Hartford Multifactor Developed Markets (ex-US) ETF    
 

 

Schedule of Investments

December 31, 2020 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 99.5%

 

    

Australia - 9.1%

 

1,041,394     

AGL Energy Ltd.

   $ 9,602,923  
491,083     

Ampol Ltd.

     10,769,597  
266,116     

Ansell Ltd.

     7,142,020  
54,432     

ASX Ltd.

     3,024,177  
696,868     

Aurizon Holdings Ltd.

     2,097,179  
1,593,904     

AusNet Services

     2,158,538  
238,814     

Australia & New Zealand Banking Group Ltd.

     4,183,176  
446,686     

Bendigo & Adelaide Bank Ltd.

     3,212,467  
345,406     

BHP Group Ltd.

     11,308,978  
1,067,353     

BlueScope Steel Ltd.

     14,396,933  
743,756     

Coca-Cola Amatil Ltd.

     7,420,779  
22,734     

Cochlear Ltd.

     3,315,569  
10,955     

Commonwealth Bank of Australia

     694,111  
211,084     

Computershare Ltd.

     2,376,463  
32,605     

CSL Ltd.

     7,124,711  
1,134,627     

Dexus REIT

     8,230,030  
1,046,836     

Fortescue Metals Group Ltd.

     18,926,548  
1,188,806     

GPT Group REIT

     4,128,041  
356,488     

Insurance Australia Group Ltd.

     1,292,895  
234,983     

JB Hi-Fi Ltd.

     8,816,006  
1,043,419     

Medibank Pvt Ltd.

     2,423,515  
185,712     

Mineral Resources Ltd.

     5,366,761  
1,239,959     

Mirvac Group REIT

     2,525,991  
42,620     

Ramsay Health Care Ltd.

     2,044,959  
293,032     

Sonic Healthcare Ltd.

     7,269,700  
112,026     

Suncorp Group Ltd.

     841,973  
2,742,688     

Telstra Corp. Ltd.

     6,306,859  
77,457     

Washington H Soul Pattinson & Co., Ltd.

     1,798,471  
409,583     

Wesfarmers Ltd.

     15,929,162  
400,848     

Woolworths Group Ltd.

     12,159,150  
       

 

 

 
          186,887,682  
       

 

 

 
    

Austria - 0.3%

 

67,256     

Andritz AG

     3,084,270  
4,360     

Mayr Melnhof Karton AG

     880,222  
49,420     

Oesterreichische Post AG(1)

     1,735,427  
110,136     

UNIQA Insurance Group AG

     862,444  
18,623     

Vienna Insurance Group AG Wiener Versicherung Gruppe

     473,952  
       

 

 

 
          7,036,315  
       

 

 

 
    

Belgium - 1.6%

 

11,640     

Ackermans & van Haaren N.V.

     1,751,781  
154,858     

Ageas S.A.

     8,257,385  
6,515     

Cofinimmo S.A. REIT

     970,920  
90,884     

Etablissements Franz Colruyt N.V.

     5,389,918  
6,929     

Financiere de Tubize S.A.

     700,281  
25,845     

Groupe Bruxelles Lambert S.A.

     2,609,501  
310,541     

Proximus SADP

     6,159,191  
14,022     

Sofina S.A.

     4,752,383  
25,616     

UCB S.A.

     2,647,810  
       

 

 

 
          33,239,170  
       

 

 

 
    

Canada - 10.8%

 

98,430     

Algonquin Power & Utilities Corp.(1)

     1,618,610  
249,078     

Alimentation Couche-Tard, Inc. Class B

     8,481,165  
72,430     

Atco Ltd. Class I

     2,074,545  
92,827     

Bank of Montreal

     7,051,646  
75,366     

Bank of Nova Scotia(1)

     4,070,001  
147,728     

Barrick Gold Corp.

     3,362,725  
266,934     

BCE, Inc.

     11,404,409  
63,744     

Cameco Corp.

     853,089  
164,459     

Canadian Apartment Properties REIT

     6,453,144  
18,006     

Canadian Imperial Bank of Commerce(1)

     1,536,587  
10,258     

Canadian National Railway Co.

     1,126,770  
     
    Hartford Multifactor Developed Markets (ex-US) ETF    
 

 

Schedule of Investments – (continued)

December 31, 2020 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
5,539     

Canadian Tire Corp. Ltd. Class A

   $ 727,505  
121,856     

Canadian Utilities Ltd. Class A

     2,973,707  
143,736     

CGI, Inc.*

     11,393,955  
2,188     

Constellation Software, Inc.

     2,838,767  
94,100     

Emera, Inc.

     3,995,926  
238,048     

Empire Co., Ltd. Class A

     6,500,542  
53,779     

Enghouse Systems Ltd.

     2,602,414  
80,901     

Fortis, Inc.(1)

     3,302,082  
96,197     

George Weston Ltd.

     7,179,286  
277,446     

Great-West Lifeco, Inc.

     6,609,487  
204,332     

Hydro One Ltd.(2)

     4,595,064  
106,635     

iA Financial Corp., Inc.

     4,618,618  
31,668     

IGM Financial, Inc.

     857,820  
25,008     

Intact Financial Corp.

     2,958,560  
1,150,804     

Kinross Gold Corp.

     8,436,821  
273,661     

Loblaw Cos., Ltd.

     13,491,874  
19,457     

Magna International, Inc.

     1,376,193  
147,692     

Manulife Financial Corp.

     2,625,764  
212,834     

Metro, Inc.

     9,488,988  
28,782     

National Bank of Canada

     1,618,479  
114,980     

Northland Power, Inc.(1)

     4,121,771  
145,663     

Open Text Corp.

     6,613,146  
65,789     

Parkland Corp.

     2,085,728  
221,910     

Power Corp. of Canada(1)

     5,091,389  
179,487     

Quebecor, Inc. Class B

     4,615,380  
129,104     

Rogers Communications, Inc. Class B

     6,005,261  
142,499     

Royal Bank of Canada

     11,698,564  
90,626     

Saputo, Inc.

     2,534,540  
111,464     

Shaw Communications, Inc. Class B

     1,954,557  
128,306     

Stantec, Inc.

     4,157,356  
166,984     

Sun Life Financial, Inc.

     7,418,598  
50,026     

TC Energy Corp.

     2,032,061  
436,357     

TELUS Corp.

     8,634,663  
3,388     

TMX Group Ltd.

     338,109  
4,095     

Topicus.com, Inc.*(3)(4)

     118,938  
57,675     

Toromont Industries Ltd.

     4,038,155  
66,925     

Toronto-Dominion Bank

     3,778,058  
       

 

 

 
              221,460,817  
       

 

 

 
    

China - 0.3%

 

449,000     

Kerry Logistics Network Ltd.

     984,414  
7,512,500     

Yangzijiang Shipbuilding Holdings Ltd.

     5,428,395  
       

 

 

 
          6,412,809  
       

 

 

 
    

Denmark - 2.3%

 

6,867     

Carlsberg A/S Class B

     1,100,797  
66,887     

Coloplast A/S Class B

     10,220,786  
5,040     

GN Store Nord A/S

     403,631  
192,995     

H. Lundbeck A/S

     6,624,041  
212,302     

Novo Nordisk A/S Class B

     14,889,233  
13,900     

Novozymes AS Class B

     798,562  
65,967     

Pandora A/S

     7,384,487  
4,129     

Rockwool International A/S Class B

     1,546,127  
8,976     

SimCorp AS

     1,336,035  
26,404     

Topdanmark A/S

     1,146,698  
89,386     

Tryg A/S

     2,822,561  
       

 

 

 
          48,272,958  
       

 

 

 
    

Finland - 1.1%

 

80,052     

Elisa Oyj

     4,394,909  
271,684     

Kesko Oyj Class B

     6,994,094  
63,887     

Kone Oyj Class B

     5,195,107  
64,696     

Metsa Board Oyj

     682,349  
28,574     

Nokian Renkaat Oyj

     1,007,597  
85,364     

Orion Oyj Class B

     3,919,900  
13,882     

TietoEVRY Oyj

     456,226  
     
    Hartford Multifactor Developed Markets (ex-US) ETF    
 

 

Schedule of Investments – (continued)

December 31, 2020 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
23,000     

Valmet Oyj

   $ 657,389  
       

 

 

 
              23,307,571  
       

 

 

 
    

France - 5.9%

 

12,255     

Air Liquide S.A.

     2,013,026  
69,239     

Alstom S.A.*

     3,948,677  
21,089     

Arkema S.A.

     2,412,622  
51,749     

AXA S.A.

     1,235,451  
55,840     

BioMerieux

     7,884,477  
332,576     

Bouygues S.A.

     13,692,970  
101,919     

Carrefour S.A.

     1,749,583  
90,298     

Cie Generale des Etablissements Michelin SCA

     11,595,307  
65,300     

Danone S.A.

     4,295,306  
3,350     

Dassault Aviation S.A.*

     3,676,706  
51,226     

Eiffage S.A.*

     4,954,035  
47,309     

Iliad S.A.

     9,730,456  
29,448     

Korian S.A.*(1)

     1,129,215  
8,146     

L’Oreal S.A.

     3,097,755  
2,066     

Legrand S.A.

     184,533  
643,428     

Orange S.A.

     7,663,250  
536,430     

Peugeot S.A.*

     14,682,524  
92,590     

Rubis SCA

     4,302,697  
98,028     

Sanofi

     9,439,447  
6,061     

Sartorius Stedim Biotech

     2,159,521  
17,408     

SEB S.A.

     3,173,634  
47,265     

Societe BIC S.A.

     2,675,266  
4,067     

Sodexo S.A.

     344,451  
203,934     

Suez

     4,047,270  
6,338     

Total S.A.(1)

     273,747  
12,593     

Veolia Environnement S.A.

     308,317  
       

 

 

 
          120,670,243  
       

 

 

 
    

Germany - 4.9%

 

7,350     

adidas AG*

     2,679,042  
25,242     

Allianz SE

     6,198,589  
246,537     

Alstria Office AG REIT

     4,464,425  
50,064     

Bayer AG

     2,949,773  
15,769     

Beiersdorf AG

     1,822,140  
22,549     

Brenntag AG

     1,747,540  
86,605     

Covestro AG(2)

     5,349,141  
80,841     

Deutsche Lufthansa AG*

     1,069,744  
24,231     

Deutsche Post AG

     1,200,737  
506,612     

Deutsche Telekom AG

     9,270,082  
133,264     

Deutsche Wohnen SE

     7,123,880  
72,880     

Fresenius Medical Care AG & Co. KGaA

     6,081,552  
63,081     

Fresenius SE & Co. KGaA

     2,920,595  
20,151     

Gerresheimer AG

     2,163,542  
11,421     

Hannover Rueck SE

     1,820,834  
18,460     

LEG Immobilien AG

     2,869,870  
100,213     

Merck KGaA

     17,209,101  
13,151     

Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen

     3,906,872  
4,007     

SAP SE

     525,674  
82,062     

Software AG

     3,347,568  
58,133     

TAG Immobilien AG*

     1,842,231  
24,303     

Talanx AG*

     944,413  
2,263,414     

Telefonica Deutschland Holding AG

     6,244,997  
181,999     

Uniper SE

     6,288,620  
4,081     

United Internet AG

     171,920  
10,310     

Vonovia SE

     753,860  
       

 

 

 
          100,966,742  
       

 

 

 
    

Hong Kong - 5.0%

 

979,000     

BOC Hong Kong Holdings Ltd.

     2,967,107  
1,683,804     

Cathay Pacific Airways Ltd.*

     1,557,017  
1,917,688     

Champion REIT

     1,120,363  
1,191,920     

Chow Tai Fook Jewellery Group Ltd.

     1,498,768  
793,000     

CK Asset Holdings Ltd.

     4,070,417  
     
    Hartford Multifactor Developed Markets (ex-US) ETF    
 

 

Schedule of Investments – (continued)

December 31, 2020 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
603,500     

CK Hutchison Holdings Ltd.

   $ 4,210,727  
453,980     

CLP Holdings Ltd.

     4,197,962  
466,633     

Dairy Farm International Holdings Ltd.

     1,945,859  
610,000     

Hang Lung Group Ltd.

     1,516,769  
1,905,000     

Hang Lung Properties Ltd.

     5,024,246  
478,310     

Hang Seng Bank Ltd.

     8,247,522  
1,307,000     

Henderson Land Development Co., Ltd.

