LATTICE STRATEGIES TRUST

LATTICE STRATEGIES TRUST

Date: June 7, 2019

/s/ James E. Davey

James E. Davey

President and Chief Executive Officer

N-CSRS 1 d735532dncsrs.htm LATTICE STRATEGIES TRUST LATTICE STRATEGIES TRUST

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

Washington, D.C. 20549

FORM N-CSR

CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT

INVESTMENT COMPANIES

Investment Company Act file number: 811-23002

LATTICE STRATEGIES TRUST

(Exact name of registrant as specified in charter)

101 Montgomery Street, 27th Floor, San Francisco, California 94104

(Address of Principal Executive Offices) (Zip Code)

Corporation Service Company

251 Little Falls Drive

Wilmington, DE 19808

(Name and Address of Agent for Service)

Copy to:

John V. O’Hanlon, Esq.

Dechert LLP

One International Place, 40^th Floor

100 Oliver Street

Boston, MA 02110-2605

Registrant’s telephone number, including area code: (415) 508-3400

Date of fiscal year end: September 30

Date of reporting period: March 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, 45 Fifth Street, NW, Washington, DC 20549-0609. The OMB has reviewed this collection of information under the clearance requirements of 44 U.S.C. § 3507.

Item 1. Reports to Stockholders.

LOGO

Dear Fellow Shareholders:

Thank you for investing in Hartford Multifactor ETFs. The following is the Funds’ Semi-Annual Report, covering the period from October 1, 2018 through March 31, 2019.

Market Review

During the six months ended March 31, 2019, U.S. stocks, as measured by the S&P 500 Index,¹ experienced a loss, returning -1.72%.

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%; however, 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 this year. For example, ongoing trade tensions with China could impact U.S. markets significantly. Late December 2018 and 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. At the time of this writing, uncertainty surrounding border policy remains. Abroad, uncertainties surrounding the future of the “Brexit” undertaking for the United Kingdom to leave the European Union may impact global markets as the UK government has to date been unable to reach agreement on the terms of departure.

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 Multifactor ETFs. 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 Multifactor ETFs

Table of Contents



Fund Overview			2

Benchmark Glossary			9

Expense Examples			10

Financial Statements:

Schedules of Investments:

Hartford Multifactor Developed Markets (ex-US) ETF			11

Hartford Multifactor Emerging Markets ETF			17

Hartford Multifactor Global Small Cap ETF			22

Hartford Multifactor Low Volatility International Equity ETF			28

Hartford Multifactor Low Volatility US Equity ETF			32

Hartford Multifactor REIT ETF			36

Hartford Multifactor US Equity ETF			38

Statements of Assets and Liabilities			43

Statements of Operations			45

Statements of Changes in Net Assets			47

Financial Highlights			50

Notes to Financial Statements			52

How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records			66

Quarterly Portfolio Holdings Information			66

Hartford Multifactor Developed Markets (ex-US) ETF

Fund Overview

March 31, 2019 (Unaudited)

Inception 2/25/2015

(sub-advised by Mellon Investments Corporation)

Investment objective – The Fund seeks to provide investment results that, before fees and expenses, correspond to the total return performance of an index that tracks the performance of companies located in major developed markets of Europe, Canada and the Pacific Region.

Average Annual Total Returns

for the Periods Ending 3/31/19


	6 months¹		1 year		Since Inception²
Multifactor Developed Markets (ex-US) ETF (NAV Return)		-2.31%		-1.17%		5.40%
Multifactor Developed Markets (ex-US) ETF (Market Price Return)		-2.06%		-1.95%		5.45%
Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index		-2.30%		-1.23%		5.59%
MSCI World ex USA Index (Net)		-3.67%		-3.14%		2.65%

¹	Not Annualized

²	Inception: 2/25/2015

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 table does 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.

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.

See “Benchmark Glossary” for a detailed list of benchmarks and descriptions used in this report.

The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.29%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended March 31, 2019.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • 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. • Investments focused in a sector, industry or group of industries may increase volatility and risk. • The Fund is not actively managed but rather attempts to track the performance of an index. The Fund’s returns may diverge from that of the index.

Composition by Country⁽¹⁾

as of March 31, 2019


Country	Percentage of Net Assets
Australia		8.3	%
Austria		0.4
Belgium		1.7
Canada		11.0
China		0.1
Denmark		1.9
Finland		0.8
France		6.5
Germany		6.4
Hong Kong		4.8
Ireland		0.7
Israel		2.3
Italy		2.5
Japan		21.3
Luxembourg		0.4
Netherlands		3.6
New Zealand		0.8
Norway		1.1
Portugal		0.4
Russia		0.1
Singapore		2.9
Spain		2.3
Sweden		2.1
Switzerland		6.6
United Kingdom		10.2
United States		0.2
Short-Term Investments		2.6
Other Assets & Liabilities		(2.0	)

Total		100.0	%

⁽¹⁾	The table above is based on Bloomberg’s country of risk classifications. For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

Composition by Sector⁽¹⁾

as of March 31, 2019


Sector	Percentage of Net Assets
Equity Securities
Communication Services		7.9	%
Consumer Discretionary		10.0
Consumer Staples		9.0
Energy		6.0
Financials		21.1
Health Care		11.5
Industrials		12.4
Information Technology		4.5
Materials		5.0
Real Estate		6.8
Utilities		5.2

Total		99.4	%

Short-Term Investments		2.6
Other Assets & Liabilities		(2.0	)

Total		100.0	%

⁽¹⁾	A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.


		2

Hartford Multifactor Emerging Markets ETF

Fund Overview

March 31, 2019 (Unaudited)

Inception 2/25/2015

(sub-advised by Mellon Investments Corporation)

Investment objective – The Fund seeks to provide investment results that, before fees and expenses, correspond to the total return performance of an index based upon the emerging markets of the world.

Average Annual Total Returns

for the Periods Ending 3/31/19


	6 months¹		1 year		Since Inception²
Multifactor Emerging Markets ETF (NAV Return)		1.96%		-7.04%		0.35%
Multifactor Emerging Markets ETF (Market Price Return)		2.70%		-8.44%		0.41%
Hartford Risk-Optimized Multifactor Emerging Markets Index		1.95%		-6.84%		0.90%
MSCI Emerging Markets Index (Net)		1.71%		-7.41%		3.97%

¹	Not Annualized

²	Inception: 2/25/2015

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.

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.

See “Benchmark Glossary” for a detailed list of benchmarks and descriptions used in this report.

The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.49%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended March 31, 2019.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • 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. • Investments focused in a sector, industry or group of industries may increase volatility and risk. • The Fund is not actively managed but rather attempts to track the performance of an index. The Fund’s returns may diverge from that of the index.

Composition by Country⁽¹⁾

as of March 31, 2019


Country	Percentage of Net Assets
Brazil		4.7	%
Chile		5.6
China		6.7
Colombia		3.2
Hong Kong		1.3
India		6.9
Indonesia		7.9
Malaysia		8.6
Mexico		4.0
Philippines		6.7
Poland		4.5
Russia		3.0
South Africa		5.1
South Korea		8.3
Taiwan		9.4
Thailand		9.1
Turkey		4.5
Short-Term Investments		0.9
Other Assets & Liabilities		(0.4	)

Total		100.0	%

⁽¹⁾	The table above is based on Bloomberg’s country of risk classifications. For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

Composition by Sector⁽¹⁾

as of March 31, 2019


Sector	Percentage of Net Assets
Equity Securities
Communication Services		10.5	%
Consumer Discretionary		6.2
Consumer Staples		10.0
Energy		9.0
Financials		31.7
Health Care		3.2
Industrials		6.3
Information Technology		8.3
Materials		6.6
Real Estate		2.0
Utilities		5.7

Total		99.5	%

Short-Term Investments		0.9
Other Assets & Liabilities		(0.4	)

Total		100.0	%

⁽¹⁾	A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.


		3

Hartford Multifactor Global Small Cap ETF

Fund Overview

March 31, 2019 (Unaudited)

Inception 3/23/2015

(sub-advised by Mellon Investments Corporation)

Investment objective – The Fund seeks to provide investment results that, before fees and expenses, correspond to the total return performance of an index that tracks the performance of small capitalization exchange traded equity securities.

Average Annual Total Returns

for the Periods Ending 3/31/19


	6 months¹		1 year		Since Inception²
Multifactor Global Small Cap ETF (NAV Return)		-5.41%		-3.64%		6.73%
Multifactor Global Small Cap ETF (Market Price Return)		-5.18%		-4.40%		6.69%
Hartford Risk-Optimized Multifactor Global Small Cap Index		-5.31%		-3.40%		7.26%
MSCI All Country World (ACWI) Small Cap Index (Net)		-5.85%		-2.72%		5.84%

¹	Not Annualized

²	Inception: 3/23/2015

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.

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.

See “Benchmark Glossary” for a detailed list of benchmarks and descriptions used in this report.

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 March 31, 2019.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • 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. • Small cap securities can have greater risk and volatility than large-cap securities. • Investments focused in a sector, industry or group of industries may increase volatility and risk. • The Fund is not actively managed but rather attempts to track the performance of an index. The Fund’s returns may diverge from that of the index.

Composition by Country⁽¹⁾

as of March 31, 2019


Country	Percentage of Net Assets
Australia		5.6	%
Belgium		0.1
Bermuda		0.4
Brazil		1.3
Canada		4.4
China		7.8
Denmark		0.5
Finland		0.0	*
France		1.9
Georgia		0.2
Germany		1.2
Hong Kong		3.2
Ireland		0.1
Israel		1.4
Italy		1.0
Japan		16.0
Liechtenstein		0.1
Luxembourg		0.2
Netherlands		0.4
New Zealand		0.9
Norway		0.7
Poland		0.5
Singapore		0.8
South Africa		1.3
South Korea		5.6
Spain		0.2
Sweden		2.0
Switzerland		1.1
Taiwan		3.8
Thailand		0.3
United Kingdom		4.3
United States		31.9
Short-Term Investments		1.8
Other Assets & Liabilities		(1.0	)

Total		100.0	%

*	Percentage rounds to zero

⁽¹⁾	The table above is based on Bloomberg’s country of risk classifications. For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

Composition by Sector⁽¹⁾

as of March 31, 2019


Sector	Percentage of Net Assets
Equity Securities
Communication Services		6.1	%
Consumer Discretionary		14.8
Consumer Staples		5.9
Energy		6.4
Financials		10.8
Health Care		10.7
Industrials		16.3
Information Technology		12.8
Materials		6.7
Real Estate		7.5
Utilities		1.2

Total		99.2	%

Short-Term Investments		1.8
Other Assets & Liabilities		(1.0	)

Total		100.0	%

⁽¹⁾	A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.


		4

Hartford Multifactor Low Volatility International Equity ETF

Fund Overview

March 31, 2019 (Unaudited)

Inception 5/10/2017

(sub-advised by Mellon Investments Corporation)

Average Annual Total Returns

for the Periods Ending 3/31/19


	6 Months¹		1 Year		Since Inception²
Multifactor Low Volatility International Equity ETF (NAV Return)		-1.52%		-0.74%		5.50%
Multifactor Low Volatility International Equity ETF (Market Price Return)		-1.36%		-1.41%		5.70%
Hartford Multifactor Low Volatility International Equity Index		-1.59%		-0.73%		5.64%
MSCI All Country World (ACWI) ex USA Index (Net)		-2.33%		-4.22%		3.87%

¹	Not Annualized

²	Inception: 05/10/2017

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.

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.

See “Benchmark Glossary” for a detailed list of benchmarks and descriptions used in this report.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • The Fund may experience more than a minimum level of volatility as there is no guarantee that the underlying index’s strategy of seeking to lower volatility will be successful. • 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. • Investments focused in a sector, industry or group of industries may increase volatility and risk. • The Fund is not actively managed but rather attempts to track the performance of an index. The Fund’s returns may diverge from that of the index.

Composition by Country⁽¹⁾

as of March 31, 2019


Country	Percentage of Net Assets
Australia		6.9	%
Belgium		0.0	*
Brazil		0.3
Canada		10.1
China		2.8
Denmark		1.9
Finland		0.1
France		3.9
Germany		3.3
Hong Kong		6.3
India		2.4
Indonesia		2.6
Ireland		1.0
Israel		2.5
Italy		1.5
Japan		15.6
Malaysia		2.3
Mexico		0.2
Netherlands		1.3
Norway		1.7
Philippines		0.8
Portugal		0.0	*
Russia		0.1
Singapore		0.8
South Africa		0.5
South Korea		5.6
Spain		1.0
Sweden		1.2
Switzerland		3.1
Taiwan		5.4
Thailand		2.8
Turkey		1.4
United Kingdom		9.8
United States		0.1
Short-Term Investments		1.2
Other Assets & Liabilities		(0.5	)

Total		100.0	%

*	Percentage rounds to zero.

⁽¹⁾	The table above is based on Bloomberg’s country of risk classifications. For Fund compliance purposes, the Fund may not use the same classification system. These classifications are used for financial reporting purposes.

Composition by Sector⁽¹⁾

as of March 31, 2019


Sector	Percentage of Net Assets
Equity Securities
Communication Services		11.5	%
Consumer Discretionary		13.0
Consumer Staples		7.9
Energy		6.1
Financials		7.0
Health Care		9.9
Industrials		16.5
Information Technology		11.1
Materials		7.0
Real Estate		6.4
Utilities		2.9

Total		99.3	%

Short-Term Investments		1.2
Other Assets & Liabilities		(0.5	)

Total		100.0	%

⁽¹⁾	A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.


		5

Hartford Multifactor Low Volatility US Equity ETF

Fund Overview

March 31, 2019 (Unaudited)

Inception 5/10/2017

(sub-advised by Mellon Investments Corporation)

Average Annual Total Returns

for the Periods Ending 3/31/19


	6 months¹		1 year		Since Inception²
Multifactor Low Volatility US Equity ETF (NAV Return)		0.94%		11.99%		9.56%
Multifactor Low Volatility US Equity ETF (Market Price Return)		0.55%		11.05%		9.58%
Hartford Multifactor Low Volatility US Equity Index		1.05%		12.18%		9.82%
MSCI USA Investable Market Index (IMI) (Gross)		-2.19%		8.89%		11.07%

¹	Not Annualized

²	Inception: 05/10/2017

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.

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.

See “Benchmark Glossary” for a detailed list of benchmarks and descriptions used in this report.

The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.21%. Actual expenses may be higher or lower. Expenses shown include acquired fund fees and expenses incurred by investing in the securities of other investment companies. Please see the accompanying Financial Highlights for expense ratios for the period ended March 31, 2019.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • The Fund may experience more than a minimum level of volatility as there is no guarantee that the underlying index’s strategy of seeking to lower volatility will be successful. • Investments focused in a sector, industry or group of industries may increase volatility and risk. • The Fund is not actively managed but rather attempts to track the performance of an index. The Fund’s returns may diverge from that of the index.

Composition by Sector⁽¹⁾

as of March 31, 2019


Sector	Percentage of Net Assets
Equity Securities
Communication Services		9.5	%
Consumer Discretionary		13.4
Consumer Staples		8.6
Energy		4.3
Financials		8.3
Health Care		10.1
Industrials		14.8
Information Technology		11.2
Materials		8.6
Real Estate		6.6
Utilities		4.4

Total		99.8	%

Short-Term Investments		0.1
Other Assets & Liabilities		0.1

Total		100.0	%

⁽¹⁾	A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.


		6

Hartford Multifactor REIT ETF

Fund Overview

March 31, 2019 (Unaudited)

Inception 10/03/2016

(sub-advised by Mellon Investments Corporation)

Average Annual Total Returns

for the Periods Ending 3/31/19


	6 months¹		1 year		Since Inception²
Multifactor REIT ETF (NAV Return)		4.86%		18.08%		6.67%
Multifactor REIT ETF (Market Price Return)		4.92%		18.15%		6.70%
Hartford Risk-Optimized Multifactor REIT Index		5.05%		18.57%		7.15%
MSCI US REIT Index (Gross)		8.46%		20.72%		5.85%

¹	Not Annualized

²	Inception: 10/03/2016

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.

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.

See “Benchmark Glossary” for a detailed list of benchmarks and descriptions used in this report.

The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.45%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended March 31, 2019.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • A concentration in real estate securities, such as REITs, may subject a fund to risks associated with the direct ownership of real estate as well as the risks related to the way real estate companies are organized and operated. Real estate is sensitive to changes in interest rates and general and local economic conditions and developments. • The Fund may invest in a smaller number of issuers, so it may be more exposed to risks and volatility than a more broadly diversified fund. • The Fund is not actively managed but rather attempts to track the performance of an index. The Fund’s returns may diverge from that of the index.

Composition by Sector⁽¹⁾

as of March 31, 2019


Sector	Percentage of Net Assets
Equity Securities
Real Estate		99.5
Short-Term Investments		1.4
Other Assets & Liabilities		(0.9	)

Total		100.0	%

⁽¹⁾	A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.


		7

Hartford Multifactor US Equity ETF

Fund Overview

March 31, 2019 (Unaudited)

Inception 2/25/2015

(sub-advised by Mellon Investments Corporation)

Average Annual Total Returns

for the Periods Ending 3/31/19


	6 months¹		1 year		Since Inception²
Multifactor US Equity ETF (NAV Return)		-5.36%		1.59%		7.26%
Multifactor US Equity ETF (Market Price Return)		-5.33%		1.59%		7.27%
Hartford Risk-Optimized Multifactor US Equity Index		-5.29%		1.72%		7.45%
MSCI USA Index (Gross)		-1.66%		9.47%		9.53%

¹	Not Annualized

²	Inception: 2/25/2015

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.

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.

See “Benchmark Glossary” for a detailed list of benchmarks and descriptions used in this report.

The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus was 0.19%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended March 31, 2019.

Important Risks

Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Small cap securities can have greater risk and volatility than large-cap securities. • Investments focused in a sector, industry or group of industries may increase volatility and risk. • The Fund is not actively managed but rather attempts to track the performance of an index. The Fund’s returns may diverge from that of the index.

Composition by Sector⁽¹⁾

as of March 31, 2019


Sector	Percentage of Net Assets
Equity Securities
Communication Services		7.8	%
Consumer Discretionary		10.8
Consumer Staples		6.4
Energy		6.3
Financials		15.7
Health Care		15.9
Industrials		9.5
Information Technology		18.7
Materials		4.1
Real Estate		1.8
Utilities		2.8

Total		99.8	%

Short-Term Investments		0.3
Other Assets & Liabilities		(0.1	)

Total		100.0	%

⁽¹⁾	A sector may be comprised of several industries. For Fund compliance purposes, the Fund may not use the same classification system. These sector classifications are used for financial reporting purposes.


		8

Hartford Multifactor ETFs

Benchmark Glossary (Unaudited)

Below are descriptions of each Index referenced in this report.

Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index seeks to address risks and opportunities within developed market stocks located outside the United States by selecting equity securities exhibiting a favorable combination of factors, including value, momentum, and quality.

Hartford Risk-Optimized Multifactor Emerging Markets Index seeks to balance risks within and across the equity markets of emerging economies while emphasizing constituents exhibiting a favorable combination of factor characteristics.

Hartford Risk-Optimized Multifactor Global Small Cap Index seeks to address risks and opportunities within global small cap stocks by selecting equity securities of companies domiciled within the global small cap equity universe and exhibiting a favorable combination of factors, including value, momentum, and quality.

Hartford Multifactor Low Volatility International Equity Index seeks to address risks and opportunities within developed (excluding the US) and emerging market stocks by selecting equity securities exhibiting low volatility and constructing the portfolio in a way that is designed to improve overall exposure to value, momentum, quality and size factors.

Hartford Multifactor Low Volatility US Equity Index seeks to address risks and opportunities within US equities across the capitalization spectrum by selecting equity securities exhibiting low volatility and constructing the portfolio in a way that is designed to improve overall exposure to value, momentum and quality factors.

Hartford Risk-Optimized Multifactor REIT Index seeks to address risks and opportunities within US-focused equity Real Estate Investment Trusts (REITs) by selecting securities with a favorable combination of factors, including quality, momentum, and value.

Hartford Risk-Optimized Multifactor US Equity Index seeks to improve returns through a market cycle relative to traditional cap-weighted US large cap market indices and active US large cap market strategies.

These indices are unmanaged, and their results include reinvested dividends and/or distributions, but do not reflect the effect of sales charges, commissions, expenses or taxes.

MSCI ACWI ex USA Index (Net) (reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across developed markets (excluding the United States) and emerging market countries.

MSCI ACWI Small Cap Index (Net) (reflects no deduction for fees, expenses or taxes) is designed to capture small cap representation across developed markets and emerging markets countries.

MSCI Emerging Markets Index (Net) (reflects no deduction for fees, expenses or other taxes) is designed to capture large and mid cap representation across emerging market countries.

MSCI USA Investable Market Index (Gross) (reflects no deduction for fees, expenses or taxes) is designed to measure the performance of the large, mid and small cap segments of the US market.

MSCI USA Index (Gross) (reflects no deduction for fees, expenses or taxes) is a free float-adjusted market capitalization index that is designed to measure the performance of the large and mid cap segments of the US market.

MSCI US REIT Index (Gross) (reflects no deduction for fees, expenses or taxes) is a free float-adjusted market capitalization weighted index that is comprised of equity REITs.

MSCI World ex USA Index (Net) (reflects reinvested dividends net of withholding taxes but reflects no deduction for fees, expenses or other taxes) is a free float-adjusted market capitalization index that is designed to capture large and mid cap representation across developed markets countries – excluding the United States.

Neither MSCI nor any other party involved in or related to compiling, computing or creating the MSCI data makes any express or implied warranties or representations with respect to such data (or the results to be obtained by the use thereof), and all such parties hereby expressly disclaim all warranties of originality, accuracy, completeness, merchantability or fitness for a particular purpose with respect to any of such data. Without limiting any of the foregoing, in no event shall MSCI, any of its affiliates or any third party involved in or related to compiling, computing or creating the data have any liability for any direct, indirect, special, punitive, consequential or any other damages (including lost profits) even if notified of the possibility of such damages. No further distribution or dissemination of the MSCI data is permitted without MSCI’s express written consent.


		9

Hartford Multifactor 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 October 1, 2018 through March 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 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 182/365 (to reflect the one-half year period).


	Actual Return						Hypothetical (5% return before expenses)
	Beginning Account Value October 1, 2018		Ending Account Value March 31, 2019		Expenses paid during the period October 1, 2018 through March 31, 2019		Beginning Account Value October 1, 2018		Ending Account Value March 31, 2019		Expenses paid during the period October 1, 2018 through March 31, 2019		Annualized expense ratio
Hartford Multifactor Developed Markets (ex-US) ETF

	$	1,000.00	$	976.90	$	1.43	$	1,000.00	$	1,023.49	$	1.46		0.29	%

Hartford Multifactor Emerging Markets ETF

	$	1,000.00	$	1,019.60	$	2.47	$	1,000.00	$	1,022.49	$	2.47		0.49	%

Hartford Multifactor Global Small Cap ETF

	$	1,000.00	$	945.90	$	1.89	$	1,000.00	$	1,022.99	$	1.97		0.39	%

Hartford Multifactor Low Volatility International Equity ETF

	$	1,000.00	$	984.80	$	1.44	$	1,000.00	$	1,023.49	$	1.46		0.29	%

Hartford Multifactor Low Volatility US Equity ETF

	$	1,000.00	$	1,009.40	$	0.95	$	1,000.00	$	1,023.98	$	0.96		0.19	%

Hartford Multifactor REIT ETF

	$	1,000.00	$	1,048.60	$	2.30	$	1,000.00	$	1,022.69	$	2.27		0.45	%

Hartford Multifactor US Equity ETF

	$	1,000.00	$	946.40	$	0.92	$	1,000.00	$	1,023.98	$	0.96		0.19	%


		10

Hartford Multifactor Developed Markets (ex-US) ETF

Schedule of Investments

March 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.4%
		Australia - 8.3%
	645,851	AGL Energy Ltd.	$	9,987,644
	330,706	Amcor Ltd.		3,615,372
	173,364	Ansell Ltd.		3,130,450
	359,439	AusNet Services		453,206
	58,759	Australia & New Zealand Banking Group Ltd.		1,086,478
	345,681	Bendigo & Adelaide Bank Ltd.⁽¹⁾		2,376,967
	170,909	BHP Group Ltd.		4,672,886
	595,878	Caltex Australia Ltd.		11,094,217
	183,640	CIMIC Group Ltd.		6,295,452
	561,637	Coca-Cola Amatil Ltd.		3,450,993
	30,910	Cochlear Ltd.		3,804,694
	91,691	Commonwealth Bank of Australia		4,600,973
	35,824	CSL Ltd.		4,960,750
	622,415	Dexus REIT		5,632,767
	1,373,523	Evolution Mining Ltd.		3,570,996
	1,098,371	GPT Group REIT		4,845,214
	362,027	Insurance Australia Group Ltd.		1,975,034
	27,527	Macquarie Group Ltd.		2,530,653
	2,250,733	Mirvac Group REIT		4,396,722
	75,574	Northern Star Resources Ltd.		480,472
	1,076,966	Orora Ltd.		2,287,418
	1,302,967	Qantas Airways Ltd.		5,238,683
	9,486	Ramsay Health Care Ltd.⁽¹⁾		433,615
	168,481	Rio Tinto Ltd.		11,717,913
	2,679,437	Scentre Group REIT		7,822,718
	232,154	Sonic Healthcare Ltd.		4,050,203
	509,368	Stockland REIT		1,393,043
	158,858	Suncorp Group Ltd.		1,555,001
	2,556,794	Telstra Corp. Ltd.		6,029,845
	3,136,117	Vicinity Centres REIT		5,792,125
	1,663,832	Viva Energy Group Ltd.⁽²⁾		2,895,662
	318,178	Washington H Soul Pattinson & Co., Ltd.⁽¹⁾		5,946,526
	552,926	Wesfarmers Ltd.⁽¹⁾		13,609,512
	340,132	Woolworths Group Ltd.		7,345,027

				159,079,231

		Austria - 0.4%
	59,622	BAWAG Group AG⁽²⁾		2,633,678
	17,130	Lenzing AG⁽¹⁾		1,836,887
	26,914	Oesterreichische Post AG		1,139,308
	15,405	OMV AG		836,680
	62,552	UNIQA Insurance Group AG		623,700

				7,070,253

		Belgium - 1.7%
	8,615	Ackermans & van Haaren N.V.		1,301,066
	98,618	Ageas		4,761,528
	13,763	bpost S.A.⁽¹⁾		148,588
	127,915	Colruyt S.A.⁽¹⁾		9,465,174
	13,559	Elia System Operator S.A.		951,545
	220,161	Proximus S.A.		6,355,711
	23,509	Sofina S.A.		4,577,253
	48,023	UCB S.A.		4,128,316

				31,689,181

		Canada - 11.0%
	110,822	Alimentation Couche-Tard, Inc. Class B		6,530,116
	160,533	Bank of Montreal		12,015,191
	81,790	Bank of Nova Scotia⁽¹⁾		4,355,358
	154,393	BCE, Inc.⁽¹⁾		6,857,802
	130,943	Canadian Apartment Properties REIT		5,035,025
	49,030	Canadian Imperial Bank of Commerce		3,875,570
	40,954	Canadian Tire Corp. Ltd. Class A⁽¹⁾		4,414,062
	135,517	Capital Power Corp.		3,175,031
	134,668	CGI, Inc.*		9,260,788
	2,744	Constellation Software, Inc.⁽¹⁾		2,326,120


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.4% - (continued)
		Canada - 11.0% - (continued)
	28,843	Emera, Inc.	$	1,078,846
	395,749	Empire Co., Ltd. Class A		8,569,945
	18,608	Fairfax Financial Holdings Ltd.		8,621,844
	27,769	Fortis, Inc.		1,026,618
	80,496	Genworth MI Canada, Inc.⁽¹⁾		2,439,674
	93,876	George Weston Ltd.		6,752,157
	408,588	Great-West Lifeco, Inc.⁽¹⁾		9,897,008
	130,622	Husky Energy, Inc.		1,295,514
	437,005	Hydro One Ltd.⁽¹⁾⁽²⁾		6,790,841
	102,092	iA Financial Corp., Inc.*		3,765,930
	73,653	Imperial Oil Ltd.		2,011,199
	61,340	Intact Financial Corp.		5,192,056
	99,319	Loblaw Cos., Ltd.		4,900,714
	16,210	Magna International, Inc.		789,539
	97,885	Manulife Financial Corp.		1,655,901
	117,705	Metro, Inc.		4,334,807
	22,838	National Bank of Canada		1,030,996
	90,437	Norbord, Inc.⁽¹⁾		2,492,526
	24,953	Open Text Corp.		958,373
	173,850	Parkland Fuel Corp.		5,313,294
	286,898	Power Corp. of Canada		6,691,674
	357,034	Power Financial Corp.		8,343,577
	28,378	Quebecor, Inc. Class B		695,882
	180,583	RioCan Real Estate Investment Trust REIT		3,578,002
	143,627	Rogers Communications, Inc. Class B⁽¹⁾		7,726,691
	134,839	Royal Bank of Canada		10,175,881
	82,580	Saputo, Inc.⁽¹⁾		2,815,614
	63,755	Shaw Communications, Inc. Class B		1,327,165
	257,131	Sun Life Financial, Inc.		9,881,437
	117,692	Suncor Energy, Inc.		3,815,443
	162,034	TELUS Corp.		5,998,878
	47,108	Thomson Reuters Corp.*⁽¹⁾		2,788,794
	1,001	Thomson Reuters Corp.		59,270
	41,241	Toromont Industries Ltd.		2,106,889
	106,691	Toronto-Dominion Bank		5,791,558
	28,703	TransCanada Corp.⁽¹⁾		1,289,535

