Hartford Multifactor Developed Markets (ex-US) ETF

 

 

Schedule of Investments

December 31, 2019 (Unaudited)

 

Shares or Principal Amount

       Market Value    

Common Stocks - 99.7%

  
   Australia - 8.5%   

868,417

   AGL Energy Ltd.    $ 12,532,618  

526,537

   Amcor plc      5,762,913  

209,883

   Ansell Ltd.      4,283,007  

515,542

   Aurizon Holdings Ltd.      1,895,354  

386,608

   AusNet Services      462,002  

320,296

   Australia & New Zealand Banking Group Ltd.      5,545,497  

980,157

   Bendigo & Adelaide Bank Ltd.      6,738,435  

421,545

   BHP Group Ltd.      11,532,974  

927,480

   Caltex Australia Ltd.      22,134,456  

452,992

   CIMIC Group Ltd.      10,552,796  

995,767

   Coca-Cola Amatil Ltd.      7,741,719  

48,557

   Cochlear Ltd.      7,670,743  

195,035

   Coles Group Ltd.      2,034,562  

125,823

   Commonwealth Bank of Australia      7,066,939  

41,752

   CSL Ltd.      8,093,439  

848,758

   Dexus REIT      6,980,624  

1,430,446

   GPT Group REIT      5,630,980  

406,596

   Insurance Australia Group Ltd.      2,189,356  

37,001

   Macquarie Group Ltd.      3,585,459  

2,932,758

   Mirvac Group REIT      6,555,833  

176,148

   National Australia Bank Ltd.      3,049,767  

1,195,572

   Orora Ltd.      2,672,559  

2,134,042

   Qantas Airways Ltd.      10,665,890  

66,627

   Ramsay Health Care Ltd.      3,396,976  

3,421,666

   Scentre Group REIT      9,212,148  

381,763

   Sonic Healthcare Ltd.      7,715,360  

869,250

   South32 Ltd.      1,649,806  

801,522

   Stockland REIT      2,603,047  

117,044

   Suncorp Group Ltd.      1,066,298  

3,439,278

   Telstra Corp. Ltd.      8,558,449  

3,017,108

   Vicinity Centres REIT      5,280,982  

5,514,567

   Viva Energy Group Ltd.(1)      7,442,814  

48,496

   Washington H Soul Pattinson & Co., Ltd.      732,941  

747,672

   Wesfarmers Ltd.      21,758,852  

150,328

   Westpac Banking Corp.      2,560,459  

600,455

   Whitehaven Coal Ltd.      1,114,317  

477,116

   Woolworths Group Ltd.      12,127,658  
     

 

 

 

        240,598,029  
     

 

 

 

   Austria - 0.3%   

76,406

   BAWAG Group AG*(1)      3,482,087  

17,535

   Lenzing AG      1,629,755  

19,690

   Oesterreichische Post AG      751,469  

20,322

   OMV AG      1,142,397  

158,805

   UNIQA Insurance Group AG      1,621,261  
     

 

 

 

        8,626,969  
     

 

 

 

   Belgium - 1.8%   

15,068

   Ackermans & van Haaren N.V.      2,362,861  

185,143

   Ageas      10,948,112  

204,992

   Colruyt S.A.      10,695,207  

23,624

   Elia System Operator S.A.      2,097,568  

466,130

   Proximus SADP      13,352,847  

13,327

   Sofina S.A.      2,881,209  

101,836

   Telenet Group Holding N.V.      4,579,293  

59,803

   UCB S.A.      4,759,435  
     

 

 

 

        51,676,532  
     

 

 

 

   Canada - 11.1%   

150,171

   Air Canada*      5,617,733  

298,093

   Alimentation Couche-Tard, Inc. Class B      9,473,231  

72,248

   Atco Ltd. Class I      2,772,919  

236,345

   Bank of Montreal      18,342,596  

121,417

   Bank of Nova Scotia      6,867,890  

 

 Hartford Multifactor Developed Markets (ex-US) ETF

 

 

Schedule of Investments – (continued)

December 31, 2019 (Unaudited)

 

226,246

     BCE, Inc.(2)    $         10,496,209  

184,596

     Canadian Apartment Properties REIT      7,546,122  

19,123

     Canadian Imperial Bank of Commerce      1,593,546  

49,679

     Canadian Tire Corp. Ltd. Class A      5,353,877  

60,972

     Canadian Utilities Ltd. Class A      1,841,738  

243,455

     Capital Power Corp.      6,456,462  

194,573

     CGI, Inc.*      16,305,570  

3,454

     Constellation Software, Inc.      3,359,203  

77,711

     Emera, Inc.      3,343,356  

418,421

     Empire Co., Ltd. Class A      9,828,497  

4,058

     Fairfax Financial Holdings Ltd.      1,908,097  

39,550

     Fortis, Inc.      1,643,304  

140,804

     George Weston Ltd.      11,186,141  

575,969

     Great-West Lifeco, Inc.      14,772,878  

188,679

     Husky Energy, Inc.      1,516,125  

632,386

     Hydro One Ltd.(1)      12,230,762  

140,690

     iA Financial Corp., Inc.      7,738,899  

104,749

     Imperial Oil Ltd.      2,774,728  

57,662

     Intact Financial Corp.      6,243,993  

176,079

     Loblaw Cos., Ltd.      9,097,585  

21,696

     Magna International, Inc.      1,191,251  

401,246

     Manulife Financial Corp.      8,156,425  

160,869

     Metro, Inc.      6,648,136  

32,275

     National Bank of Canada      1,794,010  

16,252

     Onex Corp.      1,029,826  

32,901

     Open Text Corp.      1,451,780  

245,317

     Parkland Fuel Corp.      9,025,698  

353,105

     Power Corp. of Canada      9,108,434  

573,191

     Power Financial Corp.      15,444,221  

11,769

     Quebecor, Inc. Class B      300,771  

239,955

     RioCan Real Estate Investment Trust REIT      4,951,761  

195,415

     Rogers Communications, Inc. Class B      9,716,876  

195,623

     Royal Bank of Canada      15,500,492  

112,005

     Saputo, Inc.      3,472,220  

141,720

     Shaw Communications, Inc. Class B      2,879,755  

348,103

     Sun Life Financial, Inc.      15,894,489  

139,430

     Suncor Energy, Inc.      4,576,164  

34,891

     TC Energy Corp.(2)      1,860,853  

255,603

     TELUS Corp.      9,910,714  

34,660

     Thomson Reuters Corp.      2,481,656  

44,148

     Toromont Industries Ltd.      2,403,245  

104,766

     Toronto-Dominion Bank      5,884,024  
       

 

 

 

          311,994,262  
       

 

 

 

     China - 0.3%   

824,000

     Kerry Logistics Network Ltd.      1,414,964  

7,465,900

     Yangzijiang Shipbuilding Holdings Ltd.      6,218,576  
       

 

 

 

          7,633,540  
       

 

 

 

     Denmark - 2.0%   

1,103

     Carlsberg A/S Class B      164,663  

42,169

     Coloplast A/S Class B      5,234,860  

16,043

     GN Store Nord A/S      755,036  

232,711

     H. Lundbeck A/S      8,893,147  

157,640

     ISS A/S      3,785,302  

308,159

     Novo Nordisk A/S Class B      17,898,404  

65,045

     Orsted A/S(1)      6,732,162  

18,005

     Pandora A/S      783,814  

15,033

     Rockwool International A/S Class B      3,563,478  

92,200

     Topdanmark A/S      4,548,367  

111,140

     Tryg A/S      3,297,303  
       

 

 

 

          55,656,536  
       

 

 

 

     Finland - 0.7%   

43,767

     Elisa Oyj      2,419,575  

28,418

     Kesko Oyj Class B      2,012,201  

37,675

     Kone Oyj Class B      2,464,671  

 

 Hartford Multifactor Developed Markets (ex-US) ETF

 

 

Schedule of Investments – (continued)

December 31, 2019 (Unaudited)

 

39,381

     Neste Oyj    $         1,371,244  

57,178

     Orion Oyj Class B      2,648,803  

112,212

     Sampo Oyj Class A      4,901,022  

85,952

     Tieto Oyj      2,674,455  

41,828

     Valmet Oyj      1,002,893  
       

 

 

 

          19,494,864  
       

 

 

 

     France - 5.9%   

42,497

     Air Liquide S.A.      6,020,101  

147,391

     Alstom S.A.      6,986,798  

7,841

     Arkema S.A.      833,504  

113,661

     AXA S.A.      3,203,645  

49,275

     BioMerieux      4,388,941  

513,676

     Bouygues S.A.      21,841,648  

64,647

     Cie de Saint-Gobain      2,648,667  

110,082

     Cie Generale des Etablissements Michelin SCA      13,481,158  

315,905

     CNP Assurances      6,287,115  

21,180

     Covivio REIT      2,405,983  

5,600

     Eiffage S.A.      641,172  

27,120

     Eurazeo SE      1,856,973  

46,364

     Ipsen S.A.      4,111,442  

24,361

     Klepierre S.A. REIT      925,635  

154,134

     Korian S.A.      7,252,803  

7,782

     L’Oreal S.A.      2,306,117  

48,439

     Nexity S.A.      2,434,812  

476,011

     Orange S.A.(2)      7,010,306  

108,767

     Peugeot S.A.      2,600,536  

63,368

     Rubis SCA      3,894,397  

131,307

     Sanofi      13,209,275  

15,806

     Sartorius Stedim Biotech      2,620,527  

3,950

     Schneider Electric SE      405,699  

310,016

     SCOR SE      13,021,891  

40,657

     Sodexo S.A.      4,821,598  

732,606

     Suez      11,089,388  

42,301

     Thales S.A.      4,393,113  

272,509

     Total S.A.      15,049,848  

64,591

     Veolia Environnement S.A.      1,719,055  
       

 

 

 

          167,462,147  
       

 

 

 

     Germany - 6.1%   

103,078

     1&1 Drillisch AG      2,647,330  

50,019

     Allianz SE      12,262,352  

327,896

     Alstria Office AG REIT      6,165,057  

1,354,397

     Aroundtown S.A.      12,138,155  

15,999

     BASF SE      1,209,530  

13,895

     Bayerische Motoren Werke AG      1,140,774  

16,344

     Carl Zeiss Meditec AG      2,085,955  

144,292

     Covestro AG(1)      6,713,561  

741,609

     Deutsche Telekom AG      12,128,880  

76,062

     DWS Group GmbH & Co. KgaA(1)      2,706,532  

152,379

     Evonik Industries AG      4,654,144  

64,783

     Hannover Rueck SE      12,529,464  

39,032

     HeidelbergCement AG      2,846,118  

24,397

     Hochtief AG      3,113,745  

76,525

     Knorr-Bremse AG      7,795,359  

27,476

     LEG Immobilien AG      3,255,352  

173,212

     Merck KgaA      20,483,241  

740,183

     Metro AG      11,922,770  

55,748

     Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen      16,457,778  

17,510

     Rheinmetall AG      2,012,668  

364,775

     Siemens Healthineers AG(1)      17,533,067  

93,492

     Talanx AG*      4,636,458  

1,069,992

     Telefonica Deutschland Holding AG      3,103,553  

70,428

     Vonovia SE      3,794,659  
       

 

 

 

          173,336,502  
       

 

 

 

 

 Hartford Multifactor Developed Markets (ex-US) ETF

 

 

Schedule of Investments – (continued)

December 31, 2019 (Unaudited)

 