     5,098,983  
2,196,609     

HK Electric Investments & HK Electric Investments Ltd.

     2,161,523  
118,384     

Hongkong Land Holdings Ltd.

     488,926  
739,000     

Hysan Development Co., Ltd.

     2,711,498  
103,826     

Jardine Matheson Holdings Ltd.

     5,814,256  
34,685     

Jardine Strategic Holdings Ltd.

     862,963  
922,500     

Kerry Properties Ltd.

     2,336,633  
108,000     

MTR Corp. Ltd.

     603,803  
677,750     

New World Development Co., Ltd.

     3,155,436  
1,467,000     

NWS Holdings Ltd.

     1,360,322  
378,494     

Pacific Century Premium Developments Ltd.*

     40,027  
3,763,770     

PCCW Ltd.

     2,266,849  
199,000     

Power Assets Holdings Ltd.

     1,077,916  
2,902,000     

Sino Land Co., Ltd.

     3,780,083  
970,000     

SITC International Holdings Co., Ltd.

     2,094,160  
732,000     

Sun Hung Kai Properties Ltd.

     9,440,471  
539,000     

Swire Pacific Ltd. Class A

     2,989,096  
1,348,400     

Swire Properties Ltd.

     3,921,461  
7,121,792     

WH Group Ltd.(2)

     5,970,150  
1,958,000     

Xinyi Glass Holdings Ltd.

     5,467,052  
1,952,111     

Yue Yuen Industrial Holdings Ltd.

     4,063,410  
       

 

 

 
              102,061,775  
       

 

 

 
    

Ireland - 0.5%

 

33,050     

ICON plc*

     6,444,089  
20,671     

Kerry Group plc Class A

     2,997,102  
       

 

 

 
          9,441,191  
       

 

 

 
    

Israel - 1.4%

 

53,065     

Bank Hapoalim BM*

     363,429  
784,706     

Bank Leumi Le-Israel BM

     4,619,080  
2,000,623     

Bezeq The Israeli Telecommunication Corp. Ltd.*

     1,993,271  
66,775     

Check Point Software Technologies Ltd.*

     8,875,065  
89,438     

First International Bank of Israel Ltd.

     2,371,606  
1     

Isracard Ltd.

     3  
921,276     

Israel Chemicals Ltd.

     4,694,181  
55,139     

Strauss Group Ltd.

     1,655,132  
17,603     

Taro Pharmaceutical Industries Ltd.*

     1,292,412  
98,616     

Tower Semiconductor Ltd.*

     2,560,613  
       

 

 

 
          28,424,792  
       

 

 

 
    

Italy - 3.5%

 

1,460,653     

A2A S.p.A.

     2,331,379  
328,991     

Assicurazioni Generali S.p.A.

     5,740,176  
64,430     

De’ Longhi S.p.A.

     2,032,323  
34,574     

DiaSorin S.p.A.

     7,195,743  
359,993     

Enav S.p.A.(2)

     1,584,809  
669,634     

Enel S.p.A.

     6,780,780  
375,644     

Eni S.p.A.

     3,928,825  
355,160     

Freni Brembo S.p.A.*

     4,693,204  
1,021,745     

Hera S.p.A.

     3,725,465  
6,382     

Interpump Group S.p.A.

     315,003  
671,756     

Iren S.p.A.

     1,747,417  
363,739     

Italgas S.p.A.

     2,314,275  
139,510     

Prysmian S.p.A.

     4,963,882  
191,715     

Recordati S.p.A.

     10,633,188  
277,432     

Snam S.p.A.

     1,561,818  
484,670     

Terna Rete Elettrica Nazionale S.p.A.

     3,706,362  
887,946     

Unipol Gruppo S.p.A.*

     4,248,005  
     
    Hartford Multifactor Developed Markets (ex-US) ETF    
 

 

Schedule of Investments – (continued)

December 31, 2020 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
1,454,371     

UnipolSai Assicurazioni S.p.A.

   $ 3,861,505  
       

 

 

 
              71,364,159  
       

 

 

 
    

Japan - 21.4%

 

92,305     

ABC-Mart, Inc.

     5,131,781  
152,659     

Aeon Co., Ltd.

     5,005,092  
249,482     

Alfresa Holdings Corp.

     4,564,594  
116,241     

ANA Holdings, Inc.*

     2,563,618  
66,888     

Aozora Bank Ltd.

     1,232,872  
782,065     

Astellas Pharma, Inc.

     12,074,305  
171,500     

Azbil Corp.

     9,368,589  
16,459     

Bandai Namco Holdings, Inc.

     1,422,955  
24,800     

Benesse Holdings, Inc.

     483,533  
209,197     

Bic Camera, Inc.

     2,320,021  
322,693     

Bridgestone Corp.

     10,576,717  
332,000     

Brother Industries Ltd.

     6,836,476  
115,997     

Canon Marketing Japan, Inc.

     2,644,747  
316,503     

Canon, Inc.

     6,063,663  
19,182     

Casio Computer Co., Ltd.

     350,402  
43,900     

Chubu Electric Power Co., Inc.

     528,526  
268,800     

Chugoku Electric Power Co., Inc. (The)

     3,147,651  
34,000     

COMSYS Holdings Corp.

     1,055,451  
10,900     

Create SD Holdings Co., Ltd.

     409,100  
73,700     

Dai Nippon Printing Co., Ltd.

     1,324,166  
1,347,017     

Daiwa Securities Group, Inc.

     6,131,997  
71,800     

Ezaki Glico Co., Ltd.

     3,153,789  
179,620     

FUJIFILM Holdings Corp.

     9,460,735  
82,948     

Fujitsu Ltd.

     11,974,817  
537,000     

Haseko Corp.

     6,153,044  
32,900     

Hisamitsu Pharmaceutical Co., Inc.

     1,953,383  
94,773     

Hitachi Ltd.

     3,731,437  
236,700     

Honda Motor Co., Ltd.

     6,596,971  
21,821     

Hoya Corp.

     3,015,988  
39,700     

Iida Group Holdings Co., Ltd.

     801,344  
354,671     

ITOCHU Corp.

     10,182,041  
214,593     

Japan Airlines Co., Ltd.*

     4,146,574  
254,700     

Japan Post Bank Co., Ltd.

     2,089,505  
302,081     

Japan Post Holdings Co., Ltd.

     2,348,885  
124,200     

Japan Tobacco, Inc.

     2,528,630  
428,248     

K’s Holdings Corp.

     5,956,357  
179,700     

Kajima Corp.

     2,405,399  
71,649     

Kaken Pharmaceutical Co., Ltd.

     2,765,473  
342,251     

KDDI Corp.

     10,163,607  
171,900     

Kewpie Corp.

     3,779,486  
213,100     

Kinden Corp.

     3,465,494  
71,400     

Kyowa Exeo Corp.

     2,012,436  
279,200     

Kyushu Railway Co.

     6,016,950  
121,722     

Lawson, Inc.

     5,664,916  
45,800     

Life Corp.

     1,581,452  
14,200     

Matsumotokiyoshi Holdings Co., Ltd.

     605,162  
64,600     

Mazda Motor Corp.

     432,982  
1,425,500     

Mebuki Financial Group, Inc.

     2,802,814  
223,050     

Medipal Holdings Corp.

     4,186,846  
74,416     

MEIJI Holdings Co., Ltd.

     5,232,797  
29,300     

Mitsubishi Corp.

     721,113  
135,600     

Mitsubishi Electric Corp.

     2,044,934  
25,400     

Mitsubishi Heavy Industries Ltd.

     776,429  
428,676     

Mitsubishi UFJ Lease & Finance Co., Ltd.

     2,055,253  
40,900     

Mitsui & Co., Ltd.

     748,516  
12,500     

Mitsui Chemicals, Inc.

     366,240  
12,100     

Morinaga Milk Industry Co., Ltd.

     595,361  
135,617     

NEC Corp.

     7,277,042  
130,300     

NEC Networks & System Integration Corp.

     2,251,491  
108,075     

Nihon Kohden Corp.

     4,019,643  
179,600     

Nikon Corp.

     1,132,448  
72,581     

Nippo Corp.

     1,985,969  
     
    Hartford Multifactor Developed Markets (ex-US) ETF    
 

 

Schedule of Investments – (continued)

December 31, 2020 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
358,406     

Nippon Telegraph & Telephone Corp.

   $ 9,183,622  
29,700     

Nomura Research Institute Ltd.

     1,062,923  
221,400     

Obayashi Corp.

     1,908,528  
17,200     

Oracle Corp. Japan

     2,240,690  
305,300     

ORIX Corp.

     4,685,436  
329,951     

Osaka Gas Co., Ltd.

     6,749,542  
13,800     

Otsuka Corp.

     728,461  
90,104     

Otsuka Holdings Co., Ltd.

     3,855,678  
9,900     

PALTAC Corp.

     537,934  
46,400     

Pan Pacific International Holdings Corp.

     1,073,206  
518,700     

Panasonic Corp.

     5,981,039  
111,366     

Resona Holdings, Inc.

     388,748  
129,369     

Ricoh Co., Ltd.

     848,301  
57,200     

Rinnai Corp.

     6,637,183  
178,600     

Santen Pharmaceutical Co., Ltd.

     2,897,525  
71,968     

Sawai Pharmaceutical Co., Ltd.

     3,262,243  
27,600     

Secom Co., Ltd.

     2,544,135  
321,700     

Sega Sammy Holdings, Inc.

     5,069,552  
238,700     

Seino Holdings Co., Ltd.

     3,363,926  
142,165     

Sekisui Chemical Co., Ltd.

     2,690,594  
422,448     

Sekisui House Ltd.

     8,592,579  
191,889     

Seven & i Holdings Co., Ltd.

     6,800,541  
66,540     

Shimamura Co., Ltd.

     6,986,233  
449,428     

Shimizu Corp.

     3,264,768  
66,700     

Shionogi & Co., Ltd.

     3,640,414  
90,800     

Ship Healthcare Holdings, Inc.

     5,048,109  
469,458     

Skylark Holdings Co., Ltd.*

     7,261,605  
27,600     

Sotetsu Holdings, Inc.

     661,363  
412,493     

Subaru Corp.

     8,240,271  
77,717     

Sugi Holdings Co., Ltd.

     5,193,930  
412,600     

Sumitomo Electric Industries Ltd.

     5,460,970  
176,229     

Sumitomo Forestry Co., Ltd.

     3,676,665  
383,100     

Sumitomo Rubber Industries Ltd.

     3,291,294  
77,700     

Sundrug Co., Ltd.

     3,100,625  
28,107     

Suntory Beverage & Food Ltd.

     993,661  
132,682     

Suzuken Co., Ltd.

     4,793,490  
64,200     

Taisei Corp.

     2,210,577  
274,300     

Teijin Ltd.

     5,154,167  
114,611     

Toho Gas Co., Ltd.

     7,581,899  
215,200     

Tohoku Electric Power Co., Inc.

     1,771,708  
91,500     

Tokio Marine Holdings, Inc.

     4,704,170  
299,096     

Tokyo Gas Co., Ltd.

     6,906,338  
211,572     

Toppan Printing Co., Ltd.

     2,981,619  
54,100     

Toshiba TEC Corp.

     1,951,886  
120,500     

Tosoh Corp.

     1,876,740  
34,119     

Toyo Suisan Kaisha Ltd.

     1,658,941  
119,100     

Toyota Boshoku Corp.

     1,932,224  
67,300     

TS Tech Co., Ltd.

     2,079,394  
89,047     

Tsumura & Co.

     2,673,696  
19,100     

Tsuruha Holdings, Inc.

     2,715,754  
29,949     

West Japan Railway Co.

     1,566,126  
1,067,957     

Yamada Denki Co., Ltd.

     5,668,463  
138,846     

Yamaha Motor Co., Ltd.

     2,829,502  
208,080     

Yamazaki Baking Co., Ltd.

     3,474,550  
35,300     

Yaoko Co., Ltd.

     2,458,298  
94,153     

Zensho Holdings Co., Ltd.

     2,452,200  
       

 

 

 
              439,784,045  
       

 

 

 
    

Luxembourg - 0.3%

 

9,467     

Eurofins Scientific SE*

     794,965  
90,492     

Grand City Properties S.A.

     2,320,722  
76,538     

RTL Group S.A.*

     3,721,574  
       

 

 

 
          6,837,261  
       

 

 

 
    

Netherlands - 4.1%

 

211,039     

ASR Nederland N.V.

