

January 31, 2019 (Unaudited)

inception 05/30/2018

(sub-advised by Wellington Management Company LLP)

Investment objective – The Fund seeks to provide current income and long-term total return.

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in the Fund.

Cumulative Total Returns

for the Periods Ending 1/31/19


	6 Months¹		Since Inception²
Short Duration ETF (NAV Return)		1.57%		1.88%
Short Duration ETF (Market Price Return)		1.67%		2.03%
Bloomberg Barclays 1-3 Year U.S. Government/Credit Index		1.86%		1.93%

¹	Not Annualized

²	Inception: 05/30/2018. Cumulative returns not annualized.

Information regarding how often shares of the Fund traded on Cboe BZX at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at www.hartfordfunds.com.

Bloomberg Barclays 1-3 Year U.S. Government/Credit Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index comprised of the U.S. Government/Credit component of the U.S. Aggregate Index. The 1-3 Year Government/Credit Index includes securities in the 1-3 year maturity range in the Government/Credit Index.

The index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the sale of Fund shares.

The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.32%. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended January 31, 2019.

Important Risks

The Fund is new and has a limited operating history. Investing involves risk, including the possible loss of principal. As part of its investment strategy, the Fund may allocate a portion of its assets among specialist portfolio managers. The net asset value (NAV) of the Fund’s shares may fluctuate due to changes in the market value of the Fund’s holdings. The Fund’s share price may fluctuate due to changes in the relative supply of and demand for the shares on an exchange. The Fund is actively managed and does not seek to replicate the performance of a specified index. • Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. • Loans can be difficult to value and highly illiquid; they are also subject to nonpayment, collateral, bankruptcy, default, extension, prepayment and insolvency risks. • Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government.


		6

Hartford Short Duration ETF

Fund Overview – (continued)

January 31, 2019 (Unaudited)

• Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. • The risks associated with mortgage related- and asset-backed securities as well as collateralized loan obligations (CLOs) include credit, interest-rate, prepayment, liquidity, default and extension risk. • Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. • Privately placed, restricted (Rule 144A) securities may be more difficult to sell and price than other securities. • In certain instances, unlike other ETFs, the Fund may effect creations and redemptions partly or wholly for cash, rather than in-kind, which may make the Fund less tax-efficient and incur more fees than an ETF that primarily or wholly effects creations and redemptions in-kind.

Composition by Security Type⁽¹⁾

as of January 31, 2019


Category	Percentage of Net Assets
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		9.2	%
Corporate Bonds		60.1
Senior Floating Rate Interests		22.3
U.S. Government Agencies		9.6

Total		101.2	%

Short-Term Investments		1.8
Other Assets & Liabilities		(3.0	)

Total		100.0	%

⁽¹⁾	For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.


		7

Hartford Total Return Bond ETF

Fund Overview

January 31, 2019 (Unaudited)

inception 09/27/2017

(sub-advised by Wellington Management Company LLP)

Investment objective – The Fund seeks a competitive total return, with income as a secondary objective.

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in the Fund.

Average Annual Total Returns

for the Periods Ending 1/31/19


	6 Months¹		1 Year		Since Inception²
Total Return Bond ETF (NAV Return)		2.24%		1.95%		1.12%
Total Return Bond Fund (Market Price Return)		2.09%		1.69%		0.99%
Bloomberg Barclays U.S. Aggregate Bond Index		2.71%		2.25%		1.14%

¹	Not Annualized

²	Inception: 09/27/2017.

Information regarding how often shares of the Fund traded on NYSE Arca at a price above (i.e., at a premium) or below (i.e., at a discount) the NAV of the Fund can be found at www.hartfordfunds.com.

Bloomberg Barclays U.S. Aggregate Bond Index (reflects no deduction for fees, expenses or taxes) is an unmanaged index and is composed of securities that are SEC – registered, taxable, and dollar denominated. The index covers the U.S. investment grade

fixed rate bond market, with index components for government and corporate securities, mortgage pass-through securities, and asset-backed securities. These major sectors are subdivided into more specific indices that are calculated and reported on a regular basis.

The index is unmanaged, and its results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.

You cannot invest directly in an index.

The chart and table do not reflect the deductions of taxes that a shareholder would pay on Fund distributions or the sale of Fund shares.

The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus, as supplemented, was 0.30%. Expenses shown include acquired fund fees and expenses. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended January 31, 2019.

Important Risks

Investing involves risk, including the possible loss of principal. The Fund seeks to achieve its investment objective by allocating assets among different portfolio management teams. The net asset value (NAV) of the Fund’s shares may fluctuate due to changes in the market value of the Fund’s holdings. The Fund’s share price may fluctuate due to changes in the relative supply of and demand for the shares on an exchange. The Fund is actively managed and does not seek to replicate the performance of a specified index. • Fixed income security risks include credit, liquidity, call, duration, and interest-rate risk. As interest rates rise, bond prices generally fall. • Investments in high-yield (“junk”) bonds involve greater risk of price volatility, illiquidity, and default than higher-rated debt securities. • Obligations of U.S. Government agencies are supported by varying degrees of credit but are generally not backed by the full faith and credit of the U.S. Government. • The risks associated with mortgage related- and asset-backed securities as well as collateralized loan obligations (CLOs) include credit, interest-rate,


		8

Hartford Total Return Bond ETF

Fund Overview – (continued)

January 31, 2019 (Unaudited)

prepayment, liquidity, credit and extension risks. • The Fund may purchase securities in the To-Be-Announced (TBA) market, which can subject the Fund to additional price and counterparty risk. • Derivatives are generally more volatile and sensitive to changes in market or economic conditions than other securities; their risks include currency, leverage, liquidity, index, pricing, and counterparty risk. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. • Privately placed, restricted (Rule 144A) securities may be more difficult to sell and price than other securities. • In certain instances, unlike other ETFs, the Fund may effect creations and redemptions partly or wholly for cash, rather than in-kind, which may make the Fund less tax-efficient and incur more fees than an ETF that primarily or wholly effects creations and redemptions in-kind.

Composition by Security Type⁽¹⁾

as of January 31, 2019


Category	Percentage of Net Assets
Fixed Income Securities
Asset & Commercial Mortgage Backed Securities		22.7	%
Corporate Bonds		31.9
Foreign Government Obligations		8.0
Municipal Bonds		0.5
Senior Floating Rate Interests		4.6
U.S. Government Agencies		50.3
U.S. Government Securities		25.4

Total		143.4	%

Short-Term Investments		5.1
Purchased Options		0.2
Other Assets & Liabilities		(48.7	)

Total		100.0	%

⁽¹⁾	For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.


		9

Hartford Active Fixed Income ETFs

Expense Examples (Unaudited)

Your Fund’s Expenses

As a shareholder of a Fund, you incur two types of costs: (1) transaction costs, including brokerage commissions paid on purchases and sales of Fund shares and (2) ongoing costs, including investment management fees and certain other fund expenses. This example is intended to help you understand your ongoing costs (in dollars) of investing in a Fund and to compare these costs with the ongoing costs of investing in other exchange-traded funds. The example is based on an investment of $1,000 invested at the beginning of the period and held for the entire period of August 1, 2018 through January 31, 2019. To the extent a Fund was subject to acquired fund fees and expenses during the period, acquired fund fees and expenses are not included in the annualized expense ratio below.

Actual Expenses

The first set of columns of the table below provides information about actual account values and actual expenses. You may use this information, together with the amount you invested, to estimate the expenses that you paid over the period. Simply divide your account value by $1,000 (for example, an $8,600 account value divided by $1,000 = 8.6), then multiply the result by the number in the line under the heading entitled “Expenses Paid During the Period” to estimate the expenses you paid on your account during this period.

Hypothetical Example for Comparison Purposes

The second set of columns of the table below provides information about hypothetical account values and hypothetical expenses based on a Fund’s actual expense ratio and an assumed rate of return of 5% per year before expenses, which is not the Fund’s actual return. The hypothetical account values and expenses may not be used to estimate the actual ending account balance or expenses you paid for the period. You may use this information to compare the ongoing costs of investing in a Fund and other funds. To do so, compare this 5% hypothetical example with the 5% hypothetical examples that appear in the shareholder reports of the other funds.

Please note that the expenses shown in the table are meant to highlight your ongoing costs only and do not reflect any transactional costs, such as brokerage commissions paid on purchases and sales of shares of the Funds. Therefore, the second set of columns of the table is useful in comparing ongoing costs only, and will not help you determine the relative total costs of owning different exchange-traded funds. In addition, if these transactional costs were included, your costs would be higher. Expense ratios may vary period to period because of various factors, such as an increase in expenses not covered by the management fee (including expenses of the independent trustees and their counsel, extraordinary expenses and interest expense). Expenses are equal to a Fund’s annualized expense ratio multiplied by average account value over the period, multiplied by 184/365 (to reflect the one-half year period).


	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value August 1, 2018		Ending Account Value January 31, 2019		Expenses paid during the period August 1, 2018 through January 31, 2019		Beginning Account Value August 1, 2018		Ending Account Value January 31, 2019		Expenses paid during the period August 1, 2018 through January 31, 2019		Annualized expense ratio
Hartford Municipal Opportunities ETF	$	1,000.00	$	1,021.50	$	1.48	$	1,000.00	$	1,023.74	$	1.48		0.29	%

Hartford Schroders Tax-Aware Bond ETF	$	1,000.00	$	1,024.60	$	1.99	$	1,000.00	$	1,023.24	$	1.99		0.39	%

Hartford Short Duration ETF	$	1,000.00	$	1,015.70	$	1.47	$	1,000.00	$	1,023.74	$	1.48		0.29	%

Hartford Total Return Bond ETF	$	1,000.00	$	1,022.40	$	1.48	$	1,000.00	$	1,023.74	$	1.48		0.29	%


		10

Hartford Municipal Opportunities ETF

Schedule of Investments

January 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
MUNICIPAL BONDS - 94.1%
		Alabama - 2.5%
$	1,100,000	Birmingham, AL, Water Works Board Water Rev 5.00%, 01/01/2027	$	1,325,973
	90,000	Jefferson County, AL 5.00%, 04/01/2024		102,538
	100,000	Jefferson County, AL, Board of Education 5.00%, 02/01/2042		111,051
	1,000,000	State of Alabama Docks Department 5.00%, 10/01/2026		1,151,970

				2,691,532

		Arizona - 1.4%
	480,000	Coconino County, AZ, Pollution Control Corp 1.80%, 09/01/2032⁽¹⁾		477,187
	185,000	Maricopa County, AZ, Industrial Dev Auth 5.00%, 09/01/2031		214,589
	750,000	Maricopa County, AZ, Pollution Control Corp. 5.00%, 06/01/2035		759,195
	110,000	Tempe, AZ, Industrial Dev Auth 4.00%, 10/01/2023⁽²⁾		110,416

				1,561,387

		California - 4.0%
	145,000	California County Tobacco Securitization Agency 5.00%, 06/01/2020		149,691
		City of Los Angeles, CA, Department of Airports
	1,450,000	5.00%, 05/15/2035		1,671,908
	1,500,000	5.00%, 05/15/2040		1,557,345
	150,000	Fresno, CA, Unified School Dist 0.00%, 08/01/2032⁽³⁾		93,019
	500,000	Golden State Tobacco Securitization Corp., CA 5.00%, 06/01/2032		559,630
	100,000	Romoland, CA, School Dist 5.00%, 09/01/2043		108,384
		San Joaquin Hills, CA, Transportation Corridor Agency
	215,000	0.00%, 01/15/2032⁽³⁾		130,926
	70,000	0.00%, 01/15/2035⁽³⁾		36,875

				4,307,778

		Colorado - 2.1%
	720,000	Arapahoe County, CO, School Dist No. 6 Littleton 5.50%, 12/01/2031		908,539
	175,000	Denver Urban Renewal Auth 5.25%, 12/01/2039⁽²⁾		174,109
	1,030,000	Park Creek Metropolitan Dist 5.00%, 12/01/2029		1,206,048

				2,288,696

		Connecticut - 3.1%
	100,000	City of Bridgeport, CT 5.00%, 07/15/2034		112,920
	1,000,000	Connecticut Housing Finance Auth 4.25%, 05/15/2042		1,074,740
		State of Connecticut
	380,000	5.00%, 11/15/2025		435,328
	1,000,000	5.00%, 09/15/2027		1,158,200
	500,000	5.00%, 04/15/2029		570,220

				3,351,408

		District of Columbia - 3.4%
	3,100,000	District of Columbia 5.00%, 06/01/2027		3,699,137

		Florida - 4.6%
	125,000	Atlantic Beach, FL 5.00%, 11/15/2043		131,816
	1,000,000	Greater Orlando Aviation Auth 5.00%, 10/01/2037		1,122,280
		JEA, FL, Electric System Rev
	1,550,000	5.00%, 10/01/2022		1,700,551
	1,500,000	5.00%, 10/01/2028		1,749,855
	35,000	Putnam County, FL, Development Auth 5.00%, 03/15/2042		38,687
	250,000	South Miami, FL, Health Facs Auth 5.00%, 08/15/2019		254,258

				4,997,447


Shares or Principal Amount			Market Value^†
MUNICIPAL BONDS - 94.1% - (continued)
		Georgia - 2.4%
		Burke County, GA, Development Auth Rev
$	1,000,000	2.05%, 10/01/2032⁽¹⁾	$	978,130
	200,000	3.00%, 11/01/2045⁽¹⁾		199,552
	200,000	Main Street, GA, Natural Gas, Inc. 5.50%, 09/15/2023		226,920
	1,000,000	Municipal Electric Auth, GA 5.00%, 01/01/2028		1,132,750

				2,537,352

		Hawaii - 0.1%
	100,000	State of Hawaii Airports System Rev 5.00%, 07/01/2031		116,286

		Illinois - 12.0%
		Chicago, IL, Board of Education
	105,000	0.00%, 12/01/2023⁽³⁾		89,025
	110,000	0.00%, 12/01/2026⁽³⁾		82,060
	65,000	5.00%, 12/01/2020		66,880
	250,000	5.00%, 12/01/2024		263,528
	250,000	5.00%, 04/01/2033		272,403
		Chicago, IL, Transit Auth
	1,490,000	5.00%, 12/01/2021		1,602,152
	445,000	5.00%, 06/01/2024		500,736
	130,000	5.25%, 12/01/2024		140,205
	105,000	5.25%, 12/01/2025		113,003
	400,000	City of Chicago, IL 5.00%, 01/01/2024		424,976
		City of Chicago, IL, Wastewater Transmission Rev
	90,000	5.00%, 01/01/2027		99,716
	50,000	5.50%, 01/01/2030		57,487
	100,000	Cook County, IL, GO 5.00%, 11/15/2021		107,145
	1,075,000	Decatur, IL, GO 5.00%, 03/01/2035		1,188,413
	205,000	Illinois Metropolitan Pier & Exposition Auth 0.00%, 12/15/2025⁽³⁾		159,500
	150,000	Illinois State Finance Auth Rev 5.00%, 11/15/2045		160,200
		Illinois State Toll Highway Auth
	150,000	5.00%, 01/01/2030		177,075
	500,000	5.00%, 01/01/2031		592,575
		Kane McHenry Cook & DeKalb Counties, IL, Unified School Dist, No. 300
	1,000,000	5.00%, 01/01/2021		1,058,390
	100,000	5.00%, 01/01/2032		112,523
	150,000	Kendall Kane & Will Counties, IL, Unified School Dist 0.00%, 02/01/2027⁽³⁾		118,794
	100,000	Metropolitan Pier & Exposition Auth, IL 0.00%, 06/15/2019⁽³⁾		99,023
		Railsplitter, IL, Tobacco Settlement Auth
	150,000	5.00%, 06/01/2022		163,040
	75,000	5.25%, 06/01/2021		80,049
	150,000	Regional Transportation Auth, IL 5.00%, 06/01/2024		170,391
	500,000	Sales Tax Securitization Corp., IL 5.00%, 01/01/2029		569,685
		State of Illinois
	1,040,000	5.00%, 03/01/2021		1,082,162
	1,250,000	5.00%, 06/15/2022		1,329,787
	450,000	5.00%, 12/01/2024		484,286
	1,000,000	5.00%, 02/01/2027		1,082,750
	115,000	5.00%, 06/15/2027		124,709
	300,000	5.00%, 11/01/2027		325,386
	100,000	Village of Bolingbrook, IL 5.00%, 01/01/2028		117,162

				13,015,216

		Iowa - 0.6%
	575,000	State of Iowa, Fin Auth 5.00%, 02/15/2027		678,080

		Kentucky - 1.4%
	110,000	Kentucky Bond Dev Corp. 5.00%, 09/01/2023		123,709
	100,000	Kentucky Public Energy Auth 4.00%, 01/01/2049⁽¹⁾		106,606

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


		11

Hartford Municipal Opportunities ETF

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
MUNICIPAL BONDS - 94.1% - (continued)
		Kentucky - 1.4% - (continued)
$	1,250,000	Louisville, KY, Regional Airport Auth 5.00%, 07/01/2021	$	1,332,238

				1,562,553

		Maryland - 0.0%
	40,000	Maryland Health & Higher Educational Facs. Auth 2.88%, 07/01/2023		39,745

		Massachusetts - 2.3%
	1,500,000	Commonwealth of Massachusetts GO 5.00%, 01/01/2042		1,710,300
		Massachusetts Dev Finance Agency
	250,000	5.00%, 07/01/2020		259,402
	255,000	5.00%, 07/01/2031		281,339
	100,000	5.00%, 07/01/2034		108,691
	100,000	5.00%, 07/01/2048		108,181

				2,467,913

		Michigan - 3.8%
	345,000	City of Detroit, MI, GO 5.00%, 04/01/2022		363,392
		Michigan Finance Auth
	1,100,000	5.00%, 07/01/2035		1,214,939
	500,000	5.00%, 11/01/2035		581,155
	1,250,000	Michigan State Housing Dev Auth 4.25%, 06/01/2049		1,342,175
	500,000	Wayne County, MI, Airport Auth Rev 5.00%, 12/01/2025		578,305

				4,079,966

		Minnesota - 1.4%
	275,000	Duluth, MN, Independent School Dist, No. 709 5.00%, 02/01/2022		294,965
	1,000,000	Minneapolis-St Paul, MN, Metropolitan Airports Commission 5.00%, 01/01/2035		1,026,670
	200,000	Saint Francis, MN, Independent School Dist, No. 15 4.00%, 02/01/2030		210,678

				1,532,313

		Mississippi - 1.9%
	750,000	Mississippi Dev Bank 5.00%, 10/01/2027		888,720
	1,000,000	State of Mississippi 5.00%, 10/15/2029		1,192,220

				2,080,940

		Missouri - 1.1%
	500,000	Kirkwood, MO, Industrial Dev Auth Retirement Community 5.25%, 05/15/2042		524,240
	650,000	State Louis County, MO, Industrial Dev Auth 5.00%, 09/01/2028		680,186

				1,204,426

		Nevada - 1.6%
	280,000	City of Reno, NV 5.00%, 06/01/2033		321,600
	1,000,000	Clark County, NV, School Dist 5.00%, 06/15/2026		1,165,670
	200,000	Las Vegas, NV, New Convention Center Auth 5.00%, 07/01/2029		225,480

				1,712,750

		New Jersey - 2.6%
	1,000,000	City of Bayonne, NJ 0.00%, 07/01/2023⁽³⁾		903,710
		New Jersey Economic Development Auth
	400,000	5.00%, 06/15/2022		430,984
	150,000	5.00%, 06/15/2023		164,172
	255,000	New Jersey Educational Facs Auth 5.00%, 06/01/2020		264,300
	125,000	New Jersey Transportation Trust Fund Auth 5.00%, 12/15/2023		137,899
	250,000	New Jersey Turnpike Auth 4.00%, 01/01/2033		265,590


Shares or Principal Amount			Market Value^†
MUNICIPAL BONDS - 94.1% - (continued)
		New Jersey - 2.6% - (continued)
		Tobacco Settlement Financing Corp., NJ
$	340,000	5.00%, 06/01/2024	$	381,582
	250,000	5.00%, 06/01/2029		288,857

				2,837,094

		New Mexico - 0.1%
	100,000	New Mexico Mortgage Finance Auth 4.00%, 01/01/2049		106,066

		New York - 7.9%
	480,000	Metropolitan Transportation Auth, NY 5.00%, 11/15/2020		507,043
	1,250,000	New York City, NY, Water & Sewer System 5.25%, 06/15/2040		1,265,350
		New York City, NY, Transitional Finance Auth
	100,000	4.50%, 11/01/2019		102,180
	2,000,000	5.00%, 08/01/2035		2,346,300
		New York State Dormitory Auth Rev
	160,000	3.00%, 07/01/2019		160,912
	200,000	5.00%, 02/15/2031		236,846
	1,000,000	5.00%, 03/15/2035		1,175,060
	750,000	5.00%, 03/15/2037		873,765
	1,000,000	5.00%, 02/15/2038		1,135,670
	275,000	New York State Thruway Auth Rev 4.00%, 05/01/2019		276,645
	500,000	Town of Oyster Bay, NY, GO 4.00%, 02/15/2020		508,500

				8,588,271

		Ohio - 3.5%
	1,000,000	American Municipal Power, Inc., OH 2.35%, 02/15/2038		1,000,970
	1,200,000	Buckeye, OH, Tobacco Settlement Finance Auth 5.88%, 06/01/2047		1,114,428
	1,105,000	City of Cleveland, OH, Airport System Rev 5.25%, 01/01/2020		1,138,161
	100,000	Cleveland, OH, Department of Public Utilities 5.00%, 11/15/2030		117,774
		County of Lucas, OH
	250,000	5.00%, 11/15/2019		255,300
	100,000	5.00%, 11/15/2020		104,681

				3,731,314

		Oklahoma - 0.1%
		Oklahoma Dev Finance Auth
	30,000	5.25%, 08/15/2048		32,674
	30,000	5.50%, 08/15/2057		33,260

				65,934

		Oregon - 0.6%
	30,000	Benton & Linn Counties, OR, Consolidated School Dist No. 509J & 509A Corvallis 5.00%, 06/15/2038⁽⁴⁾		32,405
	100,000	Clackamas County, OR, Hospital Facs Auth 2.60%, 11/15/2023		98,800
	20,000	Marion County, OR, School Dist No. 15 North Marion 0.00%, 06/15/2037⁽³⁾		9,689
		Salem Hospital Fac Auth
	40,000	5.00%, 05/15/2038		43,554
	30,000	5.00%, 05/15/2048		32,281
	200,000	State of Oregon 4.00%, 12/01/2048		211,092
	115,000	State of Oregon Housing & Community Services Department 4.50%, 01/01/2049		124,256
	100,000	Washington Clackamas & Yamhill Counties, OR, School Dist No. 88J 0.00%, 06/15/2034⁽³⁾		57,199

				609,276

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


		12

Hartford Municipal Opportunities ETF

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
MUNICIPAL BONDS - 94.1% - (continued)
		Pennsylvania - 5.5%
		Montgomery County, PA, Industrial Dev Auth
$	230,000	5.00%, 12/01/2030	$	245,520
	100,000	5.00%, 12/01/2046		103,400
		Pennsylvania Commonwealth Financing Auth
	490,000	5.00%, 06/01/2020		509,179
	100,000	5.00%, 06/01/2027		116,152
	1,000,000	Pennsylvania Economic Dev Financing Auth 2.63%, 11/01/2021		1,004,330
		Pennsylvania Higher Educational Facs Auth
	250,000	5.00%, 05/01/2025		289,817
	750,000	5.00%, 05/01/2037		841,860
	445,000	Pennsylvania Housing Finance Agency 3.10%, 04/01/2023		449,299
		Pennsylvania Turnpike Commission Rev
	150,000	5.00%, 12/01/2030		173,552
	1,095,000	5.00%, 12/01/2032		1,263,652
	750,000	5.00%, 12/01/2034		850,582
	95,000	5.00%, 12/01/2037		101,778

				5,949,121

		Puerto Rico - 0.2%
	250,000	Commonwealth of Puerto Rico, GO 8.00%, 07/01/2035⁽⁵⁾		115,000
		Puerto Rico Electric Power Auth
	50,000	5.00%, 07/01/2019		50,332
	35,000	5.25%, 07/01/2019		35,267

				200,599

		South Carolina - 2.1%
	390,000	SCAGO Educational Facs Corp. for Pickens School Dist, SC 5.00%, 12/01/2029		443,083
	1,000,000	South Carolina Jobs-Economic Dev Auth 5.00%, 05/01/2028		1,174,450
		South Carolina State Public Service Auth
	500,000	5.00%, 12/01/2034		539,460
	125,000	5.00%, 12/01/2050		130,992

				2,287,985

		South Dakota - 1.0%
	1,000,000	South Dakota Housing Dev Auth 4.50%, 11/01/2048		1,087,830

		Tennessee - 1.5%
		Tennessee Energy Acquisition Corp.
	500,000	5.00%, 02/01/2022		535,515
	300,000	5.00%, 02/01/2023		326,655
	455,000	5.00%, 02/01/2027		517,158
	175,000	Tennessee Housing Development Agency 4.00%, 01/01/2049		185,696

				1,565,024

		Texas - 10.4%
	1,125,000	Arlington, TX, Independent School Dist 5.00%, 02/15/2028		1,323,495
	750,000	City of Houston, TX 0.00%, 09/01/2025⁽³⁾		634,492
	65,000	City of Houston, TX Combined Utility System Rev 5.00%, 05/15/2026		74,689
	1,385,000	City of San Antonio, TX, Electric & Gas Systems Rev 5.00%, 02/01/2028		1,646,239
	100,000	Harris County-Houston, TX, Sports Auth 5.00%, 11/15/2020		105,381
	1,370,000	Keller, TX, Independent School Dist 5.00%, 02/15/2022		1,501,712
	100,000	Kerrville, TX, Health Facs Development Corp. 5.00%, 08/15/2024		112,343
	150,000	Lower, TX, Colorado River Auth 5.00%, 05/15/2019		151,374
	500,000	New Hope, TX, Cultural Education Facs Finance Corp. 5.00%, 11/01/2046		511,560


Shares or Principal Amount			Market Value^†
MUNICIPAL BONDS - 94.1% - (continued)
		Texas - 10.4% - (continued)
$	1,720,000	North East Texas Independent School Dist 5.00%, 02/01/2020	$	1,776,089
	300,000	North East Texas Regional Mobility Auth 5.00%, 01/01/2021		312,288
		North Texas Tollway Auth Rev
	225,000	5.00%, 01/01/2048		251,546
	70,000	6.25%, 02/01/2023		72,555
	1,000,000	Rockwall, TX, Independent School Dist 5.00%, 02/15/2028		1,219,940
	1,500,000	Texas Municipal Gas Acquisition & Supply Corp. III 5.00%, 12/15/2019		1,536,750

				11,230,453

		Utah - 3.2%
	1,000,000	Salt Lake City, UT, Corp. Airport Rev 5.00%, 07/01/2029		1,185,380
	590,000	Salt Lake County, UT 5.13%, 02/15/2033		684,052
	1,250,000	Utah Transit Auth 5.25%, 06/15/2029		1,562,262

				3,431,694

		Virginia - 1.2%
	1,295,000	Virginia College Building Auth 5.00%, 02/01/2020		1,337,489

		Washington - 1.6%
		Port of Seattle, WA
	1,000,000	5.00%, 06/01/2030		1,039,410
	500,000	5.00%, 05/01/2036		560,335
	160,000	5.50%, 09/01/2020		169,048

				1,768,793

		Wisconsin - 2.9%
		Public Finance Auth, WI
	250,000	5.00%, 09/30/2024		280,395
	100,000	5.00%, 09/01/2025⁽²⁾		106,801
	1,000,000	5.00%, 07/01/2036		1,110,480
	100,000	5.00%, 10/01/2043⁽²⁾		100,832
	1,000,000	Univ. of Wisconsin Hospitals & Clinics 5.00%, 04/01/2030		1,179,450
	400,000	Wisconsin Health & Educational Facs Auth 5.00%, 11/15/2033		408,200

				3,186,158


		Total Municipal Bonds (cost $99,984,615)	$	101,908,026


		Total Long-Term Investments (cost $99,984,615)	$	101,908,026


SHORT-TERM INVESTMENTS - 5.9%
		Other Investment Pools & Funds - 5.9%
	6,367,379	Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%⁽⁶⁾		6,367,379


		Total Short-Term Investments (cost $6,367,379)	$	6,367,379



Total Investments (cost $106,351,994)	100.0	%	$	108,275,405
Other Assets & Liabilities	0.0	%		8,581

Total Net Assets	100.0	%	$	108,283,986

Note:

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

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


		13

Hartford Municipal Opportunities ETF

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

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.

⁽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 January 31, 2019, the aggregate value of these securities was $492,158, representing 0.5% 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⁾	Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

⁽⁶⁾	Current yield as of period end.

^†	See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.


GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Municipal Abbreviations:
Auth		Authority
Dev		Development
Facs		Facilities
GO		General Obligation
Rev		Revenue

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.


Description	Total		Level 1		Level 2		Level 3⁽¹⁾
Assets
Municipal Bonds	$	101,908,026	$	—	$	101,908,026	$	—
Short-Term Investments		6,367,379		6,367,379		—		—

Total	$	108,275,405	$	6,367,379	$	101,908,026	$	—

⁽¹⁾	For the six-month period ended January 31, 2019, there were no transfers in and out of Level 3.

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


		14

Hartford Schroders Tax-Aware Bond ETF

Schedule of Investments

January 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
CORPORATE BONDS - 12.6%
		Aerospace/Defense - 1.0%
$	211,000	United Technologies Corp. 4.13%, 11/16/2028	$	217,030

		Agriculture - 0.1%
	18,000	Reynolds American, Inc. 5.70%, 08/15/2035		18,089

		Beverages - 0.5%
	109,000	Anheuser-Busch InBev Worldwide, Inc. 4.15%, 01/23/2025		111,950

		Commercial Banks - 5.5%
	185,000	Citigroup, Inc. 3.20%, 10/21/2026		177,993
	114,000	Fifth Third Bancorp 3.65%, 01/25/2024		114,870
	102,000	Goldman Sachs Group, Inc. 3.50%, 11/16/2026		98,276
	164,000	Morgan Stanley 3 mo. USD LIBOR + 1.628%, 4.43%, 01/23/2030⁽¹⁾		170,390
	265,000	PNC Financial Services Group, Inc. 3.50%, 01/23/2024		267,693
	125,000	Regions Financial Corp. 3.80%, 08/14/2023		126,029
	193,000	Wells Fargo & Co. 3.75%, 01/24/2024		196,368

				1,151,619

		Healthcare-Services - 0.5%
	120,000	Cigna Holding Co. 3.05%, 10/15/2027		111,161

		Insurance - 1.9%
	194,000	MetLife, Inc. 6.40%, 12/15/2066		207,580
	218,000	Prudential Financial, Inc. 3 mo. USD LIBOR + 2.380%, 4.50%, 09/15/2047⁽¹⁾		200,778

				408,358

		Media - 0.7%
	135,000	Fox Corp. 4.71%, 01/25/2029⁽²⁾		140,834

		Oil & Gas - 1.0%
	176,000	Marathon Petroleum Corp. 4.75%, 09/15/2044		163,369
	57,000	Petroleos Mexicanos 5.63%, 01/23/2046		45,167

				208,536

		Pipelines - 0.4%
	84,000	Enterprise Products Operating LLC 5.10%, 02/15/2045		86,933

		REITS - 1.0%
	210,000	Crown Castle International Corp. 4.30%, 02/15/2029		210,830

		Total Corporate Bonds (cost $2,661,809)	$	2,665,340


MUNICIPAL BONDS - 75.9%
		California - 0.8%
	155,000	MSR Public Power Agency, CA 6.00%, 07/01/2022		168,962

		Connecticut - 1.4%
	275,000	Connecticut Housing Finance Auth 4.25%, 05/15/2042		295,554

		Delaware - 2.8%
	485,000	State of Delaware 5.00%, 01/01/2027		592,122

		District of Columbia - 5.5%
	505,000	Dist of Columbia 5.00%, 06/01/2036		584,134
	525,000	Dist of Columbia Water & Sewer Auth 5.00%, 10/01/2049		597,250

				1,181,384

		Florida - 0.5%
	95,000	Florida Housing Finance Corp. 4.00%, 07/01/2049		100,884

		Georgia - 1.7%
	335,000	Main Street, GA, Natural Gas, Inc. 4.00%, 08/01/2048⁽³⁾		355,355

		Illinois - 3.8%
	130,000	Chicago, IL, Board of Education 5.00%, 12/01/2020		133,761
	65,000	Chicago, IL, Metropolitan Water Reclamation Dist GO 5.25%, 12/01/2032		79,301
	165,000	Illinois Housing Dev Auth 4.50%, 10/01/2048		179,119


Shares or Principal Amount			Market Value^†

MUNICIPAL BONDS - 75.9% - (continued)
		Illinois - 3.8% - (continued)
$	175,000	Railsplitter, IL, Tobacco Settlement Auth 5.00%, 06/01/2027	$	201,330
	195,000	State of Illinois 5.00%, 11/01/2028		210,598

				804,109

		Indiana - 0.5%
	100,000	Indiana Housing & Community Dev Auth 4.00%, 07/01/2048		106,208

		Iowa - 0.4%
	80,000	Iowa Finance Auth 4.00%, 07/01/2048		85,090

		Kentucky - 4.0%
	600,000	Kentucky Public Energy Auth 4.00%, 12/01/2049⁽³⁾		632,304
		Kentucky State Property & Building Commission
	60,000	5.00%, 05/01/2024		67,607
	105,000	5.00%, 08/01/2024		118,853
	40,000	5.00%, 05/01/2025		45,595

				864,359

		Louisiana - 0.2%
	40,000	Louisiana Housing Corp. 4.50%, 12/01/2047		43,404

		Maine - 1.0%
	195,000	Maine State Housing Auth 4.00%, 11/15/2048		207,400

		Maryland - 3.9%
	490,000	Howard County, MD 5.00%, 02/15/2027		597,334
	210,000	Maryland Community Dev Administration 4.50%, 09/01/2048		227,556

				824,890

		Minnesota - 0.7%
	145,000	Coon Rapids, MN, MF Rev 2.20%, 04/01/2021⁽³⁾		145,463

		Missouri - 2.0%
		Missouri Housing Dev Commission
	210,000	4.25%, 05/01/2049		225,821
	180,000	4.75%, 05/01/2049		197,597

				423,418

		Nebraska - 0.7%
	135,000	Nebraska Investment Finance Auth Rev 4.00%, 09/01/2048		143,400

		Nevada - 2.8%
	510,000	Clark County, NV 5.00%, 06/01/2037		591,065

		New Jersey - 5.9%
		New Jersey Economic Dev Auth
	160,000	5.00%, 03/01/2026		172,759
	90,000	5.00%, 11/01/2026		101,950
		New Jersey Transportation Trust Fund Auth
	40,000	5.00%, 06/15/2024		44,776
	150,000	5.00%, 12/15/2028		170,504
	495,000	New Jersey Turnpike Auth 5.00%, 01/01/2037		566,463
	175,000	Tobacco Settlement Financing Corp., NJ 5.00%, 06/01/2029		202,200

				1,258,652

		New Mexico - 0.5%
	105,000	New Mexico Mortgage Finance Auth 4.00%, 01/01/2049		111,556

		New York - 2.7%
	505,000	Metropolitan Transportation Auth, NY 5.00%, 11/15/2035		572,690

		Ohio - 4.3%
	175,000	Ohio Housing Finance Agency 4.50%, 09/01/2048		189,772
	295,000	Ohio Turnpike & Infrastructure Commission 0.00%, 02/15/2041⁽⁴⁾		123,546

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


		15

Hartford Schroders Tax-Aware Bond ETF

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†

MUNICIPAL BONDS - 75.9% - (continued)
		Ohio - 4.3% - (continued)
$	495,000	State of Ohio 5.00%, 08/01/2026	$	597,460

				910,778

		Pennsylvania - 2.6%
	110,000	Geisinger, PA, Health System Auth 5.00%, 02/15/2032		127,039
	375,000	Pennsylvania Turnpike Commission 5.00%, 12/01/2034		428,381

				555,420

		Rhode Island - 1.1%
	215,000	Rhode Island Housing & Mortgage Finance Corp. 4.00%, 10/01/2048		228,321

		South Carolina - 3.0%
	590,000	Patriots Energy Group Financing Agency, SC 4.00%, 10/01/2048⁽³⁾		626,533
	10,000	Tobacco Settlement Revenue Mgmt Auth, SC 6.38%, 05/15/2030		13,455

				639,988

		Tennessee - 0.9%
	25,000	Metropolitan Gov’t Nashville & Davidson County, TN Health & Educational Facs Bd 4.88%, 11/01/2028		28,468
	145,000	Tennessee Housing Dev Agency 4.50%, 07/01/2049		157,509

				185,977

		Texas - 14.1%
	495,000	Cypress-Fairbanks, TX, Independent School Dist 5.00%, 02/15/2026		591,941
	360,000	Denton, TX, Independent School Dist 5.00%, 08/15/2048		406,753
	245,000	Grand Parkway Transportation Corp., TX 5.00%, 10/01/2048		276,439
	505,000	Harris County, TX 5.00%, 10/01/2038		579,821
	285,000	Mesquite, TX, Independent School Dist 5.00%, 08/15/2048		321,560
	95,000	North Texas Tollway Auth Rev 5.00%, 01/01/2048		105,899
	105,000	Texas Department of Housing & Community Affairs 4.75%, 03/01/2049		114,899
	495,000	University of Texas, Permanent University Fund 5.00%, 07/01/2027		591,129

				2,988,441

		Utah - 0.3%
	55,000	Salt Lake City, UT, Corp. Airport Rev 5.00%, 07/01/2048		61,986

		Virginia - 5.6%
	490,000	Fairfax County, VA, Water Auth 5.00%, 04/01/2029		592,135
	495,000	Virginia Public Building Auth 5.00%, 08/01/2029		605,707

				1,197,842

		Washington - 1.5%
	295,000	Washington State Housing Finance Commission 4.00%, 12/01/2048		313,845

		Wyoming - 0.7%
	140,000	Wyoming Community Dev Auth 4.00%, 06/01/2043		148,564


		Total Municipal Bonds (cost $15,925,754)	$	16,107,127


U.S. GOVERNMENT AGENCIES - 6.0%
		Mortgage-Backed Agencies - 6.0%
		FNMA
$	419,098	3.50%, 11/01/2047	$	421,225
	420,426	3.50%, 12/01/2047		422,561

				843,786


Shares or Principal Amount			Market Value^†

U.S. GOVERNMENT AGENCIES - 6.0% - (continued)
		GNMA
$	407,203	4.00%, 10/20/2048	$	419,137

				1,262,923


		Total U.S. Government Agencies (cost $1,255,775)	$	1,262,923


U.S. GOVERNMENT SECURITIES - 3.8%
		U.S. Treasury Securities - 3.8%
		U.S. Treasury Notes - 3.8%
$	712,365	0.75%, 07/15/2028⁽⁵⁾		712,374
	93,500	2.88%, 08/15/2028		95,381

				807,755


		Total U.S. Government Securities (cost $786,370)	$	807,755


		Total Long-Term Investments (cost $20,629,708)	$	20,843,145

SHORT-TERM INVESTMENTS - 1.8%
		Other Investment Pools & Funds - 1.8%
$	385,403	Morgan Stanley Institutional Liquidity Funds Treasury Portfolio, Institutional Class, 2.25%⁽⁶⁾		385,403


		Total Short-Term Investments (cost $385,403)	$	385,403



Total Investments (cost $21,015,111)	100.1	%	$	21,228,548
Other Assets & Liabilities	(0.1	)%		(12,571	)

Total Net Assets	100.0	%	$	21,215,977

Note:

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

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

⁽¹⁾	Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2019.