				209,849,135

		China - 0.1%
	1,083,500	Kerry Logistics Network Ltd.		1,959,974

		Denmark - 1.9%
	27,583	Coloplast A/S Class B		3,029,353
	15,323	GN Store Nord A/S		712,146
	77,306	H. Lundbeck A/S⁽¹⁾		3,348,669
	114,169	ISS A/S		3,477,281
	209,482	Novo Nordisk A/S Class B		10,977,195
	50,050	Orsted A/S⁽²⁾		3,797,044
	6,956	Rockwool International A/S Class B		1,631,069
	120,385	Topdanmark A/S		6,018,661
	86,096	Tryg A/S		2,364,560

				35,355,978

		Finland - 0.8%
	209,319	DNA Oyj		4,343,425
	12,973	Elisa Oyj		585,874
	20,003	Kesko Oyj Class B		1,218,250
	24,612	Neste Oyj⁽¹⁾		2,625,380
	3,462	Nordea Bank Abp⁽¹⁾		26,408
	41,924	Orion Oyj Class B⁽¹⁾		1,573,225
	69,467	Sampo Oyj Class A⁽¹⁾		3,152,021
	86,251	Tieto Oyj⁽¹⁾		2,634,236

				16,158,819

		France - 6.5%
	23,607	Air Liquide S.A.		3,004,582
	61,734	AXA S.A.		1,554,803

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


		11

Hartford Multifactor Developed Markets (ex-US) ETF

Schedule of Investments – (continued)

March 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.4% - (continued)
		France - 6.5% - (continued)
	37,245	BioMerieux	$	3,082,174
	332,996	Bouygues S.A.		11,908,859
	55,315	Cie de Saint-Gobain		2,006,788
	82,993	Cie Generale des Etablissements Michelin SCA		9,822,087
	318,835	CNP Assurances		7,024,035
	10,373	Covivio REIT		1,101,837
	19,069	Elior Group S.A.⁽²⁾		255,441
	1,700	EssilorLuxottica S.A.		185,883
	8,840	Eurazeo SE		665,042
	31,474	Ipsen S.A.		4,318,619
	5,855	Klepierre S.A. REIT		204,986
	122,366	Korian S.A.		4,957,343
	6,259	L’Oreal S.A.		1,685,295
	333,888	Lagardere SCA		8,592,848
	16,095	Nexity S.A.		786,144
	383,850	Orange S.A.		6,249,586
	14,018	Peugeot S.A.		342,190
	41,582	Rubis SCA		2,270,084
	12,694	Safran S.A.		1,742,485
	96,163	Sanofi		8,502,079
	9,097	Sartorius Stedim Biotech⁽¹⁾		1,153,224
	312,352	SCOR SE		13,313,498
	80,614	Societe BIC S.A.		7,191,609
	27,269	Sodexo S.A.		3,005,560
	413,574	Suez		5,484,346
	32,419	Thales S.A.		3,885,878
	189,357	TOTAL S.A.⁽¹⁾		10,528,917
	25	Unibail-Rodamco-Westfield		4,102

				124,830,324

		Germany - 6.4%
	73,728	1&1 Drillisch AG		2,627,611
	31,156	Allianz SE		6,936,530
	976,549	Aroundtown S.A.		8,059,407
	23,475	BASF SE		1,727,299
	10,056	Bayerische Motoren Werke AG		776,282
	29,665	Carl Zeiss Meditec AG		2,479,880
	116,553	Covestro AG⁽²⁾		6,415,322
	522,932	Deutsche Telekom AG		8,687,241
	24,497	Deutsche Wohnen SE		1,189,104
	85,818	DWS Group GmbH & Co. KGaA*⁽²⁾		2,987,183
	110,014	Evonik Industries AG		2,999,289
	42,422	Hannover Rueck SE		6,097,093
	5,071	Hochtief AG		734,522
	5,777	Krones AG		509,531
	18,223	LEG Immobilien AG		2,239,532
	133,951	Merck KGaA		15,288,858
	813,706	Metro AG		13,513,175
	21,141	Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		5,008,754
	271,119	Siemens Healthineers AG⁽²⁾		11,309,424
	87,524	Suedzucker AG		1,117,402
	206,624	TAG Immobilien AG		5,104,170
	128,722	Talanx AG*		4,966,239
	839,627	Telefonica Deutschland Holding AG		2,638,827
	133,423	TLG Immobilien AG		4,021,008
	84,028	Vonovia SE		4,360,895

				121,794,578

		Hong Kong - 4.8%
	4,333,688	Champion REIT		3,754,047
	803,120	Chow Tai Fook Jewellery Group Ltd.		812,333
	531,480	CLP Holdings Ltd.		6,161,145
	485,533	Dairy Farm International Holdings Ltd.		4,073,622
	157,810	Hang Seng Bank Ltd.		3,894,012


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.4% - (continued)
		Hong Kong - 4.8% - (continued)
	3,779,609	HK Electric Investments & HK Electric Investments Ltd.	$	3,861,485
	58,000	Hong Kong & China Gas Co., Ltd.		139,053
	805,784	Hongkong Land Holdings Ltd.		5,729,124
	1,253,000	Hopewell Holdings Ltd.		6,161,288
	66,326	Jardine Matheson Holdings Ltd.		4,136,089
	54,185	Jardine Strategic Holdings Ltd.		2,028,144
	836,688	Link REIT		9,784,516
	901,000	NWS Holdings Ltd.		1,969,587
	8,465,575	PCCW Ltd.		5,262,709
	1,250,000	Sino Land Co., Ltd.		2,417,213
	106,000	Sun Hung Kai Properties Ltd.		1,818,891
	385,000	Swire Pacific Ltd. Class A		4,953,535
	550,600	Swire Properties Ltd.		2,367,244
	303,835	VTech Holdings Ltd.		3,106,104
	5,723,792	WH Group Ltd.⁽²⁾		6,124,861
	695,000	Wharf Holdings Ltd.		2,098,294
	481,000	Wharf Real Estate Investment Co., Ltd.		3,581,481
	2,470,111	Yue Yuen Industrial Holdings Ltd.		8,495,977

				92,730,754

		Ireland - 0.7%
	200,348	Glanbia plc		3,923,315
	56,214	ICON plc*		7,677,708
	15,967	Kerry Group plc Class A		1,783,890

				13,384,913

		Israel - 2.3%
	213,605	Bank Hapoalim BM		1,414,283
	1,092,603	Bank Leumi Le-Israel BM		7,137,812
	9,022,790	Bezeq The Israeli Telecommunication Corp. Ltd.		6,476,192
	971,742	Delek Drilling L.P.		2,934,490
	678,593	Israel Chemicals Ltd.		3,530,064
	5,858	Israel Corp. Ltd.		1,337,574
	2,081,105	Israel Discount Bank Ltd. Class A		7,184,825
	430,084	Mizrahi Tefahot Bank Ltd.		8,840,224
	46,544	Taro Pharmaceutical Industries Ltd.		5,030,941

				43,886,405

		Italy - 2.5%
	1,295,187	A2A S.p.A.		2,365,420
	164,389	Assicurazioni Generali S.p.A.		3,045,639
	15,836	DiaSorin S.p.A.		1,594,996
	543,516	Enel S.p.A.		3,481,076
	605,348	Eni S.p.A.		10,708,229
	1,023,133	Italgas S.p.A.		6,323,132
	696,987	Pirelli & C. S.p.A.*⁽¹⁾⁽²⁾		4,490,626
	530,939	Poste Italiane S.p.A.⁽²⁾		5,169,941
	85,913	Recordati S.p.A.		3,348,384
	2,799,482	UnipolSai Assicurazioni S.p.A.⁽¹⁾		7,556,729

				48,084,172

		Japan - 21.3%
	45,905	ABC-Mart, Inc.⁽¹⁾		2,733,107
	225,959	Aeon Co., Ltd.⁽¹⁾		4,729,042
	134,182	Alfresa Holdings Corp.		3,818,704
	143,241	ANA Holdings, Inc.		5,252,882
	165,488	Aozora Bank Ltd.⁽¹⁾		4,090,664
	136,794	Asahi Kasei Corp.		1,411,381
	371,265	Astellas Pharma, Inc.		5,563,021
	128,000	Azbil Corp.		2,994,010
	116,259	Bandai Namco Holdings, Inc.		5,451,364
	45,987	Benesse Holdings, Inc.⁽¹⁾		1,194,495
	214,297	Bic Camera, Inc.⁽¹⁾		2,251,682
	265,093	Bridgestone Corp.		10,217,163
	155,297	Canon Marketing Japan, Inc.		3,054,448

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


		12

Hartford Multifactor Developed Markets (ex-US) ETF

Schedule of Investments – (continued)

March 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.4% - (continued)
		Japan - 21.3% - (continued)
	245,203	Canon, Inc.	$	7,117,832
	1,019,064	Citizen Watch Co., Ltd.⁽¹⁾		5,680,648
	205,200	Dai Nippon Printing Co., Ltd.⁽¹⁾		4,907,299
	82,737	Dai-ichi Life Holdings, Inc.		1,149,654
	77,000	Daicel Corp.⁽¹⁾		836,193
	16,000	Daiichikosho Co., Ltd.		818,178
	1,167,117	Daiwa Securities Group, Inc.		5,683,481
	62,000	FamilyMart UNY Holdings Co., Ltd.⁽¹⁾		1,580,178
	227,220	FUJIFILM Holdings Corp.		10,334,060
	51,348	Fujitsu Ltd.		3,704,794
	200,100	Hakuhodo DY Holdings, Inc.		3,214,327
	259,300	Haseko Corp.⁽¹⁾		3,261,016
	118,900	Heiwa Corp.⁽¹⁾		2,376,174
	11,693	Hikari Tsushin, Inc.		2,215,316
	25,200	HIS Co., Ltd.⁽¹⁾		926,630
	75,773	Hitachi Ltd.		2,454,228
	265,500	Hitachi Metals Ltd.⁽¹⁾		3,084,727
	43,334	Hitachi Transport System Ltd.		1,286,102
	244,700	Honda Motor Co., Ltd.		6,621,281
	61,021	Hoya Corp.		4,029,475
	286,100	Iida Group Holdings Co., Ltd.⁽¹⁾		5,182,550
	212,971	ITOCHU Corp.⁽¹⁾		3,853,046
	340,093	Japan Airlines Co., Ltd.		11,980,147
	148,500	Japan Post Bank Co., Ltd.⁽¹⁾		1,622,049
	352,681	Japan Post Holdings Co., Ltd.		4,129,508
	116,919	Japan Post Insurance Co., Ltd.⁽¹⁾		2,529,891
	1,099,838	JXTG Holdings, Inc.		5,032,913
	484,948	K’s Holdings Corp.⁽¹⁾		4,302,470
	134,400	Kajima Corp.		1,984,095
	103,249	Kaken Pharmaceutical Co., Ltd.⁽¹⁾		4,692,076
	6,376	Kaneka Corp.		238,772
	81,300	Kansai Electric Power Co., Inc.		1,198,732
	253,900	Kansai Mirai Financial Group, Inc.⁽¹⁾		1,805,297
	212,751	KDDI Corp.		4,584,281
	239,700	Kinden Corp.		3,971,720
	984,688	Konica Minolta, Inc.⁽¹⁾		9,688,081
	69,593	Kuraray Co., Ltd.		885,278
	376,000	Kyushu Railway Co.⁽¹⁾		12,365,180
	87,522	Lawson, Inc.		4,855,085
	76,200	Marubeni Corp.		526,657
	41,900	Maruichi Steel Tube Ltd.		1,220,829
	196,300	Mazda Motor Corp.⁽¹⁾		2,196,481
	996,300	Mebuki Financial Group, Inc.⁽¹⁾		2,547,345
	229,350	Medipal Holdings Corp.		5,449,614
	2,216	MEIJI Holdings Co., Ltd.		179,987
	55,900	Mitsubishi Chemical Holdings Corp.		393,626
	126,900	Mitsubishi Corp.		3,524,331
	91,500	Mitsubishi Heavy Industries Ltd.		3,801,030
	81,027	Mitsubishi Tanabe Pharma Corp.		1,082,703
	53,600	Mitsui & Co., Ltd.		832,196
	97,860	Mixi, Inc.		2,261,606
	105,517	NEC Corp.		3,570,142
	30,569	NH Foods Ltd.⁽¹⁾		1,100,578
	228,675	Nihon Kohden Corp.		6,797,134
	129,881	Nippo Corp.		2,421,958
	137,968	Nippon Kayaku Co., Ltd.⁽¹⁾		1,630,412
	165,753	Nippon Telegraph & Telephone Corp.		7,042,836
	365,170	Nissan Motor Co., Ltd.⁽¹⁾		2,996,317
	150,060	NTT Data Corp.		1,655,358
	232,824	NTT DOCOMO, Inc.		5,156,688
	185,800	Obayashi Corp.		1,870,002
	130,400	ORIX Corp.		1,872,619
	217,651	Osaka Gas Co., Ltd.		4,294,618
	40,804	Otsuka Holdings Co., Ltd.		1,603,258
	169,900	Panasonic Corp.		1,464,684


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.4% - (continued)
		Japan - 21.3% - (continued)
	356,266	Resona Holdings, Inc.	$	1,544,029
	142,969	Ricoh Co., Ltd.⁽¹⁾		1,494,467
	38,228	Rohto Pharmaceutical Co., Ltd.		981,560
	142,700	Sankyo Co., Ltd.		5,440,611
	100,368	Sawai Pharmaceutical Co., Ltd.⁽¹⁾		5,812,521
	43,700	Secom Co., Ltd.		3,743,627
	71,108	Sega Sammy Holdings, Inc.⁽¹⁾		839,021
	62,365	Sekisui Chemical Co., Ltd.		1,002,370
	426,848	Sekisui House Ltd.		7,064,964
	129,289	Seven & I Holdings Co., Ltd.		4,877,905
	230,600	SG Holdings Co., Ltd.		6,718,932
	37,140	Shimamura Co., Ltd.⁽¹⁾		3,144,074
	462,658	Skylark Holding Co., Ltd.⁽¹⁾		7,670,212
	777,400	Sojitz Corp.		2,739,179
	315,900	Sony Financial Holdings, Inc.		5,959,247
	161,493	Subaru Corp.⁽¹⁾		3,680,409
	15,617	Sugi Holdings Co., Ltd.		687,834
	152,101	Sumitomo Dainippon Pharma Co., Ltd.		3,761,128
	391,700	Sumitomo Electric Industries Ltd.		5,196,833
	316,629	Sumitomo Forestry Co., Ltd.⁽¹⁾		4,396,791
	16,600	Sumitomo Mitsui Trust Holdings, Inc.		596,301
	46,100	Sumitomo Rubber Industries Ltd.		553,108
	16,107	Suntory Beverage & Food Ltd.		756,710
	90,982	Suzuken Co., Ltd.		5,268,958
	10,100	Suzuki Motor Corp.		446,942
	34,700	Taisei Corp.⁽¹⁾		1,611,402
	13,300	Taisho Pharmaceutical Holdings Co., Ltd.⁽¹⁾		1,267,697
	206,200	Taiyo Nippon Sanso Corp.⁽¹⁾		3,140,924
	15,300	Teijin Ltd.		252,408
	8,800	Terumo Corp.		268,727
	17,111	Toho Gas Co., Ltd.⁽¹⁾		768,322
	170,400	Tokio Marine Holdings, Inc.		8,254,820
	149,700	Tokyo Electric Power Co. Holdings, Inc.*		946,741
	230,196	Tokyo Gas Co., Ltd.		6,225,701
	37,919	Toyo Suisan Kaisha Ltd.		1,443,995
	176,400	Toyota Boshoku Corp.⁽¹⁾		2,669,467
	36,400	Toyota Motor Corp.		2,133,322
	41,600	TS Tech Co., Ltd.		1,197,055
	148,947	Tsumura & Co.⁽¹⁾		4,528,226
	130,389	TV Asahi Holdings Corp.		2,287,712
	40,149	West Japan Railway Co.		3,024,823
	269,857	Yamada Denki Co., Ltd.⁽¹⁾		1,331,182
	118,280	Yamazaki Baking Co., Ltd.		1,919,238
	170,653	Zensho Holdings Co., Ltd.⁽¹⁾		3,953,149

				408,040,380

		Luxembourg - 0.4%
	208,478	Grand City Properties S.A.		5,032,924
	883,201	L’Occitane International S.A.		1,638,152
	6,263	SES S.A.		97,504

				6,768,580

		Netherlands - 3.6%
	173,343	Aegon N.V.		833,830
	294,464	ASR Nederland N.V.		12,266,702
	73,490	GrandVision N.V.⁽²⁾		1,592,602
	468,265	Koninklijke Ahold Delhaize N.V.		12,474,399
	55,781	Koninklijke DSM N.V.		6,085,489
	223,721	NN Group N.V.		9,302,125
	60,056	Randstad N.V.⁽¹⁾		2,931,350
	375,204	Royal Dutch Shell plc Class A		11,799,836
	326,874	Signify N.V.⁽²⁾		8,753,676
	54,583	Wolters Kluwer N.V.		3,720,213

				69,760,222

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


		13

Hartford Multifactor Developed Markets (ex-US) ETF

Schedule of Investments – (continued)

March 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.4% - (continued)
		New Zealand - 0.8%
	737,650	Air New Zealand Ltd.	$	1,275,301
	283,065	Contact Energy Ltd.		1,339,769
	525,012	Fisher & Paykel Healthcare Corp. Ltd.		5,621,512
	153,805	Meridian Energy Ltd.		438,985
	849,245	Spark New Zealand Ltd.*⁽¹⁾		2,189,838
	994,412	Z Energy Ltd.⁽¹⁾		4,245,462

				15,110,867

		Norway - 1.1%
	168,481	Austevoll Seafood ASA		1,995,571
	107,595	Entra ASA⁽²⁾		1,626,744
	245,640	Equinor ASA		5,386,817
	77,547	Leroy Seafood Group ASA		563,350
	117,668	Marine Harvest ASA*		2,630,300
	145,972	Orkla ASA		1,122,131
	96,565	SpareBank 1 SR-Bank ASA		1,114,608
	301,919	Telenor ASA		6,054,788

				20,494,309

		Portugal - 0.4%
	487,420	Galp Energia SGPS S.A.		7,815,437

		Russia - 0.1%
	191,142	Polymetal International plc		2,152,941
	17,728	X5 Retail Group N.V. GDR		441,782

				2,594,723

		Singapore - 2.9%
	3,930,098	ComfortDelGro Corp. Ltd.		7,456,886
	243,604	DBS Group Holdings Ltd.		4,537,563
	111,600	Jardine Cycle & Carriage Ltd.		2,676,917
	765,200	Mapletree Commercial Trust REIT		1,067,721
	872,533	Mapletree Industrial Trust REIT		1,352,764
	4,613,134	Mapletree North Asia Commercial Trust REIT		4,495,634
	2,277,400	NetLink NBN Trust UNIT		1,395,528
	823,659	Oversea-Chinese Banking Corp. Ltd.		6,719,403
	634,411	SATS Ltd.		2,393,385
	1,363,488	Singapore Airlines Ltd.		9,724,101
	714,700	Singapore Technologies Engineering Ltd.		1,973,406
	641,500	Singapore Telecommunications Ltd.		1,430,291
	2,446,037	StarHub Ltd.		2,690,731
	68,853	United Overseas Bank Ltd.		1,280,478
	416,000	Venture Corp. Ltd.		5,509,812

				54,704,620

		Spain - 2.3%
	23,776	Acciona S.A.⁽¹⁾		2,651,000
	19,957	ACS Actividades de Construccion y Servicios S.A.		877,525
	144,122	Bolsas y Mercados Espanoles SHMSF S.A.		4,032,738
	206,081	Cia de Distribucion Integral Logista Holdings S.A.		4,859,359
	125,090	Ebro Foods S.A.⁽¹⁾		2,677,116
	119,552	Enagas S.A.		3,482,158
	337,084	Endesa S.A.		8,606,970
	503,244	Gestamp Automocion S.A.⁽¹⁾⁽²⁾		2,907,272
	273,915	Merlin Properties Socimi S.A. REIT		3,587,751
	1,175,374	Prosegur Cash S.A.⁽¹⁾⁽²⁾		2,597,305
	46,008	Red Electrica Corp. S.A.		981,541
	171,463	Repsol S.A.		2,937,965
	327,729	Telefonica S.A.		2,748,521
	27,840	Viscofan S.A.⁽¹⁾		1,742,753

				44,689,974

		Sweden - 2.1%
	285,814	Axfood AB⁽¹⁾		5,330,913
	166,540	BillerudKorsnas AB⁽¹⁾		2,214,776
	196,341	Castellum AB		3,817,677
	75,885	Essity AB Class B		2,193,435
	142,826	Hennes & Mauritz AB Class B⁽¹⁾		2,386,772


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.4% - (continued)
		Sweden - 2.1% - (continued)
	113,970	ICA Gruppen AB⁽¹⁾	$	4,583,227
	24,100	Investor AB Class B		1,087,908
	68,684	Loomis AB Class B		2,369,614
	417,388	Peab AB		3,615,746
	139,344	Securitas AB Class B		2,257,225
	53,052	Skandinaviska Enskilda Banken AB Class A⁽¹⁾		460,322
	80,681	Svenska Handelsbanken AB Class A⁽¹⁾		853,321
	470,610	Swedbank AB Class A⁽¹⁾		6,664,434
	322,673	Telia Co., AB		1,459,374

				39,294,744

		Switzerland - 6.6%
	21,902	Adecco Group AG		1,168,224
	71,440	Baloise Holding AG		11,800,261
	3,909	Banque Cantonale Vaudoise		3,132,224
	36,604	BKW AG		2,495,644
	12	Chocoladefabriken Lindt & Spruengli AG		938,648
	41,421	Ferguson plc		2,636,073
	1,566	Givaudan S.A.		4,000,305
	16,779	Helvetia Holding AG		10,243,631
	23,617	Julius Baer Group Ltd.*		954,023
	54,185	Kuehne + Nagel International AG		7,432,143
	47,934	Nestle S.A.		4,567,664
	72,714	Novartis AG		6,993,219
	66,866	Pargesa Holding S.A.		5,237,020
	30,549	PSP Swiss Property AG		3,319,010
	38,072	Roche Holding AG		10,488,054
	1,033	SGS S.A.		2,570,312
	23,346	Sika AG		3,260,798
	12,771	Sonova Holding AG		2,526,245
	133,274	Sunrise Communications Group AG*⁽¹⁾⁽²⁾		9,809,202
	32,904	Swiss Life Holding AG*		14,487,804
	61,004	Swiss Re AG		5,958,901
	37,637	Zurich Insurance Group AG		12,456,226

				126,475,631

		United Kingdom - 10.2%
	47,330	Ashtead Group plc		1,142,499
	104,060	AstraZeneca plc		8,318,780
	2,233,884	Avast plc*⁽²⁾		8,246,476
	22,502	Bellway plc		892,832
	29,626	Berkeley Group Holdings plc		1,424,108
	1,432,456	BP plc		10,424,751
	370,293	Britvic plc		4,595,912
	3,471,928	BT Group plc		10,086,475
	34,550	Burberry Group plc		879,924
	5,662,711	Centrica plc		8,426,587
	69,251	Close Brothers Group plc		1,312,956
	51,115	Coca-Cola European Partners plc*		2,634,406
	360,549	Compass Group plc		8,477,785
	8,036	Croda International plc		527,545
	59,029	Diageo plc		2,413,680
	1,815,104	Direct Line Insurance Group plc		8,349,057
	301,503	GlaxoSmithKline plc		6,273,406
	153,166	Hiscox Ltd.		3,113,495
	552,425	HSBC Holdings plc		4,486,748
	405,469	Inchcape plc		3,016,859
	693,260	International Consolidated Airlines Group S.A.		4,625,166
	1,592,628	Kingfisher plc		4,872,745
	602,469	Legal & General Group plc		2,161,236
	33,442	Linde plc		5,883,451
	28,023	Marks & Spencer Group plc⁽¹⁾		101,841
	188,814	Mondi plc		4,177,660
	521,810	National Grid plc		5,784,970
	1,166,552	Pearson plc		12,710,876
	72,741	Pennon Group plc		704,823

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


		14

Hartford Multifactor Developed Markets (ex-US) ETF

Schedule of Investments – (continued)

March 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.4% - (continued)
		United Kingdom - 10.2% - (continued)
	145,369	Redrow plc	$	1,138,433
	368,108	RELX plc		7,873,673
	1,517,026	Rentokil Initial plc		6,983,898
	94,160	Rio Tinto plc		5,473,434
	1,001,143	Royal Mail plc		3,108,719
	551,413	Smith & Nephew plc		10,943,044
	132,315	Spectris plc		4,327,569
	48,024	SSP Group plc		433,225
	552,494	Tate & Lyle plc		5,225,234
	51,781	Unilever N.V.		3,010,608
	129,245	Unilever plc		7,401,741
	142,193	WH Smith plc		3,931,740

				195,918,367

		United States - 0.2%
	40,926	Waste Connections, Inc.		3,626,192


		Total Common Stocks (cost $1,847,994,762)	$	1,901,167,763


SHORT-TERM INVESTMENTS - 2.6%
		Securities Lending Collateral - 2.6%
	49,584,827	State Street Navigator Securities Lending Government Money Market Portfolio, 2.43%⁽³⁾	$	49,584,827

		U.S. Treasury Bill - 0.0%
$	510,000	U.S. Treasury Bill 2.38%, 06/06/2019⁽⁴⁾⁽⁵⁾		507,793


		Total Short-Term Investments (cost $50,092,599)	$	50,092,620



Total Investments (cost $1,898,087,361)	102.0	%	$	1,951,260,383
Other Assets and Liabilities	(2.0	)%		(37,872,359	)

Total Net Assets	100.0	%	$	1,913,388,024

Note:

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

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

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

*	Non-income producing.

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

⁽²⁾

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 March 31, 2019, the aggregate value of these securities was $88,403,300, representing 4.6% of net assets.

⁽³⁾	Current yield as of period end.

⁽⁴⁾	The rate shown represents current yield to maturity.

⁽⁵⁾	This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.


Futures Contracts Outstanding at March 31, 2019
Description	Number of Contracts		Expiration Date		Current Notional Amount		Value and Unrealized Appreciation/ (Depreciation)
Long position contracts:
MSCI EAFE Index Future		99		06/21/2019	$	9,238,680	$	115,791

Total futures contracts							$	115,791

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


GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Index Abbreviations:
MSCI		Morgan Stanley Capital International



Other Abbreviations:
GDR		Global Depositary Receipt
REIT		Real Estate Investment Trust

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


		15

Hartford Multifactor Developed Markets (ex-US) ETF

Schedule of Investments – (continued)

March 31, 2019 (Unaudited)

Fair Valuation Summary

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


Description	Total		Level 1		Level 2		Level 3⁽¹⁾
Assets
Common Stocks
Australia	$	159,079,231	$	159,079,231	$	—	$	—
Austria		7,070,253		7,070,253		—		—
Belgium		31,689,181		31,689,181		—		—
Canada		209,849,135		209,763,709		85,426		—
China		1,959,974		1,959,974		—		—
Denmark		35,355,978		35,355,978		—		—
Finland		16,158,819		16,158,819		—		—
France		124,830,324		124,830,324		—		—
Germany		121,794,578		121,794,578		—		—
Hong Kong		92,730,754		92,730,754		—		—
Ireland		13,384,913		13,384,913		—		—
Israel		43,886,405		43,886,405		—		—
Italy		48,084,172		48,084,172		—		—
Japan		408,040,380		408,040,380		—		—
Luxembourg		6,768,580		6,768,580		—		—
Netherlands		69,760,222		69,760,222		—		—
New Zealand		15,110,867		15,110,867		—		—
Norway		20,494,309		20,494,309		—		—
Portugal		7,815,437		7,815,437		—		—
Russia		2,594,723		2,594,723		—		—
Singapore		54,704,620		54,704,620		—		—
Spain		44,689,974		44,689,974		—		—
Sweden		39,294,744		39,294,744		—		—
Switzerland		126,475,631		126,475,631		—		—
United Kingdom		195,918,367		195,918,367		—		—
United States		3,626,192		3,626,192		—		—
Short-Term Investments		50,092,620		49,584,827		507,793		—
Futures Contracts⁽²⁾		115,791		115,791		—		—

Total	$	1,951,376,174	$	1,950,782,955	$	593,219	$	—

⁽¹⁾	For the six-month period ended March 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.


