Lattice Strategies Trust NCSRS Certified semi-annual shareholder report (management investment company)

Lattice Strategies Trust N-CSRSCertified semi-annual shareholder report (management investment company)

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, 2018

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

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

Item 1.

Reports to Stockholders.

LOGO

A MESSAGE FROM THE PRESIDENT

Dear Fellow Shareholders:

Thank you for investing in Hartford Multifactor Exchange-Traded Funds (“ETFs”). The following is the Funds’ Semi-Annual Report, covering the period from October 1, 2017 through March 31, 2018.

Market Review

While U.S. stocks, as measured by the S&P 500 Index (the “Index”),¹ saw a 21.8% return as of 2017 year end, 2018 has so far seen increased volatility. Year to date as of March 31, 2018, U.S. equities (as measured by the Index) have experienced negative returns of -0.8%.

The Index has experienced 23 days with swings of 1% or more this year, compared to eight days for all of 2017. Rising interest rates, inflation anxiety, and concerns surrounding U.S. tariffs and trade policies have contributed to the return of volatility.

In the six-month period that ended March 31, 2018, the U.S. Federal Reserve (Fed) continued the cycle of interest-rate increases that it began in December 2015 by raising rates twice, each time by 0.25%. As of the end of March, short-term rates range from 1.5% to 1.75%. At the time of this writing, expectations were for a continued gradual increase throughout 2018, which should help markets anticipate and digest such changes. Central banks overseas are also expected to begin removing accommodative policies by raising interest rates, which may impact global markets.

Going forward, politics both at home and abroad are likely to continue playing a key role in driving market movements. In December, the first significant overhaul of the U.S. tax code in more than 30 years was signed into law. Geopolitical tensions continue to persist around U.S. engagement with Syria and North Korea, heightening market uncertainty. In Europe, uncertainty remains with respect to Britain’s “Brexit” undertaking to leave the European Union, which could influence markets or cause an uptick in volatility.

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 ETF suite, 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 Performance and Summary			2
Expense Examples			16
Financial Statements:
Schedules of Investments:
Hartford Multifactor Developed Markets (ex-US) ETF			19
Hartford Multifactor Emerging Markets ETF			26
Hartford Multifactor Global Small Cap ETF			32
Hartford Multifactor Low Volatility International Equity ETF			39
Hartford Multifactor Low Volatility US Equity ETF			45
Hartford Multifactor REIT ETF			50
Hartford Multifactor US Equity ETF			53
Statements of Assets and Liabilities			59
Statements of Operations			62
Statements of Changes in Net Assets			65
Financial Highlights			69
Notes to Financial Statements			71
Shareholder Meeting Results			84
Supplemental Information			85
How to Obtain a Copy of each Fund’s Proxy Voting Policies and Voting Records			88
Quarterly Portfolio Holdings Information			88

Hartford Multifactor Developed Markets (ex-US) ETF inception 02/25/2015


(sub-advised by BNY Mellon Asset Management North America 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.

LOGO

The chart above represents the hypothetical growth of a $10,000 investment in the Fund. The difference in returns between the Fund and the Index was primarily the result of the Fund’s operating expenses, including transaction costs, that are not reflected in the Index’s results.

Average Annual Total Returns (as of 3/31/18)


	6 Months¹		1 Year		Since Inception²
Multifactor Developed Markets (ex-US) ETF (NAV Return)		3.65%		16.86%		7.62%
Multifactor Developed Markets (ex-US) ETF (Market Price Return)		4.09%		17.46%		7.96%
Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index		3.81%		17.07%		7.89%

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 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, may be worth more or less than their original cost. 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.

Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index is calculated by Solactive AG and represents the performance of companies located in major developed markets of Europe, Canada and the Pacific Region.

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

You cannot invest directly in an index.

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

The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus, as supplemented, was 0.29%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended March 31, 2018.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee a fund will achieve its stated objective. 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. •Diversification does not eliminate the risk of experiencing investment losses. •Due to its investment strategy, the fund may make higher capital gain distributions than other ETFs.


		2

Hartford Multifactor Developed Markets (ex-US) ETF

Fund Summary

March 31, 2018 (Unaudited)

Composition by Country⁽¹⁾

as of March 31, 2018


Country	Percentage of Net Assets
Australia		6.3	%
Austria		0.4
Belgium		1.0
Bermuda		0.5
Canada		10.8
China		0.2
Denmark		2.6
Finland		0.6
France		6.3
Germany		7.0
Hong Kong		5.2
Hungary		0.1
Ireland		1.2
Isle of Man		0.2
Israel		2.3
Italy		1.5
Japan		20.6
Jersey		0.0	*
Luxembourg		0.9
Malta		0.2
Netherlands		3.5
New Zealand		2.0
Norway		0.2
Portugal		0.1
Russia		0.1
Singapore		3.1
South Africa		0.1
Spain		2.4
Sweden		1.9
Switzerland		7.4
United Kingdom		10.1
United States		0.8
Short-Term Investments		4.9
Other Assets & Liabilities		(4.5	)

Total		100.0	%

*	Percentage rounds to zero.

⁽¹⁾	For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

Composition by Sector⁽¹⁾

as of March 31, 2018


Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		10.3	%
Consumer Staples		9.1
Energy		4.2
Financials		20.4
Health Care		11.4
Industrials		16.1
Information Technology		6.3
Materials		6.4
Real Estate		5.4
Telecommunication Services		4.8
Utilities		5.2

Total		99.6	%

Short-Term Investments		4.9
Other Assets & Liabilities		(4.5	)

Total		100.0	%

⁽¹⁾	For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.


		3

Hartford Multifactor Emerging Markets ETF inception 02/25/2015


(sub-advised by BNY Mellon Asset Management North America 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.

LOGO

Average Annual Total Returns (as of 3/31/18)


	6 Months¹		1 Year		Since Inception²
Multifactor Emerging Markets ETF (NAV Return)		6.79%		16.82%		2.86%
Multifactor Emerging Markets ETF (Market Price Return)		7.81%		17.95%		3.45%
Hartford Risk-Optimized Multifactor Emerging Markets Index		6.92%		17.30%		3.54%

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 hartfordfunds.com.

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 100,000 Shares.

Hartford Risk-Optimized Multifactor Emerging Markets Index is calculated by Solactive AG and is designed to balance risks and opportunities within equity markets of emerging economies while emphasizing constituents exhibiting a favorable combination of factor characteristics.

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

You cannot invest directly in an index.

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

The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus, as supplemented, was 0.49%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended March 31, 2018.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee a fund will achieve its stated objective. 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. •Diversification does not eliminate the risk of experiencing investment losses. •Due to its investment strategy, the fund may make higher capital gain distributions than other ETFs.


		4

Hartford Multifactor Emerging Markets ETF

Fund Summary

March 31, 2018 (Unaudited)

Composition by Country⁽¹⁾

as of March 31, 2018


Country	Percentage of Net Assets
Brazil		4.5	%
Chile		4.6
China		8.0
Colombia		3.0
Hong Kong		0.8
India		6.2
Indonesia		6.7
Malaysia		7.4
Mexico		3.9
Philippines		5.4
Poland		5.6
Russia		3.0
South Africa		5.9
South Korea		9.9
Taiwan		10.1
Thailand		8.6
Turkey		5.3
United States		0.5
Short-Term Investments		1.8
Other Assets & Liabilities		(1.2	)

Total		100.0	%

⁽¹⁾	For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

Composition by Sector⁽¹⁾

as of March 31, 2018


Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		6.7	%
Consumer Staples		9.8
Energy		8.9
Financials		32.5
Health Care		3.0
Industrials		5.5
Information Technology		11.2
Materials		7.1
Real Estate		3.4
Telecommunication Services		6.6
Utilities		4.7

Total		99.4	%

Short-Term Investments		1.8
Other Assets & Liabilities		(1.2	)

Total		100.0	%

⁽¹⁾	For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.


		5

Hartford Multifactor Global Small Cap ETF inception 03/23/2015


(sub-advised by BNY Mellon Asset Management North America 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.

LOGO

Average Annual Total Returns (as of 3/31/18)


	6 Months¹		1 Year		Since Inception²
Multifactor Global Small Cap ETF (NAV Return)		5.55%		16.92%		10.39%
Multifactor Global Small Cap ETF (Market Price Return)		5.86%		17.31%		10.63%
Hartford Risk-Optimized Multifactor Global Small Cap Index		5.81%		17.61%		11.03%

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 hartfordfunds.com.

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 100,000 Shares.

Hartford Risk-Optimized Multifactor Global Small Cap Index is calculated by Solactive AG and designed to address risks and opportunities within the global small cap universe by selecting equity securities of companies exhibiting a favorable combination of factor characteristics, including valuation, momentum, and quality.

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

You cannot invest directly in an index.

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

The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus, as supplemented, was 0.39%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended March 31, 2018.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee a fund will achieve its stated objective. 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. •Diversification does not eliminate the risk of experiencing investment losses. •Due to its investment strategy, the fund may make higher capital gain distributions than other ETFs.


		6

Hartford Multifactor Global Small Cap ETF

Fund Summary

March 31, 2018 (Unaudited)

Composition by Country⁽¹⁾

as of March 31, 2018


Country	Percentage of Net Assets
Australia		4.9	%
Belgium		0.4
Bermuda		0.6
Brazil		1.7
Canada		5.0
China		9.8
Denmark		0.8
Finland		0.1
France		0.7
Georgia		0.5
Germany		1.1
Hong Kong		1.2
Ireland		0.1
Israel		1.7
Italy		1.3
Japan		13.4
Luxembourg		0.2
Netherlands		0.8
New Zealand		0.4
Portugal		0.0	*
Puerto Rico		0.5
Singapore		0.8
South Africa		1.0
South Korea		6.2
Spain		0.4
Sweden		0.8
Switzerland		1.5
Taiwan		3.6
Thailand		0.3
United Kingdom		3.9
United States		35.9
Short-Term Investments		4.1
Other Assets & Liabilities		(3.7	)

Total		100.0	%

*	Percentage rounds to zero.

⁽¹⁾	For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

Composition by Sector⁽¹⁾

as of March 31, 2018


Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		14.8	%
Consumer Staples		5.3
Energy		4.9
Financials		11.6
Health Care		11.8
Industrials		16.0
Information Technology		15.3
Materials		8.2
Real Estate		10.0
Telecommunication Services		1.0
Utilities		0.7

Total		99.6	%

Short-Term Investments		4.1
Other Assets & Liabilities		(3.7	)

Total		100.0	%

⁽¹⁾	For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.


		7

Hartford Multifactor Low Volatility International Equity ETF inception 05/10/2017


(sub-advised by BNY Mellon Asset Management North America 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 both developed and emerging markets.

LOGO

Cumulative Total Returns (as of 3/31/18)


	6 Month¹		Since Inception²
Multifactor Low Volatility International Equity ETF (NAV Return)		4.33%		11.47%
Multifactor Low Volatility International Equity ETF (Market Price Return)		4.25%		12.64%
Hartford Multifactor Low Volatility International Equity Index		4.34%		11.75%

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 hartfordfunds.com.

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 100,000 Shares.

Hartford Multifactor Low Volatility International Equity Index is calculated by Solactive AG and is designed to outperform a capitalization-weighted universe of developed and emerging markets located outside the U.S. with up to one quarter less volatility over a complete market cycle.

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

You cannot invest directly in an index.

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

Important Risks

The fund is new and has a limited operating history. Investing involves risk, including the possible loss of principal. There is no guarantee a fund will achieve its stated objective. 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. •Diversification does not eliminate the risk of experiencing investment losses. •Due to its investment strategy, the fund may make higher capital gain distributions than other ETFs.


		8

Hartford Multifactor Low Volatility International Equity ETF

Fund Summary

March 31, 2018 (Unaudited)

Composition by Country⁽¹⁾

as of March 31, 2018


Country	Percentage of Net Assets
Australia		5.4	%
Austria		0.1
Belgium		0.1
Brazil		1.1
Canada		8.7
Chile		0.2
China		5.3
Denmark		2.0
Finland		0.1
France		3.6
Germany		3.2
Hong Kong		5.8
India		2.0
Indonesia		2.5
Ireland		1.1
Israel		1.3
Italy		1.2
Japan		16.1
Malaysia		0.8
Malta		0.3
Mexico		0.2
Netherlands		0.7
Norway		1.0
Philippines		1.1
Poland		0.1
Portugal		0.1
Russia		0.1
Singapore		2.3
South Africa		0.4
South Korea		6.2
Spain		0.5
Sweden		2.0
Switzerland		3.9
Taiwan		3.4
Thailand		3.0
Turkey		2.3
United Kingdom		10.5
United States		0.8
Short-Term Investments		2.2
Other Assets & Liabilities		(1.7	)

Total		100.0	%

⁽¹⁾	For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.

Composition by Sector⁽¹⁾

as of March 31, 2018


Sector		Percentage of Net Assets
Equity Securities
Consumer Discretionary			14.9	%
Consumer Staples	��		7.9
Energy			6.1
Financials			9.0
Health Care			9.4
Industrials			17.4
Information Technology			11.2
Materials			9.2
Real Estate			4.8
Telecommunication Services			5.8
Utilities			3.8

Total			99.5	%

Short-Term Investments			2.2
Other Assets & Liabilities			(1.7	)

Total			100.0	%

⁽¹⁾	For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.


		9

Hartford Multifactor Low Volatility US Equity ETF inception 05/10/2017


(sub-advised by BNY Mellon Asset Management North America 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 exchange traded U.S. equity securities.

LOGO

Cumulative Total Returns (as of 3/31/18)


	6 Month¹		Since Inception²
Multifactor Low Volatility US Equity ETF (NAV Return)		2.50%		6.12%
Multifactor Low Volatility US Equity ETF (Market Price Return)		3.36%		7.05%
Hartford Multifactor Low Volatility US Equity Index		2.65%		6.40%

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 hartfordfunds.com.

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.

Hartford Multifactor Low Volatility US Equity Index is calculated by Solactive AG and is designed to outperform a U.S. capitalization-weighted universe with up to one quarter less volatility over a complete market cycle.

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

You cannot invest directly in an index.

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

The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus, as supplemented, was 0.22%. 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, 2018.

Important Risks

The fund is new and has a limited operating history. Investing involves risk, including the possible loss of principal. There is no guarantee a fund will achieve its stated objective. 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. •Diversification does not eliminate the risk of experiencing investment losses. •Due to its investment strategy, the fund may make higher capital gain distributions than other ETFs.


		10

Hartford Multifactor Low Volatility US Equity ETF

Fund Summary

March 31, 2018 (Unaudited)

Composition by Sector⁽¹⁾

as of March 31, 2018


Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		16.9	%
Consumer Staples		7.0
Energy		5.4
Financials		5.7
Health Care		10.5
Industrials		18.5
Information Technology		11.6
Materials		9.2
Real Estate		4.7
Telecommunication Services		5.3
Utilities		5.0

Total		99.8	%

Short-Term Investments		0.9
Other Assets & Liabilities		(0.7	)

Total		100.0	%

⁽¹⁾	For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.


		11

Hartford Multifactor REIT ETF inception 10/03/2016


(sub-advised by BNY Mellon Asset Management North America 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 publicly traded real estate investment trusts.

LOGO

Average Annual Total Returns (as of 3/31/18)


	6 Month¹		1 Year		Since Inception²
Multifactor REIT ETF (NAV Return)		-8.30%		-4.29%		-0.36%
Multifactor REIT ETF (Market Price Return)		-8.30%		-4.30%		-0.36%
Hartford Risk-Optimized Multifactor REIT Index		-8.11%		-3.90%		0.11%

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 hartfordfunds.com.

Hartford Risk-Optimized Multifactor REIT Index is calculated by Solactive AG and designed to capture the income and growth potential of investing within the U.S. REIT universe.

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

You cannot invest directly in an index.

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

The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus, as supplemented, was 0.45%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended March 31, 2018.

Important Risks

Investing involves risk, including the possible loss of principal. There is no guarantee a fund will achieve its stated objective. 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. •Due to its investment strategy, the fund may make higher capital gain distributions than other ETFs.


		12

Hartford Multifactor REIT ETF

Fund Summary

March 31, 2018 (Unaudited)

Composition by Sector⁽¹⁾

as of March 31, 2018


Sector	Percentage of Net Assets
Equity Securities
Real Estate		99.5	%
Short-Term Investments		4.3
Other Assets & Liabilities		(3.8	)

Total		100.0	%

⁽¹⁾	For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.


		13

Hartford Multifactor US Equity ETF inception 02/25/2015


(sub-advised by BNY Mellon Asset Management North America 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 exchange traded U.S. equity securities.

LOGO

Average Annual Total Returns (as of 3/31/18)


	6 Months¹		1 Year		Since Inception²
Multifactor US Equity ETF (NAV Return)		8.50%		17.39%		9.16%
Multifactor US Equity ETF (Market Price Return)		8.62%		17.43%		9.17%
Hartford Risk-Optimized Multifactor US Equity Index		8.66%		17.67%		9.37%

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 hartfordfunds.com.

Hartford Risk-Optimized Multifactor US Equity Index is calculated by Solactive AG and seeks to improve returns through a market cycle relative to traditional cap-weighted U.S. equity market indices and active U.S. equity market strategies.

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

You cannot invest directly in an index.

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

The total annual fund operating expense ratio as shown in the Fund’s most recent prospectus, as supplemented, was 0.19%. Actual expenses may be higher or lower. Please see the accompanying Financial Highlights for expense ratios for the period ended March 31, 2018.

Important Risks


		14

Hartford Multifactor US Equity ETF

Fund Summary

March 31, 2018 (Unaudited)

Composition by Sector⁽¹⁾

as of March 31, 2018


Sector	Percentage of Net Assets
Equity Securities
Consumer Discretionary		10.8	%
Consumer Staples		6.8
Energy		6.1
Financials		17.5
Health Care		14.9
Industrials		10.2
Information Technology		21.3
Materials		5.0
Real Estate		3.6
Telecommunication Services		1.4
Utilities		2.3

Total		99.9	%

Short-Term Investments		0.8
Other Assets & Liabilities		(0.7	)

Total		100.0	%

⁽¹⁾	For Fund compliance purposes, the Fund may not use the same classification system shown in this report as these classifications are used for financial reporting purposes.


		15

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, 2017 through March 31, 2018. 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 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).

Hartford Multifactor Developed Markets (ex-US) ETF


Actual Return						Hypothetical (5% return before expenses)
Beginning Account Value October 1, 2017		Ending Account Value March 31, 2018		Expenses paid during the period October 1, 2017 through March 31, 2018		Beginning Account Value October 1, 2017		Ending Account Value March 31, 2018		Expenses paid during the period October 1, 2017 through March 31, 2018		Annualized expense ratio⁽¹⁾			Days in the current 1/2 year		Days in the full year
$	1,000.00	$	1,036.50	$	1.78	$	1,000.00	$	1,023.19	$	1.77		0.35	%		182		365

⁽¹⁾

Effective February 15, 2018, Lattice Strategies LLC lowered its contractual management fee rate set forth in the investment advisory agreement for the Hartford Multifactor Developed Markets (ex-US) ETF. If this new management fee rate were in effect during the period, the annualized expense ratio would have been 0.29%, and the expenses paid in the actual and hypothetical examples would have been $1.47 and $1.46, respectively.


		16

Hartford Multifactor ETFs

Expense Examples (Unaudited) – (continued)

Hartford Multifactor Emerging Markets ETF


Actual Return						Hypothetical (5% return before expenses)
Beginning Account Value October 1, 2017		Ending Account Value March 31, 2018		Expenses paid during the period October 1, 2017 through March 31, 2018		Beginning Account Value October 1, 2017		Ending Account Value March 31, 2018		Expenses paid during the period October 1, 2017 through March 31, 2018		Annualized expense ratio⁽¹⁾			Days in the current 1/2 year		Days in the full year
$	1,000.00	$	1,067.90	$	2.89	$	1,000.00	$	1,022.14	$	2.82		0.56	%		182		365

⁽¹⁾

Effective February 15, 2018, Lattice Strategies LLC lowered its contractual management fee rate set forth in the investment advisory agreement for the Hartford Multifactor Emerging Markets ETF. If this new management fee rate were in effect during the period, the annualized expense ratio would have been 0.49%, and the expenses paid in the actual and hypothetical examples would have been $2.52 and $2.46, respectively.

Hartford Multifactor Global Small Cap ETF


Actual Return						Hypothetical (5% return before expenses)
Beginning Account Value October 1, 2017		Ending Account Value March 31, 2018		Expenses paid during the period October 1, 2017 through March 31, 2018		Beginning Account Value October 1, 2017		Ending Account Value March 31, 2018		Expenses paid during the period October 1, 2017 through March 31, 2018		Annualized expense ratio⁽¹⁾			Days in the current 1/2 year		Days in the full year
$	1,000.00	$	1,055.50	$	2.61	$	1,000.00	$	1,022.39	$	2.57		0.51	%		182		365

⁽¹⁾

Effective February 15, 2018, Lattice Strategies LLC lowered its contractual management fee rate set forth in the investment advisory agreement for the Hartford Multifactor Global Small Cap ETF. If this new management fee rate were in effect during the period, the annualized expense ratio would have been 0.39%, and the expenses paid in the actual and hypothetical examples would have been $1.99 and $1.96, respectively.

Hartford Multifactor Low Volatility International Equity ETF


Actual Return						Hypothetical (5% return before expenses)
Beginning Account Value October 1, 2017		Ending Account Value March 31, 2018		Expenses paid during the period October 1, 2017 through March 31, 2018		Beginning Account Value October 1, 2017		Ending Account Value March 31, 2018		Expenses paid during the period October 1, 2017 through March 31, 2018		Annualized expense ratio⁽¹⁾			Days in the current 1/2 year		Days in the full year
$	1,000.00	$	1,043.30	$	1.88	$	1,000.00	$	1,023.09	$	1.87		0.37	%		182		365

(1)

Effective February 15, 2018, Lattice Strategies LLC lowered its contractual management fee rate set forth in the investment advisory agreement for the Hartford Multifactor Low Volatility International Equity ETF. If this new management fee rate were in effect during the period, the annualized expense ratio would have been 0.29%, and the expenses paid in the actual and hypothetical examples would have been $1.47 and $1.46, respectively.


		17

Hartford Multifactor ETFs

Expense Examples (Unaudited) – (continued)

Hartford Multifactor Low Volatility US Equity ETF


Actual Return						Hypothetical (5% return before expenses)
Beginning Account Value October 1, 2017		Ending Account Value March 31, 2018		Expenses paid during the period October 1, 2017 through March 31, 2018		Beginning Account Value October 1, 2017		Ending Account Value March 31, 2018		Expenses paid during the period October 1, 2017 through March 31, 2018		Annualized expense ratio⁽¹⁾			Days in the current 1/2 year		Days in the full year
$	1,000.00	$	1,025.00	$	1.31	$	1,000.00	$	1,023.64	$	1.31		0.26	%		182		365

⁽¹⁾

Effective February 15, 2018, Lattice Strategies LLC lowered its contractual management fee rate set forth in the investment advisory agreement for the Hartford Multifactor Low Volatility US Equity ETF. If this new management fee rate were in effect during the period, the annualized expense ratio would have been 0.19%, and the expenses paid in the actual and hypothetical examples would have been $0.96 and $0.96, respectively.

Hartford Multifactor REIT ETF


Actual Return						Hypothetical (5% return before expenses)
Beginning Account Value October 1, 2017		Ending Account Value March 31, 2018		Expenses paid during the period October 1, 2017 through March 31, 2018		Beginning Account Value October 1, 2017		Ending Account Value March 31, 2018		Expenses paid during the period October 1, 2017 through March 31, 2018		Annualized expense ratio			Days in the current 1/2 year		Days in the full year
$	1,000.00	$	917.00	$	2.15	$	1,000.00	$	1,022.69	$	2.27		0.45	%		182		365

Hartford Multifactor US Equity ETF


Actual Return						Hypothetical (5% return before expenses)
Beginning Account Value October 1, 2017		Ending Account Value March 31, 2018		Expenses paid during the period October 1, 2017 through March 31, 2018		Beginning Account Value October 1, 2017		Ending Account Value March 31, 2018		Expenses paid during the period October 1, 2017 through March 31, 2018		Annualized expense ratio⁽¹⁾			Days in the current 1/2 year		Days in the full year
$	1,000.00	$	1,085.00	$	1.35	$	1,000.00	$	1,023.64	$	1.31		0.26	%		182		365

⁽¹⁾

Effective February 15, 2018, Lattice Strategies LLC lowered its contractual management fee rate set forth in the investment advisory agreement for the Hartford Multifactor US Equity ETF. If this new management fee rate were in effect during the period, the annualized expense ratio would have been 0.19%, and the expenses paid in the actual and hypothetical examples would have been $0.98 and $0.96, respectively.


		18

Hartford Multifactor Developed Markets (ex-US) ETF

Schedule of Investments

March 31, 2018 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.6%
		Australia - 6.3%
	62,924	Adelaide Brighton Ltd.⁽¹⁾	$	300,214
	40,562	AGL Energy Ltd.		674,532
	58,510	Amcor Ltd.		635,951
	25,397	Ansell Ltd.		492,084
	73,546	AusNet Services		94,493
	7,131	Australia & New Zealand Banking Group Ltd.		146,920
	63,867	BlueScope Steel Ltd.		739,247
	72,677	Caltex Australia Ltd.		1,750,452
	44,760	CIMIC Group Ltd.		1,526,795
	57,153	Coca-Cola Amatil Ltd.		380,086
	7,198	Cochlear Ltd.		1,002,765
	3,166	Commonwealth Bank of Australia		175,603
	6,919	CSL Ltd.		825,060
	302,944	Evolution Mining Ltd.⁽¹⁾		704,091
	3,020	Flight Centre Travel Group Ltd.⁽¹⁾		132,017
	108,994	GPT Group REIT		396,282
	73,534	Insurance Australia Group Ltd.		421,904
	5,258	Macquarie Group Ltd.		415,011
	353,225	Mirvac Group REIT		582,524
	160,320	Orora Ltd.		405,812
	365,750	Qantas Airways Ltd.		1,635,598
	25,638	QBE Insurance Group Ltd.		189,380
	168,842	Scentre Group REIT		496,024
	41,990	Sonic Healthcare Ltd.		736,929
	87,838	South32 Ltd.		216,951
	86,093	Stockland REIT		266,132
	20,740	Suncorp Group Ltd.		212,221
	373,909	Telstra Corp. Ltd.		900,574
	139,456	Vicinity Centres REIT		257,797
	31,257	Washington H Soul Pattinson & Co., Ltd.⁽¹⁾		446,187
	28,655	Wesfarmers Ltd.		913,481
	43,079	Westfield Corp. REIT⁽¹⁾		281,533
	75,733	Whitehaven Coal Ltd.		258,505
	122,035	WiseTech Global Ltd.⁽¹⁾		881,777
	52,507	Woolworths Ltd.⁽¹⁾		1,058,843

				20,553,775

		Austria - 0.4%
	1,537	Lenzing AG		189,595
	4,273	Oesterreichische Post AG		212,203
	72,545	Telekom Austria AG		690,559
	9,288	UNIQA Insurance Group AG		107,775

				1,200,132

		Belgium - 1.0%
	1,712	Ackermans & van Haaren N.V.		299,403
	20,656	bpost S.A.		466,414
	1,593	Cie d’Entreprises CFE		216,682
	12,486	Colruyt S.A.		689,787
	1,116	Elia System Operator S.A.		69,724
	5,688	KBC Group N.V.		494,714
	15,966	Proximus SADP		495,411
	2,014	Sofina S.A.		341,319
	1,117	UCB S.A.		90,914

				3,164,368

		Bermuda - 0.5%
	79,194	Hiscox Ltd.		1,617,519

		Canada - 10.8%
	4,243	Agnico Eagle Mines Ltd.		178,375
	48,572	Air Canada*		1,008,549


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.6% - (continued)
		Canada - 10.8% - (continued)
	17,929	Alimentation Couche-Tard, Inc. Class B⁽¹⁾	$	801,990
	2,961	AltaGas Ltd.⁽¹⁾		54,753
	125,351	Aurora Cannabis, Inc.*⁽¹⁾		904,219
	28,324	Bank of Montreal		2,138,058
	17,868	Bank of Nova Scotia		1,099,868
	22,718	Barrick Gold Corp.		282,819
	24,988	BCE, Inc.		1,074,528
	19,064	Canadian Apartment Properties REIT		549,333
	12,275	Canadian Imperial Bank of Commerce⁽¹⁾		1,082,733
	4,355	Canadian Tire Corp. Ltd. Class A⁽¹⁾		572,222
	16,748	CCL Industries, Inc. Class B		844,902
	23,119	CGI Group, Inc. Class A*		1,332,357
	4,460	Emera, Inc.⁽¹⁾		141,004
	57,944	Empire Co., Ltd.		1,162,251
	3,268	Fairfax Financial Holdings Ltd.		1,655,406
	2,393	Fortis, Inc.		80,723
	2,491	Franco-Nevada Corp.⁽¹⁾		169,834
	11,506	Genworth MI Canada, Inc.⁽¹⁾		365,907
	11,626	George Weston Ltd.⁽¹⁾		935,310
	46,275	Great-West Lifeco, Inc.⁽¹⁾		1,180,161
	23,744	Husky Energy, Inc.⁽¹⁾		339,608
	71,061	Hydro One Ltd.⁽²⁾		1,153,070
	13,891	Imperial Oil Ltd.⁽¹⁾		367,625
	14,850	Industrial Alliance Insurance & Financial Services, Inc.		610,471
	6,958	Intact Financial Corp.		522,477
	76,102	Kinross Gold Corp.*		300,453
	13,240	Loblaw Cos. Ltd.		668,444
	16,170	Magna International, Inc.		910,186
	59,821	Manulife Financial Corp.		1,109,884
	8,549	Metro, Inc.		272,534
	6,984	National Bank of Canada⁽¹⁾		328,493
	16,030	Norbord, Inc.⁽¹⁾		580,773
	2,659	Open Text Corp.		92,439
	43,678	Power Corp. of Canada		996,031
	42,657	Power Financial Corp.		1,067,376
	1,318	RioCan REIT		24,167
	20,042	Rogers Communications, Inc. Class B		894,486
	24,443	Royal Bank of Canada		1,886,808
	11,405	Saputo, Inc.		365,792
	12,650	Shaw Communications, Inc. Class B		243,532
	38,965	Sun Life Financial, Inc.⁽¹⁾		1,599,099
	18,242	Suncor Energy, Inc.		629,503
	26,544	TELUS Corp.		931,433
	7,235	Thomson Reuters Corp.		279,599
	6,246	Toromont Industries Ltd.		270,963
	15,893	Toronto-Dominion Bank		901,251
	5,074	West Fraser Timber Co., Ltd.		336,929