⁽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 January 31, 2019, the aggregate value of this security was $140,834, representing 0.7% of net assets.

⁽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⁾	Security is a zero-coupon bond.

⁽⁵⁾	The principal amount for this security is adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

⁽⁶⁾	Current yield as of period end.

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


		16

Hartford Schroders Tax-Aware Bond ETF

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)


Futures Contracts Outstanding at January 31, 2019
Description	Number of Contracts		Expiration Date		Current Notional Amount		Value and Unrealized Appreciation/ (Depreciation)
Short position contracts:
U.S. Treasury 10-Year Note Future		3		03/20/2019	$	367,406	$	(2,162	)

Total futures contracts							$	(2,162	)

†	See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.


GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Currency Abbreviations:
USD		United States Dollar

Other Abbreviations:
FNMA		Federal National Mortgage Association
GNMA		Government National Mortgage Association
LIBOR		London Interbank Offered Rate



Municipal Abbreviations:
Auth		Authority
Dev		Development
GO		General Obligation
Mgmt		Management
Rev		Revenue

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.


Description	Total			Level 1			Level 2		Level 3⁽¹⁾
Assets
Corporate Bonds	$	2,665,340		$	—		$	2,665,340	$	—
Municipal Bonds		16,107,127			—			16,107,127		—
U.S. Government Agencies		1,262,923			—			1,262,923		—
U.S. Government Securities		807,755			—			807,755		—
Short-Term Investments		385,403			385,403			—		—

Total	$	21,228,548		$	385,403		$	20,843,145	$	—

Liabilities
Futures Contracts⁽²⁾	$	(2,162	)	$	(2,162	)	$	—	$	—

Total	$	(2,162	)	$	(2,162	)	$	—	$	—

⁽¹⁾	For the six-month period ended January 31, 2019, there were no transfers in and out of Level 3.

⁽²⁾	Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

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


		17

Hartford Short Duration ETF

Schedule of Investments

January 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 9.2%
		Asset-Backed - Automobile - 0.3%
$	345,000	Chesapeake Funding II LLC 3.39%, 01/15/2031⁽¹⁾	$	347,292

		Asset-Backed - Finance & Insurance - 2.7%
	418,000	Bellemeade Re Ltd. 1 mo. USD LIBOR + 1.200%, 3.71%, 10/25/2027⁽¹⁾⁽²⁾		417,209
	192,382	Finance of America Structured Securities Trust 3.38%, 09/25/2028⁽¹⁾⁽³⁾		192,527
	95,571	NRZ Excess Spread-Collateralized Notes 3.19%, 01/25/2023⁽¹⁾		95,048
	365,000	OBX Trust 4.00%, 11/25/2048^(1)(3)(4)(5)		366,074
	49,875	Planet Fitness Master Issuer LLC 4.26%, 09/05/2048⁽¹⁾		50,163
		Regional Management Issuance Trust
	100,000	3.83%, 07/15/2027⁽¹⁾		100,463
	275,000	4.56%, 01/18/2028⁽¹⁾		276,753
	78,814	SoFi Consumer Loan Program LLC 3.28%, 01/26/2026⁽¹⁾		78,794
	234,210	Symphony CLO XIV Ltd. 3 mo. USD LIBOR + 1.280%, 4.08%, 07/14/2026⁽¹⁾⁽²⁾		234,597
		Towd Point Mortgage Trust
	318,052	2.75%, 10/25/2057⁽¹⁾⁽³⁾		309,480
	90,855	3.75%, 05/25/2058⁽¹⁾⁽³⁾		91,231
	339,433	Vantage Data Centers Issuer LLC 4.20%, 11/16/2043⁽¹⁾		339,433
	340,000	Wingstop Funding LLC 4.97%, 12/05/2048⁽¹⁾		348,153

				2,899,925

		Collateralized - Mortgage Obligations - 0.5%
	480,000	FREMF 3.36%, 05/25/2045⁽¹⁾⁽³⁾		478,566

		Commercial Mortgage - Backed Securities - 0.6%
	504,961	New Residential Funding LLC 3.99%, 11/25/2048⁽¹⁾⁽³⁾		508,795
	83,289	Verus Securitization Trust 3.68%, 06/01/2058⁽¹⁾⁽³⁾		83,219

				592,014

		Other ABS - 1.3%
	685,000	Taco Bell Funding LLC 4.32%, 11/25/2048⁽¹⁾		694,563
	379,185	Towd Point Mortgage Trust 3.25%, 07/25/2058⁽¹⁾⁽³⁾		374,015
	168,921	VOLT LXX LLC 4.12%, 09/25/2048⁽¹⁾⁽⁶⁾		168,777
	155,006	VOLT LXXI LLC 3.97%, 09/25/2048⁽¹⁾⁽⁶⁾		154,303

				1,391,658

		Whole Loan Collateral CMO - 3.8%
	87,376	Angel Oak Mortgage Trust I LLC 3.67%, 07/27/2048⁽¹⁾⁽³⁾		87,372
	250,000	Colombia Cent CLO 27 Ltd. 3 mo. USD LIBOR + 1.150%, 3.64%, 10/25/2028⁽¹⁾⁽²⁾		248,734
		COLT Mortgage Loan Trust
	72,434	3.47%, 07/27/2048⁽¹⁾⁽³⁾		72,210
	105,081	3.69%, 10/26/2048⁽¹⁾⁽³⁾		105,259
	507,117	4.01%, 12/28/2048⁽¹⁾⁽³⁾		508,606
	200,993	CSMC Trust 4.13%, 07/25/2058⁽¹⁾⁽³⁾		200,839
	441,949	Deephaven Residential Mortgage Trust 3.79%, 08/25/2058⁽¹⁾⁽³⁾		443,298
	260,925	Flagstar Mortgage Trust 4.00%, 09/25/2048⁽¹⁾⁽³⁾		263,107
	200,000	Home Re Ltd. 1 mo. USD LIBOR + 1.600%, 4.11%, 10/25/2028⁽¹⁾⁽²⁾		200,233
		Mill City Mortgage Loan Trust
	88,395	3.25%, 05/25/2062⁽¹⁾⁽³⁾		87,135
	89,636	3.50%, 05/25/2058⁽¹⁾⁽³⁾		88,957
	293,146	3.50%, 08/25/2058⁽¹⁾⁽³⁾		289,247
	86,048	New Residential Mortgage LLC 3.79%, 07/25/2054⁽¹⁾		86,897
		New Residential Mortgage Loan Trust
	467,891	1 mo. USD LIBOR + 0.750%, 3.26%, 01/25/2048⁽¹⁾⁽²⁾		465,437
	471,883	4.00%, 02/25/2057⁽¹⁾⁽³⁾		474,780


Shares or Principal Amount			Market Value^†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 9.2% - (continued)
		Whole Loan Collateral CMO - 3.8% - (continued)
$	159,805	4.00%, 09/25/2057⁽¹⁾⁽³⁾	$	160,651
		Sequoia Mortgage Trust
	95,462	4.00%, 09/25/2048⁽¹⁾⁽³⁾		96,581
	86,222	4.50%, 08/25/2048⁽¹⁾⁽³⁾		88,035

				3,967,378


		Total Asset & Commercial Mortgage Backed Securities (cost $9,646,438)	$	9,676,833


CORPORATE BONDS - 60.1%
		Aerospace/Defense - 0.6%
	300,000	L3 Technologies, Inc. 3.85%, 06/15/2023		303,128
	350,000	United Technologies Corp. 3.65%, 08/16/2023		355,220

				658,348

		Agriculture - 0.3%
	300,000	Reynolds American, Inc. 3.25%, 06/12/2020		300,026

		Auto Manufacturers - 1.9%
	75,000	American Honda Finance Corp. 1.70%, 09/09/2021		72,515
	150,000	Daimler Finance NA LLC 2.25%, 09/03/2019⁽¹⁾		149,229
		Ford Motor Credit Co. LLC
	200,000	2.02%, 05/03/2019		199,414
	250,000	8.13%, 01/15/2020		259,853
		General Motors Financial Co., Inc.
	125,000	3.15%, 06/30/2022		120,860
	375,000	3.20%, 07/13/2020		373,929
	200,000	3.45%, 04/10/2022		195,547
	75,000	Harley-Davidson Financial Services, Inc. 3.55%, 05/21/2021⁽¹⁾		74,619
		Hyundai Capital America
	100,000	2.60%, 03/19/2020⁽¹⁾		98,926
	50,000	4.13%, 06/08/2023⁽¹⁾		50,203
	400,000	Volkswagen Group of America Finance LLC 4.25%, 11/13/2023⁽¹⁾		404,572

				1,999,667

		Auto Parts & Equipment - 0.2%
	200,000	Aptiv plc 3.15%, 11/19/2020		199,383

		Beverages - 0.9%
	62,000	Anheuser-Busch InBev Finance, Inc. 2.65%, 02/01/2021		61,746
	175,000	Anheuser-Busch InBev Worldwide, Inc. 3.75%, 01/15/2022		178,217
		Constellation Brands, Inc.
	175,000	2.65%, 11/07/2022		169,244
	100,000	2.70%, 05/09/2022		97,456
	100,000	3.20%, 02/15/2023		98,330
	300,000	Molson Coors Brewing Co. 2.10%, 07/15/2021		292,363

				897,356

		Biotechnology - 0.3%
		Celgene Corp.
	150,000	2.88%, 08/15/2020		149,721
	150,000	2.88%, 02/19/2021		149,301

				299,022

		Chemicals - 1.4%
	425,000	DowDuPont, Inc. 4.21%, 11/15/2023		440,522
	450,000	Eastman Chemical Co. 3.50%, 12/01/2021		451,608
	225,000	International Flavors & Fragrances, Inc. 3.40%, 09/25/2020		225,831
	50,000	Nutrien Ltd. 6.50%, 05/15/2019		50,467
	300,000	Sherwin-Williams Co. 4.20%, 01/15/2022		304,845

				1,473,273

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


		18

Hartford Short Duration ETF

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†

CORPORATE BONDS - 60.1% - (continued)
		Commercial Banks - 18.4%
$	200,000	ABN Amro Bank N.V. 3.40%, 08/27/2021⁽¹⁾	$	200,905
		Bank of America Corp.
	125,000	2.15%, 11/09/2020		123,341
	300,000	2.50%, 10/21/2022		293,179
	325,000	2.63%, 04/19/2021		322,650
	200,000	Bank of New York Mellon Corp. 2.50%, 04/15/2021		198,370
	100,000	Bank of Nova Scotia 2.70%, 03/07/2022		98,650
	400,000	Barclays plc 3.25%, 01/12/2021		395,696
	100,000	BB&T Corp. 2.05%, 05/10/2021		98,100
		BNP Paribas S.A.
	200,000	2.38%, 05/21/2020		198,623
	200,000	3.50%, 03/01/2023⁽¹⁾		198,285
		BPCE S.A.
	250,000	3.00%, 05/22/2022⁽¹⁾		244,086
	250,000	4.00%, 09/12/2023⁽¹⁾		249,127
	250,000	Canadian Imperial Bank of Commerce 3.50%, 09/13/2023		253,089
		Capital One Financial Corp.
	200,000	2.50%, 05/12/2020		198,592
	200,000	3.05%, 03/09/2022		197,425
		Citigroup, Inc.
	325,000	2.70%, 03/30/2021		322,797
	200,000	2.90%, 12/08/2021		198,745
	250,000	Citizens Bank NA/Providence 3.70%, 03/29/2023		252,129
	275,000	Citizens Financial Group, Inc. 2.38%, 07/28/2021		268,856
	300,000	Comerica, Inc. 3.70%, 07/31/2023		302,800
	250,000	Compass Bank 3.50%, 06/11/2021		250,397
		Cooperatieve Rabobank UA
	250,000	2.75%, 01/10/2022		247,698
	300,000	3.88%, 09/26/2023⁽¹⁾		304,970
	250,000	Credit Suisse Group AG 3.57%, 01/09/2023⁽¹⁾		247,352
		Danske Bank A/S
	200,000	3.88%, 09/12/2023⁽¹⁾		191,447
	390,000	5.00%, 01/12/2022⁽¹⁾		395,471
		Deutsche Bank AG
	150,000	3.15%, 01/22/2021		145,824
	150,000	3.30%, 11/16/2022		140,274
	100,000	4.25%, 10/14/2021		98,984
	250,000	Discover Bank 3.10%, 06/04/2020		249,397
	250,000	DNB Bank ASA 2.38%, 06/02/2021⁽¹⁾		245,435
		Fifth Third Bancorp
	350,000	2.60%, 06/15/2022		341,804
	75,000	2.88%, 07/27/2020		74,907
		Goldman Sachs Group, Inc.
	300,000	2.35%, 11/15/2021		293,304
	200,000	2.88%, 02/25/2021		199,265
	300,000	3.00%, 04/26/2022		296,718
	250,000	5.25%, 07/27/2021		262,166
	200,000	5.75%, 01/24/2022		214,608
		HSBC Holdings plc
	200,000	2.95%, 05/25/2021		199,245
	200,000	3.40%, 03/08/2021		201,051
	200,000	HSBC USA, Inc. 2.35%, 03/05/2020		198,756
		Huntington Bancshares, Inc.
	300,000	2.30%, 01/14/2022		292,017
	300,000	3.15%, 03/14/2021		300,635
	575,000	ING Groep N.V. 4.10%, 10/02/2023		582,153
	200,000	Intesa Sanpaolo S.p.A. 3.13%, 07/14/2022⁽¹⁾		187,940
		JP Morgan Chase & Co.
	200,000	2.30%, 08/15/2021		196,567
	325,000	2.40%, 06/07/2021		320,837
	150,000	2.75%, 06/23/2020		149,726
	300,000	2.97%, 01/15/2023		297,659
	250,000	KeyBank NA 2.40%, 06/09/2022		243,764
	225,000	KeyCorp 5.10%, 03/24/2021		234,453


Shares or Principal Amount			Market Value^†

CORPORATE BONDS - 60.1% - (continued)
		Commercial Banks - 18.4% - (continued)
$	200,000	Macquarie Group Ltd. 3 mo. USD LIBOR + 1.023%, 3.19%, 11/28/2023⁽¹⁾⁽²⁾	$	193,205
	250,000	Manufacturers & Traders Trust Co. 2.63%, 01/25/2021		248,182
		Morgan Stanley
	250,000	2.50%, 04/21/2021		246,795
	325,000	2.63%, 11/17/2021		320,509
	325,000	2.75%, 05/19/2022		320,153
	125,000	5.63%, 09/23/2019		127,158
	250,000	National Australia Bank Ltd. 2.50%, 01/12/2021		247,159
	200,000	Nordea Bank AB 2.13%, 05/29/2020⁽¹⁾		197,731
		PNC Bank NA
	250,000	2.15%, 04/29/2021		245,341
	375,000	2.45%, 11/05/2020		371,578
		Regions Financial Corp.
	200,000	2.75%, 08/14/2022		195,149
	250,000	3.20%, 02/08/2021		249,951
	525,000	Royal Bank of Canada 3.70%, 10/05/2023		533,971
	125,000	Santander Holdings USA, Inc. 3.70%, 03/28/2022		124,846
		Santander UK plc
	275,000	2.13%, 11/03/2020		269,533
	100,000	2.38%, 03/16/2020		99,299
	200,000	3.40%, 06/01/2021		200,180
		Standard Chartered plc
	200,000	2.25%, 04/17/2020⁽¹⁾		197,244
	375,000	3 mo. USD LIBOR + 1.150%, 4.25%, 01/20/2023⁽¹⁾⁽²⁾		375,310
	300,000	SunTrust Bank 3 mo. USD LIBOR + 0.500%, 3.53%, 10/26/2021⁽²⁾		301,413
	225,000	SunTrust Banks, Inc. 2.70%, 01/27/2022		221,140
	350,000	Svenska Handelsbanken AB 2.45%, 03/30/2021		345,835
	200,000	Toronto-Dominion Bank 2.13%, 04/07/2021		196,787
	300,000	UBS AG 2.45%, 12/01/2020⁽¹⁾		295,916
		UniCredit S.p.A.
	200,000	3.75%, 04/12/2022⁽¹⁾		194,493
	350,000	6.57%, 01/14/2022⁽¹⁾		357,551
		Wells Fargo & Co.
	375,000	2.50%, 03/04/2021		371,112
	155,000	3.75%, 01/24/2024		157,705
	100,000	3 mo. USD LIBOR + 1.230%, 3.97%, 10/31/2023⁽²⁾		101,051

				19,526,566

		Commercial Services - 0.9%
		ERAC USA Finance LLC
	100,000	2.35%, 10/15/2019⁽¹⁾		99,504
	280,000	2.60%, 12/01/2021⁽¹⁾		273,064
		IHS Markit Ltd.
	60,000	4.13%, 08/01/2023		59,742
	250,000	5.00%, 11/01/2022⁽¹⁾		255,425
	300,000	Total System Services, Inc. 3.80%, 04/01/2021		300,872

				988,607

		Construction Materials - 0.3%
	350,000	Fortune Brands Home & Security, Inc. 4.00%, 09/21/2023		349,675

		Diversified Financial Services - 3.6%
	150,000	AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.13%, 07/03/2023		147,978
	300,000	AIG Global Funding 2.70%, 12/15/2021⁽¹⁾		295,378
		Air Lease Corp.
	75,000	2.13%, 01/15/2020		74,312
	75,000	2.63%, 07/01/2022		72,005
	375,000	3.50%, 01/15/2022		371,999

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


		19

Hartford Short Duration ETF

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†

CORPORATE BONDS - 60.1% - (continued)
		Diversified Financial Services - 3.6% - (continued)
		Aircastle Ltd.
$	420,000	4.40%, 09/25/2023	$	415,841
	165,000	5.13%, 03/15/2021		169,134
	250,000	7.63%, 04/15/2020		261,158
	350,000	Ally Financial, Inc. 4.63%, 05/19/2022		356,825
	250,000	Capital One Bank USA NA 2.30%, 06/05/2019		249,558
	375,000	Credit Agricole S.A. 2.38%, 07/01/2021⁽¹⁾		367,323
	400,000	GE Capital International Funding Co. 2.34%, 11/15/2020		390,553
	250,000	Navient Corp. 5.50%, 01/25/2023		241,250
	300,000	Synchrony Financial 2.70%, 02/03/2020		296,857

				3,710,171

		Electric - 4.2%
	175,000	AEP Texas, Inc. 2.40%, 10/01/2022		168,795
	450,000	CenterPoint Energy, Inc. 3.85%, 02/01/2024		453,122
	125,000	Dominion Energy, Inc. 2.75%, 01/15/2022		122,090
	335,000	Duquesne Light Holdings, Inc. 6.40%, 09/15/2020⁽¹⁾		349,209
	250,000	EDP Finance B.V. 5.25%, 01/14/2021⁽¹⁾		255,545
	50,000	Emera U.S. Finance L.P. 2.70%, 06/15/2021		48,984
		Enel Finance International N.V.
	400,000	2.88%, 05/25/2022⁽¹⁾		384,631
	250,000	4.25%, 09/14/2023⁽¹⁾		248,966
	165,000	Eversource Energy 3.80%, 12/01/2023		167,619
		Exelon Corp.
	125,000	3.50%, 06/01/2022		124,039
	125,000	5.15%, 12/01/2020		128,695
	150,000	FirstEnergy Corp. 2.85%, 07/15/2022		146,246
	300,000	Fortis, Inc. 2.10%, 10/04/2021		288,969
	175,000	ITC Holdings Corp. 2.70%, 11/15/2022		169,324
	100,000	NextEra Energy Capital Holdings, Inc. 2.30%, 04/01/2019		99,926
	150,000	Pacific Gas & Electric Co. 3.85%, 11/15/2023^*		124,500
	105,000	Potomac Electric Power Co. 3.05%, 04/01/2022		104,610
	250,000	Public Service Enterprise Group, Inc. 2.65%, 11/15/2022		244,477
	375,000	South Carolina Electric & Gas Co. 3.50%, 08/15/2021		379,822
	300,000	Southern Co. 2.35%, 07/01/2021		293,920
	150,000	Southwestern Electric Power Co. 3.55%, 02/15/2022		150,091

				4,453,580

		Electronics - 0.2%
	175,000	Keysight Technologies, Inc. 3.30%, 10/30/2019		174,828

		Entertainment - 0.3%
	200,000	Discovery Communications LLC 2.80%, 06/15/2020⁽¹⁾		198,327
	100,000	Eldorado Resorts, Inc. 7.00%, 08/01/2023		104,500

				302,827

		Food - 1.7%
		Conagra Brands, Inc.
	540,000	3.80%, 10/22/2021		542,068
	225,000	4.30%, 05/01/2024		226,387
	450,000	Danone S.A. 3.00%, 06/15/2022⁽¹⁾		444,947
		Kraft Heinz Foods Co.
	150,000	3.50%, 07/15/2022		150,154
	65,000	4.00%, 06/15/2023		66,173
	50,000	Kroger Co. 3.85%, 08/01/2023		50,513
	300,000	Tyson Foods, Inc. 2.25%, 08/23/2021		292,367

				1,772,609

		Forest Products & Paper - 0.2%
		Georgia-Pacific LLC
	75,000	2.54%, 11/15/2019⁽¹⁾		74,783
	150,000	5.40%, 11/01/2020⁽¹⁾		155,561

				230,344


Shares or Principal Amount			Market Value^†

CORPORATE BONDS - 60.1% - (continued)
		Gas - 0.1%
$	150,000	CenterPoint Energy Resources Corp. 4.50%, 01/15/2021	$	153,246

		Healthcare-Products - 0.3%
	250,000	Life Technologies Corp. 5.00%, 01/15/2021		255,982
	75,000	Thermo Fisher Scientific, Inc. 3.30%, 02/15/2022		75,252

				331,234

		Healthcare-Services - 1.4%
		Anthem, Inc.
	100,000	2.25%, 08/15/2019		99,723
	175,000	2.95%, 12/01/2022		173,189
	150,000	Cigna Corp. 3.20%, 09/17/2020⁽¹⁾		150,187
	100,000	Cigna Holding Co. 4.00%, 02/15/2022		101,452
	240,000	Halfmoon Parent, Inc. 3.75%, 07/15/2023⁽¹⁾		243,212
	150,000	Laboratory Corp. of America Holdings 3.20%, 02/01/2022		149,641
	550,000	UnitedHealth Group, Inc. 3.50%, 02/15/2024		559,342

				1,476,746

		Insurance - 2.1%
	125,000	Assurant, Inc. 4.20%, 09/27/2023		125,540
	75,000	Jackson National Life Global Funding 2.50%, 06/27/2022⁽¹⁾		72,876
		Liberty Mutual Group, Inc.
	250,000	4.95%, 05/01/2022⁽¹⁾		260,553
	275,000	5.00%, 06/01/2021⁽¹⁾		284,059
	165,000	Marsh & McLennan Cos., Inc. 3.88%, 03/15/2024		168,403
	100,000	Principal Financial Group, Inc. 3.13%, 05/15/2023		99,062
		Protective Life Global Funding
	150,000	2.70%, 11/25/2020⁽¹⁾		148,744
	150,000	3.40%, 06/28/2021⁽¹⁾		150,089
	250,000	Reinsurance Group of America, Inc. 5.00%, 06/01/2021		259,168
	350,000	Torchmark Corp. 7.88%, 05/15/2023		406,654
	300,000	Unum Group 3.00%, 05/15/2021		296,270

				2,271,418

		Internet - 0.4%
	200,000	Alibaba Group Holding Ltd. 2.80%, 06/06/2023		194,564
	75,000	Netflix, Inc. 5.50%, 02/15/2022		77,854
	200,000	Tencent Holdings Ltd. 2.99%, 01/19/2023⁽¹⁾		195,806

				468,224

		Iron/Steel - 0.9%
		ArcelorMittal
	275,000	5.13%, 06/01/2020		280,989
	200,000	6.25%, 02/25/2022		212,330
		Steel Dynamics, Inc.
	250,000	5.13%, 10/01/2021		251,875
	250,000	5.25%, 04/15/2023		253,125

				998,319

		IT Services - 0.6%
	125,000	Dell International LLC / EMC Corp. 3.48%, 06/01/2019⁽¹⁾		125,042
	175,000	DXC Technology Co. 2.88%, 03/27/2020		173,944
	250,000	Hewlett Packard Enterprise Co. 3.50%, 10/05/2021		252,026
	100,000	NCR Corp. 4.63%, 02/15/2021		98,750

				649,762

		Lodging - 0.5%
	225,000	Marriott International, Inc. 2.30%, 01/15/2022		217,581
	250,000	MGM Resorts International 6.00%, 03/15/2023		259,375

				476,956

		Machinery-Diversified - 0.4%
	75,000	CNH Industrial Capital LLC 4.38%, 11/06/2020		75,469
	200,000	John Deere Capital Corp. 2.15%, 09/08/2022		193,887

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


		20

Hartford Short Duration ETF

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†

CORPORATE BONDS - 60.1% - (continued)
		Machinery-Diversified - 0.4% - (continued)
		Roper Technologies, Inc.
$	100,000	3.00%, 12/15/2020	$	99,714
	100,000	3.65%, 09/15/2023		100,053

				469,123

		Media - 1.9%
	100,000	CBS Corp. 2.90%, 06/01/2023		96,239
	250,000	CCO Holdings LLC / CCO Holdings Capital Corp. 5.13%, 05/01/2023⁽¹⁾		253,345
		Charter Communications Operating LLC / Charter Communications Operating Capital
	225,000	3.58%, 07/23/2020		225,581
	200,000	4.50%, 02/01/2024		203,735
	345,000	Comcast Corp. 3.70%, 04/15/2024		353,158
	145,000	Cox Communications, Inc. 2.95%, 06/30/2023⁽¹⁾		140,931
		Discovery Communications LLC
	50,000	2.20%, 09/20/2019		49,638
	196,000	3.25%, 04/01/2023		190,711
		Fox Corp.
	50,000	3.67%, 01/25/2022⁽¹⁾		50,493
	65,000	4.03%, 01/25/2024⁽¹⁾		66,304
	200,000	Sky plc 2.63%, 09/16/2019⁽¹⁾		199,011
	225,000	Videotron Ltd. 5.00%, 07/15/2022		231,345

				2,060,491

		Mining - 0.5%
		Anglo American Capital plc
	200,000	3.75%, 04/10/2022⁽¹⁾		198,167
	200,000	4.13%, 04/15/2021⁽¹⁾		199,714
	100,000	Glencore Funding LLC 3.00%, 10/27/2022⁽¹⁾		96,741

				494,622

		Miscellaneous Manufacturing - 0.2%
	250,000	Pentair Finance S.a.r.l. 2.65%, 12/01/2019		248,224

		Office/Business Equipment - 0.4%
	400,000	Xerox Corp. 2.75%, 09/01/2020		389,000

		Oil & Gas - 1.3%
	219,000	Anadarko Petroleum Corp. 4.85%, 03/15/2021		224,442
	150,000	Canadian Natural Resources Ltd. 3.45%, 11/15/2021		149,916
	250,000	Eni S.p.A. 4.00%, 09/12/2023⁽¹⁾		252,164
	250,000	EOG Resources, Inc. 4.10%, 02/01/2021		254,938
	100,000	EQT Corp. 2.50%, 10/01/2020		97,582
	150,000	Marathon Oil Corp. 2.70%, 06/01/2020		148,322
	300,000	Pioneer Natural Resources Co. 3.45%, 01/15/2021		299,884

				1,427,248

		Oil & Gas Services - 0.3%
		Schlumberger Holdings Corp.
	225,000	3.00%, 12/21/2020⁽¹⁾		223,896
	100,000	3.63%, 12/21/2022⁽¹⁾		100,553

				324,449

		Pharmaceuticals - 3.7%
		AbbVie, Inc.
	75,000	2.30%, 05/14/2021		73,658
	250,000	3.75%, 11/14/2023		253,073
		Allergan Funding SCS
	200,000	3.00%, 03/12/2020		199,834
	200,000	3.45%, 03/15/2022		199,560
		Bayer U.S. Finance LLC
	200,000	2.38%, 10/08/2019⁽¹⁾		198,609
	200,000	3.50%, 06/25/2021⁽¹⁾		199,450
	125,000	Cardinal Health, Inc. 3.20%, 06/15/2022		123,296
		CVS Health Corp.
	300,000	3.35%, 03/09/2021		301,292
	300,000	3.70%, 03/09/2023		302,595


Shares or Principal Amount			Market Value^†

CORPORATE BONDS - 60.1% - (continued)
		Pharmaceuticals - 3.7% - (continued)
		Elanco Animal Health, Inc.
$	450,000	3.91%, 08/27/2021⁽¹⁾	$	450,580
	105,000	4.27%, 08/28/2023⁽¹⁾		105,742
	420,000	McKesson Corp. 3.65%, 11/30/2020		422,804
		Mylan N.V.
	100,000	3.15%, 06/15/2021		97,812
	125,000	3.75%, 12/15/2020		124,840
	275,000	Shire Acquisitions Investments Ireland DAC 1.90%, 09/23/2019		272,861
	205,000	Takeda Pharmaceutical Co., Ltd. 3.80%, 11/26/2020⁽¹⁾		207,141
	175,000	Teva Pharmaceutical Finance Netherlands B.V. 1.70%, 07/19/2019		172,594
	250,000	Zoetis, Inc. 3.45%, 11/13/2020		250,840