		16

Hartford Multifactor Emerging Markets ETF

Schedule of Investments

March 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 94.7%
		Brazil - 1.7%
	44,736	Banco do Brasil S.A.*	$	560,048
	15,931	BB Seguridade Participacoes S.A.		108,562
	20,240	CCR S.A.		61,057
	27,193	Cielo S.A.		66,311
	36,109	Kroton Educacional S.A.		98,352
	9,430	Lojas Renner S.A.*		106,132
	10,054	Ultrapar Participacoes S.A.		121,422
	19,812	Vale S.A.		259,276

				1,381,160

		Chile - 5.1%
	828,425	Aguas Andinas S.A. Class A		471,020
	1,142,035	Banco de Chile		168,148
	6,882	Banco de Credito e Inversiones S.A.		439,979
	1,810,758	Banco Santander Chile		136,218
	204,777	Cencosud S.A.		354,529
	23,424	Cia Cervecerias Unidas S.A.		335,352
	920,552	Colbun S.A.		208,062
	18,444	Empresa Nacional de Telecomunicaciones S.A.		192,063
	13,803	Empresas COPEC S.A.		175,255
	3,797,363	Enel Americas S.A.		675,124
	4,781,258	Enel Chile S.A.		500,979
	12,293	Latam Airlines Group S.A.		130,703
	40,900	Plaza S.A.		97,370
	41,670	SACI Falabella		309,857

				4,194,659

		China - 6.7%
	42,500	Anhui Conch Cement Co., Ltd. Class H		259,604
	2,166	Autohome, Inc. ADR*⁽¹⁾		227,690
	451	Baidu, Inc. ADR*		74,347
	444,000	Bank of Communications Co., Ltd. Class H		363,686
	136,000	China Construction Bank Corp. Class H		116,597
	460,000	China Everbright Bank Co., Ltd. Class H		217,403
	8,000	China Mengniu Dairy Co., Ltd.*		29,758
	25,000	China Merchants Bank Co., Ltd. Class H		121,498
	166,500	China Railway Construction Corp. Ltd. Class H		218,042
	152,000	China Railway Group Ltd. Class H		138,640
	1,390,000	China Telecom Corp. Ltd. Class H		772,030
	21,800	China Vanke Co., Ltd. Class H		91,644
	148,000	CNOOC Ltd.		277,148
	57,000	Country Garden Holdings Co., Ltd.		89,022
	31,000	CRRC Corp., Ltd. Class H		29,223
	96,000	CSPC Pharmaceutical Group Ltd.		178,549
	50,000	Geely Automobile Holdings Ltd.		95,542
	9,000	Huatai Securities Co., Ltd. Class H⁽²⁾		18,000
	410,000	Lenovo Group Ltd.		368,741
	3,992	Momo, Inc. ADR*		152,654
	366,000	PICC Property & Casualty Co., Ltd. Class H		415,891
	49,500	Ping An Insurance Group Co. of China Ltd. Class H		554,277
	113,200	Sinopharm Group Co., Ltd. Class H		471,550
	4,739	Yum China Holdings, Inc.		212,829

				5,494,365

		Colombia - 1.9%
	28,870	Grupo Argos S.A.		164,040
	19,826	Grupo de Inversiones Suramericana S.A.		228,043
	344,600	Grupo Energia Bogota S.A. ESP*		224,470
	36,583	Grupo Nutresa S.A.		296,065
	118,400	Interconexion Electrica S.A. ESP		593,212

				1,505,830

		Hong Kong - 1.3%
	48,000	China Mobile Ltd.		489,175
	38,000	China Overseas Land & Investment Ltd.		144,256
	50,100	China Resources Land Ltd.		224,653


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 94.7% - (continued)
		Hong Kong - 1.3% - (continued)
	248,500	Sino Biopharmaceutical Ltd.	$	226,659

				1,084,743

		India - 6.9%
	11,996	Axis Bank Ltd. GDR*		670,577
	20,984	Dr. Reddy’s Laboratories Ltd. ADR		849,852
	6,306	HDFC Bank Ltd. ADR		730,928
	63,326	ICICI Bank Ltd. ADR		725,716
	74,625	Infosys Ltd. ADR		815,651
	15,109	Reliance Industries Ltd. GDR⁽²⁾		605,871
	14,627	State Bank of India GDR*		676,499
	47,052	Tata Motors Ltd. ADR*⁽¹⁾		590,973

				5,666,067

		Indonesia - 7.9%
	1,577,600	Adaro Energy Tbk PT		149,008
	611,600	Astra International Tbk PT		314,604
	94,100	Bank Central Asia Tbk PT		183,376
	269,700	Bank Danamon Indonesia Tbk PT		176,138
	1,061,700	Bank Mandiri Persero Tbk PT		555,454
	1,067,000	Bank Negara Indonesia Persero Tbk PT		704,340
	1,635,400	Bank Permata Tbk PT*		113,697
	1,805,000	Bank Rakyat Indonesia Persero Tbk PT		522,233
	1,493,600	Barito Pacific Tbk PT		376,546
	4,140,200	Bumi Serpong Damai Tbk PT*		408,496
	347,400	Charoen Pokphand Indonesia Tbk PT		156,135
	19,800	Gudang Garam Tbk PT		115,685
	176,900	Indah Kiat Pulp & Paper Corp. Tbk PT		106,836
	172,300	Indo Tambangraya Megah Tbk PT		289,486
	54,500	Indocement Tunggal Prakarsa Tbk PT		83,817
	953,800	Indofood Sukses Makmur Tbk PT		427,000
	1,412,100	Kalbe Farma Tbk PT		150,730
	965,600	Matahari Department Store Tbk PT		277,339
	2,329,100	Perusahaan Gas Negara Persero Tbk PT		384,367
	111,500	Semen Indonesia Persero Tbk PT		109,229
	454,800	Surya Citra Media Tbk PT		52,858
	2,075,500	Telekomunikasi Indonesia Persero Tbk PT		575,718
	121,000	United Tractors Tbk PT		229,849

				6,462,941

		Malaysia - 8.6%
	389,600	AirAsia Group Bhd		253,848
	306,700	AMMB Holdings Bhd		342,573
	417,400	Astro Malaysia Holdings Bhd		156,429
	227,200	Axiata Group Bhd		230,957
	34,400	British American Tobacco Malaysia Bhd		304,523
	338,600	CIMB Group Holdings Bhd		427,138
	265,100	DiGi.Com Bhd		295,458
	27,900	Fraser & Neave Holdings Bhd		238,098
	5,300	Genting Bhd		8,620
	27,800	Genting Malaysia Bhd		21,791
	94,700	Hartalega Holdings Bhd		107,400
	44,688	Hong Leong Bank Bhd		222,209
	381,600	Inari Amertron Bhd		146,751
	129,700	IOI Corp. Bhd		141,693
	15,800	Kuala Lumpur Kepong Bhd		95,980
	310,600	Malayan Banking Bhd		705,269
	24,100	Malaysia Airports Holdings Bhd		42,740
	152,000	Maxis Bhd		199,564
	88,400	MISC Bhd		144,861
	6,000	Nestle Malaysia Bhd		215,750
	214,100	Petronas Chemicals Group Bhd		480,381
	49,000	Petronas Gas Bhd		211,483
	92,300	Public Bank Bhd		523,617
	228,800	RHB Bank Bhd		319,451
	448,600	SP Setia Group Bhd		249,436

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


		17

Hartford Multifactor Emerging Markets ETF

Schedule of Investments – (continued)

March 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 94.7% - (continued)
		Malaysia - 8.6% - (continued)
	213,700	Telekom Malaysia Bhd	$	167,505
	161,300	Tenaga Nasional Bhd		500,198
	246,800	Top Glove Corp. Bhd		279,294

				7,033,017

		Mexico - 4.0%
	176,465	Alfa S.A.B. de C.V. Class A		187,222
	763,178	America Movil S.A.B. de C.V. Class L		545,703
	11,303	Becle S.A.B. de C.V.		17,359
	59,844	Coca-Cola Femsa S.A.B. de C.V. Class L		395,700
	17,961	El Puerto de Liverpool S.A.B. de C.V. Class C1		113,447
	28,676	Fomento Economico Mexicano S.A.B. de C.V.		264,504
	74,134	Grupo Bimbo S.A.B. de C.V. Class A		154,746
	1,253	Grupo Elektra S.A.B. de C.V.⁽¹⁾		67,846
	56,594	Grupo Financiero Banorte S.A.B. de C.V. Class O		307,660
	76,231	Grupo Financiero Inbursa S.A.B. de C.V.		105,558
	56,095	Grupo Mexico S.A.B. de C.V. Class B		153,674
	137,248	Kimberly-Clark de Mexico S.A.B. de C.V. Class A*⁽¹⁾		232,502
	50,295	Mexichem S.A.B. de C.V.		120,309
	219,869	Wal-Mart de Mexico S.A.B. de C.V.		588,169

				3,254,399

		Philippines - 6.7%
	232,710	Aboitiz Equity Ventures, Inc.		261,250
	13,865	Ayala Corp.		248,202
	200,800	Ayala Land, Inc.		171,699
	193,890	BDO Unibank, Inc.		494,048
	14,547	GT Capital Holdings, Inc.		258,056
	173,680	JG Summit Holdings, Inc.		210,030
	57,170	Jollibee Foods Corp.		345,132
	4,537,300	Metro Pacific Investments Corp.		419,080
	404,150	Metropolitan Bank & Trust Co.		614,961
	18,175	PLDT, Inc.		398,043
	392,460	Puregold Price Club, Inc.		359,500
	286,840	Robinsons Retail Holdings, Inc.		431,544
	178,410	San Miguel Corp.		591,189
	171,550	San Miguel Food and Beverage, Inc.		352,836
	55,500	SM Prime Holdings, Inc.		42,172
	98,720	Universal Robina Corp.		285,764

				5,483,506

		Poland - 4.5%
	9,325	Alior Bank S.A.*		145,329
	38,353	Asseco Poland S.A.		519,196
	152,677	Bank Millennium S.A.*		356,021
	9,796	Bank Polska Kasa Opieki S.A.		281,065
	872	CD Projekt S.A.*		45,490
	5,991	Cyfrowy Polsat S.A.*		40,129
	25,236	Grupa Lotos S.A.		548,974
	19	LPP S.A.		41,257
	359	mBank S.A.		39,816
	81,546	Orange Polska S.A.*		109,115
	107,962	PGE Polska Grupa Energetyczna S.A.*		279,912
	17,996	Polski Koncern Naftowy ORLEN S.A.		458,320
	97,157	Polskie Gornictwo Naftowe i Gazownictwo S.A.		158,514
	21,022	Powszechna Kasa Oszczednosci Bank Polski S.A.		211,544
	33,981	Powszechny Zaklad Ubezpieczen S.A.		358,968
	879	Santander Bank Polska S.A.		87,353

				3,681,003

		Russia - 3.0%
	69,090	Gazprom PJSC ADR		311,872
	6,915	LUKOIL PJSC ADR		619,584
	18,405	MMC Norilsk Nickel PJSC ADR		388,714
	886	Novatek PJSC GDR		151,860
	25,133	Sberbank of Russia PJSC ADR		333,263


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 94.7% - (continued)
		Russia - 3.0% - (continued)
	62,084	Surgutneftegas PJSC ADR	$	230,332
	5,925	Tatneft PJSC ADR		410,010

				2,445,635

		South Africa - 5.1%
	49,835	Absa Group Ltd.⁽¹⁾		525,607
	9,797	AngloGold Ashanti Ltd.⁽¹⁾		130,156
	3,058	Aspen Pharmacare Holdings Ltd.		19,716
	28,386	Bidvest Group Ltd.		380,875
	59,107	FirstRand Ltd.		258,048
	11,300	Mr. Price Group Ltd.		148,501
	49,093	MTN Group Ltd.⁽¹⁾		301,681
	26,174	Nedbank Group Ltd.⁽¹⁾		455,991
	12,818	Pepkor Holdings Ltd.⁽²⁾		15,643
	275,693	Redefine Properties Ltd. REIT		185,436
	21,232	RMB Holdings Ltd.		111,863
	47,389	Sanlam Ltd.		242,379
	48,639	Sappi Ltd.		224,793
	8,383	Sasol Ltd.		261,583
	10,555	Shoprite Holdings Ltd.		116,088
	29,849	Standard Bank Group Ltd.		383,388
	3,927	Tiger Brands Ltd.		72,161
	25,812	Vodacom Group Ltd.		199,444
	41,001	Woolworths Holdings Ltd.		132,147

				4,165,500

		South Korea - 8.3%
	1,324	BNK Financial Group, Inc.		7,792
	1,791	CJ Corp.		196,441
	2,240	Coway Co., Ltd.		186,486
	1,683	Daelim Industrial Co., Ltd.		142,931
	3,656	DB Insurance Co., Ltd.		221,273
	135	E-Mart, Inc.		20,456
	5,008	Hana Financial Group, Inc.		160,595
	3,149	Hankook Tire Co., Ltd.		103,894
	4,328	Hyundai Engineering & Construction Co., Ltd.		203,608
	1,187	Hyundai Glovis Co., Ltd.		134,375
	586	Hyundai Mobis Co., Ltd.		107,639
	883	Hyundai Motor Co.		92,960
	12,474	Industrial Bank of Korea		154,400
	1,060	Kangwon Land, Inc.		29,883
	808	KB Financial Group, Inc.		29,790
	12,759	Kia Motors Corp.		397,349
	3,033	Korea Electric Power Corp.*		79,893
	191	Korea Zinc Co., Ltd.		78,244
	2,443	KT&G Corp.		222,756
	548	LG Chem Ltd.		176,696
	2,478	LG Corp.		169,188
	10,465	LG Display Co., Ltd.*		179,779
	5,064	LG Electronics, Inc.		335,042
	39	LG Household & Health Care Ltd.		48,686
	42,428	LG Uplus Corp.		577,493
	865	Lotte Chemical Corp.		221,375
	176	NCSoft Corp.		76,906
	772	POSCO		172,070
	279	S-Oil Corp.		22,023
	12,283	Samsung Electronics Co., Ltd.		483,161
	692	Samsung Fire & Marine Insurance Co., Ltd.		183,501
	1,416	SK Holdings Co., Ltd.		337,440
	6,155	SK Hynix, Inc.		402,344
	1,577	SK Innovation Co., Ltd.		249,380
	1,549	SK Telecom Co., Ltd.		343,206
	14,791	Woori Financial Group, Inc.		179,170

				6,728,225

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


		18

Hartford Multifactor Emerging Markets ETF

Schedule of Investments – (continued)

March 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 94.7% - (continued)
		Taiwan - 9.4%
	39,000	ASE Technology Holding, Co., Ltd.	$	85,414
	30,000	Asustek Computer, Inc.		217,063
	668,000	AU Optronics Corp.		245,999
	11,000	Catcher Technology Co., Ltd.		84,587
	364,764	Chang Hwa Commercial Bank Ltd.		218,358
	79,431	Chicony Electronics Co., Ltd.		184,786
	163,000	China Development Financial Holding Corp.		54,473
	292,794	China Life Insurance Co., Ltd.		248,424
	43,000	Chunghwa Telecom Co., Ltd.		152,772
	234,000	Compal Electronics, Inc.		145,394
	293,628	CTBC Financial Holding Co., Ltd.		194,828
	13,105	Delta Electronics, Inc.		67,607
	120,508	E.Sun Financial Holding Co., Ltd.		92,862
	59,540	Far Eastern New Century Corp.		58,824
	81,000	Far EasTone Telecommunications Co., Ltd.		195,269
	409,271	First Financial Holding Co., Ltd.		280,191
	45,301	Foxconn Technology Co., Ltd.		90,395
	69,000	Fubon Financial Holding Co., Ltd.		102,983
	95,224	Hon Hai Precision Industry Co., Ltd.		227,088
	234,677	Hua Nan Financial Holdings Co., Ltd.		147,718
	382,000	Innolux Corp.		123,943
	268,000	Inventec Corp.		203,910
	90,245	Lite-On Technology Corp.		131,325
	14,000	MediaTek, Inc.		128,324
	244,273	Mega Financial Holding Co., Ltd.		222,315
	8,000	Nan Ya Plastics Corp.		20,480
	36,000	Novatek Microelectronics Corp.		231,275
	90,000	Pegatron Corp.		155,643
	239,000	Pou Chen Corp.		291,184
	45,000	President Chain Store Corp.		443,130
	38,000	Quanta Computer, Inc.		71,264
	167,000	Radiant Opto-Electronics Corp.		534,261
	16,000	Realtek Semiconductor Corp.		94,483
	130,803	Shanghai Commercial & Savings Bank Ltd.		206,684
	1,066,319	Shin Kong Financial Holding Co., Ltd.		314,147
	149,832	SinoPac Financial Holdings Co., Ltd.		55,420
	50,600	Synnex Technology International Corp.		60,745
	107,125	Taiwan Cooperative Financial Holding Co., Ltd.		67,778
	35,000	Taiwan Mobile Co., Ltd.		126,620
	14,000	Taiwan Semiconductor Manufacturing Co., Ltd.		111,517
	61,000	Teco Electric and Machinery Co., Ltd.		41,563
	171,800	Uni-President Enterprises Corp.		416,951
	276,000	United Microelectronics Corp.		104,327
	23,000	Vanguard International Semiconductor Corp.		49,626
	110,686	Wistron Corp.		85,114
	72,600	WPG Holdings Ltd.*		94,694
	285,757	Yuanta Financial Holding Co., Ltd.		162,718

				7,644,476

		Thailand - 9.1%
	72,338	Advanced Info Service plc NVDR		419,417
	27,400	AEON Thana Sinsap Thailand PCL NVDR		157,571
	265,300	Bangkok Dusit Medical Services plc NVDR		207,324
	239,800	Bangkok Life Assurance plc NVDR		207,799
	91,067	Banpu plc NVDR		46,488
	34,300	Bumrungrad Hospital plc NVDR		194,008
	35,100	Central Plaza Hotel PCL NVDR		48,389
	251,000	Charoen Pokphand Foods plc NVDR		201,686
	70,400	CP ALL plc NVDR		165,823
	127,200	Delta Electronics Thailand plc NVDR		284,582
	121,300	Glow Energy plc NVDR		347,827
	377,000	Home Product Center PCL NVDR		181,758
	149,200	Indorama Ventures plc NVDR		233,896
	1,099,200	IRPC plc NVDR		199,162
	91,800	Kasikornbank plc NVDR		542,382
	93,000	Osotspa PCL NVDR		80,589


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 94.7% - (continued)
		Thailand - 9.1% - (continued)
	77,000	PTT Exploration & Production plc NVDR	$	304,506
	204,900	PTT Global Chemical plc NVDR		434,206
	397,300	PTT plc NVDR		600,926
	147,600	Ratchaburi Electricity Generating Holding plc NVDR		272,084
	18,500	Siam Cement plc NVDR		280,983
	116,200	Siam Commercial Bank plc NVDR		483,328
	903,500	Star Petroleum Refining PCL		310,325
	80,500	Thai Beverage plc		50,220
	130,900	Thai Oil plc NVDR		286,672
	94,500	Thai Union Group plc NVDR		57,471
	4,613,600	TMB Bank plc NVDR		296,573
	256,900	Total Access Communication plc NVDR		429,044
	817,600	True Corp. PCL NVDR		122,634

				7,447,673

		Turkey - 4.5%
	157,727	Akbank T.A.S.*		176,443
	83,064	Arcelik A.S.*		248,474
	15,264	BIM Birlesik Magazalar A.S.		205,876
	234,944	Enka Insaat ve Sanayi A.S.		190,879
	181,453	Eregli Demir ve Celik Fabrikalari T.A.S.		292,915
	52,842	Haci Omer Sabanci Holding A.S.		73,329
	97,492	KOC Holding A.S.		277,656
	354,591	Petkim Petrokimya Holding A.S.		284,948
	72,045	Tofas Turk Otomobil Fabrikasi A.S.		218,191
	9,315	Tupras Turkiye Petrol Rafinerileri A.S.		205,769
	50,530	Turk Hava Yollari AO*		115,646
	86,964	Turkcell Iletisim Hizmetleri A.S.		186,101
	95,905	Turkiye Garanti Bankasi A.S.		141,576
	263,952	Turkiye Halk Bankasi A.S.		298,077
	122,413	Turkiye Is Bankasi A.S. Class C		119,172
	386,476	Turkiye Sise ve Cam Fabrikalari A.S.		398,817
	254,753	Turkiye Vakiflar Bankasi TAO Class D		204,268

				3,638,137


		Total Common Stocks (cost $74,554,204)	$	77,311,336


PREFERRED STOCKS - 4.8%
		Brazil - 3.0%
	48,344	Banco Bradesco S.A.*	$	533,415
	1,100	Cia Brasileira de Distribuicao*		25,851
	63,180	Itau Unibanco Holding S.A.		558,956
	109,477	Itausa - Investimentos Itau S.A.		337,008
	37,394	Petroleo Brasileiro S.A.*		269,619
	61,345	Telefonica Brasil S.A.*		748,744

				2,473,593

		Chile - 0.5%
	91,868	Embotelladora Andina S.A. Class B		335,489
	1,522	Sociedad Quimica y Minera de Chile S.A. Class B		58,487

				393,976

		Colombia - 1.3%
	52,921	Banco Davivienda S.A., 3.17%		621,334
	32,152	Bancolombia S.A., 3.18%		407,769

				1,029,103

		South Korea - 0.0%
	134	CJ Corp.*⁽³⁾⁽⁴⁾		4,329


		Total Preferred Stocks (cost $3,275,929)	$	3,901,001


		Total Long-Term Investments (cost $77,830,133)	$	81,212,337

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


		19

Hartford Multifactor Emerging Markets ETF

Schedule of Investments – (continued)

March 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
SHORT-TERM INVESTMENTS - 0.9%
		Securities Lending Collateral - 0.9%
	716,715	State Street Navigator Securities Lending Government Money Market Portfolio, 2.43%⁽⁵⁾	$	716,715

		U.S. Treasury Bill - 0.0%
$	25,000	U.S. Treasury Bill 2.39%, 06/06/2019⁽⁶⁾⁽⁷⁾	$	24,892


		Total Short-Term Investments (cost $741,606)	$	741,607



Total Investments (cost $78,571,739)	100.4	%	$	81,953,944
Other Assets and Liabilities	(0.4	)%		(310,823	)

Total Net Assets	100.0	%	$	81,643,121

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.

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

⁽²⁾

⁽³⁾	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 March 31, 2019, the aggregate fair value of this security was $4,329, which represented 0.0% of total net assets.

⁽⁴⁾	Investment valued using significant unobservable inputs.

⁽⁵⁾	Current yield as of period end.

⁽⁶⁾	The rate shown represents current yield to maturity.

⁽⁷⁾	This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.


Futures Contracts Outstanding at March 31, 2019
Description	Number of Contracts		Expiration Date		Current Notional Amount		Value and Unrealized Appreciation/ (Depreciation)
Long position contracts:
MSCI Emerging Market Index Future		8		06/21/2019	$	422,960	$	4,510

Total futures contracts							$	4,510

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


GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Index Abbreviations:
MSCI		Morgan Stanley Capital International

Other Abbreviations:
ADR		American Depositary Receipt
GDR		Global Depositary Receipt
NVDR		Non-Voting Depositary Receipt
PJSC		Private Joint Stock Company
PT		Perseroan Terbatas
REIT		Real Estate Investment Trust

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


		20

Hartford Multifactor Emerging Markets ETF

Schedule of Investments – (continued)

March 31, 2019 (Unaudited)

Fair Valuation Summary

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


Description	Total		Level 1		Level 2		Level 3⁽¹⁾
Assets
Common Stocks
Brazil	$	1,381,160	$	1,381,160	$	—	$	—
Chile		4,194,659		4,194,659		—		—
China		5,494,365		5,494,365		—		—
Colombia		1,505,830		1,505,830		—		—
Hong Kong		1,084,743		1,084,743		—		—
India		5,666,067		5,666,067		—		—
Indonesia		6,462,941		6,462,941		—		—
Malaysia		7,033,017		7,033,017		—		—
Mexico		3,254,399		3,254,399		—		—
Philippines		5,483,506		5,483,506		—		—
Poland		3,681,003		3,681,003		—		—
Russia		2,445,635		2,445,635		—		—
South Africa		4,165,500		4,165,500		—		—
South Korea		6,728,225		6,728,225		—		—
Taiwan		7,644,476		7,644,476		—		—
Thailand		7,447,673		7,447,673		—		—
Turkey		3,638,137		3,638,137		—		—
Preferred Stocks		3,901,001		3,896,672		—		4,329
Short-Term Investments		741,607		716,715		24,892		—
Futures Contracts⁽²⁾		4,510		4,510		—		—

Total	$	81,958,454	$	81,929,233	$	24,892	$	4,329

⁽¹⁾	For the six-month period ended March 31, 2019, investments valued at $37,238 were transferred out of Level 3 due to the expiration of trading restrictions. There were no transfers into Level 3.