				35,298,728

		China - 0.2%
	545,258	Yangzijiang Shipbuilding Holdings Ltd.		503,136

		Denmark - 2.6%
	5,080	Coloplast A/S B Shares		427,964
	31,825	DONG Energy AS⁽²⁾		2,058,341
	4,012	GN Store Nord AS		141,260
	5,460	H. Lundbeck A/S⁽¹⁾		304,309
	23,182	ISS A/S		855,235
	35,942	Novo Nordisk A/S Class B		1,764,218
	1,638	Rockwool International A/S B Shares		485,111
	29,777	Topdanmark A/S*		1,398,230

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


		19

Hartford Multifactor Developed Markets (ex-US) ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.6% - (continued)
		Denmark - 2.6% - (continued)
	26,623	William Demant Holding A/S*	$	984,817

				8,419,485

		Finland - 0.6%
	24,673	Neste Oyj⁽¹⁾		1,717,476
	10,253	Orion Oyj Class B⁽¹⁾		313,602

				2,031,078

		France - 6.3%
	683	Aeroports de Paris		148,678
	24,904	Air France-KLM*		275,960
	1,734	Air Liquide S.A.		212,147
	109,805	ALD S.A.*⁽¹⁾⁽²⁾		1,783,928
	9,023	Amundi S.A.⁽²⁾		724,186
	3,270	Atos SE		446,801
	12,070	AXA S.A.		320,637
	18,988	BioMerieux		1,564,611
	43,685	Bouygues S.A.		2,187,186
	12,603	Cie Generale des Etablissements Michelin SCA		1,858,427
	72,949	CNP Assurances		1,839,185
	295	Eiffage S.A.		33,552
	16,581	Elior Group S.A.⁽¹⁾⁽²⁾		360,125
	3,494	Eurazeo S.A.		321,208
	2,300	Fonciere Des Regions REIT		253,589
	5,811	Gecina S.A. REIT		1,008,394
	6,329	Ipsen S.A.		981,917
	3,357	Klepierre REIT		135,212
	15,520	Lagardere SCA		442,825
	2,764	Metropole Television S.A.		71,113
	14,637	Peugeot S.A.		351,926
	11,455	Rubis SCA		826,258
	2,370	Safran S.A.		250,610
	10,794	SCOR SE		441,527
	2,785	Societe BIC S.A.		276,922
	5,179	Sodexo S.A.		521,653
	9,030	Suez		130,712
	5,393	Thales S.A.		656,228
	14,740	TOTAL S.A.⁽¹⁾		836,244
	322	Unibail-Rodamco SE REIT		73,520
	23,645	Worldline S.A.*⁽²⁾		1,199,833

				20,535,114

		Germany - 7.0%
	6,077	Allianz SE		1,370,695
	9,609	Aurubis AG		806,908
	2,689	BASF SE		272,734
	8,581	Carl Zeiss Meditec AG		547,191
	3,282	CECONOMY AG		37,740
	19,478	Covestro AG⁽²⁾		1,913,048
	9,020	Delivery Hero AG*⁽²⁾		435,965
	33,660	Deutsche Lufthansa AG		1,073,832
	4,128	Deutsche Post AG		180,329
	8,206	Deutsche Wohnen SE		382,493
	3,726	DMG Mori AG		213,541
	20,804	Evonik Industries AG		732,778
	682	Fielmann AG		55,106
	4,769	Fresenius Medical Care AG & Co. KGaA		486,691
	8,441	Hannover Rueck SE		1,151,271
	1,285	HOCHTIEF AG		239,740
	49,777	Innogy SE⁽²⁾		2,355,067
	1,566	Krones AG		210,698
	8,451	LEG Immobilien AG		949,339


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.6% - (continued)
		Germany - 7.0% - (continued)
	2,034	MAN SE	$	237,019
	9,835	Merck KGaA		942,246
	7,123	Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen		1,654,368
	29,694	Suedzucker AG		503,599
	37,499	Talanx AG*		1,629,816
	117,701	Telefonica Deutschland Holding AG		552,384
	33,750	TUI AG		722,437
	78,273	Uniper SE		2,382,536
	19,025	Vonovia SE		941,766

				22,981,337

		Hong Kong - 5.2%
	1,153,688	Champion REIT		821,721
	976,500	Chinese Estates Holdings Ltd.		1,463,201
	152,720	Chow Tai Fook Jewellery Group Ltd.		173,963
	24,480	CLP Holdings Ltd.		249,220
	187,233	Dairy Farm International Holdings Ltd.⁽¹⁾		1,488,502
	24,710	Hang Seng Bank Ltd.		571,759
	290,609	HK Electric Investments & HK Electric Investments Ltd.⁽²⁾		281,415
	124,884	Hongkong Land Holdings Ltd.		860,451
	264,000	Hopewell Holdings Ltd.		1,007,454
	4,826	Jardine Matheson Holdings Ltd.		297,378
	10,185	Jardine Strategic Holdings Ltd.		390,493
	219,500	Johnson Electric Holdings Ltd.		823,653
	197,000	Kerry Properties Ltd.		887,319
	1,080,000	Li & Fung Ltd.		528,420
	162,188	Link REIT		1,384,580
	1,612,575	PCCW Ltd.		932,825
	34,000	Sun Hung Kai Properties Ltd.		537,186
	14,000	Techtronic Industries Co., Ltd.		81,610
	115,435	VTech Holdings Ltd.		1,457,591
	1,232,292	WH Group Ltd.⁽²⁾		1,312,636
	158,000	Wharf Holdings Ltd.		542,551
	16,761	Wheelock & Co., Ltd.		122,478
	201,611	Yue Yuen Industrial Holdings Ltd.		800,197

				17,016,603

		Hungary - 0.1%
	8,366	Wizz Air Holdings plc*⁽²⁾		381,884

		Ireland - 1.2%
	77,484	AIB Group plc		466,177
	1,770	DCC plc		162,882
	20,547	ICON plc*		2,427,423
	6,918	Kerry Group plc Class A		701,068
	4,762	Smurfit Kappa Group plc		192,797

				3,950,347

		Isle of Man - 0.2%
	56,764	Playtech plc		583,518

		Israel - 2.3%
	53,907	Bank Hapoalim BM		369,120
	176,545	Bank Leumi Le-Israel BM		1,061,528
	1,219,167	Bezeq The Israeli Telecommunication Corp. Ltd.		1,555,711
	4,687	Elbit Systems Ltd.		562,037
	380,317	Israel Discount Bank Ltd. Class A*		1,089,761
	85,931	Mizrahi Tefahot Bank Ltd.		1,640,616
	11,387	Taro Pharmaceutical Industries Ltd.*		1,124,352

				7,403,125

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


		20

Hartford Multifactor Developed Markets (ex-US) ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.6% - (continued)
		Italy - 1.5%
	9,219	ACEA S.p.A.	$	156,237
	6,652	Assicurazioni Generali S.p.A.		127,828
	6,827	DiaSorin S.p.A.		613,761
	15,227	Enel S.p.A.		93,073
	186,731	Hera S.p.A.		682,983
	25,430	Italgas S.p.A.		151,872
	86,571	Poste Italiane S.p.A.⁽¹⁾⁽²⁾		790,003
	254,263	PRADA S.p.A.		1,174,399
	23,542	Recordati S.p.A.		868,015
	54,980	UnipolSai Assicurazioni S.p.A.⁽¹⁾		130,704

				4,788,875

		Japan - 20.6%
	2,005	ABC-Mart, Inc.		131,216
	76,259	Aeon Co., Ltd.⁽¹⁾		1,347,708
	4,837	Aisin Seiki Co., Ltd.		261,066
	21,982	Alfresa Holdings Corp.⁽¹⁾		489,660
	20,741	ANA Holdings, Inc.		796,291
	5,058	Aoyama Trading Co., Ltd.		197,849
	22,988	Aozora Bank Ltd.		914,332
	1,000	Asahi Group Holdings Ltd.		53,503
	124,494	Asahi Kasei Corp.		1,637,093
	65,565	Astellas Pharma, Inc.		996,267
	9,000	Azbil Corp.		419,323
	19,659	Bandai Namco Holdings, Inc.		628,496
	12,287	Benesse Holdings, Inc.		441,338
	32,397	Bic Camera, Inc.		509,335
	23,493	Bridgestone Corp.		1,022,338
	8,885	Brother Industries Ltd.		202,763
	38,097	Canon Marketing Japan, Inc.		1,022,010
	41,503	Canon, Inc.		1,502,459
	149,964	Citizen Watch Co., Ltd.⁽¹⁾		1,044,883
	3,260	COMSYS Holdings Corp.		85,493
	28,800	Cosmo Energy Holdings Co., Ltd.		913,963
	17,037	Dai-ichi Life Holdings, Inc.		311,584
	2,636	Daiichi Sankyo Co., Ltd.		87,619
	3,700	Daiichikosho Co., Ltd.		193,089
	5,216	Daito Trust Construction Co., Ltd.⁽¹⁾		883,311
	70,817	Daiwa Securities Group, Inc.⁽¹⁾		450,339
	3,300	Denka Co., Ltd.		110,000
	8,200	FamilyMart UNY Holdings Co., Ltd.⁽¹⁾		679,285
	17,120	FUJIFILM Holdings Corp.		675,463
	140,489	Fujitsu Ltd.		844,123
	3,800	Furukawa Electric Co., Ltd.⁽¹⁾		200,809
	270,608	GungHo Online Entertainment, Inc.⁽¹⁾		885,487
	3,993	Hikari Tsushin, Inc.		637,153
	1,500	Hisamitsu Pharmaceutical Co., Inc.		114,810
	12,207	Hitachi High-Technologies Corp.		569,316
	106,368	Hitachi Ltd.		763,229
	5,934	Hitachi Transport System Ltd.⁽¹⁾		164,712
	5,200	Honda Motor Co., Ltd.		178,027
	18,349	House Foods Group, Inc.⁽¹⁾		602,144
	5,021	Hoya Corp.		250,649
	19,819	Idemitsu Kosan Co., Ltd.		745,425
	15,836	Ito En Ltd.⁽¹⁾		615,720
	26,771	ITOCHU Corp.⁽¹⁾		516,415
	77,502	Itochu Techno-Solutions Corp.		1,582,105
	46,693	Japan Airlines Co., Ltd.		1,883,087
	16,681	Japan Post Holdings Co., Ltd.		201,552
	22,619	Japan Post Insurance Co., Ltd.⁽¹⁾		531,924
	173,838	JXTG Holdings, Inc.		1,042,211


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.6% - (continued)
		Japan - 20.6% - (continued)
	89,948	K’s Holdings Corp.⁽¹⁾	$	1,236,521
	2,000	Kagome Co., Ltd.		69,770
	38,000	Kajima Corp.		352,666
	1,449	Kaken Pharmaceutical Co., Ltd.		85,019
	24,882	Kaneka Corp.		245,428
	3,681	Kao Corp.		274,543
	26,951	KDDI Corp.⁽¹⁾		685,622
	25,700	Kinden Corp.		425,071
	2,257	Kirin Holdings Co., Ltd.		59,709
	82,988	Konica Minolta, Inc.⁽¹⁾		696,834
	14,493	Kuraray Co., Ltd.		248,023
	2,300	Kurita Water Industries Ltd.		73,206
	57,200	Kyushu Railway Co.⁽¹⁾		1,774,894
	8,522	Lawson, Inc.⁽¹⁾		580,153
	5,100	Marubeni Corp.		36,767
	4,500	Matsumotokiyoshi Holdings Co., Ltd.		188,716
	184,900	Mebuki Financial Group, Inc.		709,348
	43,850	Medipal Holdings Corp.		906,275
	816	MEIJI Holdings Co., Ltd.		62,380
	31,800	Mitsubishi Chemical Holdings Corp.		304,993
	7,292	Mitsubishi Gas Chemical Co., Inc.		172,855
	45,227	Mitsubishi Tanabe Pharma Corp.		908,367
	18,960	Mixi, Inc.		702,420
	10,317	NEC Corp.⁽¹⁾		287,149
	5,869	NH Foods Ltd.⁽¹⁾		239,782
	9,594	Nichirei Corp.		258,366
	10,075	Nihon Kohden Corp.		285,150
	34,681	Nippo Corp.		774,167
	26,768	Nippon Kayaku Co., Ltd.⁽¹⁾		328,717
	25,353	Nippon Telegraph & Telephone Corp.		1,168,598
	35,000	Nipro Corp.⁽¹⁾		509,121
	23,770	Nissan Motor Co., Ltd.⁽¹⁾		244,629
	15,760	NTT Data Corp.		163,453
	38,524	NTT DOCOMO, Inc.⁽¹⁾		974,239
	35,600	Obayashi Corp.		386,964
	31,000	Oji Holdings Corp.		197,630
	32,051	Osaka Gas Co., Ltd.⁽¹⁾		631,979
	14,338	Otsuka Corp.		722,630
	2,404	Otsuka Holdings Co., Ltd.		119,646
	12,967	Park24 Co., Ltd.⁽¹⁾		351,395
	59,100	Recruit Holdings Co., Ltd.		1,458,189
	38,866	Resona Holdings, Inc.		206,445
	20,969	Ricoh Co., Ltd.⁽¹⁾		204,465
	23,628	Rohto Pharmaceutical Co., Ltd.		656,963
	12,968	Sawai Pharmaceutical Co., Ltd.⁽¹⁾		567,617
	15,008	Sega Sammy Holdings, Inc.		240,608
	6,374	Seiko Epson Corp.		109,200
	20,565	Sekisui Chemical Co., Ltd.		355,803
	16,648	Sekisui House Ltd.		302,435
	5,989	Seven & I Holdings Co., Ltd.		255,215
	8,340	Shimamura Co., Ltd.		1,033,580
	58,000	Showa Shell Sekiyu KK		780,423
	79,758	Skylark Co., Ltd.		1,142,186
	12,200	Square Enix Holdings Co., Ltd.		544,325
	2,493	Subaru Corp.		81,787
	8,617	Sugi Holdings Co., Ltd.		481,288
	35,000	Sumitomo Chemical Co., Ltd.		200,094
	52,501	Sumitomo Dainippon Pharma Co., Ltd.⁽¹⁾		867,859
	29,129	Sumitomo Forestry Co., Ltd.		463,708
	17,489	Sumitomo Rubber Industries Ltd.		318,371
	2,107	Suntory Beverage & Food Ltd.		102,032

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


		21

Hartford Multifactor Developed Markets (ex-US) ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.6% - (continued)
		Japan - 20.6% - (continued)
	17,982	Suzuken Co., Ltd.	$	749,039
	8,900	Taisei Corp.		450,230
	12,144	Takeda Pharmaceutical Co., Ltd.		584,648
	5,900	Teijin Ltd.⁽¹⁾		110,954
	2,611	Toho Gas Co., Ltd.⁽¹⁾		80,896
	4,614	Tokyo Electron Ltd.⁽¹⁾		833,644
	34,996	Tokyo Gas Co., Ltd.		927,304
	4,219	Toyo Suisan Kaisha Ltd.		165,824
	6,300	TS Tech Co., Ltd.		248,209
	23,047	Tsumura & Co.		796,405
	879	Tsuruha Holdings, Inc.		125,548
	7,489	TV Asahi Holdings Corp.		163,864
	31,372	Ube Industries Ltd.⁽¹⁾		911,514
	3,591	Welcia Holdings Co., Ltd.⁽¹⁾		160,557
	5,949	West Japan Railway Co.		418,136
	45,657	Yamada Denki Co., Ltd.⁽¹⁾		275,187
	29,380	Yamazaki Baking Co., Ltd.		611,911
	2,835	Yokohama Rubber Co., Ltd.		64,884
	16,053	Zensho Holdings Co., Ltd.⁽¹⁾		364,230

				67,195,746

		Jersey - 0.0%
	743	Randgold Resources Ltd.		61,307

		Luxembourg - 0.9%
	55,313	Grand City Properties S.A.		1,321,079
	877,951	L’Occitane International S.A.		1,622,044

				2,943,123

		Malta - 0.2%
	38,793	Kindred Group plc SDR		528,755

		Netherlands - 3.5%
	38,954	Aegon N.V.		262,342
	5,978	Akzo Nobel N.V.		564,196
	55,954	ASR Nederland N.V.		2,389,258
	12,946	GrandVision N.V.⁽²⁾		294,869
	2,220	ING Groep N.V.		37,405
	46,735	Koninklijke Ahold Delhaize N.V.		1,105,973
	7,256	Koninklijke DSM N.V.		719,615
	45,100	NN Group N.V.		1,999,004
	63,512	Philips Lighting N.V.⁽²⁾		2,382,363
	36,314	Royal Dutch Shell plc Class A		1,137,773
	8,910	Wolters Kluwer N.V.		473,275

				11,366,073

		New Zealand - 2.0%
	821,257	Air New Zealand Ltd.		1,913,628
	87,532	Fisher & Paykel Healthcare Corp. Ltd.		833,522
	40,621	Fletcher Building Ltd.		176,703
	222,142	Fonterra Co-operative Group Ltd. UNIT		947,096
	43,331	Meridian Energy Ltd.		89,245
	423,590	Spark New Zealand Ltd.		1,023,481
	308,044	Z Energy Ltd.⁽¹⁾		1,555,560

				6,539,235

		Norway - 0.2%
	37,840	Entra ASA⁽²⁾		514,755
	41,112	Leroy Seafood Group ASA		253,973

				768,728

		Portugal - 0.1%
	12,534	Jeronimo Martins SGPS S.A.		228,218


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.6% - (continued)
		Russia - 0.1%
	34,759	Polymetal International plc	$	357,898

		Singapore - 3.1%
	185,004	BOC Aviation Ltd.⁽²⁾		1,099,657
	189,798	ComfortDelGro Corp. Ltd.		296,717
	44,904	DBS Group Holdings Ltd.		941,707
	737,834	Mapletree Greater China Commercial Trust REIT		647,075
	289,133	Mapletree Industrial Trust REIT		447,601
	142,282	Oversea-Chinese Banking Corp. Ltd.		1,391,028
	147,011	SATS Ltd.		575,129
	149,288	Singapore Airlines Ltd.		1,234,105
	663,837	StarHub Ltd.⁽¹⁾		1,164,360
	59,053	United Overseas Bank Ltd.		1,238,433
	51,000	Venture Corp. Ltd.		1,093,274

				10,129,086

		South Africa - 0.1%
	15,533	Mondi plc		417,273

		Spain - 2.4%
	6,950	Bolsas y Mercados Espanoles SHMSF S.A.⁽¹⁾		235,055
	24,284	Cia de Distribucion Integral Logista Holdings S.A.		513,690
	9,753	Distribuidora Internacional de Alimentacion S.A.⁽¹⁾		41,346
	26,313	Ebro Foods S.A.⁽¹⁾		668,579
	45,645	Endesa S.A.		1,004,002
	302,424	Gestamp Automocion S.A.*⁽¹⁾⁽²⁾		2,462,218
	650	Grupo Catalana Occidente S.A.		28,299
	771,945	Prosegur Cash S.A.⁽²⁾		2,321,227
	9,827	Red Electrica Corp. S.A.		202,194
	3,821	Viscofan S.A.⁽¹⁾		263,628

				7,740,238

		Sweden - 1.9%
	97,861	Ahlsell AB⁽²⁾		614,056
	59,898	Axfood AB⁽¹⁾		1,020,972
	61,423	Dometic Group AB⁽²⁾		559,238
	49,678	Essity AB Class B*		1,367,883
	3,109	Fabege AB		67,119
	6,963	Hennes & Mauritz AB B Shares⁽¹⁾		104,078
	11,213	ICA Gruppen AB⁽¹⁾		395,510
	2,290	Industrivarden AB Class A		55,454
	3,431	Investor AB B Shares		151,254
	4,433	L E Lundbergforetagen AB B Shares		316,537
	15,025	Loomis AB Class B		538,939
	5,986	Nordea Bank AB		63,685
	28,706	Swedbank AB Class A		640,973
	4,490	Swedish Match AB		202,390

				6,098,088

		Switzerland - 7.4%
	12,593	ABB Ltd.		298,781
	83	Adecco Group AG		5,894
	2,273	Allreal Holding AG		373,374
	12,168	Baloise Holding AG		1,856,459
	1,423	Banque Cantonale Vaudoise		1,148,683
	20,004	BKW AG		1,328,586
	1	Chocoladefabriken Lindt & Spruengli AG		72,577
	736	Emmi AG		602,189
	475	EMS-Chemie Holding AG		299,107
	6,440	Ferguson plc		483,682
	95	Georg Fischer AG		126,786
	216	Givaudan S.A.		490,827
	1,598	Helvetia Holding AG		950,356

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


		22

Hartford Multifactor Developed Markets (ex-US) ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.6% - (continued)
		Switzerland - 7.4% - (continued)
	24,638	Idorsia Ltd.*	$	589,707
	8,490	Kuehne + Nagel International AG		1,332,547
	8,813	Nestle S.A.		695,947
	3,825	Novartis AG		308,604
	3,421	Panalpina Welttransport Holding AG⁽¹⁾		430,840
	11,763	Pargesa Holding S.A.		1,040,441
	6,576	Roche Holding AG		1,504,597
	5,857	SFS Group AG		687,476
	208	SGS S.A.		510,008
	177	Sika AG		1,383,506
	1,738	Sonova Holding AG		275,510
	5,621	STMicroelectronics N.V.		124,330
	516	Straumann Holding AG⁽¹⁾		324,386
	14,442	Sunrise Communications Group AG⁽²⁾		1,207,270
	6,564	Swiss Life Holding AG		2,332,633
	10,481	Swiss Re AG		1,064,737
	56,311	UBS Group AG		987,618
	868	VAT Group AG⁽²⁾		145,392
	2,392	Vontobel Holding AG		147,876
	3,285	Zurich Insurance Group AG		1,075,103

				24,205,829

		United Kingdom - 10.1%
	21,266	Ashtead Group plc		578,740
	23,990	AstraZeneca plc		1,647,491
	18,439	Atlassian Corp. plc Class A*⁽¹⁾		994,231
	37,421	BAE Systems plc		305,201
	172,297	Beazley plc		1,384,931
	174,183	BP plc		1,171,018
	60,598	Britvic plc		580,172
	107,780	BT Group plc		343,966
	62,081	BTG plc*		588,710
	122,972	Centrica plc		245,302
	12,409	Close Brothers Group plc		249,795
	35,080	Coca-Cola European Partners plc		1,459,102
	56,311	Compass Group plc		1,149,744
	567,761	ConvaTec Group plc⁽²⁾		1,585,742
	2,417	Croda International plc		154,881
	86,185	CYBG plc		355,931
	1,735	Diageo plc		58,705
	164,414	Direct Line Insurance Group plc		879,430
	10,583	easyJet plc		238,201
	29,472	Fiat Chrysler Automobiles N.V.		598,134
	48,780	GlaxoSmithKline plc		953,895
	78,900	HSBC Holdings plc		736,471
	51,199	IG Group Holdings plc		572,780
	197,019	Kingfisher plc		808,406
	154,509	Legal & General Group plc		558,769
	83,469	Marks & Spencer Group plc⁽¹⁾		316,378
	10,971	Metro Bank plc*⁽¹⁾		540,809
	48,194	National Grid plc		542,340
	9,630	Next plc		642,892
	12,359	Pennon Group plc		111,548
	292	Reckitt Benckiser Group plc		24,716
	55,228	RELX N.V.		1,143,130
	71,854	RELX plc		1,476,673
	370,047	Rentokil Initial plc		1,410,400
	12,979	Rio Tinto Ltd.		723,768
	278,318	Royal Mail plc		2,111,416
	19,764	Segro plc REIT		166,682
	62,239	Smith & Nephew plc		1,162,081


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.6% - (continued)
		United Kingdom - 10.1% - (continued)
	33,168	SSE plc	$	593,698
	12,600	SSP Group plc		108,084
	87,019	Tate & Lyle plc		664,795
	1,702	Unilever N.V.		96,015
	20,974	Unilever plc		1,163,800
	100,507	Vodafone Group plc		273,833
	26,157	WH Smith plc		714,780
	156,419	William Hill plc		724,759

				32,912,345

		United States - 0.8%
	10,300	Carnival plc		661,757
	49,645	International Game Technology plc		1,327,011
	42,620	Valeant Pharmaceuticals International, Inc.*		678,019

				2,666,787


		Total Common Stocks (cost $314,027,944)	$	324,587,753


		Total Long-Term Investments (cost $314,027,944)	$	324,587,753


SHORT-TERM INVESTMENTS - 4.9%
		Securities Lending Collateral - 4.9%
	16,032,646	State Street Navigator Securities Lending Government Money Market Portfolio, 1.72%⁽³⁾	$	16,032,646


		Total Short-Term Investments (cost $16,032,646)	$	16,032,646



Total Investments (cost $330,060,590)	104.5	%	$	340,620,399
Other Assets and Liabilities	(4.5	)%		(14,814,814	)

Total Net Assets	100.0	%	$	325,805,585

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


		23

Hartford Multifactor Developed Markets (ex-US) ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)

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 shown in this report as these classifications are used for financial reporting purposes.

*	Non-income producing.

⁽¹⁾	Represents entire or partial securities on loan. See Note 7 in the accompanying Notes to Financial Statements for securities lending information.

⁽²⁾

Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At March 31, 2018, the aggregate value of these securities was $27,936,288, which represented 8.6% of total net assets.

⁽³⁾	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.


		24

Hartford Multifactor Developed Markets (ex-US) ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of March 31, 2018 in valuing the Fund’s investments.


	Total		Level 1⁽¹⁾		Level 2⁽¹⁾		Level 3⁽¹⁾
Assets
Common Stocks
Australia	$	20,553,775	$	20,553,775	$	—	$	—
Austria		1,200,132		1,200,132		—		—
Belgium		3,164,368		3,164,368		—		—
Bermuda		1,617,519		1,617,519		—		—
Canada		35,298,728		35,298,728		—		—
China		503,136		503,136		—		—
Denmark		8,419,485		8,419,485		—		—
Finland		2,031,078		2,031,078		—		—
France		20,535,114		20,535,114		—		—
Germany		22,981,337		22,981,337		—		—
Hong Kong		17,016,603		17,016,603		—		—
Hungary		381,884		381,884		—		—
Ireland		3,950,347		3,950,347		—		—
Isle of Man		583,518		583,518		—		—
Israel		7,403,125		7,403,125		—		—
Italy		4,788,875		4,788,875		—		—
Japan		67,195,746		67,195,746		—		—
Jersey		61,307		61,307		—		—
Luxembourg		2,943,123		2,943,123		—		—
Malta		528,755		528,755		—		—
Netherlands		11,366,073		11,366,073		—		—
New Zealand		6,539,235		6,539,235		—		—
Norway		768,728		768,728		—		—
Portugal		228,218		228,218		—		—
Russia		357,898		357,898		—		—
Singapore		10,129,086		10,129,086		—		—
South Africa		417,273		417,273		—		—
Spain		7,740,238		7,740,238		—		—
Sweden		6,098,088		6,098,088		—		—
Switzerland		24,205,829		24,205,829		—		—
United Kingdom		32,912,345		32,912,345		—		—
United States		2,666,787		2,666,787		—		—
Short-Term Investments		16,032,646		16,032,646		—		—

Total	$	340,620,399	$	340,620,399	$	—	$	—

⁽¹⁾	For the six-month period ended March 31, 2018, there were no transfers between any levels.