				3,956,581

		Pipelines - 2.6%
	200,000	Andeavor Logistics L.P. / Tesoro Logistics Finance Corp. 3.50%, 12/01/2022		197,992
		Energy Transfer Operating L.P.
	120,000	4.20%, 09/15/2023		120,911
	135,000	4.50%, 04/15/2024		137,515
	100,000	4.65%, 06/01/2021		102,378
		Enterprise Products Operating LLC
	100,000	2.55%, 10/15/2019		99,815
	75,000	2.85%, 04/15/2021		74,822
	150,000	4.05%, 02/15/2022		153,614
	275,000	EQT Midstream Partners L.P. 4.75%, 07/15/2023		278,898
		Kinder Morgan Energy Partners L.P.
	175,000	3.95%, 09/01/2022		177,350
	150,000	4.15%, 03/01/2022		152,891
	100,000	MPLX L.P. 3.38%, 03/15/2023		99,201
	250,000	Southern Natural Gas Co. LLC / Southern Natural Issuing Corp. 4.40%, 06/15/2021		255,455
	200,000	Sunoco Logistics Partners Operations L.P. 4.40%, 04/01/2021		203,296
	650,000	Western Gas Partners L.P. 4.00%, 07/01/2022		652,202

				2,706,340

		Real Estate - 0.3%
	300,000	WEA Finance LLC / Westfield UK & Europe Finance plc 2.70%, 09/17/2019⁽¹⁾		299,252

		Real Estate Investment Trusts - 1.7%
		American Tower Corp.
	200,000	3.30%, 02/15/2021		199,997
	100,000	5.00%, 02/15/2024		105,574
	250,000	Brandywine Operating Partnership L.P. 3.95%, 02/15/2023		249,487
		Crown Castle International Corp.
	300,000	3.15%, 07/15/2023		293,063
	100,000	5.25%, 01/15/2023		105,352
	200,000	Host Hotels & Resorts L.P. 5.25%, 03/15/2022		206,695
	200,000	Liberty Property L.P. 4.13%, 06/15/2022		204,460
	150,000	Realty Income Corp. 3.25%, 10/15/2022		149,379
	100,000	Simon Property Group L.P. 2.75%, 06/01/2023		97,411
	200,000	Welltower, Inc. 3.95%, 09/01/2023		201,551

				1,812,969

		Retail - 0.5%
	175,000	Alimentation Couche-Tard, Inc. 2.35%, 12/13/2019⁽¹⁾		173,729
	250,000	AutoNation, Inc. 3.35%, 01/15/2021		248,599
	150,000	Dollar Tree, Inc. 3.70%, 05/15/2023		148,226

				570,554

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


		21

Hartford Short Duration ETF

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†

CORPORATE BONDS - 60.1% - (continued)
		Semiconductors - 0.7%
$	300,000	Broadcom Corp. / Broadcom Cayman Finance Ltd. 2.38%, 01/15/2020	$	297,677
	250,000	Microchip Technology, Inc. 4.33%, 06/01/2023⁽¹⁾		246,288
	155,000	NXP B.V. / NXP Funding LLC 4.88%, 03/01/2024⁽¹⁾		159,009
	75,000	QUALCOMM, Inc. 3.00%, 05/20/2022		74,857

				777,831

		Software - 1.1%
	250,000	Activision Blizzard, Inc. 2.60%, 06/15/2022		244,218
		Fidelity National Information Services, Inc.
	300,000	2.25%, 08/15/2021		291,717
	275,000	3.63%, 10/15/2020		276,808
	310,000	Fiserv, Inc. 3.80%, 10/01/2023		310,263

				1,123,006

		Telecommunications - 0.7%
		AT&T, Inc.
	100,000	2.80%, 02/17/2021		99,488
	125,000	3.00%, 06/30/2022		124,018
	150,000	Nokia Oyj 3.38%, 06/12/2022		147,563
		Telefonica Emisiones SAU
	200,000	5.13%, 04/27/2020		204,459
	200,000	5.46%, 02/16/2021		208,851

				784,379

		Transportation - 1.4%
	400,000	Canadian Pacific Railway Co. 4.50%, 01/15/2022		410,886
	250,000	CSX Corp. 4.25%, 06/01/2021		255,634
		Penske Truck Leasing Co. L.P. / PTL Finance Corp.
	175,000	2.50%, 06/15/2019⁽¹⁾		174,653
	175,000	2.70%, 03/14/2023⁽¹⁾		167,238
	250,000	4.13%, 08/01/2023⁽¹⁾		251,389
	200,000	4.25%, 01/17/2023⁽¹⁾		202,211

				1,462,011

		Trucking & Leasing - 0.7%
	200,000	Aviation Capital Group LLC 3.88%, 05/01/2023⁽¹⁾		197,099
		GATX Corp.
	250,000	2.50%, 07/30/2019		249,197
	250,000	4.35%, 02/15/2024		253,821

				700,117


		Total Corporate Bonds (cost $63,453,456)	$	63,768,384


SENIOR FLOATING RATE INTERESTS - 22.3%⁽⁷⁾
		Aerospace/Defense - 0.3%
$	298,249	TransDigm, Inc. 1 mo. USD LIBOR + 2.500%, 5.00%, 06/09/2023	$	291,663

		Airlines - 0.1%
	118,763	American Airlines, Inc. 1 mo. USD LIBOR + 2.000%, 4.52%, 10/12/2021		117,074

		Auto Parts & Equipment - 0.2%
	161,922	Altra Industrial Motion Corp. 1 mo. USD LIBOR + 2.000%, 4.50%, 10/01/2025		158,818

		Chemicals - 0.8%
	345,000	Cabot Microelectronics Corp. 1 mo. ICE LIBOR + 2.250%, 4.75%, 11/14/2025		341,981
	285,000	Platform Specialty Products Corp. 1 mo. ICE LIBOR + 2.250%, 0.00%, 11/14/2025⁽⁸⁾		281,557
		Starfruit Finco B.V
EUR	100,000	3 mo. EURIBOR + 3.750%, 3.75%, 10/01/2025		114,626
$	100,000	1 mo. USD LIBOR + 3.250%, 5.75%, 10/01/2025		97,688

				835,852


Shares or Principal Amount			Market Value^†

SENIOR FLOATING RATE INTERESTS - 22.3%⁽⁷⁾ - (continued)
		Commercial Services - 3.2%
$	220,000	Allied Universal Holdco LLC 2 mo. USD LIBOR + 4.250%, 6.75%, 07/28/2022	$	211,750
	175,000	Blackhawk Network Holdings, Inc. 1 mo. USD LIBOR + 3.000%, 0.00%, 06/15/2025⁽⁸⁾		171,587
	125,000	BrightView Landscapes, LLC 1 mo. USD LIBOR + 2.500%, 0.00%, 08/15/2025⁽⁸⁾		123,438
	465,000	Global Payments Inc. 3 mo. USD LIBOR + 1.750%, 4.25%, 10/17/2025		454,733
	170,000	Quad/Graphics, Inc. 1 mo. USD LIBOR + 5.000%, 0.00%, 01/31/2026⁽⁸⁾		169,362
	200,000	Quikrete Holdings, Inc. 1 mo. USD LIBOR + 2.750%, 5.25%, 11/15/2023		193,594
	163,740	Russell Investments U.S. Inst’l Holdco, Inc. 3 mo. USD LIBOR + 3.250%, 5.75%, 06/01/2023		161,284
EUR	170,000	Techem GmbH 3 mo. EURIBOR + 3.750%, 3.75%, 07/31/2025		195,310
$	124,684	Tempo Acquisition LLC 1 mo. USD LIBOR + 3.000%, 5.50%, 05/01/2024		122,235
	224,500	Trans Union LLC 1 mo. USD LIBOR + 2.000%, 4.50%, 06/19/2025		221,373
	927,675	United Rentals, Inc. 1 mo. ICE LIBOR + 1.750%, 4.25%, 10/31/2025		921,682
EUR	340,000	Verisure Holding AB 3 mo. EURIBOR + 3.500%, 0.00%, 10/21/2022⁽⁸⁾		388,128

				3,334,476

		Construction Materials - 0.5%
$	518,697	NCI Building Systems, Inc. 3 mo. USD LIBOR + 3.750%, 6.55%, 04/12/2025		493,410

		Distribution/Wholesale - 0.6%
	199,497	Beacon Roofing Supply, Inc. 1 mo. USD LIBOR + 2.250%, 4.77%, 01/02/2025		193,584
	99,500	Hamilton Holdco LLC 1 mo. USD LIBOR + 2.000%, 4.81%, 07/02/2025		98,381
	374,063	HD Supply, Inc. 1 mo. USD LIBOR + 1.750%, 4.25%, 10/17/2023		369,465

				661,430

		Diversified Financial Services - 0.6%
	199,492	AlixPartners LLP 3 mo. USD LIBOR + 2.750%, 5.25%, 04/04/2024		196,811
	198,998	Crown Finance U.S., Inc. 1 mo. USD LIBOR + 2.500%, 5.00%, 02/28/2025		193,973
	125,000	Financial & Risk US Holdings, Inc. 1 mo. USD LIBOR + 3.750%, 6.25%, 10/01/2025		119,922
	129,669	NFP Corp. 1 mo. USD LIBOR + 3.000%, 5.50%, 01/08/2024		124,353
	33,761	SS&C European Holdings S.a.r.l. 1 mo. USD LIBOR + 2.250%, 4.75%, 04/16/2025		33,053

				668,112

		Electric - 0.2%
	194,005	NRG Energy, Inc. 3 mo. USD LIBOR + 1.750%, 4.25%, 06/30/2023		190,610

		Energy-Alternate Sources - 0.3%
	174,561	BCP Renaissance Parent LLC 3 mo. USD LIBOR + 3.500%, 6.24%, 10/31/2024		172,561
	149,373	Vistra Energy Corp. 1 mo. USD LIBOR + 2.000%, 4.51%, 12/31/2025		146,428

				318,989

		Engineering & Construction - 0.2%
	166,667	DAE Aviation Holdings, Inc. 1 mo. ICE LIBOR + 4.000%, 0.00%, 01/23/2026⁽⁸⁾		165,952

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


		22

Hartford Short Duration ETF

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†

SENIOR FLOATING RATE INTERESTS - 22.3%⁽⁷⁾ - (continued)
		Entertainment - 0.1%
$	114,033	Hilton Worldwide Finance LLC 1 mo. USD LIBOR + 1.750%, 4.26%, 10/25/2023	$	112,708

		Environmental Control - 0.3%
	348,232	Clean Harbors, Inc. 1 mo. USD LIBOR + 1.750%, 4.25%, 06/28/2024		344,315

		Food - 0.3%
	189,523	IRB Holding Corp 1 mo. USD LIBOR + 3.250%, 5.76%, 02/05/2025		184,257
	135,279	Post Holdings, Inc. 1 mo. USD LIBOR + 2.000%, 4.52%, 05/24/2024		133,419

				317,676

		Food Service - 0.4%
	393,500	Aramark Services, Inc. 3 mo. USD LIBOR + 1.750%, 4.25%, 03/11/2025		390,549

		Gas - 0.3%
	190,000	Messer Industries GmbH 1 mo. USD LIBOR + 2.500%, 0.00%, 10/01/2025⁽⁸⁾		185,725
EUR	100,000	3 mo. EURIBOR + 2.750% , 0.00%, 10/01/2025⁽⁸⁾		114,601

				300,326

		Healthcare-Products - 0.3%
$	125,000	Avantor, Inc. 1 mo. USD LIBOR + 4.000%, 6.57%, 11/21/2024		124,469
	248,741	Parexel International Corp. 1 mo. USD LIBOR + 2.750%, 5.25%, 09/27/2024		235,060

				359,529

		Healthcare-Services - 1.9%
	460,000	Envision Healthcare Corp. 1 mo. USD LIBOR + 3.750%, 6.25%, 10/10/2025		432,630
	168,047	Gentiva Health Services, Inc. 1 mo. USD LIBOR + 3.750%, 6.25%, 07/02/2025		166,787
EUR	189,050	IQVIA, Inc. 3 mo. EURIBOR + 2.000%, 2.50%, 06/11/2025		216,520
$	274,306	Surgery Center Holdings, Inc. 1 mo. USD LIBOR + 3.250%, 5.75%, 09/02/2024		266,693
	200,000	Syneos Health, Inc. 1 mo. USD LIBOR + 2.000%, 0.00%, 08/01/2024⁽⁸⁾		196,416
	690,000	Universal Health Services, Inc. 1 mo. USD LIBOR + 1.750%, 4.25%, 10/31/2025		688,275

				1,967,321

		Household Products - 0.1%
	124,685	Diamond (BC) B.V. 2 mo. USD LIBOR + 3.000%, 5.74%, 09/06/2024		117,283

		Insurance - 0.9%
		Asurion LLC
	91,716	1 mo. USD LIBOR + 3.000%, 5.50%, 08/04/2022		90,176
	233,825	1 mo. USD LIBOR + 3.000%, 5.50%, 11/03/2024		229,927
	100,000	1 mo. USD LIBOR + 6.500%, 9.00%, 08/04/2025		100,500
	249,373	Hub International Ltd. 2 mo. USD LIBOR + 2.750%, 5.51%, 04/25/2025		240,099
	320,000	Sedgwick Claims Management Services, Inc. 1 mo. USD LIBOR + 3.250%, 5.75%, 12/31/2025		311,466

				972,168

		IT Services - 0.4%
	473,813	Science Applications International Corp. 1 mo. ICE LIBOR + 0.017%, 4.25%, 10/31/2025		466,312

		Leisure Time - 0.7%
	248,870	Caesars Resort Collection LLC 1 mo. USD LIBOR + 2.750%, 5.25%, 12/22/2024		245,170
	225,000	Delta (LUX) S.a.r.l. 1 mo. USD LIBOR + 2.500%, 5.00%, 02/01/2024		216,094


Shares or Principal Amount			Market Value^†

SENIOR FLOATING RATE INTERESTS - 22.3%⁽⁷⁾ - (continued)
		Leisure Time - 0.7% - (continued)
$	250,000	Penn National Gaming, Inc. 3 mo. USD LIBOR + 2.250%, 0.00%, 10/15/2025⁽⁸⁾	$	246,510

				707,774

		Lodging - 1.1%
	299,177	Boyd Gaming Corp. 1 Week USD LIBOR + 2.250%, 4.66%, 09/15/2023		294,878
	373,055	Caesars Entertainment Operating Co. 1 mo. USD LIBOR + 2.000%, 4.50%, 10/06/2024		365,128
	99,250	Las Vegas Sands LLC 1 mo. USD LIBOR + 1.750%, 4.25%, 03/27/2025		97,307
	400,000	Wynn Resorts, Limited 1 mo. USD LIBOR + 2.250%, 4.75%, 10/30/2024		389,428

				1,146,741

		Machinery - Construction & Mining - 0.1%
	110,000	Brookfield WEC Holdings, Inc. 1 mo. USD LIBOR + 3.750%, 6.25%, 08/01/2025		109,352

		Media - 2.2%
	520,000	CSC Holdings, LLC 1 mo. ICE LIBOR + 2.250%, 4.76%, 01/15/2026		500,500
	430,000	Gray Television, Inc. 1 mo. ICE LIBOR + 2.500%, 5.02%, 01/02/2026		423,731
	48,146	Mission Broadcasting, Inc. 1 mo. ICE LIBOR + 2.250%, 0.00%, 01/17/2024⁽⁸⁾		46,521
	150,000	MTN Infrastructure TopCo, Inc. 1 mo. USD LIBOR + 3.000%, 5.50%, 11/15/2024		147,638
	278,500	Nexstar Broadcasting, Inc. 1 mo. ICE LIBOR + 2.250%, 0.00%, 01/17/2024⁽⁸⁾		269,100
	124,373	PSAV Holdings LLC 3 mo. USD LIBOR + 3.250%, 5.88%, 03/01/2025		118,673
	125,000	Telenet Financing USD LLC 1 mo. USD LIBOR + 2.250%, 4.76%, 08/15/2026		121,510
	300,000	Tribune Media Co. 1 mo. USD LIBOR + 3.000%, 5.50%, 01/27/2024		298,125
	400,000	Unitymedia Finance LLC 1 mo. USD LIBOR + 2.250%, 0.00%, 09/30/2025⁽⁸⁾		393,436

				2,319,234

		Miscellaneous Manufacturing - 0.4%
	259,790	H.B. Fuller Co. 1 mo. USD LIBOR + 2.000%, 4.50%, 10/20/2024		254,594
	223,304	USI, Inc. 3 mo. USD LIBOR + 3.000%, 5.80%, 05/16/2024		213,814

				468,408

		Oil & Gas - 0.2%
	159,600	Grizzly Acquisitions, Inc. 1 mo. USD LIBOR + 3.250%, 6.05%, 10/01/2025		158,636
	99,750	Traverse Midstream Partners LLC 3 mo. USD LIBOR + 4.000%, 6.60%, 09/27/2024		99,106

				257,742

		Packaging & Containers - 1.0%
	200,000	Berry Global, Inc. 1 mo. USD LIBOR + 2.000%, 4.52%, 10/01/2022		197,876
	134,325	Flex Acquisition Co., Inc. 1 mo. USD LIBOR + 3.250%, 5.77%, 06/29/2025		130,362
	274,307	Multi Color Corp. 1 mo. USD LIBOR + 2.000%, 4.50%, 10/31/2024		267,965
	249,621	Plastipak Packaging, Inc. 1 mo. USD LIBOR + 2.500%, 5.00%, 10/14/2024		243,174
	199,491	Reynolds Group Holdings, Inc. 1 mo. USD LIBOR + 2.750%, 5.25%, 02/05/2023		196,481

				1,035,858

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


		23

Hartford Short Duration ETF

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†

SENIOR FLOATING RATE INTERESTS - 22.3%⁽⁷⁾ - (continued)
		Pharmaceuticals - 0.8%
$	380,188	Bausch Health Companies Inc. 1 mo. USD LIBOR + 2.750%, 5.26%, 11/27/2025	$	374,602
	124,684	Endo Luxembourg Finance Co. S.a r.l. 1 mo. USD LIBOR + 4.250%, 6.75%, 04/29/2024		123,333
	100,000	IQVIA, Inc. 3 mo. USD LIBOR + 2.000%, 4.80%, 03/07/2024		99,050
	299,250	NVA Holdings, Inc. 3 mo. USD LIBOR + 2.750%, 5.25%, 02/02/2025		285,784

				882,769

		Real Estate - 0.1%
	100,000	VICI Properties LLC 1 mo. USD LIBOR + 2.000%, 4.50%, 12/20/2024		98,094

		Retail - 1.2%
	223,295	American Builders & Contractors Supply Co., Inc. 1 mo. USD LIBOR + 2.000%, 4.50%, 10/31/2023		217,601
	275,000	B.C. Unlimited Liability Co. 1 mo. USD LIBOR + 2.250%, 4.75%, 02/16/2024		270,188
	389,015	Bass Pro Group LLC 1 mo. USD LIBOR + 5.000%, 7.50%, 09/25/2024		384,152
	150,000	Belron Finance U.S. LLC 1 mo. USD LIBOR + 2.500%, 5.12%, 11/13/2025		147,938
	249,361	U.S. Foods, Inc. 1 mo. USD LIBOR + 2.000%, 4.50%, 06/27/2023		244,997

				1,264,876

		Semiconductors - 0.3%
	350,000	Microchip Technology, Inc. 1 mo. USD LIBOR + 2.000%, 4.50%, 05/29/2025		343,875

		Software - 1.7%
	218,750	Change Healthcare Holdings LLC 1 mo. USD LIBOR + 2.750%, 5.25%, 03/01/2024		213,937
		First Data Corp.
	238,517	1 mo. USD LIBOR + 2.000%, 4.52%, 07/08/2022		237,484
	225,000	1 mo. USD LIBOR + 2.000%, 4.52%, 04/26/2024		224,087
	200,000	Go Daddy Operating Co. LLC 1 mo. USD LIBOR + 2.250%, 0.00%, 02/15/2024⁽⁸⁾		197,286
	19,298	MA FinanceCo. LLC 1 mo. USD LIBOR + 2.500%, 0.00%, 06/21/2024⁽⁸⁾		18,639
	130,324	Seattle Spinco, Inc. 1 mo. USD LIBOR + 2.500%, 0.00%, 06/21/2024⁽⁸⁾		125,871
	466,821	SS&C Technologies, Inc. 1 mo. USD LIBOR + 2.250%, 4.75%, 04/16/2025		457,494
	100,000	Web.com Group, Inc. 3 mo. USD LIBOR + 3.750%, 6.27%, 10/10/2025		96,500
	249,361	WEX, Inc. 1 mo. USD LIBOR + 2.250%, 4.75%, 06/30/2023		245,309

				1,816,607

		Telecommunications - 0.4%
	472,661	Sprint Communications, Inc. 1 mo. USD LIBOR + 2.500%, 5.00%, 02/02/2024		461,435

		Transportation - 0.1%
	148,691	Savage Enterprises LLC 1 mo. USD LIBOR + 4.500%, 7.02%, 08/01/2025		148,227


		Total Senior Floating Rate Interests (cost $23,954,781)	$	23,645,565


U.S. GOVERNMENT AGENCIES - 9.6%
		Mortgage-Backed Agencies - 9.6%
		FHLMC - 3.2%
$	575,000	1.13%, 08/12/2021	$	556,935
	366,194	1.50%, 01/15/2027		353,109
	422,222	2.00%, 09/15/2041		406,618


Shares or Principal Amount			Market Value^†

U.S. GOVERNMENT AGENCIES - 9.6% - (continued)
		Mortgage-Backed Agencies - 9.6% - (continued)
		FHLMC - 3.2% - (continued)
$	365,101	3.00%, 01/01/2033	$	365,690
	503,031	3.00%, 05/15/2037		504,050
	500,000	1 mo. USD LIBOR + 0.750%, 3.26%, 10/25/2048⁽¹⁾⁽²⁾		498,924
	319,721	3.50%, 09/15/2043		326,629
	304,916	3.75%, 05/15/2039		310,262
	53,532	3.82%, 05/25/2048⁽¹⁾⁽³⁾		53,506

				3,375,723

		FNMA - 5.1%
	382,733	2.00%, 07/25/2039		373,873
	577,254	2.50%, 03/25/2035		563,450
	212,612	2.55%, 07/25/2044		209,488
	395,122	3.00%, 11/01/2032		396,186
	868,088	3.00%, 02/25/2043		867,759
	282,704	3.00%, 04/25/2043		284,188
	429,892	3.00%, 05/25/2047		427,827
	286,760	3.50%, 03/01/2033		292,160
	1,050,000	3.50%, 02/01/2034⁽⁹⁾		1,069,605
	639,780	3.50%, 10/25/2035		649,358
	277,373	3.50%, 07/25/2054		281,027

				5,414,921

		GNMA - 1.3%
$	491,862	2.00%, 05/20/2046	$	470,659
	957,531	2.50%, 10/20/2041		945,554

				1,416,213

				10,206,857


		Total U.S. Government Agencies (cost $10,101,849)	$	10,206,857


		Total Long-Term Investments (cost $107,156,524)	$	107,297,639


SHORT-TERM INVESTMENTS - 1.8%
		Other Investment Pools & Funds - 1.8%
	1,930,324	Fidelity Institutional Government Fund, Institutional Class, 2.31%⁽¹⁰⁾		1,930,324


		Total Short-Term Investments (cost $1,930,324)	$	1,930,324



Total Investments (cost $109,086,848)	103.0	%	$	109,227,963
Other Assets and Liabilities	(3.0	)%		(3,140,220	)

Total Net Assets	100.0	%	$	106,087,743

Note:

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

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

*	Non-income producing. For long-term debt securities, items identified are in default as to payment of interest and/or principal.

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


		24

Hartford Short Duration ETF

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

⁽¹⁾

⁽²⁾	Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2019.

⁽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 is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Trustees. At January 31, 2019, the aggregate fair value of this security was $366,074, which represented 0.3% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Trustees.

⁽⁵⁾	Investment valued using significant unobservable inputs.

⁽⁶⁾	Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

⁽⁷⁾

Senior floating rate interests generally pay interest rates which are periodically adjusted by reference to a base short-term, floating lending rate plus a premium. The base lending rates are primarily the LIBOR, and secondarily the prime rate offered by one or more major United States banks (the “Prime Rate”) and the certificate of deposit rate or other base lending rates used by commercial lenders. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. Unless otherwise noted, the interest rate disclosed for these securities represents the rate in effect as of January 31, 2019.

⁽⁸⁾	Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

⁽⁹⁾	Represents or includes a TBA transaction.

⁽¹⁰⁾	Current yield as of period end.


Futures Contracts Outstanding at January 31, 2019
Description	Number of Contracts		Expiration Date		Current Notional Amount		Value and Unrealized Appreciation/ (Depreciation)
Long position contracts:
U.S. Treasury 2-Year Note Future		61		03/29/2019	$	12,952,016	$	91,982

Short position contracts:
U.S. Treasury 5-Year Note Future		119		03/29/2019	$	13,668,266	$	(233,702	)
U.S. Treasury 10-Year Note Future		25		03/20/2019		3,061,719		(83,468	)

Total							$	(317,170	)

Total futures contracts							$	(225,188	)

Foreign Currency Contracts Outstanding at January 31, 2019

Amount and Description of
Currency to be Purchased

Amount and Description of
Currency to be Sold

Counterparty

Settlement
Date

Appreciation

Depreciation

1,020,770

USD

899,000

EUR

GSC

02/28/19

—

(13,224

)

^†	See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.


GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Counterparty Abbreviations:
GSC		Goldman Sachs & Co.

Currency Abbreviations:
EUR		Euro
USD		United States Dollar

Index Abbreviations:
ICE		Intercontinental Exchange, Inc.



Other Abbreviations:
CLO		Collateralized Loan Obligation
CMO		Collateralized Mortgage Obligation
EURIBOR		Euro Interbank Offered Rate
FHLMC		Federal Home Loan Mortgage Corp.
FNMA		Federal National Mortgage Association
GNMA		Government National Mortgage Association
LIBOR		London Interbank Offered Rate
TBA		To Be Announced

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


		25

Hartford Short Duration ETF

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.


Description	Total			Level 1			Level 2			Level 3⁽¹⁾
Assets
Asset & Commercial Mortgage Backed Securities	$	9,676,833		$	—		$	9,310,759		$	366,074
Corporate Bonds		63,768,384			—			63,768,384			—
Senior Floating Rate Interests		23,645,565			—			23,645,565			—
U.S. Government Agencies		10,206,857			—			10,206,857			—
Short-Term Investments		1,930,324			1,930,324			—			—
Futures Contracts⁽²⁾		91,982			91,982			—			—

Total	$	109,319,945		$	2,022,306		$	106,931,565		$	366,074

Liabilities
Foreign Currency Contracts⁽²⁾	$	(13,224	)	$	—		$	(13,224	)	$	—
Futures Contracts⁽²⁾		(317,170	)		(317,170	)		—			—

Total	$	(330,394	)	$	(317,170	)	$	(13,224	)	$	—

⁽¹⁾	For the six-month period ended January 31, 2019, there were no transfers in and out of Level 3.

⁽²⁾	Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for the six-month period ended January 31, 2019 is not presented.

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


		26

Hartford Total Return Bond ETF

Schedule of Investments

January 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 22.7%
		Asset-Backed - Finance & Insurance - 5.7%
$	85,755	Ajax Mortgage Loan Trust 3.16%, 09/25/2056⁽¹⁾⁽²⁾	$	84,759
		Apidos CLO
	1,060,000	3 mo. USD LIBOR + 0.930%, 3.71%, 07/18/2027⁽¹⁾⁽³⁾		1,050,516
	975,000	3 mo. USD LIBOR + 1.080%, 3.87%, 04/15/2031⁽¹⁾⁽³⁾		965,718
	340,000	Atlas Senior Loan Fund Ltd. 3 mo. USD LIBOR + 0.870%, 3.63%, 04/20/2028⁽¹⁾⁽³⁾		336,348
	250,000	Avery Point CLO Ltd. 3 mo. USD LIBOR + 1.050%, 3.63%, 08/05/2027⁽¹⁾⁽³⁾		248,412
	104,193	Bayview Koitere Fund Trust 3.50%, 07/28/2057⁽¹⁾⁽²⁾		103,339
	73,020	Bayview Opportunity Master Fund Trust 3.50%, 10/28/2057⁽¹⁾⁽²⁾		72,445
		Bellemeade Re Ltd.
	950,000	1 mo. USD LIBOR + 0.950%, 3.46%, 08/25/2028⁽¹⁾⁽³⁾		949,373
	1,327,000	1 mo. USD LIBOR + 1.200%, 3.71%, 10/25/2027⁽¹⁾⁽³⁾		1,324,490
		BlueMountain CLO Ltd.
	600,000	3 mo. USD LIBOR + 0.930%, 3.71%, 07/18/2027⁽¹⁾⁽³⁾		593,815
	1,050,000	3 mo. USD LIBOR + 1.180%, 3.94%, 10/22/2030⁽¹⁾⁽³⁾		1,043,634
	970,000	Bowman Park CLO Ltd. 3 mo. USD LIBOR + 1.180%, 3.86%, 11/23/2025⁽¹⁾⁽³⁾		970,655
		Carlyle Global Market Strategies CLO Ltd.
	1,095,000	1 mo. USD LIBOR + 0.780%, 3.55%, 04/27/2027⁽¹⁾⁽³⁾		1,089,090
	950,000	3 mo. USD LIBOR + 1.000%, 3.79%, 01/15/2031⁽¹⁾⁽³⁾		937,899
	330,000	CIFC Funding Ltd. 3 mo. USD LIBOR + 0.870%, 3.63%, 04/19/2029⁽¹⁾⁽³⁾		325,436
	375,000	Cirrus Funding Ltd. 4.80%, 01/25/2037⁽¹⁾		381,729
	1,550,000	Cole Park CLO Ltd. 3 mo. USD LIBOR + 1.05%, 3.81%, 10/20/2028⁽¹⁾⁽³⁾		1,541,909
	49,625	Domino’s Pizza Master Issuer LLC 4.12%, 07/25/2048⁽¹⁾		49,554
	261,819	Drug Royalty L.P. 3 mo. USD LIBOR + 1.60%, 4.39%, 10/15/2031⁽¹⁾⁽³⁾		261,814
	1,550,000	Dryden Senior Loan Fund 3 mo. USD LIBOR + 1.430%, 4.22%, 10/16/2028⁽¹⁾⁽³⁾		1,550,635
	433,000	Eagle Re Ltd. 1 mo. USD LIBOR + 1.700%, 4.21%, 11/25/2028⁽¹⁾⁽³⁾		432,999
	1,550,000	KKR CLO Ltd. 3 mo. USD LIBOR + 1.340%, 4.13%, 04/15/2029⁽¹⁾⁽³⁾		1,548,648
	250,000	Magnetite Ltd. 3 mo. USD LIBOR + 0.800%, 3.59%, 01/15/2028⁽¹⁾⁽³⁾		245,653
	204,731	MFA Trust 3.35%, 11/25/2047⁽¹⁾⁽⁴⁾		202,336
	495,555	Oak Hill Advisors Residential Loan Trust 3.00%, 06/25/2057⁽¹⁾⁽⁴⁾		486,265
	1,000,000	Octagon Investment Partners Ltd. 3 mo. USD LIBOR + 1.020%, 3.79%, 07/17/2030⁽¹⁾⁽³⁾		982,782
	95,021	Preston Ridge Partners Mortgage Trust, LLC. 4.00%, 08/25/2023⁽¹⁾⁽²⁾		94,496
	1,560,000	Regional Management Issuance Trust 4.56%, 01/18/2028⁽¹⁾		1,569,944
		Sound Point CLO Ltd.
	250,000	3 mo. USD LIBOR + 1.070%, 3.84%, 01/26/2031⁽¹⁾⁽³⁾		246,802
	1,295,000	3 mo. USD LIBOR + 1.100%, 3.86%, 07/20/2028⁽¹⁾⁽³⁾		1,286,694
	950,000	1 mo. USD LIBOR + 1.150%, 3.93%, 04/18/2031⁽¹⁾⁽³⁾		940,784


Shares or Principal Amount			Market Value^†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 22.7% - (continued)
		Asset-Backed - Finance & Insurance - 5.7% - (continued)
		Towd Point Mortgage Trust
$	1,532,059	2.75%, 10/25/2056⁽¹⁾⁽²⁾	$	1,499,348
	1,971,818	2.75%, 06/25/2057⁽¹⁾⁽²⁾		1,926,957
	2,639,143	2.75%, 10/25/2057⁽¹⁾⁽²⁾		2,568,018
	127,198	3.75%, 05/25/2058⁽¹⁾⁽²⁾		127,723
	765,000	Treman Park CLO Ltd. 3 mo. USD LIBOR + 1.070%, 3.83%, 10/20/2028⁽¹⁾⁽³⁾		762,283
	1,008,317	Vantage Data Centers Issuer LLC 4.20%, 11/16/2043⁽¹⁾		1,008,317
	955,000	Voya CLO Ltd. 3 mo. USD LIBOR + 0.900%, 3.68%, 01/18/2029⁽¹⁾⁽³⁾		943,201
	608,850	Wendy’s Funding LLC 3.88%, 03/15/2048⁽¹⁾		596,557
	270,000	Wingstop Funding LLC 4.97%, 12/05/2048⁽¹⁾		276,475

				31,627,852

		Asset-Backed - Home Equity - 0.5%
	94,922	Legacy Mortgage Asset Trust 4.00%, 03/25/2058⁽¹⁾⁽⁴⁾		94,624
		New Residential Mortgage Loan Trust
	893,740	4.00%, 08/27/2057⁽¹⁾⁽²⁾		898,330
	1,546,020	4.00%, 12/25/2057⁽¹⁾⁽²⁾		1,567,824

				2,560,778

		Collateralized - Mortgage Obligations - 0.3%
	1,590,000	Structured Agency Credit Risk Trust 1 mo. USD LIBOR + 0.750%, 3.26%, 09/25/2048⁽¹⁾⁽³⁾		1,588,307

		Commercial Mortgage - Backed Securities - 5.9%
		Banc of America Commercial Mortgage Trust
	7,073,947	0.75%, 11/15/2050⁽²⁾⁽⁵⁾		369,723
	4,493,209	0.82%, 11/15/2054⁽²⁾⁽⁵⁾		249,591
		Benchmark Mortgage Trust
	11,751,319	0.53%, 01/15/2051⁽²⁾⁽⁵⁾		430,716
	21,283,889	0.54%, 07/15/2051⁽²⁾⁽⁵⁾		785,663
	785,000	CAMB Commercial Mortgage Trust 1 mo. USD LIBOR + 2.55%, 5.05%, 12/15/2037^(1)(3)(6)		785,330
	150,000	CD Commercial Mortgage Trust 3.63%, 02/10/2050		152,026
		Citigroup Commercial Mortgage Trust
	1,100,000	2.94%, 04/10/2048		1,080,558
	1,375,000	3.19%, 04/10/2048		1,368,174
	1,300,000	3.62%, 07/10/2047		1,327,168
	216,651	Citigroup Mortgage Loan Trust 3.25%, 03/25/2061⁽¹⁾⁽²⁾		216,122
		Commercial Mortgage Pass-Through Certificates
	11,281,296	0.63%, 02/10/2047⁽²⁾⁽⁵⁾		292,023
	360,000	4.24%, 02/10/2047⁽²⁾		376,748
		Commercial Mortgage Trust
	1,300,000	2.94%, 01/10/2046		1,292,125
	700,000	3.18%, 02/10/2035⁽¹⁾		695,737
	150,000	3.50%, 05/10/2048		151,779
	455,000	3.62%, 07/10/2050		461,976
	1,120,000	3.69%, 08/10/2047		1,139,510
	900,000	3.80%, 08/10/2047		927,219
	1,095,125	3.96%, 03/10/2047		1,126,909
	1,000,000	4.23%, 07/10/2045⁽²⁾		1,046,167
		CSAIL Commercial Mortgage Trust
	14,374,201	0.80%, 06/15/2057⁽²⁾⁽⁵⁾		545,929
	340,000	3.50%, 06/15/2057		343,246
	965,000	3.72%, 08/15/2048		982,194
	935,000	GS Mortgage Securities Corp. 3.38%, 05/10/2050		940,623
		GS Mortgage Securities Trust
	280,007	2.85%, 10/10/2049		269,844
	205,000	3.44%, 11/10/2049⁽²⁾		205,313
	890,000	3.63%, 11/10/2047		906,355
	100,000	4.07%, 01/10/2047		103,627