     Hong Kong - 4.0%   

3,227,688

     Champion REIT    $         2,133,344  

1,479,320

     Chow Tai Fook Jewellery Group Ltd.      1,414,427  

378,000

     CK Hutchison Holdings Ltd.      3,604,482  

750,480

     CLP Holdings Ltd.      7,888,333  

405,633

     Dairy Farm International Holdings Ltd.      2,316,164  

241,910

     Hang Seng Bank Ltd.      4,998,525  

1,065,000

     Henderson Land Development Co., Ltd.      5,228,092  

4,009,109

     HK Electric Investments & HK Electric Investments Ltd.      3,951,585  

38,800

     Hong Kong & China Gas Co., Ltd.      75,789  

1,279,884

     Hongkong Land Holdings Ltd.      7,359,333  

702,000

     Hysan Development Co., Ltd.      2,752,394  

81,526

     Jardine Matheson Holdings Ltd.      4,532,846  

25,485

     Jardine Strategic Holdings Ltd.      781,115  

919,688

     Link REIT      9,737,706  

4,079,000

     New World Development Co., Ltd.      5,590,970  

1,182,000

     NWS Holdings Ltd.      1,656,542  

8,092,575

     PCCW Ltd.      4,787,953  

167,000

     Power Assets Holdings Ltd.      1,221,669  

2,288,000

     Sino Land Co., Ltd.      3,324,028  

2,046,000

     SITC International Holdings Co., Ltd.      2,494,546  

173,000

     Sun Hung Kai Properties Ltd.      2,648,797  

822,500

     Swire Pacific Ltd. Class A      7,642,522  

717,000

     Swire Properties Ltd.      2,378,712  

376,435

     VTech Holdings Ltd.      3,720,000  

8,863,792

     WH Group Ltd.(1)      9,157,515  

644,000

     Wharf Real Estate Investment Co., Ltd.      3,930,055  

2,021,111

     Yue Yuen Industrial Holdings Ltd.      5,965,958  
       

 

 

 

          111,293,402  
       

 

 

 

     Ireland - 0.7%   

26,468

     CRH plc*      1,059,767  

254,199

     Glanbia plc      2,927,570  

79,776

     ICON plc*      13,739,821  

19,685

     Kerry Group plc Class A      2,454,910  
       

 

 

 

          20,182,068  
       

 

 

 

     Israel - 1.7%   

135,405

     Bank Hapoalim BM      1,123,148  

1,328,224

     Bank Leumi Le-Israel BM      9,667,502  

985,270

     Israel Chemicals Ltd.      4,635,390  

3,248,331

     Israel Discount Bank Ltd. Class A      15,056,682  

429,397

     Mizrahi Tefahot Bank Ltd.      11,437,326  

72,935

     Strauss Group Ltd.      2,236,195  

57,239

     Taro Pharmaceutical Industries Ltd.*      5,033,025  
       

 

 

 

          49,189,268  
       

 

 

 

     Italy - 2.8%   

2,003,728

     A2A S.p.A.      3,760,635  

31,936

     ACEA S.p.A.      661,040  

356,676

     Assicurazioni Generali S.p.A.      7,364,781  

19,600

     DiaSorin S.p.A.      2,538,914  

857,999

     Enel S.p.A.      6,811,068  

871,035

     Eni S.p.A.      13,537,737  

1,333,014

     Italgas S.p.A.      8,145,898  

370,213

     Pirelli & C. S.p.A.(1)      2,135,999  

790,503

     Poste Italiane S.p.A.(1)      8,979,873  

147,745

     Recordati S.p.A.      6,230,747  

1,325,478

     Unipol Gruppo S.p.A.      7,605,881  

3,431,887

     UnipolSai Assicurazioni S.p.A.      9,977,435  
       

 

 

 

          77,750,008  
       

 

 

 

     Japan - 21.4%   

55,105

     ABC-Mart, Inc.      3,772,544  

64,859

     Aeon Co., Ltd.      1,346,119  

167,282

     Alfresa Holdings Corp.      3,429,531  

184,041

     ANA Holdings, Inc.      6,167,723  

 

 Hartford Multifactor Developed Markets (ex-US) ETF

 

 

Schedule of Investments – (continued)

December 31, 2019 (Unaudited)

 

209,088

     Aozora Bank Ltd.    $         5,562,212  

82,694

     Asahi Kasei Corp.      938,987  

564,665

     Astellas Pharma, Inc.      9,716,343  

183,300

     Azbil Corp.      5,203,409  

167,559

     Bandai Namco Holdings, Inc.      10,223,913  

235,097

     Bic Camera, Inc.      2,695,476  

376,493

     Bridgestone Corp.      14,100,083  

358,800

     Brother Industries Ltd.      7,497,905  

157,997

     Canon Marketing Japan, Inc.      3,692,775  

364,603

     Canon, Inc.      10,019,663  

171,337

     Dai-ichi Life Holdings, Inc.      2,863,894  

39,500

     Daiichikosho Co., Ltd.      2,082,678  

1,391,217

     Daiwa Securities Group, Inc.      7,079,301  

318,520

     FUJIFILM Holdings Corp.      15,328,821  

115,348

     Fujitsu Ltd.      10,900,611  

365,900

     Hakuhodo DY Holdings, Inc.      5,952,714  

440,600

     Haseko Corp.      5,963,861  

157,200

     Heiwa Corp.      3,306,733  

14,393

     Hikari Tsushin, Inc.      3,632,850  

102,700

     Hitachi High-Technologies Corp.      7,314,451  

205,773

     Hitachi Ltd.      8,759,198  

346,200

     Hitachi Metals Ltd.      5,138,446  

63,734

     Hitachi Transport System Ltd.      1,803,377  

318,100

     Honda Motor Co., Ltd.      9,071,009  

77,021

     Hoya Corp.      7,406,206  

355,200

     Iida Group Holdings Co., Ltd.      6,272,177  

515,571

     ITOCHU Corp.      12,024,060  

465,093

     Japan Airlines Co., Ltd.      14,538,035  

514,681

     Japan Post Holdings Co., Ltd.      4,859,100  

1,413,938

     JXTG Holdings, Inc.      6,478,028  

684,648

     K’s Holdings Corp.      9,015,241  

199,100

     Kajima Corp.      2,671,155  

81,149

     Kaken Pharmaceutical Co., Ltd.      4,510,145  

31,976

     Kaneka Corp.      1,035,708  

33,600

     Kansai Electric Power Co., Inc.      390,956  

307,551

     KDDI Corp.      9,206,012  

2,158,288

     Konica Minolta, Inc.      14,160,196  

309,600

     Kyushu Railway Co.      10,398,344  

128,022

     Lawson, Inc.      7,291,982  

128,200

     Marubeni Corp.      956,236  

670,400

     Mazda Motor Corp.      5,786,383  

1,336,300

     Mebuki Financial Group, Inc.      3,442,963  

304,950

     Medipal Holdings Corp.      6,771,054  

11,216

     MEIJI Holdings Co., Ltd.      761,666  

193,500

     Mitsubishi Chemical Holdings Corp.      1,455,590  

153,600

     Mitsubishi Corp.      4,098,827  

159,700

     Mitsubishi Electric Corp.      2,202,074  

235,800

     Mitsubishi Heavy Industries Ltd.      9,217,193  

61,227

     Mitsubishi Tanabe Pharma Corp.      1,131,298  

51,100

     Mitsui & Co., Ltd.      915,027  

158,417

     NEC Corp.      6,588,864  

48,969

     NH Foods Ltd.      2,032,208  

212,975

     Nihon Kohden Corp.      5,938,019  

259,100

     Nikon Corp.      3,204,328  

131,481

     Nippo Corp.      2,847,999  

273,768

     Nippon Kayaku Co., Ltd.      3,413,440  

445,506

     Nippon Telegraph & Telephone Corp.      11,302,140  

386,270

     Nissan Motor Co., Ltd.      2,260,928  

187,460

     NTT Data Corp.      2,530,516  

335,924

     NTT DOCOMO, Inc.      9,390,726  

326,200

     Obayashi Corp.      3,652,960  

386,300

     ORIX Corp.      6,437,445  

296,151

     Osaka Gas Co., Ltd.      5,698,199  

48,204

     Otsuka Holdings Co., Ltd.      2,165,909  

633,500

     Panasonic Corp.      6,001,272  

30,866

     Resona Holdings, Inc.      136,046  

 

 Hartford Multifactor Developed Markets (ex-US) ETF

 

 

Schedule of Investments – (continued)

December 31, 2019 (Unaudited)

 

215,469

     Ricoh Co., Ltd.    $         2,363,368  

74,828

     Rohto Pharmaceutical Co., Ltd.      2,285,981  

205,300

     Sankyo Co., Ltd.      6,848,056  

140,768

     Sawai Pharmaceutical Co., Ltd.      8,963,557  

56,200

     Secom Co., Ltd.      5,056,061  

624,800

     Seiko Epson Corp.      9,515,013  

150,165

     Sekisui Chemical Co., Ltd.      2,630,910  

585,048

     Sekisui House Ltd.      12,562,314  

165,789

     Seven & i Holdings Co., Ltd.      6,106,771  

234,600

     SG Holdings Co., Ltd.      5,310,476  

55,040

     Shimamura Co., Ltd.      4,213,782  

20,700

     Shionogi & Co., Ltd.      1,288,952  

139,200

     Ship Healthcare Holdings, Inc.      6,468,461  

594,158

     Skylark Holdings Co., Ltd.      11,672,669  

225,800

     Softbank Corp.      3,032,483  

944,500

     Sojitz Corp.      3,059,250  

49,700

     Sompo Holdings, Inc.      1,966,506  

426,100

     Sony Financial Holdings, Inc.      10,304,033  

411,293

     Subaru Corp.      10,269,552  

21,317

     Sugi Holdings Co., Ltd.      1,129,845  

202,901

     Sumitomo Dainippon Pharma Co., Ltd.      3,976,804  

551,000

     Sumitomo Electric Industries Ltd.      8,375,910  

376,229

     Sumitomo Forestry Co., Ltd.      5,591,073  

42,800

     Sumitomo Heavy Industries Ltd.      1,232,703  

24,300

     Sumitomo Mitsui Trust Holdings, Inc.      969,764  

99,300

     Sumitomo Rubber Industries Ltd.      1,221,662  

19,007

     Suntory Beverage & Food Ltd.      794,910  

199,282

     Suzuken Co., Ltd.      8,187,662  

16,800

     Suzuki Motor Corp.      706,010  

52,600

     Taisei Corp.      2,199,834  

18,600

     Taisho Pharmaceutical Holdings Co., Ltd.      1,388,047  

252,800

     Taiyo Nippon Sanso Corp.      5,648,018  

168,000

     Teijin Ltd.      3,161,353  

3,200

     Terumo Corp.      114,396  

13,911

     Toho Gas Co., Ltd.      570,905  

229,000

     Tokio Marine Holdings, Inc.      12,893,959  

212,100

     Tokyo Electric Power Co. Holdings, Inc.*      911,440  

329,696

     Tokyo Gas Co., Ltd.      8,044,067  

43,519

     Toyo Suisan Kaisha Ltd.      1,854,088  

268,200

     Toyota Boshoku Corp.      4,355,859  

38,400

     Toyota Motor Corp.      2,725,720  

46,800

     TS Tech Co., Ltd.      1,474,948  

138,547

     Tsumura & Co.      4,092,348  

135,389

     TV Asahi Holdings Corp.      2,525,268  

52,349

     West Japan Railway Co.      4,547,752  

503,457

     Yamada Denki Co., Ltd.      2,677,692  

72,880

     Yamazaki Baking Co., Ltd.      1,307,045  

69,253

     Zensho Holdings Co., Ltd.      1,573,367  
       

 

 

 

          602,331,926  
       

 

 

 

     Luxembourg - 0.2%   

200,833

     Grand City Properties S.A.      4,819,799  

777,951

     L’Occitane International S.A.      1,843,088  
       

 

 

 

          6,662,887  
       

 

 

 

     Netherlands - 3.5%   

440,256

     Aegon N.V.      2,009,859  

358,531

     ASR Nederland N.V.      13,425,761  

116,245

     GrandVision N.V.(1)      3,577,897  

621,104

     Koninklijke Ahold Delhaize N.V.      15,543,827  

78,754

     Koninklijke DSM N.V.      10,263,394  

355,944

     NN Group N.V.      13,512,678  

290,393

     Randstad N.V.      17,745,589  

586,864

     Royal Dutch Shell plc Class A      17,375,974  

73,274

     Wolters Kluwer N.V.      5,347,897  
       

 