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


		25

Hartford Multifactor Emerging Markets ETF

Schedule of Investments

March 31, 2018 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 96.2%
		Brazil - 2.3%
	29,576	Ambev S.A.	$	214,194
	9,979	B3 S.A. - Brasil Bolsa Balcao		80,136
	37,560	Banco do Brasil S.A.		463,680
	2,996	BB Seguridade Participacoes S.A.		26,385
	6,885	CCR S.A.		25,894
	19,221	Cielo S.A.		119,654
	33,039	Embraer S.A.		214,223
	23,673	Kroton Educacional S.A.		96,869
	5,605	Lojas Renner S.A.		57,929
	6,550	Ultrapar Participacoes S.A.		139,766
	9,714	Vale S.A.		123,368

				1,562,098

		Chile - 4.5%
	587,797	Aguas Andinas S.A. Class A		382,567
	778,415	Banco de Chile		130,865
	6,907	Banco de Credito e Inversiones		512,665
	1,103,336	Banco Santander Chile		93,010
	108,621	Cencosud S.A.		332,577
	8,989	Cia Cervecerias Unidas S.A.		132,327
	111,260	Colbun S.A.		26,676
	4,548	Empresa Nacional de Telecomunicaciones S.A.		52,205
	15,763	Empresas COPEC S.A.		247,589
	1,179,707	Enersis Americas S.A.		275,555
	3,429,750	Enersis Chile S.A.		444,541
	7,290	Latam Airlines Group S.A.		113,351
	26,004	SACI Falabella		250,891

				2,994,819

		China - 8.0%
	31,500	Anhui Conch Cement Co., Ltd. Class H		171,582
	3,635	Autohome, Inc. ADR		312,392
	301	Baidu, Inc. ADR*		67,180
	979,000	Bank of China Ltd. Class H		526,405
	381,000	China Construction Bank Corp. Class H		391,277
	154,000	China Everbright Bank Co., Ltd. Class H		73,975
	58,000	China Evergrande Group*		182,536
	1,741	China Lodging Group Ltd. ADR		229,307
	59,500	China Merchants Bank Co., Ltd. Class H		243,738
	946,000	China Telecom Corp. Ltd. Class H		417,053
	14,000	China Vanke Co., Ltd. H Shares		63,861
	100,000	CNOOC Ltd.		147,293
	82,000	CSPC Pharmaceutical Group Ltd.		217,843
	149,500	Dali Foods Group Co. Ltd.⁽¹⁾		123,055
	7,000	Geely Automobile Holdings Ltd.		20,157
	506,000	Lenovo Group Ltd.		258,535
	166,000	Logan Property Holdings Co., Ltd.		252,544
	3,713	Momo, Inc. ADR*		138,792
	538	NetEase, Inc. ADR		150,850
	168,000	PICC Property & Casualty Co., Ltd. Class H		294,117
	40,500	Ping An Insurance Group Co. of China Ltd. Class H		411,796
	96,248	Semiconductor Manufacturing International Corp.*		125,824
	394	SINA Corp.*		41,082
	85,600	Sinopharm Group Co., Ltd. Class H		428,638
	1,200	Tencent Holdings Ltd.		62,628

				5,352,460

		Colombia - 2.1%
	81,769	Almacenes Exito S.A.		482,458
	2,234	Corp. Financiera Colombiana S.A.		19,036
	17,032	Grupo Argos S.A.		114,762
	7,447	Grupo de Inversiones Suramericana S.A.		99,397


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 96.2% - (continued)
		Colombia - 2.1% - (continued)
	25,613	Grupo Nutresa S.A.	$	238,239
	100,759	Interconexion Electrica S.A. ESP		480,509

				1,434,401

		Hong Kong - 0.8%
	48,000	China Resources Land Ltd.		174,611
	174,000	Sino Biopharmaceutical Ltd.		341,424

				516,035

		India - 6.2%
	11,120	Axis Bank Ltd. GDR		441,464
	15,650	Dr. Reddy’s Laboratories Ltd. ADR⁽²⁾		511,599
	4,690	HDFC Bank Ltd. ADR		463,231
	73,154	ICICI Bank Ltd. ADR⁽²⁾		647,413
	38,633	Infosys Ltd. ADR⁽²⁾		689,599
	19,272	Reliance Industries Ltd. GDR⁽¹⁾		522,271
	9,707	State Bank of India GDR		374,690
	19,058	Tata Motors Ltd. ADR*⁽²⁾		489,791

				4,140,058

		Indonesia - 6.7%
	1,213,400	Adaro Energy Tbk PT		187,728
	478,400	Astra International Tbk PT		253,664
	163,400	Bank Central Asia Tbk PT		276,537
	828,300	Bank Mandiri Persero Tbk PT		461,754
	841,500	Bank Negara Indonesia Persero Tbk PT		530,235
	1,890,700	Bank Rakyat Indonesia Persero Tbk PT		494,390
	1,364,300	Barito Pacific Tbk PT*		228,911
	515,500	Bumi Serpong Damai Tbk PT		66,649
	155,000	Chandra Asri Petrochemical Tbk PT		70,083
	16,000	Gudang Garam Tbk PT		84,227
	69,000	Indah Kiat Pulp & Paper Corp. Tbk PT		55,130
	170,100	Indocement Tunggal Prakarsa Tbk PT		197,683
	220,600	Indofood Sukses Makmur Tbk PT		115,367
	921,400	Kalbe Farma Tbk PT		100,389
	73,800	Matahari Department Store Tbk PT		58,697
	1,353,600	Perusahaan Gas Negara Persero Tbk		226,133
	349,000	Semen Indonesia Persero Tbk PT		262,368
	380,400	Surya Citra Media Tbk PT		74,878
	1,494,500	Telekomunikasi Indonesia Persero Tbk PT		390,790
	155,200	United Tractors Tbk PT		360,734

				4,496,347

		Malaysia - 7.4%
	169,400	AirAsia Bhd		173,429
	240,700	AMMB Holdings Bhd		241,447
	172,400	Axiata Group Bhd		243,357
	16,400	British American Tobacco Malaysia Bhd		111,510
	249,600	CIMB Group Holdings Bhd		462,031
	183,300	DiGi.Com Bhd		219,410
	20,500	Fraser & Neave Holdings Bhd		176,275
	10,200	Genting Bhd		22,942
	153,000	Genting Malaysia Bhd		191,843
	30,288	Hong Leong Bank Bhd		146,429
	240,400	IJM Corp. Bhd		167,186
	18,900	Inari Amertron Bhd		13,681
	100,800	IOI Corp. Bhd		124,567
	7,400	Kuala Lumpur Kepong Bhd		48,938
	243,400	Malayan Banking Bhd		661,988
	117,200	Maxis Bhd		172,103
	74,000	MISC Bhd		134,876
	172,600	Petronas Chemicals Group Bhd		363,674

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


		26

Hartford Multifactor Emerging Markets ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 96.2% - (continued)
		Malaysia - 7.4% - (continued)
	76,600	Public Bank Bhd	$	475,284
	242,700	SP Setia Bhd Group		187,609
	69,700	Telekom Malaysia Bhd		93,882
	113,000	Tenaga Nasional Bhd		472,099
	205,658	YTL Corp. Bhd		71,247

				4,975,807

		Mexico - 3.9%
	94,243	Alfa S.A.B. de C.V. Class A⁽²⁾		120,298
	520,248	America Movil S.A.B. de C.V. Series L		491,647
	83,533	Coca-Cola Femsa S.A.B. de C.V. Series L		549,153
	19,244	Fomento Economico Mexicano S.A.B. de C.V.		175,440
	57,892	Grupo Bimbo S.A.B. de C.V. Series A⁽²⁾		126,894
	1,108	Grupo Elektra S.A.B. de C.V.⁽²⁾		30,958
	39,135	Grupo Financiero Banorte S.A.B. de C.V. Series O		236,395
	41,226	Grupo Mexico S.A.B. de C.V. Series B		137,002
	84,486	Kimberly-Clark de Mexico S.A.B. de C.V. Class A		157,831
	20,094	Mexichem S.A.B. de C.V.		61,371
	25,902	Organizacion Soriana S.A.B. de C.V. Class B*		51,652
	186,285	Wal-Mart de Mexico S.A.B. de C.V.		469,450

				2,608,091

		Philippines - 5.4%
	252,030	Aboitiz Equity Ventures, Inc.		326,041
	13,445	Ayala Corp.		244,279
	178,500	Ayala Land, Inc.		140,604
	195,270	BDO Unibank, Inc.		520,196
	1,896,500	Energy Development Corp.		203,180
	8,085	GT Capital Holdings, Inc.		181,139
	151,940	JG Summit Holdings, Inc.		182,581
	33,660	Jollibee Foods Corp.		192,887
	1,967,200	Metro Pacific Investments Corp.		197,559
	6,215	PLDT, Inc.		175,096
	283,160	Puregold Price Club, Inc.		284,639
	213,900	Robinsons Retail Holdings, Inc.		366,082
	562,000	Semirara Mining & Power Corp.		326,359
	166,600	SM Prime Holdings, Inc.		107,602
	49,680	Universal Robina Corp.		144,724

				3,592,968

		Poland - 5.6%
	10,395	Alior Bank S.A.*		223,207
	18,650	Asseco Poland S.A.		245,015
	123,644	Bank Millennium S.A.*		296,359
	7,876	Bank Pekao S.A.		283,511
	1,918	Bank Zachodni WBK S.A.		202,814
	6,120	CD Projekt S.A.		195,466
	2,514	Cyfrowy Polsat S.A.		18,305
	20,810	Grupa Lotos S.A.		320,780
	1,594	ING Bank Slaski S.A.*		91,583
	17	LPP S.A.		43,179
	229	mBank S.A.*		27,999
	67,484	Orange Polska S.A.*		114,269
	38,912	PGE Polska Grupa Energetyczna S.A.*		112,579
	18,408	Polski Koncern Naftowy Orlen S.A.		452,072
	137,949	Polskie Gornictwo Naftowe i Gazownictwo S.A.		227,546
	29,187	Powszechna Kasa Oszczednosci Bank Polski S.A.*		344,589
	29,291	Powszechny Zaklad Ubezpieczen S.A.		357,020
	293,234	Tauron Polska Energia S.A.*		208,028

				3,764,321


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 96.2% - (continued)
		Russia - 3.0%
	58,137	Gazprom PJSC ADR	$	282,895
	5,637	Lukoil PJSC ADR		388,389
	9,732	Magnit PJSC GDR		179,410
	13,237	MMC Norilsk Nickel PJSC ADR		245,348
	623	Novatek PJSC GDR		85,351
	17,207	Sberbank of Russia PJSC ADR		320,566
	42,648	Surgutneftegas OJSC ADR		208,549
	3,853	Tatneft PJSC ADR		243,201
	97,000	United Co. RUSAL plc		58,707

				2,012,416

		South Africa - 5.9%
	2,789	AngloGold Ashanti Ltd.		26,485
	2,389	Aspen Pharmacare Holdings Ltd.		52,314
	23,470	Barclays Africa Group Ltd.		375,758
	15,549	Bidvest Group Ltd.		294,084
	52,818	FirstRand Ltd.⁽²⁾		298,219
	7,377	Mr. Price Group Ltd.		177,440
	22,569	MTN Group Ltd.⁽²⁾		226,704
	14,346	Nedbank Group Ltd.⁽²⁾		345,721
	200,278	Redefine Properties Ltd. REIT		195,904
	19,452	RMB Holdings Ltd.		126,657
	33,829	Sanlam Ltd.⁽²⁾		243,537
	36,808	Sappi Ltd.		236,714
	7,294	Sasol Ltd.		248,225
	8,849	Shoprite Holdings Ltd.		188,634
	23,041	Standard Bank Group Ltd.⁽²⁾		425,244
	5,270	Tiger Brands Ltd.		165,456
	9,717	Vodacom Group Ltd.		125,531
	33,187	Woolworths Holdings Ltd.		168,053

				3,920,680

		South Korea - 9.9%
	234	AmorePacific Group		30,076
	2,564	BNK Financial Group, Inc.		25,618
	438	CJ Corp.		64,720
	1,854	Coway Co., Ltd.		152,717
	2,906	Dongbu Insurance Co., Ltd.		179,938
	100	E-Mart, Inc.		25,378
	3,568	Hana Financial Group, Inc.		152,642
	2,492	Hankook Tire Co., Ltd.		122,975
	3,412	Hyundai Engineering & Construction Co., Ltd.		136,365
	642	Hyundai Glovis Co., Ltd.		109,620
	673	Hyundai Mobis Co., Ltd.		160,373
	990	Hyundai Motor Co.		133,282
	9,717	Industrial Bank of Korea		142,213
	862	Kangwon Land, Inc.		22,037
	1,578	KB Financial Group, Inc.		91,195
	9,764	Kia Motors Corp.		291,757
	3,085	Korea Electric Power Corp.		95,221
	209	Korea Zinc Co., Ltd.		94,510
	1,943	KT&G Corp.		182,287
	893	LG Chem Ltd.		323,387
	1,885	LG Corp.		153,679
	8,481	LG Display Co., Ltd.		205,680
	4,003	LG Electronics, Inc.		409,351
	118	LG Household & Health Care Ltd.		131,960
	29,639	LG Uplus Corp.		342,021
	304	Lotte Chemical Corp.		123,494
	81	NAVER Corp.		59,730
	143	NCSoft Corp.		55,005

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


		27

Hartford Multifactor Emerging Markets ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 96.2% - (continued)
		South Korea - 9.9% - (continued)
	573	POSCO	$	181,162
	152	S-Oil Corp.		17,041
	266	Samsung Electronics Co., Ltd.		611,907
	527	Samsung Fire & Marine Insurance Co., Ltd.		132,504
	1,492	Samsung Life Insurance Co., Ltd.		161,672
	3,098	Shinhan Financial Group Co., Ltd.		131,227
	1,802	SK Holdings Co., Ltd.		504,641
	4,911	SK Hynix, Inc.		369,972
	695	SK Innovation Co., Ltd.		136,926
	852	SK Telecom Co., Ltd.		183,845
	14,636	Woori Bank		197,728

				6,645,856

		Taiwan - 10.1%
	23,000	Asustek Computer, Inc.		214,168
	419,000	AU Optronics Corp.		194,001
	8,000	Catcher Technology Co., Ltd.		99,187
	106,000	Cathay Financial Holding Co., Ltd.		188,318
	8,080	Chailease Holding Co., Ltd.		27,712
	111,004	Chang Hwa Commercial Bank Ltd.		64,150
	30,000	Cheng Shin Rubber Industry Co., Ltd.		48,719
	38,230	Chicony Electronics Co., Ltd.		97,158
	188,000	China Development Financial Holding Corp.		66,413
	235,636	China Life Insurance Co., Ltd.		244,469
	34,000	China Steel Corp.		27,054
	32,000	Chunghwa Telecom Co., Ltd.		122,372
	176,000	Compal Electronics, Inc.		119,820
	200,628	CTBC Financial Holding Co., Ltd.		143,812
	11,105	Delta Electronics, Inc.		49,513
	91,418	E.Sun Financial Holding Co., Ltd.		61,453
	67,540	Far Eastern New Century Corp.		60,806
	63,000	Far EasTone Telecommunications Co., Ltd.*		166,375
	296,091	First Financial Holding Co., Ltd.		205,640
	35,301	Foxconn Technology Co., Ltd.		94,557
	71,000	Fubon Financial Holding Co., Ltd.		121,998
	6,000	Giant Manufacturing Co., Ltd.		31,485
	118,030	Hon Hai Precision Industry Co., Ltd.		364,328
	3,000	Hotai Motor Co., Ltd.		29,890
	231,452	Hua Nan Financial Holdings Co., Ltd.		138,917
	754,000	Innolux Corp.		329,715
	213,000	Inventec Corp.		168,752
	123,245	Lite-On Technology Corp.		172,037
	10,000	MediaTek, Inc.		113,523
	117,273	Mega Financial Holding Co., Ltd.		100,754
	15,000	Nan Ya Plastics Corp.		42,083
	27,000	Novatek Microelectronics Corp.		122,235
	70,000	Pegatron Corp.		174,298
	145,000	Pou Chen Corp.		192,458
	15,000	President Chain Store Corp.		150,736
	20,000	Quanta Computer, Inc.		40,333
	143,000	Radiant Opto-Electronics Corp.		350,671
	90,500	Shanghai Commercial & Savings Bank Ltd.		106,991
	836,489	Shin Kong Financial Holding Co., Ltd.		317,015
	173,091	SinoPac Financial Holdings Co., Ltd.		61,146
	36,600	Synnex Technology International Corp.		54,604
	27,000	Taiwan Cement Corp.		33,846
	91,151	Taiwan Cooperative Financial Holding Co., Ltd.		53,615
	34,000	Taiwan Mobile Co., Ltd.		127,105
	49,000	Taiwan Semiconductor Manufacturing Co., Ltd.		410,056
	93,000	Teco Electric and Machinery Co., Ltd.		76,711
	49,800	Uni-President Enterprises Corp.		116,656


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 96.2% - (continued)
		Taiwan - 10.1% - (continued)
	242,000	United Microelectronics Corp.	$	126,988
	49,000	Vanguard International Semiconductor Corp.		106,715
	89,871	Wistron Corp.		76,904
	48,000	WPG Holdings Ltd.		62,064
	212,757	Yuanta Financial Holding Co., Ltd.		97,414

				6,767,740

		Thailand - 8.6%
	53,066	Advanced Info Service PCL NVDR		349,587
	197,000	Bangkok Dusit Medical Services PCL NVDR		148,049
	3,100	Bangkok Life Assurance PCL NVDR		3,148
	68,667	Banpu PCL NVDR		43,480
	29,500	Bumrungrad Hospital PCL NVDR		195,283
	12,300	Central Pattana PCL NVDR		30,878
	193,800	Charoen Pokphand Foods PCL NVDR		156,490
	37,100	CP ALL PCL NVDR		103,517
	65,700	Delta Electronics Thailand PCL NVDR		139,195
	7,300	Glow Energy PCL NVDR		19,843
	59,200	Indorama Ventures PCL NVDR		107,438
	659,900	IRPC PCL NVDR		152,999
	67,900	Kasikornbank PCL NVDR		460,339
	720,800	Krung Thai Bank PCL NVDR		437,966
	563,500	Land & Houses PCL NVDR		191,017
	35,960	Minor International PCL NVDR		43,699
	6,400	MK Restaurants Group PCL NVDR		15,146
	289,600	Pruksa Holding PCL NVDR		200,970
	62,500	PTT Exploration & Production PCL NVDR		228,854
	146,700	PTT Global Chemical PCL NVDR		444,510
	30,900	PTT PCL NVDR		541,516
	104,300	Ratchaburi Electricity Generating Holding PCL NVDR		171,776
	88,700	Siam Commercial Bank PCL NVDR		407,050
	371,200	Thai Beverage PCL		220,801
	95,200	Thai Oil PCL NVDR		276,284
	234,800	Thai Union Group PCL NVDR		140,414
	3,441,600	TMB Bank PCL NVDR		277,353
	156,600	Total Access Communication PCL NVDR		225,360

				5,732,962

		Turkey - 5.3%
	60,482	Akbank TAS		145,961
	23,814	Arcelik AS		107,486
	8,990	BIM Birlesik Magazalar AS		161,922
	612,336	Emlak Konut Gayrimenkul Yatirim Ortakligi AS REIT*		391,076
	112,704	Enka Insaat ve Sanayi AS		153,917
	129,293	Eregli Demir ve Celik Fabrikalari T.A.S.		339,437
	33,062	Haci Omer Sabanci Holding AS		87,467
	50,516	KOC Holding AS		207,604
	125,952	Petkim Petrokimya Holding AS		257,538
	6,882	Tofas Turk Otomobil Fabrikasi AS		46,038
	8,518	Tupras Turkiye Petrol Rafinerileri AS		236,313
	74,036	Turk Hava Yollari AO*		362,760
	59,661	Turkcell Iletisim Hizmetleri AS		226,812
	70,194	Turkiye Garanti Bankasi AS		193,142
	55,437	Turkiye Halk Bankasi AS		126,648
	87,727	Turkiye Is Bankasi AS		157,897
	60,549	Turkiye Sise ve Cam Fabrikalari AS		79,022
	176,873	Turkiye Vakiflar Bankasi TAO		290,219

				3,571,259

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


		28

Hartford Multifactor Emerging Markets ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 96.2% - (continued)
		United States - 0.5%
	7,222	Yum China Holdings, Inc.	$	299,713


		Total Common Stocks (cost $56,946,963)	$	64,388,031

PREFERRED STOCKS - 3.2%
		Brazil - 2.2%
	27,143	Banco Bradesco S.A.	$	322,586
	37,132	Itau Unibanco Holding S.A.		573,247
	55,829	Itausa - Investimentos Itau S.A.		231,641
	41,304	Petroleo Brasileiro S.A.*		266,073
	4,282	Telefonica Brasil S.A.		64,933

				1,458,480

		Chile - 0.1%
	9,856	Embotelladora Andina S.A. Class B		48,395
	275	Sociedad Quimica y Minera de Chile S.A. Class B		13,394

				61,789

		Colombia - 0.9%
	41,783	Banco Davivienda S.A., 3.17%		450,576
	15,074	Bancolombia S.A., 3.18%		158,020

				608,596


		Total Preferred Stocks (cost $1,586,052)	$	2,128,865


		Total Long-Term Investments (cost $58,533,015)	$	66,516,896

SHORT-TERM INVESTMENTS - 1.8%
		Securities Lending Collateral - 1.8%
	1,247,147	State Street Navigator Securities Lending Government Money Market Portfolio, 1.72%⁽³⁾	$	1,247,147


		Total Short-Term Investments (cost $1,247,147)	$	1,247,147



Total Investments (cost $59,780,162)	101.2	%	$	67,764,043
Other Assets and Liabilities	(1.2	)%		(833,412	)

Total Net Assets	100.0	%	$	66,930,631

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


		29

Hartford Multifactor Emerging Markets ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)

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 shown in this report as these classifications are used for financial reporting purposes.

*	Non-income producing.

⁽¹⁾

Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At March 31, 2018, the aggregate value of these securities was $645,326, which represented 1.0% of total net assets.

⁽²⁾	Represents entire or partial securities on loan. See Note 7 in the accompanying Notes to Financial Statements for securities lending information.

⁽³⁾	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
OJSC		Open Joint Stock Company
PJSC		Private Joint Stock Company
REIT		Real Estate Investment Trust

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


		30

Hartford Multifactor Emerging Markets ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of March 31, 2018 in valuing the Fund’s investments.


	Total		Level 1⁽¹⁾		Level 2⁽¹⁾		Level 3⁽¹⁾
Assets
Common Stocks
Brazil	$	1,562,098	$	1,562,098	$	—	$	—
Chile		2,994,819		2,994,819		—		—
China		5,352,460		5,352,460		—		—
Colombia		1,434,401		1,434,401		—		—
Hong Kong		516,035		516,035		—		—
India		4,140,058		4,140,058		—		—
Indonesia		4,496,347		4,496,347		—		—
Malaysia		4,975,807		4,975,807		—		—
Mexico		2,608,091		2,608,091		—		—
Philippines		3,592,968		3,592,968		—		—
Poland		3,764,321		3,764,321		—		—
Russia		2,012,416		2,012,416		—		—
South Africa		3,920,680		3,920,680		—		—
South Korea		6,645,856		6,645,856		—		—
Taiwan		6,767,740		6,767,740		—		—
Thailand		5,732,962		5,732,962		—		—
Turkey		3,571,259		3,571,259		—		—
United States		299,713		299,713		—		—
Preferred Stocks		2,128,865		2,128,865		—		—
Short-Term Investments		1,247,147		1,247,147		—		—

Total	$	67,764,043	$	67,764,043	$	—	$	—

⁽¹⁾	For the six-month period ended March 31, 2018, there were no transfers between any levels.

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


		31

Hartford Multifactor Global Small Cap ETF

Schedule of Investments

March 31, 2018 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 98.4%
		Australia - 4.9%
	36,731	Abacus Property Group⁽¹⁾	$	97,765
	63,906	Australian Pharmaceutical Industries Ltd.		73,529
	10,810	Automotive Holdings Group Ltd.⁽¹⁾		29,104
	4,553	BWP Trust REIT⁽¹⁾		10,547
	10,092	Charter Hall Retail REIT⁽¹⁾		29,803
	62,085	Cromwell Property Group REIT⁽¹⁾		50,718
	27,937	CSR Ltd.⁽¹⁾		111,003
	14,940	Downer EDI Ltd.		73,457
	11,053	Elders Ltd.		63,247
	25,531	Genworth Mortgage Insurance Australia Ltd.⁽¹⁾		45,238
	14,900	Investa Office Fund		49,259
	3,094	JB Hi-Fi Ltd.⁽¹⁾		61,254
	18,636	Metcash Ltd.⁽¹⁾		44,742
	8,204	Mineral Resources Ltd.		106,916
	1,411	Monadelphous Group Ltd.		16,451
	8,762	New Hope Corp. Ltd.		14,114
	3,617	Northern Star Resources Ltd.		17,423
	17,352	Regis Resources Ltd.⁽¹⁾		60,294
	1,882	Sandfire Resources NL⁽¹⁾		10,567
	4,682	Shopping Centres Australasia Property Group REIT⁽¹⁾		8,368
	36,711	St. Barbara Ltd.⁽¹⁾		112,355

				1,086,154

		Belgium - 0.4%
	21,365	AGFA-Gevaert N.V.*		82,664
	210	Tessenderlo Chemie N.V.*		8,794

				91,458

		Bermuda - 0.6%
	961	Argo Group International Holdings Ltd.		55,182
	1,586	DHT Holdings, Inc.⁽¹⁾		5,392
	349	Enstar Group Ltd.*		73,377

				133,951

		Brazil - 1.4%
	3,800	Cia de Gas de Sao Paulo - COMGAS Class A, (Preference Shares)		66,977
	3,000	Cia de Transmissao de Energia Eletrica Paulista (Preference Shares)		60,025
	1,800	Cia Ferro Ligas da Bahia - FERBASA (Preference Shares)		11,487
	1,538	Cia Hering		9,551
	8,133	EDP - Energias do Brasil S.A.		32,570
	84	Grendene S.A.		692
	21,365	MRV Engenharia e Participacoes S.A.		104,459
	4,084	Odontoprev S.A.		18,346

				304,107

		Canada - 5.0%
	2,121	Aecon Group, Inc.		30,205
	2,928	BRP, Inc.		112,373
	2,156	Canfor Corp.*		49,082
	7,142	Cascades, Inc.		73,844
	1,475	Celestica, Inc.*		15,251
	1,740	Colliers International Group, Inc.		120,710
	1,354	Domtar Corp.		57,599
	478	FirstService Corp.		35,003
	6,319	Intertape Polymer Group, Inc.⁽¹⁾		101,506
	2,469	Just Energy Group, Inc.		10,897
	2,846	Killam Apartment Real Estate Investment Trust REIT		30,640


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 98.4% - (continued)
		Canada - 5.0% - (continued)
	6,239	Mercer International, Inc.	$	77,676
	2,395	New Flyer Industries, Inc.		108,785
	2,439	North West Co., Inc.⁽¹⁾		51,135
	666	Parkland Fuel Corp.⁽¹⁾		14,976
	2,443	Spin Master Corp.*⁽²⁾		100,505
	5,044	Transcontinental, Inc. Class A		99,569
	357	Uni-Select, Inc.⁽¹⁾		5,538
	8,203	Western Forest Products, Inc.		16,479

				1,111,773

		China - 9.8%
	42,522	BAIC Motor Corp. Ltd. Class H⁽²⁾		52,121
	138,435	Chaowei Power Holdings Ltd.		74,789
	26,753	China BlueChemical Ltd. Class H		7,499
	8,000	China Eastern Airlines Corp. Ltd. Class H		5,810
	15,531	China Lesso Group Holdings Ltd.		11,814
	19,025	China Oriental Group Co., Ltd.		12,945
	87,000	China SCE Property Holdings Ltd.		45,006
	91,622	CSC Financial Co., Ltd. Class H⁽²⁾		76,232
	44,356	Dongfeng Motor Group Co., Ltd. Class H		51,487
	43,000	Dongyue Group Ltd.		41,475
	83,242	Great Wall Motor Co., Ltd. Class H		83,472
	72,459	Guangshen Railway Co., Ltd. H Shares		42,839
	47,566	Guangzhou R&F Properties Co., Ltd. Class H		118,668
	97,000	Hisense Kelon Electrical Holdings Co., Ltd. Class H		110,616
	56,400	JNBY Design Ltd.		114,549
	3,000	KWG Property Holding Ltd.		4,090
	31,300	Legend Holdings Corp. Class H⁽²⁾		103,492
	139,646	Metallurgical Corp. of China Ltd. Class H		39,857
	28,000	Powerlong Real Estate Holdings Ltd.		14,734
	100,814	Red Star Macalline Group Corp. Ltd. Class H⁽²⁾		118,049
	120,000	Shandong Weigao Group Medical Polymer Co., Ltd. Class H		79,966
	85,082	Shenzhen Expressway Co., Ltd. Class H		86,618
	51,215	Sinotrans Ltd. Class H		28,125
	118,219	Tianneng Power International Ltd.		139,935
	89,303	Times China Holdings, Ltd.		136,544
	35,402	TravelSky Technology Ltd. Class H		102,620
	106,706	Weichai Power Co., Ltd. Class H		119,645
	4,885	Xingda International Holdings Ltd.		1,650
	150,314	Xtep International Holdings Ltd.		83,505
	66,000	Yadea Group Holdings Ltd.⁽²⁾		22,453
	28,137	Yangtze Optical Fibre and Cable Joint Stock Ltd. Co. Class H⁽²⁾		130,140
	155,705	Yuzhou Properties Co., Ltd.		106,140

				2,166,885

		Denmark - 0.8%
	1,387	Bakkafrost P/F⁽¹⁾		75,790
	224	Dfds A/S		12,499
	7,471	Spar Nord Bank A/S		88,628