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


		27

Hartford Total Return Bond ETF

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 22.7% - (continued)
		Commercial Mortgage - Backed Securities - 5.9% - (continued)
		JPMBB Commercial Mortgage Securities Trust
$	994,625	3.36%, 07/15/2045	$	1,003,793
	1,285,456	3.49%, 01/15/2048		1,300,902
	100,000	3.93%, 09/15/2047		103,384
	100,000	4.00%, 04/15/2047		103,846
	150,000	JPMDB Commercial Mortgage Securities Trust 3.14%, 12/15/2049		147,135
		Morgan Stanley Bank of America Merrill Lynch Trust
	1,300,000	3.25%, 10/15/2048		1,298,454
	179,000	3.31%, 04/15/2048		178,857
	1,300,000	3.53%, 12/15/2047		1,315,636
	150,000	3.64%, 10/15/2048		152,323
	4,519,038	Morgan Stanley Capital Trust 1.45%, 06/15/2050⁽²⁾⁽⁵⁾		365,797
	1,490,687	New Residential Mortgage Loan Trust 4.75%, 12/25/2057		1,537,413
	1,005,120	UBS-Barclays Commercial Mortgage Trust 3.24%, 04/10/2046		1,010,073
	1,166,051	Verus Securitization Trust 3.68%, 06/01/2058⁽¹⁾⁽²⁾		1,165,062
		Wells Fargo Commercial Mortgage Trust
	904,297	2.92%, 10/15/2045		896,185
	910,000	3.41%, 12/15/2047		914,292
		WF-RBS Commercial Mortgage Trust
	1,170,000	2.88%, 12/15/2045		1,155,705
	1,025,000	3.61%, 11/15/2047		1,037,304
	100,000	4.00%, 05/15/2047		103,650
	100,000	4.05%, 03/15/2047		103,792

				32,465,998

		Other ABS - 3.7%
	975,000	ALM XII Ltd. 3 mo. USD LIBOR + 0.890%, 3.67%, 04/16/2027⁽¹⁾⁽³⁾		970,810
	980,000	ALM XVI Ltd. 3 mo. USD LIBOR + 0.900%, 3.69%, 07/15/2027⁽¹⁾⁽³⁾		974,663
		Benefit Street Partners CLO Ltd.
	250,000	3 mo. USD LIBOR + 1.250%, 4.01%, 07/20/2029⁽¹⁾⁽³⁾		249,412
	635,000	3 mo. USD LIBOR + 1.490%, 4.25%, 01/20/2029⁽¹⁾⁽³⁾		634,674
	250,000	Carlyle US CLO Ltd. 3 mo. USD LIBOR + 1.220%, 3.69%, 07/20/2031⁽¹⁾⁽³⁾		248,708
	970,000	CIFC Funding Ltd. 3 mo. USD LIBOR + 1.000%, 3.78%, 04/18/2031⁽¹⁾⁽³⁾		955,506
	260,000	Dewolf Park CLO Ltd. 3 mo. USD LIBOR + 1.210%, 4.00%, 10/15/2030⁽¹⁾⁽³⁾		259,380
		Dryden Senior Loan Fund
	1,605,000	3 mo. USD LIBOR + 0.970%, 3.76%, 04/15/2031⁽¹⁾⁽³⁾		1,584,493
	2,035,000	3 mo. USD LIBOR + 1.18%, 3.90%, 01/15/2029^{(1)(3)(6)(7)(8)}		2,035,000
	250,000	Madison Park Funding Ltd. 3 mo. USD LIBOR + 0.950%, 3.71%, 04/19/2030⁽¹⁾⁽³⁾		247,514
	250,000	Neuberger Berman CLO Ltd. 3 mo. USD LIBOR + 0.800%, 3.59%, 07/15/2027⁽¹⁾⁽³⁾		248,187
	925,000	OCP CLO Ltd. 3 mo. USD LIBOR + 1.120%, 3.90%, 10/18/2028⁽¹⁾⁽³⁾		919,370
	550,000	OZLM Ltd. 3 mo. USD LIBOR + 1.280%, 3.75%, 10/20/2031⁽¹⁾⁽³⁾		547,496
	1,426,877	Preston Ridge Partners Mortgage LLC 4.48%, 10/25/2023⁽¹⁾⁽²⁾		1,433,148
	674,940	Pretium Mortgage Credit Partners LLC 4.83%, 09/25/2058⁽¹⁾⁽⁴⁾		676,143
	778,700	STRU BA 1405 JA 3.50%, 05/01/2041^(6)(7)(8)		784,297
	1,339,695	TICP CLO Ltd. 3 mo. USD LIBOR + 0.840%, 3.60%, 04/20/2028⁽¹⁾⁽³⁾		1,322,787


Shares or Principal Amount			Market Value^†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 22.7% - (continued)
		Other ABS - 3.7% - (continued)
$	331,787	Towd Point Mortgage Trust 3.25%, 07/25/2058⁽¹⁾⁽²⁾	$	327,263
	771,998	VOLT LXIV LLC 3.38%, 10/25/2047⁽¹⁾⁽⁴⁾		769,396
	1,010,799	VOLT LXVI 4.34%, 05/25/2048⁽¹⁾⁽⁴⁾		1,010,006
	112,614	VOLT LXX LLC 4.12%, 09/25/2048⁽¹⁾⁽⁴⁾		112,518
	905,563	VOLT LXXI LLC 3.97%, 09/25/2048⁽¹⁾⁽⁴⁾		901,458
	980,000	VOLT LXXIII LLC 4.46%, 10/25/2048⁽¹⁾⁽⁴⁾		978,191
	1,521,613	VOLT LXXIV LLC 4.58%, 11/25/2048⁽¹⁾⁽⁴⁾		1,524,930
	705,000	Voya CLO Ltd. 3 mo. USD LIBOR + 1.190%, 3.97%, 10/18/2031⁽¹⁾⁽³⁾		702,405

				20,417,755

		Whole Loan Collateral CMO - 6.6%
	159,608	Bear Stearns ARM Trust 4.42%, 08/25/2035⁽²⁾		158,147
	99,472	CIM Trust 3.00%, 04/25/2057⁽¹⁾⁽²⁾		98,807
	140,115	CSMC Trust 4.13%, 07/25/2058⁽¹⁾⁽²⁾		140,008
	1,511,503	Deephaven Residential Mortgage Trust 4.08%, 10/25/2058⁽¹⁾⁽²⁾		1,523,690
		Fannie Mae Connecticut Avenue Securities
	46,620	1 mo. USD LIBOR + 0.550%, 3.06%, 01/25/2030⁽³⁾		46,577
	92,233	1 mo. USD LIBOR + 0.600%, 3.11%, 07/25/2030⁽³⁾		92,044
	1,643,290	1 mo. USD LIBOR + 0.650%, 3.16%, 05/25/2030⁽³⁾		1,641,264
	408,536	1 mo. USD LIBOR + 0.650%, 3.16%, 08/25/2030⁽³⁾		408,336
	337,329	1 mo. USD LIBOR + 0.680%, 3.19%, 10/25/2030⁽³⁾		336,665
	100,015	1 mo. USD LIBOR + 0.720%, 3.23%, 01/25/2031⁽³⁾		99,869
	105,637	1 mo. USD LIBOR + 0.750%, 3.26%, 02/25/2030⁽³⁾		105,592
	71,918	1 mo. USD LIBOR + 0.850%, 3.36%, 11/25/2029⁽³⁾		71,974
	119,814	1 mo. USD LIBOR + 0.950%, 3.46%, 10/25/2029⁽³⁾		120,007
	61,207	1 mo. USD LIBOR + 1.150%, 3.66%, 09/25/2029⁽³⁾		61,394
	56,972	1 mo. USD LIBOR + 1.300%, 3.81%, 04/25/2029⁽³⁾		57,273
	28,993	1 mo. USD LIBOR + 1.600%, 4.11%, 01/25/2024⁽³⁾		29,051
	200,000	1 mo. USD LIBOR + 2.200%, 4.71%, 08/25/2030⁽³⁾		199,601
	200,000	1 mo. USD LIBOR + 2.250%, 4.76%, 07/25/2030⁽³⁾		201,650
	200,000	1 mo. USD LIBOR + 2.350%, 4.86%, 01/25/2031⁽³⁾		200,467
	210,000	1 mo. USD LIBOR + 2.600%, 5.11%, 05/25/2024⁽³⁾		219,364
	1,408,529	1 mo. USD LIBOR + 3.000%, 5.51%, 07/25/2024⁽³⁾		1,494,969
	890,000	1 mo. USD LIBOR + 3.550%, 6.06%, 07/25/2029⁽³⁾		959,162
	1,745,000	1 mo. USD LIBOR + 4.250%, 6.76%, 01/25/2029⁽³⁾		1,940,853
	865,000	1 mo. USD LIBOR + 4.350%, 6.86%, 05/25/2029⁽³⁾		945,287
	1,500,000	1 mo. USD LIBOR + 4.400%, 6.91%, 01/25/2024⁽³⁾		1,677,209
	799,430	1 mo. USD LIBOR + 4.900%, 7.41%, 11/25/2024⁽³⁾		897,947
	2,129,674	1 mo. USD LIBOR + 5.000%, 7.51%, 07/25/2025⁽³⁾		2,372,708

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


		28

Hartford Total Return Bond ETF

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
ASSET & COMMERCIAL MORTGAGE BACKED SECURITIES - 22.7% - (continued)
		Whole Loan Collateral CMO - 6.6% - (continued)
$	1,468,557	1 mo. USD LIBOR + 5.700%, 8.21%, 04/25/2028⁽³⁾	$	1,683,624
	593,000	1 mo. USD LIBOR + 6.000%, 8.51%, 09/25/2028⁽³⁾		680,047
	1,055,000	1 mo. USD LIBOR + 6.750%, 9.26%, 08/25/2028⁽³⁾		1,236,570
	975,000	Home Re Ltd. 1 mo. USD LIBOR + 1.600%, 4.11%, 10/25/2028⁽¹⁾⁽³⁾		976,136
		LSTAR Securities Investment Ltd.
	525,074	1 mo. USD LIBOR + 1.550%, 4.07%, 02/01/2023⁽¹⁾⁽³⁾		513,974
	945,310	1 mo. USD LIBOR + 1.750%, 4.27%, 10/01/2022⁽¹⁾⁽³⁾		941,886
		Mill City Mortgage Loan Trust
	90,303	2.75%, 01/25/2061⁽¹⁾⁽²⁾		88,153
	1,573,433	3.25%, 05/25/2062⁽¹⁾⁽²⁾		1,550,992
	1,252,003	New Residential Mortgage LLC 3.79%, 07/25/2054⁽¹⁾		1,264,343
		New Residential Mortgage Loan Trust
	610,486	1 mo. USD LIBOR + 0.750%, 3.26%, 01/25/2048⁽¹⁾⁽³⁾		607,285
	1,575,084	3.50%, 12/25/2057⁽¹⁾⁽²⁾		1,570,164
	896,521	4.00%, 04/25/2057⁽¹⁾⁽²⁾		910,761
	1,085,507	4.00%, 09/25/2057⁽¹⁾⁽²⁾		1,091,253
		OZLM Ltd.
	250,000	3 mo. USD LIBOR + 1.010%, 3.78%, 07/17/2029⁽¹⁾⁽³⁾		247,170
	950,000	3 mo. USD LIBOR + 1.050%, 3.80%, 04/30/2027⁽¹⁾⁽³⁾		943,780
	1,200,000	3 mo. USD LIBOR + 1.250%, 4.01%, 07/20/2030⁽¹⁾⁽³⁾		1,207,684
		Structured Agency Credit Risk Trust
	1,665,056	1 mo. USD LIBOR + 1.650%, 4.16%, 04/25/2043⁽¹⁾⁽³⁾		1,676,073
	55,000	1 mo. USD LIBOR + 2.100%, 4.61%, 09/25/2048⁽¹⁾⁽³⁾		54,003
	1,510,404	Towd Point Mortgage Trust 1 mo. USD LIBOR + 0.600%, 3.11%, 02/25/2057⁽¹⁾⁽³⁾		1,511,588
	1,832,905	Verus Securitization Trust 4.15%, 10/25/2058⁽¹⁾⁽²⁾		1,846,751

				36,702,152


		Total Asset & Commercial Mortgage Backed Securities (cost $124,988,699)	$	125,362,842

CORPORATE BONDS - 31.9%
		Aerospace/Defense - 0.5%
		Lockheed Martin Corp.
$	345,000	4.09%, 09/15/2052	$	339,360
	195,000	4.50%, 05/15/2036		204,369
		United Technologies Corp.
	590,000	2.80%, 05/04/2024		571,026
	995,000	3.65%, 08/16/2023		1,009,841
	540,000	3.95%, 08/16/2025		552,493
	10,000	4.63%, 11/16/2048		10,282

				2,687,371

		Agriculture - 0.7%
		Altria Group, Inc.
	290,000	2.63%, 09/16/2026		256,900
	835,000	2.85%, 08/09/2022		816,795
	175,000	3.88%, 09/16/2046		135,762
	190,000	4.25%, 08/09/2042		155,351
		BAT Capital Corp.
	110,000	2.30%, 08/14/2020		108,509
	235,000	3.22%, 08/15/2024		224,760


Shares or Principal Amount			Market Value^†
CORPORATE BONDS - 31.9% - (continued)
		Agriculture - 0.7% - (continued)
$	870,000	3.56%, 08/15/2027	$	795,988
	995,000	4.39%, 08/15/2037		847,842
	365,000	Imperial Brands Finance plc 3.75%, 07/21/2022⁽¹⁾		363,861

				3,705,768

		Airlines - 0.1%
		Delta Air Lines, Inc.
	130,000	3.63%, 03/15/2022		129,149
	470,000	3.80%, 04/19/2023		458,460

				587,609

		Auto Manufacturers - 0.5%
		Ford Motor Co.
	65,000	4.75%, 01/15/2043		49,334
	245,000	5.29%, 12/08/2046		196,319
	200,000	Ford Motor Credit Co. LLC 3.82%, 11/02/2027⁽⁹⁾		168,332
		General Motors Co.
	30,000	5.40%, 04/01/2048		26,563
	130,000	5.95%, 04/01/2049		121,353
	255,000	6.25%, 10/02/2043		247,708
	410,000	6.75%, 04/01/2046		420,918
		General Motors Financial Co., Inc.
	280,000	3.95%, 04/13/2024		268,233
	255,000	4.30%, 07/13/2025		244,294
	935,000	Volkswagen Group of America Finance LLC 3.88%, 11/13/2020⁽¹⁾		945,586

				2,688,640

		Auto Parts & Equipment - 0.0%
	30,000	Goodyear Tire & Rubber Co. 5.00%, 05/31/2026		27,555

		Beverages - 1.7%
	2,190,000	Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide, Inc. 3.65%, 02/01/2026⁽¹⁾		2,151,682
	465,000	Anheuser-Busch InBev Finance, Inc. 3.30%, 02/01/2023		463,925
		Anheuser-Busch InBev Worldwide, Inc.
	395,000	3.50%, 01/12/2024		396,382
	17,000	3.75%, 07/15/2042		13,932
	415,000	4.15%, 01/23/2025		426,232
	1,325,000	4.60%, 04/15/2048		1,199,450
	370,000	4.75%, 01/23/2029		383,991
	20,000	4.75%, 04/15/2058		17,792
	2,630,000	5.45%, 01/23/2039		2,747,830
		Constellation Brands, Inc.
	5,000	2.65%, 11/07/2022		4,836
	105,000	2.70%, 05/09/2022		102,329
	950,000	3.60%, 02/15/2028		908,228
	290,000	4.40%, 11/15/2025		298,869
	10,000	4.50%, 05/09/2047		9,275
	436,000	4.75%, 12/01/2025		457,098

				9,581,851

		Biotechnology - 0.1%
	410,000	Amgen, Inc. 2.65%, 05/11/2022		404,311
	200,000	Gilead Sciences, Inc. 3.25%, 09/01/2022		201,459

				605,770

		Chemicals - 1.1%
	115,000	CF Industries, Inc. 4.95%, 06/01/2043		95,341
	290,000	Chemours Co. 5.38%, 05/15/2027		278,400
		DowDuPont, Inc.
	1,010,000	4.21%, 11/15/2023		1,046,887
	1,050,000	4.73%, 11/15/2028		1,112,848
	310,000	LyondellBasell Industries N.V. 4.63%, 02/26/2055		272,438
		Methanex Corp.
	375,000	4.25%, 12/01/2024		357,193
	145,000	5.65%, 12/01/2044		131,113
	105,000	Olin Corp. 5.13%, 09/15/2027⁽⁹⁾		102,375

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


		29

Hartford Total Return Bond ETF

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
CORPORATE BONDS - 31.9% - (continued)
		Chemicals - 1.1% - (continued)
$	730,000	SABIC Capital II B.V. 4.00%, 10/10/2023⁽¹⁾	$	738,030
		Sherwin-Williams Co.
	155,000	3.13%, 06/01/2024		150,852
	415,000	3.45%, 06/01/2027		396,295
		Syngenta Finance N.V.
	520,000	4.89%, 04/24/2025⁽¹⁾		509,049
	895,000	5.18%, 04/24/2028⁽¹⁾		852,432

				6,043,253

		Commercial Banks - 9.5%
	400,000	Banco Santander S.A. 3.80%, 02/23/2028		374,096
		Bank of America Corp.
	565,000	3 mo. USD LIBOR + 0.790%, 3.00%, 12/20/2023⁽³⁾		557,791
	135,000	3 mo. USD LIBOR + 1.160%, 3.12%, 01/20/2023⁽³⁾		134,529
	105,000	3 mo. USD LIBOR + 0.810%, 3.37%, 01/23/2026⁽³⁾		103,432
	2,030,000	3 mo. USD LIBOR + 1.040%, 3.42%, 12/20/2028⁽³⁾		1,958,602
	1,865,000	3 mo. USD LIBOR + 1.512%, 3.71%, 04/24/2028⁽³⁾		1,838,837
	860,000	3 mo. USD LIBOR + 0.940%, 3.86%, 07/23/2024⁽³⁾		874,240
	1,070,000	4.00%, 01/22/2025		1,078,409
		BNP Paribas S.A.
	1,345,000	3.38%, 01/09/2025⁽¹⁾		1,295,419
	1,075,000	5 year USD Swap + 2.838%, 5.13%, 11/15/2027^(1)(3)(10)		944,656
	575,000	BPCE S.A. 3.00%, 05/22/2022⁽¹⁾		561,398
		Citigroup, Inc.
	855,000	3 mo. USD LIBOR + 0.950%, 2.88%, 07/24/2023⁽³⁾		839,207
	1,705,000	3.20%, 10/21/2026		1,640,424
	500,000	3 mo. USD LIBOR + 1.151%, 3.52%, 10/27/2028⁽³⁾		482,530
	5,000	4.13%, 07/25/2028		4,958
EUR	200,000	Cooperatieve Rabobank UA 5 year EUR Swap + 6.697%, 6.63%, 06/29/2021^(3)(10)(11)		253,586
		Credit Agricole S.A.
$	520,000	5 year USD Swap +1.644%, 4.00%, 01/10/2033⁽¹⁾⁽³⁾		487,060
	925,000	5 year USD Swap + 4.898%, 7.88%, 01/23/2024^(1)(3)(10)		970,023
	600,000	5 year USD Swap + 6.185%, 8.13%, 12/23/2025^(1)(3)(10)		650,250
	1,850,000	Credit Suisse Group AG 5 year USD Swap + 3.455%, 6.25%, 12/18/2024^(3)(10)(11)		1,829,032
		Danske Bank A/S
	915,000	5.00%, 01/12/2022⁽¹⁾		927,837
	1,010,000	5.38%, 01/12/2024⁽¹⁾		1,024,334
EUR	600,000	5 year EUR Swap + 5.471%, 5.88%, 04/06/2022^(3)(10)(11)		692,773
$	800,000	DNB Bank ASA 5 year USD Swap + 5.080%, 6.50%, 03/26/2022^(3)(10)(11)		806,000
		Goldman Sachs Group, Inc.
	20,000	3 mo. USD LIBOR + 0.821%, 2.88%, 10/31/2022⁽³⁾		19,704
	100,000	3 mo. USD LIBOR + 0.990%, 2.91%, 07/24/2023⁽³⁾		97,860
	230,000	3.50%, 01/23/2025		226,672
	2,420,000	3.50%, 11/16/2026		2,331,658
	1,450,000	3 mo. USD LIBOR + 1.510%, 3.69%, 06/05/2028⁽³⁾		1,407,105
	260,000	3 mo. USD LIBOR + 1.158%, 3.81%, 04/23/2029⁽³⁾		253,072


Shares or Principal Amount			Market Value^†
CORPORATE BONDS - 31.9% - (continued)
		Commercial Banks - 9.5% - (continued)
$	140,000	3 mo. USD LIBOR + 1.373%, 4.02%, 10/31/2038⁽³⁾	$	131,442
	40,000	5.15%, 05/22/2045		41,089
	435,000	6.75%, 10/01/2037		529,726
		HSBC Holdings plc
	200,000	3 mo. USD LIBOR + 0.923%, 3.03%, 11/22/2023⁽³⁾		196,852
	280,000	3.40%, 03/08/2021		281,471
	895,000	3 mo. USD LIBOR + 1.535%, 4.58%, 06/19/2029⁽³⁾		914,702
	1,650,000	5 year USD ICE Swap + 4.368%, 6.38%, 03/30/2025^(3)(10)		1,656,188
		Intesa Sanpaolo S.p.A.
EUR	200,000	5 year EUR Swap + 6.884%, 7.00%, 01/19/2021^(3)(10)(11)		234,354
$	1,150,000	5 year USD Swap + 5.462%, 7.70%, 09/17/2025^{(1)(3)(9)(10)}		1,053,688
		JP Morgan Chase & Co.
	470,000	2.40%, 06/07/2021		463,980
	230,000	3 mo. USD LIBOR + 1.155%, 3.22%, 03/01/2025⁽³⁾		226,187
	15,000	3 mo. USD LIBOR + 0.945%, 3.51%, 01/23/2029⁽³⁾		14,566
	2,390,000	3 mo. USD LIBOR + 0.890%, 3.80%, 07/23/2024⁽³⁾		2,429,955
	935,000	3 mo. USD LIBOR + 1.245%, 3.96%, 01/29/2027⁽³⁾		951,537
	620,000	3 mo. USD LIBOR + 1.120%, 4.01%, 04/23/2029⁽³⁾		625,860
		Morgan Stanley
	1,015,000	2.50%, 04/21/2021		1,001,987
	125,000	2.75%, 05/19/2022		123,136
	2,145,000	3.13%, 07/27/2026		2,057,323
	975,000	3 mo. USD LIBOR + 1.340%, 3.59%, 07/22/2028⁽³⁾		951,582
	225,000	4.00%, 07/23/2025		230,458
	450,000	3 mo. USD LIBOR + 1.628%, 4.43%, 01/23/2030⁽³⁾		467,534
	375,000	5.00%, 11/24/2025		396,246
	200,000	Royal Bank of Scotland Group plc 5 year USD Swap + 7.598%, 8.63%, 08/15/2021^(3)(10)		212,940
	470,000	Santander Holdings USA, Inc. 3.70%, 03/28/2022		469,422
		Societe Generale S.A.
	625,000	5 year USD Swap + 6.238%, 7.38%, 09/13/2021^(1)(3)(10)		645,625
	1,125,000	5 year USD Swap + 4.979%, 7.88%, 12/18/2023^(1)(3)(10)		1,152,394
		Standard Chartered plc
	1,000,000	5 year USD Swap + 6.301%, 7.50%, 04/02/2022^(1)(3)(10)		1,040,000
	200,000	5 year USD Swap + 6.301%, 7.50%, 04/02/2022^(3)(10)(11)		208,000
	255,000	UBS AG 2.45%, 12/01/2020⁽¹⁾		251,529
		UBS Group Funding Switzerland AG
	680,000	2.65%, 02/01/2022⁽¹⁾		664,950
	400,000	5 year USD ICE Swap + 5.497%, 6.88%, 03/22/2021^(3)(10)(11)		410,500
	1,125,000	5 year USD Swap + 4.866%, 7.00%, 02/19/2025^(3)(10)(11)		1,189,688
		UniCredit S.p.A.
EUR	1,525,000	5 year EUR Swap + 4.925%, 5.38%, 06/03/2025^(3)(10)(11)		1,492,614
$	650,000	6.57%, 01/14/2022⁽¹⁾		664,023

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


		30

Hartford Total Return Bond ETF

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
CORPORATE BONDS - 31.9% - (continued)
		Commercial Banks - 9.5% - (continued)
		Wells Fargo & Co.
$	305,000	2.63%, 07/22/2022	$	299,227
	865,000	3.00%, 04/22/2026		829,080
	140,000	3.00%, 10/23/2026		133,823
	2,445,000	3.07%, 01/24/2023		2,431,647
	385,000	3.75%, 01/24/2024		391,718
	470,000	4.75%, 12/07/2046		481,862

				52,614,399

		Commercial Services - 0.4%
	1,580,000	IHS Markit Ltd. 4.13%, 08/01/2023		1,573,206
	380,000	United Rentals North America, Inc. 5.88%, 09/15/2026		385,700

				1,958,906

		Construction Materials - 0.1%
	450,000	Standard Industries, Inc. 6.00%, 10/15/2025⁽¹⁾		452,250

		Diversified Financial Services - 0.3%
	635,000	American Express Co. 3.40%, 02/27/2023		637,198
	500,000	Capital One Financial Corp. 3.90%, 01/29/2024		503,551
	380,000	Navient Corp. 7.25%, 01/25/2022		394,250

				1,534,999

		Electric - 2.1%
	1,380,000	Acwa Power Management And Investments One Ltd. 5.95%, 12/15/2039⁽¹¹⁾		1,352,290
		AES Corp.
	80,000	4.00%, 03/15/2021		79,800
	140,000	4.88%, 05/15/2023		141,400
	125,000	5.13%, 09/01/2027		127,500
	40,000	Appalachian Power Co. 6.38%, 04/01/2036		46,732
	325,000	Berkshire Hathaway Energy Co. 3.25%, 04/15/2028		314,527
	335,000	DTE Energy Co. 1.50%, 10/01/2019		331,449
	350,000	Duke Energy Carolinas LLC 4.25%, 12/15/2041		352,620
	1,280,000	Duke Energy Corp. 2.65%, 09/01/2026		1,193,447
	295,000	Duke Energy Progress LLC 3.60%, 09/15/2047		270,524
		Exelon Corp.
	725,000	2.85%, 06/15/2020		720,915
	725,000	3.95%, 06/15/2025		727,544
	140,000	Fortis, Inc. 2.10%, 10/04/2021		134,852
	1,353,000	Georgia Power Co. 2.00%, 09/08/2020		1,333,236
	460,000	IPALCO Enterprises, Inc. 3.70%, 09/01/2024		451,717
	30,000	ITC Holdings Corp. 3.25%, 06/30/2026		28,791
	145,000	Oncor Electric Delivery Co. LLC 5.75%, 03/15/2029		169,127
		Pacific Gas & Electric Co.
	450,000	2.95%, 03/01/2026		359,055
	135,000	3.30%, 12/01/2027		108,135
	1,205,000	3.40%, 08/15/2024		997,137
	250,000	3.50%, 06/15/2025		204,350
	520,000	6.05%, 03/01/2034		456,300
		South Carolina Electric & Gas Co.
	15,000	3.50%, 08/15/2021		15,193
	560,000	4.25%, 08/15/2028		586,466
	425,000	4.50%, 06/01/2064		409,711
		Southern Co.
	115,000	2.95%, 07/01/2023		112,941
	515,000	3.25%, 07/01/2026		491,585
	10,000	4.40%, 07/01/2046		9,670

				11,527,014

		Electronics - 0.1%
	335,000	Fortive Corp. 2.35%, 06/15/2021		327,229

		Engineering & Construction - 0.1%
	680,000	Fluor Corp. 4.25%, 09/15/2028		657,386
	200,000	Mexico City Airport Trust 3.88%, 04/30/2028⁽¹⁾		176,550

				833,936


Shares or Principal Amount			Market Value^†
CORPORATE BONDS - 31.9% - (continued)
		Entertainment - 0.1%
$	370,000	GLP Capital L.P. / GLP Financing II, Inc. 5.30%, 01/15/2029	$	374,063
	445,000	WMG Acquisition Corp. 4.88%, 11/01/2024⁽¹⁾		436,100

				810,163

		Food - 0.5%
		Conagra Brands, Inc.
	45,000	3.80%, 10/22/2021		45,172
	555,000	4.30%, 05/01/2024		558,422
	215,000	4.60%, 11/01/2025		217,725
	100,000	5.30%, 11/01/2038		96,052
		Kraft Heinz Foods Co.
	470,000	4.38%, 06/01/2046		404,915
	1,120,000	4.63%, 01/30/2029		1,138,292
	475,000	Sysco Corp. 2.50%, 07/15/2021		465,857

				2,926,435

		Food Service - 0.1%
	420,000	Aramark Services, Inc. 5.00%, 02/01/2028⁽¹⁾		410,025

		Forest Products & Paper - 0.1%
	690,000	Suzano Austria GmbH 6.00%, 01/15/2029⁽¹⁾		721,912

		Gas - 0.1%
		AmeriGas Partners L.P. / AmeriGas Finance Corp.
	85,000	5.63%, 05/20/2024		83,937
	140,000	5.88%, 08/20/2026		137,942
	435,000	Sempra Energy 2.40%, 02/01/2020		430,866

				652,745

		Healthcare-Products - 0.5%
		Becton Dickinson and Co.
	1,130,000	3.36%, 06/06/2024		1,107,349
	785,000	3.70%, 06/06/2027		765,594
	650,000	Boston Scientific Corp. 4.00%, 03/01/2028		654,259
		Thermo Fisher Scientific, Inc.
	85,000	2.95%, 09/19/2026		80,500
	145,000	3.00%, 04/15/2023		142,944

				2,750,646

		Healthcare-Services - 1.0%
	205,000	Aetna, Inc. 2.80%, 06/15/2023		199,368
		Anthem, Inc.
	50,000	2.25%, 08/15/2019		49,862
	1,490,000	3.65%, 12/01/2027		1,465,486
		Cigna Corp.
	500,000	4.13%, 11/15/2025⁽¹⁾		510,133
	1,900,000	4.38%, 10/15/2028⁽¹⁾		1,950,971
	160,000	Cigna Holding Co. 3.88%, 10/15/2047		140,773
		Community Health Systems, Inc.
	70,000	5.13%, 08/01/2021⁽⁹⁾		67,288
	20,000	6.25%, 03/31/2023⁽⁹⁾		19,100
	5,000	Humana, Inc. 2.50%, 12/15/2020		4,942
		UnitedHealth Group, Inc.
	430,000	3.50%, 06/15/2023		439,617
	305,000	3.70%, 12/15/2025		313,284
	280,000	3.75%, 10/15/2047		268,427

				5,429,251

		Home Builders - 0.2%
		Lennar Corp.
	190,000	4.75%, 11/29/2027		180,025
	200,000	5.25%, 06/01/2026		195,000
	70,000	PulteGroup, Inc. 5.50%, 03/01/2026		70,350
	435,000	Toll Brothers Finance Corp. 4.88%, 11/15/2025		423,037

				868,412

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


		31

Hartford Total Return Bond ETF

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
CORPORATE BONDS - 31.9% - (continued)
		Insurance - 0.3%
$	45,000	Berkshire Hathaway Finance Corp. 4.20%, 08/15/2048	$	46,178
	90,000	CNO Financial Group, Inc. 5.25%, 05/30/2025		91,125
	110,000	Genworth Holdings, Inc. 4.90%, 08/15/2023		96,525
		Marsh & McLennan Cos., Inc.
	420,000	3.88%, 03/15/2024		428,663
	270,000	4.38%, 03/15/2029		279,269
	220,000	4.75%, 03/15/2039		228,791
	40,000	Massachusetts Mutual Life Insurance Co. 8.88%, 06/01/2039⁽¹⁾		60,221
	275,000	Willis North America, Inc. 3.60%, 05/15/2024		269,480

				1,500,252

		Internet - 0.6%
		Alibaba Group Holding Ltd.
	895,000	3.40%, 12/06/2027		854,675
	445,000	4.20%, 12/06/2047		416,501
		Amazon.com, Inc.
	545,000	2.80%, 08/22/2024		541,110
	585,000	3.88%, 08/22/2037		587,182
		Tencent Holdings Ltd.
	200,000	2.99%, 01/19/2023⁽¹⁾		195,806
	620,000	3.60%, 01/19/2028⁽¹⁾		603,050

				3,198,324

		Iron/Steel - 0.3%
	20,000	ArcelorMittal 6.13%, 06/01/2025⁽⁹⁾		21,510
	200,000	Commercial Metals Co. 5.38%, 07/15/2027		182,000
		Steel Dynamics, Inc.
	215,000	4.13%, 09/15/2025		204,250
	175,000	5.50%, 10/01/2024		180,653
		Vale Overseas Ltd.
	1,105,000	6.25%, 08/10/2026		1,178,206
	170,000	6.88%, 11/10/2039		188,683

				1,955,302

		IT Services - 0.2%
		Apple, Inc.
	15,000	3.00%, 02/09/2024		15,075
	490,000	3.35%, 02/09/2027		491,605
	110,000	3.45%, 02/09/2045		100,223
	260,000	Hewlett Packard Enterprise Co. 6.35%, 10/15/2045		264,894