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

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

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


		21

Hartford Multifactor Global Small Cap ETF

Schedule of Investments

March 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.0%
		Australia - 5.6%
	37,844	Abacus Property Group	$	100,003
	65,687	Australian Pharmaceutical Industries Ltd.⁽¹⁾		70,691
	3,226	BWP Trust REIT		8,571
	90,791	Cromwell Property Group REIT		70,620
	20,480	CSR Ltd.⁽¹⁾		48,299
	10,631	Elders Ltd.		45,839
	31,770	Genworth Mortgage Insurance Australia Ltd.⁽¹⁾		53,937
	32,047	Growthpoint Properties Australia Ltd. REIT		94,473
	41,249	Inghams Group Ltd.⁽¹⁾		128,046
	2,924	JB Hi-Fi Ltd.⁽¹⁾		51,823
	11,149	Mineral Resources Ltd.		125,131
	5,002	Northern Star Resources Ltd.		31,801
	21,051	OceanaGold Corp.		66,181
	22,218	Regis Resources Ltd.		83,648
	25,400	Sandfire Resources NL⁽¹⁾		124,676
	1,718	Shopping Centres Australasia Property Group REIT		3,222
	36,591	St. Barbara Ltd.		87,594
	70,066	Viva Energy REIT		126,419

				1,320,974

		Belgium - 0.1%
	6,731	AGFA-Gevaert N.V.*		28,055
	164	Tessenderlo Group S.A.*		5,534

				33,589

		Bermuda - 0.4%
	1,285	Argo Group International Holdings Ltd.		90,798

		Brazil - 1.3%
	3,219	Cia de Transmissao de Energia Eletrica Paulista		63,806
	616	Cia Hering		4,731
	13,800	Construtora Tenda S.A.		59,857
	13,198	EDP - Energias do Brasil S.A.		57,584
	1,100	Ez Tec Empreendimentos e Participacoes S.A.		7,575
	2,220	Grendene S.A.		4,780
	13,711	MRV Engenharia e Participacoes S.A.		49,289
	7,200	Tupy S.A.		33,524
	2,122	Unipar Carbocloro S.A.		20,802

				301,948

		Canada - 4.4%
	2,386	Aecon Group, Inc.		31,148
	3,341	Aritzia, Inc.*		44,415
	722	Canadian Solar, Inc.*		13,451
	2,250	Canfor Corp.*		23,073
	3,723	Canfor Pulp Products, Inc.		41,495
	3,862	Cascades, Inc.		24,109
	2,938	Celestica, Inc.*		24,829
	5,264	Centerra Gold, Inc.*		27,621
	2,586	Empire Co., Ltd. Class A		56,000
	3,710	InterRent Real Estate Investment Trust REIT		40,378
	6,804	Intertape Polymer Group, Inc.⁽¹⁾		92,438
	32,039	Just Energy Group, Inc.		108,639
	4,360	Killam Apartment Real Estate Investment Trust REIT		63,314
	2,186	Mercer International, Inc.⁽¹⁾		29,533
	518	NFI Group, Inc.		12,698
	719	Norbord, Inc.		19,816
	4,849	North West Co., Inc.		104,570
	1,903	Parkland Fuel Corp.		58,160
	3,314	Spin Master Corp.*⁽²⁾		92,776
	8,194	Summit Industrial Income REIT		73,786
	2,931	Transcontinental, Inc. Class A		36,705
	118	Uni-Select, Inc.⁽¹⁾		1,224
	9,922	Western Forest Products, Inc.		13,666

				1,033,844


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.0% - (continued)
		China - 7.8%
	45,522	BAIC Motor Corp. Ltd. Class H⁽²⁾	$	29,749
	20,000	China Communications Construction Co., Ltd. Class H		20,688
	14,531	China Lesso Group Holdings Ltd.		9,404
	95,025	China Oriental Group Co., Ltd.		59,679
	135,000	China Railway Signal & Communication Corp. Ltd. Class H⁽²⁾		106,797
	12,000	China Reinsurance Group Corp. Class H		2,538
	85,000	China SCE Group Holdings Ltd.		44,287
	41,622	CSC Financial Co., Ltd. Class H⁽²⁾		37,009
	53,000	Dongyue Group Ltd.		36,796
	87,242	Great Wall Motor Co., Ltd. Class H		65,460
	32,366	Guangzhou R&F Properties Co., Ltd. Class H		70,010
	76,000	Jiangsu Expressway Co., Ltd. Class H		107,466
	43,100	JNBY Design Ltd.		86,640
	3,900	Livzon Pharmaceutical Group, Inc. Class H		13,563
	124,000	Maanshan Iron & Steel Co., Ltd. Class H		60,658
	154,646	Metallurgical Corp. of China Ltd. Class H		45,705
	124,000	People’s Insurance Co., Group of China Ltd. Class H		53,076
	96,014	Red Star Macalline Group Corp. Ltd. Class H⁽²⁾		92,835
	97,082	Shenzhen Expressway Co., Ltd. Class H		113,778
	132,215	Sinotrans Ltd. Class H		56,760
	118,219	Tianneng Power International Ltd.		106,322
	30,303	Times China Holdings, Ltd.		62,845
	87,000	Tong Ren Tang Technologies Co., Ltd. Class H		116,813
	37,402	TravelSky Technology Ltd. Class H		98,866
	79,706	Weichai Power Co., Ltd. Class H		127,327
	93,814	Xtep International Holdings Ltd.		67,045
	52,000	Yadea Group Holdings Ltd.⁽²⁾		18,415
	6,637	Yangtze Optical Fibre and Cable Joint Stock Ltd. Co., Class H⁽²⁾		17,797
	18,600	YiChang HEC ChangJiang Pharmaceutical Co., Ltd. Class H⁽²⁾		80,561
	12,000	Zhejiang Expressway Co., Ltd. Class H		13,758
	4,000	Zhuzhou CRRC Times Electric Co., Ltd. Class H		23,643

				1,846,290

		Denmark - 0.5%
	1,385	Sydbank A/S⁽¹⁾		28,747
	1,618	Topdanmark A/S		80,892

				109,639

		Finland - 0.0%
	686	Finnair Oyj		6,178

		France - 1.9%
	1,400	Criteo S.A. ADR*		28,042
	160	Fnac Darty S.A.*		11,956
	1,291	Gaztransport Et Technigaz S.A.		117,563
	4,419	Lagardere SCA		113,726
	4,328	Neopost S.A.		103,706
	713	Societe BIC S.A.⁽¹⁾		63,607

				438,600

		Georgia - 0.2%
	2,234	Bank of Georgia Group plc		48,119

		Germany - 1.0%
	12,205	Borussia Dortmund GmbH & Co., KGaA		112,239
	2,625	TAG Immobilien AG		64,845
	2,027	TLG Immobilien AG		61,088

				238,172

		Hong Kong - 3.2%
	620,000	Bosideng International Holdings Ltd.		151,644
	120,000	Champion REIT		103,950
	53,500	HKBN Ltd.		85,192
	25,000	Hopewell Holdings Ltd.		122,931

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


		22

Hartford Multifactor Global Small Cap ETF

Schedule of Investments – (continued)

March 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.0% - (continued)
		Hong Kong - 3.2% - (continued)
	15,000	Pacific Textiles Holdings Ltd.	$	13,491
	64,000	Sa Sa International Holdings Ltd.		21,850
	42,000	Shanghai Industrial Holdings Ltd.		98,874
	41,120	Shenzhen Investment Ltd.		15,715
	53,500	SmarTone Telecommunications Holdings Ltd.		58,135
	40,515	Yuexiu Real Estate Investment Trust		28,799
	76,000	Yuexiu Transport Infrastructure Ltd.		61,865

				762,446

		Ireland - 0.1%
	7,748	Green REIT plc		13,050

		Israel - 1.4%
	1,087	Airport City Ltd.*		15,775
	39,253	Bezeq The Israeli Telecommunication Corp. Ltd.		28,174
	115	Israel Corp. Ltd.		26,258
	593	Mizrahi Tefahot Bank Ltd.		12,189
	216,617	Oil Refineries Ltd.*		105,941
	550	Paz Oil Co., Ltd.		82,166
	3,954	Phoenix Holdings Ltd.		20,504
	2,013	Tower Semiconductor Ltd.*		33,001

				324,008

		Italy - 1.0%
	23,440	Enav S.p.A.⁽²⁾		127,860
	58,289	Saras S.p.A		108,058

				235,918

		Japan - 16.0%
	515	Adastria Co., Ltd.		11,423
	2,681	Amano Corp.⁽¹⁾		63,146
	1,332	AOKI Holdings, Inc.⁽¹⁾		13,948
	3,505	Arcs Co., Ltd.		77,076
	1,300	Asahi Holdings, Inc.⁽¹⁾		23,514
	7,500	Avex, Inc.		100,014
	800	BML, Inc.		23,201
	15,700	Citizen Watch Co., Ltd.⁽¹⁾		87,518
	157	cocokara fine, Inc.		6,234
	1,600	Daicel Corp.⁽¹⁾		17,375
	1,100	Daiho Corp.		32,150
	1,300	Daiwabo Holdings Co., Ltd.		74,816
	5,900	DCM Holdings Co., Ltd.⁽¹⁾		55,010
	3,749	Doutor Nichires Holdings Co., Ltd.		71,230
	1,900	DTS Corp.		70,208
	1,958	Dydo Group Holdings, Inc.		88,272
	300	Fujitsu General Ltd.		4,244
	6,121	Geo Holdings Corp.		85,053
	11,000	Hazama Ando Corp.⁽¹⁾		73,641
	1,567	Heiwado Co., Ltd.⁽¹⁾		33,369
	2,347	Inaba Denki Sangyo Co., Ltd.		90,861
	14,700	Itochu Enex Co., Ltd.		118,466
	3,100	Iwatani Corp.⁽¹⁾		99,566
	4,400	Kaga Electronics Co., Ltd.⁽¹⁾		80,777
	2,821	Kanematsu Corp.⁽¹⁾		32,241
	16,400	Kansai Mirai Financial Group, Inc.⁽¹⁾		116,608
	1,800	Keihin Corp.		29,467
	700	Kinden Corp.		11,599
	1,668	Kokuyo Co., Ltd.		24,473
	12,000	Konica Minolta, Inc.⁽¹⁾		118,065
	5,981	KYORIN Holdings, Inc.⁽¹⁾		116,772
	2,169	Kyowa Exeo Corp.		59,866
	837	Kyudenko Corp.		26,240
	2,578	Maeda Road Construction Co., Ltd.		50,053
	6,900	Marvelous, Inc.⁽¹⁾		53,549
	2,468	Maxell Holdings Ltd.		35,007
	7,982	MCJ Co., Ltd.		58,341
	499	Megmilk Snow Brand Co., Ltd.		12,145


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.0% - (continued)
		Japan - 16.0% - (continued)
	5,860	Ministop Co., Ltd.	$	90,744
	3,023	Mirait Holdings Corp.⁽¹⁾		44,163
	4,000	Mixi, Inc.		92,443
	1,082	Mochida Pharmaceutical Co., Ltd.		55,525
	4,769	NEC Networks & System Integration Corp.		115,256
	973	Nihon Unisys Ltd.		25,774
	161	Nojima Corp.		2,922
	8,400	Oki Electric Industry Co., Ltd.⁽¹⁾		99,265
	1,169	PAL GROUP Holdings Co., Ltd.		31,737
	1,461	Paramount Bed Holdings Co., Ltd.		64,810
	4,678	Plenus Co., Ltd.⁽¹⁾		74,638
	4,700	Raito Kogyo Co., Ltd.		63,355
	4,500	Sanki Engineering Co., Ltd.		49,194
	2,300	Senko Group Holdings Co., Ltd.⁽¹⁾		19,097
	7,000	SKY Perfect JSAT Holdings, Inc.⁽¹⁾		29,092
	3,039	St Marc Holdings Co., Ltd.		68,339
	8,200	Sumitomo Mitsui Construction Co., Ltd.		57,119
	800	Sushiro Global Holdings Ltd.		55,075
	2,619	T-Gaia Corp.		43,443
	574	Taikisha Ltd.		17,451
	4,308	Takuma Co., Ltd.		51,415
	1,113	Toho Holdings Co., Ltd.⁽¹⁾		27,784
	7,400	TOKAI Holdings Corp.		61,441
	500	Tokyo Seimitsu Co., Ltd.		12,721
	6,900	Tokyu Construction Co., Ltd.		51,741
	2,600	Toshiba TEC Corp.		72,232
	300	Towa Pharmaceutical Co., Ltd.		7,895
	96	Unipres Corp.		1,500
	9,200	United Super Markets Holdings, Inc.⁽¹⁾		91,015
	1,728	Valor Holdings Co., Ltd.		41,871
	10,400	Yamazen Corp.⁽¹⁾		109,652

				3,774,247

		Liechtenstein - 0.1%
	229	VP Bank AG		31,594

		Luxembourg - 0.2%
	960	Altisource Portfolio Solutions S.A.*		22,723
	1,463	Grand City Properties S.A.		35,319

				58,042

		Netherlands - 0.4%
	1,038	Flow Traders⁽²⁾		28,672
	4,780	PostNL N.V.		12,232
	818	Signify N.V.⁽²⁾		21,906
	1,062	Sligro Food Group N.V.		38,099

				100,909

		New Zealand - 0.9%
	69,910	Air New Zealand Ltd.		120,865
	23,924	Z Energy Ltd.		102,139

				223,004

		Norway - 0.7%
	119	Entra ASA⁽²⁾		1,799
	4,479	SpareBank 1 SMN⁽¹⁾		45,458
	11,041	Veidekke ASA		116,031

				163,288

		Poland - 0.5%
	84,200	EPP N.V.		113,794

		Singapore - 0.8%
	20,100	ComfortDelGro Corp. Ltd.		38,137
	6,217	Frasers Centrepoint Trust REIT		10,924
	2,798	Kulicke & Soffa Industries, Inc.		61,864
	1,700	Mapletree North Asia Commercial Trust REIT		1,657
	15,600	StarHub Ltd.		17,160

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


		23

Hartford Multifactor Global Small Cap ETF

Schedule of Investments – (continued)

March 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.0% - (continued)
		Singapore - 0.8% - (continued)
	51,700	Yanlord Land Group Ltd.	$	51,910

				181,652

		South Africa - 1.3%
	5,148	Mondi Ltd.		113,796
	15,026	Reunert Ltd.		73,977
	22,641	Telkom S.A. SOC Ltd.		114,483

				302,256

		South Korea - 5.6%
	1,913	Binggrae Co., Ltd.		113,085
	5,180	Cheil Worldwide, Inc.		110,436
	832	CJ Corp.		91,255
	180	Com2uSCorp		16,555
	1,208	Daesang Corp.		30,171
	3,829	DGB Financial Group, Inc.		27,560
	643	GS Home Shopping, Inc.		101,341
	625	GS Retail Co., Ltd.		21,556
	450	Hanwha Corp.		12,052
	1,586	Harim Holdings Co., Ltd.		16,208
	2,327	Huchems Fine Chemical Corp.		45,716
	753	Hyundai Home Shopping Network Corp.		72,308
	3,234	Hyundai Marine & Fire Insurance Co., Ltd.		107,980
	905	IS Dongseo Co., Ltd.		25,035
	7,767	JB Financial Group Co., Ltd.		38,113
	2,596	Jeju Air Co., Ltd.		90,452
	60	Korea Petrochemical Ind Co., Ltd.		8,299
	9,144	Korean Reinsurance Co.		73,709
	4,593	LF Corp.		101,159
	5,474	Meritz Fire & Marine Insurance Co., Ltd.		117,186
	92	NongShim Co., Ltd.		25,045
	312	S&T Motiv Co., Ltd.		10,610
	579	S-1 Corp.		51,264
	110	Samsung Card Co., Ltd.		3,334
	295	Soulbrain Co., Ltd.		13,748

				1,324,177

		Spain - 0.2%
	1,253	Bolsas y Mercados Espanoles SHMSF S.A.		35,061
	708	Cia de Distribucion Integral Logista Holdings S.A.		16,694
	184	Lar Espana Real Estate Socimi S.A. REIT		1,537

				53,292

		Sweden - 2.0%
	12,779	Bilia AB Class A		109,324
	8,079	Clas Ohlson AB Class B⁽¹⁾		62,278
	3,371	Hemfosa Fastigheter AB		29,638
	1,627	JM AB		29,224
	8,508	Nobina AB⁽²⁾		54,899
	10,019	Peab AB		86,793
	50,244	SAS AB*		101,297

				473,453

		Switzerland - 1.1%
	143	Autoneum Holding AG⁽¹⁾		16,484
	138	BKW AG		9,409
	1	dormakaba Holding AG*		716
	791	Galenica AG⁽²⁾		39,157
	612	Implenia AG		18,226
	40	Schweiter Technologies AG		38,598
	1,123	Sunrise Communications Group AG*⁽¹⁾⁽²⁾		82,655
	421	Valiant Holding AG		48,361

				253,606

		Taiwan - 3.8%
	22,000	Coretronic Corp.*		34,691
	62,000	Eva Airways Corp.		30,376


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.0% - (continued)
		Taiwan - 3.8% - (continued)
	2,208	FLEXium Interconnect, Inc.*	$	6,648
	23,000	Fusheng Precision Co., Ltd.		121,640
	51,563	Gigabyte Technology Co., Ltd.		82,145
	16,000	Great Wall Enterprise Co., Ltd.		18,325
	110,000	HannStar Display Corp.		24,341
	15,000	Micro-Star International Co., Ltd.		42,098
	16,469	Powertech Technology, Inc.		38,901
	20,637	Primax Electronics Ltd.		40,644
	27,000	Radiant Opto-Electronics Corp.		86,377
	42,000	Ruentex Industries Ltd.*		110,245
	10,871	Tripod Technology Corp.		35,096
	20,000	United Integrated Services Co., Ltd.		70,408
	14,562	Wistron NeWeb Corp.		38,271
	10,083	WT Microelectronics Co., Ltd.		13,299
	33,000	Zhen Ding Technology Holding Ltd.		102,467

				895,972

		Thailand - 0.3%
	1,592	Fabrinet*		83,357

		United Kingdom - 4.3%
	1,777	Aggreko plc		18,228
	5,588	Avast plc*⁽²⁾		20,628
	24,142	Charter Court Financial Services Group plc⁽²⁾		104,441
	6,785	Countryside Properties plc⁽²⁾		28,716
	5,073	Daily Mail & General Trust plc		42,670
	4,002	Dart Group plc		41,380
	4,226	Go-Ahead Group plc		107,986
	2,230	Greggs plc		53,438
	34,118	Halfords Group plc		103,141
	8,486	Hudson Ltd. Class A*		116,683
	2,624	John Laing Group plc⁽²⁾		12,993
	5,056	Just Group plc		4,032
	1,553	National Express Group plc		8,216
	21,501	OneSavings Bank plc		107,473
	5,796	Safestore Holdings plc REIT		45,051
	343	Spectris plc		11,218
	14,862	Stagecoach Group plc		29,746
	182	Tate & Lyle plc		1,721
	2,046	Travelport Worldwide Ltd.		32,184
	9,742	UNITE Group plc		116,470

				1,006,415

		United States - 31.9%
	1,770	1-800-Flowers.com, Inc. Class A*		32,267
	2,138	Aaron’s, Inc.		112,459
	2,430	Abercrombie & Fitch Co., Class A		66,606
	66	Acushnet Holdings Corp.		1,527
	113	Addus HomeCare Corp.*		7,186
	579	AMC Networks, Inc. Class A*⁽¹⁾		32,864
	877	Amedisys, Inc.*		108,099
	839	American National Insurance Co.		101,368
	3,697	Amkor Technology, Inc.*		31,572
	2,477	AMN Healthcare Services, Inc.*		116,642
	855	ANGI Homeservices, Inc. Class A*⁽¹⁾		13,201
	307	AngioDynamics, Inc.*		7,018
	1,210	Anika Therapeutics, Inc.*		36,590
	4,971	Apollo Medical Holdings, Inc.*⁽¹⁾		91,069
	932	Arch Coal, Inc. Class A⁽¹⁾		85,064
	1,430	Argan, Inc.		71,428
	68	Atrion Corp.		59,750
	5,575	Avaya Holdings Corp.*⁽¹⁾		93,827
	1,624	Big Lots, Inc.		61,744
	647	BioTelemetry, Inc.*		40,515
	471	Blackstone Mortgage Trust, Inc. Class A REIT⁽¹⁾		16,278
	156	Boston Beer Co., Inc. Class A*⁽¹⁾		45,978

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


		24

Hartford Multifactor Global Small Cap ETF

Schedule of Investments – (continued)

March 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.0% - (continued)
		United States - 31.9% - (continued)
	822	BP Prudhoe Bay Royalty Trust	$	21,865
	719	Brady Corp. Class A		33,369
	1,616	Brinker International, Inc.⁽¹⁾		71,718
	3,065	Buckle, Inc.⁽¹⁾		57,377
	44	CACI International, Inc. Class A*		8,009
	1,391	Cactus, Inc. Class A*		49,520
	525	Cal-Maine Foods, Inc.		23,431
	472	Cambrex Corp.*		18,337
	3,296	Casa Systems, Inc.*		27,357
	166	Casey’s General Stores, Inc.		21,376
	26	Chemed Corp.		8,322
	56	Chesapeake Utilities Corp.		5,108
	44	Chico’s FAS, Inc.		188
	1,096	Chimera Investment Corp. REIT⁽¹⁾		20,539
	119	Coca-Cola Bottling Co. ,Consolidated		34,252
	507	CONMED Corp.		42,172
	1,473	CONSOL Energy, Inc.*		50,406
	1,849	Corvel Corp.*		120,629
	1,224	CSG Systems International, Inc.		51,775
	2,279	CVR Energy, Inc.		93,895
	1,181	Designer Brands, Inc.⁽¹⁾		26,242
	1,443	Dick’s Sporting Goods, Inc.⁽¹⁾		53,117
	737	Diodes, Inc.*		25,574
	745	Dolby Laboratories, Inc. Class A		46,913
	360	Douglas Dynamics, Inc.		13,705
	707	EchoStar Corp. Class A*		25,770
	1,723	Emergent BioSolutions, Inc.*		87,046
	1,492	Employers Holdings, Inc.		59,844
	4,511	Ennis, Inc.		93,648
	2,101	Ensign Group, Inc.		107,550
	1,198	ePlus, Inc.*		106,071
	165	FB Financial Corp.		5,240
	1,100	FBL Financial Group, Inc. Class A		68,992
	2,888	First Interstate BancSystem, Inc. Class A		115,000
	9,182	Five Point Holdings LLC Class A*⁽¹⁾		66,202
	815	Genesco, Inc.*		37,123
	22,493	Genworth Financial, Inc. Class A*		86,148
	911	Getty Realty Corp. REIT		29,179
	2,397	Globus Medical, Inc. Class A*		118,436
	87	Graham Holdings Co. Class B		59,437
	1,045	Granite Point Mortgage Trust, Inc. REIT		19,406
	236	Greenbrier Cos., Inc.		7,606
	539	Greif, Inc. Class A		22,234
	532	Guess?, Inc.		10,427
	3,911	H&R Block, Inc.		93,629
	1,057	Horace Mann Educators Corp.		37,217
	85	Hub Group, Inc. Class A*		3,472
	54	ICF International, Inc.		4,108
	184	Ichor Holdings Ltd.*⁽¹⁾		4,155
	504	Industrial Logistics Properties Trust REIT		10,166
	1,397	Ingles Markets, Inc. Class A		38,585
	4,510	Inovalon Holdings, Inc. Class A*⁽¹⁾		56,059
	2,173	Insight Enterprises, Inc.*		119,645
	79	Insperity, Inc.		9,769
	557	Kaman Corp.		32,551
	32	Kelly Services, Inc. Class A		706
	3,772	Laureate Education, Inc. Class A*		56,467
	1,085	LHC Group, Inc.*⁽¹⁾		120,283
	958	Louisiana-Pacific Corp.		23,356
	1,230	Magellan Health, Inc.*		81,082
	9,684	Magnolia Oil & Gas Corp.*⁽¹⁾		116,208
	681	ManTech International Corp. Class A		36,788
	1,523	Marcus & Millichap, Inc. REIT*		62,032
	2,210	Match Group, Inc.⁽¹⁾		125,108
	245	MAXIMUS, Inc.		17,390
	335	McGrath Rent Corp.		18,951


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.0% - (continued)
		United States - 31.9% - (continued)
	2,244	MEDNAX, Inc.*	$	60,969
	696	Mercury General Corp.		34,849
	98	Meredith Corp.		5,415
	6,875	Meridian Bioscience, Inc.		121,069
	1,451	MFA Financial, Inc. REIT		10,549
	70	MicroStrategy, Inc. Class A*		10,097
	908	MSG Networks, Inc. Class A*		19,749
	951	Murphy USA, Inc.*		81,425
	1,467	National HealthCare Corp.		111,316
	1,136	National Presto Industries, Inc.⁽¹⁾		123,313
	342	National Western Life Group, Inc. Class A		89,765
	192	Navigators Group, Inc.		13,415
	2,550	NextGen Healthcare, Inc.*		42,916
	268	NorthWestern Corp.		18,870
	344	NuVasive, Inc.*		19,536
	1,430	Oritani Financial Corp.		23,781
	2,031	Par Pacific Holdings, Inc.*		36,172
	2,701	Patterson Cos., Inc.		59,017
	1,247	PC Connection, Inc.		45,727
	1,417	PennyMac Financial Services, Inc.		31,514
	1,160	PennyMac Mortgage Investment Trust REIT		24,024
	2,023	Philbro Animal Health Corp. Class A		66,759
	9,619	Photronics, Inc.*		90,900
	139	Portland General Electric Co.		7,206
	3,011	Premier, Inc. Class A*		103,849
	2,650	ProPetro Holding Corp.*		59,731
	4,290	Renewable Energy Group, Inc.*⁽¹⁾		94,208
	1,226	REX American Resources Corp.*		98,828
	350	Safety Insurance Group, Inc.		30,499
	5,544	Sally Beauty Holdings, Inc.*⁽¹⁾		102,065
	108	Sanderson Farms, Inc.⁽¹⁾		14,239
	2,137	Schneider National, Inc. Class B		44,984
	127	Scholastic Corp.		5,050
	270	Select Medical Holdings Corp.*		3,804
	1,772	Selective Insurance Group, Inc.		112,132
	830	Sleep Number Corp.*		39,010
	4,690	SMART Global Holdings, Inc.*⁽¹⁾		90,048
	622	Spirit Airlines, Inc.*		32,879
	4,159	Steelcase, Inc. Class A		60,513
	1,027	Stepan Co.		89,883
	86	Sturm Ruger & Co., Inc.		4,560
	1,932	Sunstone Hotel Investors, Inc. REIT		27,821
	3,167	Sykes Enterprises, Inc.*		89,563
	1,917	Telephone & Data Systems, Inc.		58,909
	3,321	TPG RE Finance Trust, Inc. REIT		65,092
	666	Trinseo S.A.		30,170
	10,823	TrustCo Bank Corp.		83,986
	31	TTM Technologies, Inc.*		364
	341	U.S. Physical Therapy, Inc.		35,815
	4	UniFirst Corp.		614
	6,180	Unisys Corp.*⁽¹⁾		72,121
	1,274	United Fire Group, Inc.		55,687
	2,480	United States Cellular Corp.*		113,857
	76	Unitil Corp.		4,117
	893	Universal Corp.		51,464
	83	USANA Health Sciences, Inc.*		6,961
	4,774	Virtu Financial, Inc. Class A⁽¹⁾		113,382
	235	Vishay Intertechnology, Inc.		4,340
	3,763	Warrior Met Coal, Inc.		114,395
	2,636	Weis Markets, Inc.		107,575
	243	Williams-Sonoma, Inc.⁽¹⁾		13,674

				7,535,876


		Total Common Stocks (cost $22,334,734)	$	23,378,507

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


		25

Hartford Multifactor Global Small Cap ETF

Schedule of Investments – (continued)

March 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
PREFERRED STOCKS - 0.2%
		Germany - 0.2%
	6,582	Schaeffler AG, 4.39%	$	53,567


		Total Preferred Stocks (cost $91,015)	$	53,567


		Total Long-Term Investments (cost $22,425,749)	$	23,432,074


SHORT-TERM INVESTMENTS - 1.8%
		Securities Lending Collateral - 1.6%
	374,571	State Street Navigator Securities Lending Government Money Market Portfolio, 2.43%⁽³⁾	$	374,571

		U.S. Treasury Bill - 0.2%
		U.S. Treasury Bill
$	55,000	2.38%, 06/06/2019⁽⁴⁾⁽⁵⁾		54,762


		Total Short-Term Investments (cost $429,331)	$	429,333



Total Investments (cost $22,855,080)	101.0	%	$	23,861,407
Other Assets and Liabilities	(1.0	)%		(238,115	)

Total Net Assets	100.0	%	$	23,623,292

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.

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

⁽²⁾

⁽³⁾	Current yield as of period end.

⁽⁴⁾	The rate shown represents current yield to maturity.

⁽⁵⁾	This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.


Futures Contracts Outstanding at March 31, 2019
Description	Number of Contracts		Expiration Date		Current Notional Amount		Value and Unrealized Appreciation/ (Depreciation)
Long position contracts:
E-Mini Russell 2000		1		06/21/2019	$	77,190	$	(562	)
MSCI EAFE Index Future		1		06/21/2019		93,320		1,036

Total							$	474

Total futures contracts							$	474

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


GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Index Abbreviations:
MSCI		Morgan Stanley Capital International



Other Abbreviations:
ADR		American Depositary Receipt
REIT		Real Estate Investment Trust

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


		26

Hartford Multifactor Global Small Cap ETF

Schedule of Investments – (continued)

March 31, 2019 (Unaudited)

Fair Valuation Summary

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


Description	Total			Level 1			Level 2		Level 3⁽¹⁾
Assets
Common Stocks
Australia	$	1,320,974		$	1,320,974		$	—	$	—
Belgium		33,589			33,589			—		—
Bermuda		90,798			90,798			—		—
Brazil		301,948			301,948			—		—
Canada		1,033,844			1,033,844			—		—
China		1,846,290			1,846,290			—		—
Denmark		109,639			109,639			—		—
Finland		6,178			6,178			—		—
France		438,600			438,600			—		—
Georgia		48,119			48,119			—		—
Germany		238,172			238,172			—		—
Hong Kong		762,446			762,446			—		—
Ireland		13,050			13,050			—		—
Israel		324,008			324,008			—		—
Italy		235,918			235,918			—		—
Japan		3,774,247			3,774,247			—		—
Liechtenstein		31,594			31,594			—		—
Luxembourg		58,042			58,042			—		—
Netherlands		100,909			100,909			—		—
New Zealand		223,004			223,004			—		—
Norway		163,288			163,288			—		—
Poland		113,794			113,794			—		—
Singapore		181,652			181,652			—		—
South Africa		302,256			302,256			—		—
South Korea		1,324,177			1,324,177			—		—
Spain		53,292			53,292			—		—
Sweden		473,453			473,453			—		—
Switzerland		253,606			253,606			—		—
Taiwan		895,972			895,972			—		—
Thailand		83,357			83,357			—		—
United Kingdom		1,006,415			1,006,415			—		—
United States		7,535,876			7,535,876			—		—
Preferred Stocks		53,567			53,567			—		—
Short-Term Investments		429,333			374,571			54,762		—
Futures Contracts⁽²⁾		1,036			1,036			—		—

Total	$	23,862,443		$	23,807,681		$	54,762	$	—

Liabilities
Futures Contracts⁽²⁾	$	(562	)	$	(562	)	$	—	$	—

Total	$	(562	)	$	(562	)	$	—	$	—

⁽¹⁾	For the six-month period ended March 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.