     8,482,420  
465,363     

Koninklijke Ahold Delhaize N.V.    

     13,158,715  
     
    Hartford Multifactor Developed Markets (ex-US) ETF    
 

 

Schedule of Investments – (continued)

December 31, 2020 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
55,615     

Koninklijke DSM N.V.

   $ 9,581,120  
1,279,133     

Koninklijke KPN N.V.

     3,892,362  
28,878     

Koninklijke Philips N.V.*

     1,546,908  
187,785     

Koninklijke Vopak N.V.

     9,877,568  
282,288     

NN Group N.V.

     12,271,830  
197,065     

Randstad N.V.*

     12,837,168  
148,402     

Signify N.V.*(2)

     6,269,863  
72,168     

Wolters Kluwer N.V.

     6,098,077  
       

 

 

 
          84,016,031  
       

 

 

 
    

New Zealand - 1.1%

 

118,491     

Chorus Ltd.

     674,830  
67,484     

Contact Energy Ltd.

     432,923  
134,853     

EBOS Group Ltd.

     2,786,602  
375,930     

Fisher & Paykel Healthcare Corp. Ltd. Class C

     8,923,976  
377,152     

Fletcher Building Ltd.*

     1,602,141  
71,895     

Infratil Ltd.

     377,880  
18,984     

Mainfreight Ltd.

     949,959  
269,085     

Mercury NZ Ltd.

     1,265,130  
114,371     

Meridian Energy Ltd.

     611,016  
1,320,593     

Spark New Zealand Ltd.*

     4,483,758  
       

 

 

 
          22,108,215  
       

 

 

 
    

Norway - 0.6%

 

102,127     

Austevoll Seafood ASA

     1,046,086  
16,199     

Equinor ASA

     274,242  
174,484     

Leroy Seafood Group ASA

     1,234,152  
642,327     

Orkla ASA

     6,526,837  
34,689     

Salmar ASA

     2,040,351  
128,542     

Telenor ASA

     2,190,421  
       

 

 

 
          13,312,089  
       

 

 

 
    

Portugal - 0.6%

 

359,789     

Galp Energia SGPS S.A.

     3,853,684  
492,619     

Jeronimo Martins SGPS S.A.

     8,329,921  
       

 

 

 
          12,183,605  
       

 

 

 
    

Russia - 0.5%

 

196,938     

Polymetal International plc

     4,534,746  
3,202,102     

VEON Ltd.

     4,835,174  
       

 

 

 
          9,369,920  
       

 

 

 
    

Singapore - 1.7%

 

5,708,598     

ComfortDelGro Corp. Ltd.

     7,213,225  
266,234     

DBS Group Holdings Ltd.

     5,044,073  
132,600     

Jardine Cycle & Carriage Ltd.

     1,961,435  
1,402,900     

Mapletree Commercial Trust REIT

     2,260,944  
1,092,114     

Oversea-Chinese Banking Corp. Ltd.

     8,312,841  
291,500     

Singapore Exchange Ltd.

     2,046,775  
899,100     

Singapore Technologies Engineering Ltd.

     2,598,692  
88,900     

Singapore Telecommunications Ltd.

     155,959  
416,600     

Venture Corp. Ltd.

     6,121,418  
       

 

 

 
              35,715,362  
       

 

 

 
    

Spain - 1.9%

 

28,831     

Acciona S.A.

     4,116,729  
38,803     

Ebro Foods S.A.

     899,222  
133,709     

Enagas S.A.

     2,939,067  
9,534     

Grifols S.A.

     278,568  
26,951     

Grupo Catalana Occidente S.A.

     961,247  
286,318     

Iberdrola S.A.

     4,098,795  
215,244     

Inmobiliaria Colonial Socimi S.A.

     2,113,478  
2,761,063     

Mapfre S.A.

     5,381,629  
293,242     

Merlin Properties Socimi S.A. REIT

     2,791,435  
60,730     

Naturgy Energy Group S.A.

     1,408,845  
288,783     

Red Electrica Corp. S.A.

     5,927,285  
180,578     

Repsol S.A.*

     933,472  
338,647     

Telefonica S.A.

     1,344,571  
     
    Hartford Multifactor Developed Markets (ex-US) ETF    
 

 

Schedule of Investments – (continued)

December 31, 2020 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
21,843     

Telefonica S.A.

   $ 86,726  
6,048     

Vidrala S.A.

     702,263  
48,132     

Viscofan S.A.

     3,418,675  
96,128     

Zardoya Otis S.A.

     673,948  
       

 

 

 
          38,075,955  
       

 

 

 
    

Sweden - 4.0%

 

178,021     

Axfood AB

     4,157,592  
69,207     

Essity AB Class B

     2,228,936  
24,507     

Getinge AB Class B

     573,244  
120,236     

Holmen AB Class B

     5,762,509  
197,378     

ICA Gruppen AB(1)

     9,875,449  
119,856     

Industrivarden AB Class A*

     4,001,743  
218,702     

Investor AB Class B

     15,956,827  
150,044     

Kinnevik AB Class B

     7,591,221  
112,687     

L E Lundbergforetagen AB Class B*

     6,045,612  
401,534     

Securitas AB Class B

     6,490,510  
179,134     

Skanska AB Class B

     4,574,024  
128,402     

Svenska Handelsbanken AB Class A*

     1,291,439  
337,276     

Swedbank AB Class A*

     5,918,773  
15,012     

Swedish Match AB

     1,165,856  
166,262     

Swedish Orphan Biovitrum AB*

     3,362,673  
688,538     

Telia Co., AB

     2,847,197  
20,464     

Volvo AB Class B*

     482,910  
       

 

 

 
          82,326,515  
       

 

 

 
    

Switzerland - 7.8%

 

138,244     

Adecco Group AG

     9,252,237  
12,161     

Allreal Holding AG

     2,799,664  
5,786     

ALSO Holding AG*

     1,656,042  
58,523     

Baloise Holding AG

     10,427,482  
58,919     

Banque Cantonale Vaudoise

     6,418,802  
27,580     

BKW AG

     3,095,125  
8,839     

Bucher Industries AG

     4,055,771  
19     

Chocoladefabriken Lindt & Spruengli AG

     1,900,107  
150,875     

Credit Suisse Group AG

     1,945,783  
67,398     

DKSH Holding AG

     5,074,197  
1,441     

EMS-Chemie Holding AG

     1,390,546  
85,034     

Galenica AG(2)

     5,675,667  
342     

Givaudan S.A.

     1,443,136  
59,911     

Kuehne + Nagel International AG

     13,609,513  
61,181     

Logitech International S.A.

     5,946,797  
44,530     

Nestle S.A.

     5,252,218  
65,518     

Novartis AG

     6,200,103  
30,508     

PSP Swiss Property AG

     4,082,919  
40,528     

Roche Holding AG

     14,167,263  
25,048     

SFS Group AG

     2,975,327  
1,469     

SGS S.A.

     4,437,163  
7,880     

Swatch Group AG (The)

     2,152,859  
21,909     

Swiss Life Holding AG

     10,221,474  
76,057     

Swiss Prime Site AG

     7,477,067  
25,690     

Swisscom AG

     13,865,828  
8,838     

Tecan Group AG

     4,337,264  
215,100     

UBS Group AG

     3,034,444  
15,897     

Zurich Insurance Group AG

     6,717,042  
       

 

 

 
              159,611,840  
       

 

 

 
    

United Kingdom - 8.7%

 

277,258     

Admiral Group plc

     11,013,672  
82,120     

AstraZeneca plc

     8,221,474  
129,720     

B&M European Value Retail S.A.

     915,329  
1,167,879     

BAE Systems plc

     7,803,357  
9,470     

Bellway plc

     382,525  
30,749     

Berkeley Group Holdings plc

     1,993,173  
1,028,927     

BT Group plc

     1,860,085  
144,394     

Close Brothers Group plc

     2,727,782  
37,755     

Dialog Semiconductor plc*    

     2,064,460  
     
    Hartford Multifactor Developed Markets (ex-US) ETF    
 

 

Schedule of Investments – (continued)

December 31, 2020 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
1,839,939     

Direct Line Insurance Group plc

   $ 8,023,180  
136,968     

DS Smith plc*

     701,357  
191,422     

Electrocomponents plc

     2,277,787  
62,257     

Ferguson plc

     7,560,476  
558,293     

GlaxoSmithKline plc

     10,241,584  
161,021     

Halma plc

     5,390,434  
250,342     

Hikma Pharmaceuticals plc

     8,616,718  
653,848     

Howden Joinery Group plc*

     6,163,487  
796,021     

HSBC Holdings plc*

     4,122,344  
464,428     

IG Group Holdings plc

     5,472,403  
46,336     

IMI plc

     737,899  
20,891     

Intertek Group plc

     1,612,896  
1,781,283     

J Sainsbury plc

     5,490,753  
390,835     

Legal & General Group plc

     1,422,178  
195,225     

Mondi plc

     4,588,704  
347,652     

National Grid plc

     4,110,676  
444,054     

Pearson plc(1)

     4,130,023  
76,353     

Pennon Group plc

     991,522  
189,654     

RELX plc

     4,647,010  
184,085     

Rio Tinto plc

     13,764,427  
291,274     

Sage Group plc

     2,317,273  
74,626     

Schroders plc

     3,404,072  
198,284     

Segro plc REIT

     2,568,415  
50,005     

Smith & Nephew plc

     1,032,150  
161,802     

Spectris plc

     6,232,715  
19,251     

Spirax-Sarco Engineering plc

     2,972,295  
48,388     

SSE plc

     992,159  
797,547     

Standard Chartered plc*

     5,079,271  
441,936     

Tate & Lyle plc

     4,074,078  
602,533     

Tesco plc

     1,905,885  
4,698,333     

WM Morrison Supermarkets plc

     11,390,097  
       

 

 

 
          179,016,125  
       

 

 

 
    

United States - 0.1%

 

15,787     

Waste Connections, Inc.

     1,617,362  
       

 

 

 
    

Total Common Stocks
(cost $1,845,938,336)

   $ 2,043,520,549  
       

 

 

 

Preferred Stocks - 0.2%

 

    

Germany - 0.2%

 

61,694     

Fuchs Petrolub SE

     3,505,555  
       

 

 

 
    

Total Preferred Stocks
(cost $2,926,909)

   $ 3,505,555  
       

 

 

 
    

Total Long-Term Investments
(cost $1,848,865,245)

   $     2,047,026,104  
       

 

 

 

Short-Term Investments - 1.1%

 

    

Securities Lending Collateral - 1.1%

 

22,591,711     

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(5)

     22,591,711  
896,007     

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(5)

     896,007  
       

 

 

 
          23,487,718  
       

 

 

 
    

U.S. Treasury Bill - 0.0%

 

    

U.S. Treasury Bills - 0.0%

 

234,000     

0.06%, 02/25/2021(6)(7)

     233,979  
       

 

 

 
    

Total Short-Term Investments
(cost $23,721,697)

   $ 23,721,697  
       

 

 

 
     
    Hartford Multifactor Developed Markets (ex-US) ETF    
 

 

Schedule of Investments – (continued)

December 31, 2020 (Unaudited)

 

 

Shares or Principal Amount

           

Market Value

 
    

Total Investments
(cost $1,872,586,942)

       100.8%      $ 2,070,747,801  
     Other Assets and Liabilities        (0.8)%        (17,110,022
         

 

 

    

 

 

 
     Total Net Assets        100.0%      $     2,053,637,779  
         

 

 

    

 

 

 

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

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

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

 

*

Non-income producing.

(1)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(2)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At December 31, 2020, the aggregate value of these securities was $29,444,694, representing 1.4% of net assets.

(3)

Investment valued using significant unobservable inputs.

(4)

This security is valued in good faith at fair value as determined under policies and procedures established by and under the supervision of the Board of Trustees. At December 31, 2020, the aggregate fair value of this security was $118,938, which represented 0.0% of total net assets. This amount excludes securities that are principally traded in certain foreign markets and whose prices are adjusted pursuant to a third-party pricing service methodology approved by the Board of Trustees.

(5)

Current yield as of period end.

(6)

The rate shown represents current yield to maturity.

(7)

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of December 31, 2020, the market value of securities pledged was $233,979.