 

 

          98,802,876  
       

 

 

 

 

 Hartford Multifactor Developed Markets (ex-US) ETF

 

 

Schedule of Investments – (continued)

December 31, 2019 (Unaudited)

 

     New Zealand - 0.6%   

400,553

     Contact Energy Ltd.    $         1,926,762  

73,937

     EBOS Group Ltd.      1,209,629  

569,671

     Fisher & Paykel Healthcare Corp. Ltd.      8,532,094  

40,226

     Mainfreight Ltd.      1,153,385  

168,000

     Meridian Energy Ltd.      566,706  

1,006,214

     Spark New Zealand Ltd.*(2)      2,900,005  
       

 

 

 

          16,288,581  
       

 

 

 

     Norway - 1.4%   

292,784

     Austevoll Seafood ASA      3,000,375  

567,908

     Equinor ASA      11,342,261  

280,572

     Leroy Seafood Group ASA      1,861,476  

200,059

     Marine Harvest ASA*      5,195,392  

779,658

     Orkla ASA      7,893,025  

18,983

     Salmar ASA      970,612  

129,387

     SpareBank 1 SR-Bank ASA      1,472,432  

404,295

     Telenor ASA      7,244,119  
       

 

 

 

          38,979,692  
       

 

 

 

     Portugal - 0.5%   

746,441

     Galp Energia SGPS S.A.      12,484,406  

519,433

     NOS SGPS S.A.      2,798,704  
       

 

 

 

          15,283,110  
       

 

 

 

     Russia - 1.1%   

3,096,121

     Evraz plc      16,570,418  

283,333

     Polymetal International plc      4,485,380  

459,091

     VEON Ltd.      1,161,500  

242,992

     X5 Retail Group N.V. GDR      8,383,224  
       

 

 

 

          30,600,522  
       

 

 

 

     Singapore - 2.0%   

5,427,698

     ComfortDelGro Corp. Ltd.      9,606,902  

354,804

     DBS Group Holdings Ltd.      6,828,786  

170,700

     Jardine Cycle & Carriage Ltd.      3,821,121  

1,300,500

     Mapletree Commercial Trust REIT      2,311,527  

3,484,500

     NetLink NBN Trust UNIT      2,448,855  

1,138,280

     Oversea-Chinese Banking Corp. Ltd.      9,294,846  

898,211

     SATS Ltd.      3,380,023  

1,069,088

     Singapore Airlines Ltd.      7,187,413  

919,200

     Singapore Technologies Engineering Ltd.      2,693,376  

1,070,500

     Singapore Telecommunications Ltd.      2,680,077  

591,000

     Venture Corp. Ltd.      7,120,217  
       

 

 

 

          57,373,143  
       

 

 

 

     Spain - 2.2%   

91,726

     Acciona S.A.      9,657,872  

157,767

     ACS Actividades de Construccion y Servicios S.A.      6,313,379  

87,819

     Ebro Foods S.A.      1,901,546  

179,330

     Enagas S.A.      4,577,513  

460,339

     Endesa S.A.      12,293,014  

735,366

     Gestamp Automocion S.A.(1)(2)      3,537,870  

138,118

     Iberdrola S.A.      1,423,243  

37,870

     Inmobiliaria Colonial Socimi S.A.      482,903  

1,214,486

     Mapfre S.A.(2)      3,217,293  

350,145

     Merlin Properties Socimi S.A. REIT      5,026,951  

1,217,327

     Prosegur Cash S.A.(1)      1,855,638  

112,705

     Red Electrica Corp. S.A.      2,267,715  

192,435

     Repsol S.A.      3,008,994  

616,744

     Telefonica S.A.      4,310,920  

39,475

     Viscofan S.A.      2,087,032  
       

 

 

 

          61,961,883  
       

 

 

 

     Sweden - 2.6%   

56,936

     Atrium Ljungberg AB Class B      1,374,583  

313,784

     Axfood AB      6,985,604  

201,483

     BillerudKorsnas AB(2)      2,381,580  

 

 Hartford Multifactor Developed Markets (ex-US) ETF

 

 

Schedule of Investments – (continued)

December 31, 2019 (Unaudited)

 

277,834

     Castellum AB    $         6,529,554  

63,650

     Electrolux AB Class B      1,563,194  

78,148

     Essity AB Class B      2,519,489  

175,611

     Fastighets AB Balder Class B*      8,126,726  

202,229

     Hennes & Mauritz AB Class B      4,114,985  

177,925

     ICA Gruppen AB      8,309,838  

102,910

     Loomis AB Class B      4,263,250  

531,921

     Securitas AB Class B      9,174,040  

107,123

     Skandinaviska Enskilda Banken AB Class A      1,007,942  

80,462

     Skanska AB Class B      1,819,647  

141,719

     Svenska Handelsbanken AB Class A      1,527,547  

649,159

     Swedbank AB Class A      9,670,413  

504,805

     Telia Co., AB      2,170,526  

21,026

     Volvo AB Class B      352,415  

54,022

     Wihlborgs Fastigheter AB      995,486  
       

 

 

 

          72,886,819  
       

 

 

 

     Switzerland - 6.2%   

166,962

     Adecco Group AG      10,555,495  

109,599

     Baloise Holding AG      19,806,707  

4,348

     Banque Cantonale Vaudoise      3,547,189  

12,330

     Bucher Industries AG      4,326,673  

22

     Chocoladefabriken Lindt & Spruengli AG      1,942,479  

27,554

     Coca-Cola HBC AG      936,281  

907

     Givaudan S.A.      2,838,970  

64,186

     Helvetia Holding AG      9,067,635  

63,896

     Julius Baer Group Ltd.*      3,294,601  

68,280

     Kuehne + Nagel International AG      11,507,509  

65,404

     Nestle S.A.      7,077,019  

96,923

     Novartis AG      9,198,352  

43,452

     PSP Swiss Property AG      5,994,927  

57,112

     Roche Holding AG      18,519,304  

1,490

     SGS S.A.      4,079,093  

20,270

     Sika AG      3,806,578  

19,451

     Sonova Holding AG      4,449,214  

40,533

     Swiss Life Holding AG      20,334,519  

94,001

     Swiss Re AG      10,551,876  

4,227

     Swisscom AG      2,237,580  

53,411

     Zurich Insurance Group AG      21,902,729  
       

 

 

 

          175,974,730  
       

 

 

 

     United Kingdom - 12.0%   

227,248

     3i Group plc      3,305,496  

231,929

     Anglo American plc      6,676,501  

61,257

     Ashtead Group plc      1,958,967  

107,871

     AstraZeneca plc      10,870,569  

95,400

     Auto Trader Group plc(1)      751,463  

2,550,876

     Avast plc(1)      15,301,356  

460,511

     Barratt Developments plc      4,554,725  

220,227

     Bellway plc      11,106,766  

28,641

     Berkeley Group Holdings plc      1,843,611  

2,101,404

     BP plc      13,128,573  

449,600

     Britvic plc      5,387,274  

4,598,244

     BT Group plc      11,722,535  

43,426

     Burberry Group plc      1,268,506  

7,106,476

     Centrica plc      8,406,978  

95,226

     Close Brothers Group plc      2,015,888  

39,052

     Coca-Cola European Partners plc      1,957,271  

414,515

     Compass Group plc      10,378,539  

78,344

     Diageo plc      3,321,680  

3,230,885

     Direct Line Insurance Group plc      13,375,366  

266,673

     Electrocomponents plc      2,393,793  

113,219

     Ferguson plc      10,274,106  

120,598

     Fiat Chrysler Automobiles N.V.(2)      1,771,585  

446,907

     GlaxoSmithKline plc      10,532,398  

37,490

     Hiscox Ltd.      707,228  

828,608

     Howden Joinery Group plc      7,383,124  

 

 Hartford Multifactor Developed Markets (ex-US) ETF

 

 

Schedule of Investments – (continued)

December 31, 2019 (Unaudited)

 

644,555

     HSBC Holdings plc    $ 5,054,084  

2,233,991

     Kingfisher plc      6,422,074  

5,351,168

     Legal & General Group plc      21,479,560  

404,544

     Marks & Spencer Group plc      1,144,189  

236,746

     Mondi plc      5,559,082  

545,879

     National Grid plc      6,828,739  

956,552

     Pearson plc      8,072,019  

144,242

     Pennon Group plc      1,958,618  

63,006

     Persimmon plc      2,249,442  

648,395

     Redrow plc      6,399,265  

428,160

     RELX plc      10,808,096  

829,007

     Rentokil Initial plc      4,974,971  

378,615

     Rio Tinto plc      22,585,719  

3,189,727

     Royal Mail plc      9,562,517  

692,788

     RSA Insurance Group plc      5,190,915  

438,066

     Sage Group plc      4,346,659  

777,209

     Smith & Nephew plc      18,867,570  

168,619

     Spectris plc      6,491,369  

53,435

     SSP Group plc      460,122  

668,373

     Tate & Lyle plc      6,731,021  

793,996

     Taylor Wimpey plc      2,034,272  

33,344

     Travis Perkins plc      707,643  

1,433,200

     Tritax Big Box plc REIT      2,825,165  

185,916

     Unilever plc      10,714,949  

186,084

     WH Smith plc      6,409,388  
       

 

 

 

          338,271,746  
       

 

 

 

     United States - 0.1%   

24,874

     Waste Connections, Inc.      2,262,493  
       

 

 

 

    

Total Common Stocks
(cost $2,592,227,738)

   $ 2,812,574,535  
       

 

 

 

Rights - 0.0%

  
     Spain - 0.0%   

189,337

     Repsol S.A.*      89,900  
       

 

 

 

    

Total Rights
(cost $89,410)

   $ 89,900  
       

 

 

 

    

Total Long-Term Investments
(cost $2,592,317,148)

   $         2,812,664,435  
       

 

 

 

Short-Term Investments - 0.3%

  
     Securities Lending Collateral - 0.3%   

339,325

     Citibank NA DDCA, 1.54%, 1/2/2020(3)      339,325  

1,645,411

     Fidelity Investments Money Market Funds, Government Portfolio, Institutional Class, 1.52%(3)      1,645,411  

1,516,348

     Goldman Sachs Financial Square Funds, Government Fund, Institutional Class, 1.75%(3)      1,516,348  

758,174

     JPMorgan Prime Money Market Fund, 1.69%(3)      758,174  

2,021,797

     Morgan Stanley Institutional Liquidity Funds, Prime Portfolio, Institutional Class, 1.72%(3)      2,021,797  

505,449

     State Street Institutional Liquid Reserves Fund, 1.70%(3)      505,449  
       

 

 

 

          6,786,504  
       

 

 

 

     U.S. Treasury Bill - 0.0%   

$        228,000

     1.52%, 03/12/2020(4)(5)      227,334  
       

 

 

 

    

Total Short-Term Investments
(cost $7,013,822)

   $ 7,013,838  
       

 

 

 

 

 Hartford Multifactor Developed Markets (ex-US) ETF

 

 

Schedule of Investments – (continued)

December 31, 2019 (Unaudited)

 

                           

    

Total Investments
(cost $2,599,330,970)

     100.0   $         2,819,678,273  
     Other Assets and Liabilities      0.0     1,234,397  
       

 

 

 

 

 

 

 

     Total Net Assets      100.0   $ 2,820,912,670  
       

 

 

 

 

 

 

 

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, 2019, the aggregate value of these securities was $102,138,596, representing 3.6% of net assets.

(2)

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

(3)

Current yield as of period end.

(4)

The rate shown represents current yield to maturity.

(5)

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of December 31, 2019, the market value of securities pledged was $227,334.