				871,797

		Lodging - 0.1%
	450,000	Hilton Domestic Operating Co., Inc. 5.13%, 05/01/2026⁽¹⁾		453,375
		Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.
	16,000	5.25%, 05/15/2027⁽¹⁾		14,960
	5,000	5.50%, 03/01/2025⁽¹⁾		4,863

				473,198

		Machinery - Construction & Mining - 0.0%
	50,000	Caterpillar Financial Services Corp. 1.85%, 09/04/2020		49,346

		Media - 2.0%
	475,000	CCO Holdings LLC / CCO Holdings Capital Corp. 5.13%, 05/01/2027⁽¹⁾		458,954
		Charter Communications Operating LLC / Charter Communications Operating Capital
	1,415,000	4.20%, 03/15/2028		1,367,249
	915,000	5.38%, 05/01/2047		870,646
	1,020,000	5.75%, 04/01/2048		1,016,274
		Comcast Corp.
	425,000	2.35%, 01/15/2027		388,613
	50,000	3.15%, 02/15/2028		47,923


Shares or Principal Amount			Market Value^†
CORPORATE BONDS - 31.9% - (continued)
		Media - 2.0% - (continued)
$	305,000	3.20%, 07/15/2036	$	265,717
	110,000	3.95%, 10/15/2025		113,836
	180,000	4.05%, 11/01/2052		167,226
	95,000	4.15%, 10/15/2028		98,367
	320,000	4.25%, 10/15/2030		331,704
	425,000	4.60%, 10/15/2038		439,297
	80,000	4.95%, 10/15/2058		84,475
		Cox Communications, Inc.
	125,000	2.95%, 06/30/2023⁽¹⁾		121,492
	455,000	3.15%, 08/15/2024⁽¹⁾		441,590
	245,000	4.80%, 02/01/2035⁽¹⁾		226,592
	30,000	8.38%, 03/01/2039⁽¹⁾		38,195
		Discovery Communications LLC
	310,000	3.95%, 06/15/2025⁽¹⁾		300,777
	580,000	4.90%, 03/11/2026		593,463
	270,000	5.00%, 09/20/2037		252,870
		DISH DBS Corp.
	230,000	5.88%, 07/15/2022		218,500
	60,000	6.75%, 06/01/2021		61,111
	710,000	Fox Corp. 4.03%, 01/25/2024⁽¹⁾		724,239
	160,000	Liberty Interactive LLC 8.25%, 02/01/2030		162,000
	150,000	TEGNA, Inc. 5.50%, 09/15/2024⁽¹⁾		147,720
		Viacom, Inc.
	815,000	4.25%, 09/01/2023		826,463
	425,000	4.38%, 03/15/2043		363,390
	200,000	Videotron Ltd. 5.38%, 06/15/2024⁽¹⁾		208,880
		Warner Media LLC
	615,000	2.95%, 07/15/2026		568,222
	330,000	3.80%, 02/15/2027		321,897

				11,227,682

		Mining - 0.2%
		Anglo American Capital plc
	745,000	4.75%, 04/10/2027⁽¹⁾		743,347
	200,000	4.88%, 05/14/2025⁽¹⁾		203,685

				947,032

		Miscellaneous Manufacturing - 0.1%
	280,000	Ingersoll-Rand Global Holding Co., Ltd. 2.90%, 02/21/2021		277,420

		Office/Business Equipment - 0.0%
	205,000	Pitney Bowes, Inc. 4.70%, 04/01/2023		188,985

		Oil & Gas - 1.1%
		Anadarko Petroleum Corp.
	90,000	4.50%, 07/15/2044		81,363
	95,000	6.60%, 03/15/2046		113,104
	875,000	Canadian Natural Resources Ltd. 3.85%, 06/01/2027		857,413
	330,000	EnCana Corp. 3.90%, 11/15/2021		332,374
		Hess Corp.
	740,000	4.30%, 04/01/2027		714,099
	135,000	5.60%, 02/15/2041		129,352
	690,000	7.13%, 03/15/2033		760,961
	130,000	Marathon Oil Corp. 3.85%, 06/01/2025		127,715
	230,000	Marathon Petroleum Corp. 3.80%, 04/01/2028⁽¹⁾		220,575
		Petroleos Mexicanos
	400,000	6.50%, 01/23/2029		376,900
	220,000	6.75%, 09/21/2047		191,730
	425,000	QEP Resources, Inc. 5.25%, 05/01/2023		411,213
	220,000	SM Energy Co. 6.13%, 11/15/2022		220,550
	600,000	Tullow Oil plc 7.00%, 03/01/2025⁽¹⁾		584,411
	670,000	Valero Energy Corp. 3.40%, 09/15/2026		638,590
	365,000	WPX Energy, Inc. 5.25%, 09/15/2024		359,525

				6,119,875

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


		32

Hartford Total Return Bond ETF

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
CORPORATE BONDS - 31.9% - (continued)
		Packaging & Containers - 0.2%
$	430,000	Owens-Brockway Glass Container, Inc. 5.88%, 08/15/2023⁽¹⁾	$	445,050
	220,000	Reynolds Group Issuer, Inc. / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu 5.13%, 07/15/2023⁽¹⁾		220,407
	695,000	WRKCo, Inc. 4.65%, 03/15/2026⁽¹⁾		715,737

				1,381,194

		Pharmaceuticals - 1.5%
	295,000	Allergan Funding SCS 3.45%, 03/15/2022		294,351
	20,000	AstraZeneca plc 3.38%, 11/16/2025		19,637
	205,000	Bausch Health Cos., Inc. 7.00%, 03/15/2024⁽¹⁾		215,373
	165,000	Baxalta, Inc. 3.60%, 06/23/2022		164,531
	1,140,000	Bayer U.S. Finance LLC 4.25%, 12/15/2025⁽¹⁾		1,135,064
	615,000	Cardinal Health, Inc. 2.62%, 06/15/2022		595,297
		CVS Health Corp.
	2,320,000	4.10%, 03/25/2025		2,362,052
	560,000	5.05%, 03/25/2048		574,866
	15,000	5.13%, 07/20/2045		15,499
		Elanco Animal Health, Inc.
	330,000	3.91%, 08/27/2021⁽¹⁾		330,426
	340,000	4.27%, 08/28/2023⁽¹⁾		342,402
	630,000	GlaxoSmithKline Capital, Inc. 3.63%, 05/15/2025		644,680
	270,000	IQVIA, Inc. 4.88%, 05/15/2023⁽¹⁾		274,050
		Mylan N.V.
	50,000	3.75%, 12/15/2020		49,936
	693,000	3.95%, 06/15/2026		654,649
		Mylan, Inc.
	250,000	4.55%, 04/15/2028		240,065
	160,000	5.20%, 04/15/2048		138,653
	425,000	Shire Acquisitions Investments Ireland DAC 2.40%, 09/23/2021		413,630

				8,465,161

		Pipelines - 1.0%
	580,000	Andeavor Logistics L.P. / Tesoro Logistics Finance Corp. 4.25%, 12/01/2027		564,151
	180,000	DCP Midstream Operating L.P. 3.88%, 03/15/2023		175,050
	135,000	Energy Transfer L.P. 5.50%, 06/01/2027		140,062
	10,000	Energy Transfer Operating L.P. 4.20%, 09/15/2023		10,076
		Energy Transfer Operating L.P.
	335,000	4.50%, 04/15/2024		341,242
	110,000	5.25%, 04/15/2029		113,866
	115,000	6.25%, 04/15/2049		122,445
	160,000	Energy Transfer Partners L.P. 5.15%, 03/15/2045		145,388
		EQT Midstream Partners L.P.
	260,000	4.75%, 07/15/2023		263,685
	330,000	5.50%, 07/15/2028		330,826
		MPLX L.P.
	150,000	4.00%, 03/15/2028		144,644
	315,000	4.13%, 03/01/2027		308,019
	360,000	5.20%, 03/01/2047		352,542
	70,000	Sabine Pass Liquefaction LLC 4.20%, 03/15/2028		68,699
		Texas Eastern Transmission L.P.
	465,000	2.80%, 10/15/2022⁽¹⁾		450,037
	70,000	3.50%, 01/15/2028⁽¹⁾		66,711
		TransCanada PipeLines Ltd.
	225,000	4.75%, 05/15/2038		228,829
	15,000	6.10%, 06/01/2040		17,423
		Valero Energy Partners L.P.
	470,000	4.38%, 12/15/2026		473,288
	155,000	4.50%, 03/15/2028		156,364
		Western Gas Partners L.P.
	360,000	4.50%, 03/01/2028		347,354


Shares or Principal Amount			Market Value^†
CORPORATE BONDS - 31.9% - (continued)
		Pipelines - 1.0% - (continued)
$	290,000	4.75%, 08/15/2028	$	283,411
	210,000	5.50%, 08/15/2048		196,582
		Williams Cos., Inc.
	275,000	4.30%, 03/04/2024		281,775
	35,000	6.30%, 04/15/2040		40,003

				5,622,472

		Real Estate Investment Trusts - 0.1%
		Crown Castle International Corp.
	240,000	3.15%, 07/15/2023		234,450
	170,000	3.20%, 09/01/2024		162,892
		Equinix, Inc.
	135,000	5.75%, 01/01/2025		139,388
	205,000	5.88%, 01/15/2026		211,724

				748,454

		Retail - 0.6%
		Home Depot, Inc.
	260,000	3.50%, 09/15/2056		226,485
	20,000	4.20%, 04/01/2043		20,273
		Lowe’s Cos., Inc.
	865,000	3.38%, 09/15/2025		845,444
	75,000	3.70%, 04/15/2046		63,713
	515,000	McDonald’s Corp. 3.35%, 04/01/2023		519,447
	465,000	Starbucks Corp. 3.80%, 08/15/2025		468,815
	80,000	United Rentals North America, Inc. 4.88%, 01/15/2028		75,900
	1,040,000	Walmart, Inc. 3.40%, 06/26/2023		1,065,793

				3,285,870

		Semiconductors - 0.9%
		Broadcom Corp. / Broadcom Cayman Finance Ltd.
	1,395,000	3.13%, 01/15/2025		1,291,274
	310,000	3.63%, 01/15/2024		301,459
	1,315,000	3.88%, 01/15/2027		1,208,279
	255,000	Intel Corp. 4.10%, 05/19/2046		259,679
	470,000	Microchip Technology, Inc. 4.33%, 06/01/2023⁽¹⁾		463,022
	1,230,000	NXP B.V. / NXP Funding LLC 4.88%, 03/01/2024⁽¹⁾		1,261,808

				4,785,521

		Software - 0.8%
	235,000	Fidelity National Information Services, Inc. 4.25%, 05/15/2028		235,247
	445,000	First Data Corp. 5.00%, 01/15/2024⁽¹⁾		454,734
		Microsoft Corp.
	730,000	3.30%, 02/06/2027		739,838
	240,000	3.70%, 08/08/2046		238,339
	290,000	3.95%, 08/08/2056		291,015
	175,000	MSCI, Inc. 5.75%, 08/15/2025⁽¹⁾		181,563
	330,000	Open Text Corp. 5.88%, 06/01/2026⁽¹⁾		340,725
	250,000	Oracle Corp. 4.00%, 11/15/2047		241,560
		salesforce.com, Inc.
	305,000	3.25%, 04/11/2023		309,811
	265,000	3.70%, 04/11/2028		270,969
	1,085,000	Western Digital Corp. 4.75%, 02/15/2026		1,009,050

				4,312,851

		Telecommunications - 1.7%
		AT&T, Inc.
	10,000	4.25%, 03/01/2027		10,121
	1,210,000	4.30%, 02/15/2030		1,198,961
	265,000	4.75%, 05/15/2046		247,903
		Nokia Oyj
	485,000	4.38%, 06/12/2027		469,383
	60,000	6.63%, 05/15/2039		62,400
	300,000	Sprint Corp. 7.13%, 06/15/2024		306,938

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


		33

Hartford Total Return Bond ETF

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
CORPORATE BONDS - 31.9% - (continued)
		Telecommunications - 1.7% - (continued)
$	1,445,000	Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC 5.15%, 09/20/2029⁽¹⁾	$	1,455,375
	160,000	Telecom Italia Capital S.A. 6.00%, 09/30/2034		139,248
	1,230,000	Telecom Italia S.p.A. 5.30%, 05/30/2024⁽¹⁾		1,168,500
		Telefonica Emisiones SAU
	340,000	4.90%, 03/06/2048		317,873
	325,000	5.21%, 03/08/2047		314,825
	45,000	7.05%, 06/20/2036		52,865
		Verizon Communications, Inc.
	1,210,000	4.50%, 08/10/2033		1,230,125
	20,000	4.52%, 09/15/2048		19,489
	1,115,000	4.81%, 03/15/2039		1,133,302
	10,000	5.01%, 08/21/2054		10,197
	15,000	5.25%, 03/16/2037		16,123
	1,240,000	Vodafone Group plc 4.38%, 05/30/2028		1,234,803

				9,388,431

		Transportation - 0.3%
	780,000	CSX Corp. 3.25%, 06/01/2027		752,285
	200,000	FedEx Corp. 4.05%, 02/15/2048		173,445
	860,000	Union Pacific Corp. 4.38%, 09/10/2038		871,113

				1,796,843


		Total Corporate Bonds (cost $173,400,566)	$	176,342,149


FOREIGN GOVERNMENT OBLIGATIONS - 8.0%
		Argentina - 0.1%
EUR	420,000	Argentine Republic Government International Bond 5.25%, 01/15/2028	$	377,495

		Egypt - 0.0%
$	200,000	Egypt Government International Bond 8.50%, 01/31/2047⁽¹¹⁾		192,284

		Ghana - 0.1%
	400,000	Ghana Government International Bond 8.63%, 06/16/2049⁽¹¹⁾		371,687

		Hungary - 0.0%
	200,000	Hungary Government International Bond 6.38%, 03/29/2021		212,019

		Japan - 7.2%
		Japan Treasury Discount Bill
JPY	1,800,000,000	0.21%, 02/18/2019⁽¹²⁾		16,540,335
	2,500,000,000	1.00%, 02/04/2019⁽¹²⁾		22,971,607

				39,511,942

		Mexico - 0.1%
$	420,000	Mexico Government International Bond 4.50%, 04/22/2029		421,050

		Oman - 0.1%
	700,000	Oman Government International Bond 4.75%, 06/15/2026⁽¹⁾		623,000

		Panama - 0.1%
	720,000	Panama Government International Bond 4.30%, 04/29/2053		705,600

		Romania - 0.2%
	968,000	Romanian Government International Bond 6.13%, 01/22/2044⁽¹¹⁾		1,077,384

		Tunisia - 0.1%
EUR	515,000	Banque Centrale de Tunisie International Bond 6.75%, 10/31/2023⁽¹⁾		577,743

		Total Foreign Government Obligations (cost $42,564,846)	$	44,070,204


Shares or Principal Amount			Market Value^†
MUNICIPAL BONDS - 0.5%
		Education - 0.1%
		Chicago, IL, Board of Education
$	5,000	6.14%, 12/01/2039	$	4,776
	380,000	6.32%, 11/01/2029		374,809

				379,585

		General Obligation - 0.3%
	1,187,000	City of Chicago, IL, GO 7.38%, 01/01/2033		1,294,115
	40,000	Illinois State, GO 5.88%, 03/01/2019		40,084
		State of Illinois
	390,000	4.95%, 06/01/2023		394,594
	120,000	5.00%, 01/01/2023		122,261
	180,000	5.56%, 02/01/2021		185,296

				2,036,350

		Utility - Electric - 0.1%
	314,000	Municipal Electric Auth, GA 6.64%, 04/01/2057		335,101

		Total Municipal Bonds (cost $2,733,444)	$	2,751,036

SENIOR FLOATING RATE INTERESTS - 4.6%⁽¹³⁾
		Aerospace/Defense - 0.1%
		TransDigm, Inc.
$	150,000	1 mo. USD LIBOR + 2.500%, 5.00%, 06/09/2023	$	146,688
	323,371	1 mo. USD LIBOR + 2.500%, 5.00%, 05/30/2025		314,792

				461,480

		Airlines - 0.0%
	98,969	American Airlines, Inc. 1 mo. USD LIBOR + 2.000%, 4.52%, 10/12/2021		97,562

		Auto Manufacturers - 0.0%
	99,000	Navistar International Corp. 1 mo. USD LIBOR + 3.500%, 6.02%, 11/06/2024		97,330

		Auto Parts & Equipment - 0.0%
	122,668	Altra Industrial Motion Corp. 1 mo. USD LIBOR + 2.000%, 4.50%, 10/01/2025		120,316

		Biotechnology - 0.1%
	292,509	Sotera Health Holdings LLC 1 mo. USD LIBOR + 3.000%, 5.50%, 05/15/2022		284,673

		Chemicals - 0.1%
	190,000	Cabot Microelectronics Corp. 1 mo. ICE LIBOR + 2.250%, 4.75%, 11/14/2025		188,338

	99,750	LTI Holdings, Inc. 1 mo. USD LIBOR + 3.500%, 6.00%, 09/06/2025		96,217

	185,000	Platform Specialty Products Corp. 1 mo. ICE LIBOR + 2.250%, 0.00%, 11/14/2025⁽¹⁴⁾		182,765

				467,320

		Coal - 0.0%
	130,000	Foresight Energy LLC 3 mo. USD LIBOR + 5.750%, 8.25%, 03/28/2022		128,335

		Commercial Services - 0.4%
	100,000	Allied Universal Holdco LLC 2 mo. USD LIBOR + 4.250%, 6.75%, 07/28/2022		96,250
	350,000	Blackhawk Network Holdings, Inc. 1 mo. USD LIBOR + 3.000%, 0.00%, 06/15/2025⁽¹⁴⁾		343,175
	400,000	BrightView Landscapes, LLC 1 mo. USD LIBOR + 2.500%, 0.00%, 08/15/2025⁽¹⁴⁾		395,000
	190,000	Quad/Graphics, Inc. 1 mo. USD LIBOR + 5.000%, 0.00%, 01/31/2026⁽¹⁴⁾		189,288
	250,000	Quikrete Holdings, Inc. 1 mo. USD LIBOR + 2.750%, 5.25%, 11/15/2023		241,992
	199,494	Tempo Acquisition LLC 1 mo. USD LIBOR + 3.000%, 5.50%, 05/01/2024		195,576

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


		34

Hartford Total Return Bond ETF

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
SENIOR FLOATING RATE INTERESTS - 4.6%⁽¹³⁾ - (continued)
		Commercial Services - 0.4% - (continued)
$	250,000	Trans Union LLC 1 mo. USD LIBOR + 2.000%, 0.00%, 06/19/2025⁽¹⁴⁾	$	246,517
EUR	200,000	Verisure Holding AB 3 mo. EURIBOR + 3.500%, 0.00%, 10/21/2022⁽¹⁴⁾		228,310

				1,936,108

		Construction Materials - 0.1%
$	369,073	NCI Building Systems, Inc. 3 mo. USD LIBOR + 3.750%, 6.55%, 04/12/2025		351,080

		Distribution/Wholesale - 0.1%
	374,309	Beacon Roofing Supply, Inc. 1 mo. USD LIBOR + 2.250%, 4.77%, 01/02/2025		363,215

		Diversified Financial Services - 0.2%
	429,088	AlixPartners LLP 3 mo. USD LIBOR + 2.750%, 5.25%, 04/04/2024		423,321
	349,499	Crown Finance U.S., Inc. 1 mo. USD LIBOR + 2.500%, 5.00%, 02/28/2025		340,674
	190,000	Financial & Risk US Holdings, Inc. 1 mo. USD LIBOR + 3.750%, 6.25%, 10/01/2025		182,282
	60,771	SS&C European Holdings S.a.r.l. 1 mo. USD LIBOR + 2.250%, 4.75%, 04/16/2025		59,496

				1,005,773

		Energy-Alternate Sources - 0.1%
	299,248	BCP Renaissance Parent LLC 3 mo. USD LIBOR + 3.500%, 6.24%, 10/31/2024		295,819
	199,499	Vistra Energy Corp. 1 mo. USD LIBOR + 2.000%, 4.51%, 12/31/2025		195,564

				491,383

		Engineering & Construction - 0.1%
	252,468	Brand Energy & Infrastructure Services, Inc. 3 mo. USD LIBOR + 4.250%, 6.96%, 06/21/2024		241,602
	219,299	DAE Aviation Holdings, Inc. 1 mo. ICE LIBOR + 4.000%, 0.00%, 01/23/2026⁽¹⁴⁾		218,358

				459,960

		Entertainment - 0.0%
	114,033	Hilton Worldwide Finance LLC 1 mo. USD LIBOR + 1.750%, 4.26%, 10/25/2023		112,708

		Food - 0.1%
	129,347	Hostess Brands LLC 1 mo. USD LIBOR + 2.250%, 4.90%, 08/03/2022		124,712
	129,673	IRB Holding Corp 1 mo. USD LIBOR + 3.250%, 5.76%, 02/05/2025		126,071
	156,718	Post Holdings, Inc. 1 mo. USD LIBOR + 2.000%, 4.52%, 05/24/2024		154,563

				405,346

		Food Service - 0.0%
	275,000	Aramark Services, Inc. 3 mo. USD LIBOR + 1.750%, 4.25%, 03/11/2025		272,938
		Gas - 0.1%
	300,000	Messer Industries GmbH 1 mo. USD LIBOR + 2.500%, 0.00%, 10/01/2025⁽¹⁴⁾		293,250
		Healthcare-Products - 0.1%
	244,862	Avantor, Inc. 1 mo. USD LIBOR + 4.000%, 6.57%, 11/21/2024		243,821
	224,496	Parexel International Corp. 1 mo. USD LIBOR + 2.750%, 5.25%, 09/27/2024		212,149

				455,970

		Healthcare-Services - 0.2%
	300,000	Envision Healthcare Corp. 1 mo. USD LIBOR + 3.750%, 6.25%, 10/10/2025		282,150


Shares or Principal Amount			Market Value^†
SENIOR FLOATING RATE INTERESTS - 4.6%⁽¹³⁾ - (continued)
		Healthcare-Services - 0.2% - (continued)
$	258,660	Jaguar Holding Co. 3 mo. USD LIBOR + 2.500%, 5.00%, 08/18/2022	$	253,163
	375,308	MPH Acquisition Holdings LLC 3 mo. USD LIBOR + 2.750%, 5.55%, 06/07/2023		362,758
	200,000	Syneos Health, Inc. 1 mo. USD LIBOR + 2.000%, 0.00%, 08/01/2024⁽¹⁴⁾		196,416
	270,000	Universal Health Services, Inc. 1 mo. USD LIBOR + 1.750%, 4.25%, 10/31/2025		269,325

				1,363,812

		Household Products - 0.0%
	278,969	Diamond (BC) B.V. 2 mo. USD LIBOR + 3.000%, 5.74%, 09/06/2024		262,407

		Insurance - 0.3%
		Asurion LLC
	304,000	1 mo. USD LIBOR + 6.500%, 0.00%, 08/04/2025⁽¹⁴⁾		305,520
	444,676	1 mo. USD LIBOR + 3.000%, 5.50%, 08/04/2022		437,209
	374,060	Hub International Ltd. 2 mo. USD LIBOR + 2.750%, 5.51%, 04/25/2025		360,149
	430,000	Sedgwick Claims Management Services, Inc. 1 mo. USD LIBOR + 3.250%, 5.75%, 12/31/2025		418,532

				1,521,410

		Leisure Time - 0.2%
	278,969	Caesars Resort Collection LLC 1 mo. USD LIBOR + 2.750%, 5.25%, 12/22/2024		274,821
	425,000	Delta (LUX) S.a.r.l. 1 mo. USD LIBOR + 2.500%, 5.00%, 02/01/2024		408,178
	250,000	Penn National Gaming, Inc. 3 mo. USD LIBOR + 2.250%, 0.00%, 10/15/2025⁽¹⁴⁾		246,510

				929,509

		Lodging - 0.2%
	354,026	Boyd Gaming Corp. 1 Week USD LIBOR + 2.250%, 4.66%, 09/15/2023		348,939
	427,843	Caesars Entertainment Operating Co. 1 mo. USD LIBOR + 2.000%, 4.50%, 10/06/2024		418,751
	200,000	Station Casinos LLC 1 mo. USD LIBOR + 2.500%, 0.00%, 06/08/2023⁽¹⁴⁾		197,350

				965,040

		Machinery - Construction & Mining - 0.0%
	110,000	Brookfield WEC Holdings, Inc. 1 mo. USD LIBOR + 3.750%, 6.25%, 08/01/2025		109,352

		Machinery-Diversified - 0.0%
	258,690	Gates Global LLC 3 mo. USD LIBOR + 2.750%, 5.25%, 04/01/2024		252,958

		Media - 0.5%
	388,040	Charter Communications Operating LLC 1 mo. USD LIBOR + 2.000%, 4.50%, 04/30/2025		382,394
	349,121	CSC Holdings LLC 1 mo. USD LIBOR + 2.500%, 5.01%, 01/25/2026		340,682
	280,000	Gray Television, Inc. 1 mo. ICE LIBOR + 2.500%, 5.02%, 01/02/2026		275,918
	300,000	MTN Infrastructure TopCo, Inc. 1 mo. USD LIBOR + 3.000%, 5.50%, 11/15/2024		295,275
	149,621	Numericable Group S.A. 3 mo. USD LIBOR + 3.688%, 6.20%, 01/31/2026		139,790
	149,248	PSAV Holdings LLC 3 mo. USD LIBOR + 3.250%, 5.88%, 03/01/2025		142,408
	151,272	Shutterfly, Inc. 1 mo. USD LIBOR + 2.750%, 5.25%, 08/17/2024		147,426

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


		35

Hartford Total Return Bond ETF

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
SENIOR FLOATING RATE INTERESTS - 4.6%⁽¹³⁾ - (continued)
		Media - 0.5% - (continued)
$	170,000	Telenet Financing USD LLC 1 mo. USD LIBOR + 2.250%, 4.76%, 08/15/2026	$	165,254
	325,000	Tribune Media Co. 1 mo. USD LIBOR + 3.000%, 5.50%, 01/27/2024		322,969
	305,000	Unitymedia Finance LLC 1 mo. USD LIBOR + 2.250%, 4.76%, 09/30/2025		299,995
	195,000	UPC Financing Partnership 1 mo. USD LIBOR + 2.500%, 5.01%, 01/15/2026		191,831

				2,703,942

		Miscellaneous Manufacturing - 0.1%
	138,595	H.B. Fuller Co. 1 mo. USD LIBOR + 2.000%, 4.50%, 10/20/2024		135,823
	299,496	USI, Inc. 3 mo. USD LIBOR + 3.000%, 5.80%, 05/16/2024		286,768

				422,591

		Oil & Gas - 0.0%
	75,000	California Resources Corp. 1 mo. USD LIBOR + 4.750%, 7.25%, 12/31/2022		73,375
	119,700	Grizzly Acquisitions, Inc. 1 mo. USD LIBOR + 3.250%, 6.05%, 10/01/2025		118,977

				192,352

		Packaging & Containers - 0.2%
		Berry Global, Inc.
	183,750	3 mo. USD LIBOR + 1.750%, 4.27%, 02/08/2020		182,763
	275,000	1 mo. USD LIBOR + 2.000%, 4.52%, 10/01/2022		272,080
	279,342	Flex Acquisition Co., Inc. 3 mo. USD LIBOR + 3.000%, 5.52%, 12/29/2023		270,495
	300,000	Plastipak Packaging, Inc. 1 mo. USD LIBOR + 2.500%, 0.00%, 10/14/2024⁽¹⁴⁾		292,251
	323,350	Reynolds Group Holdings, Inc. 1 mo. USD LIBOR + 2.750%, 5.25%, 02/05/2023		318,471

				1,336,060

		Pharmaceuticals - 0.2%
	221,375	Bausch Health Companies Inc. 1 mo. USD LIBOR + 2.750%, 5.26%, 11/27/2025		218,123
	249,367	Endo Luxembourg Finance Co. S.a r.l. 1 mo. USD LIBOR + 4.250%, 6.75%, 04/29/2024		246,666
	200,000	IQVIA, Inc. 3 mo. USD LIBOR + 2.000%, 4.80%, 03/07/2024		198,100
	179,550	NVA Holdings, Inc. 3 mo. USD LIBOR + 2.750%, 5.25%, 02/02/2025		171,470
	126,508	Valeant Pharmaceuticals International, Inc. 1 mo. USD LIBOR + 3.000%, 5.51%, 06/02/2025		125,042

				959,401

		Real Estate - 0.0%
	130,000	VICI Properties LLC 1 mo. USD LIBOR + 2.000%, 4.50%, 12/20/2024		127,522

		Retail - 0.3%
	275,000	American Builders & Contractors Supply Co., Inc. 1 mo. USD LIBOR + 2.000%, 0.00%, 10/31/2023⁽¹⁴⁾		267,987
	275,000	B.C. Unlimited Liability Co. 1 mo. USD LIBOR + 2.250%, 4.75%, 02/16/2024		270,187
	269,318	Bass Pro Group LLC 1 mo. USD LIBOR + 5.000%, 7.50%, 09/25/2024		265,952
	200,000	Belron Finance U.S. LLC 1 mo. USD LIBOR + 2.500%, 5.12%, 11/13/2025		197,250
	194,836	Harbor Freight Tools USA, Inc. 1 mo. USD LIBOR + 2.500%, 5.00%, 08/18/2023		188,122


Shares or Principal Amount			Market Value^†
SENIOR FLOATING RATE INTERESTS - 4.6%⁽¹³⁾ - (continued)
		Retail - 0.3% - (continued)
$	129,319	Neiman Marcus Group Ltd. LLC 1 mo. USD LIBOR + 3.250%, 5.76%, 10/25/2020	$	114,383
	129,673	Staples, Inc. 3 mo. USD LIBOR + 4.000%, 6.54%, 09/12/2024		127,274
	229,081	U.S. Foods, Inc. 1 mo. USD LIBOR + 2.000%, 4.50%, 06/27/2023		225,072

				1,656,227

		Semiconductors - 0.0%
	200,000	Microchip Technology, Inc. 1 mo. USD LIBOR + 2.000%, 4.50%, 05/29/2025		196,500

		Software - 0.5%
	228,005	Change Healthcare Holdings LLC 1 mo. USD LIBOR + 2.750%, 5.25%, 03/01/2024		222,989
		First Data Corp.
	89,788	1 mo. USD LIBOR + 2.000%, 4.52%, 07/08/2022		89,400
	635,332	1 mo. USD LIBOR + 2.000%, 4.52%, 04/26/2024		632,753
	300,000	Go Daddy Operating Co. LLC 1 mo. USD LIBOR + 2.250%, 0.00%, 02/15/2024⁽¹⁴⁾		295,929
	323,367	Hyland Software, Inc. 1 mo. USD LIBOR + 3.500%, 6.00%, 07/01/2024		318,804
	100,000	Infor U.S., Inc. 1 mo. USD LIBOR + 2.750%, 5.25%, 02/01/2022		99,325
	35,381	MA FinanceCo. LLC 1 mo. USD LIBOR + 2.500%, 0.00%, 06/21/2024⁽¹⁴⁾		34,172
	238,927	Seattle Spinco, Inc. 1 mo. USD LIBOR + 2.500%, 0.00%, 06/21/2024⁽¹⁴⁾		230,763
	74,609	SkillSoft Corp. 3 mo. USD LIBOR + 4.750%, 7.25%, 04/28/2021		60,673
		SS&C Technologies, Inc.
	99,749	1 mo. USD LIBOR + 2.250%, 0.00%, 04/16/2025⁽¹⁴⁾		97,778
	157,997	1 mo. USD LIBOR + 2.250%, 4.75%, 04/16/2025		154,683
	267,000	Web.com Group, Inc. 3 mo. USD LIBOR + 3.750%, 6.27%, 10/10/2025		257,655
	274,297	WEX, Inc. 1 mo. USD LIBOR + 2.250%, 4.75%, 06/30/2023		269,839

				2,764,763

		Telecommunications - 0.2%
	150,000	CenturyLink, Inc. 1 mo. USD LIBOR + 2.750%, 0.00%, 01/31/2025⁽¹⁴⁾		143,203
	325,000	Level 3 Financing, Inc. 1 mo. USD LIBOR + 2.250%, 4.76%, 02/22/2024		318,906
	511,146	Sprint Communications, Inc. 1 mo. USD LIBOR + 2.500%, 5.00%, 02/02/2024		499,006
	194,467	Univision Communications, Inc. 1 mo. USD LIBOR + 2.750%, 5.25%, 03/15/2024		180,734

				1,141,849

		Textiles - 0.0%
	250,000	ASP Unifrax Holdings Inc 6.53%, 12/12/2025		235,000

		Transportation - 0.1%
	446,074	Savage Enterprises LLC 1 mo. USD LIBOR + 4.500%, 7.02%, 08/01/2025		444,682


		Total Senior Floating Rate Interests (cost $25,797,460)	$	25,390,124


U.S. GOVERNMENT AGENCIES - 50.3%
		Mortgage-Backed Agencies - 50.3%
		FHLMC
$	184,569	1 mo. USD LIBOR + 0.450%, 2.96%, 07/25/2030⁽³⁾	$	183,834

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


		36

Hartford Total Return Bond ETF

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†

U.S. GOVERNMENT AGENCIES - 50.3% - (continued)
		Mortgage-Backed Agencies - 50.3% - (continued)
		FHLMC - (continued)
$	2,500,000	3.00%, 02/01/2034⁽¹⁵⁾	$	2,503,906
	10,658	3.00%, 05/15/2041		10,703
	8,480,000	3.00%, 02/01/2049⁽¹⁵⁾		8,334,636
	159,467	1 mo. USD LIBOR + 0.550%, 3.06%, 04/25/2030⁽³⁾		159,314
	40,000	3.24%, 08/25/2027		40,123
	912,091	1 mo. USD LIBOR + 0.750%, 3.26%, 03/25/2030⁽³⁾		911,463
	700,000	3.50%, 02/01/2034⁽¹⁵⁾		712,787
	660,582	3.50%, 01/01/2048		664,338
	26,398	3.50%, 03/01/2048		26,550
	984,618	3.50%, 06/01/2048		990,267
	12,310,000	3.50%, 02/01/2049⁽¹⁵⁾		12,378,041
	216,059	1 mo. USD LIBOR + 1.200%, 3.71%, 10/25/2029⁽³⁾		217,425
	4,450,000	4.00%, 02/01/2049⁽¹⁵⁾		4,557,686
	4,400,000	4.00%, 03/13/2049		4,501,922
	585,000	1 mo. USD LIBOR + 1.800%, 4.31%, 07/25/2030⁽³⁾		571,783
	2,925,000	4.50%, 02/01/2049⁽¹⁵⁾		3,041,829
	1,403,910	1 mo. USD LIBOR + 2.200%, 4.71%, 02/25/2024⁽³⁾		1,429,374
	2,200,000	5.00%, 02/01/2049⁽¹⁵⁾		2,313,824
	1,365,495	1 mo. USD LIBOR + 4.250%, 6.76%, 11/25/2023⁽³⁾		1,490,451
	800,000	1 mo. USD LIBOR + 5.550%, 8.06%, 07/25/2028⁽³⁾		950,237