 

                                 Futures Contracts Outstanding at December 31, 2020  
Description    Number
of
Contracts
         Expiration Date              Current    
Notional
Amount
     Value and
Unrealized
Appreciation/
    (Depreciation)    
 

Long position contracts:

 

MSCI EAFE Index Future

     26        03/19/2021      $       2,770,040      $ 44,021    
           

 

 

 
                      
           

 

 

 

Total futures contracts

 

   $ 44,021    
           

 

 

 
     
    Hartford Multifactor Developed Markets (ex-US) ETF    
 

Schedule of Investments – (continued)

December 31, 2020 (Unaudited)

 

 

    Fair Value Summary

    The following is a summary of the fair valuations according to the inputs used as of December 31, 2020 in valuing the Fund’s investments.

 

Description    Total    Level 1    Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Australia

   $ 186,887,682      $ 186,887,682      $ —       $                     —   

Austria

     7,036,315        7,036,315        —         —   

Belgium

     33,239,170        33,239,170        —         —   

Canada

     221,460,817        221,341,879        —         118,938  

China

     6,412,809        6,412,809        —         —   

Denmark

     48,272,958        48,272,958        —         —   

Finland

     23,307,571        23,307,571        —         —   

France

     120,670,243        120,670,243        —         —   

Germany

     100,966,742        100,966,742        —         —   

Hong Kong

     102,061,775        102,061,775        —         —   

Ireland

     9,441,191        9,441,191        —         —   

Israel

     28,424,792        28,424,792        —         —   

Italy

     71,364,159        71,364,159        —         —   

Japan

     439,784,045        439,784,045        —         —   

Luxembourg

     6,837,261        6,837,261        —         —   

Netherlands

     84,016,031        84,016,031        —         —   

New Zealand

     22,108,215        22,108,215        —         —   

Norway

     13,312,089        13,312,089        —         —   

Portugal

     12,183,605        12,183,605        —         —   

Russia

     9,369,920        9,369,920        —         —   

Singapore

     35,715,362        35,715,362        —         —   

Spain

     38,075,955        37,989,229        86,726        —   

Sweden

     82,326,515        82,326,515        —         —   

Switzerland

     159,611,840        159,611,840        —         —   

United Kingdom

     179,016,125        179,016,125        —         —   

United States

     1,617,362        1,617,362        —         —   

Preferred Stocks

     3,505,555        3,505,555        —         —   

Short-Term Investments

     23,721,697        23,487,718        233,979        —   

Futures Contracts(2)

     44,021        44,021        —         —   
  

 

 

 

  

 

 

 

  

 

 

    

 

 

 

Total

   $   2,070,791,822      $   2,070,352,179      $           320,705      $ 118,938  
  

 

 

 

  

 

 

 

  

 

 

    

 

 

 

 

(1)

For the period ended December 31, 2020, there were no transfers in and out of Level 3.

 

(2)

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

Level 3 investments at the beginning and/or end of the period in relation to net assets were not significant and accordingly, a reconciliation of Level 3 assets for period ended December 31, 2020 is not presented.

     
    Hartford Multifactor Diversified International ETF    
 

 

Schedule of Investments

December 31, 2020 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 99.3%

 

    

Australia - 7.2%

 

2,860     

AGL Energy Ltd.

   $ 26,373  
240     

Ampol Ltd.

     5,263  
265     

Ansell Ltd.

     7,112  
384     

Australia & New Zealand Banking Group Ltd.

     6,726  
1,590     

BHP Group Ltd.

     52,058  
4,222     

BlueScope Steel Ltd.

     56,948  
23     

CSL Ltd.

     5,026  
2,767     

Dexus REIT

     20,070  
3,695     

Fortescue Metals Group Ltd.

     66,805  
882     

JB Hi-Fi Ltd.

     33,091  
884     

Mineral Resources Ltd.

     25,546  
237     

Sonic Healthcare Ltd.

     5,880  
930     

Wesfarmers Ltd.

     36,169  
1,312     

Woolworths Group Ltd.

     39,798  
       

 

 

 
                  386,865  
       

 

 

 
    

Austria - 0.5%

 

89     

Mayr Melnhof Karton AG

     17,968  
213     

Oesterreichische Post AG(1)

     7,479  
       

 

 

 
          25,447  
       

 

 

 
    

Belgium - 1.6%

 

39     

Ackermans & van Haaren N.V.

     5,869  
195     

Ageas S.A.

     10,398  
405     

Etablissements Franz Colruyt N.V.

     24,019  
84     

Sofina S.A.

     28,470  
154     

UCB S.A.

     15,918  
       

 

 

 
          84,674  
       

 

 

 
    

Brazil - 0.3%

 

2,000     

Telefonica Brasil S.A.

     17,905  
       

 

 

 
    

Canada - 4.4%

 

418     

Alimentation Couche-Tard, Inc. Class B

     14,233  
96     

Bank of Montreal

     7,293  
100     

Bank of Nova Scotia

     5,400  
800     

Barrick Gold Corp.

     18,210  
200     

BCE, Inc.

     8,545  
156     

Canadian Apartment Properties REIT

     6,121  
72     

CGI, Inc.*

     5,707  
1,082     

Empire Co., Ltd. Class A

     29,547  
200     

George Weston Ltd.

     14,926  
53     

Great-West Lifeco, Inc.

     1,263  
3,000     

Kinross Gold Corp.

     21,994  
478     

Loblaw Cos., Ltd.

     23,566  
525     

Manulife Financial Corp.

     9,334  
253     

Power Corp. of Canada(1)

     5,805  
395     

Royal Bank of Canada

     32,428  
300     

Stantec, Inc.

     9,720  
213     

Sun Life Financial, Inc.

     9,463  
100     

TC Energy Corp.

     4,062  
100     

Toronto-Dominion Bank

     5,645  
       

 

 

 
          233,262  
       

 

 

 
    

Chile - 0.3%

 

134     

Empresa Nacional de Telecomunicaciones S.A.

     831  
97,140     

Enel Americas S.A.

     15,861  
       

 

 

 
          16,692  
       

 

 

 
    

China - 7.5%

 

145,000     

Bank of China Ltd. Class H

     49,556  
68,000     

Bank of Communications Co., Ltd. Class H

     35,956  
24,000     

China Construction Bank Corp. Class H

     18,231  
26,000     

China Everbright Bank Co., Ltd. Class H

     9,892  
3,000     

China Life Insurance Co., Ltd. Class H

     6,616  
     
    Hartford Multifactor Diversified International ETF    
 

 

Schedule of Investments – (continued)

December 31, 2020 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
37,000     

China Minsheng Banking Corp. Ltd. Class H

   $ 21,092  
2,000     

China National Building Material Co., Ltd. Class H

     2,404  
4,000     

China Petroleum & Chemical Corp. Class H

     1,790  
64,000     

China Telecom Corp. Ltd. Class H

     17,746  
29,500     

Great Wall Motor Co., Ltd. Class H

     101,202  
13,000     

Industrial & Commercial Bank of China Ltd. Class H

     8,433  
47,000     

People’s Insurance Co., Group of China Ltd. Class H

     14,911  
18,000     

PICC Property & Casualty Co., Ltd. Class H

     13,627  
2,000     

Ping An Insurance Group Co., of China Ltd. Class H

     24,504  
7,000     

Postal Savings Bank of China Co., Ltd. Class H(2)

     3,954  
6,000     

Sinopharm Group Co., Ltd. Class H

     14,594  
239     

Vipshop Holdings Ltd. ADR*

     6,718  
24,000     

Weichai Power Co., Ltd. Class H

     48,162  
5,000     

Yangzijiang Shipbuilding Holdings Ltd.

     3,613  
       

 

 

 
          403,001  
       

 

 

 
    

Denmark - 1.5%

 

106     

Coloplast A/S Class B

     16,198  
740     

Novo Nordisk A/S Class B

     51,898  
99     

Pandora A/S

     11,082  
       

 

 

 
          79,178  
       

 

 

 
    

Finland - 0.4%

 

113     

Kone Oyj Class B

     9,189  
241     

Orion Oyj Class B

     11,067  
       

 

 

 
          20,256  
       

 

 

 
    

France - 3.5%

 

95     

BioMerieux

     13,414  
1,186     

Bouygues S.A.

     48,830  
111     

Cie de Saint-Gobain*

     5,093  
93     

Cie Generale des Etablissements Michelin SCA

     11,942  
89     

Eiffage S.A.*

     8,607  
9     

L’Oreal S.A.

     3,422  
275     

Orange S.A.

     3,275  
1,191     

Peugeot S.A.*

     32,599  
266     

Sanofi

     25,614  
100     

Schneider Electric SE

     14,475  
421     

Total S.A.(1)

     18,184  
       

 

 

 
                  185,455  
       

 

 

 
    

Germany - 2.9%

 

19     

adidas AG*

     6,925  
121     

Allianz SE

     29,714  
280     

Bayer AG

     16,498  
157     

Deutsche Post AG

     7,780  
768     

Deutsche Telekom AG

     14,053  
441     

Deutsche Wohnen SE

     23,574  
88     

Fresenius Medical Care AG & Co. KGaA

     7,343  
213     

Merck KGaA

     36,577  
21     

Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen

     6,239  
124     

Uniper SE

     4,285  
       

 

 

 
          152,988  
       

 

 

 
    

Hong Kong - 3.2%

 

8,000     

China Resources Cement Holdings Ltd.

     8,935  
3,000     

CK Asset Holdings Ltd.

     15,399  
8,000     

Hang Lung Group Ltd.

     19,892  
4,300     

Hang Lung Properties Ltd.

     11,341  
2,000     

Henderson Land Development Co., Ltd.

     7,803  
5,000     

Hysan Development Co., Ltd.

     18,346  
8,500     

Kerry Properties Ltd.

     21,530  
2,000     

New World Development Co., Ltd.

     9,311  
2,000     

Sino Land Co., Ltd.

     2,605  
4,000     

Sun Art Retail Group Ltd.

     4,065  
3,000     

Sun Hung Kai Properties Ltd.

     38,690  
10,000     

WH Group Ltd.(2)    

     8,383  
     
    Hartford Multifactor Diversified International ETF    
 

 

Schedule of Investments – (continued)

December 31, 2020 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
3,000     

Yue Yuen Industrial Holdings Ltd.

   $ 6,245  
       

 

 

 
          172,545  
       

 

 

 
    

India - 0.3%

 

249     

Dr. Reddy’s Laboratories Ltd. ADR

     17,751  
       

 

 

 
    

Indonesia - 2.5%

 

42,600     

Adaro Energy Tbk PT

     4,336  
13,600     

Astra International Tbk PT

     5,832  
11,500     

Bank Negara Indonesia Persero Tbk PT

     5,054  
484,600     

Buana Lintas Lautan Tbk PT*

     12,072  
182,200     

Bukit Asam Tbk PT

     36,440  
40,700     

Indofood Sukses Makmur Tbk PT

     19,843  
24,000     

Kalbe Farma Tbk PT

     2,528  
258,600     

Mitra Adiperkasa Tbk PT*

     14,541  
40,500     

Sarana Menara Nusantara Tbk PT

     2,767  
68,000     

Telekomunikasi Indonesia Persero Tbk PT

     16,020  
7,100     

United Tractors Tbk PT

     13,442  
       

 

 

 
                  132,875  
       

 

 

 
    

Israel - 2.4%

 

552     

Airport City Ltd.*

     8,373  
12,595     

Bezeq The Israeli Telecommunication Corp. Ltd.*

     12,549  
99     

Check Point Software Technologies Ltd.*

     13,158  
140     

Danel Adir Yeoshua Ltd.

     23,083  
15     

Nova Measuring Instruments Ltd.*

     1,059  
265     

Rami Levy Chain Stores Hashikma Marketing Ltd.

     18,570  
1,065     

Shufersal Ltd.

     8,226  
434     

Taro Pharmaceutical Industries Ltd.*

     31,864  
407     

Tower Semiconductor Ltd.*

     10,568  
       

 

 

 
          127,450  
       

 

 

 
    

Italy - 1.7%

 

2,901     

Enel S.p.A.

     29,376  
511     

Eni S.p.A.

     5,344  
477     

Prysmian S.p.A.

     16,972  
63     

Recordati S.p.A.

     3,494  
13,704     

UnipolSai Assicurazioni S.p.A.

     36,386  
       

 

 

 
          91,572  
       

 

 

 
    

Japan - 13.9%

 

100     

Aeon Co., Ltd.

     3,279  
400     

Alfresa Holdings Corp.

     7,318  
3,100     

Astellas Pharma, Inc.

     47,861  
700     

Bridgestone Corp.

     22,943  
2,200     

Brother Industries Ltd.