 

Futures Contracts Outstanding at December 31, 2019                
Description   

Number

of

Contracts

     Expiration Date     

Current

Notional

Amount

     Value and
Unrealized
Appreciation/
(Depreciation)
 

Long position contracts:

           

MSCI EAFE Index Future

     44        03/20/2020      $             4,480,300      $             22,931  
           

 

 

 

Total futures contracts

            $ 22,931  
           

 

 

 

 

For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)   
Index Abbreviations:   
MSCI    Morgan Stanley Capital International   
Other Abbreviations:   
DDCA    Dollars on Deposit in Custody Account   
GDR    Global Depositary Receipt   
REIT    Real Estate Investment Trust   

 

 Hartford Multifactor Developed Markets (ex-US) ETF

 

 

Schedule of Investments – (continued)

December 31, 2019 (Unaudited)

 

Fair Valuation Summary

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

 

Description            Total                     Level 1                     Level 2                   Level 3(1)            

Assets

        

Common Stocks

        

Australia

   $ 240,598,029     $ 240,598,029     $     $  

Austria

     8,626,969       8,626,969              

Belgium

     51,676,532       51,676,532              

Canada

     311,994,262       311,994,262              

China

     7,633,540       7,633,540              

Denmark

     55,656,536       55,656,536              

Finland

     19,494,864       19,494,864              

France

     167,462,147       167,462,147              

Germany

     173,336,502       173,336,502              

Hong Kong

     111,293,402       111,293,402              

Ireland

     20,182,068       20,182,068              

Israel

     49,189,268       49,189,268              

Italy

     77,750,008       77,750,008              

Japan

     602,331,926       602,331,926              

Luxembourg

     6,662,887       6,662,887              

Netherlands

     98,802,876       98,802,876              

New Zealand

     16,288,581       16,288,581              

Norway

     38,979,692       38,979,692              

Portugal

     15,283,110       15,283,110              

Russia

     30,600,522       30,600,522              

Singapore

     57,373,143       57,373,143              

Spain

     61,961,883       61,961,883              

Sweden

     72,886,819       72,886,819              

Switzerland

     175,974,730       175,974,730              

United Kingdom

     338,271,746       338,271,746              

United States

     2,262,493       2,262,493              

Rights

     89,900       89,900              

Short-Term Investments

     7,013,838       6,786,504       227,334        

Futures Contracts(2)

     22,931       22,931              
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

   $     2,819,701,204      $     2,819,473,870      $         227,334      $             —   
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

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

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

 

 Hartford Multifactor Diversified International ETF

 

 

Schedule of Investments

December 31, 2019 (Unaudited)

 

Shares or Principal Amount

       Market Value    

Common Stocks - 99.2%

  
   Australia - 8.0%   

2,320

   AGL Energy Ltd.    $         33,481  

891

   Australia & New Zealand Banking Group Ltd.      15,427  

515

   Bendigo & Adelaide Bank Ltd.      3,541  

1,546

   BHP Group Ltd.      42,297  

1,414

   Caltex Australia Ltd.      33,745  

1,249

   CIMIC Group Ltd.      29,096  

1,097

   Coca-Cola Amatil Ltd.      8,529  

414

   Commonwealth Bank of Australia      23,253  

2,465

   Dexus REIT      20,273  

3,218

   GPT Group REIT      12,668  

890

   JB Hi-Fi Ltd.      23,567  

162

   Macquarie Group Ltd.      15,698  

9,665

   Mirvac Group REIT      21,605  

218

   National Australia Bank Ltd.      3,774  

3,014

   Qantas Airways Ltd.      15,064  

9,371

   Scentre Group REIT      25,230  

1,928

   Stockland REIT      6,261  

4,744

   Telstra Corp. Ltd.      11,805  

1,971

   Wesfarmers Ltd.      57,360  

173

   Westpac Banking Corp.      2,947  

1,368

   Woolworths Group Ltd.      34,773  
     

 

 

 

        440,394  
     

 

 

 

   Austria - 0.1%   

127

   OMV AG      7,139  
     

 

 

 

   Belgium - 1.2%   

370

   Ageas      21,879  

309

   Colruyt S.A.      16,122  

835

   Proximus SADP      23,919  

61

   UCB S.A.      4,855  
     

 

 

 

        66,775  
     

 

 

 

   Brazil - 0.3%   

2,400

   Petrobras Distribuidora S.A.      17,940  
     

 

 

 

   Canada - 7.2%   

368

   Air Canada*      13,767  

956

   Alimentation Couche-Tard, Inc. Class B      30,381  

595

   Bank of Montreal      46,178  

156

   Canadian Apartment Properties REIT      6,377  

43

   Capital Power Corp.      1,140  

190

   CGI, Inc.*      15,922  

1,499

   Empire Co., Ltd. Class A      35,211  

1,089

   Great-West Lifeco, Inc.      27,931  

66

   iA Financial Corp., Inc.      3,630  

350

   Loblaw Cos., Ltd.      18,084  

1,801

   Manulife Financial Corp.      36,610  

650

   Parkland Fuel Corp.      23,915  

961

   Power Corp. of Canada      24,789  

1,233

   Power Financial Corp.      33,222  

262

   RioCan Real Estate Investment Trust REIT      5,407  

606

   Royal Bank of Canada      48,017  

546

   Sun Life Financial, Inc.(1)      24,931  

63

   Suncor Energy, Inc.      2,068  

28

   Toronto-Dominion Bank      1,573  
     

 

 

 

        399,153  
     

 

 

 

   Chile - 0.6%   

7,784

   Cencosud S.A.      10,248  

1,016

   Cia Cervecerias Unidas S.A.      9,958  

56,960

   Enel Americas S.A.      12,650  
     

 

 

 

        32,856  
     

 

 

 

 

 Hartford Multifactor Diversified International ETF

 

 

Schedule of Investments – (continued)

December 31, 2019 (Unaudited)

 

     China - 8.0%   

6,500

     Anhui Conch Cement Co., Ltd. Class H    $           47,383  

81,000

     Bank of China Ltd. Class H      34,617  

9,000

     China CITIC Bank Corp. Ltd. Class H      5,394  

9,000

     China Everbright Bank Co., Ltd. Class H      4,181  

10,000

     China Lesso Group Holdings Ltd.      12,821  

3,500

     China Railway Construction Corp. Ltd. Class H      3,832  

110,000

     China Telecom Corp. Ltd. Class H      45,317  

28,000

     Dongfeng Motor Group Co., Ltd. Class H      26,341  

80,500

     Great Wall Motor Co., Ltd. Class H      59,509  

28,000

     Guangzhou Automobile Group Co., Ltd. Class H      34,857  

2,000

     Guangzhou Baiyunshan Pharmaceutical Holdings Co., Ltd. Class H      6,828  

20,000

     Jiangsu Expressway Co., Ltd. Class H      27,413  

14,000

     Lenovo Group Ltd.      9,397  

48,000

     People’s Insurance Co., Group of China Ltd. Class H      19,960  

16,000

     PICC Property & Casualty Co., Ltd. Class H      19,282  

1,500

     Ping An Insurance Group Co. of China Ltd. Class H      17,730  

4,500

     Shanghai Pharmaceuticals Holding Co., Ltd. Class H      8,755  

13,600

     Sinopharm Group Co., Ltd. Class H      49,657  

1,000

     TravelSky Technology Ltd. Class H      2,441  

2,100

     Zhuzhou CRRC Times Electric Co., Ltd. Class H      7,600  
       

 

 

 

          443,315  
       

 

 

 

     Denmark - 1.0%   

962

     Novo Nordisk A/S Class B      55,875  

12

     Orsted A/S(2)      1,242  
       

 

 

 

          57,117  
       

 

 

 

     Finland - 0.1%   

180

     Sampo Oyj Class A      7,862  
       

 

 

 

     France - 4.2%   

135

     Alstom S.A.      6,399  

864

     AXA S.A.      24,353  

1,383

     Bouygues S.A.      58,806  

79

     Cie de Saint-Gobain      3,237  

267

     Cie Generale des Etablissements Michelin SCA      32,698  

286

     Orange S.A.      4,212  

273

     Peugeot S.A.      6,527  

272

     Sanofi      27,363  

351

     SCOR SE      14,743  

940

     Total S.A.      51,913  
       

 

 

 

          230,251  
       

 

 

 

     Germany - 3.3%   

226

     Allianz SE      55,405  

58

     Covestro AG(2)      2,699  

844

     Deutsche Telekom AG      13,803  

19

     Hannover Rueck SE      3,675  

411

     Merck KgaA      48,603  

116

     Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen      34,245  

458

     Talanx AG*      22,713  
       

 

 

 

          181,143  
       

 

 

 

     Hong Kong - 3.1%   

45,000

     Champion REIT      29,743  

1,500

     China Mobile Ltd.      12,609  

500

     CLP Holdings Ltd.      5,256  

300

     Hang Seng Bank Ltd.      6,199  

3,000

     Henderson Land Development Co., Ltd.      14,727  

800

     Hongkong Land Holdings Ltd.      4,600  

1,000

     Hopson Development Holdings Ltd.      1,014  

2,000

     Link REIT      21,176  

1,000

     Luk Fook Holdings International Ltd.      2,881  

13,000

     New World Development Co., Ltd.      17,819  

500

     Sun Hung Kai Properties Ltd.      7,655  

2,000

     Swire Pacific Ltd. Class A      18,584  

400

     Swire Properties Ltd.      1,327  

 

 Hartford Multifactor Diversified International ETF

 

 

Schedule of Investments – (continued)

December 31, 2019 (Unaudited)

 

1,400

     VTech Holdings Ltd.    $           13,835  

2,500

     WH Group Ltd.(2)      2,583  

3,500

     Yue Yuen Industrial Holdings Ltd.      10,331  
       

 

 

 

          170,339  
       

 

 

 

     India - 0.2%   

300

     Dr. Reddy’s Laboratories Ltd. ADR(1)      12,174  
       

 

 

 

     Indonesia - 1.6%   

13,400

     Astra International Tbk PT      6,684  

15,100

     Bank Mandiri Persero Tbk PT      8,348  

56,400

     Bank Negara Indonesia Persero Tbk PT      31,892  

22,300

     Indofood Sukses Makmur Tbk PT      12,730  

79,600

     Telekomunikasi Indonesia Persero Tbk PT      22,764  

4,100

     United Tractors Tbk PT      6,357  
       

 

 

 

          88,775  
       

 

 

 

     Israel - 2.2%   

278

     AFI Properties Ltd.*      11,550  

380

     Airport City Ltd.*      7,131  

57

     Israel Corp. Ltd.*      11,827  

246

     Mizrahi Tefahot Bank Ltd.      6,552  

53,522

     Oil Refineries Ltd.      26,869  

95

     Paz Oil Co., Ltd.      13,447  

2,504

     Phoenix Holdings Ltd.      15,137  

240

     Rami Levy Chain Stores Hashikma Marketing Ltd.      13,800  

601

     Shufersal Ltd.      3,825  

116

     Taro Pharmaceutical Industries Ltd.*      10,200  
       

 

 

 

          120,338  
       

 

 

 

     Italy - 2.6%   

693

     Assicurazioni Generali S.p.A.      14,309  

4,849

     Enel S.p.A.      38,493  

2,356

     Eni S.p.A.      36,617  

91

     Recordati S.p.A.      3,838  

930

     Unipol Gruppo S.p.A.      5,337  

14,719

     UnipolSai Assicurazioni S.p.A.      42,792  
       

 

 

 

          141,386  
       

 

 

 