				45,990,493

		FNMA
	9,633	2.00%, 09/25/2041		9,285
	18,810	2.00%, 12/25/2041		18,229
	707,812	2.00%, 03/25/2044		680,856
	1,207,705	2.00%, 05/25/2044		1,161,563
	18,877	2.50%, 12/25/2041		18,558
	22,035	2.50%, 03/25/2046		21,663
	1,195,000	2.85%, 12/01/2027		1,159,641
	370,000	2.88%, 11/01/2027		360,151
	255,000	3.00%, 07/01/2027		250,711
	330,000	3.00%, 12/01/2029		319,167
	500,000	3.00%, 02/01/2034⁽¹⁵⁾		500,684
	25,490	3.00%, 02/25/2043		25,376
	162,590	3.00%, 01/25/2046		161,773
	152,611	3.00%, 05/25/2047		151,878
	48,308	3.00%, 09/25/2047		48,375
	6,500,000	3.00%, 02/01/2049⁽¹⁵⁾		6,385,488
	64,290	3.00%, 12/25/2054		63,932
	200,000	3.10%, 02/01/2027		199,756
	505,000	3.10%, 12/01/2027		496,243
	345,000	3.16%, 08/01/2027		342,599
	600,000	3.18%, 02/01/2027		596,659
	335,893	3.22%, 07/01/2032		328,843
	2,000,000	3.50%, 10/01/2028		2,021,618
	1,675,000	3.50%, 02/01/2034⁽¹⁵⁾		1,706,275
	11,303	3.50%, 05/25/2042		11,571
	650,623	3.50%, 07/25/2044		660,364
	26,810	3.50%, 03/25/2045		27,220
	1,768,044	3.50%, 01/01/2048		1,777,019
	96,639	3.50%, 02/25/2048		98,093
	21,849	3.50%, 04/25/2048		22,637
	395,722	3.50%, 06/01/2048		397,731
	85,890,000	3.50%, 02/01/2049⁽¹⁵⁾		86,314,418
	915,332	3.50%, 07/25/2054		927,389
	277,047	3.50%, 10/25/2056		281,972
	2,704,767	3.56%, 10/01/2028		2,763,956


Shares or Principal Amount			Market Value^†

U.S. GOVERNMENT AGENCIES - 50.3% - (continued)
		Mortgage-Backed Agencies - 50.3% - (continued)
		FNMA - (continued)
$	3,000,000	3.85%, 12/01/2028	$	3,127,273
	1,763,271	4.00%, 12/01/2028		1,865,590
	32,760,000	4.00%, 02/01/2049⁽¹⁵⁾		33,532,931
	20,100,000	4.00%, 03/01/2049⁽¹⁵⁾		20,553,820
	4,000,000	4.50%, 02/01/2049⁽¹⁵⁾		4,157,344
	2,320,410	4.50%, 01/01/2051		2,419,337
	5,700,000	5.00%, 02/01/2049⁽¹⁵⁾		5,996,178

				181,964,166

		GNMA
	935,968	2.00%, 01/20/2042		899,426
	387,135	2.00%, 06/16/2042		372,714
	370,731	2.50%, 05/20/2040		366,166
	4,500,000	3.00%, 02/01/2049⁽¹⁵⁾		4,466,953
	18,930,000	3.50%, 02/01/2049⁽¹⁵⁾		19,169,952
	8,100,000	4.00%, 02/01/2049⁽¹⁵⁾		8,333,824
	1,700,000	4.00%, 03/01/2049⁽¹⁵⁾		1,747,215
	11,310,000	4.50%, 02/01/2049⁽¹⁵⁾		11,742,961
	2,400,000	5.00%, 02/01/2049⁽¹⁵⁾		2,506,238

				49,605,449

				277,560,108


		Total U.S. Government Agencies (cost $275,849,568)	$	277,560,108


U.S. GOVERNMENT SECURITIES - 25.4%
		U.S. Treasury Securities - 25.4%
		U.S. Treasury Bonds - 9.8%
$	2,580,000	2.75%, 08/15/2047⁽⁹⁾	$	2,450,698
	700,000	3.00%, 02/15/2047		700,137
	360,000	3.00%, 08/15/2048		359,086
	6,000,000	3.13%, 05/15/2048		6,131,953
	8,925,000	3.63%, 08/15/2043		9,916,512
	23,260,000	3.63%, 02/15/2044		25,858,578
	3,573,000	3.75%, 11/15/2043⁽¹⁶⁾		4,049,493
	520,000	4.38%, 02/15/2038		640,230
	3,475,000	5.50%, 08/15/2028		4,308,185

				54,414,872

		U.S. Treasury Notes - 15.6%
	551,285	0.38%, 07/15/2027⁽¹⁷⁾		535,084
	18,452,812	0.75%, 07/15/2028⁽¹⁷⁾		18,453,052
	4,572,077	0.88%, 01/15/2029⁽¹⁷⁾		4,608,213
	1,945,000	1.13%, 02/28/2021^(16)(18)		1,892,348
	10,850,000	1.13%, 08/31/2021		10,490,594
	1,885,000	1.38%, 08/31/2023		1,797,966
	9,800,000	1.50%, 02/28/2023		9,443,219
	420,000	1.75%, 05/15/2023		408,105
	2,745,000	1.88%, 02/28/2022^(16)(18)		2,699,214
	3,490,000	2.75%, 08/15/2021		3,514,812
	8,690,000	2.75%, 02/15/2028		8,779,616
	15,000,000	2.88%, 11/15/2021		15,172,851
	8,200,000	2.88%, 09/30/2023		8,354,711

				86,149,785

				140,564,657


		Total U.S. Government Securities (cost $137,694,858)	$	140,564,657


		Total Long-Term Investments (cost $783,029,441)	$	792,041,120

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


		37

Hartford Total Return Bond ETF

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
SHORT-TERM INVESTMENTS - 5.1%
		Other Investment Pools & Funds - 4.9%
$	27,057,935	Morgan Stanley Institutional Liquidity Funds, Government Portfolio, Institutional Class, 2.37%⁽¹⁹⁾	$	27,057,935

		Securities Lending Collateral - 0.2%
	816,320	State Street Navigator Securities Lending Government Money Market Portfolio, 2.43%⁽¹⁹⁾		816,320


		Total Short-Term Investments (cost $27,874,255)	$	27,874,255



Total Investments Excluding Purchased Options (cost $810,903,696)	148.5	%	$	819,915,375

Total Purchased Options (cost $1,940,914)	0.2	%	$	1,463,360


Total Investments (cost $812,844,610)	148.7	%	$	821,378,735
Other Assets & Liabilities	(48.7	)%		(269,093,823	)

Total Net Assets	100.0	%	$	552,284,912

Note:

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

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

⁽¹⁾

⁽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⁾	Variable rate securities; the rate reported is the coupon rate in effect at January 31, 2019.

⁽⁴⁾	Security is a “step-up” bond where coupon increases or steps up at a predetermined date. Rate shown is current coupon rate.

⁽⁵⁾	Securities disclosed are interest-only strips.

⁽⁶⁾	This security, or a portion of this security, was purchased on a when-issued, delayed-delivery or delayed-draw basis. The cost of these securities was $3,604,297 at January 31, 2019.

⁽⁷⁾

These securities are valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Trustees. At January 31, 2019, the aggregate fair value of these securities was $2,819,297, which represented 0.5% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third party pricing service methodology approved by the Board of Trustees.

⁽⁸⁾	Investment valued using significant unobservable inputs.

⁽⁹⁾	Represents entire or partial securities on loan. See Note 8 in the accompanying Notes to Financial Statements for securities lending information.

⁽¹⁰⁾	Perpetual maturity security. Maturity date shown is the next call date or final legal maturity date, whichever comes first.

⁽¹¹⁾

Security is exempt from registration under Regulation S under the Securities Act of 1933, which exempts from registration securities offered and sold outside of the United States. Security may not be offered or sold in the United States except pursuant to an exemption from, or in a transaction not subject to, the registration requirements of the Securities Act of 1933. At January 31, 2019, the aggregate value of these securities was $10,110,192, representing 1.8% of net assets.

⁽¹²⁾	The rate shown represents current yield to maturity.

⁽¹³⁾

⁽¹⁴⁾	Represents an unsettled loan commitment. The coupon rate will be determined at time of settlement.

⁽¹⁵⁾	Represents or includes a TBA transaction.

⁽¹⁶⁾	This security, or a portion of this security, has been pledged as collateral in connection with centrally cleared swap contracts.

⁽¹⁷⁾	The principal amount for these securities are adjusted for inflation and the interest payments equal a fixed percentage of the inflation-adjusted principal amount.

⁽¹⁸⁾	This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

⁽¹⁹⁾	Current yield as of period end.

OTC Swaption Contracts Outstanding at January 31, 2019

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)

Purchased swaption contracts:

Calls

3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57*

HSBC

2.45%

Pay

08/02/27

USD

4,625,000

480,075

517,537

(37,462

)

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


		38

Hartford Total Return Bond ETF

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)


OTC Swaption Contracts Outstanding at January 31, 2019 – (continued)
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)
Puts
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 05/15/29*	BOA	3.25%		Receive		05/13/19	USD	163,000		163,000	$	72	$	2,561	$	(2,489	)
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 05/15/29*	BOA	3.25%		Receive		05/13/19	USD	510,000		510,000		226		8,211		(7,985	)
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 05/31/29*	BOA	3.20%		Receive		05/29/19	USD	2,499,000		2,499,000		1,959		28,238		(26,279	)
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 06/03/29*	DEUT	3.20%		Receive		05/30/19	USD	500,000		500,000		400		7,451		(7,051	)
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 06/03/29*	BOA	3.20%		Receive		05/30/19	USD	515,000		515,000		411		8,008		(7,597	)
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 06/03/29*	BOA	3.20%		Receive		05/30/19	USD	2,200,000		2,200,000		1,758		31,856		(30,098	)
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 09/27/29*	BOA	3.30%		Receive		09/25/19	USD	1,850,000		1,850,000		3,815		34,965		(31,150	)
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 10/02/29*	BOA	3.30%		Receive		09/30/19	USD	4,600,000		4,600,000		9,881		95,450		(85,569	)
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 10/02/29*	MSC	3.30%		Receive		09/30/19	USD	2,660,000		2,660,000		5,714		49,210		(43,496	)
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 10/02/29*	DEUT	3.20%		Receive		09/30/19	USD	7,260,000		7,260,000		22,317		82,219		(59,902	)
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 12/11/29*	MSC	3.20%		Receive		12/09/19	USD	14,510,000		14,510,000		69,082		194,144		(125,062	)
3 Month USD-LIBOR-BBA-Interest Rate Swap Expiring 08/04/57*	HSBC	2.45%		Receive		08/02/27	USD	4,625,000		4,625,000		867,650		881,064		(13,414	)

Total Puts										41,892,000	$	983,285	$	1,423,377	$	(440,092	)

Total purchased swaption contracts										46,517,000	$	1,463,360	$	1,940,914	$	(477,554	)

*	Swaptions with forward premiums.


Futures Contracts Outstanding at January 31, 2019
Description	Number of Contracts		Expiration Date		Current Notional Amount		Value and Unrealized Appreciation/ (Depreciation)
Long position contracts:
U.S. Treasury 2-Year Note Future		127		03/29/2019	$	26,965,672	$	(2,093	)
U.S. Treasury 5-Year Note Future		33		03/29/2019		3,790,359		9,023
U.S. Treasury Ultra Bond Future		3		03/20/2019		483,375		3,844

Total							$	10,774

Short position contracts:
Canadian Government 10-Year Bond Future		35		03/20/2019	$	3,668,164	$	(10,214	)
U.S. Treasury 10-Year Note Future		135		03/20/2019		16,533,281		(84,471	)
U.S. Treasury 10-Year Ultra Future		243		03/20/2019		31,757,063		(879,616	)
U.S. Treasury Long Bond Future		10		03/20/2019		1,466,875		(10,272	)

Total							$	(984,573	)

Total futures contracts							$	(973,799	)


TBA Sale Commitments Outstanding at January 31, 2019
Description	Principal Amount		Maturity Date		Market Value^†			Unrealized Appreciation/ (Depreciation)
FNMA, 3.00%	$	4,300,000		02/01/2049	$	(4,224,246	)	$	(39,137	)

Total (proceeds receivable $4,185,109)					$	(4,224,246	)	$	(39,137	)

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


		39

Hartford Total Return Bond ETF

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)

At January 31, 2019, the aggregate market value of TBA Sale Commitments represents (0.8)% of total net assets.


OTC Credit Default Swap Contracts Outstanding at January 31, 2019
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:
Sell protection:
CMBX.NA.BB.6	GSC		USD		1,475,000	5.00%		05/11/63		Monthly	$	—	$	(370,073	)	$	(353,002	)	$	17,071
CMBX.NA.BB.8	GSC		USD		1,360,000	5.00%		10/17/57		Monthly		—		(254,479	)		(240,443	)		14,036
CMBX.NA.BBB- 6	MSC		USD		2,775,000	3.00%		05/11/63		Monthly		—		(382,389	)		(365,692	)		16,697
CMBX.NA.BBB- 6	DEUT		USD		175,000	3.00%		05/11/63		Monthly		—		(25,015	)		(23,076	)		1,939
South Africa Government International Bond	GSC		USD		365,000	1.00%		12/20/23		Quarterly		—		(17,717	)		(11,921	)		5,796
South Africa Government International Bond	MSC		USD		365,000	1.00%		12/20/23		Quarterly		—		(17,412	)		(11,922	)		5,490

Total											$	—	$	(1,067,085	)	$	(1,006,056	)	$	61,029

Total traded indices											$	—	$	(1,067,085	)	$	(1,006,056	)	$	61,029

Total OTC contracts											$	—	$	(1,067,085	)	$	(1,006,056	)	$	61,029

^(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 January 31, 2019
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:
Buy protection:
CDX.NA.IG.31.V1	USD	4,830,000		(1.00	%)		12/20/23		Quarterly	$	(47,973	)	$	(78,210	)	$	(30,237	)
ITRAXX.EUR.30.V1	EUR	7,615,000		(1.00	%)		12/20/23		Quarterly		(80,037	)		(135,442	)		(55,405	)
ITRAXX.XOV.30.V2	EUR	3,887,440		(5.00	%)		12/20/23		Quarterly		(321,630	)		(395,116	)		(73,486	)

Total										$	(449,640	)	$	(608,768	)	$	(159,128	)

Credit default swaps on indices:
Sell protection:
CDX.EM.30	USD	8,585,000		1.00	%		12/20/23		Quarterly	$	(400,721	)	$	(251,320	)	$	149,401
CDX.NA.HY.31.V1	USD	13,426,000		5.00	%		12/20/23		Quarterly		590,775			870,347			279,572

Total										$	190,054		$	619,027		$	428,973

Total										$	(259,586	)	$	10,259		$	269,845

^(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 January 31, 2019
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	2.00% Fixed	USD	4,135,000		03/21/23	Semi-Annual	$	95,823	$	—		$	68,780		$	(27,043	)
3 Mo. USD LIBOR	3.00% Fixed	USD	3,578,000		04/30/25	Semi-Annual		—		(79,005	)		(118,659	)		(39,654	)
3 Mo. USD LIBOR	2.64% Fixed	USD	7,887,000		02/01/26	Semi-Annual		—		—			(31,695	)		(31,695	)
3 Mo. USD LIBOR	2.25% Fixed	USD	24,761,000		06/20/28	Semi-Annual		1,817,231		—			838,452			(978,779	)
3 Mo. USD LIBOR	2.72% Fixed	USD	9,199,000		02/01/29	Semi-Annual		—		—			(48,760	)		(48,760	)
3 Mo. USD LIBOR	2.81% Fixed	USD	1,219,000		05/15/44	Semi-Annual		10,980		—			(689	)		(11,669	)
3 Mo. USD LIBOR	2.75% Fixed	USD	120,000		12/20/47	Semi-Annual		—		(2,594	)		1,321			3,915
3 Mo. USD LIBOR	2.86% Fixed	USD	525,000		02/01/49	Semi-Annual		—		—			(6,358	)		(6,358	)

Total							$	1,924,034	$	(81,599	)	$	702,392		$	(1,140,043	)

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


		40

Hartford Total Return Bond ETF

Schedule of Investments – (continued)

January 31, 2019 (Unaudited)


Foreign Currency Contracts Outstanding at January 31, 2019
Amount and Description of Currency to be Purchased			Amount and Description of Currency to be Sold			Counterparty	Settlement Date		Appreciation		Depreciation
	3,370,000	EGP		177,555	USD	GSC		04/22/19	$	8,352	$	—
	3,320,000	EGP		176,034	USD	GSC		04/22/19		7,115		—
	3,320,000	EGP		177,683	USD	GSC		04/22/19		5,467		—
	2,310,000	EGP		123,861	USD	GSC		04/22/19		3,572		—
	1,200,000	EGP		62,927	USD	GSC		04/22/19		3,272		—
	690,000	EGP		35,622	USD	GSC		04/22/19		2,442		—
	2,860,199	USD		2,519,000	EUR	GSC		02/28/19		—		(37,053	)
	970,441	USD		849,000	EUR	BOA		03/20/19		—		(7,848	)
	22,165,656	USD		2,500,000,000	JPY	ANZ		02/04/19		—		(814,048	)
	16,071,170	USD		1,800,000,000	JPY	ANZ		02/19/19		—		(491,995	)

	Total								$	30,220	$	(1,350,944	)

^†	See Significant Accounting Policies of accompanying Notes to Financial Statements regarding valuation of investments.


GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Counterparty Abbreviations:
ANZ		Australia and New Zealand Banking Group
BOA		Banc of America Securities LLC
DEUT		Deutsche Bank Securities, Inc.
GSC		Goldman Sachs & Co.
HSBC		HSBC Bank USA
MSC		Morgan Stanley

Currency Abbreviations:
EGP		Egyptian Pound
EUR		Euro
JPY		Japanese Yen
USD		United States Dollar

Index Abbreviations:
CDX.EM		Credit Derivatives Emerging Markets
CDX.NA.HY		Credit Derivatives North American High Yield
CDX.NA.IG		Credit Derivatives North American Investment Grade



Index Abbreviations: – (continued)
CMBX.NA		Markit Commercial Mortgage Backed North American
ICE		Intercontinental Exchange, Inc.
ITRAXX.EUR		Markit iTraxx - Europe
ITRAXX.XOV		Markit iTraxx Index - Europe Crossover

Other Abbreviations:
Auth		Authority
CLO		Collateralized Loan Obligation
CMO		Collateralized Mortgage Obligation
EM		Emerging Markets
EURIBOR		Euro Interbank Offered Rate
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
TBA		To Be Announced

Municipal Abbreviations:
GO		General Obligation

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of January 31, 2019 in valuing the Fund’s investments.


Description	Total			Level 1			Level 2			Level 3⁽¹⁾
Assets
Asset & Commercial Mortgage Backed Securities	$	125,362,842		$	—		$	122,543,545		$	2,819,297
Corporate Bonds		176,342,149			—			176,342,149			—
Foreign Government Obligations		44,070,204			—			44,070,204			—
Municipal Bonds		2,751,036			—			2,751,036			—
Senior Floating Rate Interests		25,390,124			—			25,390,124			—
U.S. Government Agencies		277,560,108			—			277,560,108			—
U.S. Government Securities		140,564,657			—			140,564,657			—
Short-Term Investments		27,874,255			27,874,255			—			—
Purchased Options		1,463,360			—			1,463,360			—
Foreign Currency Contracts⁽²⁾		30,220			—			30,220			—
Futures Contracts⁽²⁾		12,867			12,867			—			—
Swaps - Credit Default⁽²⁾		490,002			—			490,002			—
Swaps - Interest Rate⁽²⁾		3,915			—			3,915			—

Total	$	821,915,739		$	27,887,122		$	791,209,320		$	2,819,297

Liabilities
Foreign Currency Contracts⁽²⁾	$	(1,350,944	)	$	—		$	(1,350,944	)	$	—
Futures Contracts⁽²⁾		(986,666	)		(986,666	)		—			—
Swaps - Credit Default⁽²⁾		(159,128	)		—			(159,128	)		—
Swaps - Interest Rate⁽²⁾		(1,143,958	)		—			(1,143,958	)		—
TBA Sale Commitments		(4,224,246	)		—			(4,224,246	)		—

Total	$	(7,864,942	)	$	(986,666	)	$	(6,878,276	)	$	—

⁽¹⁾	For the six-month period ended January 31, 2019, there were no transfers in and out of Level 3.

⁽²⁾	Derivative instruments (excluding purchased and written options, if applicable) are valued at the unrealized appreciation/(depreciation) on the investments.

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


		41

Hartford Active Fixed Income ETFs

Statements of Assets and Liabilities

January 31, 2019 (Unaudited)


	Hartford Municipal Opportunities ETF		Hartford Schroders Tax-Aware Bond ETF		Hartford Short Duration ETF			Hartford Total Return Bond ETF
Assets:
Investments in securities, at market value⁽¹⁾	$	108,275,405	$	21,228,548	$	109,227,963		$	821,378,735
Cash		—		—		—			5,165
Foreign currency		—		—		511,766			229,486
Unrealized appreciation on OTC swap contracts		—		—		—			61,029
Unrealized appreciation on foreign currency contracts		—		—		—			30,220
Receivables:
Investment securities sold		—		—		365,212			115,142,847
Dividends and interest		1,034,807		205,366		629,716			3,794,982
Securities lending income		—		75		—			1,486
Tax reclaims		—		—		1,937			18,195
Variation margin on futures contracts		—		—		86,143			—

Total assets		109,310,212		21,433,989		110,822,737			940,662,145

Liabilities:
Unrealized depreciation on foreign currency contracts		—		—		13,224			1,350,944
Bank overdraft		—		1,406		36			—
Obligation to return securities lending collateral		—		—		—			816,320
TBA sale commitments, at market value		—		—		—			4,224,246
Payables:
Investment securities purchased		1,000,000		208,868		4,695,737			380,345,668
Investment management fees		26,226		6,982		25,997			132,873
Variation margin on centrally cleared swap contracts		—		—		—			237,171
Variation margin on futures contracts		—		756		—			202,926
OTC swap contracts premiums received		—		—		—			1,067,085

Total liabilities		1,026,226		218,012		4,734,994			388,377,233

Net assets	$	108,283,986	$	21,215,977	$	106,087,743		$	552,284,912

Summary of Net Assets:
Paid-in-capital	$	106,215,967	$	21,012,226	$	106,090,041		$	543,132,242
Distributable earnings		2,068,019		203,751		(2,298	)		9,152,670

Net assets	$	108,283,986	$	21,215,977	$	106,087,743		$	552,284,912

Net asset value per share	$	40.11	$	20.21	$	40.03		$	39.31

Shares issued and outstanding		2,700,000		1,050,000		2,650,000			14,050,000

Cost of investments	$	106,351,994	$	21,015,111	$	109,086,848		$	812,844,610
Cost of foreign currency	$	—	$	—	$	511,766		$	229,494
Proceeds receivable of TBA sale commitments	$	—	$	—	$	—		$	4,185,109

⁽¹⁾ Includes Investment in securities on loan, at market value	$	—	$	—	$	—		$	2,739,892

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


		42

Hartford Active Fixed Income ETFs

Statements of Operations

For the Six-Month Period Ended January 31, 2019 (Unaudited)


	Hartford Municipal Opportunities ETF		Hartford Schroders Tax-Aware Bond ETF			Hartford Short Duration ETF			Hartford Total Return Bond ETF
Investment Income:
Interest	$	919,357	$	307,000		$	1,380,129		$	5,052,697
Securities lending		—		345			—			4,919
Less: Foreign tax withheld		—		—			—			(9,771	)

Total investment income, net		919,357		307,345			1,380,129			5,047,845

Expenses:
Investment management fees		91,856		40,995			116,100			431,218

Total expenses		91,856		40,995			116,100			431,218

Net Investment Income (Loss)		827,501		266,350			1,264,029			4,616,627

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:
Net realized gain (loss) on investments		134,539		(1,322	)		7,623			4,720,170
Net realized gain (loss) on futures contracts		—		2,440			(25,069	)		(932,457	)
Net realized gain (loss) on written options contracts		—		—			—			196,668
Net realized gain (loss) on swap contracts		—		—			—			(209,043	)
Net realized gain (loss) on other foreign currency transactions		—		—			34,283			(151,650	)

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		134,539		1,118			16,837			3,623,688

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:
Net unrealized appreciation (depreciation) of investments		1,981,649		235,881			187,419			9,467,072
Net unrealized appreciation (depreciation) of purchased options contracts		—		—			—			(468,339	)
Net unrealized appreciation (depreciation) of futures contracts		—		(2,162	)		(226,261	)		(973,794	)
Net unrealized appreciation (depreciation) of swap contracts		—		—			—			(839,380	)
Net unrealized appreciation (depreciation) of foreign currency contracts		—		—			(13,067	)		(1,381,308	)
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies		—		—			(2,749	)		(2,441	)

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions		1,981,649		233,719			(54,658	)		5,801,810

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		2,116,188		234,837			(37,821	)		9,425,498

Net Increase (Decrease) in Net Assets Resulting from Operations	$	2,943,689	$	501,187		$	1,226,208		$	14,042,125

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


		43

Hartford Active Fixed Income ETFs

Statements of Changes in Net Assets


	Hartford Municipal Opportunities ETF						Hartford Schroders Tax-Aware Bond ETF
	For the Six-Month Period Ended January 31, 2019 (Unaudited)			For the Period Ended July 31, 2018⁽¹⁾			For the Six-Month Period Ended January 31, 2019 (Unaudited)			For the Period Ended July 31, 2018⁽²⁾
Operations:
Net investment income (loss)	$	827,501		$	161,755		$	266,350		$	115,201
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		134,539			(51,955	)		1,118			(22,358	)
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		1,981,649			(58,238	)		233,719			(22,444	)

Net Increase (Decrease) in Net Assets Resulting from Operations		2,943,689			51,562			501,187			70,399

Distributions to Shareholders:⁽³⁾		(772,490	)		(154,742	)		(268,395	)		(99,439	)

Fund Share Transactions:
Sold		94,172,993			11,997,920			—			20,991,274
Redeemed		—			(80	)		—			(40	)
Other Capital		23,538			21,596			—			20,991

Net increase from capital share transactions		94,196,531			12,019,436			—			21,012,225

Net Increase (Decrease) in Net Assets		96,367,730			11,916,256			232,792			20,983,185

Net Assets:
Beginning of period		11,916,256			—			20,983,185			—

End of period	$	108,283,986		$	11,916,256		$	21,215,977		$	20,983,185

⁽¹⁾	Commenced operations on December 13, 2017.

⁽²⁾	Commenced operations on April 18, 2018.

⁽³⁾

Per the Securities and Exchange Commission Release #33-10532 “Disclosure Update and Simplification,” it is no longer required to differentiate distributions from earnings as either net investment income or net realized capital gains or disclose a Fund’s undistributed net investment income within a Fund’s Statement of Changes in Net Assets. The presentation within the Fund’s Statement of Changes in Net Assets for the year ended July 31, 2018 has been modified accordingly. See Note 2, Significant Accounting Policies, in Notes to Financial Statements for additional information.

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


		44

Hartford Active Fixed Income ETFs

Statements of Changes in Net Assets – (continued)


	Hartford Short Duration ETF						Hartford Total Return Bond ETF
	For the Six-Month Period Ended January 31, 2019 (Unaudited)			For the Period Ended July 31, 2018⁽⁴⁾			For the Six-Month Period Ended January 31, 2019 (Unaudited)			For the Period Ended July 31, 2018⁽⁵⁾
Operations:
Net investment income (loss)	$	1,264,029		$	93,141		$	4,616,627		$	396,696
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		16,837			1,883			3,623,688			(162,977	)
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		(54,658	)		(45,946	)		5,801,810			(412,880	)

Net Increase (Decrease) in Net Assets Resulting from Operations		1,226,208			49,078			14,042,125			(179,161	)

Distributions to Shareholders:⁽³⁾		(1,201,496	)		(76,088	)		(4,349,191	)		(361,103	)

Fund Share Transactions:
Sold		86,037,022			20,000,040			534,076,686			45,335,134
Redeemed		—			(40	)		(36,776,448	)		(80	)
Other Capital		43,019			10,000			456,682			40,268

Net increase from capital share transactions		86,080,041			20,010,000			497,756,920			45,375,322

Net Increase (Decrease) in Net Assets		86,104,753			19,982,990			507,449,854			44,835,058

Net Assets:
Beginning of period		19,982,990			—			44,835,058			—

End of period	$	106,087,743		$	19,982,990		$	552,284,912		$	44,835,058

⁽³⁾

⁽⁴⁾	Commenced operations on May 30, 2018.

⁽⁵⁾	Commenced operations on September 27, 2017.

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


		45

Hartford Active Fixed Income ETFs

Financial Highlights


	*— Selected Per-Share Data⁽¹⁾—*																							*— Ratios and Supplemental Data —*
	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Other Capital		Dividends from Net Investment Income			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return⁽²⁾			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments⁽³⁾			Ratio of Expenses to Average Net Assets After Adjust- ments			Ratio of Net Investment Income (Loss) to Average Net Assets			Portfolio Turnover⁽⁴⁾

Hartford Municipal Opportunities ETF

For the Six-Month Period Ended January 31, 2019 (Unaudited)
	$	39.72	$	0.52	$	0.31		$	0.83		$	0.01	$	(0.45	)	$	(0.45	)	$	40.11		2.15	%⁽⁵⁾	$	108,284		0.29	%⁽⁶⁾		0.29	%⁽⁶⁾		2.61	%⁽⁶⁾		24	%

For the Period Ended July 31, 2018⁽⁷⁾
	$	40.00	$	0.54	$	(0.37	)	$	0.17		$	0.07	$	(0.52	)	$	(0.52	)	$	39.72		0.60	%⁽⁵⁾	$	11,916		0.34	%⁽⁶⁾		0.34	%⁽⁶⁾		2.18	%⁽⁶⁾		37	%

Hartford Schroders Tax-Aware Bond ETF

For the Six-Month Period Ended January 31, 2019 (Unaudited)
	$	19.98	$	0.25	$	0.24		$	0.49		$	—	$	(0.26	)	$	(0.26	)	$	20.21		2.46	%⁽⁵⁾	$	21,216		0.39	%⁽⁶⁾		0.39	%⁽⁶⁾		2.53	%⁽⁶⁾		65	%

For the Period Ended July 31, 2018⁽⁸⁾
	$	20.00	$	0.11	$	(0.06	)	$	0.05		$	0.02	$	(0.09	)	$	(0.09	)	$	19.98		0.37	%⁽⁵⁾	$	20,983		0.39	%⁽⁶⁾		0.39	%⁽⁶⁾		1.93	%⁽⁶⁾		60	%

Hartford Short Duration ETF

For the Six-Month Period Ended January 31, 2019 (Unaudited)
	$	39.97	$	0.63	$	(0.03	)	$	0.60		$	0.02	$	(0.56	)	$	(0.56	)	$	40.03		1.57	%⁽⁵⁾	$	106,088		0.29	%⁽⁶⁾		0.29	%⁽⁶⁾		3.16	%⁽⁶⁾		5	%

For the Period Ended July 31, 2018⁽⁹⁾
	$	40.00	$	0.19	$	(0.09	)	$	0.10		$	0.02	$	(0.15	)	$	(0.15	)	$	39.97		0.31	%⁽⁵⁾	$	19,983		0.29	%⁽⁶⁾		0.29	%⁽⁶⁾		2.75	%⁽⁶⁾		1	%

Hartford Total Return Bond ETF

For the Six-Month Period Ended January 31, 2019 (Unaudited)
	$	38.99	$	0.60	$	0.20		$	0.80		$	0.06	$	(0.54	)	$	(0.54	)	$	39.31		2.24	%⁽⁵⁾	$	552,285		0.29	%⁽⁶⁾		0.29	%⁽⁶⁾		3.10	%⁽⁶⁾		14	%

For the Period Ended July 31, 2018⁽¹⁰⁾
	$	40.00	$	0.77	$	(1.14	)	$	(0.37	)	$	0.08	$	(0.72	)	$	(0.72	)	$	38.99		(0.71	)%⁽⁵⁾	$	44,835		0.38	%⁽⁶⁾		0.38	%⁽⁶⁾		2.35	%⁽⁶⁾		46	%

⁽¹⁾	Information presented relates to a share outstanding throughout the indicated period. Net investment income (loss) per share amounts are calculated based on average shares outstanding unless otherwise noted.

⁽²⁾

Total return is calculated assuming a hypothetical purchase of beneficial shares on the opening of the first day at the net asset value and a sale on the closing of the last day at the net asset value of each period reported. Dividends and distributions, if any, are assumed for purposes of this calculation, to be reinvested at market price at the end of the distribution day.

⁽³⁾	There were no waivers or reimbursements for the periods shown.

⁽⁴⁾	Portfolio turnover rate excludes securities received or delivered from in-kind processing of creations or redemptions.

⁽⁵⁾	Not annualized.

⁽⁶⁾	Annualized.

⁽⁷⁾	Commenced operations on December 13, 2017.

⁽⁸⁾	Commenced operations on April 18, 2018.

⁽⁹⁾	Commenced operations on May 30, 2018.

⁽¹⁰⁾	Commenced operations on September 27, 2017.

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


		46

Hartford Active Fixed Income ETFs

Notes to Financial Statements

January 31, 2019 (Unaudited)

1.	Organization:

Hartford Funds Exchange-Traded Trust (the “Trust”) is an open-end registered management investment company comprised of four operational series as of January 31, 2019. Financial statements for the series of the Trust listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.

Hartford Funds Exchange-Traded Trust:

Hartford Municipal Opportunities ETF (the “Municipal Opportunities ETF”)

Hartford Schroders Tax-Aware Bond ETF (the “Tax-Aware Bond ETF”)

Hartford Short Duration ETF (the “Short Duration ETF”)

Hartford Total Return Bond ETF (the “Total Return Bond ETF”)

Municipal Opportunities ETF commenced operations on December 13, 2017. Total Return Bond ETF commenced operations on September 27, 2017. Tax-Aware Bond ETF commenced on operations on April 18, 2018. Short Duration ETF commenced operation on May 30, 2018. Each Fund is an exchange-traded fund (‘‘ETF’’). ETFs are funds that trade on an exchange like other publicly traded securities. Each Fund is actively managed. Shares of Municipal Opportunities ETF, Tax-Aware Bond ETF and Total Return Bond ETF are listed and traded on NYSE Arca, Inc. (“NYSE Arca”). Shares of Short Duration ETF are listed and traded on Cboe BZX Exchange, Inc. (“Cboe BZX”). Each share of a Fund represents a partial ownership in securities held by the Fund. Shares of a Fund may be purchased or redeemed directly from the Fund in Creation Units at net asset value (“NAV”) only by certain large institutional investors (‘‘Authorized Participants’’) who have entered into agreements with ALPS Distributors, Inc. (‘‘ALPS’’ or the ‘‘Distributor’’), the Funds’ Distributor.