     45,302  
200     

Canon, Inc.

     3,832  
100     

Chugai Pharmaceutical Co., Ltd.

     5,330  
100     

Dai Nippon Printing Co., Ltd.

     1,797  
2,700     

Daiwa Securities Group, Inc.

     12,291  
100     

Eisai Co., Ltd.

     7,140  
300     

Fujitsu Ltd.

     43,310  
1,300     

Haseko Corp.

     14,896  
300     

Hitachi Ltd.

     11,812  
1,000     

Honda Motor Co., Ltd.

     27,871  
100     

Hoya Corp.

     13,821  
1,400     

ITOCHU Corp.

     40,192  
2,800     

K’s Holdings Corp.

     38,944  
700     

Kajima Corp.

     9,370  
1,600     

KDDI Corp.

     47,514  
2,800     

Kyushu Financial Group, Inc.

     11,472  
10,000     

Mebuki Financial Group, Inc.

     19,662  
100     

MEIJI Holdings Co., Ltd.

     7,032  
1,400     

Mitsubishi Electric Corp.

     21,113  
400     

NEC Corp.

     21,463  
300     

Nippon Gas Co., Ltd.

     16,069  
1,300     

Nippon Telegraph & Telephone Corp.

     33,310  
500     

Olympus Corp.    

     10,928  
     
    Hartford Multifactor Diversified International ETF    
 

 

Schedule of Investments – (continued)

December 31, 2020 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
300     

ORIX Corp.

   $ 4,604  
700     

Osaka Gas Co., Ltd.

     14,319  
2,500     

Panasonic Corp.

     28,827  
100     

Sawai Pharmaceutical Co., Ltd.

     4,533  
700     

Sekisui House Ltd.

     14,238  
800     

Seven & i Holdings Co., Ltd.

     28,352  
100     

Shimamura Co., Ltd.

     10,499  
700     

Shimizu Corp.

     5,085  
1,000     

Subaru Corp.

     19,977  
500     

Sumitomo Electric Industries Ltd.

     6,618  
300     

Taisei Corp.

     10,330  
100     

Toho Gas Co., Ltd.

     6,615  
400     

Tokio Marine Holdings, Inc.

     20,565  
700     

Tokyo Gas Co., Ltd.

     16,163  
100     

Toppan Printing Co., Ltd.

     1,409  
200     

Yamaha Motor Co., Ltd.

     4,076  
       

 

 

 
          742,082  
       

 

 

 
    

Luxembourg - 0.1%

 

138     

RTL Group S.A.*

     6,710  
       

 

 

 
    

Malaysia - 2.8%

 

28,600     

BerMaz Auto Bhd

     10,309  
18,300     

CIMB Group Holdings Bhd

     19,562  
10,700     

DiGi.Com Bhd

     11,013  
3,900     

KLCCP Stapled Group

     6,864  
16,600     

Malayan Banking Bhd

     34,913  
3,100     

Petronas Dagangan Bhd

     16,492  
2,000     

Petronas Gas Bhd

     8,542  
23,100     

RHB Bank Bhd

     31,298  
2,900     

TIME dotCom Bhd

     9,560  
       

 

 

 
                  148,553  
       

 

 

 
    

Mexico - 0.6%

 

4,000     

America Movil S.A.B. de C.V. Class L

     2,909  
5,900     

Coca-Cola Femsa S.A.B. de C.V.

     27,138  
90     

Gruma S.A.B. de C.V. Class B

     1,071  
       

 

 

 
          31,118  
       

 

 

 
    

Netherlands - 1.7%

 

1,624     

Koninklijke Ahold Delhaize N.V.

     45,920  
54     

Koninklijke DSM N.V.

     9,303  
449     

NN Group N.V.

     19,519  
802     

Royal Dutch Shell plc Class A

     14,228  
       

 

 

 
          88,970  
       

 

 

 
    

New Zealand - 2.1%

 

1,014     

EBOS Group Ltd.

     20,953  
1,990     

Fisher & Paykel Healthcare Corp. Ltd. Class C

     47,240  
12,547     

Spark New Zealand Ltd.*

     42,600  
       

 

 

 
          110,793  
       

 

 

 
    

Norway - 1.3%

 

132     

Austevoll Seafood ASA

     1,352  
241     

Equinor ASA

     4,080  
5,049     

Europris ASA(2)

     30,134  
1,903     

Orkla ASA

     19,337  
1,246     

Veidekke ASA

     16,124  
       

 

 

 
          71,027  
       

 

 

 
    

Philippines - 1.8%

 

4,200     

First Gen Corp.

     2,462  
730     

Globe Telecom, Inc.

     30,858  
3,030     

Manila Electric Co.

     18,424  
1,040     

Metropolitan Bank & Trust Co.

     1,062  
1,615     

PLDT, Inc.

     45,063  
       

 

 

 
    

    

     97,869  
       

 

 

 
     
    Hartford Multifactor Diversified International ETF    
 

 

Schedule of Investments – (continued)

December 31, 2020 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
    

Poland - 0.7%

 

813     

Asseco Poland S.A.

   $ 14,859  
580     

Jastrzebska Spolka Weglowa S.A.*

     4,039  
1,102     

Polski Koncern Naftowy ORLEN S.A.

     17,071  
382     

Powszechny Zaklad Ubezpieczen S.A.*

     3,318  
       

 

 

 
          39,287  
       

 

 

 
    

Singapore - 0.5%

 

2,100     

Oversea-Chinese Banking Corp. Ltd.

     15,985  
600     

Venture Corp. Ltd.

     8,816  
       

 

 

 
          24,801  
       

 

 

 
    

South Africa - 0.4%

 

574     

AngloGold Ashanti Ltd.

     13,385  
207     

Kumba Iron Ore Ltd.

     8,777  
       

 

 

 
          22,162  
       

 

 

 
    

South Korea - 6.7%

 

42     

Binggrae Co., Ltd.

     2,208  
107     

Chongkundang Holdings Corp.

     12,559  
92     

CJ Corp.

     7,800  
407     

Daesang Corp.

     9,760  
2,044     

Daesang Holdings Co., Ltd.

     19,192  
1,195     

DongKook Pharmaceutical Co., Ltd.

     32,177  
143     

DoubleUGames Co., Ltd.

     7,925  
171     

GS Home Shopping, Inc.

     21,881  
692     

Handsome Co., Ltd.

     19,270  
151     

Huons Co., Ltd.

     8,590  
197     

Hyundai Home Shopping Network Corp.

     14,780  
366     

Hyundai Marine & Fire Insurance Co., Ltd.

     7,665  
415     

KEPCO Plant Service & Engineering Co., Ltd.

     11,346  
149     

Kia Motors Corp.

     8,559  
1,553     

Korea Information & Communications Co., Ltd.*

     12,967  
2,385     

Korean Reinsurance Co.

     17,323  
1,720     

Kyungdong Pharm Co., Ltd.

     17,734  
3,394     

LG Uplus Corp.

     36,711  
18     

NongShim Co., Ltd.

     4,971  
166     

S-1 Corp.

     12,989  
685     

Samsung Electronics Co., Ltd.

     51,077  
14     

SK Holdings Co., Ltd.

     3,099  
221     

Spigen Korea Co., Ltd.

     13,244  
23     

Woongjin Coway Co., Ltd.*

     1,539  
       

 

 

 
              355,366  
       

 

 

 
    

Spain - 0.3%

 

1,083     

Iberdrola S.A.

     15,504  
       

 

 

 
    

Sweden - 4.2%

 

195     

Axfood AB

     4,554  
230     

Holmen AB Class B

     11,023  
195     

ICA Gruppen AB(1)

     9,757  
1,246     

Industrivarden AB Class A*

     41,601  
746     

Investor AB Class B

     54,429  
672     

Kinnevik AB Class B

     33,999  
1,041     

L E Lundbergforetagen AB Class B*

     55,849  
338     

Securitas AB Class B

     5,464  
440     

Volvo AB Class B*

     10,383  
       

 

 

 
          227,059  
       

 

 

 
    

Switzerland - 3.1%

 

636     

Credit Suisse Group AG

     8,202  
109     

Kuehne + Nagel International AG

     24,761  
40     

Nestle S.A.

     4,718  
140     

Roche Holding AG

     48,939  
35     

Swiss Life Holding AG

     16,329  
53     

Swisscom AG

     28,606  
1,205     

UBS Group AG    

     16,999  
     
    Hartford Multifactor Diversified International ETF    
 

 

Schedule of Investments – (continued)

December 31, 2020 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
42     

Zurich Insurance Group AG

   $ 17,747  
       

 

 

 
          166,301  
       

 

 

 
    

Taiwan - 6.6%

 

3,000     

Asustek Computer, Inc.

     26,746  
7,000     

Chicony Electronics Co., Ltd.

     21,475  
1,000     

China Development Financial Holding Corp.

     331  
3,000     

ChipMOS Technologies, Inc.

     3,668  
1,000     

Chunghwa Telecom Co., Ltd.

     3,879  
10,000     

Compal Electronics, Inc.

     7,367  
1,000     

Far EasTone Telecommunications Co., Ltd.

     2,178  
2,000     

Foxconn Technology Co., Ltd.

     3,801  
2,000     

Getac Technology Corp.

     3,481  
4,000     

Great Wall Enterprise Co., Ltd.

     7,232  
12,800     

Hon Hai Precision Industry Co., Ltd.

     41,910  
13,000     

Lite-On Technology Corp.

     23,041  
16,000     

Pegatron Corp.

     38,323  
23,000     

Pou Chen Corp.

     25,703  
2,000     

Powertech Technology, Inc.

     6,755  
6,000     

Radiant Opto-Electronics Corp.

     24,343  
8,000     

Sigurd Microelectronics Corp.

     12,883  
55     

Silicon Motion Technology Corp. ADR

     2,648  
4,000     

Synnex Technology International Corp.

     6,691  
4,000     

Systex Corp.

     12,485  
5,000     

Tripod Technology Corp.

     21,087  
2,000     

United Integrated Services Co., Ltd.

     15,375  
19,000     

Wistron Corp.

     20,962  
5,000     

Zhen Ding Technology Holding Ltd.

     20,286  
       

 

 

 
              352,650  
       

 

 

 
    

Thailand - 2.7%

 

3,300     

Advanced Info Service PCL NVDR

     19,386  
3,300     

Bangkok Bank PCL NVDR

     13,052  
9,100     

Charoen Pokphand Foods PCL NVDR

     8,125  
205,400     

Jasmine International PCL NVDR

     21,802  
47,400     

Krung Thai Bank PCL NVDR

     17,561  
3,500     

MK Restaurants Group PCL NVDR

     5,754  
8,700     

PTT PCL NVDR

     12,342  
1,004     

Siam Cement PCL NVDR

     12,667  
12,500     

Siam Makro PCL NVDR

     16,480  
8,500     

Tipco Asphalt PCL NVDR

     4,965  
22,100     

United Paper PCL NVDR

     9,589  
       

 

 

 
          141,723  
       

 

 

 
    

Turkey - 3.4%

 

4,670     

AG Anadolu Grubu Holding AS*

     16,600  
1,282     

Alkim Alkali Kimya AS

     2,570  
74,107     

Dogan Sirketler Grubu Holding AS

     30,610  
23,074     

Haci Omer Sabanci Holding AS

     35,577  
21,279     

Halk Gayrimenkul Yatirim Ortakligi AS REIT

     9,190  
8,648     

Is Yatirim Menkul Degerler AS Class A

     20,548  
21,359     

Koza Anadolu Metal Madencilik Isletmeleri AS*

     44,514  
1,566     

Tekfen Holding AS

     3,496  
3,714     

Tofas Turk Otomobil Fabrikasi AS

     16,950  
       

 

 

 
          180,055  
       

 

 

 
    

United Kingdom - 6.2%

 

394     

Admiral Group plc

     15,651  
109     

Anglo American plc

     3,612  
239     

Ashtead Group plc

     11,232  
113     

AstraZeneca plc

     11,313  
2,893     

BAE Systems plc

     19,330  
210     

Ferguson plc

     25,502  
1,573     

GlaxoSmithKline plc

     28,856  
648     

Hikma Pharmaceuticals plc

     22,304  
475     

Howden Joinery Group plc*

     4,478  
165     

HSBC Holdings plc*    

     855  
     
    Hartford Multifactor Diversified International ETF    
 

 

Schedule of Investments – (continued)

December 31, 2020 (Unaudited)

 

 

Shares or Principal Amount

           

Market Value

 
2,119     

IG Group Holdings plc

        $ 24,968  
496     

Kingfisher plc*

          1,833  
3,908     

Legal & General Group plc

          14,221  
715     

Mondi plc

          16,806  
970     

National Grid plc

          11,469  
622     

RELX plc

          15,241  
712     

Rio Tinto plc

          53,238  
757     

Segro plc REIT

          9,806  
384     

Spectris plc

          14,792  
671     

Standard Chartered plc*

          4,273  
9,791     

WM Morrison Supermarkets plc

          23,736  
            

 

 

 
               333,516  
            

 

 

 
    

Total Common Stocks
(cost $4,656,971)

        $ 5,303,462  
            

 

 

 
Preferred Stocks - 0.4%

 

    

Brazil - 0.3%

 

6,600     

Itau S.A. *

          14,905  
            

 

 

 
    

Chile - 0.1%

 

3,003     

Embotelladora Andina S.A. Class B*

          7,730  
            

 

 

 
    

Total Preferred Stocks
(cost $20,500)

        $ 22,635  
            

 

 

 
    

Total Long-Term Investments
(cost $4,677,471)

        $     5,326,097  
            

 

 

 
Short-Term Investments - 0.8%

 

    

Securities Lending Collateral - 0.8%

 

39,313     

Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 0.01%(3)

 

     39,313  
1,559     

Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 0.03%(3)

 

     1,559  
            

 

 

 
               40,872  
            

 

 

 
    

Total Short-Term Investments
(cost $40,872)

        $ 40,872  
            

 

 

 
    

Total Investments
(cost $4,718,343)

       100.5%      $ 5,366,969  
    

Other Assets and Liabilities

       (0.5)%        (26,924
         

 

 

    

 

 

 
    

Total Net Assets

       100.0%      $ 5,340,045  
         

 

 

    

 

 

 

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

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

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

 

*

Non-income producing.