				176,917

		Finland - 0.1%
	1,269	Finnair Oyj		17,636

		France - 0.7%
	1,682	Gaztransport Et Technigaz S.A.		105,292
	186	Groupe Fnac S.A.*		19,913
	1,015	Neopost S.A.		26,714

				151,919

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


		32

Hartford Multifactor Global Small Cap ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 98.4% - (continued)
		Georgia - 0.5%
	2,097	BGEO Group plc	$	104,606

		Germany - 0.2%
	269	Cewe Stiftung & Co. KGAA		26,433
	6,451	Heidelberger Druckmaschinen AG*		24,151

				50,584

		Hong Kong - 1.2%
	180,000	Get Nice Financial Group Ltd.		31,650
	792,000	Global Brands Group Holding Ltd.*		44,402
	28,000	Huabao International Holdings Ltd.		18,552
	11,000	K Wah International Holdings Ltd.		7,302
	36,000	Road King Infrastructure Ltd.		71,190
	41,120	Shenzhen Investment Ltd.		17,447
	33,000	SmarTone Telecommunications Holdings Ltd.		35,109
	1,681	Tongda Hong Tai Holdings Ltd.*		334
	53,515	Yuexiu Real Estate Investment Trust		37,094

				263,080

		Ireland - 0.1%
	11,821	Green REIT plc REIT		22,011

		Israel - 1.7%
	5,900	ADO Group Ltd.*		113,300
	76,140	Oil Refineries Ltd.		35,177
	512	Paz Oil Co., Ltd.		75,177
	6,362	Phoenix Holdings Ltd.*		34,901
	3,674	Plus500 Ltd.		58,754
	2,094	Tower Semiconductor Ltd.*		56,363

				373,672

		Italy - 1.3%
	11,320	Banca Farmafactoring S.p.A.*⁽²⁾		82,696
	242	Banca IFIS S.p.A		9,310
	683	El.En. S.p.A.		27,216
	3,315	Enav S.p.A.⁽²⁾		17,669
	61,519	Juventus Football Club S.p.A.*⁽¹⁾		48,838
	44,931	Saras S.p.A		98,526

				284,255

		Japan - 13.4%
	115	Adastria Co., Ltd.		2,346
	367	Alpine Electronics, Inc.⁽¹⁾		6,850
	2,381	Amano Corp.		63,046
	1,932	AOKI Holdings, Inc.		29,302
	2,605	Arcs Co., Ltd.		63,025
	500	Canon Electronics, Inc.		10,954
	2,976	CKD Corp.		63,522
	257	cocokara fine, Inc.		17,737
	256	Daishi Bank Ltd.		11,350
	1,000	Daiwabo Holdings Co., Ltd.		42,783
	3,149	Doutor Nichires Holdings Co., Ltd.		74,321
	1,800	DTS Corp.		62,116
	1,758	Dydo Group Holdings, Inc.		110,423
	1,057	Foster Electric Co., Ltd.		25,652
	3,667	Fuji Machine Manufacturing Co., Ltd.		71,513
	400	Fujitsu General Ltd.		7,112
	6,221	Geo Holdings Corp.⁽¹⁾		98,039
	1,967	Heiwado Co., Ltd.		47,441
	3,868	Hitachi Maxell Ltd.		73,214
	2,147	Inaba Denki Sangyo Co., Ltd.		93,975
	5,800	Itochu Enex Co., Ltd.		54,373
	400	JCU Corp.		9,346


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 98.4% - (continued)
		Japan - 13.4% - (continued)
	4,600	Kaga Electronics Co., Ltd.	$	116,914
	821	Kanematsu Corp.		10,939
	2,100	KH Neochem Co., Ltd.		60,423
	2,068	Kokuyo Co., Ltd.		39,863
	2,481	KYORIN Holdings, Inc.		46,634
	1,569	Kyowa Exeo Corp.		41,383
	1,537	Kyudenko Corp.		74,574
	4,300	Leopalace21 Corp.		35,015
	2,478	Maeda Road Construction Co., Ltd.		49,187
	6,200	Marvelous, Inc.⁽¹⁾		53,051
	3,991	MCJ Co., Ltd.⁽¹⁾		51,299
	899	Megmilk Snow Brand Co., Ltd.		24,311
	5,360	Ministop Co., Ltd.		109,619
	3,423	Mirait Holdings Corp.⁽¹⁾		54,330
	341	Mochida Pharmaceutical Co., Ltd.		24,112
	2,669	NEC Networks & System Integration Corp.		68,689
	8,329	NET One Systems Co., Ltd.		120,921
	1,845	Nichiha Corp.⁽¹⁾		69,047
	973	Nihon Unisys Ltd.		20,805
	361	Nojima Corp.		8,625
	2,160	Noritz Corp.		38,935
	2,500	Oki Electric Industry Co., Ltd.⁽¹⁾		32,722
	869	PAL GROUP Holdings Co., Ltd.		23,582
	1,361	Paramount Bed Holdings Co., Ltd.⁽¹⁾		68,594
	4,278	Plenus Co., Ltd.⁽¹⁾		82,825
	200	Shindengen Electric Manufacturing Co., Ltd.		12,844
	600	Solasto Corp.		16,102
	639	St Marc Holdings Co., Ltd.		18,536
	3,169	Sumitomo Bakelite Co., Ltd.		27,682
	4,219	T-Gaia Corp.		117,624
	474	Taikisha Ltd.		15,354
	3,008	Takuma Co., Ltd.		32,668
	913	Toho Holdings Co., Ltd.⁽¹⁾		21,522
	718	Token Corp.⁽¹⁾		71,091
	200	Tokyo Seimitsu Co., Ltd.		7,964
	3,730	Toppan Forms Co., Ltd.		40,860
	100	Towa Pharmaceutical Co., Ltd.		6,319
	11,000	Toyo Construction Co., Ltd.		49,751
	196	Unipres Corp.		4,383
	1,728	Valor Holdings Co., Ltd.		46,844
	1,200	Wakita & Co., Ltd.		13,224
	4,500	Yamazen Corp.		46,206
	1,400	Yuasa Trading Co., Ltd.		45,416

				2,959,229

		Luxembourg - 0.2%
	1,201	Altisource Portfolio Solutions S.A.*		31,898

		Netherlands - 0.8%
	537	BE Semiconductor Industries N.V.		54,849
	178	Cimpress N.V.*		27,536
	2,656	ForFarmers N.V.		37,042
	5,339	PostNL N.V.		19,974
	627	TKH Group N.V.		40,098

				179,499

		New Zealand - 0.4%
	27,523	Chorus Ltd.		79,420
	13,062	Kiwi Property Group Ltd.		12,627

				92,047

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


		33

Hartford Multifactor Global Small Cap ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 98.4% - (continued)
		Portugal - 0.0%
	409	REN - Redes Energeticas Nacionais SGPS S.A.	$	1,261

		Puerto Rico - 0.5%
	4,300	Triple-S Management Corp. Class B*		112,402

		Singapore - 0.8%
	1,144	China Yuchai International Ltd.		24,218
	10,017	Frasers Centrepoint Trust		16,729
	2,889	Kulicke & Soffa Industries, Inc.*		72,254
	4,600	M1 Ltd.⁽¹⁾		6,104
	41,900	Yanlord Land Group Ltd.		54,001

				173,306

		South Africa - 1.0%
	4,849	Barloworld Ltd.		67,959
	2,868	Mondi Ltd.		77,996
	12,776	Reunert Ltd.		80,308

				226,263

		South Korea - 6.2%
	3,298	Aekyung Petrochemical Co., Ltd.		45,483
	398	AK Holdings, Inc.		26,847
	4,179	Cheil Worldwide, Inc.		71,356
	147	CJ O Shopping Co., Ltd.		30,823
	261	Com2uSCorp		45,692
	667	Daesang Corp.		16,176
	3,657	DGB Financial Group, Inc.		39,970
	1,460	Dongbu HiTek Co., Ltd.		19,861
	626	GS Home Shopping, Inc.		110,353
	548	GS Retail Co., Ltd.		15,783
	331	Hanwha Corp.		12,220
	3,038	Hyundai Marine & Fire Insurance Co., Ltd.		111,869
	4,421	JB Financial Group Co., Ltd.		25,218
	179	Korea Petrochemical Ind Co., Ltd.		49,037
	7,651	Korean Reinsurance Co.		81,829
	3,991	LF Corp.		99,410
	928	LG Hausys Ltd.		67,212
	1,310	LS Industrial Systems Co., Ltd.		75,338
	173	Mando Corp.		37,411
	5,322	Meritz Fire & Marine Insurance Co., Ltd.		105,601
	81	NongShim Co., Ltd.		22,798
	4,921	Orion Holdings Corp.		123,960
	255	S&T Motiv Co., Ltd.		9,402
	331	S-1 Corp.		29,811
	156	Samsung Card Co., Ltd.		5,247
	1,377	Silicon Works Co., Ltd.		49,156
	554	Soulbrain Co., Ltd.		30,353

				1,358,216

		Spain - 0.4%
	1,228	Lar Espana Real Estate Socimi S.A. REIT		14,725
	2,282	Tecnicas Reunidas S.A.⁽¹⁾		67,328

				82,053

		Sweden - 0.8%
	5,827	Bilia AB Class A		51,488
	7,164	Nobina AB⁽²⁾		46,064
	33,727	SAS AB*		79,739

				177,291

		Switzerland - 1.5%
	186	Autoneum Holding AG		50,501
	572	Implenia AG		45,248
	25	Schweiter Technologies AG		29,658


Shares or Principal Amount				Market Value^†
COMMON STOCKS - 98.4% - (continued)
			Switzerland - 1.5% - (continued)
	18		Schweizerische Nationalbank	$	141,729
	136		Valiant Holding AG		16,077
	155		Valora Holding AG		52,929

					336,142

			Taiwan - 3.6%
	12,211		Accton Technology Corp.		39,786
	13,000		Chicony Power Technology Co., Ltd.		26,440
	21,000		Coretronic Corp.		31,186
	17,496		Elite Material Co., Ltd.		57,426
	11,199		Everlight Electronics Co., Ltd.		17,208
	208		FLEXium Interconnect, Inc.		713
	49,563		Gigabyte Technology Co., Ltd.		115,421
	137,000		HannStar Display Corp.		47,222
	35,000		Micro-Star International Co., Ltd.		117,279
	15,469		Powertech Technology, Inc.		48,226
	36,637		Primax Electronics Ltd.		80,921
	19,548		Realtek Semiconductor Corp.		84,140
	12,871		Tripod Technology Corp.		43,305
	60,400		Wan Hai Lines Ltd.		37,081
	3,434		Wistron NeWeb Corp.		8,998
	16,083		WT Microelectronics Co., Ltd.		25,980

					781,332

			Thailand - 0.3%
	2,006		Fabrinet*⁽¹⁾		62,948

			United Kingdom - 3.9%
	1,050		Big Yellow Group plc REIT		12,564
	36,095		Coats Group plc		38,786
	9,747		Dart Group plc		113,828
	11,334		Debenhams plc⁽¹⁾		3,320
	1,592		Electrocomponents plc		13,404
	48,883		Firstgroup plc*		56,298
	1,848		Go-Ahead Group plc		45,470
	5,582		Greggs plc		96,236
	902		Halfords Group plc		4,125
	36,959		Hansteen Holdings plc REIT		66,156
	31,975		JRP Group plc		61,092
	8,233		Moneysupermarket.com Group plc		33,123
	16,665		OneSavings Bank plc		87,199
	12,338		Safestore Holdings plc REIT		84,981
	6,929		Sports Direct International plc*		35,731
	10,247		UNITE Group plc		113,774

					866,087

			United States - 35.9%
	1,978		Aaron’s, Inc.		92,175
	1,785		Abercrombie & Fitch Co. Class A		43,215
	820		ACCO Brands Corp.		10,291
	427		Almost Family, Inc.*		23,912
	1,053		Amedisys, Inc.*		63,538
	3,182		American Eagle Outfitters, Inc.		63,417
	824		American National Insurance Co.		96,375
	75		American Outdoor Brands Corp.*		774
	160		American Woodmark Corp.*⁽¹⁾		15,752
	4,050		Amkor Technology, Inc.*		41,026
	2,044		AMN Healthcare Services, Inc.*⁽¹⁾		115,997
	1,786	��	Anika Therapeutics, Inc.*		88,800
	1,119		Arch Coal, Inc. Class A		102,814
	1,184		Argan, Inc.		50,853
	46		Atrion Corp.		29,040

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


		34

Hartford Multifactor Global Small Cap ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 98.4% - (continued)
		United States - 35.9% - (continued)
	1,216	AVX Corp.	$	20,125
	2,338	Banc of California, Inc.⁽¹⁾		45,123
	2,184	Benchmark Electronics, Inc.		65,192
	1,051	Big Lots, Inc.⁽¹⁾		45,750
	2,733	BioTelemetry, Inc.*⁽¹⁾		84,860
	450	Blackstone Mortgage Trust, Inc. Class A REIT⁽¹⁾		14,139
	1,692	Boise Cascade Co.		65,311
	176	Boston Beer Co., Inc. Class A*		33,273
	223	Briggs & Stratton Corp.		4,774
	2,828	Buckle, Inc.⁽¹⁾		62,640
	2,346	Byline Bancorp, Inc.*⁽¹⁾		53,794
	327	CACI International, Inc. Class A*		49,491
	674	Cambrex Corp.*		35,250
	98	Capella Education Co.		8,560
	430	Chemed Corp.⁽¹⁾		117,330
	18	Chesapeake Utilities Corp.		1,266
	395	Chico’s FAS, Inc.		3,571
	779	Children’s Place, Inc.⁽¹⁾		105,360
	725	Cincinnati Bell, Inc.*⁽¹⁾		10,041
	122	Coca-Cola Bottling Co. Consolidated⁽¹⁾		21,066
	255	Compass Minerals International, Inc.⁽¹⁾		15,376
	511	CONMED Corp.		32,362
	1,480	Convergys Corp.		33,478
	496	Cooper Tire & Rubber Co.⁽¹⁾		14,533
	985	Cooper-Standard Holdings, Inc.*		120,968
	2,319	Corvel Corp.*		117,225
	980	CSG Systems International, Inc.		44,384
	2,551	CVR Energy, Inc.⁽¹⁾		77,091
	1,356	Dean Foods Co.⁽¹⁾		11,689
	1,381	Delek U.S. Holdings, Inc.		56,207
	819	Dolby Laboratories, Inc. Class A		52,056
	385	Douglas Dynamics, Inc.		16,690
	812	DSW, Inc. Class A		18,237
	1,989	Eagle Pharmaceuticals, Inc.*⁽¹⁾		104,800
	792	EchoStar Corp. Class A*		41,794
	2,117	Emergent Biosolutions, Inc.*		111,460
	1,258	Employers Holdings, Inc.		50,886
	2,118	Ensign Group, Inc.		55,703
	1,217	ePlus, Inc.*		94,561
	1,218	Express, Inc.*		8,721
	47	Farmer Brothers Co.*		1,419
	1,225	FB Financial Corp.*		49,723
	1,037	FBL Financial Group, Inc. Class A		71,916
	2,520	First Interstate BancSystem, Inc. Class A		99,666
	4,431	Forestar Group, Inc.*⁽¹⁾		93,716
	1,539	Genesco, Inc.*		62,483
	2,489	Geo Group, Inc. REIT		50,950
	1,013	Getty Realty Corp. REIT		25,548
	2,352	Globus Medical, Inc. Class A Class A*		117,177
	413	GMS, Inc.*		12,621
	423	Greenbrier Cos., Inc.⁽¹⁾		21,256
	739	Greif, Inc. Class A		38,613
	360	Guess?, Inc.⁽¹⁾		7,466
	2,682	H&E Equipment Services, Inc.		103,230
	1,906	Hawaiian Holdings, Inc.		73,762
	2,454	Heritage Financial Corp.		75,092
	726	HFF, Inc. Class A, REIT		36,082
	1,199	Horace Mann Educators Corp.		51,257
	149	Hub Group, Inc. Class A*		6,236
	44	ICF International, Inc.		2,572
	541	Ichor Holdings Ltd.*⁽¹⁾		13,098


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 98.4% - (continued)
		United States - 35.9% - (continued)
	904	II-VI, Inc.*⁽¹⁾	$	36,974
	230	Infinity Property & Casualty Corp.		27,232
	1,292	Ingles Markets, Inc. Class A		43,734
	1,398	Innospec, Inc.		95,903
	4,338	Inovalon Holdings, Inc. Class A*		45,983
	2,107	Insight Enterprises, Inc.*		73,597
	1,721	Insperity, Inc.		119,696
	176	John B Sanfilippo & Son, Inc.		10,185
	566	Kaman Corp.		35,160
	332	Kelly Services, Inc. Class A		9,641
	2,029	KEMET Corp.*		36,786
	980	Kraton Corp.*		46,756
	3,002	Lantheus Holdings, Inc.*		47,732
	1,663	LHC Group, Inc.*		102,374
	1,354	LifePoint Health, Inc.*		63,638
	1,170	LSC Communications, Inc.		20,416
	4,459	Luminex Corp.		93,951
	1,115	Magellan Health, Inc.*		119,416
	736	ManTech International Corp. Class A		40,826
	3,663	Marcus & Millichap, Inc. REIT*		132,088
	2,503	Match Group, Inc.*⁽¹⁾		111,233
	9,017	McDermott International, Inc.*⁽¹⁾		54,914
	87	Meredith Corp.⁽¹⁾		4,681
	2,083	Meridian Bioscience, Inc.		29,579
	2,353	Meritor, Inc.*		48,378
	1,163	MFA Financial, Inc. REIT		8,757
	58	MicroStrategy, Inc. Class A*		7,481
	553	MoneyGram International, Inc.*		4,767
	381	MSG Networks, Inc. Class A*		8,611
	3,002	Myriad Genetics, Inc.*		88,709
	834	National Presto Industries, Inc.⁽¹⁾		78,187
	318	National Western Life Group, Inc. Class A		96,952
	178	Neenah, Inc.		13,955
	116	NETGEAR, Inc.*		6,635
	7	Northwest Natural Gas Co.		404
	184	NuVasive, Inc.*		9,607
	8,087	Office Depot, Inc.		17,387
	1,288	Oritani Financial Corp.		19,771
	2,068	Owens & Minor, Inc.⁽¹⁾		32,157
	3,428	Par Pacific Holdings, Inc.*		58,859
	2,878	PBF Energy, Inc. Class A		97,564
	1,443	PennyMac Financial Services, Inc. Class A*		32,684
	1,879	Philbro Animal Health Corp. Class A		74,596
	2,252	Photronics, Inc.*		18,579
	314	Plexus Corp.*		18,755
	4,308	Quality Systems, Inc.*		58,804
	1,247	REX American Resources Corp.*		90,782
	1,708	RMR Group, Inc. REIT		119,475
	5,903	RPX Corp.		63,103
	196	Safety Insurance Group, Inc.		15,063
	631	Sanderson Farms, Inc.⁽¹⁾		75,102
	2,160	Sanmina Corp.*		56,484
	1,665	Schneider National, Inc. Class B⁽¹⁾		43,390
	30	Scholastic Corp.		1,165
	1,755	Schweitzer-Mauduit International, Inc.		68,708
	523	Select Income REIT		10,188
	600	Select Medical Holdings Corp.*		10,350
	1,631	Selective Insurance Group, Inc.		99,002
	1,685	Sleep Number Corp.*		59,228
	829	SMART Global Holdings, Inc.*⁽¹⁾		41,317
	3,150	Steelcase, Inc. Class A		42,840

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


		35

Hartford Multifactor Global Small Cap ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 98.4% - (continued)
		United States - 35.9% - (continued)
	903	Stepan Co.	$	75,112
	187	Sturm Ruger & Co., Inc.		9,817
	2,294	Summit Hotel Properties, Inc. REIT		31,221
	2,955	Sunstone Hotel Investors, Inc. REIT⁽¹⁾		44,975
	506	Supernus Pharmaceuticals, Inc.*		23,175
	2,939	Sykes Enterprises, Inc.*		85,055
	2,430	Syntel, Inc.*		62,038
	2,124	TriCo Bancshares		79,055
	513	Trinseo S.A.		37,988
	10,400	TrustCo Bank Corp.		87,880
	1,025	TTEC Holdings, Inc.		31,467
	403	TTM Technologies, Inc.*		6,162
	426	U.S. Physical Therapy, Inc.		34,634
	1,534	Ultra Clean Holdings, Inc.*		29,529
	3	UniFirst Corp.		485
	2,066	United States Cellular Corp.*		83,033
	710	Universal Corp.⁽¹⁾		34,435
	119	Usana Health Sciences, Inc.*		10,222
	2,887	Varex Imaging Corp.*		103,297
	1,363	Verso Corp. Class A*		22,953
	265	Viad Corp.		13,899
	2,583	Vonage Holdings Corp.*		27,509
	640	Wabash National Corp.⁽¹⁾		13,318
	1,097	Walker & Dunlop, Inc.		65,184
	3,510	Warrior Met Coal, Inc.⁽¹⁾		98,315
	666	Weis Markets, Inc.⁽¹⁾		27,293

				7,915,341


		Total Common Stocks (cost $18,721,541)	$	21,694,323

PREFERRED STOCKS - 1.2%
		Brazil - 0.3%
	2,558	Banco do Estado do Rio Grande do Sul S.A. Class B, 4.34%	$	15,601
	6,884	Gol Linhas Aereas Inteligentes S.A.*		44,842

				60,443

		Germany - 0.9%
	2,352	Jungheinrich AG, 1.38%		104,018
	6,560	Schaeffler AG, 4.39%		101,130

				205,148


		Total Preferred Stocks (cost $226,007)	$	265,591


		Total Long-Term Investments (cost $18,947,548)	$	21,959,914


Shares or Principal Amount			Market Value^†
SHORT-TERM INVESTMENTS - 4.1%
		Securities Lending Collateral - 4.1%
	903,887	State Street Navigator Securities Lending Government Money Market Portfolio, 1.72%⁽³⁾	$	903,887


		Total Short-Term Investments (cost $903,887)	$	903,887



Total Investments (cost $19,851,435)	103.7	%	$	22,863,801
Other Assets and Liabilities	(3.7	)%		(824,943	)

Total Net Assets	100.0	%	$	22,038,858

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


		36

Hartford Multifactor Global Small Cap ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)

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 shown in this report as these classifications are used for financial reporting purposes.

*	Non-income producing.

⁽¹⁾	Represents entire or partial securities on loan. See Note 7 in the accompanying Notes to Financial Statements for securities lending information.

⁽²⁾

Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At March 31, 2018, the aggregate value of these securities was $749,421, which represented 3.4% of total net assets.

⁽³⁾	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.


		37

Hartford Multifactor Global Small Cap ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of March 31, 2018 in valuing the Fund’s investments.


	Total		Level 1⁽¹⁾		Level 2⁽¹⁾		Level 3⁽¹⁾
Assets
Common Stocks
Australia	$	1,086,154	$	1,086,154	$	—	$	—
Belgium		91,458		91,458		—		—
Bermuda		133,951		133,951		—		—
Brazil		304,107		304,107		—		—
Canada		1,111,773		1,111,773		—		—
China		2,166,885		2,166,885		—		—
Denmark		176,917		176,917		—		—
Finland		17,636		17,636		—		—
France		151,919		151,919		—		—
Georgia		104,606		104,606		—		—
Germany		50,584		50,584		—		—
Hong Kong		263,080		263,080		—		—
Ireland		22,011		22,011		—		—
Israel		373,672		373,672		—		—
Italy		284,255		284,255		—		—
Japan		2,959,229		2,959,229		—		—
Luxembourg		31,898		31,898		—		—
Netherlands		179,499		179,499		—		—
New Zealand		92,047		92,047		—		—
Portugal		1,261		1,261		—		—
Puerto Rico		112,402		112,402		—		—
Singapore		173,306		173,306		—		—
South Africa		226,263		226,263		—		—
South Korea		1,358,216		1,358,216		—		—
Spain		82,053		82,053		—		—
Sweden		177,291		177,291		—		—
Switzerland		336,142		336,142		—		—
Taiwan		781,332		781,332		—		—
Thailand		62,948		62,948		—		—
United Kingdom		866,087		866,087		—		—
United States		7,915,341		7,915,341		—		—
Preferred Stocks		265,591		265,591		—		—
Short-Term Investments		903,887		903,887		—		—

Total	$	22,863,801	$	22,863,801	$	—	$	—

⁽¹⁾	For the six-month period ended March 31, 2018, there were no transfers between Level 1 and Level 2, and investments valued at $87,562 were transferred from Level 3 to Level 1 due to the expiration of trading restrictions.

Note:

For purposes of reporting transfers between different hierarchy levels, both transfers in and out of each level, as applicable, are shown as if they occurred at the beginning of the period.

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


		38

Hartford Multifactor Low Volatility International Equity ETF

Schedule of Investments

March 31, 2018 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.3%
		Australia - 5.4%
	4,606	Adelaide Brighton Ltd.⁽¹⁾	$	21,975
	1,049	AGL Energy Ltd.		17,444
	2,185	Amcor Ltd.		23,749
	1,572	Aristocrat Leisure Ltd.		29,012
	1,005	Australia & New Zealand Banking Group Ltd.		20,706
	1,014	Caltex Australia Ltd.		24,423
	582	CIMIC Group Ltd.		19,852
	76	Cochlear Ltd.		10,588
	135	Commonwealth Bank of Australia		7,488
	230	CSL Ltd.		27,426
	5,067	DuluxGroup Ltd.		28,683
	479	GPT Group REIT		1,742
	971	National Australia Bank Ltd.		21,220
	1,212	Sonic Healthcare Ltd.		21,271
	2,023	Stockland REIT		6,254
	867	Tabcorp Holdings Ltd.		2,919
	154	Wesfarmers Ltd.		4,909
	295	Westpac Banking Corp.		6,476

				296,137

		Austria - 0.1%
	74	Voestalpine AG		3,874

		Belgium - 0.1%
	28	Cofinimmo S.A. REIT		3,629

		Brazil - 1.1%
	4,109	Ambev S.A.		29,758
	1,500	Fibria Celulose S.A.		29,349
	200	WEG S.A.		1,361

				60,468

		Canada - 8.7%
	208	Alimentation Couche-Tard, Inc. Class B		9,304
	259	Bank of Montreal		19,551
	313	Bank of Nova Scotia		19,267
	741	BCE, Inc.		31,864
	1,510	CAE, Inc.		28,086
	190	Canadian Imperial Bank of Commerce		16,759
	274	Canadian National Railway Co.		20,012
	199	Canadian Tire Corp. Ltd. Class A		26,147
	410	CCL Industries, Inc. Class B		20,684
	261	Dollarama, Inc.		31,699
	380	Enbridge, Inc.		11,943
	11	George Weston Ltd.		885
	202	Imperial Oil Ltd.		5,346
	137	Inter Pipeline⁽¹⁾		2,376
	122	Loblaw Cos. Ltd.		6,159
	41	Onex Corp.		2,955
	1,129	Parkland Fuel Corp.		25,387
	228	Pembina Pipeline Corp.		7,109
	682	RioCan REIT		12,505
	609	Rogers Communications, Inc. Class B		27,180
	230	Royal Bank of Canada		17,754
	316	Shaw Communications, Inc. Class B		6,084
	874	Suncor Energy, Inc.		30,160
	800	TELUS Corp.		28,072
	97	Thomson Reuters Corp.		3,749
	316	Toronto-Dominion Bank		17,920
	601	TransCanada Corp.		24,837
	500	WSP Global, Inc.		23,013

				476,807


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.3% - (continued)
		Chile - 0.2%
	54,486	Enersis Americas S.A.	$	12,727

		China - 5.3%
	1,000	AAC Technologies Holdings, Inc.		18,042
	36,000	Agricultural Bank of China Ltd. Class H		20,458
	14,000	China Construction Bank Corp. Class H		14,377
	6,500	China Merchants Bank Co., Ltd. Class H		26,627
	15,000	Country Garden Holdings Co., Ltd.		30,885
	14,000	CSPC Pharmaceutical Group Ltd.		37,193
	7,200	Fuyao Glass Industry Group Co., Ltd. Class H⁽²⁾		27,751
	18,000	Jiangsu Expressway Co., Ltd. Class H		25,458
	3,000	Shenzhou International Group Holdings Ltd.		31,593
	600	Tencent Holdings Ltd.		31,314
	21,000	Zall Group Ltd.*		29,808

				293,506

		Denmark - 2.0%
	715	Danske Bank A/S		26,590
	360	DSV A/S		28,172
	743	GN Store Nord AS		26,161
	552	Novo Nordisk A/S Class B		27,095

				108,018

		Finland - 0.1%
	138	Kone Oyj Class B		6,879

		France - 3.6%
	239	Air Liquide S.A.		29,241
	26	Cie Generale des Etablissements Michelin SCA		3,834
	46	Hermes International		27,240
	71	L’Oreal S.A.		16,010
	99	LVMH Moet Hennessy Louis Vuitton SE		30,463
	259	Safran S.A.		27,387
	56	Sanofi		4,499
	223	Sodexo S.A.		22,462
	39	Thales S.A.		4,746
	528	Total S.A.		29,955

				195,837

		Germany - 3.0%
	120	adidas AG		29,022
	92	Allianz SE		20,751
	291	BASF SE		29,515
	1,067	Deutsche Telekom AG		17,387
	161	Fresenius Medical Care AG & Co. KGaA		16,430
	265	SAP SE		27,693
	85	Siemens AG		10,822
	202	United Internet AG		12,695