The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. The Trust was organized as a Delaware statutory trust on September 20, 2010 and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). The shares (‘‘Shares’’) of the Funds are registered under the Securities Act of 1933, as amended (the ‘‘Securities Act’’). Each Fund is a diversified open-end management investment company. Each Fund applies specialized accounting and reporting standards under Financial Accounting Standards Board (“FASB”) Accounting Standards Codification Topic 946 “Financial Services – Investment Companies.”

2.	Significant Accounting Policies:

The following is a summary of significant accounting policies of each Fund used in the preparation of its financial statements, which are in accordance with United States Generally Accepted Accounting Principles (“U.S. GAAP”). The preparation of financial statements in accordance with U.S. GAAP may require management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of increases and decreases in net assets from operations during the reporting period. Actual results could differ from those estimates.

Determination of Net Asset Value – The net asset value per share (“NAV”) is determined as of the close of regular trading on the New York Stock Exchange (the “Exchange”) (normally 4:00 p.m. Eastern Time) (the “NYSE Close”) on each day that the Exchange is open (“Valuation Date”). If the Exchange is closed due to weather or other extraordinary circumstances on a day it would typically be open for business, each Fund may treat such day as a typical business day and accept creation and redemption orders and calculate each Fund’s NAV in accordance with applicable law. The net asset value for the shares is determined by dividing the value of the Fund’s net assets attributable to the shares by the number of shares outstanding. Information that becomes known to a Fund after the NAV has been calculated on a particular day will not generally be used to retroactively adjust the NAV determined earlier that day.

Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV, portfolio securities and other assets held in a Fund’s portfolio for which market prices are readily available are valued at market value. Market value is generally determined on the basis of official close price or last reported trade price. If no trades were reported, market value is based on prices obtained from a quotation reporting system, established market makers (including evaluated prices), or independent pricing services. Pricing vendors may use matrix pricing or valuation models that utilize certain inputs and assumptions to derive values, including transaction data, credit quality information, general market conditions, news, and other factors and assumptions.

If market prices are not readily available or are deemed unreliable, a Fund will use the fair value of the security or other instrument as determined in good faith under policies and procedures established by and under the supervision of the Board of Trustees of the Trust (“Valuation Procedures”). Market prices are considered not readily available where there is an absence of current or reliable market-based data (e.g., trade information or broker quotes), including where events occur after the close of the relevant market, but prior to the NYSE Close, that materially affect the values of a Fund’s portfolio holdings or assets. In addition, market prices are considered not readily available when, due to extraordinary circumstances, the exchanges or markets on which the securities or other instruments trade, do not open for trading for the entire day and no other market prices are available. Fair value pricing is subjective in nature and the use of fair value pricing by a Fund may cause the NAV of its shares to differ significantly from the NAV that would have been calculated using market prices at the close of the exchange on which a portfolio holding is primarily traded. There can be no assurance that a Fund could obtain the fair value assigned to an investment if the Fund were to sell the investment at approximately the time at which the Fund determines its NAV.


		47

Hartford Active Fixed Income ETFs

Notes to Financial Statements – (continued)

January 31, 2019 (Unaudited)

Prices of foreign equities that are principally traded on certain foreign markets will generally be adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close. Securities and other instruments that are primarily traded on foreign markets may trade on days that are not business days of the Funds. The value of the foreign securities or other instruments in which a Fund invests may change on days when a shareholder will not be able to purchase, sell or redeem shares of the Fund.

Fixed income investments (other than short-term obligations) held by a Fund are normally valued at prices supplied by independent pricing services in accordance with the Valuation Procedures. Short-term investments maturing in 60 days or less are generally valued at amortized cost if their original term to maturity was 60 days or less, or by amortizing their value on the 61st day prior to maturity, if the original term exceeded 60 days.

Exchange-traded derivatives, such as options, futures and options on futures, are valued at the last sale price determined by the exchange where such instruments principally trade as of the close of such exchange (“Exchange Close”). If a last sale price is not available, the value will be the mean of the most recently quoted bid and ask prices as of the Exchange Close. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the most recently quoted bid price as of the Exchange Close. Over-the-counter derivatives are normally valued based on prices supplied by independent pricing services in accordance with the Valuation Procedures.

Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using the prevailing spot currency exchange rates obtained from independent pricing services for calculation of the NAV. As a result, the NAV of a Fund’s shares may be affected by changes in the value of currencies in relation to the U.S. dollar. The value of securities or other instruments traded in markets outside the United States or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the Exchange is closed and the market value may change on days when an investor is not able to purchase, redeem or sell shares of a Fund.

Foreign currency contracts represent agreements to exchange currencies on specific future dates at predetermined rates. Foreign currency contracts are valued using foreign currency exchange rates and forward rates as provided by an independent pricing service on the Valuation Date.

Investments in open-end mutual funds, if any, are valued at the respective NAV of each open-end mutual fund on the Valuation Date. Shares of investment companies listed and traded on an exchange are valued in the same manner as any exchange-listed equity security. Such open-end mutual funds and listed investment companies may use fair value pricing as disclosed in their prospectuses.

Financial instruments for which prices are not available from an independent pricing service may be valued using market quotations obtained from one or more dealers that make markets in the respective financial instrument in accordance with the Valuation Procedures.

U.S. GAAP defines fair value as the price that a Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants. The U.S. GAAP fair value measurement standards require disclosure of a fair value hierarchy for each major category of assets and liabilities. Various inputs are used in determining the fair value of each Fund’s investments. These inputs are summarized into three broad hierarchy levels. This hierarchy is based on whether the valuation inputs are observable or unobservable. These levels are:

•

Level 1 – Quoted prices in active markets for identical investments. Level 1 may include exchange-traded instruments, such as domestic equities, some foreign equities, options, futures, mutual funds, exchange-traded funds, rights and warrants.

•

Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange-traded instruments and which are valued using independent pricing services; foreign equities, which are principally traded on certain foreign markets and are adjusted daily pursuant to a fair value pricing service in order to reflect an adjustment for the factors occurring after the close of certain foreign markets but before the NYSE Close; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.

•

Level 3 – Significant unobservable inputs that are supported by limited or no market activity. Level 3 may include financial instruments whose values are determined using indicative market quotes or require significant management judgment or estimation. These unobservable valuation inputs may include estimates for current yields, maturity/duration, prepayment speed, and indicative market quotes for comparable investments along with other assumptions relating to credit quality, collateral value, complexity of the investment structure, general market conditions and liquidity. This category may include investments where trading has been halted or there are certain restrictions on trading. While these investments are priced using unobservable inputs, the valuation of these investments reflects the best available data and management believes the prices are a reasonable representation of exit price.

The Board of Trustees has delegated the day-to-day responsibility for implementing the valuation procedures to the Valuation Committee. The Valuation Committee will consider all relevant factors in determining an investment’s fair value, and may seek the advice of such Fund’s sub-adviser, as applicable, knowledgeable brokers, and legal counsel in making such determination. The Valuation Committee reports to the Audit Committee of the Board of Trustees.


		48

Hartford Active Fixed Income ETFs

Notes to Financial Statements – (continued)

January 31, 2019 (Unaudited)

Valuation levels are not necessarily indicative of the risk associated with investing in such investments. Individual investments within any of the above mentioned asset classes may be assigned a different hierarchical level than those presented above, as individual circumstances dictate.

For additional information, refer to the Fair Valuation Summary and the Level 3 roll-forward reconciliation, if applicable, which follows each Fund’s Schedule of Investments.

Investment Transactions and Investment Income – Investment transactions are recorded as of the trade date (the date the order to buy or sell is executed) for financial reporting purposes. Investments purchased or sold on a when-issued or delayed-delivery basis may be settled a month or more after the trade date. Realized gains and losses are determined on the basis of identified cost.

The trade date for senior floating rate interests purchased in the primary loan market is considered the date on which the loan allocations are determined. The trade date for senior floating rate interests purchased in the secondary loan market is the date on which the transaction is entered into.

Dividend income from domestic securities is accrued on the ex-dividend date. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Interest income, including amortization of premium, accretion of discounts, inflation adjustments and additional principal received in-kind in lieu of cash, is accrued on a daily basis. Paydown gains and losses on mortgage-related and other asset-backed securities are included in interest income in the Statements of Operations, as applicable.

Please refer to note 8 for Securities Lending information.

Taxes – A Fund may be subject to taxes imposed on realized gains on securities of certain foreign countries in which such a Fund invests. A Fund may also be subject to taxes withheld on foreign dividends and interest from securities in which a Fund invests. The amount of any foreign taxes withheld and foreign tax expense is included on the accompanying Statements of Operations as a reduction to net investment income or net realized gain on investments in these securities, if applicable.

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

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

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

Dividend Distributions to Shareholders – Dividends are declared pursuant to a policy adopted by the Board. Dividends and/or distributions to shareholders are recorded on ex-date. The policy of each Fund is to pay dividends from net investment income, if any, monthly. Dividends from realized gains, if any, are paid at least once a year. Dividends may be declared and paid more frequently or at any other times to comply with the distribution requirements of the Internal Revenue Code.

Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).

Disclosure Update and Simplification – Per the SEC Release #33-10532 “Disclosure Update and Simplification”, it is no longer required to differentiate distributions from earnings as either net investment income or net realized capital gains or disclose a Fund’s undistributed net investment income within a Fund’s Statement of Changes in Net Assets. The presentation within a Fund’s Statement of Changes in Net Assets for the year/period ended July 31, 2018 has been modified accordingly.

Below is the characterization of the Fund distributions for the period ended July 31, 2018 as previously disclosed in the Statement of Changes in Net Assets within the July 31, 2018 Annual Report:


	Distributions to Shareholders Period Ended July 31, 2018:
	From net investment income
Fund
Hartford Municipal Opportunities ETF	$	(154,742	)
Hartford Schroders Tax-Aware Bond ETF		(99,439	)
Hartford Short Duration ETF		(76,088	)
Hartford Total Return Bond ETF		(361,103	)


		49

Hartford Active Fixed Income ETFs

Notes to Financial Statements – (continued)

January 31, 2019 (Unaudited)

Below is the Undistributed Net Investment Income for the period ended July 31, 2018 as previously disclosed in the Statement of Changes in Net Assets within the July 31, 2018 Annual Report:


Fund	Undistributed Net Investment Income
Hartford Municipal Opportunities ETF	$	7,013
Hartford Schroders Tax-Aware Bond ETF		15,762
Hartford Short Duration ETF		19,330
Hartford Total Return Bond ETF		109,471

3.	Securities and Other Investments:

Restricted Securities – Each Fund may invest in securities that are subject to legal or contractual restrictions on resale. These securities generally may be resold in transactions exempt from registration or to the public if the securities are registered. Disposal of these securities may involve time-consuming negotiations and expense, and prompt sale at an acceptable price may be difficult. Information regarding restricted securities, if applicable, is included at the end of each Fund’s Schedule of Investments.

Investments Purchased on a When-Issued or Delayed-Delivery Basis – Delivery and payment for investments that have been purchased by a Fund on a forward commitment, or when-issued or delayed-delivery basis, take place beyond the customary settlement period. A Fund may dispose of or renegotiate a delayed-delivery transaction after it is entered into, and may sell delayed-delivery investments before they are delivered, which may result in a realized gain or loss. During this period, such investments are subject to market fluctuations, and a Fund identifies investments segregated in its records with a value at least equal to the amount of the commitment. See each Fund’s Schedule of Investments, if applicable, for when-issued or delayed-delivery investments as of January 31, 2019.

In connection with a Fund’s ability to purchase investments on a when-issued or forward commitment basis, the Fund may enter into to-be announced (“TBA”) commitments. TBA commitments are forward agreements for the purchase or sale of mortgage-backed securities for a fixed price, with payment and delivery on an agreed-upon future settlement date. The specific securities to be delivered are not identified at the trade date; however, delivered securities must meet specified terms, including issuer, rate and mortgage terms. Although a Fund may enter into TBA commitments with the intention of acquiring or delivering securities for its portfolio, the Fund can extend the settlement date, roll the transaction, or dispose of a commitment prior to settlement if deemed appropriate to do so. If the TBA commitment is closed through the acquisition of an offsetting TBA commitment, a Fund realizes a gain or loss. In a TBA roll transaction, a Fund generally purchases or sells the initial TBA commitment prior to the agreed upon settlement date and enters into a new TBA commitment for future delivery or receipt of the mortgage backed securities. TBA commitments involve a risk of loss if the value of the security to be purchased or sold declines or increases, respectively, prior to settlement date. These transactions are excluded from a Fund’s portfolio turnover rate. See each Fund’s Schedule of Investments, if applicable, for TBA commitments as of January 31, 2019.

Senior Floating Rate Interests – Certain Funds may invest in senior floating rate interests. Senior floating rate interests generally hold the most senior position in the capital structure of a business entity (the “Borrower”), are typically secured by specific collateral and have a claim on the assets and/or stock of the Borrower that is senior to that held by subordinated debtholders and stockholders of the Borrower. Senior floating rate interests are typically structured and administered by a financial institution that acts as the agent of the lenders participating in the senior floating rate interest. A Fund may invest in multiple series or tranches of a senior floating rate interest, which may have varying terms and carry different associated risks. A Fund may also enter into unfunded loan commitments, which are contractual obligations for future funding. Unfunded loan commitments may include revolving credit facilities, which may obligate the Fund to supply additional cash to the Borrower on demand. Unfunded loan commitments represent a future obligation in full. A Fund may receive a commitment fee based on the undrawn portion of the underlying line of credit portion of a senior floating rate interest. In certain circumstances, a Fund may receive various fees upon the restructure of a senior floating rate interest by a borrower. Fees earned/paid may be recorded as a component of income or realized gain/loss in the Statements of Operations.

Senior floating rate interests are typically rated below-investment-grade, which suggests they are more likely to default and generally pay higher interest rates than investment-grade loans. A default could lead to non-payment of income, which would result in a reduction of income to a Fund, and there can be no assurance that the liquidation of any collateral would satisfy the Borrower’s obligation in the event of non-payment of scheduled interest or principal payments, or that such collateral could be readily liquidated. See each Fund’s Schedule of Investments, if applicable, for outstanding senior floating rate interests as of January 31, 2019.

Mortgage-Related and Other Asset-Backed Securities – A Fund may invest in mortgage-related and other asset-backed securities. These securities include mortgage pass-through securities, collateralized mortgage obligations, commercial mortgage-backed securities, stripped mortgage-backed securities, asset-backed securities, collateralized debt obligations and other securities that directly or indirectly represent a participation in, or are secured by and payable from, mortgage loans on real property. Mortgage-related securities are created from pools of residential or commercial mortgage loans, including mortgage loans made by savings and loan institutions, mortgage bankers, commercial banks and others. Asset-backed securities are created from many types of assets, including auto loans, credit card receivables, home equity


		50

Hartford Active Fixed Income ETFs

Notes to Financial Statements – (continued)

January 31, 2019 (Unaudited)

loans, and student loans. These securities provide a monthly payment that consists of both interest and principal payments. Interest payments may be determined by fixed or adjustable rates. The rate of prepayments on underlying mortgages will affect the price and volatility of a mortgage-related security, and may have the effect of shortening or extending the effective duration of the security relative to what was anticipated at the time of purchase. The timely payment of principal and interest of certain mortgage-related securities is guaranteed by the full faith and credit of the United States Government. Mortgage-related and other asset-backed securities created and guaranteed by non-governmental issuers, including government-sponsored corporations, may be supported by various forms of insurance or guarantees, but there can be no assurance that the private insurers or guarantors can meet their obligations under the insurance policies or guarantee arrangements. See each Fund’s Schedule of Investments, if applicable, for mortgage-related and other asset-backed securities as of January 31, 2019.

4.	Financial Derivative Instruments:

The following disclosures contain information on how and why a Fund may use derivative instruments, the credit-risk-related contingent features in certain derivative instruments, and how derivative instruments affect a Fund’s financial position and results of operations. The location and fair value amounts of these instruments on the Statements of Assets and Liabilities and the realized gains and losses and changes in unrealized gains and losses on the Statements of Operations, each categorized by type of derivative contract, are included in the following Additional Derivative Instrument Information footnote. The derivative instruments outstanding as of period-end are disclosed in the notes to the Schedules of Investments, if applicable. The amounts of realized gains and losses and changes in unrealized gains and losses on derivative instruments during the period are disclosed in the Statements of Operations.

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

During the six-month period ended January 31, 2019, Tax-Aware Bond ETF, Short Duration ETF and Total Return Bond ETF had entered into Futures Contracts.

Foreign Currency Contracts – A Fund may enter into foreign currency contracts that obligate the Fund to purchase or sell currencies at specified future dates. Foreign currency contracts may be used in connection with settling purchases or sales of securities to hedge the currency exposure associated with some or all of a Fund’s investments and/or as part of an investment strategy. Foreign currency contracts are marked to market daily and the change in value is recorded by a Fund as an unrealized gain or loss. A Fund will record a realized gain or loss when the foreign currency contract is settled.

Foreign currency contracts involve elements of market risk in excess of the amounts reflected in the Statements of Assets and Liabilities. In addition, risks may arise upon entering into these contracts from the potential inability of the counterparties to meet the terms of the contracts and from unanticipated movements in the value of the foreign currencies relative to the U.S. dollar. Upon entering into a foreign currency contract, a Fund may be required to post margin equal to its outstanding exposure thereunder.

During the six-month period ended January 31, 2019, Short Duration ETF and Total Return Bond ETF had entered into Foreign Currency Contracts.

Options Contracts – An option contract is a contract sold by one party to another party that offers the buyer the right, but not the obligation, to buy (call) or sell (put) an investment or other financial asset at an agreed-upon price during a specific period of time or on a specific date. Option contracts are either over-the-counter (“OTC”) options or executed in a registered exchange (“exchange-traded options”). A Fund may write (sell) covered call and put options on futures, swaps (“swaptions”), securities, commodities or currencies. “Covered” means that so long as a Fund is obligated as the writer of an option, it will own either the underlying investments or currency or an option to purchase the same underlying investments or currency having an expiration date of the covered option and an exercise price equal to or less than the exercise price of the covered option, or will segregate or earmark cash or other liquid investments having, for written call options, a value equal to the greater of the exercise price or the market value of the underlying instrument and, for written put options, a value equal to the exercise price. Writing put options may increase a Fund’s exposure to the underlying instrument. Writing call options may decrease a Fund’s exposure to the underlying instrument. Premiums received from writing options that expire are treated as realized gains. Premiums received from writing options that are exercised or closed are added to the proceeds or offset amounts paid on the underlying futures, swap, investment or currency transaction to determine the realized gain or loss. A Fund, as a writer of an option, has no control over whether the underlying instrument may be sold (call) or purchased (put) and as a result bears the market risk of an unfavorable change in the price of the instrument


		51

Hartford Active Fixed Income ETFs

Notes to Financial Statements – (continued)

January 31, 2019 (Unaudited)

underlying the written option. There is the risk a Fund may not be able to enter into a closing transaction because of an illiquid market. A Fund may also purchase put and call options. Purchasing call options may increase a Fund’s exposure to the underlying instrument. Purchasing put options may decrease a Fund’s exposure to the underlying instrument. A Fund pays a premium, which is included on the Fund’s Statements of Assets and Liabilities as an investment and is subsequently marked to market to reflect the current value of the option. Premiums paid for purchasing options that expire are treated as realized losses. Certain options may be purchased with premiums to be determined on a future date. The premiums for these options are based upon implied volatility parameters at specified terms. The risk associated with purchasing put and call options is generally limited to the premium paid. Premiums paid for purchasing options that are exercised or closed are added to the amounts paid or offset against the proceeds on the underlying investment transaction to determine the realized gain or loss. Entering into OTC options also exposes a Fund to counterparty risk. Counterparty risk is the possibility that the counterparty to the agreements may default on its obligation to perform or disagree as to the meaning of the contractual terms in the agreements.

During the six-month period ended January 31, 2019, Total Return Bond ETF had entered into Options Contracts.

Swap Contracts – A Fund may invest in swap contracts. Swap contracts are agreements to exchange or swap investment cash flows, assets, foreign currencies or market-linked returns at specified, future intervals. Swap contracts are either privately negotiated in the over-the-counter market (“OTC swaps”) or cleared through a central counterparty or derivatives clearing organization (“centrally cleared swaps”). A Fund may enter into credit default, total return, cross-currency, interest rate, inflation and other forms of swap contracts to manage its exposure to credit, currency, interest rate, commodity and inflation risk. Swap contracts are also used to gain exposure to certain markets. In connection with these contracts, investments or cash may be identified as collateral or margin in accordance with the terms of the respective swap contracts and/or master netting arrangement to provide assets of value and recourse in the event of default or bankruptcy/insolvency.

Swaps are valued in accordance with the Valuation Procedures. Changes in market value, if any, are reflected as a component of net changes in unrealized appreciation or depreciation on the Statements of Operations. Daily changes in valuation of centrally cleared swaps, if any, are recorded as a receivable or payable for the change in value (“variation margin”) on the Statements of Assets and Liabilities. Realized gains or losses on centrally cleared swaps are recorded upon the termination of the swap. OTC swap payments received or paid at the beginning of the measurement period are reflected as such on the Statements of Assets and Liabilities and represent premiums paid or received upon entering into the swap contract to compensate for differences between the stated terms of the swap contract and prevailing market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors). These upfront premiums are recorded as realized gains or losses on the Statements of Operations upon termination or maturity of the swap. A liquidation payment received or made at the termination or maturity of the swap is recorded as a realized gain or loss on the Statements of Operations. Net periodic payments received or paid by a Fund are included as part of realized gains or losses on the Statements of Operations.

Entering into these contracts involves, to varying degrees, elements of liquidation, counterparty, credit and market risk in excess of the amounts recognized on the Statements of Assets and Liabilities. Such risks involve the possibility that there will be no liquid market for these contracts, that the counterparty to the contracts may default on its obligation to perform or disagree as to the meaning of contractual terms in the contracts, and that there may be unfavorable changes in market conditions (credit spreads, currency exchange rates, interest rates and other relevant factors).

A Fund’s maximum risk of loss from counterparty risk for OTC swaps is the net value of the discounted cash flows to be received from the counterparty over the contract’s remaining life, and current market value, to the extent that amount is positive. The risk is mitigated by having a master netting arrangement between a Fund and the counterparty, which allows for the netting of payments made or received (although such amounts are presented on a gross basis within the Statements of Assets and Liabilities, as applicable) as well as the posting of collateral to a Fund to cover the Fund’s exposure to the counterparty. In a centrally cleared swap, while a Fund enters into an agreement with a clearing broker to execute contracts with a counterparty, the performance of the swap is guaranteed by the central clearinghouse, which reduces the Fund’s exposure to counterparty risk. However, the Fund is still exposed to a certain amount of counterparty risk through the clearing broker and clearinghouse. The clearinghouse attempts to minimize this risk to its participants through the use of mandatory margin requirements, daily cash settlements and other procedures. Likewise, the clearing broker reduces its risk through margin requirements and required segregation of customer balances.

Credit Default Swap Contracts – The credit default swap market allows a Fund to manage credit risk through buying and selling credit protection on a specific issuer, asset or basket of assets. Certain credit default swaps involve the exchange of a fixed rate premium for protection against the loss in value of an underlying investment or index in the event of a credit event, such as payment default or bankruptcy.

Under a credit default swap contract, one party acts as guarantor by receiving the fixed periodic payment in exchange for the commitment to purchase the underlying investment at par if the defined credit event occurs. Upon the occurrence of a defined credit event, the difference between the value of the reference obligation and the swap’s notional amount is recorded as realized gain or loss on swap transactions in the Statements of Operations. A “buyer” of credit protection agrees to pay a counterparty to assume the credit risk of an issuer upon the


		52

Hartford Active Fixed Income ETFs

Notes to Financial Statements – (continued)

January 31, 2019 (Unaudited)

occurrence of certain events. The “seller” of the protection receives periodic payments and agrees to assume the credit risk of an issuer upon the occurrence of certain events. Although specified events are contract specific, credit events are generally defined as bankruptcy, failure to pay, restructuring, obligation acceleration, obligation default or repudiation/moratorium. A “seller’s” exposure is limited to the total notional amount of the credit default swap contract. These potential amounts would be partially offset by any recovery values of the respective referenced obligations or upfront payments received upon entering into the contract.

Implied credit spreads, represented in absolute terms, utilized in determining the market value of credit default swap contracts on corporate issues, sovereign government issues or U.S. municipal issues as of year-end are disclosed in the notes to the Schedules of Investments, as applicable, and serve as an indicator of the current status of the payment/performance risk and represent the likelihood or risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and there may also be upfront payments required to be made to enter into the contract. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract. For credit default swap contracts on credit indices, the quoted market prices and resulting values serve as the indicator of the current status of the payment/performance risk. Increasing market values, in absolute terms when compared to the notional amount of the swap, represent a deterioration of the referenced equity’s credit soundness and a greater likelihood or risk of default or other credit event occurring as defined under the terms of the contract.

During the six-month period ended January 31, 2019, Total Return Bond ETF had entered into Credit Default Swap Contracts.

Interest Rate Swap Contracts – Certain Funds are subject to interest rate risk exposure in the normal course of pursuing its investment objectives. A Fund may use interest rate swaps to hedge interest rate and duration risk across a portfolio at particular duration points to maintain its ability to generate income at prevailing market rates. In a typical interest rate swap, one party agrees to make regular payments equal to a floating interest rate, based on a specified interest rate or benchmark (e.g. London Interbank Offered Rate (“LIBOR”)), multiplied by a notional amount, in return for payments equal to a fixed rate multiplied by the same amount, for a specific period of time. The net interest received or paid on interest rate swap contracts is recorded as a realized gain or loss. Interest rate swaps are marked to market daily and the change, if any, is recorded as an unrealized gain or loss in the Statements of Operations. When the interest rate swap contract is terminated early, a Fund records a realized gain or loss equal to the difference between the current market value and the upfront premium or cost.

If an interest rate swap contract provides for payments in different currencies, the parties might agree to exchange the notional amount as well. Interest rate swaps may also depend on other prices or rates, such as the value of an index. The risks of interest rate swaps include changes in market conditions, which will affect the value of the contract or the cash flows and the possible inability of the counterparty to fulfill its obligations under the contract. A Fund’s maximum risk of loss from counterparty credit risk is the discounted net value of the cash flows to be received from the counterparty over the contract’s remaining life, to the extent that amount is positive.

During the six-month period ended January 31, 2019, Total Return Bond ETF had entered into Interest Rate Swap Contracts.

Additional Derivative Instrument Information:

Tax-Aware Bond ETF

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of January 31, 2019:


	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Liabilities:
Unrealized depreciation on futures contracts⁽¹⁾	$	2,162	$	—	$	—	$	—	$	—	$	—	$	2,162

Total	$	2,162	$	—	$	—	$	—	$	—	$	—	$	2,162

⁽¹⁾

Amount represents the cumulative appreciation (depreciation) on futures contracts as disclosed within the Schedule of Investments under the open “Futures Contracts” section. Only current day’s variation margin, if any, is reported within the Statement of Assets and Liabilities.


		53

Hartford Active Fixed Income ETFs

Notes to Financial Statements – (continued)

January 31, 2019 (Unaudited)

Tax-Aware Bond ETF – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended January 31, 2019


	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts	$	2,440		$	—	$	—	$	—	$	—	$	—	$	2,440

Total	$	2,440		$	—	$	—	$	—	$	—	$	—	$	2,440


Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts	$	(2,162	)	$	—	$	—	$	—	$	—	$	—	$	(2,162	)

Total	$	(2,162	)	$	—	$	—	$	—	$	—	$	—	$	(2,162	)

For the period ended January 31, 2019, the average amount or number per contract outstanding for each derivative type was as follows:


Derivative Description	Average Notional Par, Contracts or Face Amount
Futures Contracts Short at Number of Contracts		(3	)

Short Duration ETF

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of January 31, 2019:


	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Unrealized appreciation on futures contracts⁽¹⁾	$	91,982	$	—	$	—	$	—	$	—	$	—	$	91,982

Total	$	91,982	$	—	$	—	$	—	$	—	$	—	$	91,982


Liabilities:
Unrealized depreciation on futures contracts⁽¹⁾	$	317,170	$	—	$	—	$	—	$	—	$	—	$	317,170
Unrealized depreciation on foreign currency contracts		—		13,224		—		—		—		—		13,224

Total	$	317,170	$	13,224	$	—	$	—	$	—	$	—	$	330,394

⁽¹⁾

The Effect of Derivative Instruments on the Statement of Operations for the period ended January 31, 2019


	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts			Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts	$	(25,069	)	$	—		$	—	$	—	$	—	$	—	$	(25,069	)

Total	$	(25,069	)	$	—		$	—	$	—	$	—	$	—	$	(25,069	)


Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts	$	(226,261	)	$	—		$	—	$	—	$	—	$	—	$	(226,261	)
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—			(13,067	)		—		—		—		—		(13,067	)

Total	$	(226,261	)	$	(13,067	)	$	—	$	—	$	—	$	—	$	(239,328	)


		54

Hartford Active Fixed Income ETFs

Notes to Financial Statements – (continued)

January 31, 2019 (Unaudited)

Short Duration ETF – (continued)

For the period ended January 31, 2019, the average amount or number per contract outstanding for each derivative type was as follows:


Derivative Description	Average Notional Par, Contracts or Face Amount
Futures Contracts Long at Number of Contracts		46
Futures Contracts Short at Number of Contracts		(109	)
Foreign Currency Contracts Sold at Contract Amount	$	778,375

Total Return Bond ETF

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of January 31, 2019:


	Risk Exposure Category
	Interest Rate Contracts		Foreign Exchange Contracts		Credit Contracts		Equity Contracts		Commodity Contracts		Other Contracts		Total
Assets:
Investments in securities, at value (purchased options), market value	$	1,463,360	$	—	$	—	$	—	$	—	$	—	$	1,463,360
Unrealized appreciation on futures contracts⁽¹⁾		12,867		—		—		—		—		—		12,867
Unrealized appreciation on foreign currency contracts		—		30,220		—		—		—		—		30,220
Unrealized appreciation on swap contracts⁽²⁾		3,915		—		490,002		—		—		—		493,917

Total	$	1,480,142	$	30,220	$	490,002	$	—	$	—	$	—	$	2,000,364


Liabilities:
Unrealized depreciation on futures contracts⁽¹⁾	$	986,666	$	—	$	—	$	—	$	—	$	—	$	986,666
Unrealized depreciation on foreign currency contracts		—		1,350,944		—		—		—		—		1,350,944
Unrealized depreciation on swap contracts⁽²⁾		1,143,958		—		159,128		—		—		—		1,303,086

Total	$	2,130,624	$	1,350,944	$	159,128	$	—	$	—	$	—	$	3,640,696

⁽¹⁾

⁽²⁾

Amount represents the cumulative appreciation (depreciation) on centrally cleared swaps, if applicable, as disclosed within the Schedule of Investments. Only the current day’s variation margin, if any, are reported within the Statement of Assets and Liabilities. OTC swaps are reported within the Statement of Assets and Liabilities within Unrealized appreciation (depreciation) on OTC swap contracts, if applicable.

The Effect of Derivative Instruments on the Statement of Operations for the period ended January 31, 2019


	Risk Exposure Category
	Interest Rate Contracts			Foreign Exchange Contracts			Credit Contracts			Equity Contracts		Commodity Contracts		Other Contracts		Total
Realized Gain (Loss) on Derivatives Recognized as a Result of Operations:
Net realized gain (loss) on futures contracts	$	(932,457	)	$	—		$	—		$	—	$	—	$	—	$	(932,457	)
Net realized gain (loss) on written options contracts		196,668			—			—			—		—		—		196,668
Net realized gain (loss) on swap contracts		(34,146	)		—			(174,897	)		—		—		—		(209,043	)

Total	$	(769,935	)	$	—		$	(174,897	)	$	—	$	—	$	—	$	(944,832	)


Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of investments in purchased options contracts	$	(468,339	)	$	—		$	—		$	—	$	—	$	—	$	(468,339	)
Net change in unrealized appreciation (depreciation) of futures contracts		(973,794	)		—			—			—		—		—		(973,794	)
Net change in unrealized appreciation (depreciation) of swap contracts		(1,134,959	)		—			295,579			—		—		—		(839,380	)
Net change in unrealized appreciation (depreciation) of foreign currency contracts		—			(1,381,308	)		—			—		—		—		(1,381,308	)

Total	$	(2,577,092	)	$	(1,381,308	)	$	295,579		$	—	$	—	$	—	$	(3,662,821	)


		55

Hartford Active Fixed Income ETFs

Notes to Financial Statements – (continued)

January 31, 2019 (Unaudited)

Total Return Bond ETF – (continued)

For the period ended January 31, 2019, the average amount or number per contract outstanding for each derivative type was as follows:


Derivative Description	Average Notional Par, Contracts or Face Amount
Purchased Options Contracts at Number of Contracts		20,707,167
Futures Contracts Long at Number of Contracts		88
Futures Contracts Short at Number of Contracts		(278	)
Written Options Contracts at Number of Contracts		(57,319,000	)
Swap Contracts at Notional Amount	$	44,128,240
Foreign Currency Contracts Purchased at Contract Amount	$	495,094
Foreign Currency Contracts Sold at Contract Amount	$	29,304,913

Balance Sheet Offsetting Information – Set forth below are tables which disclose both gross information and net information about instruments and transactions eligible for offset in the financial statements, and instruments and transactions that are subject to a master netting arrangement, as well as amounts related to margin, reflected as financial collateral (including cash collateral), held at clearing brokers, counterparties and a Fund’s custodian. The master netting arrangements allow the clearing brokers to net any collateral held in or on behalf of a Fund, or liabilities or payment obligations of the clearing brokers to a Fund, against any liabilities or payment obligations of a Fund to the clearing brokers. A Fund is required to deposit financial collateral (including cash collateral) at a Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.