     Japan - 15.4%   

300

     Alfresa Holdings Corp.      6,150  

2,200

     Astellas Pharma, Inc.      37,856  

1,000

     Bridgestone Corp.      37,451  

600

     Brother Industries Ltd.      12,538  

800

     Canon, Inc.      21,985  

3,500

     Citizen Watch Co., Ltd.      19,227  

200

     Dai-ichi Life Holdings, Inc.      3,343  

1,700

     Daiwa Securities Group, Inc.      8,650  

700

     FUJIFILM Holdings Corp.      33,688  

300

     Fujitsu Ltd.      28,350  

1,400

     Haseko Corp.      18,950  

900

     Hitachi Ltd.      38,310  

1,000

     Honda Motor Co., Ltd.      28,516  

200

     Hoya Corp.      19,232  

1,500

     ITOCHU Corp.      34,983  

800

     Japan Airlines Co., Ltd.      25,007  

500

     JXTG Holdings, Inc.      2,291  

100

     Kajima Corp.      1,342  

300

     Kaken Pharmaceutical Co., Ltd.      16,673  

1,300

     KDDI Corp.      38,913  

5,500

     Konica Minolta, Inc.      36,085  

700

     Mazda Motor Corp.      6,042  

600

     Medipal Holdings Corp.      13,322  

400

     Mitsubishi Corp.      10,674  

600

     Mitsubishi Electric Corp.      8,273  

400

     Mitsubishi Heavy Industries Ltd.      15,636  

600

     NEC Corp.      24,955  

100

     Nihon Kohden Corp.      2,788  

 

 Hartford Multifactor Diversified International ETF

 

 

Schedule of Investments – (continued)

December 31, 2019 (Unaudited)

 

1,400

     Nippon Telegraph & Telephone Corp.    $           35,517  

800

     NTT DOCOMO, Inc.      22,364  

400

     ORIX Corp.      6,666  

1,900

     Panasonic Corp.      17,999  

300

     Sawai Pharmaceutical Co., Ltd.      19,103  

1,700

     Seiko Epson Corp.      25,889  

600

     Seven & i Holdings Co., Ltd.      22,101  

300

     Ship Healthcare Holdings, Inc.      13,941  

900

     Sony Financial Holdings, Inc.      21,764  

1,000

     Subaru Corp.      24,969  

500

     Sumitomo Electric Industries Ltd.      7,601  

400

     Suzuken Co., Ltd.      16,434  

800

     Tokio Marine Holdings, Inc.      45,044  

1,200

     Tokyo Electric Power Co. Holdings, Inc.*      5,157  

800

     Tokyo Gas Co., Ltd.      19,519  
       

 

 

 

          855,298  
       

 

 

 

     Malaysia - 2.4%   

68,500

     AirAsia Group Bhd      28,469  

35,200

     BerMaz Auto Bhd      18,071  

100

     Carlsberg Brewery Malaysia Bhd Class B      719  

13,200

     DiGi.Com Bhd      14,392  

13,700

     Malayan Banking Bhd      28,937  

10,000

     Petronas Chemicals Group Bhd      17,969  

1,400

     Petronas Gas Bhd      5,688  

12,000

     RHB Bank Bhd      16,956  

5,280

     Supermax Corp. Bhd      1,794  
       

 

 

 

          132,995  
       

 

 

 

     Mexico - 1.0%   

5,600

     Coca-Cola Femsa S.A.B. de C.V.      34,044  

5,500

     Megacable Holdings S.A.B. de C.V. UNIT      22,554  
       

 

 

 

          56,598  
       

 

 

 

     Netherlands - 1.8%   

737

     Koninklijke Ahold Delhaize N.V.      18,444  

112

     Koninklijke DSM N.V.      14,596  

379

     NN Group N.V.      14,388  

1,767

     Royal Dutch Shell plc Class A      52,318  
       

 

 

 

          99,746  
       

 

 

 

     New Zealand - 0.9%   

6,573

     Air New Zealand Ltd.      12,993  

988

     Fisher & Paykel Healthcare Corp. Ltd.      14,798  

3,437

     Spark New Zealand Ltd.*      9,906  

3,315

     Z Energy Ltd.      9,840  
       

 

 

 

          47,537  
       

 

 

 

     Norway - 1.7%   

90

     Austevoll Seafood ASA      922  

268

     Entra ASA(2)      4,422  

1,452

     Equinor ASA      28,999  

950

     Marine Harvest ASA*      24,671  

310

     Orkla ASA      3,138  

1,441

     SpareBank 1 Nord Norge      12,873  

634

     SpareBank 1 SMN      7,230  

649

     Telenor ASA      11,629  
       

 

 

 

          93,884  
       

 

 

 

     Philippines - 0.7%   

2,000

     BDO Unibank, Inc.      6,240  

16,200

     First Gen Corp.      7,725  

115

     Globe Telecom, Inc.      4,587  

2,210

     Manila Electric Co.      13,833  

360

     PLDT, Inc.      7,023  

610

     San Miguel Corp.      1,975  
       

 

 

 

          41,383  
       

 

 

 

 

 Hartford Multifactor Diversified International ETF

 

 

Schedule of Investments – (continued)

December 31, 2019 (Unaudited)

 

     Poland - 0.3%   

852

     Asseco Poland S.A.    $                 14,319  
       

 

 

 

     Portugal - 0.7%   

2,219

     Galp Energia SGPS S.A.      37,113  
       

 

 

 

     Russia - 0.8%   

8,286

     Evraz plc      44,347  
       

 

 

 

     Singapore - 0.5%   

9,800

     ComfortDelGro Corp. Ltd.      17,346  

11,200

     Mapletree North Asia Commercial Trust REIT      9,662  

100

     Venture Corp. Ltd.      1,205  
       

 

 

 

          28,213  
       

 

 

 

     South Africa - 0.2%   

5,497

     Telkom S.A. SOC Ltd.      13,688  
       

 

 

 

     South Korea - 5.6%   

157

     Binggrae Co., Ltd.      7,603  

379

     Chongkundang Holdings Corp.      33,101  

120

     Daelim Industrial Co., Ltd.      9,391  

413

     Daesang Corp.      8,285  

90

     DongKook Pharmaceutical Co., Ltd.      6,934  

105

     GS Home Shopping, Inc.      13,492  

44

     GS Retail Co., Ltd.      1,493  

85

     Handsome Co., Ltd.      2,319  

58

     Hyundai Home Shopping Network Corp.      4,037  

659

     iMarketKorea, Inc.      5,926  

580

     IS Dongseo Co., Ltd.      16,526  

500

     Kia Motors Corp.      19,154  

283

     LF Corp.      4,527  

36

     LG Electronics, Inc.      2,245  

3,405

     LG Uplus Corp.      41,810  

201

     NHN Corp.*      11,610  

130

     S-1 Corp.      10,533  

967

     Samsung Electronics Co., Ltd.      46,659  

245

     SFA Engineering Corp.      9,798  

113

     SK Hynix, Inc.      9,195  

135

     SK Telecom Co., Ltd.      27,783  

250

     Spigen Korea Co., Ltd.      11,025  

618

     WiSoL Co., Ltd.      8,069  
       

 

 

 

          311,515  
       

 

 

 

     Spain - 1.0%   

315

     ACS Actividades de Construccion y Servicios S.A.      12,606  

960

     Endesa S.A.      25,636  

1,178

     Merlin Properties Socimi S.A. REIT      16,912  

104

     Telefonica S.A.      727  
       

 

 

 

          55,881  
       

 

 

 

     Sweden - 1.3%   

509

     Castellum AB      11,962  

393

     Fastighets AB Balder Class B*      18,187  

647

     Hennes & Mauritz AB Class B      13,165  

185

     ICA Gruppen AB      8,640  

1,615

     Peab AB Class B      16,174  

362

     Securitas AB Class B      6,244  
       

 

 

 

          74,372  
       

 

 

 

     Switzerland - 3.8%   

137

     Adecco Group AG      8,661  

141

     Baloise Holding AG      25,481  

78

     Julius Baer Group Ltd.*      4,022  

108

     Novartis AG      10,250  

178

     Roche Holding AG      57,719  

103

     Swiss Life Holding AG      51,673  

11

     Swiss Re AG      1,235  

 

 Hartford Multifactor Diversified International ETF

 

 

Schedule of Investments – (continued)

December 31, 2019 (Unaudited)

 

121

     Zurich Insurance Group AG    $                 49,619  
       

 

 

 

          208,660  
       

 

 

 

     Taiwan - 5.5%   

6,000

     AcBel Polytech, Inc.      4,834  

1,000

     Acter Group Corp. Ltd.      6,155  

23,000

     Chang Hwa Commercial Bank Ltd.      17,417  

2,000

     Chicony Electronics Co., Ltd.      5,938  

6,000

     China Life Insurance Co., Ltd.*      5,124  

7,000

     China Motor Corp.      9,130  

22,000

     E.Sun Financial Holding Co., Ltd.      20,476  

5,000

     Eva Airways Corp.      2,293  

13,000

     Far Eastern International Bank      5,182  

6,000

     Great Wall Enterprise Co., Ltd.      8,737  

5,800

     Hon Hai Precision Industry Co., Ltd.      17,568  

3,000

     Lite-On Technology Corp.      4,939  

6,000

     Mega Financial Holding Co., Ltd.      6,125  

21,000

     Pou Chen Corp.      27,461  

6,000

     Radiant Opto-Electronics Corp.      24,018  

6,000

     Shanghai Commercial & Savings Bank Ltd.      10,408  

4,000

     Systex Corp.      10,074  

13,000

     Taichung Commercial Bank Co., Ltd.      5,204  

78,000

     Taiwan Business Bank      32,785  

2,000

     Taiwan PCB Techvest Co., Ltd.      2,438  

2,000

     Tripod Technology Corp.      8,373  

12,000

     Uni-President Enterprises Corp.      29,703  

2,000

     United Integrated Services Co., Ltd.      13,077  

2,000

     Walsin Lihwa Corp.      1,027  

5,000

     Zhen Ding Technology Holding Ltd.      23,852  
       

 

 

 

          302,338  
       

 

 

 

     Thailand - 2.9%   

100

     Advanced Info Service PCL NVDR      711  

1,300

     Bangkok Bank PCL NVDR      6,944  

300

     Electricity Generating PCL NVDR      3,285  

2,500

     Kasikornbank PCL NVDR      12,603  

45,400

     Krung Thai Bank PCL NVDR      24,857  

9,200

     PTT Global Chemical PCL NVDR      17,507  

7,900

     PTT PCL NVDR      11,605  

1,004

     Siam Cement PCL NVDR      13,139  

8,800

     Siam Commercial Bank PCL NVDR      35,842  

14,000

     Thanachart Capital PCL NVDR      25,005  

1,900

     Tisco Financial Group PCL NVDR      6,295  
       

 

 

 

          157,793  
       

 

 

 

     Turkey - 2.3%   

1,007

     Celebi Hava Servisi A.S.      17,277  

94,893

     Dogan Sirketler Grubu Holding A.S.      29,340  

209

     EGE Endustri VE Ticaret A.S.      20,387  

2,585

     Eregli Demir ve Celik Fabrikalari T.A.S.      3,927  

1,072

     Ford Otomotiv Sanayi A.S.      12,763  

14,096

     Soda Sanayii A.S.      14,639  

5,014

     Tekfen Holding A.S.      16,278  

156

     Tofas Turk Otomobil Fabrikasi A.S.      704  

3,882

     Vestel Beyaz Esya Sanayi ve Ticaret A.S.      14,090  
       

 

 

 

          129,405  
       

 

 

 

     United Kingdom - 6.7%   

1,247

     Aggreko plc      13,754  

155

     Anglo American plc      4,462  

49

     AstraZeneca plc      4,938  

43

     Bellway plc      2,169  

6,000

     BP plc      37,485  

6,008

     BT Group plc      15,317  

7,746

     Centrica plc      9,164  

4,168

     Direct Line Insurance Group plc      17,255  

192

     Ferguson plc      17,423  

 

 Hartford Multifactor Diversified International ETF

 

 

Schedule of Investments – (continued)

December 31, 2019 (Unaudited)

 

674

     GlaxoSmithKline plc      $                 15,884  

475

     Howden Joinery Group plc        4,232  

54

     HSBC Holdings plc        423  

1,911

     John Laing Group plc(2)        9,620  

453

     Kingfisher plc        1,302  

14,664

     Legal & General Group plc        58,861  

283

     Mondi plc        6,645  

1,532

     National Express Group plc        9,531  

979

     Rio Tinto plc        58,401  

4,502

     Royal Mail plc        13,497  

1,591

     Smith & Nephew plc        38,623  

110

     Spectris plc        4,235  

2,254

     Tritax Big Box plc REIT        4,443  

434

     Unilever plc        25,013  
         

 

 

 

            372,677  
         

 

 

 

    

Total Common Stocks
(cost $5,276,035)

     $ 5,494,719  
         

 

 

 

Preferred Stocks - 0.6%

    
     Brazil - 0.6%     

2,100

     Telefonica Brasil S.A.        30,268  
         

 

 

 

    

Total Preferred Stocks
(cost $28,306)

     $ 30,268  
         

 

 

 

    

Total Long-Term Investments
(cost $5,304,341)

     $ 5,524,987  
         

 

 

 

    

Total Investments
(cost $5,304,341)

     99.8   $ 5,524,987  
     Other Assets and Liabilities      0.2     11,623  
       

 

 

 

 

 

 

 

     Total Net Assets      100.0   $ 5,536,610  
       

 

 

 

 

 

 

 

 

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, 2019, the aggregate value of these securities was $20,566, representing 0.4% of net assets.