				164,315

		Hong Kong - 5.8%
	1,500	China Mobile Ltd.		13,751
	16,000	CITIC Ltd.		22,384
	1,500	CK Hutchison Holdings Ltd.		17,947
	2,000	CK Infrastructure Holdings Ltd.		16,348
	2,500	CLP Holdings Ltd.		25,451
	1,100	Dairy Farm International Holdings Ltd.⁽¹⁾		8,745
	8,000	Guangdong Investment Ltd.		12,579
	600	Hang Seng Bank Ltd.		13,883
	9,600	Hong Kong & China Gas Co., Ltd.		19,718
	1,000	Hopewell Holdings Ltd.		3,816
	300	Jardine Strategic Holdings Ltd.		11,502
	3,500	Link REIT		29,879

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


		39

Hartford Multifactor Low Volatility International Equity ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.3% - (continued)
		Hong Kong - 5.8% - (continued)
	3,500	MTR Corp. Ltd.	$	18,819
	3,000	Orient Overseas International Ltd.		27,140
	1,000	Power Assets Holdings Ltd.		8,913
	2,000	Swire Pacific Ltd. Class A		20,170
	800	Swire Properties Ltd.		2,803
	1,900	VTech Holdings Ltd.		23,991
	24,000	Zhongyu Gas Holdings Ltd.*		23,180

				321,019

		India - 2.0%
	112	HDFC Bank Ltd. ADR		11,062
	1,656	Infosys Ltd. ADR⁽¹⁾		29,560
	598	Reliance Industries Ltd. GDR⁽²⁾		16,206
	4,862	Wipro Ltd. ADR⁽¹⁾		25,088
	629	WNS Holdings Ltd. ADR*		28,512

				110,428

		Indonesia - 2.5%
	48,000	Astra International Tbk PT		25,451
	100	Bank Central Asia Tbk PT		169
	33,200	Bank Negara Indonesia Persero Tbk PT		20,920
	66,485	Chandra Asri Petrochemical Tbk PT		30,061
	7,900	Indofood CBP Sukses Makmur Tbk PT		4,748
	127,500	Kalbe Farma Tbk PT		13,891
	67,100	Telekomunikasi Indonesia Persero Tbk PT		17,546
	7,400	Unilever Indonesia Tbk PT		26,620

				139,406

		Ireland - 1.1%
	754	CRH plc		25,566
	1,242	Experian plc		26,787
	92	Paddy Power Betfair plc		9,442

				61,795

		Israel - 1.3%
	315	Alony Hetz Properties & Investments Ltd.		2,836
	102	Azrieli Group Ltd.		4,884
	116	Elbit Systems Ltd.		13,910
	276	Nice Ltd.		25,605
	152	Paz Oil Co., Ltd.		22,318

				69,553

		Italy - 1.2%
	1,797	Eni S.p.A.		31,577
	87	Luxottica Group S.p.A.		5,403
	777	Recordati S.p.A.		28,649

				65,629

		Japan - 16.1%
	1,200	Alfresa Holdings Corp.⁽¹⁾		26,731
	100	Aoyama Trading Co., Ltd.		3,912
	100	Asahi Group Holdings Ltd.		5,350
	1,600	Astellas Pharma, Inc.		24,312
	600	Azbil Corp.		27,955
	600	Bridgestone Corp.		26,110
	700	Canon, Inc.		25,341
	300	Daikin Industries Ltd.		32,849
	75	Daito Trust Construction Co., Ltd.		12,701
	600	Daiwa House Industry Co., Ltd.		22,793
	500	Denso Corp.		27,184
	100	East Japan Railway Co.		9,283
	600	FUJIFILM Holdings Corp.		23,673
	100	Hankyu Hanshin Holdings, Inc.		3,714


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.3% - (continued)
		Japan - 16.1% - (continued)
	200	Hikari Tsushin, Inc.	$	31,914
	500	Hoya Corp.		24,960
	200	Ito En Ltd.		7,776
	1,800	ITOCHU Corp.⁽¹⁾		34,722
	700	Japan Airlines Co., Ltd.		28,230
	2	Japan Logistics Fund, Inc. REIT⁽¹⁾		4,040
	1	Japan Retail Fund Investment Corp. REIT		1,937
	900	Kagome Co., Ltd.		31,396
	50	Keyence Corp.		30,795
	100	Kuraray Co., Ltd.		1,711
	400	Kyocera Corp.		22,292
	500	McDonald’s Holdings Co. Japan Ltd.		23,554
	1,600	Mitsubishi Electric Corp.		25,568
	100	Mitsubishi Tanabe Pharma Corp.		2,008
	600	Mitsui & Co., Ltd.		10,212
	6,100	Mizuho Financial Group, Inc.⁽¹⁾		10,984
	200	Nagoya Railroad Co., Ltd.		5,066
	200	Nikon Corp.		3,571
	1,300	Nippon Kayaku Co., Ltd.		15,964
	500	Nippon Telegraph & Telephone Corp.		23,047
	300	Nissan Chemical Industries Ltd.		12,299
	900	Nissan Motor Co., Ltd.⁽¹⁾		9,262
	2,000	NTT Data Corp.		20,743
	200	Oriental Land Co., Ltd.		20,292
	400	Osaka Gas Co., Ltd.		7,887
	500	Otsuka Holdings Co., Ltd.		24,885
	300	Secom Co., Ltd.		22,087
	800	Shimadzu Corp.		21,709
	100	Shin-Etsu Chemical Co., Ltd.		10,226
	1,400	Sumitomo Rubber Industries Ltd.		25,486
	100	Taisho Pharmaceutical Holdings Co., Ltd.		9,826
	500	Takeda Pharmaceutical Co., Ltd.		24,071
	600	Terumo Corp.		30,917
	100	Tokio Marine Holdings, Inc.		4,488
	400	Toyota Motor Corp.		25,734

				881,567

		Malaysia - 0.8%
	8,000	DiGi.Com Bhd		9,576
	3,000	Genting Malaysia Bhd		3,762
	5,600	Maxis Bhd		8,223
	4,900	Petronas Chemicals Group Bhd		10,324
	3,400	Tenaga Nasional Bhd		14,205

				46,090

		Malta - 0.3%
	1,291	Kindred Group plc SDR		17,597

		Mexico - 0.2%
	1,304	Fomento Economico Mexicano S.A.B. de C.V.		11,888

		Netherlands - 0.7%
	74	Koninklijke DSM N.V.		7,339
	117	Koninklijke Philips N.V.		4,484
	913	Royal Dutch Shell plc Class A		28,606

				40,429

		Norway - 1.0%
	1,148	Statoil ASA		27,000
	1,183	Telenor ASA		26,671

				53,671

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


		40

Hartford Multifactor Low Volatility International Equity ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.3% - (continued)
		Philippines - 1.1%
	2,790	Aboitiz Equity Ventures, Inc.	$	3,609
	8,900	Aboitiz Power Corp.		6,601
	340	Ayala Corp.		6,177
	7,500	Ayala Land, Inc.		5,908
	3,400	Manila Electric Co.		20,722
	640	SM Investments Corp.		11,248
	9,600	SM Prime Holdings, Inc.		6,200

				60,465

		Poland - 0.1%
	258	Polski Koncern Naftowy Orlen S.A.		6,336

		Portugal - 0.1%
	385	Galp Energia SGPS S.A.		7,247

		Russia - 0.1%
	334	MMC Norilsk Nickel PJSC ADR		6,191

		Singapore - 2.3%
	200	Ascendas REIT		401
	1,500	DBS Group Holdings Ltd.		31,457
	1,800	Frasers Centrepoint Trust		3,006
	2,900	Mapletree Industrial Trust REIT		4,490
	1,800	Mapletree Logistics Trust REIT		1,688
	200	Oversea-Chinese Banking Corp. Ltd.		1,955
	3,400	SATS Ltd.		13,301
	4,600	Singapore Telecommunications Ltd.		11,842
	100	Suntec REIT		144
	900	United Overseas Bank Ltd.		18,875
	1,200	UOL Group Ltd.		7,824
	1,400	Venture Corp. Ltd.		30,012

				124,995

		South Africa - 0.4%
	238	AVI Ltd.		2,226
	950	Bidvest Group Ltd.		17,968

				20,194

		South Korea - 6.2%
	9	CJ O Shopping Co., Ltd.		1,887
	223	Fila Korea Ltd.		22,490
	69	GS Home Shopping, Inc.		12,164
	24	Hyundai Mobis Co., Ltd.		5,719
	193	Hyundai Motor Co.		25,983
	483	Kangwon Land, Inc.		12,348
	174	KB Financial Group, Inc.		10,056
	595	Kia Motors Corp.		17,779
	1,096	LF Corp.		27,300
	3	LG Chem Ltd.		1,086
	217	LG Corp.		17,691
	57	LG Display Co., Ltd.		1,382
	961	LG Uplus Corp.		11,090
	297	Loen Entertainment, Inc.		30,789
	2	NAVER Corp.		1,474
	339	Nexen Tire Corp.		3,960
	319	S-1 Corp.		28,731
	13	Samsung Electronics Co., Ltd.		29,905
	251	Shinhan Financial Group Co., Ltd.		10,632
	40	SK Holdings Co., Ltd.		11,202
	372	SK Hynix, Inc.		28,025
	121	SK Telecom Co., Ltd.		26,109

				337,802


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.3% - (continued)
		Spain - 0.5%
	400	Amadeus IT Group S.A.	$	29,507

		Sweden - 2.0%
	636	Atlas Copco AB Class A		27,430
	571	Holmen AB Class B		30,886
	2,722	Svenska Cellulosa AB SCA Class B		28,901
	965	Swedbank AB Class A		21,548

				108,765

		Switzerland - 3.9%
	1,095	ABB Ltd.		25,980
	392	Ferguson plc		29,441
	12	Givaudan S.A.		27,268
	251	Nestle S.A.		19,821
	313	Novartis AG		25,253
	87	Roche Holding AG		19,906
	3	Sika AG		23,449
	277	Swiss Re AG		28,140
	54	Zurich Insurance Group AG		17,673

				216,931

		Taiwan - 3.4%
	3,000	Cheng Shin Rubber Industry Co., Ltd.		4,872
	11,000	Chong Hong Construction Co., Ltd.		31,879
	6,000	Chunghwa Telecom Co., Ltd.		22,945
	2,000	Far EasTone Telecommunications Co., Ltd.*		5,282
	2,000	Formosa Plastics Corp.		7,065
	2,000	Greatek Electronics, Inc.		3,807
	4,000	Hon Hai Precision Industry Co., Ltd.		12,347
	2,000	Nan Ya Plastics Corp.		5,611
	3,000	Powertech Technology, Inc.		9,353
	1,000	President Chain Store Corp.		10,049
	7,600	Ruentex Development Co., Ltd.*		8,941
	2,000	Taiwan Mobile Co., Ltd.		7,477
	3,000	Taiwan Semiconductor Manufacturing Co., Ltd.		25,105
	13,000	Uni-President Enterprises Corp.		30,452

				185,185

		Thailand - 3.0%
	800	Advanced Info Service PCL NVDR		5,270
	15,200	Airports of Thailand PCL NVDR		32,082
	7,600	Bangkok Dusit Medical Services PCL NVDR		5,711
	1,500	Bumrungrad Hospital PCL NVDR		9,930
	900	Central Pattana PCL NVDR		2,259
	9,000	CP ALL PCL NVDR		25,112
	800	Electricity Generating PCL NVDR		5,859
	900	Glow Energy PCL NVDR		2,446
	3,400	Ratchaburi Electricity Generating Holding PCL NVDR		5,600
	1,504	Siam Cement PCL NVDR		23,760
	11,400	Supalai PCL NVDR		7,984
	31,000	Thai Beverage PCL		18,440
	2,600	Thai Union Group PCL NVDR		1,555
	15,300	Thai Vegetable Oil PCL NVDR		16,758

				162,766

		Turkey - 2.3%
	3,465	Aselsan Elektronik Sanayi Ve Ticaret AS		26,853
	1,136	BIM Birlesik Magazalar AS		20,461
	20,758	Enka Insaat ve Sanayi AS		28,349
	1,536	KOC Holding AS		6,312
	14,516	Soda Sanayii A.S.		20,044
	453	Tupras Turkiye Petrol Rafinerileri AS		12,567

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


		41

Hartford Multifactor Low Volatility International Equity ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.3% - (continued)
		Turkey - 2.3% - (continued)
	132	Turk Traktor ve Ziraat Makineleri AS	$	2,408
	2,161	Turkcell Iletisim Hizmetleri AS		8,215

				125,209

		United Kingdom - 10.5%
	925	Ashtead Group plc		25,173
	408	AstraZeneca plc		28,019
	2,533	BAE Systems plc		20,659
	4,553	BP plc		30,609
	445	British American Tobacco plc		25,788
	1,279	Compass Group plc		26,114
	514	Croda International plc		32,937
	804	Diageo plc		27,204
	1,216	GlaxoSmithKline plc		23,779
	1,571	Halma plc		25,983
	2,771	HSBC Holdings plc		25,865
	474	InterContinental Hotels Group plc		28,379
	413	Intertek Group plc		26,998
	1,192	National Grid plc		13,414
	191	Reckitt Benckiser Group plc		16,167
	1,334	RELX N.V.		27,612
	1,243	RELX plc		25,545
	7,402	Rentokil Initial plc		28,212
	1,007	Sage Group plc		9,029
	1,415	Smith & Nephew plc		26,420
	431	Smiths Group plc		9,151
	146	Spectris plc		5,518
	398	Unilever N.V.		22,452
	450	Unilever plc		24,970
	6,776	Vodafone Group plc		18,461

				574,458

		United States - 0.8%
	374	Carnival plc		24,029
	4,500	Samsonite International S.A.		20,469

				44,498


		Total Common Stocks (cost $5,064,679)	$	5,451,818

PREFERRED STOCKS - 0.2%
		Germany - 0.2%
	155	Fuchs Petrolub SE, 2.01%	$	8,407


		Total Preferred Stocks (cost $8,637)	$	8,407


		Total Long-Term Investments (cost $5,073,316)	$	5,460,225


Shares or Principal Amount			Market Value^†
SHORT-TERM INVESTMENTS - 2.2%
		Securities Lending Collateral - 2.2%
	121,186	State Street Navigator Securities Lending Government Money Market Portfolio, 1.72%⁽³⁾	$	121,186


		Total Short-Term Investments (cost $121,186)	$	121,186



Total Investments (cost $5,194,502)	101.7	%	$	5,581,411
Other Assets and Liabilities	(1.7	)%		(91,328	)

Total Net Assets	100.0	%	$	5,490,083

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


		42

Hartford Multifactor Low Volatility International Equity ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)

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 shown in this report as these classifications are used for financial reporting purposes.

*	Non-income producing.

⁽¹⁾	Represents entire or partial securities on loan. See Note 7 in the accompanying Notes to Financial Statements for securities lending information.

⁽²⁾

Securities issued within terms of a private placement memorandum and exempt from registration under Rule 144A under the Securities Act of 1933, as amended, and may be sold to qualified institutional buyers. Unless otherwise indicated, these holdings are determined to be liquid. At March 31, 2018, the aggregate value of these securities was $43,957, which represented 0.8% of total net assets.

⁽³⁾	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
REIT		Real Estate Investment Trust

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


		43

Hartford Multifactor Low Volatility International Equity ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of March 31, 2018 in valuing the Fund’s investments.


	Total		Level 1⁽¹⁾		Level 2⁽¹⁾		Level 3⁽¹⁾
Assets
Common Stocks
Australia	$	296,137	$	296,137	$	—	$	—
Austria		3,874		3,874		—		—
Belgium		3,629		3,629		—		—
Brazil		60,468		60,468		—		—
Canada		476,807		476,807		—		—
Chile		12,727		12,727		—		—
China		293,506		293,506		—		—
Denmark		108,018		108,018		—		—
Finland		6,879		6,879		—		—
France		195,837		195,837		—		—
Germany		164,315		164,315		—		—
Hong Kong		321,019		321,019		—		—
India		110,428		110,428		—		—
Indonesia		139,406		139,406		—		—
Ireland		61,795		61,795		—		—
Israel		69,553		69,553		—		—
Italy		65,629		65,629		—		—
Japan		881,567		881,567		—		—
Malaysia		46,090		46,090		—		—
Malta		17,597		17,597		—		—
Mexico		11,888		11,888		—		—
Netherlands		40,429		40,429		—		—
Norway		53,671		53,671		—		—
Philippines		60,465		60,465		—		—
Poland		6,336		6,336		—		—
Portugal		7,247		7,247		—		—
Russia		6,191		6,191		—		—
Singapore		124,995		124,995		—		—
South Africa		20,194		20,194		—		—
South Korea		337,802		337,802		—		—
Spain		29,507		29,507		—		—
Sweden		108,765		108,765		—		—
Switzerland		216,931		216,931		—		—
Taiwan		185,185		185,185		—		—
Thailand		162,766		162,766		—		—
Turkey		125,209		125,209		—		—
United Kingdom		574,458		574,458		—		—
United States		44,498		44,498		—		—
Preferred Stocks		8,407		8,407		—		—
Short-Term Investments		121,186		121,186		—		—

Total	$	5,581,411	$	5,581,411	$	—	$	—

⁽¹⁾	For the six-month period ended March 31, 2018, there were no transfers between any levels.

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


		44

Hartford Multifactor Low Volatility US Equity ETF

Schedule of Investments

March 31, 2018 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.8%
		Automobiles & Components - 1.1%
	240	Cooper Tire & Rubber Co.⁽¹⁾	$	7,032
	709	Fox Factory Holding Corp.*		24,744
	226	Visteon Corp.*		24,914

				56,690

		Banks - 2.0%
	1,208	Beneficial Bancorp, Inc.		18,784
	331	Capitol Federal Financial, Inc.		4,088
	560	CenterState Bank Corp.		14,857
	39	Commerce Bancshares, Inc.		2,336
	743	Investors Bancorp, Inc.⁽¹⁾		10,135
	71	JP Morgan Chase & Co.		7,808
	834	Meridian Bancorp, Inc.		16,805
	641	US Bancorp		32,371

				107,184

		Capital Goods - 12.7%
	247	3M Co.		54,222
	169	Boeing Co.		55,412
	427	BWX Technologies, Inc.		27,127
	37	ESCO Technologies, Inc.		2,166
	115	General Dynamics Corp.		25,404
	673	General Electric Co.		9,072
	25	Harris Corp.		4,032
	482	Honeywell International, Inc.		69,654
	212	Hubbell, Inc.		25,817
	44	IDEX Corp.		6,270
	278	Illinois Tool Works, Inc.		43,552
	439	Kaman Corp.		27,271
	168	Lincoln Electric Holdings, Inc.		15,112
	159	Lockheed Martin Corp.		53,731
	256	MSC Industrial Direct Co., Inc. Class A		23,478
	159	Northrop Grumman Corp.		55,510
	254	Raytheon Co.		54,818
	280	Rockwell Collins, Inc.		37,758
	12	Roper Technologies, Inc.		3,368
	15	Stanley Black & Decker, Inc.		2,298
	412	Toro Co.		25,729
	327	United Technologies Corp.		41,143

				662,944

		Commercial & Professional Services - 3.1%
	44	Cintas Corp.		7,505
	120	IHS Markit Ltd.*		5,789
	56	Matthews International Corp. Class A		2,834
	592	Republic Services, Inc.		39,208
	503	Rollins, Inc.		25,668
	542	Tetra Tech, Inc.		26,531
	630	Waste Management, Inc.		52,996

				160,531

		Consumer Durables & Apparel - 0.3%
	77	Mohawk Industries, Inc.*		17,881

		Consumer Services - 9.7%
	610	Aramark		24,131
	283	Bright Horizons Family Solutions, Inc.*		28,221
	427	Carnival Corp.		28,003
	394	Cheesecake Factory, Inc.⁽¹⁾		18,999
	101	Churchill Downs, Inc.		24,649
	104	Cracker Barrel Old Country Store, Inc.⁽¹⁾		16,557
	432	Darden Restaurants, Inc.		36,828


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.8% - (continued)
		Consumer Services - 9.7% - (continued)
	184	Domino’s Pizza, Inc.	$	42,975
	459	Dunkin’ Brands Group, Inc.⁽¹⁾		27,398
	47	Graham Holdings Co. Class B		28,306
	180	Hilton Worldwide Holdings, Inc.		14,177
	36	Jack in the Box, Inc.		3,072
	531	McDonald’s Corp.		83,038
	264	Papa John’s International, Inc.		15,127
	136	Service Corp. International/US		5,132
	645	Starbucks Corp.		37,339
	33	Vail Resorts, Inc.		7,316
	1,457	Wendy’s Co.		25,570
	480	Yum! Brands, Inc.		40,862

				507,700

		Diversified Financials - 2.0%
	83	American Express Co.		7,742
	514	Apollo Commercial Real Estate Finance, Inc. REIT⁽¹⁾		9,242
	242	Berkshire Hathaway, Inc. Class B*		48,274
	440	Blackstone Mortgage Trust, Inc. Class A REIT⁽¹⁾	��	13,825
	432	Capstead Mortgage Corp. REIT		3,737
	20	CBOE Holdings, Inc.		2,282
	183	Chimera Investment Corp. REIT		3,186
	5	CME Group, Inc.		809
	402	MFA Financial, Inc. REIT		3,027
	20	Nasdaq, Inc.		1,724
	72	SEI Investments Co.		5,393
	367	Starwood Property Trust, Inc. REIT		7,689

				106,930

		Energy - 5.4%
	695	Chevron Corp.		79,258
	1,013	Exxon Mobil Corp.		75,580
	424	Occidental Petroleum Corp.		27,543
	576	Phillips 66		55,250
	558	Schlumberger Ltd.		36,147
	77	Valero Energy Corp.		7,143
	71	Williams Cos., Inc.		1,765

				282,686

		Food & Staples Retailing - 1.5%
	123	Costco Wholesale Corp.		23,177
	347	Sysco Corp.		20,806
	376	Walmart, Inc.		33,453

				77,436

		Food, Beverage & Tobacco - 3.8%
	838	Altria Group, Inc.		52,224
	24	Brown-Forman Corp. Class B		1,306
	674	Coca-Cola Co.		29,272
	1,049	ConAgra Foods, Inc.		38,687
	455	Fresh Del Monte Produce, Inc.		20,584
	196	Kellogg Co.⁽¹⁾		12,742
	302	PepsiCo, Inc.		32,963
	95	Philip Morris International, Inc.		9,443

				197,221

		Health Care Equipment & Services - 5.7%
	238	Abbott Laboratories		14,261
	578	Baxter International, Inc.		37,593
	85	Cooper Cos., Inc.		19,449
	278	Danaher Corp.		27,219
	200	IDEXX Laboratories, Inc.*		38,278

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


		45

Hartford Multifactor Low Volatility US Equity ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.8% - (continued)
		Health Care Equipment & Services - 5.7% - (continued)
	17	Intuitive Surgical, Inc.*	$	7,018
	21	Laboratory Corp. of America Holdings*		3,397
	72	Masimo Corp.*		6,332
	176	Quest Diagnostics, Inc.		17,653
	79	STERIS plc		7,375
	148	Stryker Corp.		23,816
	358	UnitedHealth Group, Inc.		76,612
	91	Varian Medical Systems, Inc.*		11,161
	31	WellCare Health Plans, Inc.*		6,003

				296,167

		Household & Personal Products - 1.7%
	240	Church & Dwight Co., Inc.		12,087
	164	Clorox Co.		21,830
	284	Colgate-Palmolive Co.		20,357
	48	Kimberly-Clark Corp.		5,286
	262	Procter & Gamble Co.		20,771
	76	Spectrum Brands Holdings, Inc.⁽¹⁾		7,881

				88,212

		Insurance - 1.7%
	25	American Financial Group, Inc.		2,805
	21	Aon plc		2,947
	218	Arch Capital Group Ltd.*		18,659
	26	Argo Group International Holdings Ltd.		1,467
	144	Arthur J Gallagher & Co.		9,897
	390	Axis Capital Holdings Ltd.		22,452
	184	Brown & Brown, Inc.		4,681
	44	Erie Indemnity Co. Class A		5,176
	11	Everest Re Group Ltd.		2,825
	84	Loews Corp.		4,177
	109	Torchmark Corp.		9,175
	7	White Mountains Insurance Group Ltd.		5,758

				90,019

		Materials - 9.2%
	258	Air Products & Chemicals, Inc.		41,030
	274	AptarGroup, Inc.		24,613
	218	Ashland Global Holdings, Inc.		15,214
	203	Balchem Corp.		16,595
	290	Ball Corp.⁽¹⁾		11,516
	364	Compass Minerals International, Inc.⁽¹⁾		21,949
	480	Crown Holdings, Inc.*		24,360
	383	Ecolab, Inc.		52,498
	436	Monsanto Co.		50,877
	57	NewMarket Corp.⁽¹⁾		22,896
	352	Praxair, Inc.		50,794
	116	Quaker Chemical Corp.		17,183
	516	RPM International, Inc.		24,598
	282	Scotts Miracle-Gro Co. Class A⁽¹⁾		24,181
	24	Sensient Technologies Corp.		1,694
	41	Sherwin-Williams Co.		16,077
	902	Silgan Holdings, Inc.		25,121
	544	Sonoco Products Co.		26,384
	206	WR Grace & Co.		12,613

				480,193

		Media - 3.4%
	1,512	Comcast Corp. Class A		51,665
	181	John Wiley & Sons, Inc. Class A		11,529
	131	Omnicom Group, Inc.		9,520
	510	Time Warner, Inc.		48,236


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.8% - (continued)
		Media - 3.4% - (continued)
	657	Tribune Media Co. Class A	$	26,615
	279	Walt Disney Co.		28,023

				175,588

		Pharmaceuticals, Biotechnology & Life Sciences - 4.8%
	27	AbbVie, Inc.		2,555
	1,484	Akorn, Inc.*		27,766
	20	Amgen, Inc.		3,410
	51	Bio-Rad Laboratories, Inc. Class A*		12,754
	108	Bio-Techne Corp.		16,312
	613	Johnson & Johnson		78,556
	530	Merck & Co., Inc.		28,869
	280	PerkinElmer, Inc.		21,202
	1,226	Pfizer, Inc.		43,511
	19	Waters Corp.*		3,774
	163	Zoetis, Inc.		13,612

				252,321

		Real Estate - 4.7%
	336	American Campus Communities, Inc. REIT		12,976
	171	American Tower Corp. REIT		24,853
	240	Apartment Investment & Management Co. Class A, REIT		9,780
	48	AvalonBay Communities, Inc. REIT		7,894
	68	Camden Property Trust REIT		5,724
	185	Crown Castle International Corp. REIT		20,278
	207	Digital Realty Trust, Inc. REIT		21,814
	155	Douglas Emmett, Inc. REIT		5,698
	12	EastGroup Properties, Inc. REIT		992
	68	EPR Properties		3,767
	560	Equity Commonwealth REIT*		17,175
	242	Equity LifeStyle Properties, Inc. REIT		21,240
	20	Essex Property Trust, Inc. REIT		4,814
	204	LTC Properties, Inc. REIT		7,752
	93	Mid-America Apartment Communities, Inc. REIT		8,485
	1,647	Monmouth Real Estate Investment Corp. REIT		24,771
	113	PS Business Parks, Inc. REIT		12,774
	33	Public Storage REIT		6,613
	966	Retail Opportunity Investments Corp. REIT⁽¹⁾		17,069
	212	UDR, Inc. REIT		7,552
	40	Ventas, Inc. REIT		1,981
	57	Washington Real Estate Investment Trust REIT		1,556

				245,558

		Retailing - 2.4%
	35	AutoZone, Inc.*		22,704
	278	Home Depot, Inc.		49,551
	436	LKQ Corp.*		16,546
	132	Pool Corp.		19,301
	204	TJX Cos., Inc.		16,638

				124,740

		Semiconductors & Semiconductor Equipment - 0.3%
	340	Intel Corp.		17,707

		Software & Services - 9.5%
	16	Adobe Systems, Inc.*		3,457
	5	Alphabet, Inc. Class A*		5,186
	576	Amdocs Ltd.		38,431
	344	Aspen Technology, Inc.*		27,138
	278	Automatic Data Processing, Inc.		31,547
	1,120	Blucora, Inc.*		27,552
	260	Broadridge Financial Solutions, Inc.		28,519

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


		46

Hartford Multifactor Low Volatility US Equity ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.8% - (continued)
		Software & Services - 9.5% - (continued)
	17	Cognizant Technology Solutions Corp. Class A	$	1,369
	44	ExlService Holdings, Inc.*		2,454
	29	Facebook, Inc. Class A*		4,634
	268	Fidelity National Information Services, Inc.		25,808
	384	Fiserv, Inc.*		27,383
	75	Gartner, Inc. Class A*		8,822
	420	Genpact Ltd.		13,436
	450	International Business Machines Corp.		69,044
	251	Jack Henry & Associates, Inc.		30,358
	119	Mastercard, Inc. Class A		20,844
	387	Microsoft Corp.		35,322
	548	Paychex, Inc.		33,751
	171	Progress Software Corp.		6,575
	129	Synopsys, Inc.*		10,738
	192	VeriSign, Inc.*⁽¹⁾		22,764
	183	Visa, Inc. Class A		21,890

				497,022

		Technology Hardware & Equipment - 1.8%
	347	Amphenol Corp. Class A		29,887
	781	Benchmark Electronics, Inc.		23,313
	310	Cisco Systems, Inc.		13,296
	45	Dolby Laboratories, Inc. Class A		2,860
	185	Motorola Solutions, Inc.		19,480
	44	TE Connectivity Ltd.		4,396

				93,232

		Telecommunication Services - 5.3%
	2,091	AT&T, Inc.		74,544
	1,603	CenturyLink, Inc.		26,337
	588	Cogent Communications Holdings, Inc.		25,519
	2,637	Sprint Corp.*⁽¹⁾		12,869
	583	T-Mobile US, Inc.*		35,587
	175	Telephone & Data Systems, Inc.		4,905
	1,625	Verizon Communications, Inc.		77,708
	474	Vonage Holdings Corp.*		5,048
	500	Zayo Group Holdings, Inc.*		17,080

				279,597

		Transportation - 2.7%
	117	CH Robinson Worldwide, Inc.		10,964
	61	Expeditors International of Washington, Inc.		3,861
	515	Heartland Express, Inc.		9,265
	183	J.B. Hunt Transport Services, Inc.		21,439
	168	Landstar System, Inc.		18,421
	214	Union Pacific Corp.		28,768
	440	United Parcel Service, Inc. Class B		46,050

				138,768

		Utilities - 5.0%
	340	Alliant Energy Corp.		13,892
	63	American Electric Power Co., Inc.		4,321
	113	American Water Works Co., Inc.		9,281
	96	Atmos Energy Corp.		8,087
	132	CenterPoint Energy, Inc.		3,617
	210	CMS Energy Corp.		9,511
	179	Consolidated Edison, Inc.		13,951
	416	Dominion Energy, Inc.		28,051
	101	DTE Energy Co.		10,544
	154	Duke Energy Corp.		11,930
	171	El Paso Electric Co.		8,721
	69	Entergy Corp.		5,436


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.8% - (continued)
		Utilities - 5.0% - (continued)
	65	IDACORP, Inc.	$	5,737
	1,002	MDU Resources Group, Inc.		28,216
	20	MGE Energy, Inc.		1,122
	28	NextEra Energy, Inc.		4,573
	722	NiSource, Inc.		17,263
	31	Portland General Electric Co.		1,256
	101	PPL Corp.		2,857
	116	Public Service Enterprise Group, Inc.		5,828
	250	Southern Co.		11,165
	203	Spire, Inc.		14,677
	52	UGI Corp.		2,310
	117	Vectren Corp.		7,479
	248	WEC Energy Group, Inc.		15,550
	103	Westar Energy, Inc.		5,417
	264	Xcel Energy, Inc.		12,007

				262,799


		Total Common Stocks (cost $5,030,628)	$	5,219,126


		Total Long-Term Investments (cost $5,030,628)	$	5,219,126

SHORT-TERM INVESTMENTS - 0.9%
		Securities Lending Collateral - 0.9%
	46,042	State Street Navigator Securities Lending Government Money Market Portfolio, 1.72%⁽²⁾	$	46,042


		Total Short-Term Investments (cost $46,042)	$	46,042



Total Investments (cost $5,076,670)	100.7	%	$	5,265,168
Other Assets and Liabilities	(0.7	)%		(38,562	)

Total Net Assets	100.0	%	$	5,226,606

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


		47

Hartford Multifactor Low Volatility US Equity ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)

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 shown in this report as these classifications are used for financial reporting purposes.