		27

Hartford Multifactor Low Volatility International Equity ETF

Schedule of Investments

March 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.3%
		Australia - 6.9%
	889	AGL Energy Ltd.	$	13,748
	1,541	Amcor Ltd.⁽¹⁾		16,847
	8,447	Aurizon Holdings Ltd.		27,302
	869	Australia & New Zealand Banking Group Ltd.		16,068
	1,464	Caltex Australia Ltd.		27,257
	72	Cochlear Ltd.		8,862
	51	Commonwealth Bank of Australia		2,559
	2,215	Computershare Ltd.		26,874
	197	CSL Ltd.		27,280
	5,859	DuluxGroup Ltd.⁽¹⁾		30,798
	1,349	GPT Group REIT		5,951
	439	National Australia Bank Ltd.		7,880
	598	Ramsay Health Care Ltd.⁽¹⁾		27,335
	1,640	Sonic Healthcare Ltd.		28,612
	920	Stockland REIT		2,516
	1,462	Tabcorp Holdings Ltd.		4,798
	2,956	Transurban Group		27,717
	1,259	Wesfarmers Ltd.⁽¹⁾		30,989
	260	Westpac Banking Corp.⁽¹⁾		4,787
	1,351	Woolworths Group Ltd.⁽¹⁾		29,174

				367,354

		Belgium - 0.0%
	12	Cofinimmo S.A. REIT		1,595

		Brazil - 0.3%
	3,709	Ambev S.A.		16,040

		Canada - 10.1%
	205	Alimentation Couche-Tard, Inc. Class B		12,079
	359	Bank of Montreal		26,870
	387	Bank of Nova Scotia⁽¹⁾		20,608
	601	BCE, Inc.		26,695
	1,510	CAE, Inc.		33,468
	600	Canadian Apartment Properties REIT		23,071
	200	Canadian Imperial Bank of Commerce		15,809
	303	Canadian National Railway Co.		27,133
	116	Canadian Tire Corp. Ltd. Class A		12,503
	294	CCL Industries, Inc. Class B		11,906
	65	CGI, Inc.*		4,470
	565	Enbridge, Inc.		20,469
	1,500	First Capital Realty, Inc.		24,028
	6	George Weston Ltd.		431
	228	Imperial Oil Ltd.		6,226
	536	Inter Pipeline Ltd.⁽¹⁾		8,871
	48	Loblaw Cos., Ltd.		2,368
	637	Pembina Pipeline Corp.		23,407
	135	Quebecor, Inc. Class B		3,310
	1,359	RioCan Real Estate Investment Trust REIT		26,927
	495	Rogers Communications, Inc. Class B⁽¹⁾		26,629
	265	Royal Bank of Canada		19,999
	1,352	Shaw Communications, Inc. Class B		28,144
	843	Suncor Energy, Inc.		27,329
	876	TELUS Corp.		32,432
	152	Thomson Reuters Corp.⁽¹⁾		8,998
	416	Toronto-Dominion Bank		22,582
	393	TransCanada Corp.⁽¹⁾		17,656
	400	WSP Global, Inc.		21,866

				536,284

		China - 2.8%
	32,000	China Construction Bank Corp. Class H		27,435
	1,500	China Merchants Bank Co., Ltd. Class H		7,290
	46,000	China Telecom Corp. Ltd. Class H		25,549
	6,000	Fuyao Glass Industry Group Co., Ltd. Class H⁽²⁾		20,140
	20,000	Guangzhou Automobile Group Co., Ltd. Class H		23,618
	4,000	Jiangsu Expressway Co., Ltd. Class H		5,656


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.3% - (continued)
		China - 2.8% - (continued)
	2,600	Shenzhou International Group Holdings Ltd.	$	34,844
	12,000	Zall Smart Commerce Group Ltd.*		4,693

				149,225

		Denmark - 1.9%
	201	Carlsberg A/S Class B		25,129
	243	Coloplast A/S Class B		26,688
	310	DSV A/S		25,663
	456	Novo Nordisk A/S Class B		23,895

				101,375

		Finland - 0.1%
	125	Kone Oyj Class B		6,310

		France - 3.9%
	232	Air Liquide S.A.		29,528
	193	EssilorLuxottica S.A.		21,103
	46	Hermes International		30,381
	74	L’Oreal S.A.		19,925
	1,926	Orange S.A.		31,358
	267	Sanofi		23,606
	144	Sodexo S.A.		15,872
	63	Thales S.A.		7,551
	447	TOTAL S.A.⁽¹⁾		24,855
	5	Vinci S.A.		487

				204,666

		Germany - 3.3%
	120	adidas AG		29,185
	118	Allianz SE		26,271
	123	BASF SE		9,050
	1,356	Deutsche Telekom AG		22,527
	236	Merck KGaA		26,937
	248	SAP SE		28,682
	293	Siemens AG		31,564

				174,216

		Hong Kong - 6.3%
	2,500	China Mobile Ltd.		25,478
	17,000	CITIC Ltd.		25,381
	1,000	CK Hutchison Holdings Ltd.		10,503
	2,000	CK Infrastructure Holdings Ltd.		16,420
	2,500	CLP Holdings Ltd.		28,981
	1,100	Dairy Farm International Holdings Ltd.		9,229
	8,000	Guangdong Investment Ltd.		15,450
	800	Hang Seng Bank Ltd.		19,740
	11,000	HKBN Ltd.		17,516
	10,560	Hong Kong & China Gas Co., Ltd.		25,317
	300	Jardine Strategic Holdings Ltd.		11,229
	3,000	Link REIT		35,083
	3,524	MTR Corp. Ltd.		21,818
	13,000	PCCW Ltd.		8,082
	1,000	Power Assets Holdings Ltd.		6,936
	2,000	Swire Pacific Ltd. Class A		25,733
	2,000	VTech Holdings Ltd.		20,446
	10,000	Zhongyu Gas Holdings Ltd.		9,070

				332,412

		India - 2.4%
	118	HDFC Bank Ltd. ADR		13,678
	2,912	Infosys Ltd. ADR⁽¹⁾		31,828
	1,396	Larsen & Toubro Ltd. GDR		27,808
	774	Mahindra & Mahindra Ltd. GDR		7,663
	4,882	Wipro Ltd. ADR		19,430
	529	WNS Holdings Ltd. ADR*		28,180

				128,587

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


		28

Hartford Multifactor Low Volatility International Equity ETF

Schedule of Investments – (continued)

March 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.3% - (continued)
		Indonesia - 2.6%
	42,000	Astra International Tbk PT	$	21,605
	12,500	Bank Central Asia Tbk PT		24,359
	65,185	Chandra Asri Petrochemical Tbk PT		25,863
	1,955,000	Hanson International Tbk PT*		14,004
	13,900	Indofood CBP Sukses Makmur Tbk PT		9,102
	65,500	Telekomunikasi Indonesia Persero Tbk PT		18,169
	7,000	Unilever Indonesia Tbk PT		24,198

				137,300

		Ireland - 1.0%
	551	CRH plc		17,107
	1,242	Experian plc		33,646

				50,753

		Israel - 2.5%
	315	Alony Hetz Properties & Investments Ltd.		3,545
	171	Azrieli Group Ltd.		10,135
	200	Check Point Software Technologies Ltd.*		25,298
	269	Nice Ltd.*		31,708
	108	Paz Oil Co., Ltd.		16,134
	964	Radware Ltd.*		25,189
	216	Taro Pharmaceutical Industries Ltd.		23,347

				135,356

		Italy - 1.5%
	1,620	Eni S.p.A.		28,657
	644	Recordati S.p.A.		25,099
	4,840	Snam S.p.A.		24,885

				78,641

		Japan - 15.6%
	700	ANA Holdings, Inc.		25,670
	1,600	Astellas Pharma, Inc.		23,974
	500	Bridgestone Corp.		19,271
	1,000	Canon, Inc.		29,028
	300	Chugai Pharmaceutical Co., Ltd.		20,626
	1,900	DeNA Co., Ltd.⁽¹⁾		28,615
	300	Denso Corp.		11,701
	300	East Japan Railway Co.		28,947
	600	FUJIFILM Holdings Corp.		27,288
	100	Hankyu Hanshin Holdings, Inc.		3,749
	1,700	ITOCHU Corp.⁽¹⁾		30,756
	700	Japan Airlines Co., Ltd.		24,658
	5	Japan Logistics Fund, Inc. REIT		10,611
	2,300	Japan Post Holdings Co., Ltd.		26,931
	1	Japan Real Estate Investment Corp. REIT		5,900
	1	Japan Retail Fund Investment Corp. REIT		2,012
	600	Kaken Pharmaceutical Co., Ltd.		27,267
	100	KDDI Corp.		2,155
	500	Kintetsu Group Holdings Co., Ltd.		23,309
	300	Kuraray Co., Ltd.		3,816
	600	McDonald’s Holdings Co. Japan Ltd.		27,754
	500	Mitsubishi Corp.		13,886
	1,600	Mitsubishi Electric Corp.		20,563
	600	Mitsubishi Heavy Industries Ltd.		24,925
	600	Mitsui & Co., Ltd.		9,316
	12,800	Mizuho Financial Group, Inc.		19,810
	300	Nagoya Railroad Co., Ltd.		8,307
	700	NEC Corp.		23,684
	2,000	Nippon Kayaku Co., Ltd.		23,635
	3,900	Nissan Motor Co., Ltd.⁽¹⁾		32,001
	700	NTT DOCOMO, Inc.		15,504
	200	Oriental Land Co., Ltd.		22,713
	400	Otsuka Holdings Co., Ltd.		15,717
	300	Secom Co., Ltd.		25,700
	1,900	Seiko Epson Corp.⁽¹⁾		29,096


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.3% - (continued)
		Japan - 15.6% - (continued)
	2,000	Sekisui House Ltd.	$	33,103
	100	Seven & i Holdings Co., Ltd.		3,773
	1,600	Skylark Holding Co., Ltd.		26,526
	700	Sumitomo Rubber Industries Ltd.⁽¹⁾		8,399
	200	Tokio Marine Holdings, Inc.		9,689
	500	Toyota Motor Corp.		29,304
	5,500	Yamada Denki Co., Ltd.⁽¹⁾		27,131

				826,820

		Malaysia - 2.3%
	24,500	DiGi.Com Bhd		27,306
	7,400	HAP Seng Consolidated Bhd		17,945
	15,300	IHH Healthcare Bhd		21,624
	2,200	Kuala Lumpur Kepong Bhd		13,364
	5,000	Maxis Bhd		6,565
	12,300	Petronas Chemicals Group Bhd		27,598
	3,200	Tenaga Nasional Bhd		9,923

				124,325

		Mexico - 0.2%
	1,104	Fomento Economico Mexicano S.A.B. de C.V.		10,183

		Netherlands - 1.3%
	78	Koninklijke DSM N.V.		8,510
	134	Koninklijke Philips N.V.		5,464
	616	QIAGEN N.V.*		24,997
	895	Royal Dutch Shell plc Class A		28,147

				67,118

		Norway - 1.7%
	1,785	Atea ASA*		25,951
	1,265	Equinor ASA		27,741
	832	Marine Harvest ASA*		18,598
	845	Telenor ASA		16,946

				89,236

		Philippines - 0.8%
	9,400	Ayala Land, Inc.		8,038
	2,040	Manila Electric Co.		14,763
	640	SM Investments Corp.		11,384
	10,800	SM Prime Holdings, Inc.		8,206

				42,391

		Portugal - 0.0%
	60	Galp Energia SGPS S.A.		962

		Russia - 0.1%
	284	MMC Norilsk Nickel PJSC ADR		5,998

		Singapore - 0.8%
	200	Ascendas Real Estate Investment Trust REIT		430
	2,700	Mapletree Logistics Trust REIT		2,910
	3,900	SATS Ltd.		14,713
	4,400	Singapore Telecommunications Ltd.		9,810
	1,300	Suntec Real Estate Investment Trust REIT		1,872
	2,300	UOL Group Ltd.		11,801

				41,536

		South Africa - 0.5%
	19,110	Fortress REIT Ltd. Class A, REIT		24,329

		South Korea - 5.6%
	42	Chong Kun Dang Pharmaceutical Corp.		3,774
	56	GS Home Shopping, Inc.		8,826
	308	Hyundai Department Store Co., Ltd.		27,405
	274	Hyundai Home Shopping Network Corp.		26,311
	206	Hyundai Motor Co.		21,687
	916	Kangwon Land, Inc.		25,823

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


		29

Hartford Multifactor Low Volatility International Equity ETF

Schedule of Investments – (continued)

March 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.3% - (continued)
		South Korea - 5.6% - (continued)
	594	Kia Motors Corp.	$	18,499
	1,790	KT Corp. ADR		22,268
	139	LG Corp.		9,490
	88	NongShim Co., Ltd.		23,956
	15	Ottogi Corp.		10,189
	275	S-1 Corp.		24,348
	647	Samsung Electronics Co., Ltd.		25,450
	120	Shinhan Financial Group Co., Ltd.		4,440
	74	SK Holdings Co., Ltd.		17,635
	121	SK Telecom Co., Ltd.		26,810

				296,911

		Spain - 1.0%
	307	Amadeus IT Group S.A.		24,612
	3,644	Telefonica S.A.		30,561

				55,173

		Sweden - 1.2%
	1,216	Assa Abloy AB Class B		26,312
	391	Swedbank AB Class A⁽¹⁾		5,537
	7,039	Telia Co., AB		31,836

				63,685

		Switzerland - 3.1%
	362	Ferguson plc		23,038
	12	Givaudan S.A.		30,654
	296	Nestle S.A.		28,206
	291	Novartis AG		27,987
	81	Roche Holding AG		22,314
	259	Swiss Re AG		25,299
	15	Swisscom AG⁽¹⁾		7,335

				164,833

		Taiwan - 5.4%
	2,000	Cheng Shin Rubber Industry Co., Ltd.		2,722
	11,000	Chong Hong Construction Co., Ltd.		32,122
	8,000	Chunghwa Telecom Co., Ltd.		28,423
	41,000	Compal Electronics, Inc.		25,475
	27,000	Everlight Electronics Co., Ltd.		27,376
	2,000	Far EasTone Telecommunications Co., Ltd.		4,822
	1,000	Formosa Chemicals & Fibre Corp.		3,634
	2,000	Formosa Plastics Corp.		7,106
	3,000	Foxconn Technology Co., Ltd.		5,986
	6,000	Highwealth Construction Corp.		9,890
	800	Hon Hai Precision Industry Co., Ltd.		1,908
	2,000	Hung Sheng Construction Ltd.		1,927
	3,000	Nan Ya Plastics Corp.		7,680
	7,000	Pou Chen Corp.		8,528
	8,000	Sinbon Electronics Co., Ltd.		26,865
	1,000	Supreme Electronics Co., Ltd.		1,019
	2,000	Taiwan Mobile Co., Ltd.		7,235
	3,000	Taiwan Semiconductor Manufacturing Co., Ltd.		23,896
	13,000	Uni-President Enterprises Corp.		31,550
	20,000	WT Microelectronics Co., Ltd.		26,379

				284,543

		Thailand - 2.8%
	1,000	Advanced Info Service plc NVDR		5,798
	14,300	Airports of Thailand plc NVDR		30,641
	261,700	Bangkok Land plc NVDR		12,947
	1,500	Bumrungrad Hospital plc NVDR		8,484
	10,500	Central Pattana plc NVDR		24,236
	10,600	CP ALL plc NVDR		24,968
	900	Electricity Generating plc NVDR		8,281
	900	Glow Energy plc NVDR		2,581
	2,900	Ratchaburi Electricity Generating Holding plc NVDR		5,346
	1,404	Siam Cement plc NVDR		21,324
	10,700	Supalai plc NVDR		6,372

				150,978


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.3% - (continued)
		Turkey - 1.4%
	933	BIM Birlesik Magazalar A.S.	$	12,584
	19,327	Enka Insaat ve Sanayi A.S.		15,702
	2,449	KOC Holding A.S.		6,975
	19,564	Soda Sanayii A.S.		25,972
	541	Tupras Turkiye Petrol Rafinerileri A.S.		11,950

				73,183

		United Kingdom - 9.8%
	388	AstraZeneca plc		31,018
	838	BAE Systems plc		5,268
	4,296	BP plc		31,264
	1,111	Compass Group plc		26,124
	493	Croda International plc		32,364
	804	Diageo plc		32,875
	1,152	GlaxoSmithKline plc		23,970
	1,514	Halma plc		32,986
	1,681	HSBC Holdings plc		13,653
	2,598	Informa plc		25,194
	348	InterContinental Hotels Group plc		20,927
	292	Intertek Group plc		18,480
	156	Linde plc		27,445
	2,305	Pearson plc		25,116
	1,091	RELX plc		23,336
	6,813	Rentokil Initial plc		31,365
	3,799	Rightmove plc		25,246
	628	Sage Group plc		5,738
	1,415	Smith & Nephew plc		28,081
	99	Smiths Group plc		1,851
	493	Unilever N.V.		28,664
	387	Unilever plc		22,163
	3,385	Vodafone Group plc		6,166

				519,294

		United States - 0.1%
	56	Carnival plc		2,747


		Total Common Stocks (cost $4,986,595)	$	5,264,359


PREFERRED STOCKS - 0.0%
		Germany - 0.0%
	37	Fuchs Petrolub SE, 2.01%	$	1,525

		South Korea - 0.0%
	6	CJ Corp.*⁽³⁾⁽⁴⁾		194


		Total Preferred Stocks (cost $2,152)	$	1,719


		Total Long-Term Investments (cost $4,988,747)	$	5,266,078


SHORT-TERM INVESTMENTS - 1.2%
		Securities Lending Collateral - 1.2%
	60,538	State Street Navigator Securities Lending Government Money Market Portfolio, 2.43%⁽⁵⁾	$	60,538


		Total Short-Term Investments (cost $60,538)	$	60,538



Total Investments (cost $5,049,285)	100.5	%	$	5,326,616
Other Assets and Liabilities	(0.5	)%		(24,872	)

Total Net Assets	100.0	%	$	5,301,744

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.


		30

Hartford Multifactor Low Volatility International Equity ETF

Schedule of Investments – (continued)

March 31, 2019 (Unaudited)

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

*	Non-income producing.

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

⁽²⁾

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 March 31, 2019, the aggregate value of this security was $20,140, representing 0.4% of net assets.

⁽³⁾	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

March 31, 2019, the aggregate fair value of this security was $194, which represented 0.0% of total net assets.

⁽⁴⁾	Investment valued using significant unobservable inputs.

⁽⁵⁾	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)

Other Abbreviations:
ADR		American Depositary Receipt
GDR		Global Depositary Receipt
NVDR		Non-Voting Depositary Receipt
PJSC		Private Joint Stock Company
PT		Perseroan Terbatas
REIT		Real Estate Investment Trust

Fair Valuation Summary

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


Description	Total		Level 1		Level 2		Level 3⁽¹⁾
Assets
Common Stocks
Australia	$	367,354	$	367,354	$	—	$	—
Belgium		1,595		1,595		—		—
Brazil		16,040		16,040		—		—
Canada		536,284		536,284		—		—
China		149,225		149,225		—		—
Denmark		101,375		101,375		—		—
Finland		6,310		6,310		—		—
France		204,666		204,666		—		—
Germany		174,216		174,216		—		—
Hong Kong		332,412		332,412		—		—
India		128,587		128,587		—		—
Indonesia		137,300		137,300		—		—
Ireland		50,753		50,753		—		—
Israel		135,356		135,356		—		—
Italy		78,641		78,641		—		—
Japan		826,820		826,820		—		—
Malaysia		124,325		124,325		—		—
Mexico		10,183		10,183		—		—
Netherlands		67,118		67,118		—		—
Norway		89,236		89,236		—		—
Philippines		42,391		42,391		—		—
Portugal		962		962		—		—
Russia		5,998		5,998		—		—
Singapore		41,536		41,536		—		—
South Africa		24,329		24,329		—		—
South Korea		296,911		296,911		—		—
Spain		55,173		55,173		—		—
Sweden		63,685		63,685		—		—
Switzerland		164,833		164,833		—		—
Taiwan		284,543		284,543		—		—
Thailand		150,978		150,978		—		—
Turkey		73,183		73,183		—		—
United Kingdom		519,294		519,294		—		—
United States		2,747		2,747		—		—
Preferred Stocks		1,719		1,525		—		194
Short-Term Investments		60,538		60,538		—		—

Total	$	5,326,616	$	5,326,422	$	—	$	194

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

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


		31

Hartford Multifactor Low Volatility US Equity ETF

Schedule of Investments

March 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.8%
		Banks - 1.0%
	374	Capitol Federal Financial, Inc.	$	4,993
	11	Commerce Bancshares, Inc.		639
	136	JP Morgan Chase & Co.		13,767
	1,413	TFS Financial Corp.		23,272
	656	US Bancorp		31,613

				74,284

		Capital Goods - 7.6%
	331	3M Co.		68,775
	47	Allegion plc		4,263
	10	ESCO Technologies, Inc.		670
	164	General Dynamics Corp.		27,762
	584	Honeywell International, Inc.		92,809
	38	IDEX Corp.		5,766
	151	Ingersoll-Rand plc		16,301
	593	Kaman Corp.		34,655
	45	Lennox International, Inc.		11,898
	225	Lincoln Electric Holdings, Inc.		18,871
	161	Lockheed Martin Corp.		48,326
	242	MSC Industrial Direct Co., Inc. Class A		20,016
	116	Northrop Grumman Corp.		31,274
	347	Raytheon Co.		63,182
	6	Roper Technologies, Inc.		2,052
	454	Toro Co.		31,253
	482	United Technologies Corp.		62,125
	45	Watsco, Inc.		6,444

				546,442

		Commercial & Professional Services - 4.8%
	1,737	CBIZ, Inc.*		35,157
	45	Cintas Corp.		9,095
	575	Exponent, Inc.		33,189
	295	ICF International, Inc.		22,444
	89	IHS Markit Ltd.*		4,840
	461	KAR Auction Services, Inc.		23,654
	529	McGrath Rent Corp.		29,925
	626	Republic Services, Inc.		50,318
	790	Rollins, Inc.⁽¹⁾		32,880
	57	UniFirst Corp.		8,749
	159	Verisk Analytics, Inc.		21,147
	666	Waste Management, Inc.		69,204

				340,602

		Consumer Durables & Apparel - 0.8%
	299	Columbia Sportswear Co.		31,150
	320	Garmin Ltd.		27,632

				58,782

		Consumer Services - 8.6%
	250	Bright Horizons Family Solutions, Inc.*		31,778
	496	Carnival Corp.		25,157
	575	Cheesecake Factory, Inc.⁽¹⁾		28,129
	204	Cracker Barrel Old Country Store, Inc.		32,968
	477	Darden Restaurants, Inc.		57,941
	431	Dunkin’ Brands Group, Inc.		32,368
	46	Graham Holdings Co. Class B		31,426
	119	H&R Block, Inc.⁽¹⁾		2,849
	194	Hilton Worldwide Holdings, Inc.		16,123
	296	Hyatt Hotels Corp. Class A		21,481
	79	Jack in the Box, Inc.		6,404
	587	McDonald’s Corp.		111,471
	743	Service Corp. International/US		29,832
	484	ServiceMaster Global Holdings, Inc.*		22,603
	801	Starbucks Corp.		59,546
	1,963	Wendy’s Co.⁽¹⁾		35,118
	733	Yum! Brands, Inc.		73,161

				618,355


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.8% - (continued)
		Diversified Financials - 4.1%
	2,792	AGNC Investment Corp. REIT	$	50,256
	40	American Express Co.		4,372
	3,562	Annaly Capital Management, Inc. REIT		35,584
	1,410	Apollo Commercial Real Estate Finance, Inc. REIT⁽¹⁾		25,662
	171	ARMOUR Residential, Inc. REIT		3,340
	319	Berkshire Hathaway, Inc. Class B*		64,084
	917	Blackstone Mortgage Trust, Inc. Class A REIT⁽¹⁾		31,691
	483	Chimera Investment Corp. REIT⁽¹⁾		9,051
	83	CME Group, Inc.		13,660
	166	Invesco Mortgage Capital, Inc. REIT		2,623
	2,449	MFA Financial, Inc. REIT		17,804
	8	Nasdaq, Inc.		700
	811	Redwood Trust, Inc. REIT		13,098
	343	Starwood Property Trust, Inc. REIT		7,666
	1,026	Two Harbors Investment Corp. REIT		13,882

				293,473

		Energy - 4.3%
	823	Chevron Corp.		101,377
	1,282	Exxon Mobil Corp.		103,585
	638	Occidental Petroleum Corp.		42,236
	35	ONEOK, Inc.		2,444
	586	Phillips 66		55,770

				305,412

		Food & Staples Retailing - 1.4%
	93	Costco Wholesale Corp.		22,519
	406	Sysco Corp.		27,105
	514	Walmart, Inc.		50,130

				99,754

		Food, Beverage & Tobacco - 4.7%
	23	Altria Group, Inc.		1,321
	1,252	Archer-Daniels-Midland Co.		53,999
	14	Brown-Forman Corp. Class B		739
	1,643	Coca-Cola Co.		76,991
	325	Hershey Co.		37,320
	476	Hormel Foods Corp.⁽¹⁾		21,306
	599	Kellogg Co.		34,371
	22	Lancaster Colony Corp.		3,447
	39	McCormick & Co., Inc.		5,874
	448	Mondelez International, Inc. Class A		22,364
	520	PepsiCo., Inc.		63,726
	347	Tootsie Roll Industries, Inc.⁽¹⁾		12,922

				334,380

		Health Care Equipment & Services - 5.2%
	261	Abbott Laboratories		20,865
	520	Baxter International, Inc.		42,281
	294	Danaher Corp.		38,814
	33	Laboratory Corp. of America Holdings*		5,048
	1,033	Medtronic plc		94,086
	389	Quest Diagnostics, Inc.		34,979
	208	STERIS plc*		26,630
	50	Stryker Corp.		9,876
	408	UnitedHealth Group, Inc.		100,882

				373,461

		Household & Personal Products - 2.5%
	274	Church & Dwight Co., Inc.		19,517
	200	Clorox Co.		32,092
	393	Colgate-Palmolive Co.		26,936
	76	Herbalife Nutrition Ltd.*		4,027
	109	Kimberly-Clark Corp.		13,505
	652	Procter & Gamble Co.		67,841
	89	WD-40 Co.		15,080

				178,998

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


		32

Hartford Multifactor Low Volatility US Equity ETF

Schedule of Investments – (continued)

March 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.8% - (continued)
		Insurance - 3.2%
	586	Aflac, Inc.	$	29,300
	28	Alleghany Corp.*		17,147
	129	American Financial Group, Inc.		12,411
	156	American National Insurance Co.		18,848
	15	Aon plc		2,561
	11	Argo Group International Holdings Ltd.		777
	151	Arthur J Gallagher & Co.		11,793
	582	Axis Capital Holdings Ltd.		31,882
	122	Brown & Brown, Inc.		3,600
	90	Chubb Ltd.		12,607
	80	Erie Indemnity Co. Class A		14,282
	69	Everest Re Group Ltd.		14,901
	380	Loews Corp.		18,214
	130	Navigators Group, Inc.		9,083
	149	Torchmark Corp.		12,211
	5	White Mountains Insurance Group Ltd.		4,627
	193	WR Berkley Corp.		16,351

				230,595

		Materials - 8.6%
	398	Air Products & Chemicals, Inc.		76,002
	308	AptarGroup, Inc.		32,768
	292	Ashland Global Holdings, Inc.		22,814
	274	Balchem Corp.		25,427
	348	Ball Corp.		20,135
	674	Bemis Co., Inc.		37,394
	115	Eastman Chemical Co.		8,726
	389	Ecolab, Inc.		68,674
	168	International Flavors & Fragrances, Inc.⁽¹⁾		21,637
	394	Linde plc		69,316
	265	LyondellBasell Industries N.V. Class A		22,281
	79	NewMarket Corp.		34,251
	117	PPG Industries, Inc.		13,206
	150	Reliance Steel & Aluminum Co.		13,539
	605	RPM International, Inc.		35,114
	20	Sensient Technologies Corp.⁽¹⁾		1,356
	58	Sherwin-Williams Co.		24,981
	1,206	Silgan Holdings, Inc.		35,734
	531	Sonoco Products Co.		32,673
	222	WR Grace & Co.		17,325

				613,353

		Media & Entertainment - 5.2%
	9	Alphabet, Inc. Class A*		10,592
	32	Cable One, Inc.		31,404
	485	Cinemark Holdings, Inc.		19,395
	724	Comcast Corp. Class A		28,946
	450	Fox Corp. Class A*		16,520
	1,150	Interpublic Group of Cos., Inc.		24,162
	361	John Wiley & Sons, Inc. Class A		15,963
	689	Omnicom Group, Inc.⁽¹⁾		50,290
	739	Tribune Media Co., Class A		34,097
	1,304	Walt Disney Co.		144,783

				376,152

		Pharmaceuticals, Biotechnology & Life Sciences - 4.9%
	51	Amgen, Inc.		9,689
	46	Bio-Rad Laboratories, Inc. Class A*		14,061
	278	Eli Lilly & Co.		36,073
	731	Johnson & Johnson		102,187
	1,035	Merck & Co., Inc.		86,081
	1,965	Pfizer, Inc.		83,454
	193	Zoetis, Inc.		19,429

				350,974

		Real Estate - 6.6%
	467	American Campus Communities, Inc. REIT		22,220
	200	American Tower Corp. REIT		39,412


