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 | LOreal 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 | Ks 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 |
$ | 2,043,520,549 | ||||
|
|
|||||
Preferred Stocks - 0.2% |
| |||||
Germany - 0.2% |
| |||||
61,694 | Fuchs Petrolub SE |
3,505,555 | ||||
|
|
|||||
Total Preferred Stocks |
$ | 3,505,555 | ||||
|
|
|||||
Total Long-Term Investments |
$ | 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 |
$ | 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 |
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 Funds 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 | Peoples 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 | LOreal 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. Reddys 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 | Ks 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 |
$ | 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 |
$ | 22,635 | ||||||||
|
|
|||||||||
Total Long-Term Investments |
$ | 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 |
$ | 40,872 | ||||||||
|
|
|||||||||
Total Investments |
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 Funds 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 | Peoples 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. Reddys 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 |
$ | 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 |
$ | 1,288,107 | ||||
|
|
|||||
Total Long-Term Investments |
$ | 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 |
$ | 20,996 | ||||
|
|
Hartford Multifactor Emerging Markets ETF | ||||
Schedule of Investments (continued) December 31, 2020 (Unaudited) |
Shares or Principal Amount |
Market Value |
|||||||||
Total Investments |
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 |
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 Funds 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 |