*	Non-income producing.

⁽¹⁾	Represents entire or partial securities on loan. See Note 7 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.


		48

Hartford Multifactor Low Volatility US Equity ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of March 31, 2018 in valuing the Fund’s investments.


	Total		Level 1⁽¹⁾		Level 2⁽¹⁾		Level 3⁽¹⁾
Assets
Common Stocks
Automobiles & Components	$	56,690	$	56,690	$	—	$	—
Banks		107,184		107,184		—		—
Capital Goods		662,944		662,944		—		—
Commercial & Professional Services		160,531		160,531		—		—
Consumer Durables & Apparel		17,881		17,881		—		—
Consumer Services		507,700		507,700		—		—
Diversified Financials		106,930		106,930		—		—
Energy		282,686		282,686		—		—
Food & Staples Retailing		77,436		77,436		—		—
Food, Beverage & Tobacco		197,221		197,221		—		—
Health Care Equipment & Services		296,167		296,167		—		—
Household & Personal Products		88,212		88,212		—		—
Insurance		90,019		90,019		—		—
Materials		480,193		480,193		—		—
Media		175,588		175,588		—		—
Pharmaceuticals, Biotechnology & Life Sciences		252,321		252,321		—		—
Real Estate		245,558		245,558		—		—
Retailing		124,740		124,740		—		—
Semiconductors & Semiconductor Equipment		17,707		17,707		—		—
Software & Services		497,022		497,022		—		—
Technology Hardware & Equipment		93,232		93,232		—		—
Telecommunication Services		279,597		279,597		—		—
Transportation		138,768		138,768		—		—
Utilities		262,799		262,799		—		—
Short-Term Investments		46,042		46,042		—		—

Total	$	5,265,168	$	5,265,168	$	—	$	—

⁽¹⁾	For the six-month period ended March 31, 2018, there were no transfers between any levels.

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


		49

Hartford Multifactor REIT ETF

Schedule of Investments

March 31, 2018 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.5%
		Diversified REITs - 8.0%
	15,969	Armada Hoffler Properties, Inc. REIT	$	218,616
	12,803	Empire State Realty Trust, Inc. Class A, REIT		214,962
	11,796	Select Income REIT		229,786
	3,582	WP Carey, Inc. REIT		222,048

				885,412

		Health Care REITs - 7.9%
	5,700	LTC Properties, Inc. REIT		216,600
	16,980	Medical Properties Trust, Inc. REIT		220,740
	3,249	National Health Investors, Inc. REIT		218,625
	8,040	Omega Healthcare Investors, Inc. REIT⁽¹⁾		217,402

				873,367

		Hotel & Resort REITs - 10.0%
	11,648	Host Hotels & Resorts, Inc. REIT		217,119
	8,162	MGM Growth Properties LLC Class A, REIT		216,620
	3,084	Ryman Hospitality Properties, Inc. REIT		238,856
	16,756	Summit Hotel Properties, Inc. REIT		228,049
	10,845	Xenia Hotels & Resorts, Inc. REIT		213,863

				1,114,507

		Industrial REITs - 6.0%
	8,747	Duke Realty Corp. REIT		231,621
	2,645	EastGroup Properties, Inc. REIT		218,636
	7,485	First Industrial Realty Trust, Inc. REIT⁽¹⁾		218,786

				669,043

		Office REITs - 7.7%
	15,556	City Office, Inc. REIT		179,827
	8,449	Corporate Office Properties Trust REIT		218,238
	25,659	Cousins Properties, Inc. REIT		222,720
	5,012	Highwoods Properties, Inc. REIT		219,626
	861	Piedmont Office Realty Trust, Inc. Class A, REIT		15,145

				855,556

		Residential REITs - 12.7%
	5,647	Apartment Investment & Management Co. Class A, REIT		230,115
	2,917	BRT Apartments Corp. REIT		34,275
	2,743	Camden Property Trust REIT		230,906
	2,561	Equity LifeStyle Properties, Inc. REIT		224,779
	943	Essex Property Trust, Inc. REIT		226,961
	4,008	NexPoint Residential Trust, Inc. REIT		99,559
	6,404	UDR, Inc. REIT		228,110
	10,035	UMH Properties, Inc. REIT		134,569

				1,409,274

		Retail REITs - 28.0%
	4,451	Agree Realty Corp. REIT		213,826
	455	Alexander’s, Inc. REIT		173,460
	13,834	Brixmor Property Group, Inc. REIT		210,968
	45,586	CBL & Associates Properties, Inc. REIT⁽¹⁾		190,094
	1,855	Federal Realty Investment Trust REIT		215,384
	8,662	Getty Realty Corp. REIT		218,456
	18,047	Ramco-Gershenson Properties Trust REIT⁽¹⁾		223,061
	2,603	Saul Centers, Inc. REIT		132,675
	6,072	Seritage Growth Properties REIT⁽¹⁾		215,859
	1,376	Simon Property Group, Inc. REIT		212,386
	9,511	Tanger Factory Outlet Centers, Inc. REIT⁽¹⁾		209,242
	3,647	Taubman Centers, Inc. REIT		207,551
	9,669	Urban Edge Properties REIT		206,433
	32,816	Washington Prime Group, Inc. REIT⁽¹⁾		218,883


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.5% - (continued)
		Retail REITs - 28.0% - (continued)
	7,802	Weingarten Realty Investors REIT	$	219,080
	9,849	Wheeler Real Estate Investment Trust, Inc. REIT⁽¹⁾		35,259

				3,102,617

		Specialized REITs - 19.2%
	2,276	Coresite Realty Corp. REIT⁽¹⁾		228,192
	8,058	CubeSmart REIT		227,235
	4,435	CyrusOne, Inc. REIT		227,116
	2,144	Digital Realty Trust, Inc. REIT		225,935
	6,538	Gaming and Leisure Properties, Inc. REIT		218,827
	5,192	Geo Group, Inc. REIT		106,280
	6,502	Iron Mountain, Inc. REIT		213,656
	8,650	National Storage Affiliates Trust REIT		216,942
	1,095	Public Storage REIT		219,427
	6,668	QTS Realty Trust, Inc. Class A, REIT		241,515

				2,125,125


		Total Common Stocks (cost $11,691,401)	$	11,034,901


		Total Long-Term Investments (cost $11,691,401)	$	11,034,901

SHORT-TERM INVESTMENTS - 4.3%
		Securities Lending Collateral - 4.3%
	473,309	State Street Navigator Securities Lending Government Money Market Portfolio, 1.72%⁽²⁾		473,309


		Total Short-Term Investments (cost $473,309)	$	473,309



Total Investments (cost $12,164,710)	103.8	%	$	11,508,210
Other Assets and Liabilities	(3.8	)%		(416,733	)

Total Net Assets	100.0	%	$	11,091,477

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


		50

Hartford Multifactor REIT ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)

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 shown in this report as these classifications are used for financial reporting purposes.

⁽¹⁾	Represents entire or partial securities on loan. See Note 7 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.


		51

Hartford Multifactor REIT ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of March 31, 2018 in valuing the Fund’s investments.


	Total		Level 1⁽¹⁾		Level 2⁽¹⁾		Level 3⁽¹⁾
Assets
Common Stocks
Diversified REITs	$	885,412	$	885,412	$	—	$	—
Health Care REITs		873,367		873,367		—		—
Hotel & Resort REITs		1,114,507		1,114,507		—		—
Industrial REITs		669,043		669,043		—		—
Office REITs		855,556		855,556		—		—
Residential REITs		1,409,274		1,409,274		—		—
Retail REITs		3,102,617		3,102,617		—		—
Specialized REITs		2,125,125		2,125,125		—		—
Short-Term Investments		473,309		473,309		—		—

Total	$	11,508,210	$	11,508,210	$	—	$	—

⁽¹⁾	For the six-month period ended March 31, 2018, there were no transfers between any levels.

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


		52

Hartford Multifactor US Equity ETF

Schedule of Investments

March 31, 2018 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.9%
		Automobiles & Components - 1.2%
	101	Adient plc⁽¹⁾	$	6,036
	2,250	Dana Holding Corp.		57,960
	9,785	Ford Motor Co.		108,418
	10,946	General Motors Co.		397,778
	659	Thor Industries, Inc.		75,897
	410	Visteon Corp.*		45,198

				691,287

		Banks - 6.0%
	11,460	Bank of America Corp.		343,685
	2,812	BB&T Corp.		146,337
	4,392	Citigroup, Inc.		296,460
	3,361	Citizens Financial Group, Inc.		141,095
	720	Cullen/Frost Bankers, Inc.		76,370
	438	East West Bancorp, Inc.		27,393
	7,832	Fifth Third Bancorp		248,666
	240	First Citizens BancShares, Inc. Class A		99,178
	4,492	JP Morgan Chase & Co.		493,985
	2,462	KeyCorp		48,132
	487	M&T Bank Corp.		89,783
	5,075	MGIC Investment Corp.*		65,975
	1,557	PNC Financial Services Group, Inc.		235,481
	823	Popular, Inc.		34,253
	15,748	Regions Financial Corp.		292,598
	4,176	SunTrust Banks, Inc.		284,135
	6,130	TCF Financial Corp.		139,825
	413	US Bancorp		20,857
	5,279	Wells Fargo & Co.		276,672
	1,354	Zions Bancorp		71,396

				3,432,276

		Capital Goods - 5.0%
	846	3M Co.		185,714
	481	Boeing Co.		157,710
	220	Caterpillar, Inc.		32,424
	2,362	Cummins, Inc.		382,857
	188	Deere & Co.		29,200
	977	Dycom Industries, Inc.*		105,155
	3,147	Eaton Corp. plc		251,477
	1,486	Emerson Electric Co.		101,494
	70	General Dynamics Corp.		15,463
	539	Honeywell International, Inc.		77,891
	1,044	Illinois Tool Works, Inc.		163,553
	1,899	Ingersoll-Rand plc		162,383
	70	Lockheed Martin Corp.		23,655
	3,745	MasTec, Inc.*		176,202
	1,546	MSC Industrial Direct Co., Inc. Class A		141,784
	418	Northrop Grumman Corp.		145,932
	1,325	PACCAR, Inc.		87,675
	285	Parker-Hannifin Corp.		48,744
	618	Quanta Services, Inc.*		21,228
	291	Raytheon Co.		62,804
	311	Rockwell Automation, Inc.		54,176
	89	Spirit Aerosystems Holdings, Inc. Class A		7,449
	855	Stanley Black & Decker, Inc.		130,986
	754	United Rentals, Inc.*		130,238
	806	United Technologies Corp.		101,411
	299	WW Grainger, Inc.		84,399

				2,882,004


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.9% - (continued)
		Commercial & Professional Services - 1.2%
	893	Deluxe Corp.	$	66,091
	2,226	ManpowerGroup, Inc.		256,212
	264	Republic Services, Inc.		17,485
	4,021	Robert Half International, Inc.		232,776
	1,477	Waste Management, Inc.		124,245

				696,809

		Consumer Durables & Apparel - 1.5%
	99	Carter’s, Inc.		10,306
	3,293	D.R. Horton, Inc.		144,365
	3,918	Michael Kors Holdings Ltd.*		243,230
	159	Mohawk Industries, Inc.*		36,923
	1,238	NIKE, Inc. Class B		82,253
	65	Ralph Lauren Corp.		7,267
	7,807	Skechers USA, Inc. Class A*		303,614
	634	VF Corp.		46,992

				874,950

		Consumer Services - 1.1%
	2,105	Carnival Corp.		138,046
	103	Cracker Barrel Old Country Store, Inc.⁽¹⁾		16,397
	860	Darden Restaurants, Inc.		73,315
	367	Grand Canyon Education, Inc.*		38,506
	6,630	H&R Block, Inc.		168,468
	446	Hyatt Hotels Corp. Class A		34,012
	768	Las Vegas Sands Corp.		55,219
	468	McDonald’s Corp.		73,186
	328	Yum! Brands, Inc.		27,923

				625,072

		Diversified Financials - 3.5%
	1,145	American Express Co.		106,806
	2,658	Ameriprise Financial, Inc.		393,224
	946	Berkshire Hathaway, Inc. Class B*		188,708
	13,740	BGC Partners, Inc. Class A		184,803
	139	BlackRock, Inc.		75,299
	1,739	Capital One Financial Corp.		166,631
	414	Charles Schwab Corp.		21,619
	270	CME Group, Inc.		43,670
	2,697	Discover Financial Services		193,995
	663	ETRADE Financial Corp.		36,737
	1,442	Franklin Resources, Inc.		50,008
	732	Legg Mason, Inc.		29,756
	2,960	Morgan Stanley		159,722
	2,497	Santander Consumer USA Holdings, Inc.		40,701
	5,546	Synchrony Financial		185,957
	1,243	T Rowe Price Group, Inc.		134,207

				2,011,843

		Energy - 6.1%
	3,088	Andeavor		310,529
	2,491	Chevron Corp.		284,074
	51	Concho Resources, Inc.*		7,667
	845	ConocoPhillips		50,100
	4,965	Devon Energy Corp.		157,837
	3,277	Exxon Mobil Corp.		244,497
	8,497	HollyFrontier Corp.		415,163
	8,699	Marathon Petroleum Corp.		635,984
	1,018	Occidental Petroleum Corp.		66,129
	5,323	Peabody Energy Corp.		194,290
	3,990	Phillips 66		382,721

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


		53

Hartford Multifactor US Equity ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.9% - (continued)
		Energy - 6.1% - (continued)
	2,207	RPC, Inc.⁽¹⁾	$	39,792
	7,680	Valero Energy Corp.		712,474

				3,501,257

		Food & Staples Retailing - 2.8%
	161	Casey’s General Stores, Inc.⁽¹⁾		17,673
	554	Costco Wholesale Corp.		104,390
	2,049	CVS Health Corp.		127,468
	10,850	Kroger Co.		259,749
	1,634	Performance Food Group Co.*		48,775
	1,542	Sprouts Farmers Market, Inc.*		36,191
	4,429	Sysco Corp.		265,563
	3,204	US Foods Holding Corp.*		104,995
	1,453	Walgreens Boots Alliance, Inc.		95,128
	5,822	Walmart, Inc.		517,983

				1,577,915

		Food, Beverage & Tobacco - 2.4%
	1,799	Altria Group, Inc.		112,114
	4,544	Archer-Daniels-Midland Co.		197,073
	2,486	Flowers Foods, Inc.		54,344
	554	General Mills, Inc.⁽¹⁾		24,963
	231	Hershey Co.		22,860
	188	Kellogg Co.⁽¹⁾		12,222
	899	PepsiCo, Inc.		98,126
	802	Philip Morris International, Inc.		79,719
	19,294	Pilgrim’s Pride Corp.*⁽¹⁾		474,825
	3,949	Tyson Foods, Inc. Class A		289,027

				1,365,273

		Health Care Equipment & Services - 9.8%
	1,249	Abbott Laboratories		74,840
	1,769	Aetna, Inc.		298,961
	470	Align Technology, Inc.*		118,031
	606	AmerisourceBergen Corp.		52,243
	1,441	Anthem, Inc.		316,588
	3,399	Baxter International, Inc.		221,071
	135	Becton Dickinson and Co.		29,254
	1,505	Boston Scientific Corp.*		41,117
	3,580	Cardinal Health, Inc.		224,394
	6,585	Centene Corp.*		703,739
	2,956	Cerner Corp.*		171,448
	404	Cigna Corp.		67,767
	2,905	DaVita, Inc.*		191,556
	453	Edwards Lifesciences Corp.*		63,203
	2,030	Encompass Health Corp.		116,055
	7,773	Express Scripts Holding Co.*		536,959
	3,582	HCA Healthcare, Inc.		347,454
	1,098	Henry Schein, Inc.*⁽¹⁾		73,797
	291	Hill-Rom Holdings, Inc.		25,317
	1,436	Humana, Inc.		386,040
	559	Laboratory Corp. of America Holdings*		90,418
	852	Masimo Corp.*		74,933
	785	McKesson Corp.		110,583
	1,301	MEDNAX, Inc.*		72,375
	602	Patterson Cos., Inc.⁽¹⁾		13,382
	968	Quest Diagnostics, Inc.		97,090
	1,012	Stryker Corp.		162,851
	1,806	UnitedHealth Group, Inc.		386,484
	515	Varian Medical Systems, Inc.*		63,165
	2,444	WellCare Health Plans, Inc.*		473,232

				5,604,347


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.9% - (continued)
		Household & Personal Products - 1.6%
	700	Clorox Co.	$	93,177
	104	Colgate-Palmolive Co.		7,455
	2,342	Estee Lauder Cos., Inc. Class A		350,644
	1,912	Herbalife Ltd.*		186,362
	928	Kimberly-Clark Corp.		102,201
	2,711	Nu Skin Enterprises, Inc. Class A		199,828
	14	Procter & Gamble Co.		1,110

				940,777

		Insurance - 8.0%
	8,524	Aflac, Inc.		373,010
	3,489	Allstate Corp.		330,757
	2,361	American Financial Group, Inc.		264,952
	698	Assurant, Inc.		63,804
	6,462	Athene Holding Ltd. Class A*		308,948
	818	Chubb Ltd.		111,878
	6,899	CNA Financial Corp.⁽¹⁾		340,466
	5,596	CNO Financial Group, Inc.		121,265
	1,269	First American Financial Corp.		74,465
	3,767	FNF Group		150,755
	3,033	Lincoln National Corp.		221,591
	3,510	MetLife, Inc.		161,074
	5,605	Old Republic International Corp.		120,227
	7,957	Principal Financial Group, Inc.		484,661
	3,589	Progressive Corp.		218,678
	5,114	Prudential Financial, Inc.		529,555
	1,369	Reinsurance Group of America, Inc.		210,826
	2,566	Travelers Cos., Inc.		356,315
	3,484	Unum Group		165,873

				4,609,100

		Materials - 5.0%
	274	Air Products & Chemicals, Inc.		43,574
	3,191	Alcoa Corp.*		143,467
	1,061	Avery Dennison Corp.		112,731
	330	Bemis Co., Inc.⁽¹⁾		14,362
	595	Cabot Corp.		33,153
	436	Eastman Chemical Co.		46,033
	2,316	Freeport-McMoRan, Inc.*		40,692
	8,022	Huntsman Corp.		234,644
	3,656	International Paper Co.		195,340
	7,967	Louisiana-Pacific Corp.		229,211
	5,102	LyondellBasell Industries N.V. Class A		539,179
	525	Monsanto Co.		61,262
	3,361	Nucor Corp.		205,324
	4,438	Owens-Illinois, Inc.*⁽¹⁾		96,127
	1,545	Packaging Corp. of America		174,122
	1,368	PPG Industries, Inc.		152,669
	344	Praxair, Inc.		49,639
	1,815	Reliance Steel & Aluminum Co.		155,618
	212	Sherwin-Williams Co.		83,129
	2,410	Sonoco Products Co.		116,885
	2,454	Steel Dynamics, Inc.		108,516
	230	WestRock Co.		14,759

				2,850,436

		Pharmaceuticals, Biotechnology & Life Sciences - 5.1%
	3,219	AbbVie, Inc.		304,678
	255	Agilent Technologies, Inc.		17,059
	1,197	Amgen, Inc.		204,065
	1,073	Biogen, Inc.*		293,809
	3,577	Bristol-Myers Squibb Co.		226,245

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


		54

Hartford Multifactor US Equity ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.9% - (continued)
		Pharmaceuticals, Biotechnology & Life Sciences - 5.1% - (continued)
	1,138	Charles River Laboratories International, Inc.*	$	121,470
	1,580	Eli Lilly & Co.		122,245
	3,091	Gilead Sciences, Inc.		233,030
	171	Illumina, Inc.*		40,428
	190	IQVIA Holdings, Inc.*		18,641
	2,560	Johnson & Johnson		328,064
	2,816	Merck & Co., Inc.		153,388
	5,630	Mylan N.V.*		231,787
	7,541	Pfizer, Inc.		267,630
	2,229	United Therapeutics Corp.*		250,450
	1,358	Zoetis, Inc.		113,407

				2,926,396

		Real Estate - 3.6%
	561	American Tower Corp. REIT		81,536
	11,115	CBRE Group, Inc. Class A, REIT*		524,850
	519	Crown Castle International Corp. REIT		56,888
	66	Equinix, Inc. REIT		27,597
	302	Hospitality Properties Trust REIT		7,653
	2,693	Host Hotels & Resorts, Inc. REIT⁽¹⁾		50,197
	2,037	Iron Mountain, Inc. REIT		66,936
	1,182	Jones Lang LaSalle, Inc.		206,424
	2,616	Lamar Advertising Co. Class A, REIT		166,535
	4,055	LaSalle Hotel Properties REIT⁽¹⁾		117,636
	2,410	Park Hotels & Resorts, Inc. REIT		65,118
	1,537	Prologis, Inc. REIT		96,816
	29	Public Storage REIT		5,811
	3,886	Rayonier, Inc. REIT		136,709
	4,022	Realogy Holdings Corp.⁽¹⁾		109,720
	1,003	SBA Communications Corp. REIT*		171,433
	258	Ventas, Inc. REIT		12,779
	732	Welltower, Inc. REIT		39,843
	2,453	Weyerhaeuser Co. REIT		85,855

				2,030,336

		Retailing - 7.0%
	248	AutoZone, Inc.*		160,875
	1,707	Bed Bath & Beyond, Inc.⁽¹⁾		35,830
	7,844	Best Buy Co., Inc.		549,002
	777	Burlington Stores, Inc.*		103,457
	2,338	Dollar General Corp.		218,720
	1,413	Dollar Tree, Inc.*		134,094
	983	Foot Locker, Inc.		44,766
	10,776	Gap, Inc.		336,211
	280	Genuine Parts Co.		25,155
	954	Home Depot, Inc.		170,041
	5,918	Kohl’s Corp.⁽¹⁾		387,688
	4,162	L Brands, Inc.		159,030
	2,022	Lowe’s Cos., Inc.		177,430
	5,465	Macy’s, Inc.⁽¹⁾		162,529
	1,070	Michaels Cos., Inc.*		21,090
	3,470	Nordstrom, Inc.		167,983
	107	O’Reilly Automotive, Inc.*		26,470
	1,856	Ross Stores, Inc.		144,731
	5,391	Target Corp.		374,297
	2,169	TJX Cos., Inc.		176,904
	6,188	Urban Outfitters, Inc.*		228,708
	3,836	Williams-Sonoma, Inc.⁽¹⁾		202,387

				4,007,398


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.9% - (continued)
		Semiconductors & Semiconductor Equipment - 6.3%
	923	Analog Devices, Inc.	$	84,113
	6,972	Applied Materials, Inc.		387,713
	4,125	Cirrus Logic, Inc.*		167,599
	10,128	Intel Corp.		527,466
	1,159	KLA-Tencor Corp.		126,343
	1,848	Lam Research Corp.		375,440
	420	Microchip Technology, Inc.⁽¹⁾		38,371
	12,656	Micron Technology, Inc.*		659,884
	643	MKS Instruments, Inc.		74,363
	567	NVIDIA Corp.		131,311
	9,868	ON Semiconductor Corp.*		241,371
	4,694	QUALCOMM, Inc.		260,094
	696	Skyworks Solutions, Inc.		69,781
	1,886	Teradyne, Inc.		86,209
	3,484	Texas Instruments, Inc.		361,953
	304	Xilinx, Inc.		21,961

				3,613,972

		Software & Services - 5.4%
	479	Activision Blizzard, Inc.		32,313
	61	Alphabet, Inc. Class A*		63,266
	155	Automatic Data Processing, Inc.		17,589
	3,032	Booz Allen Hamilton Holding Corp.		117,399
	2,405	CA, Inc.		81,530
	2,182	Cognizant Technology Solutions Corp. Class A		175,651
	1,148	DXC Technology Co.		115,409
	5,686	eBay, Inc.*		228,805
	957	Electronic Arts, Inc.*		116,027
	254	Facebook, Inc. Class A*		40,587
	7,836	First Data Corp. Class A*		125,376
	124	Fiserv, Inc.*		8,842
	155	IAC/InterActiveCorp.*		24,239
	2,549	International Business Machines Corp.		391,093
	698	Intuit, Inc.		120,998
	1,248	Leidos Holdings, Inc.		81,619
	1,915	MAXIMUS, Inc.		127,807
	1,877	Microsoft Corp.		171,314
	2,407	Oracle Corp.		110,120
	1,581	Paychex, Inc.		97,374
	184	Science Applications International Corp.		14,499
	68	Stamps.com, Inc.*⁽¹⁾		13,671
	3,408	Teradata Corp.*⁽¹⁾		135,195
	5,683	VMware, Inc. Class A*⁽¹⁾		689,177

				3,099,900

		Technology Hardware & Equipment - 9.6%
	183	Amphenol Corp. Class A		15,762
	2,405	Apple, Inc.		403,511
	371	Arista Networks, Inc.*		94,716
	4,177	Arrow Electronics, Inc.*		321,713
	401	Avnet, Inc.		16,746
	1,778	CDW Corp.		125,011
	3,500	Ciena Corp.*		90,650
	11,490	Cisco Systems, Inc.		492,806
	11,356	Corning, Inc.		316,605
	472	F5 Networks, Inc.*		68,256
	15,968	Flex Ltd.*		260,757
	17,384	Hewlett Packard Enterprise Co.		304,915
	29,517	HP, Inc.		647,013
	2,030	Jabil, Inc.		58,322
	8,454	Juniper Networks, Inc.		205,686

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


		55

Hartford Multifactor US Equity ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)


Shares or Principal Amount			Market Value^†
COMMON STOCKS - 99.9% - (continued)
		Technology Hardware & Equipment - 9.6% - (continued)
	249	Motorola Solutions, Inc.	$	26,220
	1,966	NCR Corp.*⁽¹⁾		61,968
	4,625	NetApp, Inc.		285,316
	8,632	Seagate Technology plc		505,145
	1,206	SYNNEX Corp.		142,790
	3,171	TE Connectivity Ltd.		316,783
	2,824	Tech Data Corp.*		240,407
	528	Ubiquiti Networks, Inc.*⁽¹⁾		36,326
	3,213	Western Digital Corp.		296,464
	5,991	Xerox Corp.		172,421

				5,506,309

		Telecommunication Services - 1.4%
	5,837	AT&T, Inc.		208,089
	2,107	CenturyLink, Inc.		34,618
	16,719	Sprint Corp.*⁽¹⁾		81,589
	3,044	T-Mobile US, Inc.*		185,806
	6,553	Verizon Communications, Inc.		313,364

				823,466

		Transportation - 4.0%
	157	Alaska Air Group, Inc.		9,728
	5,860	American Airlines Group, Inc.⁽¹⁾		304,486
	337	CH Robinson Worldwide, Inc.⁽¹⁾		31,580
	7,340	Delta Air Lines, Inc.		402,305
	851	FedEx Corp.		204,334
	11,604	JetBlue Airways Corp.*		235,793
	369	Norfolk Southern Corp.		50,103
	697	Ryder System, Inc.		50,735
	6,166	Southwest Airlines Co.		353,188
	74	Union Pacific Corp.		9,948
	6,936	United Continental Holdings, Inc.*		481,844
	1,323	United Parcel Service, Inc. Class B		138,465

				2,272,509

		Utilities - 2.3%
	1,457	American Electric Power Co., Inc.		99,936
	1,852	Consolidated Edison, Inc.		144,345
	1,272	DTE Energy Co.		132,797
	1,931	Edison International		122,927
	330	Eversource Energy		19,444
	5,403	Exelon Corp.		210,771
	273	NextEra Energy, Inc.		44,589
	2,006	PG&E Corp.		88,123
	2,840	PPL Corp.		80,344
	730	Public Service Enterprise Group, Inc.		36,675
	325	Southern Co.		14,514
	7,043	Vistra Energy Corp.*⁽¹⁾		146,706
	502	WEC Energy Group, Inc.		31,475
	2,745	Xcel Energy, Inc.		124,843

				1,297,489


		Total Common Stocks (cost $52,095,880)	$	57,241,121


		Total Long-Term Investments (cost $52,095,880)	$	57,241,121


Shares or Principal Amount			Market Value^†
SHORT-TERM INVESTMENTS - 0.8%
		Securities Lending Collateral - 0.8%
	463,537	State Street Navigator Securities Lending Government Money Market Portfolio, 1.72%⁽²⁾	$	463,537


		Total Short-Term Investments (cost $463,537)	$	463,537



Total Investments (cost $52,559,417)	100.7	%	$	57,704,658
Other Assets and Liabilities	(0.7	)%		(385,027	)

Total Net Assets	100.0	%	$	57,319,631

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


		56

Hartford Multifactor US Equity ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)

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 shown in this report as these classifications are used for financial reporting purposes.