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.8% - (continued)
		Real Estate - 6.6% - (continued)
	323	Apartment Investment & Management Co. Class A, REIT	$	16,244
	836	Apple Hospitality, Inc. REIT		13,627
	70	AvalonBay Communities, Inc. REIT		14,051
	54	Camden Property Trust REIT		5,481
	214	Crown Castle International Corp. REIT		27,392
	263	Douglas Emmett, Inc. REIT		10,630
	7	EastGroup Properties, Inc. REIT		781
	118	EPR Properties REIT		9,074
	1,099	Equity Commonwealth REIT		35,926
	272	Equity LifeStyle Properties, Inc. REIT		31,090
	20	Essex Property Trust, Inc. REIT		5,785
	482	Gaming and Leisure Properties, Inc. REIT		18,591
	355	Infra, Inc. REIT*		7,444
	108	Life Storage, Inc. REIT		10,505
	405	LTC Properties, Inc. REIT		18,549
	120	Mid-America Apartment Communities, Inc. REIT		13,120
	345	National Health Investors, Inc. REIT		27,100
	122	PS Business Parks, Inc. REIT		19,133
	82	Public Storage REIT		17,858
	565	Rayonier, Inc. REIT		17,809
	1,442	Retail Opportunity Investments Corp. REIT		25,004
	253	Sun Communities, Inc. REIT		29,986
	217	UDR, Inc. REIT		9,865
	85	Ventas, Inc. REIT		5,424
	38	Washington Real Estate Investment Trust REIT⁽¹⁾		1,078
	242	WP Carey, Inc. REIT		18,956

				472,135

		Retailing - 4.0%
	40	AutoZone, Inc.*		40,965
	116	Expedia Group, Inc.		13,804
	492	Genuine Parts Co.		55,119
	366	Home Depot, Inc.		70,232
	148	Murphy USA, Inc.*		12,672
	8	O’Reilly Automotive, Inc.*		3,106
	146	Pool Corp.		24,085
	1,275	TJX Cos., Inc.		67,843

				287,826

		Semiconductors & Semiconductor Equipment - 0.3%
	379	Intel Corp.		20,352

		Software & Services - 9.1%
	435	Accenture plc Class A		76,569
	962	Amdocs Ltd.		52,054
	242	Automatic Data Processing, Inc.		38,657
	48	Broadridge Financial Solutions, Inc.		4,977
	493	CDK Global, Inc.		28,998
	396	Citrix Systems, Inc.		39,465
	10	Cognizant Technology Solutions Corp. Class A		724
	79	ExlService Holdings, Inc.*		4,742
	363	Fidelity National Information Services, Inc.		41,055
	468	Fiserv, Inc.*⁽¹⁾		41,315
	450	Genpact Ltd.		15,831
	101	International Business Machines Corp.		14,251
	312	Jack Henry & Associates, Inc.		43,287
	44	Mastercard, Inc. Class A		10,360
	507	MAXIMUS, Inc.		35,987
	274	Microsoft Corp.		32,316
	530	Oracle Corp.		28,466
	645	Paychex, Inc.		51,729
	236	Visa, Inc. Class A		36,861
	2,862	Western Union Co.		52,861

				650,505

		Technology Hardware & Equipment - 1.8%
	481	Amphenol Corp. Class A		45,426
	324	Cisco Systems, Inc.		17,493

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


		33

Hartford Multifactor Low Volatility US Equity ETF

Schedule of Investments – (continued)

March 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.8% - (continued)
		Technology Hardware & Equipment - 1.8% - (continued)
	18	Dolby Laboratories, Inc. Class A	$	1,134
	322	Juniper Networks, Inc.		8,523
	270	Motorola Solutions, Inc.		37,913
	204	TE Connectivity Ltd.		16,473

				126,962

		Telecommunication Services - 4.3%
	3,389	AT&T, Inc.		106,279
	714	Cogent Communications Holdings, Inc.		38,735
	735	T-Mobile US, Inc.*		50,788
	1,896	Verizon Communications, Inc.		112,110

				307,912

		Transportation - 2.4%
	97	AMERCO		36,036
	276	CH Robinson Worldwide, Inc.		24,009
	44	Expeditors International of Washington, Inc.		3,340
	272	J.B. Hunt Transport Services, Inc.		27,551
	218	Landstar System, Inc.		23,847
	193	Union Pacific Corp.		32,270
	227	United Parcel Service, Inc. Class B		25,365

				172,418

		Utilities - 4.4%
	492	Alliant Energy Corp.		23,188
	47	American Electric Power Co., Inc.		3,936
	122	American Water Works Co., Inc.		12,720
	101	Atmos Energy Corp.		10,396
	245	CenterPoint Energy, Inc.		7,521
	211	CMS Energy Corp.		11,719
	250	Consolidated Edison, Inc.		21,202
	9	Dominion Energy, Inc.		690
	144	DTE Energy Co.		17,963
	227	Duke Energy Corp.		20,430
	73	Entergy Corp.		6,981
	176	Evergy, Inc.		10,217
	545	Hawaiian Electric Industries, Inc.		22,220
	52	IDACORP, Inc.		5,176
	1,368	MDU Resources Group, Inc.		35,335
	25	NextEra Energy, Inc.		4,833
	79	Portland General Electric Co.		4,095
	91	Public Service Enterprise Group, Inc.		5,406
	474	Southern Co.		24,496
	309	Spire, Inc.		25,428
	16	UGI Corp.		887


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.8% - (continued)
		Utilities - 4.4% - (continued)
	277	WEC Energy Group, Inc.	$	21,905
	336	Xcel Energy, Inc.		18,887

				315,631


		Total Common Stocks (cost $6,493,812)	$	7,148,758


SHORT-TERM INVESTMENTS - 0.1%
		Securities Lending Collateral - 0.1%
	10,526	State Street Navigator Securities Lending Government Money Market Portfolio, 2.43%⁽²⁾	$	10,526


		Total Short-Term Investments (cost $10,526)	$	10,526



Total Investments (cost $6,504,338)	99.9	%	$	7,159,284
Other Assets and Liabilities	0.1	%		6,871

Total Net Assets	100.0	%	$	7,166,155

Note:

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

Equity industry classifications used in this report are the Global Industry Classification Standard, which was developed by and is the exclusive property and service mark of MSCI, Inc. and Standard & Poor’s.

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

*	Non-income producing.

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

⁽²⁾	Current yield as of period end.

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


GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:
REIT		Real Estate Investment Trust

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


		34

Hartford Multifactor Low Volatility US Equity ETF

Schedule of Investments – (continued)

March 31, 2019 (Unaudited)

Fair Valuation Summary

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


Description	Total		Level 1		Level 2		Level 3⁽¹⁾
Assets
Common Stocks
Banks	$	74,284	$	74,284	$	—	$	—
Capital Goods		546,442		546,442		—		—
Commercial & Professional Services		340,602		340,602		—		—
Consumer Durables & Apparel		58,782		58,782		—		—
Consumer Services		618,355		618,355		—		—
Diversified Financials		293,473		293,473		—		—
Energy		305,412		305,412		—		—
Food & Staples Retailing		99,754		99,754		—		—
Food, Beverage & Tobacco		334,380		334,380		—		—
Health Care Equipment & Services		373,461		373,461		—		—
Household & Personal Products		178,998		178,998		—		—
Insurance		230,595		230,595		—		—
Materials		613,353		613,353		—		—
Media & Entertainment		376,152		376,152		—		—
Pharmaceuticals, Biotechnology & Life Sciences		350,974		350,974		—		—
Real Estate		472,135		472,135		—		—
Retailing		287,826		287,826		—		—
Semiconductors & Semiconductor Equipment		20,352		20,352		—		—
Software & Services		650,505		650,505		—		—
Technology Hardware & Equipment		126,962		126,962		—		—
Telecommunication Services		307,912		307,912		—		—
Transportation		172,418		172,418		—		—
Utilities		315,631		315,631		—		—
Short-Term Investments		10,526		10,526		—		—

Total	$	7,159,284	$	7,159,284	$	—	$	—

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

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


		35

Hartford Multifactor REIT ETF

Schedule of Investments

March 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.5%
		Diversified REITs - 9.4%
	13,053	American Assets Trust, Inc. REIT	$	598,611
	37,761	Armada Hoffler Properties, Inc. REIT		588,694
	36,504	Empire State Realty Trust, Inc. Class A, REIT		576,763
	20,606	Gladstone Commercial Corp. REIT		427,987
	65,342	Lexington Realty Trust REIT		591,998

				2,784,053

		Health Care REITs - 10.2%
	12,766	LTC Properties, Inc. REIT		584,683
	31,850	Medical Properties Trust, Inc. REIT		589,543
	7,421	National Health Investors, Inc. REIT		582,920
	16,217	Omega Healthcare Investors, Inc. REIT⁽¹⁾		618,678
	32,689	Sabra Healthcare, Inc. REIT		636,455

				3,012,279

		Hotel & Resort REITs - 10.3%
	21,365	Hospitality Properties Trust REIT		562,113
	29,046	Host Hotels & Resorts, Inc. REIT		548,969
	19,022	MGM Growth Properties LLC Class A, REIT		613,460
	6,939	Ryman Hospitality Properties, Inc. REIT		570,663
	8,638	Summit Hotel Properties, Inc. REIT		98,560
	29,168	Xenia Hotels & Resorts, Inc. REIT⁽¹⁾		639,071

				3,032,836

		Industrial REITs - 7.3%
	19,309	Americold Realty Trust REIT		589,117
	5,409	EastGroup Properties, Inc. REIT		603,861
	10,931	First Industrial Realty Trust, Inc. REIT		386,520
	28,112	Industrial Logistics Properties Trust REIT		567,019

				2,146,517

		Office REITs - 7.9%
	49,314	City Office, Inc. REIT		557,741
	22,266	Corporate Office Properties Trust REIT		607,862
	12,643	Highwoods Properties, Inc. REIT		591,440
	28,252	Piedmont Office Realty Trust, Inc. Class A, REIT		589,054

				2,346,097

		Residential REITs - 13.2%
	11,915	Apartment Investment & Management Co. Class A, REIT		599,205
	5,850	Camden Property Trust REIT		593,775
	5,191	Equity LifeStyle Properties, Inc. REIT		593,331
	2,060	Essex Property Trust, Inc. REIT		595,835
	16,189	NexPoint Residential Trust, Inc. REIT		620,686
	2,738	Sun Communities, Inc. REIT		324,508
	12,837	UDR, Inc. REIT		583,570

				3,910,910

		Retail REITs - 22.4%
	8,698	Agree Realty Corp. REIT⁽¹⁾		603,119
	33,156	Brixmor Property Group, Inc. REIT		609,076
	294,730	CBL & Associates Properties, Inc. REIT⁽¹⁾		456,831
	4,314	Federal Realty Investment Trust REIT		594,685
	17,652	Getty Realty Corp. REIT		565,394
	8,553	National Retail Properties, Inc. REIT		473,751
	47,478	RPT Realty REIT		570,211
	7,133	Saul Centers, Inc. REIT		366,422
	3,266	Simon Property Group, Inc. REIT		595,098
	27,533	Tanger Factory Outlet Centers, Inc. REIT⁽¹⁾		577,642
	11,027	Taubman Centers, Inc. REIT		583,108
	2,037	Washington Prime Group, Inc. REIT⁽¹⁾		11,509
	20,401	Weingarten Realty Investors REIT		599,177

				6,606,023

		Specialized REITs - 18.8%
	3,431	Coresite Realty Corp. REIT		367,186
	18,749	CubeSmart REIT		600,718


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.5% - (continued)
		Specialized REITs - 18.8% - (continued)
	11,481	CyrusOne, Inc. REIT	$	602,064
	5,124	Digital Realty Trust, Inc. REIT		609,756
	7,834	EPR Properties REIT		602,434
	3,565	Extra Space Storage, Inc. REIT		363,309
	15,847	Gaming and Leisure Properties, Inc. REIT		611,219
	25,248	Geo Group, Inc. REIT		484,762
	16,333	Iron Mountain, Inc. REIT		579,168
	2,705	Public Storage REIT		589,095
	6,937	VICI Properties, Inc. REIT		151,781

				5,561,492


		Total Common Stocks (cost $28,044,005)	$	29,400,207

SHORT-TERM INVESTMENTS - 1.4%
		Securities Lending Collateral - 1.4%
	412,622	State Street Navigator Securities Lending Government Money Market Portfolio, 2.43%⁽²⁾	$	412,622

		U.S. Treasury Bill - 0.0%
$	10,000	U.S. Treasury Bill 1.27%, 06/06/2019⁽³⁾⁽⁴⁾		9,957


		Total Short-Term Investments (cost $422,578)	$	422,579



Total Investments (cost $28,466,583)	100.9	%	$	29,822,786
Other Assets and Liabilities	(0.9	)%		(263,964	)

Total Net Assets	100.0	%	$	29,558,822

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

⁽²⁾	Current yield as of period end.

⁽³⁾	The rate shown represents current yield to maturity.

⁽⁴⁾	This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.

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


		36

Hartford Multifactor REIT ETF

Schedule of Investments – (continued)

March 31, 2019 (Unaudited)


Futures Contracts Outstanding at March 31, 2019
Description	Number of Contracts		Expiration Date		Current Notional Amount		Value and Unrealized Appreciation/ (Depreciation)
Long position contracts:
S&P Real Estate Sector (E-Mini) Future		3		06/21/2019	$	131,400	$	1,770

Total futures contracts							$	1,770

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


GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:
REIT		Real Estate Investment Trust

Fair Valuation Summary

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


Description	Total		Level 1		Level 2		Level 3⁽¹⁾
Assets
Common Stocks
Diversified REITs	$	2,784,053	$	2,784,053	$	—	$	—
Health Care REITs		3,012,279		3,012,279		—		—
Hotel & Resort REITs		3,032,836		3,032,836		—		—
Industrial REITs		2,146,517		2,146,517		—		—
Office REITs		2,346,097		2,346,097		—		—
Residential REITs		3,910,910		3,910,910		—		—
Retail REITs		6,606,023		6,606,023		—		—
Specialized REITs		5,561,492		5,561,492		—		—
Short-Term Investments		422,579		412,622		9,957		—
Futures Contracts⁽²⁾		1,770		1,770		—		—

Total	$	29,824,556	$	29,814,599	$	9,957	$	—

⁽¹⁾	For the six-month period ended March 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.


		37

Hartford Multifactor US Equity ETF

Schedule of Investments

March 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.8%
		Automobiles & Components - 0.5%
	42,723	Ford Motor Co.	$	375,108
	19,168	General Motors Co.		711,133
	1,955	Thor Industries, Inc.		121,933

				1,208,174

		Banks - 3.9%
	35,553	Bank of America Corp.		980,907
	12,127	BB&T Corp.		564,269
	2,843	Cullen/Frost Bankers, Inc.		275,970
	34,292	Fifth Third Bancorp		864,844
	533	First Citizens BancShares, Inc. Class A		217,038
	17,405	JP Morgan Chase & Co.		1,761,908
	11,629	KeyCorp.		183,157
	2,060	M&T Bank Corp.		323,461
	6,494	PNC Financial Services Group, Inc.		796,554
	15,885	Popular, Inc.		828,085
	14,933	SunTrust Banks, Inc.		884,780
	24,092	TCF Financial Corp.		498,464
	2,046	Umpqua Holdings Corp.		33,759
	3,858	US Bancorp		185,917
	22,719	Wells Fargo & Co.		1,097,782

				9,496,895

		Capital Goods - 4.4%
	3,163	3M Co.		657,208
	696	Boeing Co.		265,468
	1,228	Caterpillar, Inc.		166,382
	8,752	Cummins, Inc.		1,381,678
	485	Deere & Co.		77,522
	13,359	Eaton Corp. plc		1,076,201
	6,575	Emerson Electric Co.		450,190
	267	General Dynamics Corp.		45,198
	519	Honeywell International, Inc.		82,479
	3,926	Illinois Tool Works, Inc.		563,499
	7,885	Ingersoll-Rand plc		851,186
	14,691	MasTec, Inc.*⁽¹⁾		706,637
	8,089	MSC Industrial Direct Co., Inc. Class A		669,041
	1,787	Northrop Grumman Corp.		481,775
	20,132	PACCAR, Inc.		1,371,794
	1,216	Parker-Hannifin Corp.		208,690
	1,359	Raytheon Co.		247,447
	798	Rockwell Automation, Inc.		140,017
	3,958	Stanley Black & Decker, Inc.		538,961
	843	United Rentals, Inc.*		96,313
	1,549	United Technologies Corp.		199,651
	1,564	WW Grainger, Inc.		470,655

				10,747,992

		Commercial & Professional Services - 1.1%
	9,348	ManpowerGroup, Inc.		772,986
	2,631	Republic Services, Inc.		211,480
	5,697	Robert Half International, Inc.		371,216
	10,564	TriNet Group, Inc.*		631,093
	6,449	Waste Management, Inc.		670,116

				2,656,891

		Consumer Durables & Apparel - 0.6%
	1,576	Capri Holdings Ltd.		72,102
	474	Carter’s, Inc.		47,774
	2,810	Deckers Outdoor Corp.*		413,042
	2,122	NIKE, Inc. Class B		178,694
	740	Ralph Lauren Corp.		95,963
	18,226	Skechers USA, Inc. Class A*		612,576

				1,420,151

		Consumer Services - 1.4%
	7,643	Carnival Corp.		387,653
	461	Cracker Barrel Old Country Store, Inc.		74,502


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.8% - (continued)
		Consumer Services - 1.4% - (continued)
	1,835	Darden Restaurants, Inc.	$	222,897
	46,380	H&R Block, Inc.⁽¹⁾		1,110,337
	3,611	Las Vegas Sands Corp.		220,127
	920	McDonald’s Corp.		174,708
	6,823	Starbucks Corp.		507,222
	6,364	Yum! Brands, Inc.		635,191

				3,332,637

		Diversified Financials - 3.7%
	4,728	American Express Co.		516,770
	11,623	Ameriprise Financial, Inc.		1,488,906
	7,677	Berkshire Hathaway, Inc. Class B*		1,542,233
	580	BlackRock, Inc.		247,875
	7,496	Capital One Financial Corp.		612,348
	1,037	Charles Schwab Corp.		44,342
	3,850	CME Group, Inc.		633,633
	11,661	Discover Financial Services		829,797
	8,527	Morgan Stanley		359,839
	10,532	New Residential Investment Corp. REIT⁽¹⁾		178,096
	44,565	Santander Consumer USA Holdings, Inc.		941,658
	37,455	Synchrony Financial		1,194,815
	4,680	T Rowe Price Group, Inc.		468,562

				9,058,874

		Energy - 6.3%
	2,953	Anadarko Petroleum Corp.		134,302
	10,645	Chevron Corp.		1,311,251
	20,172	ConocoPhillips		1,346,279
	14,396	Continental Resources, Inc.*		644,509
	34,988	CVR Energy, Inc.		1,441,506
	4,270	EOG Resources, Inc.		406,419
	14,412	Exxon Mobil Corp.		1,164,490
	25,150	HollyFrontier Corp.		1,239,140
	26,947	Marathon Petroleum Corp.		1,612,778
	12,930	Occidental Petroleum Corp.		855,966
	30,140	PBF Energy, Inc. Class A		938,560
	22,852	Peabody Energy Corp.		647,397
	16,746	Phillips 66		1,593,717
	23,088	Valero Energy Corp.		1,958,555

				15,294,869

		Food & Staples Retailing - 3.4%
	1,378	Casey’s General Stores, Inc.⁽¹⁾		177,445
	2,285	Costco Wholesale Corp.		553,290
	73,952	Kroger Co.		1,819,219
	10,868	Performance Food Group Co.*		430,807
	19,156	Sysco Corp.		1,278,854
	32,038	US Foods Holding Corp.*		1,118,447
	22,881	Walgreens Boots Alliance, Inc.		1,447,681
	14,769	Walmart, Inc.		1,440,421

				8,266,164

		Food, Beverage & Tobacco - 1.7%
	8,006	Altria Group, Inc.		459,785
	21,572	Archer-Daniels-Midland Co.		930,400
	10,610	Flowers Foods, Inc.⁽¹⁾		226,205
	2,443	General Mills, Inc.		126,425
	957	Hershey Co.		109,892
	688	Hormel Foods Corp.⁽¹⁾		30,795
	7,260	Kellogg Co.		416,579
	4,244	PepsiCo., Inc.		520,102
	3,778	Philip Morris International, Inc.		333,938
	2,939	Pilgrim’s Pride Corp.*		65,510
	14,173	Tyson Foods, Inc. Class A		984,032

				4,203,663

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


		38

Hartford Multifactor US Equity ETF

Schedule of Investments – (continued)

March 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.8% - (continued)
		Health Care Equipment & Services - 10.1%
	5,188	Abbott Laboratories	$	414,729
	5,721	Amedisys, Inc.*		705,171
	9,425	AmerisourceBergen Corp.		749,476
	4,832	Anthem, Inc.		1,386,687
	13,071	Baxter International, Inc.		1,062,803
	13,084	Boston Scientific Corp.*		502,164
	16,962	Cardinal Health, Inc.		816,720
	41,291	Centene Corp.*		2,192,552
	23,401	Cerner Corp.*		1,338,771
	1,628	Cigna Corp.*		261,815
	28,636	CVS Health Corp.		1,544,340
	279	Danaher Corp.		36,834
	10,029	DaVita, Inc.*		544,475
	2,613	Edwards Lifesciences Corp.*		499,945
	7,640	Encompass Health Corp.		446,176
	15,658	HCA Healthcare, Inc.		2,041,490
	11,366	Henry Schein, Inc.*⁽¹⁾		683,210
	1,259	Hill-Rom Holdings, Inc.		133,278
	6,479	Humana, Inc.		1,723,414
	109	IDEXX Laboratories, Inc.*		24,372
	4,404	Laboratory Corp. of America Holdings*		673,724
	1,096	Masimo Corp.*		151,555
	15,255	MEDNAX, Inc.*		414,478
	10,471	Molina Healthcare, Inc.*		1,486,463
	4,295	Quest Diagnostics, Inc.		386,206
	4,085	Stryker Corp.		806,869
	8,024	UnitedHealth Group, Inc.		1,984,014
	6,013	WellCare Health Plans, Inc.*		1,622,007

				24,633,738

		Household & Personal Products - 1.3%
	3,459	Clorox Co.		555,031
	372	Colgate-Palmolive Co.		25,497
	7,795	Estee Lauder Cos., Inc. Class A		1,290,462
	3,816	Herbalife Nutrition Ltd.*		202,210
	6,476	Kimberly-Clark Corp.		802,376
	5,118	Nu Skin Enterprises, Inc. Class A		244,948
	1,095	Procter & Gamble Co.		113,935

				3,234,459

		Insurance - 8.1%
	36,742	Aflac, Inc.		1,837,100
	1,466	Alleghany Corp.*		897,778
	15,226	Allstate Corp.		1,433,985
	10,242	American Financial Group, Inc.		985,383
	3,943	Assurant, Inc.		374,230
	3,776	Axis Capital Holdings Ltd.		206,849
	4,380	Chubb Ltd.		613,550
	3,818	Cincinnati Financial Corp.		327,966
	29,673	CNA Financial Corp.		1,286,325
	2,893	Everest Re Group Ltd.		624,772
	1,442	Fidelity National Financial, Inc.		52,705
	5,701	First American Financial Corp.		293,602
	10,524	Lincoln National Corp.		617,759
	51,828	MetLife, Inc.		2,206,318
	56,471	Old Republic International Corp.		1,181,373
	27,455	Principal Financial Group, Inc.		1,377,967
	15,300	Progressive Corp.		1,102,977
	21,551	Prudential Financial, Inc.		1,980,106
	5,982	Reinsurance Group of America, Inc.		849,324
	10,206	Travelers Cos., Inc.		1,399,855

				19,649,924

		Materials - 4.1%
	1,276	Air Products & Chemicals, Inc.		243,665
	2,268	Ball Corp.		131,226


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.8% - (continued)
		Materials - 4.1% - (continued)
	1,888	Eastman Chemical Co.	$	143,261
	807	Ecolab, Inc.		142,468
	4,735	Freeport-McMoRan, Inc.		61,034
	24,322	Huntsman Corp.		547,002
	19,413	International Paper Co.		898,240
	38,164	Louisiana-Pacific Corp.		930,438
	23,845	LyondellBasell Industries N.V. Class A		2,004,888
	21,657	Nucor Corp.		1,263,686
	6,003	Packaging Corp. of America		596,578
	6,040	PPG Industries, Inc.		681,735
	10,793	Reliance Steel & Aluminum Co.		974,176
	884	Sherwin-Williams Co.		380,748
	10,295	Sonoco Products Co.		633,451
	10,807	Steel Dynamics, Inc.		381,163
	739	WestRock Co.		28,341

				10,042,100

		Media & Entertainment - 3.4%
	250	Alphabet, Inc. Class A*		294,222
	11,655	Altice USA, Inc. Class A⁽¹⁾		250,349
	9,950	CBS Corp. Class B		472,923
	1,456	Charter Communications, Inc. Class A*		505,101
	6,229	Cinemark Holdings, Inc.		249,098
	17,620	Comcast Corp. Class A		704,448
	7,563	DISH Network Corp. Class A*		239,671
	3,370	Facebook, Inc. Class A*		561,745
	6,024	Fox Corp. Class A*		221,141
	1,560	IAC/InterActiveCorp.*		327,772
	26,190	Interpublic Group of Cos., Inc.		550,252
	1,032	Nexstar Media Group, Inc.		111,838
	15,172	Omnicom Group, Inc.⁽¹⁾		1,107,404
	19,265	Sirius XM Holdings, Inc.⁽¹⁾		109,233
	2,468	Tribune Media Co., Class A		113,874
	14,369	Twitter, Inc.*		472,453
	18,887	Viacom, Inc. Class B		530,158
	13,517	Walt Disney Co.		1,500,793

				8,322,475

		Pharmaceuticals, Biotechnology & Life Sciences - 5.8%
	20,758	AbbVie, Inc.		1,672,887
	5,177	Amgen, Inc.		983,527
	2,338	Bio-Rad Laboratories, Inc. Class A*		714,680
	4,369	Biogen, Inc.*		1,032,744
	11,015	Bristol-Myers Squibb Co.		525,526
	794	Celgene Corp.*		74,906
	1,808	Charles River Laboratories International, Inc.*		262,612
	7,544	Eli Lilly & Co.		978,909
	13,105	Gilead Sciences, Inc.		851,956
	681	Illumina, Inc.*		211,580
	5,168	IQVIA Holdings, Inc.*		743,417
	4,198	Johnson & Johnson		586,838
	15,951	Merck & Co., Inc.		1,326,645
	2,951	Mylan N.V.*		83,631
	45,132	Pfizer, Inc.		1,916,756
	673	Regeneron Pharmaceuticals, Inc.*		276,347
	11,220	United Therapeutics Corp.*		1,316,891
	5,862	Zoetis, Inc.		590,128

				14,149,980

		Real Estate - 1.8%
	11,256	CBRE Group, Inc. Class A*		556,609
	1,027	Crown Castle International Corp. REIT		131,456
	1,944	Hospitality Properties Trust REIT		51,147
	4,893	Host Hotels & Resorts, Inc. REIT		92,478
	6,627	Iron Mountain, Inc. REIT		234,993
	1,400	Lamar Advertising Co., Class A, REIT		110,964

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


		39

Hartford Multifactor US Equity ETF

Schedule of Investments – (continued)

March 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.8% - (continued)
		Real Estate - 1.8% - (continued)
	49,745	Medical Properties Trust, Inc. REIT	$	920,780
	24,434	Park Hotels & Resorts, Inc. REIT		759,409
	175	Public Storage REIT		38,112
	2,846	Sabra Healthcare, Inc. REIT		55,412
	2,672	Senior Housing Properties Trust REIT		31,476
	7,498	Ventas, Inc. REIT		478,447
	4,738	Weingarten Realty Investors REIT		139,155
	5,332	Welltower, Inc. REIT		413,763
	10,851	Weyerhaeuser Co., REIT		285,815

				4,300,016

		Retailing - 8.3%
	36,638	American Eagle Outfitters, Inc.		812,264
	1,331	AutoZone, Inc.*		1,363,104
	14,929	Best Buy Co., Inc.		1,060,855
	3,022	Burlington Stores, Inc.*		473,487
	9,866	Dollar General Corp.		1,177,014
	9,497	Dollar Tree, Inc.*		997,565
	13,652	Foot Locker, Inc.		827,311
	44,834	Gap, Inc.		1,173,754
	1,077	Genuine Parts Co.		120,656
	4,366	Home Depot, Inc.		837,792
	22,143	Kohl’s Corp.		1,522,774
	22,693	L Brands, Inc.		625,873
	8,183	Lowe’s Cos., Inc.		895,793
	66,870	Macy’s, Inc.		1,606,886
	20,876	Nordstrom, Inc.⁽¹⁾		926,477
	1,896	O’Reilly Automotive, Inc.*		736,217
	7,572	Ross Stores, Inc.		704,953
	21,048	Target Corp.		1,689,312
	16,743	TJX Cos., Inc.		890,895
	845	Ulta Salon Cosmetics & Fragrance, Inc.*		294,677
	26,636	Urban Outfitters, Inc.*		789,491
	13,859	Williams-Sonoma, Inc.⁽¹⁾		779,846