 

For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)                                    
Other Abbreviations:                                                                                                                               
ADR    American Depositary Receipt
NVDR    Non-Voting Depositary Receipt
PT    Perseroan Terbatas
REIT    Real Estate Investment Trust

 

 Hartford Multifactor Diversified International ETF

 

 

Schedule of Investments – (continued)

December 31, 2019 (Unaudited)

 

Fair Valuation Summary

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

 

Description        Total                  Level 1                  Level 2                  Level 3(1)            

Assets

           

Common Stocks

           

Australia

   $             440,394      $             440,394      $                 —      $                 —  

Austria

     7,139        7,139                

Belgium

     66,775        66,775                

Brazil

     17,940        17,940                

Canada

     399,153        399,153                

Chile

     32,856        32,856                

China

     443,315        443,315                

Denmark

     57,117        57,117                

Finland

     7,862        7,862                

France

     230,251        230,251                

Germany

     181,143        181,143                

Hong Kong

     170,339        170,339                

India

     12,174        12,174                

Indonesia

     88,775        88,775                

Israel

     120,338        120,338                

Italy

     141,386        141,386                

Japan

     855,298        855,298                

Malaysia

     132,995        132,995                

Mexico

     56,598        56,598                

Netherlands

     99,746        99,746                

New Zealand

     47,537        47,537                

Norway

     93,884        93,884                

Philippines

     41,383        41,383                

Poland

     14,319        14,319                

Portugal

     37,113        37,113                

Russia

     44,347        44,347                

Singapore

     28,213        28,213                

South Africa

     13,688        13,688                

South Korea

     311,515        311,515                

Spain

     55,881        55,881                

Sweden

     74,372        74,372                

Switzerland

     208,660        208,660                

Taiwan

     302,338        302,338                

Thailand

     157,793        157,793                

Turkey

     129,405        129,405                

United Kingdom

     372,677        372,677                

Preferred Stocks

     30,268        30,268                
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

Total

   $ 5,524,987      $ 5,524,987      $      $  
  

 

 

 

  

 

 

 

  

 

 

 

  

 

 

 

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

 

 Hartford Multifactor Emerging Markets ETF

 

 

Schedule of Investments

December 31, 2019 (Unaudited)

 

Shares or Principal Amount

   Market Value

Common Stocks - 95.8%

  
     Brazil - 4.9%   

5,902

     Alpargatas S.A.*    $                 48,710  

21,963

     Ambev S.A.      101,934  

10,611

     Banco do Brasil S.A.      139,327  

8,162

     BB Seguridade Participacoes S.A.      76,493  

39,668

     Bradespar S.A.      377,480  

66,710

     Cia de Transmissao de Energia Eletrica Paulista      374,453  

7,837

     Cia Energetica de Minas Gerais      26,866  

39,185

     Cia Siderurgica Nacional S.A.      137,445  

15,964

     Engie Brasil Energia S.A.      201,599  

26,800

     Hypera S.A.      237,774  

11,283

     Lojas Renner S.A.      157,603  

92,349

     Petrobras Distribuidora S.A.      690,316  

59,696

     TIM Participacoes S.A.      232,539  

28,026

     Transmissora Alianca de Energia Eletrica S.A.      217,230  

27,872

     Vale S.A.      369,299  
       

 

 

 

          3,389,068  
       

 

 

 

     Chile - 2.7%   

409,806

     AES Gener S.A.      88,833  

322,192

     Aguas Andinas S.A. Class A      136,684  

3,152

     Banco de Credito e Inversiones S.A.      142,939  

1,405,798

     Banco Santander Chile      80,390  

197,864

     Cencosud S.A.      260,503  

26,232

     Cia Cervecerias Unidas S.A.      257,105  

144,829

     Colbun S.A.      23,112  

7,197

     Empresas COPEC S.A.      64,605  

3,097,195

     Enel Americas S.A.      687,854  

68,580

     Enel Chile S.A.      6,430  

19,984

     SACI Falabella      86,134  

12,257

     Vina Concha y Toro S.A.      23,078  
       

 

 

 

          1,857,667  
       

 

 

 

     China - 20.7%   

161,000

     Agricultural Bank of China Ltd. Class H      70,873  

109,000

     Anhui Conch Cement Co., Ltd. Class H      794,579  

23,000

     ANTA Sports Products Ltd.      205,890  

1,292

     Baidu, Inc. ADR*      163,309  

1,515,000

     Bank of China Ltd. Class H      647,469  

339,000

     Bank of Communications Co., Ltd. Class H      241,030  

619,000

     China CITIC Bank Corp. Ltd. Class H      370,996  

360,000

     China Construction Bank Corp. Class H      310,942  

705,000

     China Everbright Bank Co., Ltd. Class H      327,537  

272,000

     China Galaxy Securities Co., Ltd. Class H      160,230  

294,000

     China Lesso Group Holdings Ltd.      376,942  

79,000

     China Life Insurance Co., Ltd. Class H      219,506  

7,000

     China Mengniu Dairy Co., Ltd.*      28,299  

108,000

     China Merchants Bank Co., Ltd. Class H      555,122  

440,500

     China Minsheng Banking Corp. Ltd. Class H      332,984  

236,000

     China Petroleum & Chemical Corp. Class H      142,052  

208,500

     China Railway Construction Corp. Ltd. Class H      228,253  

256,000

     China Railway Group Ltd. Class H      158,033  

1,382,000

     China Telecom Corp. Ltd. Class H      569,345  

391,000

     CNOOC Ltd.      650,345  

608,000

     Dongfeng Motor Group Co., Ltd. Class H      571,965  

88,800

     Fuyao Glass Industry Group Co., Ltd. Class H(1)      271,809  

99,000

     Geely Automobile Holdings Ltd.      193,634  

1,017,500

     Great Wall Motor Co., Ltd. Class H      752,175  

442,000

     Guangzhou Automobile Group Co., Ltd. Class H      550,245  

88,000

     Guangzhou Baiyunshan Pharmaceutical Holdings Co., Ltd. Class H      300,418  

73,200

     Guangzhou R&F Properties Co., Ltd. Class H(2)      135,093  

186,000

     Industrial & Commercial Bank of China Ltd. Class H      143,228  

864

     JD.com, Inc. ADR*      30,439  

284,000

     Jiangsu Expressway Co., Ltd. Class H      389,271  

 

 Hartford Multifactor Emerging Markets ETF

 

 

Schedule of Investments – (continued)

December 31, 2019 (Unaudited)

 

2,125

     JOYY, Inc.*    $             112,179  

676,000

     Lenovo Group Ltd.      453,744  

40,500

     Li Ning Co., Ltd.      121,368  

1,093,000

     People’s Insurance Co., Group of China Ltd. Class H      454,493  

410,000

     PICC Property & Casualty Co., Ltd. Class H      494,096  

54,500

     Ping An Insurance Group Co. of China Ltd. Class H      644,197  

68,000

     Shandong Weigao Group Medical Polymer Co., Ltd. Class H      81,511  

173,500

     Shanghai Pharmaceuticals Holding Co., Ltd. Class H      337,568  

182,000

     Sinopharm Group Co., Ltd. Class H      664,532  

90,000

     Times China Holdings, Ltd.      179,496  

169,000

     TravelSky Technology Ltd. Class H      412,534  

20,000

     Tsingtao Brewery Co., Ltd. Class H      134,372  

81,000

     Uni-President China Holdings Ltd.      85,036  

75,200

     Zhuzhou CRRC Times Electric Co., Ltd. Class H      272,163  

28,000

     Zijin Mining Group Co., Ltd. Class H      13,943  

101,200

     Zoomlion Heavy Industry Science and Technology Co., Ltd. Class H      84,812  
       

 

 

 

          14,438,057  
       

 

 

 

     Colombia - 0.3%   

281,667

     Grupo Energia Bogota S.A. ESP*      190,553  

7,187

     Interconexion Electrica S.A. ESP      42,927  
       

 

 

 

          233,480  
       

 

 

 

     Hong Kong - 2.7%   

66,500

     China Mobile Ltd.      559,017  

38,000

     China Overseas Land & Investment Ltd.      148,015  

98,000

     China Resources Cement Holdings Ltd.      124,767  

22,000

     China Resources Gas Group Ltd.      120,845  

28,100

     China Resources Land Ltd.      139,927  

24,000

     Guangdong Investment Ltd.      50,207  

240,000

     Hopson Development Holdings Ltd.      243,333  

28,000

     Kingboard Holdings Ltd.      88,760  

152,000

     Kunlun Energy Co., Ltd.      134,213  

75,500

     Shenzhen International Holdings Ltd.      165,887  

54,500

     Sino Biopharmaceutical Ltd.      76,240  

16,500

     Sun Art Retail Group Ltd.      20,011  

34,615

     Times Neighborhood Holdings Ltd.*      21,546  
       

 

 

 

          1,892,768  
       

 

 

 

     India - 3.6%   

3,095

     Axis Bank Ltd. GDR      164,345  

9,599

     Dr. Reddy’s Laboratories Ltd. ADR      389,527  

2,885

     HDFC Bank Ltd. ADR      182,823  

18,348

     ICICI Bank Ltd. ADR      276,871  

55,204

     Infosys Ltd. ADR      569,705  

8,479

     Larsen & Toubro Ltd. GDR      155,844  

530

     Reliance Industries Ltd. GDR(1)      22,552  

6,914

     State Bank of India GDR*      323,575  

5,832

     Vedanta Ltd. ADR      50,330  

42,882

     Wipro Ltd. ADR      160,808  

3,376

     WNS Holdings Ltd. ADR*      223,322  
       

 

 

 

          2,519,702  
       

 

 

 

     Indonesia - 4.7%   

960,200

     Astra International Tbk PT      478,976  

922,000

     Bank Mandiri Persero Tbk PT      509,732  

1,048,700

     Bank Negara Indonesia Persero Tbk PT      592,998  

1,009,000

     Bank Rakyat Indonesia Persero Tbk PT      319,798  

50,700

     Indo Tambangraya Megah Tbk PT      41,908  

334,600

     Indofood Sukses Makmur Tbk PT      191,011  

475,600

     Kalbe Farma Tbk PT      55,499  

2,054,600

     Telekomunikasi Indonesia Persero Tbk PT      587,557  

38,500

     Unilever Indonesia Tbk PT      116,478  

226,000

     United Tractors Tbk PT      350,416  
       

 

 

 

          3,244,373  
       

 

 

 

     Malaysia - 4.1%   

420,700

     AirAsia Group Bhd      174,842  

 

 Hartford Multifactor Emerging Markets ETF

 

 