(1)

Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(2)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At December 31, 2020, the aggregate value of these securities was $42,471, representing 0.8% of net assets.

(3)

Current yield as of period end.

     
    Hartford Multifactor Diversified International ETF    
 

 

Schedule of Investments – (continued)

December 31, 2020 (Unaudited)

 

 

    Fair Value Summary

    The following is a summary of the fair valuations according to the inputs used as of December 31, 2020 in valuing the Fund’s investments.

 

Description    Total    Level 1    Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Australia

   $ 386,865      $ 386,865      $ —       $                 —   

Austria

     25,447        25,447        —         —   

Belgium

     84,674        84,674        —         —   

Brazil

     17,905        17,905        —         —   

Canada

     233,262        233,262        —         —   

Chile

     16,692        16,692        —         —   

China

     403,001        403,001        —         —   

Denmark

     79,178        79,178        —         —   

Finland

     20,256        20,256        —         —   

France

     185,455        185,455        —         —   

Germany

     152,988        152,988        —         —   

Hong Kong

     172,545        172,545        —         —   

India

     17,751        17,751        —         —   

Indonesia

     132,875        132,875        —         —   

Israel

     127,450        127,450        —         —   

Italy

     91,572        91,572        —         —   

Japan

     742,082        742,082        —         —   

Luxembourg

     6,710        6,710        —         —   

Malaysia

     148,553        148,553        —         —   

Mexico

     31,118        31,118        —         —   

Netherlands

     88,970        88,970        —         —   

New Zealand

     110,793        110,793        —         —   

Norway

     71,027        71,027        —         —   

Philippines

     97,869        97,869        —         —   

Poland

     39,287        39,287        —         —   

Singapore

     24,801        24,801        —         —   

South Africa

     22,162        22,162        —         —   

South Korea

     355,366        355,366        —         —   

Spain

     15,504        15,504        —         —   

Sweden

     227,059        227,059        —         —   

Switzerland

     166,301        166,301        —         —   

Taiwan

     352,650        352,650        —         —   

Thailand

     141,723        141,723        —         —   

Turkey

     180,055        180,055        —         —   

United Kingdom

     333,516        333,516        —         —   

Preferred Stocks

     22,635        22,635        —         —   

Short-Term Investments

     40,872        40,872        —         —   
  

 

 

 

  

 

 

 

  

 

 

    

 

 

 

Total

   $       5,366,969      $       5,366,969      $                 —       $ —   
  

 

 

 

  

 

 

 

  

 

 

    

 

 

 

 

(1)

  For the period ended December 31, 2020, there were no transfers in and out of Level 3.

     
    Hartford Multifactor Emerging Markets ETF    
 

 

Schedule of Investments

December 31, 2020 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 96.9%

 

    

Brazil - 2.5%

 

7,622     

B2W Cia Digital*

   $ 110,951  
10,993     

B3 S.A. - Brasil Bolsa Balcao

     131,174  
7,679     

Banco do Brasil S.A.

     57,361  
13,840     

BB Seguridade Participacoes S.A.

     78,950  
9,706     

Equatorial Energia S.A.

     43,277  
3,452     

JBS S.A.

     15,724  
5,632     

Lojas Americanas S.A.

     28,506  
11,629     

Magazine Luiza S.A.

     55,859  
24,441     

Telefonica Brasil S.A.

     218,803  
33,317     

TIM S.A.

     93,969  
7,921     

Transmissora Alianca de Energia Eletrica S.A.

     50,827  
15,191     

Vale S.A.

     255,757  
       

 

 

 
          1,141,158  
       

 

 

 
    

Chile - 2.5%

 

2,366,896     

Banco de Chile

     241,687  
2,925,148     

Banco Santander Chile

     140,391  
1,348     

Cia Cervecerias Unidas S.A.

     9,955  
625,554     

Colbun S.A.

     110,495  
11,822     

Empresa Nacional de Telecomunicaciones S.A.

     73,361  
9,405     

Empresas COPEC S.A.

     95,440  
2,007,302     

Enel Americas S.A.

     327,751  
40,073     

SACI Falabella

     148,335  
       

 

 

 
          1,147,415  
       

 

 

 
    

China - 22.6%

 

661,000     

Agricultural Bank of China Ltd. Class H

     242,104  
7,200     

Alibaba Group Holding Ltd.*

     215,986  
10,000     

ANTA Sports Products Ltd.

     158,502  
1,215,000     

Bank of China Ltd. Class H

     415,245  
757,000     

Bank of Communications Co., Ltd. Class H

     400,279  
3,500     

BYD Co., Ltd. Class H

     91,722  
13,000     

China Communications Construction Co., Ltd. Class H

     5,617  
9,000     

China Conch Venture Holdings Ltd.

     43,759  
558,000     

China Construction Bank Corp. Class H

     423,869  
607,000     

China Everbright Bank Co., Ltd. Class H

     230,937  
4,000     

China International Capital Corp. Ltd. Class H*(1)

     10,833  
55,000     

China Life Insurance Co., Ltd. Class H

     121,295  
3,000     

China Mengniu Dairy Co., Ltd.*

     18,107  
24,000     

China Merchants Bank Co., Ltd. Class H

     151,667  
561,000     

China Minsheng Banking Corp. Ltd. Class H

     319,792  
138,000     

China National Building Material Co., Ltd. Class H

     165,874  
5,600     

China Pacific Insurance Group Co., Ltd. Class H

     21,919  
350,000     

China Petroleum & Chemical Corp. Class H

     156,632  
55,500     

China Railway Construction Corp. Ltd. Class H

     30,349  
141,000     

China Railway Group Ltd. Class H

     62,191  
578,000     

China Telecom Corp. Ltd. Class H

     160,269  
8,600     

China Vanke Co., Ltd. Class H

     29,669  
80,000     

CNOOC Ltd.

     74,079  
65,071     

Country Garden Holdings Co., Ltd.

     89,963  
71,440     

CSPC Pharmaceutical Group Ltd.

     73,063  
5,400     

ENN Energy Holdings Ltd.

     79,254  
46,000     

Fosun International Ltd.

     72,258  
21,000     

Geely Automobile Holdings Ltd.

     71,771  
320,500     

Great Wall Motor Co., Ltd. Class H

     1,099,493  
80,000     

Guangzhou Automobile Group Co., Ltd. Class H

     88,936  
587,000     

Industrial & Commercial Bank of China Ltd. Class H

     380,793  
3,583     

JD.com, Inc. ADR*

     314,946  
76     

JOYY, Inc.

     6,078  
182,000     

Lenovo Group Ltd.

     171,817  
28,500     

Li Ning Co., Ltd.

     195,909  
15,000     

Longfor Properties Co., Ltd.(1)

     87,827  
1,638     

NetEase, Inc. ADR    

     156,871  
     
    Hartford Multifactor Emerging Markets ETF    
 

 

Schedule of Investments – (continued)

December 31, 2020 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
154     

New Oriental Education & Technology Group, Inc. ADR*

   $ 28,615  
500,000     

People’s Insurance Co., Group of China Ltd. Class H

     158,631  
298,000     

PetroChina Co., Ltd. Class H

     92,238  
216,000     

PICC Property & Casualty Co., Ltd. Class H

     163,521  
37,500     

Ping An Insurance Group Co., of China Ltd. Class H

     459,449  
486,000     

Postal Savings Bank of China Co., Ltd. Class H(1)

     274,532  
167,000     

Powerlong Real Estate Holdings Ltd.

     115,227  
2,271     

Semiconductor Manufacturing International Corp.*

     6,473  
40,000     

Shandong Weigao Group Medical Polymer Co., Ltd. Class H

     90,381  
41,200     

Sinopharm Group Co., Ltd. Class H

     100,212  
1,617     

TAL Education Group ADR*

     115,632  
3,400     

Tencent Holdings Ltd.

     247,309  
61,000     

Times China Holdings, Ltd.

     84,807  
38,000     

Tingyi Cayman Islands Holding Corp.

     64,886  
16,000     

Tsingtao Brewery Co., Ltd. Class H

     167,555  
23,191     

Vipshop Holdings Ltd. ADR*

     651,899  
187,000     

Weichai Power Co., Ltd. Class H

     375,261  
32,000     

Xinyi Solar Holdings Ltd.

     83,571  
2,842     

Yum China Holdings, Inc.

     162,250  
42,000     

Zhongsheng Group Holdings Ltd.

     299,271  
6,997     

ZTO Express Cayman, Inc. ADR

     204,033  
       

 

 

 
          10,385,428  
       

 

 

 
    

Colombia - 0.3%

 

196,898     

Grupo Energia Bogota S.A. ESP

     152,545  
       

 

 

 
    

Hong Kong - 1.8%

 

10,500     

China Mobile Ltd.

     59,854  
26,500     

China Overseas Land & Investment Ltd.

     57,622  
204,000     

China Resources Cement Holdings Ltd.

     227,840  
10,000     

China Resources Gas Group Ltd.

     53,200  
56,000     

Hopson Development Holdings Ltd.

     142,711  
14,500     

Shimao Group Holdings Ltd.

     46,190  
33,750     

Sino Biopharmaceutical Ltd.

     32,645  
186,000     

Sun Art Retail Group Ltd.

