Hartford Multifactor Emerging Markets ETF

$23.81NAV (as of 01/27/2021)

-0.22 (-0.92%) NAV Change

--- Premium Discount (as of 01/27/2021)

--- Closing Market Price (as of 01/27/2021)

--- --- Closing Market Price Change

Effective 9/11/19, the Hartford Multifactor Emerging Markets ETF (Fund) changed its principal investment strategy and custom underlying index. See the Fund's prospectus, as supplemented, for more information.

Objective

Hartford Multifactor Emerging Markets ETF ("ROAM") 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.

Overview

Designed to provide equity exposure to the emerging markets with potentially less volatility over a complete market cycle than traditional capitalization-weighted indices

More About Hartford Multifactor Emerging Markets ETF

Our systematic, rules-based index methodology is designed to simultaneously address risks while seeking exposures to return-enhancing factors:

Set Risk Parameters

Seek to improve diversification versus a cap-weighted benchmark by reducing concentration at the country, sector, and individual company levels

Select Securities

Seek companies with a favorable combination of low valuation (50%), high momentum (30%), and high quality (20%) investment factors

Reconstitute and Rebalance

Rebalance twice a year in March and September and reapply the investment process annually in March to ensure the portfolio stays true to the rules-based index methodology

Underlying Index: Hartford Multifactor Emerging Markets Equity Index (Bloomberg Ticker:LROEMX)

CharacteristicsAllocations, exposures and holdings are subject to change. Percentages may be rounded.

Characteristics

Allocations, exposures and holdings are subject to change. Percentages may be rounded.

Country Allocation (%)
(as of 12/31/2020)

		ROAM
	CHINA	24
	TAIWAN	16
	SOUTH KOREA	15
	TURKEY	5
	BRAZIL	5
	THAILAND	5
	MEXICO	4
	MALAYSIA	4
	INDIA	4
	INDONESIA	4
Total of Top 10 Countries(%)		86
	Other (6 countries)	14	6

		MSCI Emerging Markets Index
	CHINA	MSCI Emerging Markets Index	39
	SOUTH KOREA	13
	TAIWAN	13
	INDIA	9
	BRAZIL	5
	SOUTH AFRICA	3
	RUSSIA	3
	SAUDI ARABIA	2
	THAILAND	2
	MEXICO	2
Total of Top 10 Countries(%)		92
	Other (20 countries)	8	20

Holdings Characteristics
(as of 12/31/2020)
	Index	MSCI Emerging Markets Index
Return on Equity	17.7%	13.6%
Nominal Companies	326	1333
Effective Companies	181	69
Nominal Countries	16	30
Effective Countries	8	5

Sector Exposure (%)

(as of 12/31/2020)
label	currentpercentage
Financials	20
Information Technology	20
Consumer Discretionary	17
Communication Services	10
Materials	8
Consumer Staples	6
Energy	5
Industrials	5
Utilities	3
Health Care	3
Real Estate	2

Based on Global Industry Classification Standard (GICS), which was developed by and is the exclusive property and a service mark of MSCI Inc. (MSCI) and Standard & Poor's, a division of The McGraw-Hill Companies, Inc. (S&P). Excludes cash. May not total to 100% due to rounding and/or pooled vehicle allocations.

Top Ten Holdings (%)

(as of 1/27/2021)
GREAT WALL MOTOR COMPANY H COMMON STOCK CNY1.0	2.42
SAMSUNG ELECTRONICS CO LTD COMMON STOCK KRW100.0	1.43
VIPSHOP HOLDINGS LTD ADR ADR USD.0001	1.38
HON HAI PRECISION INDUSTRY COMMON STOCK TWD10.	1.37
INFOSYS LTD SP ADR ADR	1.06
WEICHAI POWER CO LTD H COMMON STOCK CNY1.0	1.03
PING AN INSURANCE GROUP CO H COMMON STOCK CNY1.0	0.96
IS YATIRIM MENKUL DEGERLER A COMMON STOCK TRY1.	0.94
CHINA CONSTRUCTION BANK H COMMON STOCK CNY1.0	0.91
BANK OF CHINA LTD H COMMON STOCK CNY1.0	0.88
Total of Top Ten Holdings	12.38

Full Portfolio Holdings

Market Cap Distribution(%)
(as of 12/31/2020)
	Fund	MSCI Emerging Markets Index
Less than $2B	17	0
$2B - $10B	28	20
$10B - $100B	45	47
Greater than $100B	10	33

Distributions and Capital Gains
Ex-Dividend Date	Record Date	Payable Date	Ordinary Income	Short Term Capital Gains	Long Term Capital Gains	Total Distribution
12/23/2020	12/24/2020	12/29/2020	$0.4173	$0.0000	$0.0000	$0.4173
6/25/2020	6/26/2020	6/30/2020	$0.2798	$0.0000	$0.0000	$0.2798

Past distributions are not indicative of future distributions.