Schedule of Investments – (continued)

December 31, 2019 (Unaudited)

 

388,100

     BerMaz Auto Bhd    $             199,245  

204,500

     CIMB Group Holdings Bhd      257,469  

312,400

     DiGi.Com Bhd      340,619  

28,188

     Hong Leong Bank Bhd      119,216  

2,500

     Kuala Lumpur Kepong Bhd      15,157  

245,700

     Malayan Banking Bhd      518,970  

17,500

     Maxis Bhd      22,760  

193,100

     Petronas Chemicals Group Bhd      346,971  

69,000

     Petronas Gas Bhd      280,352  

35,700

     Public Bank Bhd      169,663  

147,400

     RHB Bank Bhd      208,281  

65,200

     Tenaga Nasional Bhd      211,356  
       

 

 

 

          2,864,901  
       

 

 

 

     Mexico - 3.4%   

675,272

     America Movil S.A.B. de C.V. Class L      539,960  

88,768

     Coca-Cola Femsa S.A.B. de C.V.      539,640  

31,120

     Fomento Economico Mexicano S.A.B. de C.V.      293,880  

13,992

     Grupo Financiero Banorte S.A.B. de C.V. Class O      78,214  

122,723

     Megacable Holdings S.A.B. de C.V. UNIT      503,266  

148,690

     Wal-Mart de Mexico S.A.B. de C.V.      427,393  
       

 

 

 

          2,382,353  
       

 

 

 

     Philippines - 3.5%   

153,100

     Alliance Global Group, Inc.      35,248  

6,785

     Ayala Corp.      105,235  

23,470

     Ayala Land, Inc.      21,086  

187,590

     BDO Unibank, Inc.      585,235  

346,100

     First Gen Corp.      165,037  

7,050

     Globe Telecom, Inc.      281,193  

28,190

     Manila Electric Co.      176,448  

232,300

     Metro Pacific Investments Corp.      15,962  

163,081

     Metropolitan Bank & Trust Co.      213,491  

13,390

     PLDT, Inc.      261,217  

12,860

     Puregold Price Club, Inc.      10,094  

79,300

     San Miguel Corp.      256,791  

10,020

     San Miguel Food and Beverage, Inc.      16,817  

11,425

     SM Investments Corp.      235,290  

274,800

     Vista Land & Lifescapes, Inc.      41,943  
       

 

 

 

          2,421,087  
       

 

 

 

     Poland - 2.8%   

10,808

     Asseco Poland S.A.      181,641  

18,268

     Bank Polska Kasa Opieki S.A.      484,519  

20,300

     Eurocash S.A.      117,063  

8,780

     KGHM Polska Miedz S.A.*      221,581  

17,937

     Polski Koncern Naftowy ORLEN S.A.      406,451  

12,340

     Powszechna Kasa Oszczednosci Bank Polski S.A.      112,280  

38,449

     Powszechny Zaklad Ubezpieczen S.A.      406,388  
       

 

 

 

          1,929,923  
       

 

 

 

     Russia - 3.2%   

49,904

     Gazprom PJSC ADR      410,610  

6,774

     LUKOIL PJSC ADR      671,845  

447

     Magnit PJSC GDR      5,389  

6,001

     MMC Norilsk Nickel PJSC ADR      183,330  

13,955

     Mobile TeleSystems PJSC ADR      141,643  

9,115

     Novolipetsk Steel PJSC GDR      210,010  

4,222

     Rosneft Oil Co. PJSC GDR      30,432  

11,304

     Sberbank of Russia PJSC ADR      185,838  

15,992

     Severstal PJSC GDR      242,119  

11,319

     Surgutneftegas PJSC ADR      91,288  

1,061

     Tatneft PJSC ADR      78,365  
       

 

 

 

          2,250,869  
       

 

 

 

     South Africa - 3.4%   

17,483

     Absa Group Ltd.      186,664  

9,218

     Barloworld Ltd.      74,312  

 

 Hartford Multifactor Emerging Markets ETF

 

 

Schedule of Investments – (continued)

December 31, 2019 (Unaudited)

 

1,040

     Bid Corp. Ltd.    $                 24,559  

13,024

     Bidvest Group Ltd.      190,719  

19,473

     FirstRand Ltd.      87,453  

2,109

     Foschini Group Ltd.      22,546  

6,446

     Kumba Iron Ore Ltd.      192,248  

65,459

     MTN Group Ltd.      386,149  

15,612

     Nedbank Group Ltd.      239,257  

26,679

     Sappi Ltd.      83,318  

4,879

     SPAR Group Ltd.      68,913  

17,377

     Standard Bank Group Ltd.      209,168  

115,732

     Telkom S.A. SOC Ltd.      288,182  

21,787

     Truworths International Ltd.      76,656  

10,562

     Vodacom Group Ltd.      87,088  

37,972

     Woolworths Holdings Ltd.      131,973  
       

 

 

 

          2,349,205  
       

 

 

 

     South Korea - 13.4%   

4,828

     Asia Paper Manufacturing Co., Ltd.      125,245  

2,699

     Binggrae Co., Ltd.      130,697  

12,195

     Cheil Worldwide, Inc.      253,612  

5,014

     Chongkundang Holdings Corp.      437,904  

231

     CJ CheilJedang Corp.      50,437  

169

     CJ Corp.      14,117  

15,696

     Daeduck Electronics Co.      141,833  

1,695

     Daelim Industrial Co., Ltd.      132,645  

8,753

     Daesang Corp.      175,597  

1,609

     DB Insurance Co., Ltd.      72,766  

17,222

     Deutsch Motors, Inc.*      114,372  

2,243

     DongKook Pharmaceutical Co., Ltd.      172,814  

774

     ENF Technology Co., Ltd.      19,142  

872

     F&F Co., Ltd.      84,452  

1,236

     Fila Korea Ltd.      56,646  

496

     GOLFZON Co., Ltd.      29,551  

1,525

     GS Home Shopping, Inc.      195,957  

3,037

     GS Retail Co., Ltd.      103,076  

4,791

     Handsome Co., Ltd.      130,707  

1,892

     Hankook Tire & Technology Co., Ltd.      54,889  

782

     Huchems Fine Chemical Corp.      14,302  

1,717

     Hyundai Home Shopping Network Corp.      119,520  

1,139

     Hyundai Mobis Co., Ltd.      252,137  

1,471

     Hyundai Motor Co.      153,276  

7,047

     iMarketKorea, Inc.      63,374  

1,400

     Industrial Bank of Korea      14,285  

1,269

     Innocean Worldwide, Inc.      77,800  

5,656

     INTOPS Co., Ltd.      63,092  

7,127

     IS Dongseo Co., Ltd.      203,065  

1,935

     Jejuair Co., Ltd.      44,842  

10,068

     Kia Motors Corp.      385,674  

788

     KT&G Corp.      63,915  

11,140

     LF Corp.      178,209  

479

     LG Chem Ltd.      131,508  

3,911

     LG Electronics, Inc.      243,835  

45,500

     LG Uplus Corp.      558,693  

356

     Lotte Chemical Corp.      68,956  

1,645

     Mcnex Co., Ltd.      53,698  

1,761

     Meritz Fire & Marine Insurance Co., Ltd.      27,181  

5,572

     NHN Corp.*      321,855  

4,268

     NICE Information Service Co., Ltd.      51,484  

754

     POSCO      154,197  

22,517

     Power Logics Co., Ltd.*      198,602  

2,260

     S&T Motiv Co., Ltd.      83,544  

1,346

     S-1 Corp.      109,058  

17,844

     Samsung Electronics Co., Ltd.      860,993  

290

     Samsung Fire & Marine Insurance Co., Ltd.      61,062  

7,621

     SFA Engineering Corp.      304,787  

2,859

     Shinhan Financial Group Co., Ltd.      107,171  

 

 Hartford Multifactor Emerging Markets ETF

 

 

Schedule of Investments – (continued)

December 31, 2019 (Unaudited)

 

196

     SK Holdings Co., Ltd.    $                 44,405  

8,943

     SK Hynix, Inc.      727,689  

1,830

     SK Telecom Co., Ltd.      376,618  

6,106

     Spigen Korea Co., Ltd.      269,278  

23,999

     WiSoL Co., Ltd.      313,360  

1,002

     Woongjin Coway Co., Ltd.      80,666  

2,722

     Youngone Corp.      80,616  
       

 

 

 

          9,359,206  
       

 

 

 

     Taiwan - 13.4%   

6,000

     Acter Group Corp. Ltd.      36,928  

14,000

     Asustek Computer, Inc.      108,116  

236,159

     Chang Hwa Commercial Bank Ltd.      178,831  

24,000

     Chang Wah Electromaterials, Inc.      142,910  

62,431

     Chicony Electronics Co., Ltd.      185,354  

132,590

     China Life Insurance Co., Ltd.*      113,230  

69,400

     China Motor Corp.      90,521  

73,000

     Chunghwa Telecom Co., Ltd.      267,872  

227,000

     Compal Electronics, Inc.      142,741  

126,000

     Coretronic Corp.      162,875  

415,628

     CTBC Financial Holding Co., Ltd.      310,574  

239,360

     E.Sun Financial Holding Co., Ltd.      222,776  

239,000

     Far Eastern International Bank      95,275  

30,000

     Far EasTone Telecommunications Co., Ltd.      72,155  

67,000

     Formosa Chemicals & Fibre Corp.      195,567  

15,000

     Formosa Plastics Corp.      49,938  

14,301

     Foxconn Technology Co., Ltd.      31,582  

59,000

     Fubon Financial Holding Co., Ltd.      91,323  

14,000

     Getac Technology Corp.      21,810  

59,000

     Gigabyte Technology Co., Ltd.      97,818  

112,000

     Great Wall Enterprise Co., Ltd.      163,085  

216,224

     Hon Hai Precision Industry Co., Ltd.      654,940  

116,000

     Inventec Corp.      88,421  

16,000

     King Yuan Electronics Co., Ltd.      20,042  

114,245

     Lite-On Technology Corp.      188,077  

25,000

     MediaTek, Inc.      369,867  

306,273

     Mega Financial Holding Co., Ltd.      312,638  

94,000

     Nan Ya Plastics Corp.      228,282  

29,000

     Nichidenbo Corp.      51,369  

20,000

     Novatek Microelectronics Corp.      146,112  

15,000

     Pegatron Corp.      34,226  

8,000

     Phison Electronics Corp.      90,870  

309,000

     Pou Chen Corp.      404,070  

37,000

     Powertech Technology, Inc.      123,181  

3,000

     President Chain Store Corp.      30,423  

27,000

     Qisda Corp.      19,185  

95,000

     Radiant Opto-Electronics Corp.      380,292  

98,130

     Shanghai Commercial & Savings Bank Ltd.      170,222  

295,910

     Shin Kong Financial Holding Co., Ltd.*      102,167  

49,534

     Sigurd Microelectronics Corp.      61,304  

18,000

     Simplo Technology Co., Ltd.      181,939  

4,000

     Sinbon Electronics Co., Ltd.      16,546  

144,832

     SinoPac Financial Holdings Co., Ltd.      62,809  

68,000

     Systex Corp.      171,265  

271,000

     Taichung Commercial Bank Co., Ltd.      108,483  

793,000

     Taiwan Business Bank      333,316  

129,000

     Taiwan PCB Techvest Co., Ltd.      157,286  

31,000

     Taiwan Semiconductor Manufacturing Co., Ltd.      342,296  

63,000

     Tripod Technology Corp.      263,752  

217,800

     Uni-President Enterprises Corp.      539,105  

38,000

     United Integrated Services Co., Ltd.      248,457  

97,000

     United Microelectronics Corp.      53,229  

91,000

     Walsin Lihwa Corp.      46,749  

95,686

     Wistron Corp.      90,493  

10,000

     Wistron NeWeb Corp.      25,186  

 

 Hartford Multifactor Emerging Markets ETF

 

 

Schedule of Investments – (continued)