				20,306,996

		Semiconductors & Semiconductor Equipment - 5.5%
	17,839	Advanced Micro Devices, Inc.*		455,251
	3,600	Analog Devices, Inc.		378,972
	31,273	Applied Materials, Inc.		1,240,287
	5,468	Broadcom, Inc.		1,644,282
	41,572	Intel Corp.		2,232,416
	4,435	KLA-Tencor Corp.		529,583
	8,159	Lam Research Corp.		1,460,543
	64,121	Micron Technology, Inc.*		2,650,121
	1,501	MKS Instruments, Inc.		139,668
	45,706	ON Semiconductor Corp.*		940,173
	3,027	Skyworks Solutions, Inc.		249,667
	14,471	Texas Instruments, Inc.		1,534,939
	581	Xilinx, Inc.		73,665

				13,529,567

		Software & Services - 5.2%
	3,230	Accenture plc Class A		568,545
	639	Automatic Data Processing, Inc.		102,074
	13,062	Booz Allen Hamilton Holding Corp.		759,425
	5,831	CACI International, Inc. Class A*		1,061,359
	9,618	Cognizant Technology Solutions Corp. Class A		696,824
	7,676	DXC Technology Co.		493,643
	6,948	First Data Corp. Class A*		182,524
	3,567	Fiserv, Inc.*⁽¹⁾		314,895
	11,392	International Business Machines Corp.		1,607,411
	2,865	Intuit, Inc.		748,940
	1,730	j2 Global, Inc.⁽¹⁾		149,818
	8,593	MAXIMUS, Inc.		609,931
	8,063	Microsoft Corp.		950,950


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.8% - (continued)
		Software & Services - 5.2% - (continued)
	6,713	Paychex, Inc.	$	538,383
	722	Red Hat, Inc.*		131,909
	936	VeriSign, Inc.*		169,940
	20,032	VMware, Inc. Class A		3,615,976

				12,702,547

		Technology Hardware & Equipment - 8.0%
	658	Amphenol Corp. Class A		62,142
	7,987	Apple, Inc.		1,517,131
	25,782	ARRIS International plc*		814,969
	16,818	Arrow Electronics, Inc.*		1,295,995
	7,583	CDW Corp.		730,774
	48,210	Ciena Corp.*		1,800,161
	20,294	Cisco Systems, Inc.		1,095,673
	2,081	F5 Networks, Inc.*		326,571
	20,790	Flex Ltd.*		207,900
	105,578	Hewlett Packard Enterprise Co.		1,629,069
	153,354	HP, Inc.		2,979,668
	8,527	Jabil, Inc.		226,733
	37,910	Juniper Networks, Inc.		1,003,478
	9,197	Lumentum Holdings, Inc.*		519,998
	3,003	Motorola Solutions, Inc.		421,681
	1,885	NCR Corp.*⁽¹⁾		51,442
	4,476	NetApp, Inc.		310,366
	41,543	Seagate Technology plc		1,989,494
	2,504	SYNNEX Corp.		238,857
	13,650	TE Connectivity Ltd.		1,102,237
	4,425	Tech Data Corp.*		453,164
	873	Ubiquiti Networks, Inc.		130,697
	7,739	Western Digital Corp.		371,936
	1,390	Zebra Technologies Corp. Class A*		291,247

				19,571,383

		Telecommunication Services - 4.4%
	50,936	AT&T, Inc.		1,597,353
	103,310	CenturyLink, Inc.		1,238,687
	437,161	Sprint Corp.*		2,469,960
	20,173	T-Mobile US, Inc.*		1,393,954
	45,366	Telephone & Data Systems, Inc.		1,394,097
	43,728	Verizon Communications, Inc.		2,585,637

				10,679,688

		Transportation - 4.0%
	3,409	Alaska Air Group, Inc.		191,313
	1,500	CH Robinson Worldwide, Inc.		130,485
	672	CSX Corp.		50,279
	32,190	Delta Air Lines, Inc.		1,662,614
	3,784	FedEx Corp.		686,456
	52,425	JetBlue Airways Corp.*		857,673
	1,579	Norfolk Southern Corp.		295,099
	3,292	Ryder System, Inc.		204,071
	23,609	Southwest Airlines Co.		1,225,543
	14,979	Spirit Airlines, Inc.*		791,790
	3,196	Union Pacific Corp.		534,371
	30,336	United Continental Holdings, Inc.*		2,420,206
	5,641	United Parcel Service, Inc. Class B		630,325

				9,680,225

		Utilities - 2.8%
	6,392	American Electric Power Co., Inc.		535,330
	9,412	CenterPoint Energy, Inc.		288,948
	8,129	Consolidated Edison, Inc.		689,420
	5,627	DTE Energy Co.		701,912
	1,497	Duke Energy Corp.		134,730
	8,514	Edison International		527,187
	1,270	Eversource Energy		90,107

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


		40

Hartford Multifactor US Equity ETF

Schedule of Investments – (continued)

March 31, 2019 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.8% - (continued)
		Utilities - 2.8% - (continued)
	26,537	Exelon Corp.	$	1,330,300
	2,313	NextEra Energy, Inc.		447,149
	11,614	PPL Corp.		368,628
	14,616	Public Service Enterprise Group, Inc.		868,337
	1,509	Southern Co.		77,985
	2,519	WEC Energy Group, Inc.		199,203
	11,894	Xcel Energy, Inc.		668,562

				6,927,798


		Total Common Stocks (cost $241,742,937)	$	243,417,206


SHORT-TERM INVESTMENTS - 0.3%
		Securities Lending Collateral - 0.3%
	629,395	State Street Navigator Securities Lending Government Money Market Portfolio, 2.43%⁽²⁾	$	629,395

		U.S. Treasury Bill - 0.0%
$	55,000	U.S. Treasury Bill 2.38%, 06/06/2019⁽³⁾⁽⁴⁾		54,762


		Total Short-Term Investments (cost $684,155)	$	684,157



Total Investments (cost $242,427,092)	100.1	%	$	244,101,363
Other Assets and Liabilities	(0.1	)%		(221,193	)

Total Net Assets	100.0	%	$	243,880,170

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.

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

⁽²⁾	Current yield as of period end.

⁽³⁾	The rate shown represents current yield to maturity.

⁽⁴⁾	This security, or a portion of this security, has been pledged as collateral in connection with futures contracts.


Futures Contracts Outstanding at March 31, 2019
Description	Number of Contracts		Expiration Date		Current Notional Amount		Value and Unrealized Appreciation/ (Depreciation)
Long position contracts:
S&P 500 (E-Mini) Future		3		06/21/2019	$	425,670	$	2,390

Total futures contracts							$	2,390

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


GLOSSARY: (abbreviations used in preceding Schedule of Investments)

Other Abbreviations:
REIT		Real Estate Investment Trust

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


		41

Hartford Multifactor US Equity ETF

Schedule of Investments – (continued)

March 31, 2019 (Unaudited)

Fair Valuation Summary

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


Description	Total		Level 1		Level 2		Level 3⁽¹⁾
Assets
Common Stocks
Automobiles & Components	$	1,208,174	$	1,208,174	$	—	$	—
Banks		9,496,895		9,496,895		—		—
Capital Goods		10,747,992		10,747,992		—		—
Commercial & Professional Services		2,656,891		2,656,891		—		—
Consumer Durables & Apparel		1,420,151		1,420,151		—		—
Consumer Services		3,332,637		3,332,637		—		—
Diversified Financials		9,058,874		9,058,874		—		—
Energy		15,294,869		15,294,869		—		—
Food & Staples Retailing		8,266,164		8,266,164		—		—
Food, Beverage & Tobacco		4,203,663		4,203,663		—		—
Health Care Equipment & Services		24,633,738		24,633,738		—		—
Household & Personal Products		3,234,459		3,234,459		—		—
Insurance		19,649,924		19,649,924		—		—
Materials		10,042,100		10,042,100		—		—
Media & Entertainment		8,322,475		8,322,475		—		—
Pharmaceuticals, Biotechnology & Life Sciences		14,149,980		14,149,980		—		—
Real Estate		4,300,016		4,300,016		—		—
Retailing		20,306,996		20,306,996		—		—
Semiconductors & Semiconductor Equipment		13,529,567		13,529,567		—		—
Software & Services		12,702,547		12,702,547		—		—
Technology Hardware & Equipment		19,571,383		19,571,383		—		—
Telecommunication Services		10,679,688		10,679,688		—		—
Transportation		9,680,225		9,680,225		—		—
Utilities		6,927,798		6,927,798		—		—
Short-Term Investments		684,157		629,395		54,762		—
Futures Contracts⁽²⁾		2,390		2,390		—		—

Total	$	244,103,753	$	244,048,991	$	54,762	$	—

⁽¹⁾	For the six-month period ended March 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.


		42

Hartford Multifactor ETFs

Statements of Assets and Liabilities

March 31, 2019 (Unaudited)


	Hartford Multifactor Developed Markets (ex-US) ETF		Hartford Multifactor Emerging Markets ETF			Hartford Multifactor Global Small Cap ETF		Hartford Multifactor Low Volatility International Equity ETF
Assets:
Investments in securities, at market value⁽¹⁾	$	1,951,260,383	$	81,953,944		$	23,861,407	$	5,326,616
Cash		3,914,906		84,446			50,044		1,938
Foreign currency		3,110,587		57,113			22,509		7,991
Receivables:
Investment securities sold		—		286			—		—
Dividends and interest		9,239,050		293,296			101,105		25,233
Securities lending income		77,548		593			1,477		90
Variation margin on futures contracts		31,207		4,000			519		—
Tax reclaims		549,304		348			2,368		1,714

Total assets		1,968,182,985		82,394,026			24,039,429		5,363,582

Liabilities:
Obligation to return securities lending collateral		49,584,827		716,715			374,571		60,538
Payables:
Investment securities purchased		4,747,604		—			33,655		—
Investment management fees		462,530		34,190			7,911		1,300

Total liabilities		54,794,961		750,905			416,137		61,838

Net assets	$	1,913,388,024	$	81,643,121		$	23,623,292	$	5,301,744

Summary of Net Assets:
Paid-in-capital	$	1,897,409,431	$	85,325,243		$	23,351,298	$	5,136,723
Distributable earnings		15,978,593		(3,682,122	)		271,994		165,021

Net assets	$	1,913,388,024	$	81,643,121		$	23,623,292	$	5,301,744

Net asset value per share	$	28.08	$	23.33		$	29.53	$	26.51

Shares issued and outstanding		68,150,000		3,500,000			800,000		200,000

Cost of investments	$	1,898,087,361	$	78,571,739		$	22,855,080	$	5,049,285
Cost of foreign currency	$	3,124,300	$	57,411		$	22,580	$	8,021

⁽¹⁾ Includes Investment in securities on loan, at market value	$	141,498,683	$	1,447,086		$	2,849,058	$	337,468

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


		43

Hartford Multifactor ETFs

Statements of Assets and Liabilities – (continued)

March 31, 2019 (Unaudited)


	Hartford Multifactor Low Volatility US Equity ETF		Hartford Multifactor REIT ETF		Hartford Multifactor US Equity ETF
Assets:
Investments in securities, at market value⁽¹⁾	$	7,159,284	$	29,822,786	$	244,101,363
Cash		5,376		33,618		141,577
Receivables:
Investment securities sold		—		48		—
Fund shares sold		—		—		3,065,544
Dividends and interest		13,137		168,610		302,233
Securities lending income		35		262		634
Variation margin on futures contracts		—		—		2,532
Tax reclaims		—		—		—

Total assets		7,177,832		30,025,324		247,613,883

Liabilities:
Obligation to return securities lending collateral		10,526		412,622		629,395
Payables:
Investment securities purchased		—		42,466		3,065,699
Investment management fees		1,151		11,339		38,619
Variation margin on futures contracts		—		75		—

Total liabilities		11,677		466,502		3,733,713

Net assets	$	7,166,155	$	29,558,822	$	243,880,170

Summary of Net Assets:
Paid-in-capital	$	6,425,712	$	29,247,742	$	246,913,244
Distributable earnings		740,443		311,080		(3,033,074	)

Net assets	$	7,166,155	$	29,558,822	$	243,880,170

Net asset value per share	$	28.66	$	15.56	$	30.87

Shares issued and outstanding		250,000		1,900,000		7,900,000

Cost of investments	$	6,504,338	$	28,466,583	$	242,427,092

⁽¹⁾ Includes Investment in securities on loan, at market value	$	239,390	$	1,706,086	$	3,470,042

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


		44

Hartford Multifactor ETFs

Statements of Operations

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


	Hartford Multifactor Developed Markets (ex-US) ETF			Hartford Multifactor Emerging Markets ETF			Hartford Multifactor Global Small Cap ETF			Hartford Multifactor Low Volatility International Equity ETF
Investment Income:
Dividends	$	20,833,815		$	805,343		$	282,625		$	71,033
Non-cash dividends		637,386			—			9,667			740
Interest		3,168			389			—			—
Securities lending		345,474			2,865			12,611			591
Less: Foreign tax withheld		(2,021,120	)		(102,416	)		(23,367	)		(8,102	)

Total investment income, net		19,798,723			706,181			281,536			64,262

Expenses:
Investment management fees		1,972,735			165,039			41,563			7,438

Total expenses, net		1,972,735			165,039			41,563			7,438

Net Investment Income (Loss)		17,825,988			541,142			239,973			56,824

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions:
Net realized gain (loss) on investments		(28,425,686	)⁽¹⁾		(1,781,721	)⁽¹⁾		88,660	⁽¹⁾		(25,649	)
Net realized gain (loss) on futures contracts		150,956			197			(6,624	)		—
Net realized gain (loss) on other foreign currency transactions		(57,357	)		(14,514	)		(2,545	)		(360	)

Net Realized Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		(28,332,087	)		(1,796,038	)		79,491			(26,009	)

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions:
Net unrealized appreciation (depreciation) of investments		39,243,479			1,893,386			(1,486,458	)		(120,836	)
Net unrealized appreciation (depreciation) of futures contracts		110,659			3,134			1,328			—
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies		(34,368	)		(2,729	)		(466	)		(153	)

Net Changes in Unrealized Appreciation (Depreciation) of Investments, Other Financial Instruments and Foreign Currency Transactions		39,319,770			1,893,791			(1,485,596	)		(120,989	)

Net Gain (Loss) on Investments, Other Financial Instruments and Foreign Currency Transactions		10,987,683			97,753			(1,406,105	)		(146,998	)

Net Increase (Decrease) in Net Assets Resulting from Operations	$	28,813,671		$	638,895		$	(1,166,132	)	$	(90,174	)

⁽¹⁾	Includes realized gains/(losses) as a result of in-kind redemptions (See Note 10 in Notes to Financial Statements).

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


		45

Hartford Multifactor ETFs

Statements of Operations – (continued)

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


	Hartford Multifactor Low Volatility US Equity ETF			Hartford Multifactor REIT ETF			Hartford Multifactor US Equity ETF
Investment Income:
Dividends	$	76,097		$	724,622		$	2,737,800
Non-cash dividends		475			202,651			—
Interest		—			132			541
Securities lending		338			3,021			10,048
Less: Foreign tax withheld		—			—			(166	)

Total investment income, net		76,910			930,426			2,748,223

Expenses:
Investment management fees		5,674			62,061			190,997

Total expenses, net		5,674			62,061			190,997

Net Investment Income (Loss)		71,236			868,365			2,557,226

Net Realized Gain (Loss) on Investments and Foreign Currency Transactions:
Net realized gain (loss) on investments		191,762	⁽¹⁾		(330,672	)⁽¹⁾		(1,141,720	)⁽¹⁾
Net realized gain (loss) on futures contracts		—			10,822			90,670

Net Realized Gain (Loss) on Investments and Foreign Currency Transactions		191,762			(319,850	)		(1,051,050	)

Net Changes in Unrealized Appreciation (Depreciation) of Investments and Foreign Currency Transactions:
Net unrealized appreciation (depreciation) of investments		(85,318	)		901,404			(10,556,201	)
Net unrealized appreciation (depreciation) of futures contracts		—			2,179			1,665

Net Changes in Unrealized Appreciation (Depreciation) of Investments and Foreign Currency Transactions		(85,318	)		903,583			(10,554,536	)

Net Gain (Loss) on Investments and Foreign Currency Transactions		106,444			583,733			(11,605,586	)

Net Increase (Decrease) in Net Assets Resulting from Operations	$	177,680		$	1,452,098		$	(9,048,360	)

⁽¹⁾	Includes realized gains/(losses) as a result of in-kind redemptions (See Note 10 in Notes to Financial Statements).

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


		46

Hartford Multifactor ETFs

Statements of Changes in Net Assets


	Hartford Multifactor Developed Markets (ex-US) ETF						Hartford Multifactor Emerging Markets ETF
	For the Six-Month Period Ended March 31, 2019 (Unaudited)			For the Year Ended September 30, 2018			For the Six-Month Period Ended March 31, 2019 (Unaudited)			For the Year Ended September 30, 2018
Operations:
Net investment income (loss)	$	17,825,988		$	12,080,162		$	541,142		$	1,483,870
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		(28,332,087	)		(5,987,452	)		(1,796,038	)		(859,431	)
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		39,319,770			2,113,375			1,893,791			(3,878,089	)

Net Increase (Decrease) in Net Assets Resulting from Operations		28,813,671			8,206,085			638,895			(3,253,650	)

Distributions to Shareholders		(10,046,331	)		(8,013,824	)		(930,849	)		(1,141,715	)

Fund Share Transactions:
Sold		1,265,676,387			738,684,038			18,991,973			25,448,866
Redeemed		(182,121,310	)		(59,138,041	)		(2,206,950	)		(2,229,949	)
Other Capital		—			321			69,883			17,212

Net increase from capital share transactions		1,083,555,077			679,546,318			16,854,906			23,236,129

Net Increase (Decrease) in Net Assets		1,102,322,417			679,738,579			16,562,952			18,840,764

Net Assets:
Beginning of period		811,065,607			131,327,028			65,080,169			46,239,405

End of period	$	1,913,388,024		$	811,065,607		$	81,643,121		$	65,080,169

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


		47

Hartford Multifactor ETFs

Statements of Changes in Net Assets – (continued)


	Hartford Multifactor Global Small Cap ETF						Hartford Multifactor Low Volatility International Equity ETF						Hartford Multifactor Low Volatility US Equity ETF
	For the Six-Month Period Ended March 31, 2019 (Unaudited)			For the Year Ended September 30, 2018			For the Six-Month Period Ended March 31, 2019 (Unaudited)			For the Year Ended September 30, 2018			For the Six-Month Period Ended March 31, 2019 (Unaudited)			For the Year Ended September 30, 2018
Operations:
Net investment income (loss)	$	239,973		$	476,213		$	56,824		$	130,277		$	71,236		$	95,116
Net realized gain (loss) on investments, other financial instruments and foreign currency transactions		79,491			858,346			(26,009	)		(42,526	)		191,762			(50,947	)
Net changes in unrealized appreciation (depreciation) of investments, other financial instruments and foreign currency transactions		(1,485,596	)		82,255			(120,989	)		184,054			(85,318	)		604,114

Net Increase (Decrease) in Net Assets Resulting from Operations		(1,166,132	)		1,416,814			(90,174	)		271,805			177,680			648,283

Distributions to Shareholders		(335,047	)		(470,072	)		(78,157	)		(118,511	)		(67,536	)		(96,129	)

Fund Share Transactions:
Sold		5,860,452			6,275,566			—			—			8,285,892			1,329,697
Redeemed		(2,979,533	)		(3,128,922	)		—			—			(6,973,160	)		—
Other Capital		445			1,646			—			—			—			—

Net increase from capital share transactions		2,881,364			3,148,290			—			—			1,312,732			1,329,697

Net Increase (Decrease) in Net Assets		1,380,185			4,095,032			(168,331	)		153,294			1,422,876			1,881,851

Net Assets:
Beginning of period		22,243,107			18,148,075			5,470,075			5,316,781			5,743,279			3,861,428

End of period	$	23,623,292		$	22,243,107		$	5,301,744		$	5,470,075		$	7,166,155		$	5,743,279

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


		48

Hartford Multifactor ETFs

Statements of Changes in Net Assets – (continued)


	Hartford Multifactor REIT ETF						Hartford Multifactor US Equity ETF
	For the Six-Month Period Ended March 31, 2019 (Unaudited)			For the Year Ended September 30, 2018			For the Six-Month Period Ended March 31, 2019 (Unaudited)			For the Year Ended September 30, 2018
Operations:
Net investment income (loss)	$	868,365		$	649,569		$	2,557,226		$	1,515,229
Net realized gain (loss) on investments and other financial instruments		(319,850	)		828,354			(1,051,050	)		1,330,846
Net changes in unrealized appreciation (depreciation) of investments and other financial instruments		903,583			257,144			(10,554,536	)		8,292,564

Net Increase (Decrease) in Net Assets Resulting from Operations		1,452,098			1,735,067			(9,048,360	)		11,138,639

Distributions to Shareholders:
From distributable earnings		(1,007,107	)		(677,992	)		(2,518,550	)		(1,496,009	)
From tax return of capital		—			(41,564	)		—			—

Total distributions		(1,007,107	)		(719,556	)		(2,518,550	)		(1,496,009	)

Fund Share Transactions:
Sold		4,560,052			26,773,879			106,963,153			142,311,556
Redeemed		(3,134,247	)		(9,438,842	)		(24,819,674	)		(13,174,555	)

Net increase from capital share transactions		1,425,805			17,335,037			82,143,479			129,137,001

Net Increase (Decrease) in Net Assets		1,870,796			18,350,548			70,576,569			138,779,631

Net Assets:
Beginning of period		27,688,026			9,337,478			173,303,601			34,523,970

End of period	$	29,558,822		$	27,688,026		$	243,880,170		$	173,303,601

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


		49

Hartford Multifactor ETFs

Financial Highlights


	*— Selected Per-Share Data⁽¹⁾ —*																									*— Ratios and Supplemental Data —*
	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Other Capital			Dividends from Net Investment Income			Distributions from Capital Gains		Returns of Capital		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 Multifactor Developed Markets (ex-US) ETF

For the Six-Month Period Ended March 31, 2019 (Unaudited)
	$	28.97	$	0.35	$	(1.04	)⁽⁷⁾	$	(0.69	)	$	—		$	(0.20	)	$	—	$	—	$	(0.20	)	$	28.08		(2.31	)%⁽⁵⁾	$	1,913,388		0.29	%⁽⁶⁾		0.29	%⁽⁶⁾		2.62	%⁽⁶⁾		45	%

For the Year Ended September 30, 2018
	$	28.24	$	0.91	$	0.45	⁽⁷⁾	$	1.36		$	—	⁽⁸⁾	$	(0.63	)	$	—	$	—	$	(0.63	)	$	28.97		4.85	%	$	811,066		0.31	%		0.31	%		3.17	%		47	%

For the Year Ended September 30, 2017
	$	24.60	$	0.82	$	3.55		$	4.37		$	—		$	(0.73	)	$	—	$	—	$	(0.73	)	$	28.24		18.18	%	$	131,327		0.42	%		0.40	%		3.13	%		46	%

For the Year Ended September 30, 2016
	$	22.84	$	0.70	$	1.70		$	2.40		$	—		$	(0.64	)	$	—	$	—	$	(0.64	)	$	24.60		10.62	%	$	34,440		0.58	%		0.50	%		2.97	%		54	%

For the Period Ended September 30, 2015⁽⁹⁾
	$	25.00	$	0.55	$	(2.35	)	$	(1.80	)	$	—		$	(0.36	)	$	—	$	—	$	(0.36	)	$	22.84		(7.36	)%	$	27,406		0.50	%⁽⁶⁾		0.50	%⁽⁶⁾		3.75	%⁽⁶⁾		42	%

Hartford Multifactor Emerging Markets ETF

For the Six-Month Period Ended March 31, 2019 (Unaudited)
	$	23.24	$	0.18	$	0.23		$	0.41		$	0.02		$	(0.34	)	$	—	$	—	$	(0.34	)	$	23.33		1.96	%⁽⁵⁾	$	81,643		0.49	%⁽⁶⁾		0.49	%⁽⁶⁾		1.61	%⁽⁶⁾		18	%

For the Year Ended September 30, 2018
	$	24.34	$	0.60	$	(1.24	)	$	(0.64	)	$	0.01		$	(0.47	)	$	—	$	—	$	(0.47	)	$	23.24		(2.64	)%	$	65,080		0.52	%		0.52	%		2.42	%		25	%

For the Year Ended September 30, 2017
	$	21.62	$	0.49	$	2.63		$	3.12		$	—		$	(0.40	)	$	—	$	—	$	(0.40	)	$	24.34		14.63	%	$	46,239		0.62	%		0.60	%		2.17	%		30	%

For the Year Ended September 30, 2016
	$	19.68	$	0.45	$	1.91		$	2.36		$	—		$	(0.42	)	$	—	$	—	$	(0.42	)	$	21.62		12.20	%	$	23,786		0.76	%		0.65	%		2.22	%		49	%

For the Period Ended September 30, 2015⁽⁹⁾
	$	25.00	$	0.44	$	(5.55	)	$	(5.11	)	$	—		$	(0.21	)	$	—	$	—	$	(0.21	)	$	19.68		(20.59	)%	$	19,685		0.65	%⁽⁶⁾		0.65	%⁽⁶⁾		3.23	%⁽⁶⁾		17	%

Hartford Multifactor Global Small Cap ETF

For the Six-Month Period Ended March 31, 2019 (Unaudited)
	$	31.78	$	0.33	$	(2.10	)	$	(1.77	)	$	—		$	(0.48	)	$	—	$	—	$	(0.48	)	$	29.53		(5.41	)%⁽⁵⁾	$	23,623		0.39	%⁽⁶⁾		0.39	%⁽⁶⁾		2.25	%⁽⁶⁾		40	%

For the Year Ended September 30, 2018
	$	30.25	$	0.72	$	1.54		$	2.26		$	—	⁽⁸⁾	$	(0.73	)	$	—	$	—	$	(0.73	)	$	31.78		7.52	%	$	22,243		0.44	%		0.44	%		2.26	%		41	%

For the Year Ended September 30, 2017
	$	25.46	$	0.57	$	4.79		$	5.36		$	—		$	(0.57	)	$	—	$	—	$	(0.57	)	$	30.25		21.37	%	$	18,148		0.60	%		0.56	%		2.08	%		48	%

For the Year Ended September 30, 2016
	$	22.69	$	0.60	$	2.76		$	3.36		$	—		$	(0.59	)	$	—	$	—	$	(0.59	)	$	25.46		15.05	%	$	10,185		0.83	%		0.60	%		2.54	%		62	%

For the Period Ended September 30, 2015⁽¹⁰⁾
	$	25.00	$	0.44	$	(2.54	)	$	(2.10	)	$	—		$	(0.21	)	$	—	$	—	$	(0.21	)	$	22.69		(8.50	)%	$	6,807		0.60	%⁽⁶⁾		0.60	%⁽⁶⁾		3.44	%⁽⁶⁾		44	%

Hartford Multifactor Low Volatility International Equity ETF

For the Six-Month Period Ended March 31, 2019 (Unaudited)
	$	27.35	$	0.28	$	(0.73	)	$	(0.45	)	$	—		$	(0.39	)	$	—	$	—	$	(0.39	)	$	26.51		(1.52	)%⁽⁵⁾	$	5,302		0.29	%⁽⁶⁾		0.29	%⁽⁶⁾		2.22	%⁽⁶⁾		35	%

For the Year Ended September 30, 2018
	$	26.58	$	0.65	$	0.71		$	1.36		$	—		$	(0.59	)	$	—	$	—	$	(0.59	)	$	27.35		5.16	%	$	5,470		0.33	%		0.33	%		2.37	%		35	%

For the Period Ended September 30, 2017⁽¹¹⁾
	$	25.02	$	0.30	$	1.40		$	1.70		$	—		$	(0.14	)	$	—	$	—	$	(0.14	)	$	26.58		6.84	%⁽⁵⁾	$	5,317		0.39	%⁽⁶⁾		0.39	%⁽⁶⁾		3.01	%⁽⁶⁾		48	%

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


		50

Hartford Multifactor ETFs

Financial Highlights – (continued)


	*— Selected Per-Share Data⁽¹⁾ —*																										*— Ratios and Supplemental Data —*
	Net Asset Value at Beginning of Period		Net Investment Income (Loss)		Net Realized and Unrealized Gain (Loss) on Investments			Total from Investment Operations			Other Capital		Dividends from Net Investment Income			Distributions from Capital Gains			Returns of Capital			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 Multifactor Low Volatility US Equity ETF

For the Six-Month Period Ended March 31, 2019 (Unaudited)
	$	28.72	$	0.32	$	(0.08	)⁽⁷⁾	$	0.24		$	—	$	(0.30	)	$	—		$	—		$	(0.30	)	$	28.66		0.94	%⁽⁵⁾	$	7,166		0.19	%⁽⁶⁾		0.19	%⁽⁶⁾		2.39	%⁽⁶⁾		37	%

For the Year Ended September 30, 2018
	$	25.74	$	0.54	$	2.96		$	3.50		$	—	$	(0.52	)	$	—		$	—		$	(0.52	)	$	28.72		13.73	%	$	5,743		0.22	%		0.22	%		2.00	%		26	%

For the Period Ended September 30, 2017⁽¹¹⁾
	$	25.03	$	0.20	$	0.68		$	0.88		$	—	$	(0.17	)	$	—		$	—		$	(0.17	)	$	25.74		3.53	%⁽⁵⁾	$	3,861		0.29	%⁽⁶⁾		0.29	%⁽⁶⁾		2.05	%⁽⁶⁾		16	%

Hartford Multifactor REIT ETF

For the Six-Month Period Ended March 31, 2019 (Unaudited)
	$	15.38	$	0.47	$	0.25		$	0.72		$	—	$	(0.54	)	$	—		$	—		$	(0.54	)	$	15.56		4.86	%⁽⁵⁾	$	29,559		0.45	%⁽⁶⁾		0.45	%⁽⁶⁾		6.30	%⁽⁶⁾		28	%

For the Year Ended September 30, 2018
	$	15.56	$	0.59	$	(0.12	)⁽⁷⁾	$	0.47		$	—	$	(0.61	)	$	—		$	(0.04	)	$	(0.65	)	$	15.38		3.27	%	$	27,688		0.45	%		0.45	%		3.89	%		35	%

For the Period Ended September 30, 2017⁽¹²⁾
	$	14.79	$	0.50	$	0.74		$	1.24		$	—	$	(0.45	)	$	(0.02	)	$	—		$	(0.47	)	$	15.56		8.47	%⁽⁵⁾	$	9,337		0.50	%⁽⁶⁾		0.45	%⁽⁶⁾		3.29	%⁽⁶⁾		43	%

Hartford Multifactor US Equity ETF

For the Six-Month Period Ended March 31, 2019 (Unaudited)
	$	33.01	$	0.38	$	(2.18	)	$	(1.80	)	$	—	$	(0.34	)	$	—		$	—		$	(0.34	)	$	30.87		(5.36	)%⁽⁵⁾	$	243,880		0.19	%⁽⁶⁾		0.19	%⁽⁶⁾		2.54	%⁽⁶⁾		18	%

For the Year Ended September 30, 2018
	$	28.77	$	0.57	$	4.15		$	4.72		$	—	$	(0.48	)	$	—		$	—		$	(0.48	)	$	33.01		16.47	%	$	173,304		0.21	%		0.21	%		1.80	%		36	%

For the Year Ended September 30, 2017
	$	24.44	$	0.51	$	4.30		$	4.81		$	—	$	(0.48	)	$	—		$	—		$	(0.48	)	$	28.77		19.84	%	$	34,524		0.34	%		0.31	%		1.92	%		36	%

For the Year Ended September 30, 2016
	$	22.90	$	0.52	$	1.53		$	2.05		$	—	$	(0.51	)	$	—		$	—		$	(0.51	)	$	24.44		9.01	%	$	28,111		0.44	%		0.35	%		2.22	%		51	%

For the Period Ended September 30, 2015⁽⁹⁾
	$	25.00	$	0.26	$	(2.11	)	$	(1.85	)	$	—	$	(0.25	)	$	—		$	—		$	(0.25	)	$	22.90		(7.46	)%⁽⁵⁾	$	22,900		0.35	%⁽⁶⁾		0.35	%⁽⁶⁾		1.82	%⁽⁶⁾		38	%

⁽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⁾	Adjustments include waivers and reimbursements, if applicable.