     189,026  
       

 

 

 
          809,088  
       

 

 

 
    

India - 4.2%

 

5,233     

Dr. Reddy’s Laboratories Ltd. ADR

     373,061  
4,156     

HDFC Bank Ltd. ADR*

     300,312  
10,142     

ICICI Bank Ltd. ADR*

     150,710  
28,168     

Infosys Ltd. ADR

     477,448  
6,858     

Reliance Industries Ltd. GDR(1)

     375,133  
524     

State Bank of India GDR*

     19,624  
7,434     

Vedanta Ltd. ADR

     65,270  
11,520     

Wipro Ltd. ADR

     65,088  
1,298     

WNS Holdings Ltd. ADR*

     93,521  
       

 

 

 
          1,920,167  
       

 

 

 
    

Indonesia - 3.8%

 

680,500     

Astra International Tbk PT

     291,816  
164,700     

Bank Mandiri Persero Tbk PT

     74,144  
316,200     

Bank Rakyat Indonesia Persero Tbk PT

     93,847  
4,117,200     

Buana Lintas Lautan Tbk PT*

     102,564  
721,300     

Bukit Asam Tbk PT

     144,260  
168,600     

Indofood Sukses Makmur Tbk PT

     82,200  
908,900     

Merdeka Copper Gold Tbk PT*

     157,197  
2,072,300     

Mitra Adiperkasa Tbk PT*

     116,521  
3,901,000     

Sarana Menara Nusantara Tbk PT

     266,545  
1,136,300     

Telekomunikasi Indonesia Persero Tbk PT

     267,698  
80,400     

Unilever Indonesia Tbk PT

     42,060  
55,600     

United Tractors Tbk PT

     105,264  
       

 

 

 
          1,744,116  
       

 

 

 
    

Malaysia - 4.2%

 

68,400     

Axis Real Estate Investment Trust REIT

     34,519  
34,800     

BerMaz Auto Bhd

     12,544  
219,300     

CIMB Group Holdings Bhd

     234,429  
     
    Hartford Multifactor Emerging Markets ETF    
 

 

Schedule of Investments – (continued)

December 31, 2020 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
197,100     

DiGi.Com Bhd

   $ 202,857  
32,900     

Hartalega Holdings Bhd

     99,293  
59,200     

KLCCP Stapled Group

     104,198  
168,000     

Malayan Banking Bhd

     353,332  
51,000     

MISC Bhd

     87,103  
84,200     

Petronas Chemicals Group Bhd

     155,527  
12,900     

Petronas Dagangan Bhd

     68,629  
46,700     

Petronas Gas Bhd

     199,455  
57,600     

RHB Bank Bhd

     78,041  
26,680     

Supermax Corp. Bhd*

     39,862  
48,400     

Tenaga Nasional Bhd

     125,377  
31,200     

TIME dotCom Bhd

     102,849  
13,100     

Top Glove Corp. Bhd

     19,931  
       

 

 

 
              1,917,946  
       

 

 

 
    

Mexico - 4.2%

 

558,152     

America Movil S.A.B. de C.V. Class L

     405,893  
5,360     

Arca Continental S.A.B. de C.V.

     25,598  
60,375     

Coca-Cola Femsa S.A.B. de C.V.

     277,703  
27,526     

El Puerto de Liverpool S.A.B. de C.V. Class C1*

     96,342  
23,286     

Fomento Economico Mexicano S.A.B. de C.V.

     176,385  
17,738     

Gruma S.A.B. de C.V. Class B

     211,132  
61,049     

Grupo Bimbo S.A.B. de C.V. Class A

     132,206  
3,575     

Grupo Elektra S.A.B. de C.V.

     236,384  
17,365     

Grupo Financiero Banorte S.A.B. de C.V. Class O*

     95,559  
99,887     

Wal-Mart de Mexico S.A.B. de C.V.

     280,228  
       

 

 

 
          1,937,430  
       

 

 

 
    

Philippines - 2.7%

 

9,365     

Ayala Corp.

     161,272  
19,730     

Bank of the Philippine Islands

     33,422  
42,030     

BDO Unibank, Inc.

     93,471  
19,200     

First Gen Corp.

     11,254  
6,110     

Globe Telecom, Inc.

     258,276  
51,801     

JG Summit Holdings, Inc.

     77,232  
18,650     

Manila Electric Co.

     113,399  
11,970     

PLDT, Inc.

     333,999  
7,640     

SM Investments Corp.

     166,884  
       

 

 

 
          1,249,209  
       

 

 

 
    

Poland - 2.9%

 

6,840     

Asseco Poland S.A.

     125,014  
1,800     

Bank Polska Kasa Opieki S.A.*

     29,517  
981     

Budimex S.A.

     80,960  
377     

CD Projekt S.A.*

     27,794  
2,775     

Dino Polska S.A.*(1)

     215,535  
1,299     

KGHM Polska Miedz S.A.*

     63,800  
4,173     

LiveChat Software S.A.

     117,597  
16     

LPP S.A.*

     35,577  
18,690     

Polski Koncern Naftowy ORLEN S.A.

     289,529  
6,557     

Powszechna Kasa Oszczednosci Bank Polski S.A.*

     50,541  
28,232     

Powszechny Zaklad Ubezpieczen S.A.*

     245,193  
96,276     

Tauron Polska Energia S.A.*

     70,334  
1,467     

X-Trade Brokers Dom Maklerski S.A.(1)

     7,048  
       

 

 

 
          1,358,439  
       

 

 

 
    

Russia - 2.8%

 

5,055     

Gazprom Neft PJSC ADR

     108,430  
37,652     

Gazprom PJSC ADR

     210,625  
3,935     

LUKOIL PJSC ADR

     268,367  
9,369     

MMC Norilsk Nickel PJSC ADR

     292,313  
7,565     

Mobile TeleSystems PJSC ADR

     67,707  
1,515     

Polyus PJSC GDR

     152,712  
10,723     

Sberbank of Russia PJSC ADR

     155,698  
288     

Severstal PAO GDR

     5,060  
1,836     

Surgutneftegas PJSC ADR

     8,478  
       

 

 

 
    

    

     1,269,390  
       

 

 

 
     
    Hartford Multifactor Emerging Markets ETF    
 

 

Schedule of Investments – (continued)

December 31, 2020 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
    

South Africa - 2.6%

 

5,950     

Absa Group Ltd.

   $ 48,552  
13,524     

AngloGold Ashanti Ltd.

     315,360  
31,158     

Gold Fields Ltd.

     291,815  
7,153     

Kumba Iron Ore Ltd.

     303,291  
368     

Naspers Ltd. Class N

     75,644  
2,275     

Shoprite Holdings Ltd.

     21,683  
16,678     

Vodacom Group Ltd.

     141,236  
       

 

 

 
              1,197,581  
       

 

 

 
    

South Korea - 14.5%

 

1,225     

Binggrae Co., Ltd.

     64,391  
1,408     

Boryung Pharmaceutical Co., Ltd.

     24,692  
567     

Chongkundang Holdings Corp.

     66,549  
751     

CJ Corp.

     63,672  
328     

Com2uSCorp

     48,099  
2,963     

Daesang Corp.

     71,054  
14,554     

Daesang Holdings Co., Ltd.

     136,657  
5,411     

Danawa Co., Ltd.

     153,170  
573     

DB Insurance Co., Ltd.

     23,077  
10,047     

DongKook Pharmaceutical Co., Ltd.

     270,528  
2,977     

Doosan Infracore Co., Ltd.*

     21,705  
4,441     

DoubleUGames Co., Ltd.

     246,109  
1,781     

F&F Co., Ltd.

     138,375  
1,495     

GS Home Shopping, Inc.

     191,296  
3,049     

Hancom, Inc.*

     52,908  
9,360     

Handsome Co., Ltd.

     260,646  
1,687     

Hankook Tire & Technology Co., Ltd.

     61,187  
188     

Hansol Chemical Co., Ltd.

     34,007  
866     

Hanssem Co., Ltd.

     83,308  
879     

Hite Jinro Co., Ltd.

     25,772  
677     

Huons Co., Ltd.

     38,515  
7,244     

HyosungITX Co., Ltd.

     154,709  
2,594     

Hyundai Home Shopping Network Corp.

     194,616  
1,596     

Hyundai Livart Furniture Co., Ltd.

     23,434  
6,789     

Hyundai Marine & Fire Insurance Co., Ltd.

     142,180  
352     

Hyundai Motor Co.*

     62,215  
3,037     

JB Financial Group Co., Ltd.

     15,768  
1,851     

KC Co., Ltd.

     47,114  
687     

KEPCO Plant Service & Engineering Co., Ltd.

     18,783  
5,018     

Kginicis Co., Ltd.

     93,080  
2,995     

Kia Motors Corp.

     172,041  
643     

KoMiCo Ltd.

     29,566  
27,292     

Korea Information & Communications Co., Ltd.*

     227,873  
19,357     

Korean Reinsurance Co.

     140,593  
330     

KT&G Corp.*

     25,244  
12,779     

Kyungdong Pharm Co., Ltd.

     131,754  
165     

LG Chem Ltd.

     125,159  
1,844     

LG Electronics, Inc.*

     229,163  
27,091     

LG Uplus Corp.

     293,031  
2,726     

Mcnex Co., Ltd.

     101,381  
859     

NAVER Corp.

     231,297  
32     

NCSoft Corp.

     27,425  
2,271     

Neowiz*

     46,934  
135     

NHN Corp.*

     9,271  
516     

NongShim Co., Ltd.

     142,502  
702     

Orion Corp/Republic of Korea

     80,133  
275     

Protec Co., Ltd.

     6,936  
1,182     

S&T Motiv Co., Ltd.

     53,752  
1,720     

S-1 Corp.

     134,585  
270     

Samsung Electro-Mechanics Co., Ltd.

     44,242  
8,703     

Samsung Electronics Co., Ltd.

     648,940  
154     

Samsung SDI Co., Ltd.*

     89,029  
16,689     

Shinsung Tongsang Co., Ltd.*

     26,348  
454     

SK Discovery Co., Ltd.

     27,458  
559     

SK Holdings Co., Ltd.    

     123,759  
     
    Hartford Multifactor Emerging Markets ETF    
 

 

Schedule of Investments – (continued)

December 31, 2020 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
3,064     

SK Hynix, Inc.*

   $ 334,239  
369     

SK Telecom Co., Ltd.

     80,845  
2,555     

Spigen Korea Co., Ltd.

     153,117  
129     

Suheung Co., Ltd.

     6,056  
1,798     

Woongjin Coway Co., Ltd.*

     120,330  
       

 

 

 
          6,690,619  
       

 

 

 
    

Taiwan - 15.8%

 

10,000     

Accton Technology Corp.

     112,464  
26,000     

Asustek Computer, Inc.

     231,796  
14,000     

Cathay Financial Holding Co., Ltd.

     21,051  
38,000     

Cheng Loong Corp.

     45,982  
33,000     

Cheng Uei Precision Industry Co., Ltd.

     55,317  
77,431     

Chicony Electronics Co., Ltd.

     237,546  
287,000     

China Development Financial Holding Corp.

     94,993  
5,000     

Chipbond Technology Corp.

     11,816  
83,000     

ChipMOS Technologies, Inc.

     101,468  
87,000     

Chunghwa Telecom Co., Ltd.

     337,497  
9,000     

Cleanaway Co., Ltd.

     52,530  
253,000     

Compal Electronics, Inc.

     186,387  
37,000     

Delta Electronics, Inc.

     346,324  
36,000     

Dynapack International Technology Corp.

     108,136  
21,000     

Far EasTone Telecommunications Co., Ltd.

     45,740  
2,000     

FLEXium Interconnect, Inc.

     8,613  
21,301     

Foxconn Technology Co., Ltd.

     40,482  
35,000     

Getac Technology Corp.

     60,912  
4,000     

Global Mixed Mode Technology, Inc.

     22,706  
17,000     

Great Wall Enterprise Co., Ltd.

     30,735  
35,000     

Greatek Electronics, Inc.

     69,756  
151,224     

Hon Hai Precision Industry Co., Ltd.

     495,146  
10,240     

Innodisk Corp.

     60,497  
134,000     

Inventec Corp.

     114,457  
46,000     

ITE Technology, Inc.

     111,488  
12,000     

King Yuan Electronics Co., Ltd.

     14,841  
149,245     

Lite-On Technology Corp.

     264,517  
1,000     

Lotes Co., Ltd.

     16,887  
10,000     

MediaTek, Inc.

     265,855  
3,000     

Micro-Star International Co., Ltd.

     14,147  
5,000     

momo.com, Inc.

     113,353  
12,000     

Novatek Microelectronics Corp.

     157,591  
143,000     

Pegatron Corp.

     342,512  
180,000     

Pou Chen Corp.

     201,153  
41,000     

Powertech Technology, Inc.

     138,476  
6,000     

Poya International Co., Ltd.

     122,998  
2,000     

President Chain Store Corp.

     18,969  
7,000     

Primax Electronics Ltd.

     12,145  
14,000     

Quanta Computer, Inc.

     40,309  
47,000     

Radiant Opto-Electronics Corp.

     190,690  
41,000     

Shin Kong Financial Holding Co., Ltd.

     12,855  
106,534     

Sigurd Microelectronics Corp.

     171,566  
11,000     

Simplo Technology Co., Ltd.

     137,021  
64,832     

SinoPac Financial Holdings Co., Ltd.

     26,419  
129,000     

Synnex Technology International Corp.

     215,781  
60,000     

Systex Corp.

     187,273  
6,000     

Taiwan Mobile Co., Ltd.

     21,119  
17,000     

Taiwan Semiconductor Manufacturing Co., Ltd.

     320,663  
22,000     

Topco Scientific Co., Ltd.

     93,565  
49,000     

Tripod Technology Corp.

     206,652  
8,000     

TXC Corp.