The following tables present a Fund’s derivative assets and liabilities, presented on a gross basis as no amounts are netted within the Statements of Assets and Liabilities, by counterparty net of amounts available for offset under a master netting agreement or similar agreement (“MNA”) and net of the related collateral received/pledged by a Fund as of January 31, 2019:

Tax-Aware Bond ETF


Derivative Financial Instruments:	Assets		Liabilities
Futures contracts	$	—	$	(2,162	)

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		—		(2,162	)

Derivatives not subject to a MNA		—		2,162

Total gross amount of assets and liabilities subject to MNA or similar agreements	$	—	$	—

Short Duration ETF


Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	—		$	(13,224	)
Futures contracts		91,982			(317,170	)

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		91,982			(330,394	)

Derivatives not subject to a MNA		(91,982	)		317,170

Total gross amount of assets and liabilities subject to MNA or similar agreements	$	—		$	(13,224	)


Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Goldman Sachs & Co.	$	(13,224	)	$	—	$	—	$	—	$	(13,224	)

In some instances, the actual collateral received and/or pledged may be more than the amount shown.


		56

Hartford Active Fixed Income ETFs

Notes to Financial Statements – (continued)

January 31, 2019 (Unaudited)

Total Return Bond ETF


Derivative Financial Instruments:	Assets			Liabilities
Foreign currency contracts	$	30,220		$	(1,350,944	)
Futures contracts		12,867			(986,666	)
Purchased options		1,463,360			—
Swap contracts		493,917			(1,303,086	)

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		2,000,364			(3,640,696	)

Derivatives not subject to a MNA		(445,755	)		2,289,752

Total gross amount of assets and liabilities subject to MNA or similar agreements	$	1,554,609		$	(1,350,944	)

Total Return Bond ETF


Counterparty	Gross Amount of Assets		Financial Instruments and Derivatives Available for Offset			Non-cash Collateral Received*		Cash Collateral Received*		Net Amount of Assets
Banc of America Securities LLC	$	18,122	$	(7,848	)	$	—	$	—	$	10,274
Deutsche Bank Securities, Inc.		24,656		—			—		—		24,656
Goldman Sachs & Co.		67,123		(37,053	)		—		—		30,070
HSBC Bank USA		1,347,725		—			—		—		1,347,725
Morgan Stanley		96,983		—			—		—		96,983

Total	$	1,554,609	$	(44,901	)	$	—	$	—	$	1,509,708


Counterparty	Gross Amount of Liabilities			Financial Instruments and Derivatives Available for Offset		Non-cash Collateral Pledged*		Cash Collateral Pledged*		Net Amount of Liabilities
Australia and New Zealand Banking Group	$	(1,306,043	)	$	—	$	—	$	—	$	(1,306,043	)
Banc of America Securities LLC		(7,848	)		7,848		—		—		—
Goldman Sachs & Co.		(37,053	)		37,053		—		—		—

Total	$	(1,350,944	)	$	44,901	$	—	$	—	$	(1,306,043	)

In some instances, the actual collateral received and/or pledged may be more than the amount shown.

5.	Principal Risks:

A Fund’s investments expose it to various types of risks associated with financial instruments and the markets. A Fund may be exposed to the risks described below. Each Fund’s prospectus provides details of its principal risks.

Certain investments held by a Fund expose the Fund to various risks which may include, but are not limited to, interest rate, prepayment, and extension risks. Interest rate risk is the risk that fixed income securities will decline in value because of changes in interest rates. As nominal interest rates rise, the values of certain fixed income securities held by a Fund are likely to decrease. A nominal interest rate can be described as the sum of a real interest rate and an expected inflation rate. Fixed income securities with longer durations tend to be more sensitive to changes in interest rates, usually making them more volatile than securities with shorter durations. Duration is useful primarily as a measure of the sensitivity of a fixed income security’s market price to interest rate (i.e., yield) movements. Senior floating rate interests and securities subject to prepayment and extension risk generally offer less potential for gains when interest rates decline. Rising interest rates may cause prepayments to occur at a slower than expected rate, thereby effectively lengthening the maturity of the security and making the security more sensitive to interest rate changes. Prepayment and extension risk are major risks of mortgage-backed securities, senior floating rate interests and certain asset-backed securities. For certain asset-backed securities, the actual maturity may be less than the stated maturity shown in the Schedule of Investments, if applicable. As a result, the timing of income recognition relating to these securities may vary based upon the actual maturity.

Investing in the securities of non-U.S. issuers, whether directly or indirectly, involves certain considerations and risks not typically associated with securities of U.S. issuers. Such risks include, but are not limited to: generally less liquid and less efficient securities markets; generally greater price volatility; exchange rate fluctuations; imposition of restrictions on the expatriation of funds or other protectionist measures; less publicly available information about issuers; the imposition of withholding or other taxes; higher transaction and custody costs; settlement delays and risk of loss attendant in settlement procedures; difficulties in enforcing contractual obligations; less regulation of securities markets; different accounting, disclosure and reporting requirements; more substantial governmental involvement in the economy; higher inflation rates; and greater social, economic and political uncertainties. These risks are heightened for investments in issuers from countries with less developed markets.


		57

Hartford Active Fixed Income ETFs

Notes to Financial Statements – (continued)

January 31, 2019 (Unaudited)

Securities lending involves the risk that a Fund may lose money because the borrower of the loaned securities fails to return the securities in a timely manner or at all. A Fund could also lose money in the event of a decline in the value of the collateral provided for the loaned securities or a decline in the value of any investments made with cash collateral. These events could also trigger adverse tax consequences for a Fund that lends its holdings.

Credit risk depends largely on the perceived financial health of bond issuers. In general, the credit rating is inversely related to the credit risk of the issuer. Higher rated bonds generally are deemed to have less credit risk, while lower or unrated bonds are deemed to have higher risk of default. The share price, yield and total return of a fund that holds securities with higher credit risk may be more volatile than those of a fund that holds bonds with lower credit risk. A Fund may be exposed to counterparty risk, or the risk that an institution or other entity with which a Fund has unsettled or open transactions will default.

6.	Federal Income Taxes:

Each Fund intends to continue to qualify as a Regulated Investment Company (“RIC”) under Subchapter M of the Internal Revenue Code (“IRC”) by distributing substantially all of its taxable net investment income and net realized capital gains to its shareholders each year. Each Fund has distributed substantially all of its income and capital gains in prior years, if applicable, and intends to distribute substantially all of its income and capital gains during the calendar year ending December 31, 2018. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

Capital Loss Carryforward – Under the Regulated Investment Company Modernization Act of 2010, funds are permitted to carry forward capital losses for an unlimited period.


Fund	Unlimited Short-Term Capital Loss Carryforward		Unlimited Long-Term Capital Loss Carryforward
Municipal Opportunities ETF	$	50,989	$	—
Tax-Aware Bond ETF		18,273		—
Total Return Bond ETF		198,608		20,609

Short Duration ETF had no capital loss carryforwards for U.S. federal income tax purposes as of July 31, 2018.

Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at January 31, 2019 was substantially the same for book purposes. The net unrealized appreciation/(depreciation) on investments, which consists of gross unrealized appreciation and depreciation, is disclosed below:


Fund	Tax Cost		Gross Unrealized Appreciation		Gross Unrealized (Depreciation)			Net Unrealized Appreciation/ (Depreciation)
Municipal Opportunities ETF	$	106,351,994	$	2,064,466	$	(141,055	)	$	1,923,411
Tax-Aware Bond ETF		21,015,111		256,509		(45,234	)		211,275
Short Duration ETF		109,086,848		668,588		(765,886	)		(97,298	)
Total Return Bond ETF		812,844,610		11,117,771		(5,726,475	)		5,391,296

7.	Expenses:

Investment Management Agreement – Hartford Funds Management Company, LLC (“HFMC” or the “Adviser”) serves as each Fund’s investment manager pursuant to an Investment Management Agreement with the Trust. HFMC is an indirect subsidiary of The Hartford Financial Services Group, Inc. (“The Hartford”). HFMC has overall investment supervisory responsibility for each Fund. In addition, HFMC provides administrative personnel, services, equipment, facilities and office space for proper operation of each Fund. HFMC has contracted with Wellington Management Company LLP (“Wellington Management”) under a sub-advisory agreement pursuant to which Wellington Management performs the daily investment of the assets of each of Municipal Opportunities ETF, Short Duration ETF, and Total Return Bond ETF in accordance with each Fund’s investment objective and policies. HFMC has contracted with Schroder Investment Management North America Inc. (“SIMNA”) under a sub-advisory agreement pursuant to which SIMNA performs the daily investment of the assets of Tax-Aware Bond ETF in accordance with the Fund’s investment objective and policies. Each Fund pays a fee to HFMC, a portion of which may be used to compensate the applicable sub-adviser.

Under the Investment Management Agreement, the Adviser agrees to pay all expenses of the Trust, except (i) brokerage expenses and other expenses (such as stamp taxes and acquired fund fees and expenses) connected with the execution of portfolio transactions or in connection with creation and redemption transactions; (ii) legal fees or expenses in connection with any arbitration, litigation or pending or threatened arbitration or litigation, including any settlements in connection therewith; (iii) extraordinary expenses; (iv) distribution fees and expenses paid by the Trust under any distribution plan adopted pursuant to Rule 12b-1 under the 1940 Act; and (v) the advisory fee payable


		58

Hartford Active Fixed Income ETFs

Notes to Financial Statements – (continued)

January 31, 2019 (Unaudited)

to the Adviser hereunder. The payment or assumption by the Adviser of any expense of the Trust that the Adviser is not required by the Investment Management Agreement to pay or assume shall not obligate the Adviser to pay or assume the same or any similar expense of the Trust on any subsequent occasion.

The schedule below reflects the rates of compensation paid to HFMC for investment management services rendered as of January 31, 2019; the rates are accrued daily and paid monthly based on each Fund’s average daily net assets, at the following annual rates:


Fund		Management Fee Rates
Municipal Opportunities ETF		0.29%
Tax-Aware Bond ETF		0.39%
Short Duration ETF		0.29%
Total Return Bond ETF		0.29%

Distribution Plans – Each Fund has adopted a Rule 12b-1 Distribution and Service Plan in accordance with Rule 12b-1 under the 1940 Act pursuant to which payments of up to 0.25% of each Fund’s average daily net assets may be made for the sale and distribution of its Shares. The Board has determined that the Funds may not make payments under the Rule 12b-1 Distribution and Service Plan until authorized to do so by affirmative action of the Board. No Rule 12b-1 fees are currently paid by the Funds and there are no plans to impose these fees. However, in the event Rule 12b-1 fees are charged in the future, they will be paid out of the respective Fund’s assets, and over time, these fees increase the cost of your investment and they may cost you more than certain other types of asset-based charges.

For the period ended January 31, 2019, the Funds did not pay any Rule 12b-1 fees.

Other Related Party Transactions – Certain officers of the Trust are trustees and/or officers of HFMC and/or The Hartford or its subsidiaries. For the six-month period ended January 31, 2019, a portion of the Trust’s Chief Compliance Officer’s (“CCO”) compensation was paid by HFMC. As part of each Fund’s Investment Management Agreement, HFMC also pays any CCO compensation on behalf of the Funds.

8.	Securities Lending:

Each Fund may lend Fund securities to certain creditworthy borrowers in U.S. and non-U.S. markets in an amount not to exceed one third (33¹⁄₃%) of the value of its total assets. The borrowers provide collateral that is marked to market daily, in an amount at least equal to the current market value of the securities loaned. A Fund may terminate a loan at any time and recall the securities loaned. A Fund receives the value of any interest or cash or non-cash distributions paid on the loaned securities. A Fund cannot vote proxies for securities on loan, but may recall loans to vote proxies if a material issue affecting the Fund’s economic interest in the investment is to be voted upon. Interest earned on securities out on loan is not eligible for qualified interest income for federal tax purposes. Should the borrower of the securities fail financially, a Fund may experience delays in recovering the securities or exercising its rights in the collateral. Loans are made only to borrowers that are deemed by the securities lending agent to be of good financial standing. In a loan transaction, a Fund will also bear the risk of any decline in value of securities acquired with cash collateral received by the Fund. Each Fund will seek to minimize this risk by limiting the investment of cash collateral to high quality instruments of short maturity. This strategy is not used to leverage a Fund.

With respect to loans that are collateralized by cash, the borrower will be entitled to receive a fee based on the amount of cash collateral. A Fund is compensated by the difference between the amount earned on the reinvestment of cash collateral and the fee paid to the borrower. In the case of collateral other than cash, a Fund is compensated by a fee paid by the borrower equal to a percentage of the market value of the loaned securities. Any cash collateral may be reinvested in certain short-term instruments either directly on behalf of the lending Fund or through one or more joint accounts or money market funds, which may include those managed by the Adviser. Any non-cash collateral received cannot be sold, re-invested or pledged by the Fund, except in the event of borrower default.

A Fund may pay a portion of the interest or fees earned from securities lending to a borrower as described above, and to one or more securities lending agents approved by the Board who administer the lending program for the Funds in accordance with guidelines approved by the Board. In such capacity, the lending agent causes the delivery of loaned securities from a Fund to borrowers, arranges for the return of loaned securities to the Fund at the termination of a loan, requests deposit of collateral, monitors the daily value of the loaned securities and collateral, requests that borrowers add to the collateral when required by the loan agreements, and provides recordkeeping and accounting services necessary for the operation of the program. State Street has been approved by the Board to serve as securities lending agent for the Funds and the Trust has entered into an agreement with State Street for such services. Among other matters, the Trust has agreed to indemnify State Street for certain liabilities. Any securities lending income earned by a Fund appears on the Statements of Operations net of any fees paid to State Street for serving as the securities lending agent.

Securities lending involves exposure to certain risks, including operational risk (i.e., the risk of losses resulting from problems in the settlement and accounting process – especially in certain international markets such as Taiwan), ‘‘gap’’ risk (i.e., the risk of a mismatch between the return on cash collateral reinvestments and the fees a Fund has agreed to pay a borrower), risk of loss of collateral, credit, legal, counterparty and market risk. Although State Street has agreed to provide a Fund with indemnification in the event of a borrower default, a Fund is still exposed to the risk of losses in the event a borrower does not return a Fund’s securities as agreed. For example, delays in recovery of securities loaned may cause a Fund to lose the opportunity to sell the securities at a desirable price.


		59

Hartford Active Fixed Income ETFs

Notes to Financial Statements – (continued)

January 31, 2019 (Unaudited)

At January 31, 2019, the following Funds had securities on loan at market value, cash collateral and non-cash collateral as follows:


Fund	Market Value of Securities on Loan⁽¹⁾		Cash Collateral		Non-Cash Collateral⁽²⁾
Total Return Bond ETF	$	2,739,892	$	816,320	$	2,027,880

⁽¹⁾

It is each Fund’s policy to obtain additional collateral from, or return excess collateral to, the borrower by the end of the next business day following the valuation date of the securities loaned. Therefore, the value of the collateral held may be temporarily less than that required under the lending contract.

⁽²⁾

These securities are held for the benefit of the Fund at the Fund’s custodian. The Fund cannot repledge or resell this collateral. As such, collateral is excluded from the Statement of Assets and Liabilities.

The following table reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of January 31, 2019.

Total Return Bond ETF

CERTAIN TRANSFERS ACCOUNTED FOR AS SECURED BORROWINGS

Remaining Contractual Maturity of the Agreements


	Overnight and Continuous		<30 days		Between 30 & 90 days		>90 days		Total
Securities Lending Transactions⁽¹⁾
Corporate Bonds	$	816,320	$	—	$	—	$	—	$	816,320

Total Borrowings	$	816,320	$	—	$	—	$	—	$	816,320

Gross amount of recognized liabilities for securities lending transactions									$	816,320

⁽¹⁾

Amount represents the payable for cash collateral received on securities on loan. This will generally be in the “Overnight and Continuous” column as the securities are typically callable on demand.

9.	Custodian and Transfer Agent:

State Street serves as Custodian for the Funds pursuant to a custodian agreement (“Custodian Agreement”) dated December 31, 2014, as amended November 21, 2017. As Custodian, State Street holds each Fund’s assets, calculates the net asset value of the Shares and calculates net income and realized capital gains or losses. State Street serves as Transfer Agent of each Fund pursuant to a transfer agency agreement (“Transfer Agency Agreement”) dated February 13, 2018. As Transfer Agent, State Street maintains the records of each Authorized Participant’s ownership of each Fund and processes the purchases and redemptions of Creation Units.

For the services provided under the Custodian Agreement and Transfer Agency Agreement, HFMC, and not the Funds, compensates State Street pursuant to the Funds’ unitary management fee structure.

10.

Affiliate Holdings:

As of January 31, 2019, affiliated funds of funds in the aggregate owned a portion of the Funds identified below. Therefore, these Funds may experience relatively large purchases or redemptions of their shares from these affiliated funds of funds. Affiliated funds of funds owned shares in the Fund listed below as follows:


Fund		Percentage of Fund
Short Duration ETF		43%
Total Return Bond ETF		97%

11.

Investment Transactions:

For the six-month period ended January 31, 2019, the cost of purchases and proceeds from sales of investment securities (excluding short-term investments) were as follows:


Fund	Cost of Purchases Excluding U.S. Government Obligations		Sales Proceeds Excluding U.S. Government Obligations		Cost of Purchases For U.S. Government Obligations		Sales Proceeds For U.S. Government Obligations		Total Cost of Purchases		Total Sales Proceeds
Municipal Opportunities ETF	$	103,090,202	$	14,205,662	$	—	$	—	$	103,090,202	$	14,205,662
Tax-Aware Bond ETF		8,183,062		5,036,369		6,980,050		7,446,279		15,163,112		12,482,648
Short Duration ETF		80,341,863		2,989,745		8,081,448		373,007		88,423,311		3,362,752
Total Return Bond ETF		289,180,280		26,475,025		189,368,355		10,212,998		478,548,635		36,688,023


		60

Hartford Active Fixed Income ETFs

Notes to Financial Statements – (continued)

January 31, 2019 (Unaudited)

12.

Share Transactions:

Each Fund will issue and redeem Shares at NAV only with certain Authorized Participants in large increments known as ‘‘Creation Units.” Purchases of Creation Units are made by tendering a basket of designated securities to a Fund and redemption proceeds are paid with a basket of securities from the Fund with a balancing cash component to equate the market value of the basket securities delivered or redeemed to the NAV per Creation Unit on the transaction date. Cash may be substituted in an amount equivalent to the value of certain securities generally when they are not available in sufficient quantity for delivery. Each Fund’s Shares are available in smaller increments to individual investors in the secondary market at market prices and may be subject to commissions. Authorized Participants may be required to pay a transaction fee when purchasing and redeeming Creation Units of the Fund. The transaction fee is used to defray the costs associated with the issuance and redemption of Creation Units.

Purchase or redemption of Creation Units is only available to an Authorized Participant. An Authorized Participant is either (1) a ‘‘Participating Party,’’ (i.e., a broker-dealer or other participant in the clearing process of the Continuous Net Settlement System of the NSCC) (‘‘Clearing Process’’), or (2) a participant of DTC (‘‘DTC Participant’’), and, in each case, must have executed an agreement (‘‘Participation Agreement’’) with the Distributor with respect to creations and redemptions of Creation Units.

If a Creation Unit is purchased or redeemed for cash or outside of the Clearing Process, a higher transaction fee will be charged. The following table discloses Creation Unit breakdown for each Fund:


Fund	Standard Creation Unit Shares		Standard Cash Creation Fee		Value at January 31, 2019		Standard Cash Redemption Fee
Municipal Opportunities ETF		50,000	$	100	$	2,005,500	$	100
Tax-Aware Bond ETF		50,000	$	100		1,010,500	$	100
Short Duration ETF		50,000	$	100		2,001,500	$	100
Total Return Bond ETF		50,000	$	100		1,965,500	$	100

Shares of Municipal Opportunities ETF, Tax-Aware Bond ETF and Total Return Bond ETF are listed and traded throughout the day on the NYSE Arca and shares of Short Duration ETF are listed and traded on Cboe BZX. Shares of each Fund are publicly traded. Retail investors may purchase or sell shares in the secondary market (not from the Fund) through a broker or dealer. Investors purchasing or selling shares in the secondary market may pay a commission, market premium or discount or other transaction charge, to a broker or dealer, as well as some or all of the spread between the bid and the offered price for each purchase or sale transaction. Unless imposed by a broker or dealer, there is no minimum dollar amount upon purchase and no minimum number of shares that must be purchased in the secondary market. Because transactions in the secondary market occur at market prices, an investor may pay more than NAV upon purchase of shares and may receive less than a Fund’s NAV upon sale of shares.

Because each Fund is structured as an ETF, individual Shares may only be purchased and sold on a listing exchange through a broker-dealer. The price of Shares is based on market price, and because ETF shares trade at market prices rather than at NAV, Shares may trade at a price greater than NAV (a premium) or less than NAV (a discount). Each Fund will only issue or redeem Creation Units (50,000 shares) to Authorized Participants who have entered into agreements with the Distributor. The Funds generally will issue or redeem Creation Units in return for a designated basket of securities (and an amount of cash) that the Fund specifies each day. The Funds do not impose any restrictions on the frequency of purchases and redemptions; however, the Funds reserve the right to reject or limit purchases at any time.

The following information is for the six-month period ended January 31, 2019, and the period ended July 31, 2018:



	For the Six-Month Period Ended January 31, 2019				For the Period Ended July 31, 2018⁽¹⁾
	Shares		Amount		Shares			Amount
Municipal Opportunities ETF
Shares Sold		2,400,000	$	94,172,993		300,002		$	11,997,920
Shares Redeemed		—		—		(2	)		(80	)
Other Capital		—		23,538		—			21,596

Net Increase (Decrease)		2,400,000		94,196,531		300,000			12,019,436



	For the Six-Month Period Ended January 31, 2019				For the Period Ended July 31, 2018⁽²⁾
	Shares		Amount		Shares			Amount
Tax-Aware Bond ETF
Shares Sold		—	$	—		1,050,002		$	20,991,274
Shares Redeemed		—		—		(2	)		(40	)
Other Capital		—		—		—			20,991

Net Increase (Decrease)		—		—		1,050,000			21,012,225


		61

Hartford Active Fixed Income ETFs

Notes to Financial Statements – (continued)

January 31, 2019 (Unaudited)



	For the Six-Month Period Ended January 31, 2019						For the Period Ended July 31, 2018⁽³⁾
	Shares			Amount			Shares			Amount
Short Duration ETF
Shares Sold		2,150,000		$	86,037,022			500,001		$	20,000,040
Shares Redeemed		—			—			(1	)		(40	)
Other Capital		—			43,019			—			10,000

Net Increase (Decrease)		2,150,000			86,080,041			500,000			20,010,000



	For the Six-Month Period Ended January 31, 2019						For the Period Ended July 31, 2018⁽⁴⁾
	Shares			Amount			Shares			Amount
Total Return Bond ETF
Shares Sold		13,850,000		$	534,076,686			1,150,002		$	45,335,134
Shares Redeemed		(950,000	)		(36,776,448	)		(2	)		(80	)
Other Capital		—			456,682			—			40,268

Net Increase (Decrease)		12,900,000			497,756,920			1,150,000			45,375,322

⁽¹⁾

Commenced operations on December 13, 2017.

⁽²⁾

Commenced operations on April 18, 2018.

⁽³⁾

Commenced operations on May 30, 2018.

⁽⁴⁾

Commenced operations on September 27, 2017.

13.

Indemnifications:

Under the Trust’s organizational documents, the Trust shall indemnify its officers and trustees to the full extent required or permitted under the applicable laws of the State of Delaware and federal securities laws. In addition, the Trust, on behalf of the Funds, may enter into contracts that contain a variety of indemnifications. The Trust’s maximum exposure under these arrangements is unknown. However, as of the date of these financial statements, the Trust has not had prior claims or losses pursuant to these contracts and expects the risk of loss to be remote.

14.

Recent Accounting Pronouncement:

The FASB recently issued ASU 2017-08 (the “ASU” or “Update”) to amend the amortization period to the earliest call date for purchased callable debt securities held at a premium. The ASU becomes effective for public entities for fiscal years beginning after December 15, 2018, and for private entities one year later. Management is currently evaluating the implication, if any, of additional disclosure and its impact on the Funds’ financial statements.

In August 2018, the FASB issued Accounting Standards Update 2018-13, Fair Value Measurement (Topic 820): Disclosure Framework – Changes to the Disclosure Requirements for Fair Value Measurement (“ASU 2018-13”). The update introduces new fair value disclosure requirements, eliminates some prior fair value disclosure requirements, and modifies certain existing fair value disclosure requirements.

ASU 2018-13 is effective for fiscal years beginning after December 15, 2019 and for interim periods within those fiscal years, however, an entity is permitted to early adopt either the entire standard or only the provisions that eliminate or modify requirements. Management has elected to early adopt the provisions of ASU 2018-13 that eliminate disclosure requirements effective with the current reporting period. The impact of the Funds’ early adoption of these provisions was limited to changes in the Funds’ financial statement disclosures regarding fair value, primarily those disclosures related to transfers between Level 1 and Level 2 of the fair value hierarchy and the timing of transfers between levels of the fair value hierarchy. Management is currently evaluating the potential impact of adopting the additional provisions of ASU 2018-13.

15.

Subsequent Events:

Management has evaluated all subsequent transactions and events through the date on which these financial statements were issued and has determined that no additional items require adjustment to or disclosure in these financial statements.

Effective September 21, 2018, two series of the Trust – Hartford Quality Bond ETF and Hartford Corporate Bond ETF were liquidated.


		62

Hartford Active Fixed Income ETFs

HOW TO OBTAIN A COPY OF EACH FUND’S PROXY VOTING POLICIES AND VOTING RECORDS (UNAUDITED)

A description of the policies and procedures that each Fund uses to determine how to vote proxies relating to portfolio securities and information about how each Fund voted proxies relating to portfolio securities during the most recent twelve-month period ended June 30 are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund has filed a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-Q. Effective April 30, 2019, each Fund will be required to file a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form N-PORT. As of that same date, each Fund will no longer be required to file Forms N-Q. Each Fund’s Forms N-Q and N-PORT (when available) are available (1) without charge, upon request, by calling 888-843-7824 and (2) on the SEC’s website at http://www.sec.gov.


		63

THIS PRIVACY POLICY IS NOT PART OF THIS REPORT

CUSTOMER PRIVACY NOTICE

The Hartford Financial Services Group, Inc. and Affiliates*

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

We value your trust. We are committed to the responsible:

a) management;

b) use; and

c) protection;

of Personal Information.

This notice describes how we collect, disclose, and protect Personal Information.

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

b) your Transactions with us; and

c) third parties such as a consumer-reporting agency.

Based on the type of product or service You apply for or get from us, Personal Information such as:

a) your name;

b) your address;

c) your income;

d) your payment; or

e) your credit history;

may be gathered from sources such as applications, Transactions, and consumer reports.

To serve You and service our business, we may share certain Personal Information. We will share Personal Information, only as allowed by law, with affiliates such as:

a) our insurance companies;

b) our employee agents;

c) our brokerage firms; and

d) our administrators.

As allowed by law, we may share Personal Financial Information with our affiliates to:

a) market our products; or

b) market our services;

to You without providing You with an option to prevent these disclosures.

We may also share Personal Information, only as allowed by law, with unaffiliated third parties including:

a) independent agents;

b) brokerage firms;

c) insurance companies;

d) administrators; and

e) service providers;

who help us serve You and service our business.

When allowed by law, we may share certain Personal Financial Information with other unaffiliated third parties who assist us by performing services or functions such as:

a) taking surveys;

b) marketing our products or services; or

c) offering financial products or services under a joint agreement between us and one or more financial institutions.

We, and third parties we partner with, may track some of the pages You visit through the use of:

a) cookies;

b) pixel tagging; or

c) other technologies;

and currently do not process or comply with any web browser’s “do not track” signal or other similar mechanism that indicates a request to disable online tracking of individual users who visit our websites or use our services.

For more information, our Online Privacy Policy, which governs information we collect on our website and our affiliate websites, is available at https://www.thehartford.com/online-privacy-policy.

We will not sell or share your Personal Financial Information with anyone for purposes unrelated to our business functions without offering You the opportunity to:

a) “opt-out;” or

b) “opt-in;”

as required by law.

We only disclose Personal Health Information with:

a) your authorization; or

b) as otherwise allowed or required by law.

Our employees have access to Personal Information in the course of doing their jobs, such as:

a) underwriting policies;

b) paying claims;

c) developing new products; or

d) advising customers of our products and services.

We use manual and electronic security procedures to maintain:

a) the confidentiality; and

b) the integrity of;

Personal Information that we have. We use these procedures to guard against unauthorized access.

Some techniques we use to protect Personal Information include:

a) secured files;

b) user authentication;

c) encryption;

d) firewall technology; and

e) the use of detection software.

We are responsible for and must:

a) identify information to be protected;

b) provide an adequate level of protection for that data; and

c) grant access to protected data only to those people who must use it in the performance of their job-related duties.

Employees who violate our privacy policies and procedures may be subject to discipline, which may include termination of their employment with us.

We will continue to follow our Privacy Policy regarding Personal Information even when a business relationship no longer exists between us.

As used in this Privacy Notice:

Application means your request for our product or service.

Personal Financial Information means financial information such as:

a) credit history;

b) income;

c) financial benefits; or

d) policy or claim information.

Personal Financial Information may include Social Security Numbers, Driver’s license numbers, or other government-issued identification numbers, or credit, debit card, or bank account numbers.

Personal Health Information means health information such as:

a) your medical records; or

b) information about your illness, disability or injury.

Personal Information means information that identifies You personally and is not otherwise available to the public. It includes:

a) Personal Financial Information; and

b) Personal Health Information.

Transaction means your business dealings with us, such as:

a) your Application;

b) your request for us to pay a claim; and

c) your request for us to take an action on your account.

You means an individual who has given us Personal Information in conjunction with:

a) asking about;

b) applying for; or

c) obtaining;

a financial product or service from us if the product or service is used mainly for personal, family, or household purposes.

If you have any questions or comments about this privacy notice, please feel free to contact us at The Hartford – Law Department, Privacy Law, One Hartford Plaza, Hartford, CT 06155, or at CorporatePrivacyOffice@thehartford.com.

This Customer Privacy Notice is being provided on behalf of The Hartford Financial Services Group, Inc. and its affiliates (including the following as of March 2019), to the extent required by the Gramm-Leach-Bliley Act and implementing regulations.

1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; Business Management Group, Inc.; Cervus Claim Solutions, LLC; First State Insurance Company; FTC Resolution Company LLC; Hart Re Group L.L.C.; Hartford Accident and Indemnity Company; Hartford Administrative Services Company; Hartford Casualty General Agency, Inc.; Hartford Casualty Insurance Company; Hartford Fire General Agency, Inc.; Hartford Fire Insurance Company; Hartford Funds Distributors, LLC; Hartford Funds Management Company, LLC; Hartford Funds Management Group, Inc.; Hartford Group Benefits Holding Company; Hartford Holdings, Inc.; Hartford Insurance Company of Illinois; Hartford Insurance Company of the Midwest; Hartford Insurance Company of the Southeast; Hartford Insurance, Ltd.; Hartford Integrated Technologies, Inc.; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life, Ltd.; Hartford Lloyd’s Corporation; Hartford Lloyd’s Insurance Company; Hartford Management, Ltd.; Hartford of Texas General Agency, Inc.; Hartford Residual Market, L.C.C.; Hartford Specialty Insurance Services of Texas, LLC; Hartford STAG Ventures LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Heritage Holdings, Inc.; Heritage Reinsurance Company, Ltd.; HIMCO Distribution Services Company; HLA LLC; HL Investment Advisors, LLC; Horizon Management Group, LLC; HRA Brokerage Services, Inc.; Lattice Strategies LLC; Maxum Casualty Insurance Company; Maxum Indemnity Company; Maxum Specialty Services Corporation; MPC Resolution Company LLC; New England Insurance Company; New England Reinsurance Corporation; New Ocean Insurance Co., Ltd.; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Renato Acquisition Co.; Sentinel Insurance Company, Ltd; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company; Y-Risk, LLC.

Revised March 2019

This report is submitted for the general information of the shareholders of the Funds referenced in this report. It is not authorized for distribution to persons who are not shareholders of one or more Funds referenced in this report unless preceded or accompanied by a current prospectus for the relevant Funds. Nothing herein contained is to be considered an offer of sale or a solicitation of an offer to buy shares of any Fund listed in this report. Such offering is only made by prospectus, which includes details as to the offering price and other material information.

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

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

Hartford Funds Management Company, LLC (HFMC) is the investment manager for the active ETFs. Hartford Municipal Opportunities ETF, Hartford Short Duration ETF and Hartford Total Return Bond ETF are sub-advised by Wellington Management Company LLP (Wellington). Hartford Schroders Tax-Aware Bond ETF is subadvised by Schroder Investment Management North America Inc. (Schroders). The ETFs are distributed by ALPS Distributors, Inc., which is not affiliated with Wellington, Schroders or HFMC.

ETFSAR-AFI19 03/19 210262 HFA000431 09/19 Printed in U.S.A.

LOGO

Item 2. Code of Ethics.

(a)

The registrant, as of the end of the period covered by this report, has adopted a code of ethics that applies to the registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party.

(c)

There have been no amendments to the Registrant’s Code of Ethics during the reporting period for this form N-CSR.

(d)

The registrant has not granted any waivers, including an implicit waiver, from a provision of the code of ethics that applies to the registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party, that relates to one or more of the items set forth in paragraph (b) of this item’s instructions.

(e)

Not applicable

(f)

A copy of the code of ethics is filed herewith.

Item 3. Audit Committee Financial Expert.

Not applicable to this semi-annual filing.

Item 4. Principal Accountant Fees and Services.

Not applicable to this semi-annual filing.

Item 5. Audit Committee of Listed Registrants.

Not applicable.

Item 6. Investments.

(a)

The Schedule of Investments in securities of unaffiliated issuers as of the close of the reporting period is included as part of the semi-annual report filed under Item 1 of this form.

(b)

Not applicable.

Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

Not applicable.

Item 8. Portfolio Managers of Closed-End Management Investment Companies.

Not applicable.

Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.

Not applicable.

Item 10. Submission of Matters to a Vote of Security Holders.

There have been no material changes to the procedures by which shareholders may recommend nominees to the registrant’s board of trustees during the period covered by this report.

Item 11. Controls and Procedures.

(a)

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

(b)

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

Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.

Not applicable.

Item 13. Exhibits.


(a)(1)		Code of Ethics is filed herewith.
(a)(2)		Separate certifications for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)) and Section 302 of the Sarbanes-Oxley Act of 2002 are attached hereto.
(a)(3)		Not applicable.
(b)		Certifications pursuant to Rule 30a-2(b) under the 1940 Act and Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto.

SIGNATURES

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


	HARTFORD FUNDS EXCHANGE-TRADED TRUST

Date: April 8, 2019	By:	/s/ James E. Davey
		James E. Davey, President and
		Chief Executive Officer

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

Date: April 8, 2019

By:

/s/ James E. Davey

James E. Davey, President and

Chief Executive Officer

Date: April 8, 2019

By:

/s/ Amy N. Furlong

Amy N. Furlong, Treasurer (Principal Financial Officer and

Principal Accounting Officer)