Performance (%)
	YTD	1YR	3YR	5YR	SI¹
	% (as of 12/31/2020)	Average Annual Total Returns % (as of 12/31/2020)
Hartford Multifactor Emerging Markets ETF(ROAM, NAV)	2.23	2.23	-0.60	6.39	1.18
Hartford Multifactor Emerging Markets ETF(ROAM, Market Price)	2.37	2.37	-0.66	6.58	1.14
Underlying Index (Hartford Multifactor Emerging Markets Equity Spliced Index)	2.89	2.89	-0.19	6.93	---
MSCI Emerging Markets Index	18.31	18.31	6.17	12.81	---

Performance (%)
	YTD	1YR	3YR	5YR	SI¹
	% (as of 12/31/2020)	Average Annual Total Returns % (as of 12/31/2020)
Hartford Multifactor Emerging Markets ETF(ROAM, NAV)	2.23	2.23	-0.60	6.39	1.18
Hartford Multifactor Emerging Markets ETF(ROAM, Market Price)	2.37	2.37	-0.66	6.58	1.14
Underlying Index (Hartford Multifactor Emerging Markets Equity Spliced Index)	2.89	2.89	-0.19	6.93	---
MSCI Emerging Markets Index	18.31	18.31	6.17	12.81	---

SI = Since Inception.

Fund Inception: 02/25/2015

Operating Expenses:

Net 0.44% | Gross 0.44%

Performance data quoted represents past performance and does not guarantee future results. The investment return and principal value of an investment will fluctuate so that an investor's 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.

Index performance returns do not reflect any management fees, transaction costs, or expenses.

Effective 9/11/19, the Fund's custom underlying index changed from the Hartford Risk-Optimized Multifactor Emerging Markets Index ("Emerging Markets Index") to Hartford Multifactor Emerging Markets Equity Index ("Emerging Markets Equity Index"). The Hartford Multifactor Emerging Markets Equity Spliced Index reflects the performance of the Emerging Markets Index through 9/11/19 and the performance of the Emerging Markets Equity Index thereafter. The Fund’s performance and historical returns shown for the periods prior to 9/11/19 are not necessarily indicative of the performance that the Fund would have generated based on its current custom underlying index.

ETF shares are bought and sold at market price, not net asset value (NAV). Total returns are calculated using the daily 4:00 p.m. Eastern Time 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 an investor would receive if they traded shares at other times. Brokerage commissions apply and will reduce returns.

Key Facts & Trading Details

Key Facts (as of 1/27/2021)
Ticker	ROAM
Inception	February 25, 2015
Underlying Index	LROEMX
Net Assets	$40,468,544.07
Shares Outstanding	1,700,000
Distributor	ALPS Distributors, Inc.

View Premium/Discount History

Trading Details (as of 1/27/2021)
Ticker	ROAM
CUSIP	518416201
IOPV TICKER	ROAM.IV
Stock Exchange	NYSE Arca
Close	---
Change	---
Change %	---
Net Asset Value(NAV)	$23.81
NAV Change	$-0.22
NAV Change %	-0.92%
Premium/Discount	---
30 Day Median Bid/Ask Spread	---

Insights & Literature

Important Risks: Investing involves risk, including the possible loss of principal. Security prices fluctuate in value depending on general market and economic conditions and the prospects of individual companies. • Foreign investments may be more volatile and less liquid than U.S. investments and are subject to the risk of currency fluctuations and adverse political and economic developments. These risks may be greater for investments in emerging markets. • Investments focused in a sector, industry or group of industries may increase volatility and risk. • The Fund is not actively managed but rather attempts to track the performance of an index. The Fund's returns may diverge from that of the index.

Transactions in ETF shares will result in brokerage commissions and will generate tax consequences. All regulated investment companies are obliged to distribute portfolio gains to shareholders.

IOPV, or Indicative Optimized Portfolio Value, is a calculation disseminated by the stock exchange that approximates the Fund’s NAV every fifteen seconds throughout the trading day.

Premium/discount reflects the relationship between an ETF’s market price and its net asset value (NAV). Because ETFs are traded on an exchange, their market prices are in part driven by supply and demand dynamics. The ETF’s market price may be above its NAV (reflecting a premium) or below its NAV (reflecting a discount).

Investors may acquire ETF Shares and tender them for redemption through the Fund in Creation Unit Aggregations only. Please see the prospectus for more details.

The MSCI information may only be used for your internal use, may not be reproduced or re-disseminated in any form and may not be used as a basis for or a component of any financial instruments or products or indices. None of the MSCI information is intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision and may not be relied on as such. Historical data and analysis should not be taken as an indication or guarantee of any future performance analysis, forecast or prediction. The MSCI information is provided on an “as is” basis and the user of this information assumes the entire risk of any use made of this information. MSCI, each of its affiliates and each other person involved in or related to compiling, computing or creating any MSCI information (collectively, the “MSCI Parties”) expressly disclaims all warranties (including, without limitation, any warranties or originality, accuracy, completeness, timeliness, non-infringement, merchantability and fitness for a particular purpose) with respect to this information. Without limiting any of the foregoing, in no event shall any MSCI Party have any liability for any direct, indirect, special, incidental, punitive, consequential (including, without limitation, lost profits) or any other damages. (www. msci.com)

Sources for all data: Bloomberg, MSCI, and Hartford Funds.

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