     21,325  
17,000     

United Integrated Services Co., Ltd.

     130,686  
163,000     

United Microelectronics Corp.

     273,523  
229,686     

Wistron Corp.

     253,408  
12,000     

Yulon Nissan Motor Co., Ltd.

     110,613  
44,000     

Zhen Ding Technology Holding Ltd.

     178,518  
       

 

 

 
    

    

     7,279,269  
       

 

 

 
     
    Hartford Multifactor Emerging Markets ETF    
 

 

Schedule of Investments – (continued)

December 31, 2020 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
    

Thailand - 4.5%

 

52,836     

Advanced Info Service PCL NVDR

   $ 310,385  
20,400     

Bangkok Bank PCL NVDR

     80,688  
167,600     

Bangkok Dusit Medical Services PCL NVDR

     116,358  
226,200     

Charoen Pokphand Foods PCL NVDR

     201,964  
6,000     

Com7 PCL NVDR

     7,810  
38,700     

CP ALL PCL NVDR*

     75,243  
54,400     

Home Product Center PCL NVDR

     24,876  
39,200     

Intouch Holdings PCL NVDR

     73,598  
841,200     

Jasmine International PCL NVDR

     89,286  
253,500     

Krung Thai Bank PCL NVDR

     93,920  
48,600     

MK Restaurants Group PCL NVDR

     79,892  
41,400     

PTT Exploration & Production PCL NVDR

     135,766  
189,300     

PTT PCL NVDR

     268,533  
18,600     

Siam Cement PCL NVDR

     234,673  
101,700     

Siam Makro PCL NVDR

     134,084  
39,100     

Sri Trang Agro-Industry PCL NVDR

     34,584  
90,200     

Tipco Asphalt PCL NVDR

     52,687  
185,500     

United Paper PCL NVDR

     80,491  
       

 

 

 
          2,094,838  
       

 

 

 
    

Turkey - 5.0%

 

21,008     

AG Anadolu Grubu Holding AS*

     74,676  
101,054     

Aksa Enerji Uretim AS*

     101,156  
11,149     

Aksigorta AS

     13,950  
69,048     

Alkim Alkali Kimya AS

     138,421  
5,312     

BIM Birlesik Magazalar A.S.

     53,960  
378,924     

Dogan Sirketler Grubu Holding AS

     156,515  
104,543     

Enka Insaat ve Sanayi AS

     103,664  
133,933     

Haci Omer Sabanci Holding AS

     206,508  
437,703     

Halk Gayrimenkul Yatirim Ortakligi AS REIT

     189,038  
180,294     

Is Yatirim Menkul Degerler AS Class A

     428,388  
135,727     

Koza Anadolu Metal Madencilik Isletmeleri AS*

     282,867  
66,426     

Tofas Turk Otomobil Fabrikasi AS

     303,151  
29,446     

Turk Telekomunikasyon AS

     33,834  
38,262     

Vestel Beyaz Esya Sanayi ve Ticaret AS

     210,448  
       

 

 

 
          2,296,576  
       

 

 

 
    

Total Common Stocks
(cost $37,946,627)

   $     44,591,214  
       

 

 

 

Preferred Stocks - 2.8%

 

    

Brazil - 2.4%

 

44,836     

Banco Bradesco S.A.

     234,271  
3,478     

Cia de Transmissao de Energia Eletrica Paulista

     18,621  
1,401     

Cia Paranaense de Energia

     20,213  
205,318     

Itau S.A. *

     463,667  
61,455     

Itau Unibanco Holding S.A.

     374,229  
       

 

 

 
          1,111,001  
       

 

 

 
    

Chile - 0.4%

 

45,228     

Embotelladora Andina S.A. Class B*

     116,428  
1,246     

Sociedad Quimica y Minera de Chile S.A. Series B

     60,678  
       

 

 

 
          177,106  
       

 

 

 
    

Total Preferred Stocks
(cost $1,058,565)

   $ 1,288,107  
       

 

 

 
    

Total Long-Term Investments
(cost $39,005,192)

   $ 45,879,321  
       

 

 

 

Short-Term Investments - 0.0%

 

    

U.S. Treasury Bills - 0.0%

 

$    8,000     

    0.06%, 02/25/2021(2)(3)

     7,999  
13,000     

    0.18%, 02/25/2021(2)(3)

   $ 12,997  
       

 

 

 
          20,996  
       

 

 

 
    

Total Short-Term Investments
(cost $20,996)    

   $ 20,996  
       

 

 

 
     
    Hartford Multifactor Emerging Markets ETF    
 

 

Schedule of Investments – (continued)

December 31, 2020 (Unaudited)

 

 

Shares or Principal Amount

           

Market Value

 
    

Total Investments
(cost $39,026,188)

       99.7%      $ 45,900,317  
    

Other Assets and Liabilities

       0.3%        129,757  
         

 

 

    

 

 

 
    

Total Net Assets

       100.0%      $     46,030,074  
         

 

 

    

 

 

 

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

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

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

 

*

Non-income producing.

(1)

Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and may be sold in transactions that are exempt from registration (typically only to qualified institutional buyers) or in a public offering registered under the Securities Act of 1933. At December 31, 2020, the aggregate value of these securities was $970,908, representing 2.1% of net assets.

(2)

The rate shown represents current yield to maturity.

(3)

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of December 31, 2020, the market value of securities pledged was $20,996.

 

Futures Contracts Outstanding at December 31, 2020  
Description    Number
of
Contracts
         Expiration Date         

        Current        

Notional
Amount

      Value and  
Unrealized
Appreciation/
  (Depreciation)  
 

Long position contracts:

 

MSCI Emerging Market Index Future

     3        03/19/2021      $ 193,230     $ 4,304  
          

 

 

 
          
          

 

 

 

Total futures contracts

 

  $ 4,304  
          

 

 

 
     
    Hartford Multifactor Emerging Markets ETF    
 

 

Schedule of Investments – (continued)

December 31, 2020 (Unaudited)

 

 

Fair Value Summary

The following is a summary of the fair valuations according to the inputs used as of December 31, 2020 in valuing the Fund’s investments.

 

Description    Total    Level 1    Level 2      Level 3(1)  

Assets

 

Common Stocks

 

Brazil

   $ 1,141,158      $ 1,141,158      $ —       $ —   

Chile

     1,147,415        1,147,415        —         —   

China

     10,385,428        10,385,428        —         —   

Colombia

     152,545        152,545        —         —   

Hong Kong

     809,088        809,088        —         —   

India

     1,920,167        1,920,167        —         —   

Indonesia

     1,744,116        1,744,116        —         —   

Malaysia

     1,917,946        1,917,946        —         —   

Mexico

     1,937,430        1,937,430        —         —   

Philippines

     1,249,209        1,249,209        —         —   

Poland

     1,358,439        1,358,439        —         —   

Russia

     1,269,390        1,269,390        —         —   

South Africa

     1,197,581        1,197,581        —         —   

South Korea

     6,690,619        6,690,619        —         —   

Taiwan

     7,279,269        7,279,269        —         —   

Thailand

     2,094,838        2,094,838        —         —   

Turkey

     2,296,576        2,296,576        —         —   

Preferred Stocks

     1,288,107        1,288,107        —         —   

Short-Term Investments

     20,996        —         20,996        —   

Futures Contracts(2)

     4,304        4,304        —         —   
  

 

 

 

  

 

 

 

  

 

 

    

 

 

 

Total

   $     45,904,621      $     45,883,625      $             20,996      $                     —   
  

 

 

 

  

 

 

 

  

 

 

    

 

 

 

 

(1)

For the period ended December 31, 2020, there were no transfers in and out of Level 3.

(2)

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

     
    Hartford Multifactor Small Cap ETF    
 

 

Schedule of Investments

December 31, 2020 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 

Common Stocks - 98.9%

 

    

Automobiles & Components - 0.6%

 

373     

Patrick Industries, Inc.

   $ 25,495  
596     

Stoneridge, Inc.*

     18,017  
       

 

 

 
          43,512  
       

 

 

 
    

Banks - 7.1%

 

2,707     

Bancorp, Inc.*

     36,951  
67     

BancorpSouth Bank

     1,838  
864     

Bank OZK

     27,017  
231     

Berkshire Hills Bancorp, Inc.

     3,955  
495     

Capitol Federal Financial, Inc.

     6,187  
200     

Cathay General Bancorp

     6,438  
316     

Central Pacific Financial Corp.

     6,007  
101     

City Holding Co.

     7,025  
111     

Community Trust Bancorp, Inc.

     4,113  
659     

CVB Financial Corp.

     12,850  
134     

Farmers National Banc Corp.

     1,778  
3,227     

First BanCorp

     29,753  
249     

First Busey Corp.

     5,366  
575     

First Community Bankshares, Inc.

     12,408  
334     

First Financial Corp.

     12,976  
487     

First Hawaiian, Inc.

     11,483  
1,536     

First Interstate BancSystem, Inc. Class A

     62,623  
113     

First Merchants Corp.

     4,227  
143     

Fulton Financial Corp.

     1,819  
36     

Great Southern Bancorp, Inc.

     1,760  
202     

Heartland Financial USA, Inc.

     8,155  
447     

Heritage Commerce Corp.

     3,965  
325     

Heritage Financial Corp.

     7,602  
392     

Hilltop Holdings, Inc.

     10,784  
225     

HomeStreet, Inc.

     7,594  
1,958     

Hope Bancorp, Inc.

     21,362  
536     

Independent Bank Corp.

     11,537  
172     

Lakeland Financial Corp.

     9,216  
283     

Meridian Bancorp, Inc.

     4,219  
112     

Midland States Bancorp, Inc.

     2,001  
334     

Mr Cooper Group, Inc.*

     10,364  
151     

NBT Bancorp, Inc.

     4,847  
346     

Nicolet Bankshares, Inc.*

     22,957  
937     

Northwest Bancshares, Inc.

     11,937  
1,170     

Old National Bancorp

     19,375  
52     

Park National Corp.

     5,460  
73     

Peoples Bancorp, Inc.

     1,978  
140     

Preferred Bank

     7,066  
72     

QCR Holdings, Inc.

     2,850  
205     

Renasant Corp.

     6,904  
190     

S&T Bancorp, Inc.

     4,720  
57     

ServisFirst Bancshares, Inc.

     2,297  
532     

Simmons First National Corp. Class A

     11,486  
76     

Stock Yards Bancorp, Inc.

     3,076  
248     

Towne Bank

     5,823  
221     

TriCo Bancshares

     7,797  
1,772     

TrustCo Bank Corp.

     11,819  
702     

Trustmark Corp.

     19,172  
37     

UMB Financial Corp.

     2,553  
179     

Univest Financial Corp.

     3,684  
328     

Walker & Dunlop, Inc.

     30,183  
90     

Washington Federal, Inc.

     2,317  
62     

Washington Trust Bancorp, Inc.

     2,778  
871     

Waterstone Financial, Inc.

     16,392  
       

 

 

 
                  560,844  
       

 

 

 
    

Capital Goods - 7.6%

 

95     

Alamo Group, Inc.    

     13,105  
     
    Hartford Multifactor Small Cap ETF    
 

 

Schedule of Investments – (continued)

December 31, 2020 (Unaudited)

 

 

Shares or Principal Amount

  

Market Value

 
1,098     

Alpha Pro Tech Ltd.*

   $ 12,243  
101     

Ameresco, Inc. Class A*

     5,276  
317     

Applied Industrial Technologies, Inc.

     24,723  
1,013     

Atkore International Group, Inc.*

     41,645  
249     

Blue Bird Corp.*

     4,547  
1,637     

BMC Stock Holdings, Inc.*

     87,874  
333     

Boise Cascade Co.

     15,917  
1,298     

Builders FirstSource, Inc.*

     52,971  
368     

Comfort Systems USA, Inc.

     19,379  
466     

Federal Signal Corp.

     15,457  
194     

Foundation Building Materials, Inc.*

     3,727  
1,550     

GMS, Inc.*

     47,244  
1,840     

Great Lakes Dredge & Dock Corp.*

     24,233  
445     

IES Holdings, Inc.*

     20,488  
103     

Kadant, Inc.

     14,521  
1,974     

Meritor, Inc.*

     55,094  
669     

Miller Industries, Inc.

     25,435  
835     

MSC Industrial Direct Co., Inc. Class A

     70,466  
185     

MYR Group, Inc.*

     11,119  
217     

National Presto Industries, Inc.

     19,189  
268     

Orion Ener