*	Non-income producing.

⁽¹⁾	Represents entire or partial securities on loan. See Note 7 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.


		57

Hartford Multifactor US Equity ETF

Schedule of Investments – (continued)

March 31, 2018 (Unaudited)

Fair Valuation Summary

The following is a summary of the fair valuations according to the inputs used as of March 31, 2018 in valuing the Fund’s investments.


	Total		Level 1⁽¹⁾		Level 2⁽¹⁾		Level 3⁽¹⁾
Assets
Common Stocks
Automobiles & Components	$	691,287	$	691,287	$	—	$	—
Banks		3,432,276		3,432,276		—		—
Capital Goods		2,882,004		2,882,004		—		—
Commercial & Professional Services		696,809		696,809		—		—
Consumer Durables & Apparel		874,950		874,950		—		—
Consumer Services		625,072		625,072		—		—
Diversified Financials		2,011,843		2,011,843		—		—
Energy		3,501,257		3,501,257		—		—
Food & Staples Retailing		1,577,915		1,577,915		—		—
Food, Beverage & Tobacco		1,365,273		1,365,273		—		—
Health Care Equipment & Services		5,604,347		5,604,347		—		—
Household & Personal Products		940,777		940,777		—		—
Insurance		4,609,100		4,609,100		—		—
Materials		2,850,436		2,850,436		—		—
Pharmaceuticals, Biotechnology & Life Sciences		2,926,396		2,926,396		—		—
Real Estate		2,030,336		2,030,336		—		—
Retailing		4,007,398		4,007,398		—		—
Semiconductors & Semiconductor Equipment		3,613,972		3,613,972		—		—
Software & Services		3,099,900		3,099,900		—		—
Technology Hardware & Equipment		5,506,309		5,506,309		—		—
Telecommunication Services		823,466		823,466		—		—
Transportation		2,272,509		2,272,509		—		—
Utilities		1,297,489		1,297,489		—		—
Short-Term Investments		463,537		463,537		—		—

Total	$	57,704,658	$	57,704,658	$	—	$	—

⁽¹⁾	For the six-month period ended March 31, 2018, there were no transfers between any levels.

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


		58

Hartford Multifactor ETFs

Statements of Assets and Liabilities

March 31, 2018 (Unaudited)


	Hartford Multifactor Developed Markets (ex-US) ETF			Hartford Multifactor Emerging Markets ETF			Hartford Multifactor Global Small Cap ETF
Assets:
Investments in securities, at market value⁽¹⁾	$	340,620,399		$	67,764,043		$	22,863,801
Cash		319,983			98,566			4,095
Foreign currency		701,044			43,969			13,705
Receivables:
Investment securities sold		144			221,753			55
Fund shares sold		8,682,355			—			—
Dividends and interest		975,844			232,596			72,733
Securities lending income		18,359			870			1,579
Tax reclaims		82,218			390			845

Total assets		351,400,346			68,362,187			22,956,813

Liabilities:
Obligation to return securities lending collateral		16,032,646			1,247,147			903,887
Payables:
Investment securities purchased		9,488,202			157,038			6,717
Investment management fees		73,913			27,371			7,351

Total liabilities		25,594,761			1,431,556			917,955

Net assets	$	325,805,585		$	66,930,631		$	22,038,858

Summary of Net Assets:
Paid-in-capital	$	316,018,519		$	62,575,196		$	19,485,120
Undistributed (distributions in excess of) net investment income		1,184,198			210,889			25,183
Accumulated net realized gain (loss)		(1,956,407	)		(3,840,004	)		(483,950	)
Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency		10,559,275			7,984,550			3,012,505

Net assets	$	325,805,585		$	66,930,631		$	22,038,858

Net asset value per share	$	28.96		$	25.74		$	31.48

Shares issued and outstanding		11,250,000			2,600,000			700,000

Cost of investments	$	330,060,590		$	59,780,162		$	19,851,435
Cost of foreign currency	$	702,016		$	43,887		$	13,719
(1) Includes Investment in securities on loan, at value	$	28,899,505		$	3,035,569		$	2,191,748

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


		59

Hartford Multifactor ETFs

Statements of Assets and Liabilities – (continued)

March 31, 2018 (Unaudited)


	Hartford Multifactor Low Volatility International Equity ETF			Hartford Multifactor Low Volatility US Equity ETF
Assets:
Investments in securities, at market value⁽¹⁾	$	5,581,411		$	5,265,168
Cash		428			2,585
Foreign currency		5,610			—
Receivables:
Investment securities sold		1			—
Dividends and interest		23,638			5,557
Securities lending income		168			38
Tax reclaims		1,373			—

Total assets		5,612,629			5,273,348

Liabilities:
Obligation to return securities lending collateral		121,186			46,042
Payables:
Investment management fees		1,360			700

Total liabilities		122,546			46,742

Net assets	$	5,490,083		$	5,226,606

Summary of Net Assets:
Paid-in-capital	$	5,136,738		$	5,112,974
Undistributed (distributions in excess of) net investment income		18,677			2,650
Accumulated net realized gain (loss)		(52,278	)		(77,516	)
Unrealized appreciation (depreciation) of investments and the translation of assets and liabilities denominated in foreign currency		386,946			188,498

Net assets	$	5,490,083		$	5,226,606

Net asset value per share	$	27.45		$	26.13

Shares issued and outstanding		200,000			200,000

Cost of investments	$	5,194,502		$	5,076,670
Cost of foreign currency	$	5,628		$	—
(1) Includes Investment in securities on loan, at value	$	133,424		$	185,920

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


		60

Hartford Multifactor ETFs

Statements of Assets and Liabilities – (continued)

March 31, 2018 (Unaudited)


	Hartford Multifactor REIT ETF			Hartford Multifactor US Equity ETF
Assets:
Investments in securities, at market value⁽¹⁾	$	11,508,210		$	57,704,658
Cash		18,988			31,761
Receivables:
Dividends and interest		62,342			54,686
Securities lending income		425			592

Total assets		11,589,965			57,791,697

Liabilities:
Obligation to return securities lending collateral		473,309			463,537
Payables:
Investment securities purchased		20,961			—
Investment management fees		4,218			8,529

Total liabilities		498,488			472,066

Net assets	$	11,091,477		$	57,319,631

Summary of Net Assets:
Paid-in-capital	$	12,190,232		$	53,288,509
Undistributed (distributions in excess of) net investment income		(18,589	)		24,855
Accumulated net realized gain (loss)		(423,666	)		(1,138,974	)
Unrealized appreciation (depreciation) of investments		(656,500	)		5,145,241

Net assets	$	11,091,477		$	57,319,631

Net asset value per share	$	13.86		$	30.98

Shares issued and outstanding		800,000			1,850,000

Cost of investments	$	12,164,710		$	52,559,417
(1) Includes Investment in securities on loan, at value	$	1,283,594		$	1,877,015

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


		61

Hartford Multifactor ETFs

Statements of Operations

For the Six-Month Period Ended March 31, 2018 (Unaudited)


	Hartford Multifactor Developed Markets (ex-US) ETF			Hartford Multifactor Emerging Markets ETF			Hartford Multifactor Global Small Cap ETF
Investment Income:
Dividends	$	2,499,436		$	644,253		$	214,745
Interest		—			3			1
Securities lending		35,690			2,494			7,703
Less: Foreign tax withheld		(236,335	)		(86,526	)		(18,434	)

Total investment income, net		2,298,791			560,224			204,015

Expenses:
Investment management fees		342,525			159,746			49,686

Total expenses (before waivers)		342,525			159,746			49,686

Total expenses, net		342,525			159,746			49,686

Net Investment Income (Loss)		1,956,266			400,478			154,329

Net Realized Gain (Loss) on Investments and Foreign Currency Transactions:
Net realized gain (loss) on investments		1,995,376	⁽¹⁾		13,562			250,809
Net realized gain (loss) on other foreign currency transactions		(12,508	)		(7,673	)		849

Net Realized Gain (Loss) on Investments and Foreign Currency Transactions		1,982,868			5,889			251,658

Net Changes in Unrealized Appreciation (Depreciation) of Investments and Foreign Currency Transactions:
Net unrealized appreciation (depreciation) of investments		(1,261,283	)		2,613,174			602,370
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies		153			1,152			564

Net Changes in Unrealized Appreciation (Depreciation) of Investments and Foreign Currency Transactions		(1,261,130	)		2,614,326			602,934

Net Gain (Loss) on Investments and Foreign Currency Transactions		721,738			2,620,215			854,592

Net Increase (Decrease) in Net Assets Resulting from Operations	$	2,678,004		$	3,020,693		$	1,008,921

⁽¹⁾	Includes realized gains/(losses) as a result of in-kind redemptions (See Note 9 in Notes to Financial Statements).

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


		62

Hartford Multifactor ETFs

Statements of Operations – (continued)

For the Six-Month Period Ended March 31, 2018 (Unaudited)


	Hartford Multifactor Low Volatility International Equity ETF			Hartford Multifactor Low Volatility US Equity ETF
Investment Income:
Dividends	$	63,843		$	46,910
Securities lending		387			236
Less: Foreign tax withheld		(7,848	)		—

Total investment income, net		56,382			47,146

Expenses:
Investment management fees		10,059			5,320

Total expenses (before waivers)		10,059			5,320

Total expenses, net		10,059			5,320

Net Investment Income (Loss)		46,323			41,826

Net Realized Gain (Loss) on Investments and Foreign Currency Transactions:
Net realized gain (loss) on investments		10,092			(15,475	)
Net realized gain (loss) on other foreign currency transactions		196			—

Net Realized Gain (Loss) on Investments and Foreign Currency Transactions		10,288			(15,475	)

Net Changes in Unrealized Appreciation (Depreciation) of Investments and Foreign Currency Transactions:
Net unrealized appreciation (depreciation) of investments		172,816			52,348
Net unrealized appreciation (depreciation) of translation of other assets and liabilities in foreign currencies		51			—

Net Changes in Unrealized Appreciation (Depreciation) of Investments and Foreign Currency Transactions		172,867			52,348

Net Gain (Loss) on Investments and Foreign Currency Transactions		183,155			36,873

Net Increase (Decrease) in Net Assets Resulting from Operations	$	229,478		$	78,699

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


		63

Hartford Multifactor ETFs

Statements of Operations – (continued)

For the Six-Month Period Ended March 31, 2018 (Unaudited)


	Hartford Multifactor REIT ETF			Hartford Multifactor US Equity ETF
Investment Income:
Dividends	$	266,045		$	414,599
Securities lending		2,811			3,640
Less: Foreign tax withheld		—			(87	)

Total investment income, net		268,856			418,152

Expenses:
Investment management fees		22,310			53,019

Total expenses (before waivers)		22,310			53,019

Total expenses, net		22,310			53,019

Net Investment Income (Loss)		246,546			365,133

Net Realized Gain (Loss) on Investments:
Net realized gain (loss) on investments		(218,661	)		892,806	⁽¹⁾

Net Realized Gain (Loss) on Investments		(218,661	)		892,806

Net Changes in Unrealized Appreciation (Depreciation) of Investments:
Net unrealized appreciation (depreciation) of investments		(853,746	)		1,206,608

Net Changes in Unrealized Appreciation (Depreciation) of Investments		(853,746	)		1,206,608

Net Gain (Loss) on Investments		(1,072,407	)		2,099,414

Net Increase (Decrease) in Net Assets Resulting from Operations	$	(825,861	)	$	2,464,547

⁽¹⁾	Includes realized gains/(losses) as a result of in-kind redemptions (See Note 9 in Notes to Financial Statements).

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


		64

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, 2018 (Unaudited)			For the Year Ended September 30, 2017			For the Six-Month Period Ended March 31, 2018 (Unaudited)			For the Year Ended September 30, 2017
Operations:
Net investment income (loss)	$	1,956,266		$	1,949,086		$	400,478		$	740,348
Net realized gain (loss) on investments and foreign currency transactions		1,982,868			157,190			5,889			(147,090	)
Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions		(1,261,130	)		10,204,543			2,614,326			4,665,940

Net Increase (Decrease) in Net Assets Resulting from Operations		2,678,004			12,310,819			3,020,693			5,259,198

Distributions to Shareholders:
From net investment income		(1,777,434	)		(1,474,420	)		(537,539	)		(592,581	)

Total distributions		(1,777,434	)		(1,474,420	)		(537,539	)		(592,581	)

Fund Share Transactions:
Sold		214,227,451			94,471,911			18,208,072			17,786,392
Redeemed		(20,649,464	)		(8,420,992	)		—			—

Net increase from capital share transactions		193,577,987			86,050,919			18,208,072			17,786,392

Net Increase (Decrease) in Net Assets		194,478,557			96,887,318			20,691,226			22,453,009

Net Assets:
Beginning of period		131,327,028			34,439,710			46,239,405			23,786,396

End of period	$	325,805,585		$	131,327,028		$	66,930,631		$	46,239,405

Undistributed (distributions in excess of) net investment income	$	1,184,198		$	1,005,366		$	210,889		$	347,950

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


		65

Hartford Multifactor ETFs

Statements of Changes in Net Assets – (continued)


	Hartford Multifactor Global Small Cap ETF						Hartford Multifactor Low Volatility International Equity ETF
	For the Six-Month Period Ended March 31, 2018 (Unaudited)			For the Year Ended September 30, 2017			For the Six-Month Period Ended March 31, 2018 (Unaudited)			For the Period Ended September 30, 2017⁽¹⁾
Operations:
Net investment income (loss)	$	154,329		$	268,553		$	46,323		$	46,919
Net realized gain (loss) on investments and foreign currency transactions		251,658			850,129			10,288			(11,348	)
Net changes in unrealized appreciation (depreciation) of investments and foreign currency transactions		602,934			1,525,835			172,867			214,079

Net Increase (Decrease) in Net Assets Resulting from Operations		1,008,921			2,644,517			229,478			249,650

Distributions to Shareholders:
From net investment income		(265,720	)		(251,783	)		(56,176	)		(14,211	)

Total distributions		(265,720	)		(251,783	)		(56,176	)		(14,211	)

Fund Share Transactions:
Sold		3,147,582			8,539,305			—			7,743,372
Redeemed		—			(2,968,571	)		—			(2,662,030	)

Net increase from capital share transactions		3,147,582			5,570,734			—			5,081,342

Net Increase (Decrease) in Net Assets		3,890,783			7,963,468			173,302			5,316,781

Net Assets:
Beginning of period		18,148,075			10,184,607			5,316,781			—

End of period	$	22,038,858		$	18,148,075		$	5,490,083		$	5,316,781

Undistributed (distributions in excess of) net investment income	$	25,183		$	136,574		$	18,677		$	28,530

⁽¹⁾	Commenced operations on May 10, 2017.

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


		66

Hartford Multifactor ETFs

Statements of Changes in Net Assets – (continued)


Hartford Multifactor Low Volatility US Equity ETF
For the Six-Month Period Ended March 31, 2018 (Unaudited)			For the Period Ended September 30, 2017⁽¹⁾

$	41,826		$	30,508
	(15,475	)		(36,047	)
	52,348			136,150

	78,699			130,611


	(43,218	)		(25,561	)

	(43,218	)		(25,561	)


	1,329,697			5,033,332
	—			(1,276,954	)

	1,329,697			3,756,378

	1,365,178			3,861,428


	3,861,428			—

$	5,226,606		$	3,861,428

$	2,650		$	4,042

⁽¹⁾	Commenced operations on May 10, 2017.

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


		67

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, 2018 (Unaudited)			For the Period Ended September 30, 2017⁽¹⁾			For the Six-Month Period Ended March 31, 2018 (Unaudited)			For the Year Ended September 30, 2017
Operations:
Net investment income (loss)	$	246,546		$	218,318		$	365,133		$	522,633
Net realized gain (loss) on investments		(218,661	)		113,713			892,806			2,469,755
Net changes in unrealized appreciation (depreciation) of investments		(853,746	)		197,246			1,206,608			2,146,848

Net Increase (Decrease) in Net Assets Resulting from Operations		(825,861	)		529,277			2,464,547			5,139,236

Distributions to Shareholders:
From net investment income		(293,558	)		(184,839	)		(349,259	)		(500,859	)

From net realized gain on investments		—			(5,056	)		—			—

Total distributions		(293,558	)		(189,895	)		(349,259	)		(500,859	)

Fund Share Transactions:
Sold		2,873,418			13,571,282			22,265,406			15,231,487
Redeemed		—			(4,573,186	)		(1,585,033	)		(13,456,609	)

Net increase from capital share transactions		2,873,418			8,998,096			20,680,373			1,774,878

Net Increase (Decrease) in Net Assets		1,753,999			9,337,478			22,795,661			6,413,255

Net Assets:
Beginning of period		9,337,478			—			34,523,970			28,110,715

End of period	$	11,091,477		$	9,337,478		$	57,319,631		$	34,523,970

Undistributed (distributions in excess of) net investment income	$	(18,589	)	$	28,423		$	24,855		$	8,981

⁽¹⁾	Commenced operations on October 3, 2016.

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


		68

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			Dividends from Net Investment Income			Distributions from Capital Gains		Total Dividends and Distributions			Net Asset Value at End of Period		Total Return⁽²⁾			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments⁽³⁾			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, 2018 (Unaudited)
	$	28.24	$	0.29	$	0.74		$	1.03		$	(0.31	)	$	—	$	(0.31	)	$	28.96		3.65	%⁽⁵⁾	$	325,806		0.35	%⁽⁶⁾		0.35	%⁽⁶⁾		2.02	%⁽⁶⁾		26	%

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⁽⁷⁾
	$	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, 2018 (Unaudited)
	$	24.34	$	0.18	$	1.48		$	1.66		$	(0.26	)	$	—	$	(0.26	)	$	25.74		6.79	%⁽⁵⁾	$	66,931		0.56	%⁽⁶⁾		0.56	%⁽⁶⁾		1.41	%⁽⁶⁾		12	%

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⁽⁷⁾
	$	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, 2018 (Unaudited)
	$	30.25	$	0.25	$	1.42		$	1.67		$	(0.44	)	$	—	$	(0.44	)	$	31.48		5.55	%⁽⁵⁾	$	22,039		0.51	%⁽⁶⁾		0.51	%⁽⁶⁾		1.57	%⁽⁶⁾		24	%

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⁽⁸⁾
	$	25.00	$	0.44	$	(2.54	)	$	(2.10	)	$	(0.21	)	$	—	$	(0.21	)	$	22.69		(8.50	)%⁽⁵⁾	$	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, 2018 (Unaudited)
	$	26.58	$	0.23	$	0.92		$	1.15		$	(0.28	)	$	—	$	(0.28	)	$	27.45		4.33	%⁽⁵⁾	$	5,490		0.37	%⁽⁶⁾		0.37	%⁽⁶⁾		1.68	%⁽⁶⁾		14	%

For the Period Ended September 30, 2017⁽⁹⁾
	$	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	%

Hartford Multifactor Low Volatility US Equity ETF
For the Six-Month Period Ended March 31, 2018 (Unaudited)
	$	25.74	$	0.27	$	0.38		$	0.65		$	(0.26	)	$	—	$	(0.26	)	$	26.13		2.50	%⁽⁵⁾	$	5,227		0.26	%⁽⁶⁾		0.26	%⁽⁶⁾		2.08	%⁽⁶⁾		8	%

For the Period Ended September 30, 2017⁽⁹⁾
	$	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	%

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


		69

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			Dividends from Net Investment Income			Distributions from Capital Gains			Total Dividends and Distributions			Net Asset Value at End of Period		Total Return⁽²⁾			Net Assets at End of Period (000s)		Ratio of Expenses to Average Net Assets Before Adjust- ments⁽³⁾			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 REIT ETF
For the Six-Month Period Ended March 31, 2018 (Unaudited)
	$	15.56	$	0.37	$	(1.65	)	$	(1.28	)	$	(0.42	)	$	—		$	(0.42	)	$	13.86		(8.30	)%⁽⁵⁾	$	11,091		0.45	%⁽⁶⁾		0.45	%⁽⁶⁾		4.97	%⁽⁶⁾		19	%

For the Period Ended September 30, 2017⁽¹⁰⁾
	$	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, 2018 (Unaudited)
	$	28.77	$	0.28	$	2.17		$	2.45		$	(0.24	)	$	—		$	(0.24	)	$	30.98		8.50	%⁽⁵⁾	$	57,320		0.26	%⁽⁶⁾		0.26	%⁽⁶⁾		1.79	%⁽⁶⁾		17	%

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⁽⁷⁾
	$	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⁾	Commenced operations on February 25, 2015.

⁽⁸⁾	Commenced operations on March 23, 2015.

⁽⁹⁾	Commenced operations on May 10, 2017.

⁽¹⁰⁾	Commenced operations on October 3, 2016.

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


		70

Hartford Multifactor ETFs

Notes to Financial Statements

March 31, 2018 (Unaudited)

1.	Organization:

Lattice Strategies Trust (the “Trust”) is an open-end registered management investment company comprised of seven series as of March 31, 2018. 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 assets and liabilities including securities held by the Fund. Shares of a Fund may be purchased or redeemed directly from the Fund in Creation Units at net asset value (“NAV”) only by certain large institutional investors (‘‘Authorized Participants’’) who have entered into agreements with ALPS Distributors, Inc. (‘‘ALPS’’ or the ‘‘Distributor’’), the Funds’ Distributor.

The assets of each Fund are separate, and a shareholder’s interest is limited to the Fund in which shares are held. The Trust was organized as a Delaware statutory trust on 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 NAV of each Fund’s shares is computed by dividing the value of the net assets of the Fund (i.e., the value of its total assets less total liabilities) by the total number of shares outstanding. Expenses and fees, including the management fees, are accrued daily and taken into account for purposes of determining net asset value. The net asset value of a Fund is calculated by State Street Bank and Trust Company (“State Street”) and determined as of the close of the regular trading session on the New York Stock Exchange (ordinarily 4:00 p.m. Eastern time) (“the NYSE Close”) on each day that such exchange is open (“Valuation Date”). Fixed-income assets are generally valued as of the announced closing time for trading in fixed-income instruments in a particular market or exchange. Creation/redemption order cut-off times may be earlier on any day that the Securities Industry and Financial Markets Association (or applicable exchange or market on which a Fund’s investments are traded) announces an early closing time. Any assets or liabilities denominated in currencies other than the U.S. dollar are converted into U.S. dollars at market rates on the date of valuation (generally as of 4:00 p.m. London time) as quoted by one or more sources.


		71

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Investment Valuation and Fair Value Measurements – For purposes of calculating the NAV of each Fund, the Fund’s investments are generally valued using market valuations. A market valuation generally means a valuation (i) obtained from an exchange, a pricing service, or a major market maker (or dealer), (ii) based on a price quotation or other equivalent indication of value supplied by an exchange, a pricing service, or a major market maker (or dealer) or (iii) based on amortized cost. In the case of shares of other funds that are not traded on an exchange, a market valuation means such fund’s published net asset value per share. Lattice Strategies LLC (“Lattice” or the “Adviser”) may use various pricing services, or discontinue the use of any pricing service, as approved by the Trust’s Board of Trustees (the “Board”) from time to time. A price obtained from a pricing service based on such pricing service’s valuation matrix may be considered a market valuation.

The Board generally reviews and approves the “Procedures for Valuation of Portfolio Investments.” These procedures define how investments are to be valued, including the formation and activities of the Valuation Committee. The Trust’s Valuation Committee is responsible for determining in good faith the fair value of investments when the value cannot be obtained from primary pricing services or alternative sources or if the valuation of an investment as provided by the primary pricing service or alternative source is believed not to reflect the investment’s fair value as of the Valuation Date. 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. The Audit Committee receives quarterly written reports that include details of all fair-valued investments, including the reason for the fair valuation, and an indication, when possible, of the accuracy of the valuation by disclosing the next available reliable public price quotation or the disposition price of such investments (the “lookback” test). The Board then must consider for ratification all of the fair value determinations made during the previous quarter.

In the event that current market valuations are not readily available or such valuations do not reflect current market value, the Trust’s procedures require the Valuation Committee to determine a security’s fair value. In determining such value, the Valuation Committee may consider, among other things, (i) price comparisons among multiple sources, (ii) a review of corporate actions and news events, and (iii) a review of relevant financial indicators (e.g., movement in interest rates and market indices). In these cases, the Fund’s net asset value may reflect certain portfolio securities’ fair values rather than their market prices. Fair value pricing involves subjective judgments and it is possible that the fair value determination for a security may be materially different from the value that could be realized upon the sale of the security. In addition, fair value pricing could result in a difference between the prices used to calculate a Fund’s net asset value and the prices used by the Fund’s benchmark Index. This may result in a difference between the Fund’s performance and the performance of the applicable Fund’s benchmark Index. With respect to securities that are primarily listed on foreign exchanges, the value of a Fund’s portfolio securities may change on days when you will not be able to purchase or sell your shares.

Fixed income investments (other than short-term obligations), non-exchange traded derivatives and centrally cleared swaps held by a Fund are normally valued on the basis of quotes obtained from brokers and dealers or independent pricing services in accordance with procedures established by the Board. Prices obtained from independent pricing services use information provided by market makers or estimates of market values obtained from yield data relating to investments or securities with similar characteristics. 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 options, futures and options on futures are valued at the settlement price or last trade price determined by the relevant exchange as of the close of such exchange. If a last trade price is not available, the value will be the mean of the bid and ask prices as of the close of such exchange. If a mean of the bid and ask prices cannot be calculated for the day, the value will be the bid price as of the close of such exchange. In the case of options privately negotiated in the OTC market (“OTC options”) and such instruments that do not trade on an exchange, values may be supplied by a pricing service using a formula or other objective method that may take into consideration the style, direction, expiration, strike price, notional value and volatility or other special adjustments.

Investments valued in currencies other than U.S. dollars are converted to U.S. dollars using 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 on which a Fund is listed is closed and the market value may change on days when an investor is not able to purchase, redeem or exchange shares of a Fund.


		72

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March 31, 2018 (Unaudited)

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.

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 procedures established by the Board.

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

•

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

•

Level 2 – Observable inputs other than Level 1 prices, such as quoted prices for similar investments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data. Level 2 may include debt investments that are traded less frequently than exchange traded instruments and which are valued using independent pricing services; senior floating rate interests, which are valued using an aggregate of dealer bids; short-term investments, which are valued at amortized cost; and swaps, which are valued based upon the terms of each swap contract.

•

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

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

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. 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 Fund 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. 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.

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.


		73

Hartford Multifactor ETFs

Notes to Financial Statements – (continued)

March 31, 2018 (Unaudited)

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 (see Federal Income Taxes: Distributions and Components of Distributable Earnings and Reclassification of Capital Accounts notes).