December 31, 2019 (Unaudited)

 

99,000

     Zhen Ding Technology Holding Ltd.    $ 472,262  
       

 

 

 

          9,370,142  
       

 

 

 

     Thailand - 5.7%   

61,548

     Advanced Info Service PCL NVDR      437,666  

32,600

     Bangkok Bank PCL NVDR      174,135  

185,300

     Bangkok Dusit Medical Services PCL NVDR      160,841  

25,900

     CP ALL PCL NVDR      62,472  

60,600

     Delta Electronics Thailand PCL NVDR      108,237  

1,900

     Electricity Generating PCL NVDR      20,805  

124,200

     Hana Microelectronics PCL NVDR      143,051  

85,700

     Kasikornbank PCL NVDR      432,023  

446,300

     Krung Thai Bank PCL NVDR      244,354  

46,200

     PTT Exploration & Production PCL NVDR      192,026  

249,800

     PTT Global Chemical PCL NVDR      475,353  

272,600

     PTT PCL NVDR      400,431  

25,900

     Siam Cement PCL NVDR      338,949  

91,900

     Siam Commercial Bank PCL NVDR      374,304  

192,900

     Thanachart Capital PCL NVDR      344,536  

25,400

     Tisco Financial Group PCL NVDR      84,161  
       

 

 

 

          3,993,344  
       

 

 

 

     Turkey - 3.3%   

65,007

     Akbank T.A.S.*      88,591  

10,857

     Arcelik A.S.*      38,021  

24,367

     BIM Birlesik Magazalar A.S.      191,054  

12,307

     Celebi Hava Servisi A.S.      211,149  

616,191

     Dogan Sirketler Grubu Holding A.S.      190,521  

2,562

     EGE Endustri VE Ticaret A.S.      249,914  

128,776

     Enka Insaat ve Sanayi A.S.      138,925  

50,167

     Eregli Demir ve Celik Fabrikalari T.A.S.      76,207  

16,380

     Ford Otomotiv Sanayi A.S.      195,013  

152,745

     Iskenderun Demir ve Celik A.S.      205,594  

99,039

     Soda Sanayii A.S.      102,850  

5,830

     TAV Havalimanlari Holding A.S.      28,587  

34,283

     Tekfen Holding A.S.      111,300  

32,918

     Tofas Turk Otomobil Fabrikasi A.S.      148,576  

27,923

     Turkiye Garanti Bankasi A.S.*      52,271  

49,267

     Vestel Beyaz Esya Sanayi ve Ticaret A.S.      178,822  

288,264

     Yapi ve Kredi Bankasi A.S.*      120,130  
       

 

 

 

          2,327,525  
       

 

 

 

    

Total Common Stocks
(cost $62,497,417)

   $ 66,823,670  
       

 

 

 

Preferred Stocks - 3.9%

  
     Brazil - 3.1%   

26,177

     Banco Bradesco S.A.*      235,370  

3,660

     Cia Paranaense de Energia*      62,843  

35,798

     Gerdau S.A.*      177,980  

55,896

     Itau Unibanco Holding S.A.*      515,510  

41,330

     Itausa - Investimentos Itau S.A.*      144,763  

43,424

     Petroleo Brasileiro S.A.*      325,785  

48,749

     Telefonica Brasil S.A.      702,629  
       

 

 

 

          2,164,880  
       

 

 

 

     Chile - 0.2%   

23,220

     Embotelladora Andina S.A. Class B*      67,287  

1,753

     Sociedad Quimica y Minera de Chile S.A. Class B*      46,882  
       

 

 

 

          114,169  
       

 

 

 

     Colombia - 0.6%   

8,241

     Banco Davivienda S.A.*      115,472  

24,572

     Bancolombia S.A.*      342,952  
       

 

 

 

          458,424  
       

 

 

 

    

Total Preferred Stocks
(cost $1,870,133)

   $             2,737,473  
       

 

 

 

 

 Hartford Multifactor Emerging Markets ETF

 

 

Schedule of Investments – (continued)

December 31, 2019 (Unaudited)

 

    

Total Long-Term Investments
(cost $64,367,550)

     $ 69,561,143  
         

 

 

 

Short-Term Investments - 0.0%

    
     U.S. Treasury Bill - 0.0%     

$            20,000

         1.50%, 03/12/2020(3)(4)      $ 19,942  
         

 

 

 

    

Total Short-Term Investments
(cost $19,941)

     $                     19,942  
         

 

 

 

    

Total Investments
(cost $64,387,491)

     99.7   $ 69,581,085  
     Other Assets and Liabilities      0.3     204,869  
       

 

 

 

 

 

 

 

     Total Net Assets      100.0   $ 69,785,954  
       

 

 

 

 

 

 

 

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, 2019, the aggregate value of these securities was $294,361, representing 0.4% of net assets. (2) Represents entire or partial securities on loan. See Note 2 in the accompanying Notes to the Schedule of Investments for securities lending information.

(3)

All, or a portion of the security, was pledged as collateral in connection with futures contracts. As of December 31, 2019, the market value of securities pledged was $19,942.

(4)

The rate shown represents current yield to maturity.

 

Futures Contracts Outstanding at December 31, 2019

             
Description   

Number

of

        Contracts        

       Expiration Date         

Current

Notional

Amount

    

Value and

Unrealized

Appreciation/

(Depreciation)

Long position contracts:

           

MSCI Emerging Market Index Future

   6              03/20/2020      $             336,060      $ (266
           

 

 

 

Total futures contracts

            $                         (266
           

 

 

 

 

For information regarding the Fund’s significant accounting policies, please refer to the Fund’s most recent shareholder report.

 

GLOSSARY: (abbreviations used in preceding Schedule of Investments)                                                     
Index Abbreviations:                                                                                                                                               
MSCI    Morgan Stanley Capital International
Other Abbreviations:                                                                                                                                               
ADR    American Depositary Receipt
GDR    Global Depositary Receipt
NVDR    Non-Voting Depositary Receipt
PJSC    Private Joint Stock Company
PT    Perseroan Terbatas

 

 Hartford Multifactor Emerging Markets ETF

 

 

Schedule of Investments – (continued)

December 31, 2019 (Unaudited)

 

Fair Valuation Summary

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

 

Description    Total   Level 1   Level 2   Level 3(1)

Assets

        

Common Stocks

        

Brazil

   $             3,389,068     $             3,389,068     $     $  

Chile

     1,857,667       1,857,667              

China

     14,438,057       14,438,057              

Colombia

     233,480       233,480              

Hong Kong

     1,892,768       1,892,768              

India

     2,519,702       2,519,702              

Indonesia

     3,244,373       3,244,373              

Malaysia

     2,864,901       2,864,901              

Mexico

     2,382,353       2,382,353              

Philippines

     2,421,087       2,421,087              

Poland

     1,929,923       1,929,923              

Russia

     2,250,869       2,250,869              

South Africa

     2,349,205       2,349,205              

South Korea

     9,359,206       9,359,206              

Taiwan

     9,370,142       9,370,142              

Thailand

     3,993,344       3,993,344              

Turkey

     2,327,525       2,327,525              

Preferred Stocks

     2,737,473       2,737,473              

Short-Term Investments

     19,942             19,942         
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

   $ 69,581,085     $ 69,561,143     $ 19,942     $  
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Liabilities

        

Futures Contracts(2)

   $ (266   $ (266   $     $  
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Total

   $ (266   $ (266   $                     —     $                     —   
  

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

(1) For the period ended December 31, 2019, investments valued at $171,619 were transferred out of Level 3 due to the expiration of trading restrictions and there were no transfers into Level 3

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

 

 Hartford Multifactor Low Volatility US Equity ETF

 

 

Schedule of Investments

December 31, 2019 (Unaudited)

 

Shares or Principal Amount

   Market Value

Common Stocks - 99.7%

  
     Automobiles & Components - 0.5%   

1,050

     General Motors Co.    $                 38,430  
       

 

 

 

     Banks - 1.0%   

374

     Capitol Federal Financial, Inc.      5,135  

48

     Commerce Bancshares, Inc.      3,261  

128

     JP Morgan Chase & Co.      17,843  

794

     TFS Financial Corp.      15,626  

656

     US Bancorp      38,895  
       

 

 

 

          80,760  
       

 

 

 

     Capital Goods - 9.9%   

218

     3M Co.      38,460  

24

     Alamo Group, Inc.      3,013  

22

     Allegion plc      2,740  

298

     Cummins, Inc.      53,330  

123

     Eaton Corp. plc      11,651  

198

     EMCOR Group, Inc.      17,087  

39

     ESCO Technologies, Inc.      3,608  

150

     General Dynamics Corp.      26,453  

486

     HD Supply Holdings, Inc.*      19,547  

610

     Honeywell International, Inc.      107,970  

32

     Huntington Ingalls Industries, Inc.      8,028  

54

     IDEX Corp.      9,288  

130

     Ingersoll-Rand plc      17,280  

49

     Johnson Controls International plc      1,995  

582

     Kaman Corp.      38,365  

38

     Lennox International, Inc.      9,271  

217

     Lincoln Electric Holdings, Inc.      20,990  

172

     Lockheed Martin Corp.      66,973  

301

     MSC Industrial Direct Co., Inc. Class A      23,619  

126

     Northrop Grumman Corp.      43,340  

862

     PACCAR, Inc.      68,184  

129

     Quanta Services, Inc.      5,252  

342

     Raytheon Co.      75,151  

12

     Roper Technologies, Inc.      4,251  

496

     Toro Co.      39,516  

471

     United Technologies Corp.      70,537  

41

     Watsco, Inc.      7,386  
       

 

 

 

          793,285  
       

 

 

 

     Commercial & Professional Services - 3.9%   

480

     Brady Corp. Class A      27,485  

1,612

     CBIZ, Inc.*      43,459  

58

     Cintas Corp.      15,607  

455

     Exponent, Inc.      31,399  

274

     ICF International, Inc.      25,104  

141

     IHS Markit Ltd.*      10,624  

624

     Republic Services, Inc.      55,929  

53

     UniFirst Corp.      10,705  

140

     Verisk Analytics, Inc.      20,908  

628

     Waste Management, Inc.      71,567  
       

 

 

 

          312,787  
       

 

 

 

     Consumer Durables & Apparel - 0.5%   

368

     VF Corp.      36,675  
       

 

 

 

     Consumer Services - 8.8%   

274

     Bright Horizons Family Solutions, Inc.*      41,180  

500

     Carnival Corp.      25,415  

537

     Cheesecake Factory, Inc.      20,868  

327

     Choice Hotels International, Inc.      33,822  

222

     Cracker Barrel Old Country Store, Inc.      34,130  

471

     Darden Restaurants, Inc.      51,344  

439

     Dunkin’ Brands Group, Inc.      33,162  

949

     Extended Stay America, Inc.      14,102  

 

 Hartford Multifactor Low Volatility US Equity ETF

 

 

Schedule of Investments – (continued)

December 31, 2019 (Unaudited)

 

51

     Graham Holdings Co. Class B    $                 32,589  

1,428

     H&R Block, Inc.      33,530  

229

     Hilton Worldwide Holdings, Inc.      25,398  

509

     Hyatt Hotels Corp. Class A      45,662  

77

     Jack in the Box, Inc.      6,008  

520

     McDonald’s Corp.      102,757  

711

     Service Corp. International      32,727  

776

     Starbucks Corp.      68,226  

1,697

     Wendy’s Co.      37,690  

642

     Yum! Brands, Inc.      64,669  
       

 

 

 

          703,279  
       

 

 

 

     Diversified Financials - 3.8%   

3,014

     AGNC Investment Corp. REIT      53,288  

65

     American Express Co.      8,092  

3,743

     Annaly Capital Management, Inc. REIT      35,259  

1,481

     Apollo Commercial Real Estate Finance, Inc. REIT      27,088  

171

     ARMOUR Residential, Inc. REIT      3,056  

308