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

⁽⁵⁾	Not annualized.

⁽⁶⁾	Annualized.

⁽⁷⁾	Per share amount was not in accord with the net realized and unrealized gain (loss) for the period because of the timing of transactions in shares of the Fund and the amount and timing of per-share net realized and unrealized gain (loss) on such shares.

⁽⁸⁾	Per share amount is less than $0.005.

⁽⁹⁾	Commenced operations on February 25, 2015.

⁽¹⁰⁾	Commenced operations on March 23, 2015.

⁽¹¹⁾	Commenced operations on May 10, 2017.

⁽¹²⁾	Commenced operations on October 3, 2016.

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


		51

Hartford Multifactor ETFs

Notes to Financial Statements

March 31, 2019 (Unaudited)

1.	Organization:

Lattice Strategies Trust (the “Trust”) is an open-end registered management investment company comprised of seven series as of March 31, 2019. Financial statements for the series of the Trust listed below (each, a “Fund” and collectively, the “Funds”) are included in this report.

Lattice Strategies Trust:

Hartford Multifactor Developed Markets (ex-US) ETF (the “Multifactor Developed Markets (ex-US) ETF”)

Hartford Multifactor Emerging Markets ETF (the “Multifactor Emerging Markets ETF”)

Hartford Multifactor Global Small Cap ETF (the “Multifactor Global Small Cap ETF”)

Hartford Multifactor Low Volatility International Equity ETF (the “Multifactor Low Volatility International Equity ETF”)

Hartford Multifactor Low Volatility US Equity ETF (the “Multifactor Low Volatility US Equity ETF”)

Hartford Multifactor REIT ETF (the “Multifactor REIT ETF”)

Hartford Multifactor US Equity ETF (the “Multifactor US Equity ETF”)

Each Fund is an exchange-traded fund (‘‘ETF’’). ETFs are funds that trade on an exchange like other publicly traded securities. Each Fund is designed to track an index. Shares of Multifactor Developed Markets (ex-US) ETF, Multifactor Emerging Markets ETF, Multifactor Global Small Cap ETF, Multifactor REIT ETF and Multifactor US Equity ETF are listed and traded on NYSE Arca, Inc. (“NYSE Arca”). Shares of Multifactor Low Volatility International Equity ETF and Multifactor Low Volatility US Equity ETF are listed and traded on Cboe BZX Exchange, Inc. (“Cboe BZX”). Each share of a Fund represents a partial ownership in the Fund’s assets and liabilities, including securities held by the Fund. Shares of a Fund may be purchased or redeemed directly from the Fund only in Creation Units at net asset value (“NAV”) 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 April 15, 2014 and is registered with the Securities and Exchange Commission (the “SEC”) under the Investment Company Act of 1940, as amended (the “1940 Act”). The shares of the Funds are registered under the Securities Act of 1933, as amended (the ‘‘Securities Act’’). Each Fund, except Multifactor REIT ETF, is a diversified open-end management investment company. Multifactor REIT ETF is a non-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.”

Multifactor Low Volatility International Equity ETF and Multifactor Low Volatility US Equity ETF commenced operations on May 10, 2017. Multifactor REIT ETF commenced operations on October 3, 2016. Multifactor Global Small Cap ETF commenced operations on March 23, 2015. Each of the other Funds commenced operations on February 25, 2015.

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 (the “Board of Trustees” or the “Board”) (“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


		52

Hartford Multifactor ETFs

Notes to Financial Statements – (continued)

March 31, 2019 (Unaudited)

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.

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; 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.


		53

Hartford Multifactor ETFs

Notes to Financial Statements – (continued)

March 31, 2019 (Unaudited)

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.

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.

Dividend income from domestic securities is accrued on the ex-dividend date. The Multifactor REIT ETF dividend income and capital gain loss amounts include estimates based on prior year REIT allocations. In general, dividend income from foreign securities is recorded on the ex-date; however, dividend notifications in certain foreign jurisdictions may not be available in a timely manner and as a result, a Fund will record the dividend as soon as the relevant details (i.e., rate per share, payment date, shareholders of record, etc.) are publicly available. Non-cash dividends received in the form of stock are recorded as dividend income at market value. 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. 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 Fund invests. A Fund may also be subject to taxes withheld on foreign dividends from securities in which the 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 Multifactor Developed Markets (ex-US) ETF, Multifactor Emerging Markets ETF, Multifactor Global Small Cap ETF and Multifactor Low Volatility International Equity ETF is to pay dividends from net investment income and realized gains, if any, semi-annually. The policy of Multifactor Low Volatility US Equity ETF, Multifactor REIT ETF and Multifactor US Equity ETF is to pay dividends from net investment income, if any, quarterly, but amounts may vary significantly from period to period and realized gains, if any, are paid at least once a year. Dividends may be declared and paid more frequently or at any other times to comply with the distribution requirements of the Internal Revenue Code.

Income dividends and capital gains distributions are determined in accordance with federal income tax regulations, which may differ from U.S. GAAP with respect to character and timing.

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.


		54

Hartford Multifactor ETFs

Notes to Financial Statements – (continued)

March 31, 2019 (Unaudited)

4.	Financial Derivative Instruments:

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 March 31, 2019, Multifactor Developed Markets (ex-US) ETF, Multifactor Emerging Markets ETF, Multifactor Global Small Cap ETF, Multifactor REIT ETF and Multifactor US Equity ETF had entered into Futures Contracts.

Additional Derivative Instrument Information:

Multifactor Developed Markets (ex-US) ETF

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of March 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⁾	$	—	$	—	$	—	$	115,791	$	—	$	—	$	115,791

Total	$	—	$	—	$	—	$	115,791	$	—	$	—	$	115,791

The Effect of Derivative Instruments on the Statement of Operations for the period ended March 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	$	—	$	—	$	—	$	150,956	$	—	$	—	$	150,956

Total	$	—	$	—	$	—	$	150,956	$	—	$	—	$	150,956


Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts	$	—	$	—	$	—	$	110,659	$	—	$	—	$	110,659

Total	$	—	$	—	$	—	$	110,659	$	—	$	—	$	110,659

For the period ended March 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		55

Multifactor Emerging Markets ETF

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of March 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⁾	$	—	$	—	$	—	$	4,510	$	—	$	—	$	4,510

Total	$	—	$	—	$	—	$	4,510	$	—	$	—	$	4,510


		55

Hartford Multifactor ETFs

Notes to Financial Statements – (continued)

March 31, 2019 (Unaudited)

Multifactor Emerging Markets ETF – (continued)

The Effect of Derivative Instruments on the Statement of Operations for the period ended March 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	$	—	$	—	$	—	$	197	$	—	$	—	$	197

Total	$	—	$	—	$	—	$	197	$	—	$	—	$	197


Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts	$	—	$	—	$	—	$	3,134	$	—	$	—	$	3,134

Total	$	—	$	—	$	—	$	3,134	$	—	$	—	$	3,134

For the period ended March 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		6

Multifactor Global Small Cap ETF

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of March 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⁾	$	—	$	—	$	—	$	1,036	$	—	$	—	$	1,036

Total	$	—	$	—	$	—	$	1,036	$	—	$	—	$	1,036


Liabilities:
Unrealized depreciation on futures contracts⁽¹⁾	$	—	$	—	$	—	$	562	$	—	$	—	$	562

Total	$	—	$	—	$	—	$	562	$	—	$	—	$	562

The Effect of Derivative Instruments on the Statement of Operations for the period ended March 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	$	—	$	—	$	—	$	(6,624	)	$	—	$	—	$	(6,624	)

Total	$	—	$	—	$	—	$	(6,624	)	$	—	$	—	$	(6,624	)


Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts	$	—	$	—	$	—	$	1,328		$	—	$	—	$	1,328

Total	$	—	$	—	$	—	$	1,328		$	—	$	—	$	1,328

For the period ended March 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		2


		56

Hartford Multifactor ETFs

Notes to Financial Statements – (continued)

March 31, 2019 (Unaudited)

Multifactor REIT ETF

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of March 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⁾	$	—	$	—	$	—	$	1,770	$	—	$	—	$	1,770

Total	$	—	$	—	$	—	$	1,770	$	—	$	—	$	1,770

The Effect of Derivative Instruments on the Statement of Operations for the period ended March 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	$	—	$	—	$	—	$	10,822	$	—	$	—	$	10,822

Total	$	—	$	—	$	—	$	10,822	$	—	$	—	$	10,822


Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts	$	—	$	—	$	—	$	2,179	$	—	$	—	$	2,179

Total	$	—	$	—	$	—	$	2,179	$	—	$	—	$	2,179

For the period ended March 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		3

Multifactor US Equity ETF

The Effect of Derivative Instruments on the Statement of Assets and Liabilities as of March 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⁾	$	—	$	—	$	—	$	2,390	$	—	$	—	$	2,390

Total	$	—	$	—	$	—	$	2,390	$	—	$	—	$	2,390

The Effect of Derivative Instruments on the Statement of Operations for the period ended March 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	$	—	$	—	$	—	$	90,670	$	—	$	—	$	90,670

Total	$	—	$	—	$	—	$	90,670	$	—	$	—	$	90,670


Net Change in Unrealized Appreciation (Depreciation) on Derivatives Recognized as a Result of Operations:
Net change in unrealized appreciation (depreciation) of futures contracts	$	—	$	—	$	—	$	1,665	$	—	$	—	$	1,665

Total	$	—	$	—	$	—	$	1,665	$	—	$	—	$	1,665


		57

Hartford Multifactor ETFs

Notes to Financial Statements – (continued)

March 31, 2019 (Unaudited)

Multifactor US Equity ETF – (continued)

For the period ended March 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		5

⁽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.

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 the 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 the Fund’s custodian on behalf of clearing brokers and counterparties to continually meet the original and maintenance requirements established by the clearing brokers and counterparties. Such requirements are specific to the respective clearing broker or counterparty. Certain master netting arrangements may not be enforceable in a bankruptcy.

The following tables present the 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 the Funds as of March 31, 2019:

Multifactor Developed Markets (ex-US) ETF


Derivative Financial Instruments:	Assets			Liabilities
Futures contracts	$	115,791		$	—

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		115,791			—

Derivatives not subject to a MNA		(115,791	)		—

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

Multifactor Emerging Markets ETF


Derivative Financial Instruments:	Assets			Liabilities
Futures contracts	$	4,510		$	—

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		4,510			—

Derivatives not subject to a MNA		(4,510	)		—

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

Multifactor Global Small Cap ETF


Derivative Financial Instruments:	Assets			Liabilities
Futures contracts	$	1,036		$	(562	)

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		1,036			(562	)

Derivatives not subject to a MNA		(1,036	)		562

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

Multifactor REIT ETF


Derivative Financial Instruments:	Assets			Liabilities
Futures contracts	$	1,770		$	—

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		1,770			—

Derivatives not subject to a MNA		(1,770	)		—

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


		58

Hartford Multifactor ETFs

Notes to Financial Statements – (continued)

March 31, 2019 (Unaudited)

Multifactor US Equity ETF


Derivative Financial Instruments:	Assets			Liabilities
Futures contracts	$	2,390		$	—

Total gross amount of derivative assets and liabilities in the Statement of Assets and Liabilities		2,390			—

Derivatives not subject to a MNA		(2,390	)		—

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

5.	Principal Risks:

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

The market values of equity securities, such as common stocks and preferred stocks, or equity related derivative investments, such as futures and options, may decline due to general market conditions which are not specifically related to a particular company, such as real or perceived adverse economic conditions, changes in the general outlook for corporate earnings, changes in interest or currency rates or adverse investor sentiment generally. The market value of equity securities may also decline due to factors which affect a particular industry or industries, such as labor shortages or increased production costs and competitive conditions within an industry. Equity securities and equity related investments generally have greater market price volatility than fixed income securities. The extent of each Fund’s exposure to market risk is the market value of the investments held as shown in the Fund’s Schedule of Investments.

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.

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.

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, 2019. 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.

At September 30, 2018 (tax year end), each Fund’s capital loss carryforwards for U.S. federal income tax purposes were as follows:


Fund	Short-Term Capital Loss Carryforward with No Expiration		Long-Term Capital Loss Carryforward with No Expiration
Multifactor Developed Markets (ex-US) ETF	$	18,678,259	$	1,170,630
Multifactor Emerging Markets ETF		3,908,203		1,419,759
Multifactor Global Small Cap ETF		767,736		43,978
Multifactor Low Volatility International Equity ETF		78,336		10,915
Multifactor Low Volatility US Equity ETF		81,867		25,337
Multifactor REIT ETF		288,430		89,807
Multifactor US Equity ETF		2,851,196		408,987


		59

Hartford Multifactor ETFs

Notes to Financial Statements – (continued)

March 31, 2019 (Unaudited)

Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at March 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
Multifactor Developed Markets (ex-US) ETF	$	1,898,087,361	$	88,406,598	$	(35,117,786	)	$	53,288,812
Multifactor Emerging Markets ETF		78,571,739		7,350,687		(3,963,972	)		3,386,715
Multifactor Global Small Cap ETF		22,855,080		2,007,745		(1,000,945	)		1,006,800
Multifactor Low Volatility International Equity ETF		5,049,285		392,760		(115,429	)		277,331
Multifactor Low Volatility US Equity ETF		6,504,338		702,763		(47,817	)		654,946
Multifactor REIT ETF		28,466,583		2,101,578		(743,605	)		1,357,973
Multifactor US Equity ETF		242,427,092		11,605,749		(9,929,089	)		1,676,660

7.	Expenses:

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

The schedule below reflects the rates of compensation paid to Lattice for investment advisory services rendered as of March 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
Multifactor Developed Markets (ex-US) ETF		0.29%
Multifactor Emerging Markets ETF		0.49%
Multifactor Global Small Cap ETF		0.39%
Multifactor Low Volatility International Equity ETF		0.29%
Multifactor Low Volatility US Equity ETF		0.19%
Multifactor REIT ETF		0.45%
Multifactor US Equity ETF		0.19%

Under the Investment Advisory Agreement, the Adviser agrees to pay all expenses of the Trust, except (i) brokerage expenses and other expenses (such as stamp taxes) 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 to the Adviser hereunder. The Adviser also does not pay any acquired fund fees and expenses. The payment or assumption by the Adviser of any expense of the Trust that the Adviser is not required by the Investment Advisory Agreement to pay or assume shall not obligate the Adviser to pay or assume the same or any similar expense of the Trust on any subsequent occasion.

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 March 31, 2019, the Funds did not pay any Rule 12b-1 fees.

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 (33 ¹⁄₃%) 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


		60

Hartford Multifactor ETFs

Notes to Financial Statements – (continued)

March 31, 2019 (Unaudited)

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.

At March 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⁾
Multifactor Developed Markets (ex-US) ETF	$	141,498,683	$	49,584,827	$	90,428,324
Multifactor Emerging Markets ETF		1,447,086		716,715		792,776
Multifactor Global Small Cap ETF		2,849,058		374,571		2,589,452
Multifactor Low Volatility International Equity ETF		337,468		60,538		273,122
Multifactor Low Volatility US Equity ETF		239,390		10,526		234,233
Multifactor REIT ETF		1,706,086		412,622		1,372,898
Multifactor US Equity ETF		3,470,042		629,395		2,921,671

⁽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 tables reflect 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 March 31, 2019.

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
Multifactor Developed Markets (ex-US) ETF
Securities Lending Transactions⁽¹⁾
Common Stocks	$	49,584,827	$	—	$	—	$	—	$	49,584,827

Total Borrowings	$	49,584,827	$	—	$	—	$	—	$	49,584,827

Gross amount of recognized liabilities for securities lending transactions									$	49,584,827


Multifactor Emerging Markets ETF
Securities Lending Transactions⁽¹⁾
Common Stocks	$	716,715	$	—	$	—	$	—	$	716,715

Total Borrowings	$	716,715	$	—	$	—	$	—	$	716,715

Gross amount of recognized liabilities for securities lending transactions									$	716,715


		61

Hartford Multifactor ETFs

Notes to Financial Statements – (continued)

March 31, 2019 (Unaudited)


	Overnight and Continuous		<30 days		Between 30 & 90 days		>90 days		Total
Multifactor Global Small Cap ETF
Securities Lending Transactions⁽¹⁾
Common Stocks	$	374,571	$	—	$	—	$	—	$	374,571

Total Borrowings	$	374,571	$	—	$	—	$	—	$	374,571

Gross amount of recognized liabilities for securities lending transactions									$	374,571


Multifactor Low Volatility International Equity ETF
Securities Lending Transactions⁽¹⁾
Common Stocks	$	60,538	$	—	$	—	$	—	$	60,538

Total Borrowings	$	60,538	$	—	$	—	$	—	$	60,538

Gross amount of recognized liabilities for securities lending transactions									$	60,538


Multifactor Low Volatility US Equity ETF
Securities Lending Transactions⁽¹⁾
Common Stocks	$	10,526	$	—	$	—	$	—	$	10,526

Total Borrowings	$	10,526	$	—	$	—	$	—	$	10,526

Gross amount of recognized liabilities for securities lending transactions									$	10,526


Multifactor REIT ETF
Securities Lending Transactions⁽¹⁾
Common Stocks	$	412,622	$	—	$	—	$	—	$	412,622

Total Borrowings	$	412,622	$	—	$	—	$	—	$	412,622

Gross amount of recognized liabilities for securities lending transactions									$	412,622


Multifactor US Equity ETF
Securities Lending Transactions⁽¹⁾
Common Stocks	$	629,395	$	—	$	—	$	—	$	629,395

Total Borrowings	$	629,395	$	—	$	—	$	—	$	629,395

Gross amount of recognized liabilities for securities lending transactions									$	629,395

⁽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, Lattice and not the Funds, compensates State Street pursuant to the Funds’ unitary management fee structure.

10.

Investment Transactions:

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


Fund	Cost of Purchases		Sales Proceeds
Multifactor Developed Markets (ex-US) ETF	$	676,334,015	$	625,035,844
Multifactor Emerging Markets ETF		18,582,852		12,410,715
Multifactor Global Small Cap ETF		11,673,274		8,576,906
Multifactor Low Volatility International Equity ETF		1,789,560		1,820,398
Multifactor Low Volatility US Equity ETF		2,281,559		2,279,748
Multifactor REIT ETF		7,808,888		7,892,485
Multifactor US Equity ETF		40,558,039		37,554,005


		62

Hartford Multifactor ETFs

Notes to Financial Statements – (continued)

March 31, 2019 (Unaudited)

For the six-month period ended March 31, 2019, in-kind transactions, which are not included in the table above, associated with Creation Units were:


Fund	Cost of Purchases		Sales Proceeds		Realized Gain/(Loss)
Multifactor Developed Markets (ex-US) ETF	$	1,214,420,258	$	183,431,575	$	34,185,600
Multifactor Emerging Markets ETF		11,400,517		1,303,140		227,486
Multifactor Global Small Cap ETF		2,571,747		2,962,597		985,596
Multifactor Low Volatility International Equity ETF		—		—		—
Multifactor Low Volatility US Equity ETF		2,737,783		1,363,786		296,877
Multifactor REIT ETF		4,559,537		3,131,573		457,900
Multifactor US Equity ETF		102,429,216		20,147,129		3,509,835

11.

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 In-Kind Creation Fee		Value at March 31, 2019		Standard In-Kind Redemption Fee
Multifactor Developed Markets (ex-US) ETF		50,000	$	3,000	$	1,404,000	$	3,000
Multifactor Emerging Markets ETF		100,000		2,000		2,333,000		2,000
Multifactor Global Small Cap ETF		100,000		2,000		2,953,000		2,000
Multifactor Low Volatility International Equity ETF		100,000		2,200		2,651,000		2,200
Multifactor Low Volatility US Equity ETF		50,000		650		1,433,000		650
Multifactor REIT ETF		100,000		250		1,556,000		250
Multifactor US Equity ETF		50,000		800		1,543,500		800

Shares of Multifactor Developed Markets (ex-US) ETF, Multifactor Emerging Markets ETF, Multifactor Global Small Cap ETF, Multifactor REIT ETF and Multifactor US Equity ETF are listed on the NYSE Arca and shares of Multifactor Low Volatility International Equity ETF and Multifactor Low Volatility US Equity ETF are listed on the 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). Multifactor Developed Markets (ex-US) ETF, Multifactor Low Volatility US Equity ETF and Multifactor US Equity ETF will only issue or redeem Creation Units of 50,000 shares to Authorized Participants who have entered into agreements with the Distributor. Multifactor Emerging Markets ETF, Multifactor Low Volatility International Equity ETF, Multifactor Global Small Cap ETF and Multifactor REIT ETF will only issue or redeem Creation Units of 100,000 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.


		63

Hartford Multifactor ETFs

Notes to Financial Statements – (continued)

March 31, 2019 (Unaudited)

The following information is for the six-month period ended March 31, 2019, and the year ended September 30, 2018:


	For the Six-Month Period Ended March 31, 2019						For the Year Ended September 30, 2018
	Shares			Amount			Shares			Amount
Multifactor Developed Markets (ex-US) ETF
Shares Sold		46,650,000		$	1,265,676,387			25,400,000		$	738,684,038
Shares Redeemed		(6,500,000	)		(182,121,310	)		(2,050,000	)		(59,138,041	)
Other Capital		—			—			—			321

Net Increase (Decrease)		40,150,000		$	1,083,555,077			23,350,000		$	679,546,318


Multifactor Emerging Markets ETF
Shares Sold		800,000		$	18,991,973			1,000,000		$	25,448,866
Shares Redeemed		(100,000	)		(2,206,950	)		(100,000	)		(2,229,949	)
Other Capital		—			69,883			—			17,212

Net Increase (Decrease)		700,000		$	16,854,906			900,000		$	23,236,129


Multifactor Global Small Cap ETF
Shares Sold		200,000		$	5,860,452			200,000		$	6,275,566
Shares Redeemed		(100,000	)		(2,979,533	)		(100,000	)		(3,128,922	)
Other Capital		—			445			—			1,646

Net Increase (Decrease)		100,000		$	2,881,364			100,000		$	3,148,290


Multifactor Low Volatility International Equity ETF
Shares Sold		—		$	—			—		$	—
Shares Redeemed		—			—			—			—

Net Increase (Decrease)		—		$	—			—		$	—


Multifactor Low Volatility US Equity ETF
Shares Sold		300,000		$	8,285,892			50,000		$	1,329,697
Shares Redeemed		(250,000	)		(6,973,160	)		—			—

Net Increase (Decrease)		50,000		$	1,312,732			50,000		$	1,329,697


Multifactor REIT ETF
Shares Sold		300,000		$	4,560,052			1,800,000		$	26,773,879
Shares Redeemed		(200,000	)		(3,134,247	)		(600,000	)		(9,438,842	)

Net Increase (Decrease)		100,000		$	1,425,805			1,200,000		$	17,335,037


Multifactor US Equity ETF
Shares Sold		3,500,000		$	106,963,153			4,450,000		$	142,311,556
Shares Redeemed		(850,000	)		(24,819,674	)		(400,000	)		(13,174,555	)

Net Increase (Decrease)		2,650,000		$	82,143,479			4,050,000		$	129,137,001

12.

Affiliate Holdings:

As of March 31, 2019, affiliates of The Hartford had ownership of shares in certain Funds as follows:


Fund	Percentage of Fund
Multifactor Low Volatility International Equity ETF		45	%
Multifactor Low Volatility US Equity ETF		56	%
Multifactor REIT ETF		73	%

As of March 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 its shares from these affiliated funds of funds. Affiliated funds of funds owned shares in each Fund listed below as follows:


Fund	Percentage of Fund
Multifactor Developed Markets (ex-US) ETF		4	%
Multifactor US Equity ETF		31	%


		64

Hartford Multifactor ETFs

Notes to Financial Statements – (continued)

March 31, 2019 (Unaudited)

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 Fund’s 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 Fund’s early adoption of these provisions was limited to changes in the Fund’s 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 disclosure in these financial statements.


		65

Hartford Multifactor 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 415-315-6600 and (2) on the SEC’s website at http://www.sec.gov.

QUARTERLY PORTFOLIO HOLDINGS INFORMATION (UNAUDITED)

Each Fund files a complete schedule of portfolio holdings with the SEC for the first and third quarters of each fiscal year on Form 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.

Effective June 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.


		66

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:

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We may obtain Personal Information from:

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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.

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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.

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

ETFSAR-MLT19 05/19 211105 LAT001379_11/2019 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.

(b)

Not applicable.

(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)

Not applicable for semi-annual reports.

Item 3. Audit Committee Financial Expert.

Not applicable for semi-annual reports.

Item 4. Principal Accountant Fees and Services.

Not applicable for semi-annual reports.

Item 5. Audit Committee of Listed Registrants.

Not applicable for semi-annual reports.

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 to shareholders 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 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)

Not applicable.

(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.

(a)(4)

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.

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: June 7, 2019	By:	/s/ James E. Davey
		James E. Davey
		President and Chief Executive Officer

Date: June 7, 2019	By:	/s/ Amy N. Furlong
		Amy N. Furlong
		Treasurer
		(Principal Financial Officer and Principal Accounting Officer)