3.	Securities and Other Investments:

Illiquid and Restricted Investments – Each Fund is permitted to invest up to 15% of its net assets in illiquid investments. Illiquid investments are those that may not be sold or disposed of in the ordinary course of business within seven days, at approximately the price used to determine a Fund’s NAV. A Fund may not be able to sell illiquid investments when its sub-adviser considers it desirable to do so or may have to sell such investments at a price that is lower than the price that could be obtained if the investments were more liquid. A sale of illiquid investments may require more time and may result in higher dealer discounts and other selling expenses than does the sale of those that are liquid. Illiquid investments also may be more difficult to value due to the unavailability of reliable market quotations for such investments, and an investment in them may have an adverse impact on a Fund’s NAV. Each Fund may also purchase certain restricted investments that can only be resold to certain qualified investors and may be determined to be liquid pursuant to policies and guidelines established by the Board. See each Fund’s Schedule of Investments, if applicable, for illiquid or restricted investments as of March 31, 2018.

4.	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.

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.

5.	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


		74

Hartford Multifactor ETFs

Notes to Financial Statements – (continued)

March 31, 2018 (Unaudited)

distribute substantially all of its income and capital gains during the calendar year ending December 31, 2018. Accordingly, no provision for federal income or excise taxes has been made in the accompanying financial statements. Distributions from short-term capital gains are treated as ordinary income distributions for federal income tax purposes.

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

At September 30, 2017 (tax year end), each Fund’s capital loss carryforwards for U.S. federal income tax purposes were as follows:


Fund	Unlimited Short-Term Capital Loss Carryforward		Unlimited Long-Term Capital Loss Carryforward
Multifactor Developed Markets (ex-US) ETF	$	2,762,515	$	950,432
Multifactor Emerging Markets ETF		2,768,759		837,262
Multifactor Global Small Cap ETF		495,573		138,420
Multifactor Low Volatility International Equity ETF		39,166		—
Multifactor Low Volatility US Equity ETF		58,189		—
Multifactor REIT ETF		90,353		—
Multifactor US Equity ETF		1,355,456		557,980

During the year ended September 30, 2017, Multifactor Global Small Cap ETF utilized $6,849 of prior year capital loss carryforwards.

Tax Basis of Investments – The aggregate cost of investments for federal income tax purposes at March 31, 2018 was substantially the same for book purposes. The net unrealized appreciation/(depreciation) on investments, which consists of gross unrealized appreciation and depreciation, is disclosed below:


Fund	Tax Cost		Gross Unrealized Appreciation		Gross Unrealized Depreciation			Net Unrealized Appreciation (Depreciation)
Multifactor Developed Markets (ex-US) ETF	$	330,060,590	$	15,926,768	$	(5,366,931	)	$	10,559,837
Multifactor Emerging Markets ETF		59,780,162		9,404,806		(1,420,925	)		7,983,881
Multifactor Global Small Cap ETF		19,851,435		3,506,478		(494,112	)		3,012,366
Multifactor Low Volatility International Equity ETF		5,194,502		511,232		(124,323	)		386,909
Multifactor Low Volatility US Equity ETF		5,076,670		295,906		(107,408	)		188,498
Multifactor REIT ETF		12,164,710		211,002		(867,502	)		(656,500	)
Multifactor US Equity ETF		52,559,417		6,061,628		(916,387	)		5,145,241

6.	Expenses:

Investment Advisory Agreement – Lattice Strategies LLC (“Lattice” or “Adviser”) 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 BNY Mellon Asset Management North America Corporation (“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 the 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.


		75

Hartford Multifactor ETFs

Notes to Financial Statements – (continued)

March 31, 2018 (Unaudited)

The schedule below reflects the rates of compensation paid to Lattice for investment advisory services rendered as of March 31, 2018; 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%

Prior to February 15, 2018, the Funds listed below paid the following rates to Lattice for investment advisory services rendered:


Fund		Management Fee Rates
Multifactor Developed Markets (ex-US) ETF		0.39%
Multifactor Emerging Markets ETF		0.59%
Multifactor Global Small Cap ETF		0.55%
Multifactor Low Volatility International Equity ETF		0.39%
Multifactor Low Volatility US Equity ETF		0.29%
Multifactor REIT ETF		0.45%
Multifactor US Equity ETF		0.29%

From time to time, the Adviser may waive all or a portion of its fee. 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 and acquired fund fees and expenses) connected with the execution of portfolio transactions or in connection with creation and redemption transactions; (ii) legal fees or expenses in connection with any arbitration, litigation or pending or threatened arbitration or litigation, including any settlements in connection therewith; (iii) extraordinary expenses; (iv) distribution fees and expenses paid by the Trust under any distribution plan adopted pursuant to Rule 12b-1 under the 1940 Act; and (v) the advisory fee payable 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 percent 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 sales charges.

For the period ended March 31, 2018, the Funds did not pay any Rule 12b-1 fees.

7.	Securities Lending:

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


		76

Hartford Multifactor ETFs

Notes to Financial Statements – (continued)

March 31, 2018 (Unaudited)

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 so 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 lent securities loaned may cause a Fund to lose the opportunity to sell the securities at a desirable price.

At March 31, 2018, the following Funds had securities on loan at value, cash collateral and non-cash collateral as follows:


Fund	Market Value of Securities on Loan		Cash Collateral		Non-Cash Collateral
Multifactor Developed Markets (ex-US) ETF	$	28,899,505	$	16,032,646	$	14,344,706
Multifactor Emerging Markets ETF		3,035,569		1,247,147		1,904,358
Multifactor Global Small Cap ETF		2,191,748		903,887		1,375,523
Multifactor Low Volatility International Equity ETF		133,424		121,186		18,834
Multifactor Low Volatility US Equity ETF		185,920		46,042		144,213
Multifactor REIT ETF		1,283,594		473,309		856,379
Multifactor US Equity ETF		1,877,015		463,537		1,456,163


		77

Hartford Multifactor ETFs

Notes to Financial Statements – (continued)

March 31, 2018 (Unaudited)

The following table reflects a breakdown of transactions accounted for as secured borrowings, the gross obligation by the type of collateral pledged, and the remaining contractual maturity of those transactions as of March 31, 2018.

Multifactor Developed Markets (ex-US) ETF

CERTAIN TRANSFERS ACCOUNTED FOR AS SECURED BORROWINGS

Remaining Contractual Maturity of the Agreements


	Overnight and Continuous		<30 days		Between 30 & 90 days		>90 days		Total
Securities Lending Transactions⁽¹⁾
Common Stocks	$	16,032,646	$	—	$	—	$	—	$	16,032,646

Total Borrowings	$	16,032,646	$	—	$	—	$	—	$	16,032,646

Gross amount of recognized liabilities for securities lending transactions									$	16,032,646

⁽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.

Multifactor Emerging Markets ETF

CERTAIN TRANSFERS ACCOUNTED FOR AS SECURED BORROWINGS

Remaining Contractual Maturity of the Agreements


	Overnight and Continuous		<30 days		Between 30 & 90 days		>90 days		Total
Securities Lending Transactions⁽¹⁾
Common Stocks	$	1,247,147	$	—	$	—	$	—	$	1,247,147

Total Borrowings	$	1,247,147	$	—	$	—	$	—	$	1,247,147

Gross amount of recognized liabilities for securities lending transactions									$	1,247,147

⁽¹⁾

Multifactor Global Small Cap ETF

CERTAIN TRANSFERS ACCOUNTED FOR AS SECURED BORROWINGS

Remaining Contractual Maturity of the Agreements


	Overnight and Continuous		<30 days		Between 30 & 90 days		>90 days		Total
Securities Lending Transactions⁽¹⁾
Common Stocks	$	903,887	$	—	$	—	$	—	$	903,887

Total Borrowings	$	903,887	$	—	$	—	$	—	$	903,887

Gross amount of recognized liabilities for securities lending transactions									$	903,887

⁽¹⁾


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March 31, 2018 (Unaudited)

Multifactor Low Volatility International Equity ETF

CERTAIN TRANSFERS ACCOUNTED FOR AS SECURED BORROWINGS

Remaining Contractual Maturity of the Agreements


	Overnight and Continuous		<30 days		Between 30 & 90 days		>90 days		Total
Securities Lending Transactions⁽¹⁾
Common Stocks	$	121,186	$	—	$	—	$	—	$	121,186

Total Borrowings	$	121,186	$	—	$	—	$	—	$	121,186

Gross amount of recognized liabilities for securities lending transactions									$	121,186

⁽¹⁾

Multifactor Low Volatility US Equity ETF

CERTAIN TRANSFERS ACCOUNTED FOR AS SECURED BORROWINGS

Remaining Contractual Maturity of the Agreements


	Overnight and Continuous		<30 days		Between 30 & 90 days		>90 days		Total
Securities Lending Transactions⁽¹⁾
Common Stocks	$	46,042	$	—	$	—	$	—	$	46,042

Total Borrowings	$	46,042	$	—	$	—	$	—	$	46,042

Gross amount of recognized liabilities for securities lending transactions									$	46,042

⁽¹⁾

Multifactor REIT ETF

CERTAIN TRANSFERS ACCOUNTED FOR AS SECURED BORROWINGS

Remaining Contractual Maturity of the Agreements


	Overnight and Continuous		<30 days		Between 30 & 90 days		>90 days		Total
Securities Lending Transactions⁽¹⁾
Common Stocks	$	473,309	$	—	$	—	$	—	$	473,309

Total Borrowings	$	473,309	$	—	$	—	$	—	$	473,309

Gross amount of recognized liabilities for securities lending transactions									$	473,309

⁽¹⁾


		79

Hartford Multifactor ETFs

Notes to Financial Statements – (continued)

March 31, 2018 (Unaudited)

Multifactor US Equity ETF

CERTAIN TRANSFERS ACCOUNTED FOR AS SECURED BORROWINGS

Remaining Contractual Maturity of the Agreements


	Overnight and Continuous		<30 days		Between 30 & 90 days		>90 days		Total
Securities Lending Transactions⁽¹⁾
Common Stocks	$	463,537	$	—	$	—	$	—	$	463,537

Total Borrowings	$	463,537	$	—	$	—	$	—	$	463,537

Gross amount of recognized liabilities for securities lending transactions									$	463,537

⁽¹⁾

8.	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 also 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.

9.	Investment Transactions:

For the six-month period ended March 31, 2018, 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	$	59,408,819	$	51,941,236
Multifactor Emerging Markets ETF		13,315,605		6,823,218
Multifactor Global Small Cap ETF		5,003,744		4,738,363
Multifactor Low Volatility International Equity ETF		768,208		790,925
Multifactor Low Volatility US Equity ETF		357,637		351,860
Multifactor REIT ETF		1,905,177		2,145,793
Multifactor US Equity ETF		7,383,189		7,476,908

For the six-month period ended March 31, 2018, 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	$	206,304,016	$	20,613,984	$	4,466,567
Multifactor Emerging Markets ETF		11,245,916		—		—
Multifactor Global Small Cap ETF		2,748,966		—		—
Multifactor Low Volatility International Equity ETF		—		—		—
Multifactor Low Volatility US Equity ETF		1,328,878		—		—
Multifactor REIT ETF		2,873,652		—		—
Multifactor US Equity ETF		22,289,593		1,588,010		485,100


		80

Hartford Multifactor ETFs

Notes to Financial Statements – (continued)

March 31, 2018 (Unaudited)

10.

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 the 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. The 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	Creation Unit Shares		Standard Creation Fee		Value at March 31, 2018		Standard Redemption Fee
Multifactor Developed Markets (ex-US) ETF		50,000	$	3,000	$	1,448,000	$	3,000
Multifactor Emerging Markets ETF		100,000		2,000		2,574,000		2,000
Multifactor Global Small Cap ETF		100,000		2,000		3,148,000		2,000
Multifactor Low Volatility International Equity ETF		100,000		2,200		2,745,000		2,200
Multifactor Low Volatility US Equity ETF		50,000		650		1,306,500		650
Multifactor REIT ETF		100,000		250		1,386,000		250
Multifactor US Equity ETF		50,000		800		1,549,000		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 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 the 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.


		81

Hartford Multifactor ETFs

Notes to Financial Statements – (continued)

March 31, 2018 (Unaudited)

The following information is for the six-month period ended March 31, 2018, and the fiscal year ended September 30, 2017:


Multifactor Developed Markets (ex-US) ETF
	For the Six-Month Period Ended March 31, 2018						For the Year Ended September 30, 2017
	Shares			Amount			Shares			Amount
Shares Sold		7,300,000		$	214,227,451			3,550,000		$	94,471,911
Shares Redeemed		(700,000	)		(20,649,464	)		(300,000	)		(8,420,992	)

Net Increase (Decrease)		6,600,000			193,577,987			3,250,000			86,050,919


Multifactor Emerging Markets ETF
	For the Six-Month Period Ended March 31, 2018						For the Year Ended September 30, 2017
	Shares			Amount			Shares			Amount
Shares Sold		700,000		$	18,208,072			800,000		$	17,786,392

Net Increase (Decrease)		700,000			18,208,072			800,000			17,786,392


Multifactor Global Small Cap ETF
	For the Six-Month Period Ended March 31, 2018						For the Year Ended September 30, 2017
	Shares			Amount			Shares			Amount
Shares Sold		100,000		$	3,147,582			300,000		$	8,539,305
Shares Redeemed		—			—			(100,000	)		(2,968,571	)

Net Increase (Decrease)		100,000			3,147,582			200,000			5,570,734


Multifactor Low Volatility International Equity ETF
	For the Six-Month Period Ended March 31, 2018						For the Period Ended September 30, 2017⁽¹⁾
	Shares			Amount			Shares			Amount
Shares Sold		—		$	—			300,004		$	7,743,372
Shares Redeemed		—			—			(100,004	)		(2,662,030	)

Net Increase (Decrease)		—			—			200,000			5,081,342


⁽¹⁾ Commenced operations on May 10, 2017.


		82

Hartford Multifactor ETFs

Notes to Financial Statements – (continued)

March 31, 2018 (Unaudited)


Multifactor Low Volatility US Equity ETF
	For the Six-Month Period Ended March 31, 2018						For the Period Ended September 30, 2017⁽¹⁾
	Shares			Amount			Shares			Amount
Shares Sold		50,000		$	1,329,697			200,004		$	5,033,332
Shares Redeemed		—			—			(50,004	)		(1,276,954	)

Net Increase (Decrease)		50,000			1,329,697			150,000			3,756,378


⁽¹⁾ Commenced operations on May 10, 2017.

Multifactor REIT ETF
	For the Six-Month Period Ended March 31, 2018						For the Period Ended September 30, 2017⁽¹⁾
	Shares			Amount			Shares			Amount
Shares Sold		200,000		$	2,873,418			900,000		$	13,571,282
Shares Redeemed		—			—			(300,000	)		(4,573,186	)

Net Increase (Decrease)		200,000			2,873,418			600,000			8,998,096

⁽¹⁾ Commenced operations on October 3, 2016.

Multifactor US Equity ETF
	For the Six-Month Period Ended March 31, 2018						For the Year Ended September 30, 2017
	Shares			Amount			Shares			Amount
Shares Sold		700,000		$	22,265,406			550,000		$	15,231,487
Shares Redeemed		(50,000	)		(1,585,033	)		(500,000	)		(13,456,609	)

Net Increase (Decrease)		650,000			20,680,373			50,000			1,774,878

11.

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.

12.

Subsequent Events:

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


		83

Hartford Multifactor ETFs

Shareholder Meeting Results

Rule 30e-1 under the Investment Company Act of 1940, as amended, requires registered management companies to report on all subject matters put to the vote of shareholders and provide final results. Shareholders were asked to participate in a special meeting of shareholders on October 3, 2017 (the ‘‘Shareholder Meeting’’) to elect a new Board of Trustees. The final results of the Shareholder Meeting are reported in the following table.

Proposal 1: Approval of Trustees


		SHARES VOTED		% VOTED
HILARY E. ACKERMANN	FOR		6,920,185.19		97.59	%
	WITHHELD		171,020.43		2.41	%

ROBIN C. BEERY	FOR		6,920,185.19		97.59	%
	WITHHELD		171,020.43		2.41	%

LYNN S. BIRDSONG	FOR		6,920,185.19		97.59	%
	WITHHELD		171,020.43		2.41	%

JAMES E. DAVEY	FOR		6,920,185.19		97.59	%
	WITHHELD		171,020.43		2.41	%

CHRISTINE DETRICK	FOR		6,920,185.19		97.59	%
	WITHHELD		171,020.43		2.41	%

DUANE E. HILL	FOR		6,908,322.54		97.42	%
	WITHHELD		182,883.09		2.58	%

WILLIAM P. JOHNSTON	FOR		6,908,322.54		97.42	%
	WITHHELD		182,883.09		2.58	%

PHILLIP O. PETERSON	FOR		6,908,322.54		97.42	%
	WITHHELD		182,883.09		2.58	%

LEMMA W. SENBET	FOR		6,908,322.54		97.42	%
	WITHHELD		182,883.09		2.58	%

DAVID SUNG	FOR		6,920,185.19		97.59	%
	WITHHELD		171,020.43		2.41	%


		84

Hartford Multifactor ETFs

Supplemental Information

March 31, 2018 (Unaudited)

Premium/Discount Information

The tables that follow present information about the differences between the daily market price on secondary markets for shares of a Fund and that Fund’s net asset value. Net asset value, or ‘‘NAV,’’ is the price per share at which each Fund issues and redeems shares. It is calculated in accordance with the standard formula for valuing mutual fund shares. The ‘‘Market Price’’ of each Fund generally is determined using the midpoint between the highest bid and the lowest offer on the primary stock exchange on which the shares of such Fund are listed for trading, as of the time that the Fund’s NAV is calculated. Each Fund’s Market Price may be at, above or below its NAV. The NAV of each Fund will fluctuate with changes in the fair value of its portfolio holdings. The Market Price of each Fund will fluctuate in accordance with changes in its NAV, as well as market supply and demand. Premiums or discounts are the differences (expressed as a percentage) between the NAV and Market Price of a Fund on a given day, generally at the time NAV is calculated. A premium is the amount that a Fund is trading above the reported NAV, expressed as a percentage of the NAV. A discount is the amount that a Fund is trading below the reported NAV, expressed as a percentage of the NAV. The following information shows the frequency distributions of premiums and discounts for each of the Funds included in this report. The information shown for each Fund is for the fund listing date through March 31, 2018. The specific periods covered for each Fund are disclosed in the table for such Fund.

Each line in the table shows the number of trading days in which the Fund traded within the premium/discount range indicated. The number of trading days in each premium/discount range is also shown as a percentage of the total number of trading days in the period covered by each table. All data presented here represents past performance, which cannot be used to predict future results.

Hartford Multifactor Developed Markets (ex-US) ETF

Period Covered: October 1, 2017 through March 31, 2018


Premium/Discount Range (based on MidQuote-to-NAV)	Number of Days		Percentage of Total Days
Greater than 2.0%		1		0.81	%
Greater than 1.5% and Less than 2.0%		0		0.00	%
Greater than 1.0% and Less than 1.5%		3		2.42	%
Greater than 0.5% and Less than 1.0%		45		36.29	%
Between 0.5% and -0.5%		71		57.26	%
Less than -0.5% and Greater than -1.0%		2		1.61	%
Less than -1.0% and Greater than -1.5%		1		0.81	%
Less than -1.5% and Greater than -2.0%		1		0.80	%
Less than -2.0%		0		0.00	%

Total		124		100.00	%

Hartford Multifactor Emerging Markets ETF

Period Covered: October 1, 2017 through March 31, 2018


Premium/Discount Range (based on MidQuote-to-NAV)	Number of Days			Percentage of Total Days
Greater than 2.0%		1			0.81	%
Greater than 1.5% and Less than 2.0%		5			4.03	%
Greater than 1.0% and Less than 1.5%		13			10.48	%
Greater than 0.5% and Less than 1.0%		41	��		33.06	%
Between 0.5% and -0.5%		58			46.77	%
Less than -0.5% and Greater than -1.0%		4			3.23	%
Less than -1.0% and Greater than -1.5%		0			0.00	%
Less than -1.5% and Greater than -2.0%		1			0.81	%
Less than -2.0%		1			0.81	%

Total		124			100.00	%


		85

Hartford Multifactor ETFs

Supplemental Information – (continued)

March 31, 2018 (Unaudited)

Hartford Multifactor Global Small Cap ETF

Period Covered: October 1, 2017 through March 31, 2018


Premium/Discount Range (based on MidQuote-to-NAV)	Number of Days		Percentage of Total Days
Greater than 2.0%		1		0.81	%
Greater than 1.5% and Less than 2.0%		0		0.00	%
Greater than 1.0% and Less than 1.5%		2		1.61	%
Greater than 0.5% and Less than 1.0%		21		16.94	%
Between 0.5% and -0.5%		91		73.39	%
Less than -0.5% and Greater than -1.0%		7		5.65	%
Less than -1.0% and Greater than -1.5%		1		0.80	%
Less than -1.5% and Greater than -2.0%		1		0.80	%
Less than -2.0%		0		0.00	%

Total		124		100.00	%

Hartford Multifactor Low Volatility International Equity ETF

Period Covered: October 1, 2017 through March 31, 2018


Premium/Discount Range (based on MidQuote-to-NAV)	Number of Days		Percentage of Total Days
Greater than 2.0%		0		0.00	%
Greater than 1.5% and Less than 2.0%		1		0.81	%
Greater than 1.0% and Less than 1.5%		49		39.52	%
Greater than 0.5% and Less than 1.0%		41		33.06	%
Between 0.5% and -0.5%		27		21.77	%
Less than -0.5% and Greater than -1.0%		4		3.23	%
Less than -1.0% and Greater than -1.5%		1		0.81	%
Less than -1.5% and Greater than -2.0%		0		0.00	%
Less than -2.0%		1		0.80	%

Total		124		100.00	%

Hartford Multifactor Low Volatility US Equity ETF

Period Covered: October 1, 2017 through March 31, 2018


Premium/Discount Range (based on MidQuote-to-NAV)	Number of Days		Percentage of Total Days
Greater than 2.0%		0		0.00	%
Greater than 1.5% and Less than 2.0%		0		0.00	%
Greater than 1.0% and Less than 1.5%		0		0.00	%
Greater than 0.5% and Less than 1.0%		19		15.32	%
Between 0.5% and -0.5%		105		84.68	%
Less than -0.5% and Greater than -1.0%		0		0.00	%
Less than -1.0% and Greater than -1.5%		0		0.00	%
Less than -1.5% and Greater than -2.0%		0		0.00	%
Less than -2.0%		0		0.00	%

Total		124		100.00	%


		86

Hartford Multifactor ETFs

Supplemental Information – (continued)

March 31, 2018 (Unaudited)

Hartford Multifactor REIT ETF

Period Covered: October 1, 2017 through March 31, 2018


Premium/Discount Range (based on MidQuote-to-NAV)	Number of Days		Percentage of Total Days
Greater than 2.0%		0		0.00	%
Greater than 1.5% and Less than 2.0%		0		0.00	%
Greater than 1.0% and Less than 1.5%		0		0.00	%
Greater than 0.5% and Less than 1.0%		0		0.00	%
Between 0.5% and -0.5%		124		100.00	%
Less than -0.5% and Greater than -1.0%		0		0.00	%
Less than -1.0% and Greater than -1.5%		0		0.00	%
Less than -1.5% and Greater than -2.0%		0		0.00	%
Less than -2.0%		0		0.00	%

Total		124		100.00	%

Hartford Multifactor US Equity ETF

Period Covered: October 1, 2017 through March 31, 2018


Premium/Discount Range (based on MidQuote-to-NAV)	Number of Days		Percentage of Total Days
Greater than 2.0%		0		0.00	%
Greater than 1.5% and Less than 2.0%		0		0.00	%
Greater than 1.0% and Less than 1.5%		0		0.00	%
Greater than 0.5% and Less than 1.0%		0		0.00	%
Between 0.5% and -0.5%		124		100.00	%
Less than -0.5% and Greater than -1.0%		0		0.00	%
Less than -1.0% and Greater than -1.5%		0		0.00	%
Less than -1.5% and Greater than -2.0%		0		0.00	%
Less than -2.0%		0		0.00	%

Total		124		100.00	%


		87

Hartford Multifactor ETFs

General Information (Unaudited)

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 are available (1) without charge, upon request, by calling 415-315-6600 and (2) on the SEC’s website at http://www.sec.gov. The Form N-Q may be reviewed and copied at the SEC’s Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.


		88

CUSTOMER PRIVACY NOTICE

The Hartford Financial Services Group, Inc. and Affiliates*

(herein called “we, our, and us”)

This Privacy Policy applies to our United States Operations

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

a) management;

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

We collect Personal Information to:

a) service your Transactions with us; and

b) support our business functions.

We may obtain Personal Information from:

a) You;

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

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

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

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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 2018), to the extent required by the Gramm-Leach-Bliley Act and implementing regulations.

1stAGChoice, Inc.; Access CoverageCorp, Inc.; Access CoverageCorp Technologies, Inc.; American Maturity Life Insurance Company; Business Management Group, Inc.; Cervus Claim Solutions, LLC; First State Insurance Company; Fountain Investors I LLC; Fountain Investors II LLC; Fountain Investors III LLC; Fountain Investors IV LLC; FP R, LLC; 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 Financial Services, LLC; 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 International Life Reassurance Corporation; Hartford Investment Management Company; Hartford Life and Accident Insurance Company; Hartford Life and Annuity Insurance Company; Hartford Life Insurance Company; Hartford Life, Inc.; Hartford Life International Holding 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 Securities Distribution Company, Inc.; Hartford Specialty Insurance Services of Texas, LLC; Hartford Strategic Investments, LLC; Hartford Underwriters General Agency, Inc.; Hartford Underwriters Insurance Company; Hartford-Comprehensive Employee Benefit Service 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.; Lanidex R, LLC; 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.; Northern Homelands Company; Nutmeg Insurance Agency, Inc.; Nutmeg Insurance Company; Pacific Insurance Company, Limited; Property and Casualty Insurance Company of Hartford; Sentinel Insurance Company, Ltd.; The Hartford International Asset Management Company Limited; Trumbull Flood Management, L.L.C.; Trumbull Insurance Company; Twin City Fire Insurance Company.

Revised March 2018

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 a fund’s statutory 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 Hartford Funds Management Company, LLC (HFMC) and its wholly owned subsidiary, Lattice Strategies LLC (Lattice). Hartford Funds refers to Hartford Funds Distributors, LLC (Member FINRA) HFMC, and Lattice, which are not affiliated with ALPS.

ETFSAR-MLT18 05/18 206191 LAT001076 Printed in U.S.A.

LOGO

Item 2.

Code of Ethics.

(a)

The registrant, as of the end of the period covered by this report, has adopted a code of ethics that applies to the registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party.

(c)

There have been no amendments to the Registrant’s Code of Ethics during the reporting period for this form N-CSR.

(d)

The registrant has not granted any waivers, including an implicit waiver, from a provision of the code of ethics that applies to the registrant’s principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions, regardless of whether these individuals are employed by the registrant or a third party, that relates to one or more of the items set forth in paragraph (b) of this item’s instructions.

(e)

Not applicable

(f)

A copy of the code of ethics is filed herewith.

Item 3.

Audit Committee Financial Expert.

Not applicable to this semi-annual filing.

Item 4.

Principal Accountant Fees and Services.

Not applicable to this semi-annual filing.

Item 5.

Audit Committee of Listed Registrants.

Not applicable to this semi-annual filing.

Item 6.

Investments.

(a)

The Schedule of Investments in securities of unaffiliated issuers as of the close of the reporting period is included as part of the semi-annual report filed under Item 1 of this form.

(b)

Not applicable.

Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

Not applicable.

Item 8. Portfolio Managers of Closed-End Management Investment Companies.

Not applicable.

Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.

Not applicable.

Item 10.

Submission of Matters to a Vote of Security Holders.

There have been no material changes to the procedures by which shareholders may recommend nominees to the registrant’s board of trustees during the period covered by this report.

Item 11.

Controls and Procedures.

(a)

The registrant’s principal executive and principal financial officers, or persons performing similar functions, have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “1940 Act”) (17 CFR 270.30a-3(c))) are generally effective to provide reasonable assurance, as of a date within 90 days of the filing date of the report that includes the disclosure required by this paragraph, based on their evaluation of these controls and procedures required by Rule 30a-3(b) under the 1940 Act (17 CFR 270.30a-3(b)) and Rules 13a-15(b) or 15d-15(b) under the Securities Exchange Act of 1934, as amended (17 CFR 240.13a-15(b) or 240.15d-15(b)).

(b)

There were no changes in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the 1940 Act (17 CFR 270.30a-3(d)) that occurred during the registrant’s second fiscal quarter of the period covered by this report that have materially affected, or are reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.

Not applicable.

Item 13. Exhibits.

(a)(1)

Code of Ethics is filed herewith.

(a)(2)

Separate certifications for each principal executive officer and principal financial officer of the registrant as required by Rule 30a-2(a) under the 1940 Act (17 CFR 270.30a-2(a)) and Section 302 of the Sarbanes-Oxley Act of 2002 are attached hereto.

(a)(3)

Not applicable

(b)

Certifications pursuant to Rule 30a-2(b) under the 1940 Act and Section 906 of the Sarbanes-Oxley Act of 2002 are attached hereto.

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

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 8, 2018	By:	/s/ James E. Davey
		James E. Davey
		President and Chief Executive Officer

Date: June 8, 2018	By:	/s/ Amy N. Furlong
		Amy N. Furlong
		Treasurer
		(Principal Financial Officer and Principal Accounting Officer)

LATTICE STRATEGIES TRUST

Date: June 8, 2018

/s/ James E. Davey

James E. Davey

President and Chief Executive Officer